Semiannual Report

Semi-Annual Report

DFA Canadian Core Equity Fund DFA Canadian Vector Equity Fund DFA U.S. Core Equity Fund DFA U.S. Vector Equity Fund DFA International Core Equity Fund DFA International Vector Equity Fund DFA Global Real Estate Securities Fund DFA Five-Year Global Fixed Income Fund DFA Global Investment Grade Fixed Income Fund DFA Global Targeted Credit Fund DFA Global 40EQ-60FI Portfolio DFA Global 50EQ-50FI Portfolio DFA Global 60EQ-40FI Portfolio DFA Global 70EQ-30FI Portfolio DFA Global 80EQ-20FI Portfolio DFA Global Equity Portfolio DFA Global Fixed Income Portfolio DFA World Equity Portfolio

Period Ended June 30, 2020 (Unaudited) FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2020 (Unaudited)

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Letter to Unitholders ...... I

Financial Statements DFA Canadian Core Equity Fund ...... 1 Statements of Financial Position ...... 1 Statements of Comprehensive Income ...... 2 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 3 Statements of Cash Flows ...... 4 Schedule of Investment Portfolio ...... 5 Discussion of Financial Risk Management ...... 10 DFA Canadian Vector Equity Fund ...... 12 Statements of Financial Position ...... 12 Statements of Comprehensive Income ...... 13 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 14 Statements of Cash Flows ...... 15 Schedule of Investment Portfolio ...... 16 Discussion of Financial Risk Management ...... 20 DFA U.S. Core Equity Fund ...... 22 Statements of Financial Position ...... 22 Statements of Comprehensive Income ...... 23 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 24 Statements of Cash Flows ...... 26 Schedule of Investment Portfolio ...... 27 Discussion of Financial Risk Management ...... 51 DFA U.S. Vector Equity Fund ...... 54 Statements of Financial Position ...... 54 Statements of Comprehensive Income ...... 55 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 56 Statements of Cash Flows ...... 58 Schedule of Investment Portfolio ...... 59 Discussion of Financial Risk Management ...... 79 FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2020 (Unaudited)

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Financial Statements DFA International Core Equity Fund ...... 82 Statements of Financial Position ...... 82 Statements of Comprehensive Income ...... 83 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 84 Statements of Cash Flows ...... 86 Schedule of Investment Portfolio ...... 87 Discussion of Financial Risk Management ...... 154 DFA International Vector Equity Fund ...... 160 Statements of Financial Position ...... 160 Statements of Comprehensive Income ...... 161 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 162 Statements of Cash Flows ...... 164 Schedule of Investment Portfolio ...... 165 Discussion of Financial Risk Management ...... 216 DFA Global Real Estate Securities Fund ...... 222 Statements of Financial Position ...... 222 Statements of Comprehensive Income ...... 223 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 224 Statements of Cash Flows ...... 225 Schedule of Investment Portfolio ...... 226 Discussion of Financial Risk Management ...... 231 DFA Five-Year Global Fixed Income Fund ...... 234 Statements of Financial Position ...... 234 Statements of Comprehensive Income ...... 235 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 236 Statements of Cash Flows ...... 237 Schedule of Investment Portfolio ...... 238 Discussion of Financial Risk Management ...... 245 DFA Global Investment Grade Fixed Income Fund ...... 249 Statements of Financial Position ...... 249 Statements of Comprehensive Income ...... 250 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 251 Statements of Cash Flows ...... 252 Schedule of Investment Portfolio ...... 253 Discussion of Financial Risk Management ...... 262 FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2020 (Unaudited)

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Financial Statements DFA Global Targeted Credit Fund ...... 266 Statements of Financial Position ...... 266 Statements of Comprehensive Income ...... 267 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 268 Statements of Cash Flows ...... 269 Schedule of Investment Portfolio ...... 270 Discussion of Financial Risk Management ...... 279 DFA Global 40EQ-60FI Portfolio ...... 283 Statements of Financial Position ...... 283 Statements of Comprehensive Income ...... 284 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 285 Statements of Cash Flows ...... 286 Schedule of Investment Portfolio ...... 287 Discussion of Financial Risk Management ...... 288 DFA Global 50EQ-50FI Portfolio ...... 292 Statements of Financial Position ...... 292 Statements of Comprehensive Income ...... 293 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 294 Statements of Cash Flows ...... 295 Schedule of Investment Portfolio ...... 296 Discussion of Financial Risk Management ...... 297 DFA Global 60EQ-40FI Portfolio ...... 301 Statements of Financial Position ...... 301 Statements of Comprehensive Income ...... 302 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 303 Statements of Cash Flows ...... 304 Schedule of Investment Portfolio ...... 305 Discussion of Financial Risk Management ...... 306 DFA Global 70EQ-30FI Portfolio ...... 310 Statements of Financial Position ...... 310 Statements of Comprehensive Income ...... 311 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 312 Statements of Cash Flows ...... 313 Schedule of Investment Portfolio ...... 314 Discussion of Financial Risk Management ...... 315 FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2020 (Unaudited)

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Financial Statements DFA Global 80EQ-20FI Portfolio ...... 319 Statements of Financial Position ...... 319 Statements of Comprehensive Income ...... 320 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 321 Statements of Cash Flows ...... 322 Schedule of Investment Portfolio ...... 323 Discussion of Financial Risk Management ...... 324 DFA Global Equity Portfolio ...... 328 Statements of Financial Position ...... 328 Statements of Comprehensive Income ...... 329 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 330 Statements of Cash Flows ...... 331 Schedule of Investment Portfolio ...... 332 Discussion of Financial Risk Management ...... 333 DFA Global Fixed Income Portfolio ...... 336 Statements of Financial Position ...... 336 Statements of Comprehensive Income ...... 337 Statements of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 338 Statements of Cash Flows ...... 339 Schedule of Investment Portfolio ...... 340 Discussion of Financial Risk Management ...... 341 DFA World Equity Portfolio ...... 344 Statement of Financial Position ...... 344 Statement of Comprehensive Income ...... 345 Statement of Changes in Net Assets Attributable to Holders of Redeemable Units ...... 346 Statement of Cash Flows ...... 347 Schedule of Investment Portfolio ...... 348 Discussion of Financial Risk Management ...... 349

Notes to Financial Statements ...... 352 August 20, 2020

Dear Unitholder,

Since our founding in 1981, Dimensional has centered on providing sound investment solutions based on financial science. We recognize that the assets you entrust to our firm play an important role in your future, and we take that responsibility seriously.

With a 39-year track record, our investment approach is guided by rigorous academic research and deep convictions about the power of capital markets. Dimensional aims to add value by using a systematic approach to invest in securities with higher expected returns and implementing a robust portfolio management process that seeks to increase returns and manage risk.

On behalf of everyone at Dimensional, we are honored by the opportunity to serve you and committed to continuing to raise the bar for investors.

Sincerely,

David P. Butler Chief Executive Officer

I Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Canadian Core Note Equity Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 1,709,692,918 $ 1,967,396,517 Cash 6,265,751 8,377,254 Receivable for investments sold 1,737,190 16,720 Accrued interest and dividends 5,569,198 5,014,489 Subscriptions receivable 805,444 247,404 Total assets 1,724,070,501 1,981,052,384

Liabilities Current liabilities Payable for investments purchased – 836,959 Redemptions payable 1,920,594 140,671 Management fees payable 249,716 307,554 Accrued expenses 326,865 319,742 Total liabilities 2,497,175 1,604,926

Net Assets attributable to holders of redeemable units $ 1,721,573,326 $ 1,979,447,458

Net Assets attributable to holders of redeemable units per class

Class A $ 89,205,578 $ 106,995,008 Class F $ 593,596,905 $ 745,762,776 Class I $ 1,038,770,843 $ 1,126,689,674

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 16.49 $ 19.66 Class F $ 16.73 $ 19.96 Class I $ 16.94 $ 20.20

The accompanying notes are an integral part of these financial statements 1 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Core Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 30,713,334 $ 26,393,458 Interest income for distribution purposes 676,798 230,930 Net realized gain (loss) on sale of investments (10,712,914) (16,440,461) Change in unrealized appreciation (depreciation) in value of investments (297,543,447) 189,848,636 Net gain (loss) on investments (276,866,229) 200,032,563 Other income Securities lending income 11 594,416 613,787 Other income – 124,154 Foreign exchange gain (loss) on cash 22,318 7,368 Change in unrealized appreciation (depreciation) in foreign exchange on cash 10,496 (6,056) Total income (loss) (276,238,999) 200,771,816

Expenses Management fees 5 1,466,872 1,680,432 Custodian fees 22,181 20,330 Audit fees 35,755 35,328 Legal fees 16,375 10,394 Broker commission expense 7 81,759 39,018 Valuation fees 17,266 17,130 Transaction fees 8,627 13,304 Filing fees 36,902 31,631 Securityholder reporting costs 158,547 159,748 Independent Review Committee fees 5 14,020 25,374 Withholding taxes 101,434 47,648 Other expenses 25,134 19,947 Total expenses 1,984,872 2,100,284

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (278,223,871) $ 198,671,532

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (16,300,732) $ 11,368,462 Class F $ (113,043,115) $ 80,095,511 Class I $ (148,880,024) $ 107,207,559

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (3.04) $ 1.99 Class F $ (3.13) $ 2.10 Class I $ (2.50) $ 2.11 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 2 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Core Equity Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 106,995,008 $ 97,459,500 $ 745,762,776 $ 653,050,377

Increase (Decrease) in Net Assets attributable to holders of redeemable units (16,300,732) 11,368,462 (113,043,115) 80,095,511

Redeemable unit transactions Proceeds from redeemable units issued 8,102,415 4,817,031 95,055,284 56,469,753 Redemption of redeemable units (9,550,310) (8,730,137) (131,320,842) (66,594,300) Reinvestments of distributions to holders of redeemable units 934,087 724,119 7,430,453 6,552,815 (513,808) (3,188,987) (28,835,105) (3,571,732)

Distributions to holders of redeemable units From net investment income (974,890) (749,699) (10,287,651) (9,044,083) (974,890) (749,699) (10,287,651) (9,044,083)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (17,789,430) 7,429,776 (152,165,871) 67,479,696

Net Assets attributable to holders of redeemable units at end of period $ 89,205,578 $ 104,889,276 $ 593,596,905 $ 720,530,073

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 1,126,689,674 $ 855,494,092 $ 1,979,447,458 $ 1,606,003,969

Increase (Decrease) in Net Assets attributable to holders of redeemable units (148,880,024) 107,207,559 (278,223,871) 198,671,532

Redeemable unit transactions Proceeds from redeemable units issued 150,552,773 70,307,448 253,710,472 131,594,232 Redemption of redeemable units (89,076,596) (13,235,803) (229,947,748) (88,560,240) Reinvestments of distributions to holders of redeemable units 17,727,373 13,451,933 26,091,913 20,728,867 79,203,550 70,523,578 49,854,637 63,762,859

Distributions to holders of redeemable units From net investment income (18,242,357) (13,902,941) (29,504,898) (23,696,723) (18,242,357) (13,902,941) (29,504,898) (23,696,723)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (87,918,831) 163,828,196 (257,874,132) 238,737,668

Net Assets attributable to holders of redeemable units at end of period $ 1,038,770,843 $ 1,019,322,288 $ 1,721,573,326 $ 1,844,741,637

The accompanying notes are an integral part of these financial statements 3 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Core Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in net assets attributable to holders of redeemable units from operations $ (278,223,871) $ 198,671,532 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash (10,496) 6,056 Net realized (gain) loss on sale of investments 10,712,914 16,440,461 Change in unrealized (appreciation) depreciation in value of investments 297,543,447 (189,848,636) Purchases of investments (221,020,321) (116,017,052) Proceeds from sales of investments 167,910,130 54,995,228 Decrease (increase) in accrued interest and dividends (554,709) (593,278) Increase (decrease) in management fees payable (57,838) (8,567) Increase (decrease) in accrued expenses 7,123 19,406 Net cash used in operating activities (23,693,621) (36,334,850)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (3,412,985) (2,967,856) Proceeds from redeemable units issued 251,432,152 130,678,035 Redemption of redeemable units (226,447,545) (81,618,350) Net cash from financing activities 21,571,622 46,091,829

Change in unrealized appreciation (depreciation) in foreign exchange on cash 10,496 (6,056) Net increase (decrease) in cash (2,121,999) 9,756,979 Cash (Bank overdraft) at beginning of period 8,377,254 (2,152,149) Cash (Bank overdraft) at end of period 6,265,751 7,598,774

Items classified as operating activities

Dividends received, net of withholding taxes $ 30,098,704 $ 25,796,298 Interest received 676,798 230,930

The accompanying notes are an integral part of these financial statements 4 DFA Canadian Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Canada CAD 45,395 Pulse Seismic Inc. 116,038 46,757 Energy CAD 113,391 Questerre Energy Corp. 121,042 13,040 CAD 399,320 Advantage Oil & Gas Ltd. 2,204,501 662,871 CAD 338,518 Secure Energy Services Inc. 3,290,648 565,325 CAD 249,693 Africa Oil Corp. 436,057 267,172 CAD 529,848 Seven Generations Energy Ltd. 10,156,770 1,605,439 CAD 662,412 ARC Resources Ltd. 11,610,856 3,020,599 CAD 114,961 ShawCor Ltd. 2,946,778 311,544 CAD 685,027 Athabasca Oil Corp. 3,005,295 123,305 CAD 41,500 Storm Resources Ltd. 88,052 60,175 CAD 1,193,756 Baytex Energy Corp. 6,865,288 823,692 CAD 1,713,795 Suncor Energy Inc. 65,647,263 39,228,767 CAD 539,500 Surge Energy Inc. 2,108,247 180,733 CAD 540,514 Birchcliff Energy Ltd. 3,265,682 616,186 CAD 436,923 Tamarack Valley Energy Ltd. 1,548,646 388,861 CAD 364,212 Bonavista Energy Corp. 4,193,886 18,211 CAD 548,578 TC Energy Corp. 28,693,736 31,817,524 CAD 11,027 Bonterra Energy Corp. 400,914 14,997 CAD 200 TerraVest Industries Inc. 2,033 3,030 CAD 533,182 Cameco Corp. 9,617,439 7,421,893 CAD 17,658 Tervita Corp. 755,757 67,276 CAD 286,820 Canacol Energy Ltd. 923,561 1,101,389 CAD 4,150 Tervita Corp., Warrants – 31 CAD 1,896,638 Canadian Natural Resources Ltd. 67,409,670 44,665,824 Tidewater Midstream and CAD 199,854 Cardinal Energy Ltd. 977,465 105,923 CAD 176,414 Infrastructure Ltd. 241,196 144,659 CAD 1,589,946 Cenovus Energy Inc. 20,084,894 10,096,157 CAD 374,448 TORC Oil & Gas Ltd. 3,070,273 636,562 CAD 330,172 CES Energy Solutions Corp. 1,633,196 356,586 CAD 86,953 Total Energy Services Inc. 1,057,260 182,601 CAD 91,716 Computer Modelling Group Ltd. 968,646 435,651 CAD 121,000 Touchstone Exploration Inc. 68,151 107,690 CAD 987,278 Crescent Point Energy Corp. 19,848,724 2,172,012 CAD 513,564 Tourmaline Oil Corp. 13,201,854 6,096,005 CAD 188,699 Crew Energy Inc. 1,217,961 57,553 CAD 113,967 TransGlobe Energy Corp. 674,836 85,475 CAD 906,074 Denison Mines Corp. 1,642,968 434,916 CAD 468,222 Trican Well Service Ltd. 3,169,094 383,942 CAD 877,322 Enbridge Inc. 36,759,040 36,215,852 CAD 342,049 Vermilion Energy Inc. 13,621,572 2,065,976 CAD 205,314 Enerflex Ltd. 3,011,473 1,055,314 CAD 889,155 Whitecap Resources Inc. 8,052,422 1,982,816 CAD 124,435 Energy Fuels Inc. 306,620 253,847 506,282,444 262,932,231 15.27 CAD 552,973 Enerplus Corp. 6,768,867 2,112,357 CAD 294,495 Ensign Energy Services Inc. 3,453,856 306,275 Materials CAD 3,453 Epsilon Energy Ltd. 15,899 13,829 CAD 84,449 5N Plus Inc. 304,317 135,963 CAD 244,712 Essential Energy Services Ltd. 325,580 37,930 CAD 19,462 Acadian Timber Corp. 358,591 282,588 CAD 694,045 Fission Uranium Corp. 507,368 166,571 CAD 91,948 Agnico Eagle Mines Ltd. 4,816,188 7,993,040 CAD 188,955 Freehold Royalties Ltd. 2,397,456 665,122 CAD 27,429 Airboss of America Corp. 327,477 500,579 CAD 25,186 Frontera Energy Corp. 380,783 85,632 CAD 611,794 Alacer Gold Corp. 2,084,756 5,708,038 CAD 286,934 Gear Energy Ltd. 254,284 58,821 CAD 787,288 Alamos Gold Inc. 5,392,486 9,967,066 CAD 215,840 Gibson Energy Inc. 4,872,938 4,560,699 CAD 18,760 Alio Gold Inc. 160,528 32,079 CAD 800,520 Gran Tierra Energy Inc. 3,896,743 368,239 CAD 41,390 Almaden Minerals Ltd. 36,944 26,490 CAD 68,830 Headwater Exploration Inc. 57,619 84,661 CAD 65,247 Altius Minerals Corp. 700,898 635,506 CAD 47,100 High Arctic Energy Services Inc. 184,079 31,557 CAD 23,321 Americas Gold and Silver Corp. 102,580 82,556 CAD 615,634 Husky Energy Inc. 13,727,095 2,745,728 CAD 23,836 Amerigo Resources Ltd. 23,322 8,700 CAD 248,523 Imperial Oil Ltd. 9,490,558 5,427,742 CAD 387,319 Argonaut Gold Inc. 900,383 991,537 CAD 581,541 Inter Pipeline Ltd. 11,051,738 7,350,678 CAD 2,387,015 B2Gold Corp. 6,810,909 18,427,756 CAD 368,740 Kelt Exploration Ltd. 2,250,346 516,236 CAD 593,971 Barrick Gold Corp. 11,105,070 21,697,761 CAD 408,209 Keyera Corp. 10,677,919 8,437,680 CAD 4,730 Caledonia Mining Corp PLC 39,429 111,220 CAD 140,330 Lightstream Resources Ltd. 2,333,577 – CAD 104,167 Canfor Corp. 1,427,475 1,226,046 CAD 355 Manitok Energy Inc. – – CAD 58,862 Canfor Pulp Products Inc. 765,392 317,855 CAD 458,327 MEG Energy Corp. 5,844,376 1,727,893 CAD 696,584 Capstone Mining Corp. 1,239,216 578,165 North American Contruction CAD 144,343 Cascades Inc. 1,204,860 2,134,833 CAD 66,609 Group Ltd. 682,194 566,843 CAD 126,627 CCL Industries Inc. 2,684,186 5,556,393 CAD 357,386 NuVista Energy Ltd. 2,603,355 275,187 CAD 408,498 Centerra Gold Inc. 3,915,589 6,188,740 CAD 423,404 Ovintiv Inc. 26,205,572 5,466,146 China Gold International Resources CAD 201,042 Painted Pony Energy Ltd. 1,375,031 94,490 CAD 499,689 Corp Ltd. 1,357,322 369,770 CAD 132,196 Paramount Resources Ltd. 2,319,606 210,191 CAD 266,265 Copper Mountain Mining Corp. 501,450 167,747 CAD 319,144 Dundee Precious Metals Inc. 1,309,634 2,853,147 CAD 373,234 Parex Resources Inc. 5,818,156 6,106,108 CAD 8,400 Dynacor Gold Mines Inc. 14,503 16,044 CAD 227,827 Parkland Corp. 7,102,475 7,680,048 CAD 26,952 EcoSynthetix Inc. 51,675 59,294 CAD 121,632 Pason Systems Inc. 1,805,985 902,509 CAD 267,265 Eldorado Gold Corp. 7,503,470 3,498,499 CAD 213,028 Pembina Pipeline Corp. 7,678,094 7,230,170 CAD 114,220 Endeavour Mining Corp. 1,773,851 3,752,127 Peyto Exploration & CAD 297,023 Development Corp. 5,946,359 531,671 CAD 113,770 Endeavour Silver Corp. 332,989 350,412 CAD 32,528 PHX Energy Services Corp. 264,463 42,286 CAD 39,086 Equinox Gold Corp. 328,569 593,325 CAD 17,700 Pinnacle Renewable Energy Inc. 124,806 77,349 CAD 22,782 ERO Copper Corp. 284,232 448,122 CAD 291,270 PrairieSky Royalty Ltd. 6,002,412 2,499,097 CAD 136,617 First Majestic Silver Corp. 1,043,588 1,844,330 CAD 639,134 Precision Drilling Corp. 4,847,051 658,308 CAD 110,500 First Mining Gold Corp. 58,766 46,963

The accompanying notes are an integral part of these financial statements 5 DFA Canadian Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CAD 547,931 First Quantum Minerals Ltd. 6,183,388 5,928,613 CAD 185,211 Torex Gold Resources Inc. 3,023,927 3,961,657 CAD 255,795 Fortuna Silver Mines Inc. 1,486,567 1,764,986 CAD 1,237,111 Trevali Mining Corp. 1,516,090 111,340 CAD 40,845 Franco-Nevada Corp. 3,160,587 7,746,254 CAD 1,237,957 Turquoise Hill Resources Ltd. 5,203,985 1,237,957 CAD 303,112 Galiano Gold Inc. 897,999 545,602 CAD 229,020 Wesdome Gold Mines Ltd. 895,013 2,686,405 CAD 73,211 Golden Star Resources Ltd. 456,608 289,185 CAD 81,766 West Fraser Timber Co Ltd. 2,892,229 3,901,874 CAD 70,400 GoldMining Inc. 58,384 167,552 CAD 813,019 Western Forest Products Inc. 1,765,581 756,108 CAD 281,664 Guyana Goldfields Inc. 1,150,755 490,095 CAD 160,106 Wheaton Precious Metals Corp. 3,166,650 9,559,929 CAD 33,500 Hanfeng Evergreen Inc. 222,852 – CAD 30,864 Winpak Ltd. 572,496 1,283,634 CAD 386,502 HudBay Minerals Inc. 4,246,752 1,588,523 CAD 1,667,075 Yamana Gold Inc. 8,945,616 12,303,014 CAD 750,650 IAMGOLD Corp. 4,375,091 4,046,004 221,199,932 279,089,717 16.21 CAD 82,680 Imperial Metals Corp. 333,856 165,360 Industrials CAD 120,273 Interfor Corp. 1,407,274 1,375,923 Capital Goods CAD 26,479 International Tower Hill Mines Ltd. 16,107 64,344 CAD 138,308 Aecon Group Inc. 1,844,141 2,041,426 CAD 78,109 Intertape Polymer Group Inc. 725,553 935,746 CAD 23,528 AG Growth International Inc. 1,161,333 642,785 CAD 1,700 IPL Plastics Inc. 17,863 9,248 ATS Automation Tooling CAD 809,332 Ivanhoe Mines Ltd. 1,818,584 3,115,928 CAD 93,045 Systems Inc. 993,216 1,779,020 CAD 2,021,133 Kinross Gold Corp. 15,117,545 19,807,103 CAD 38,334 Badger Daylighting Ltd. 1,093,286 1,139,286 CAD 53,032 Bird Construction Inc. 594,928 315,540 CAD 179,757 Kirkland Lake Gold Ltd. 3,352,097 10,048,416 CAD 378,331 CAE Inc. 5,709,724 8,330,849 CAD 104,045 Labrador Iron Ore Royalty Corp. 1,574,225 2,525,172 CanWel Building Materials CAD 46,056 Largo Resources Ltd. 91,453 38,687 CAD 99,801 Group Ltd. 612,514 442,118 CAD 647,119 Lucara Diamond Corp. 1,286,267 401,214 CAD 14,848 Cervus Equipment Corp. 223,883 96,512 CAD 54,300 Lundin Gold Inc. 268,348 691,782 CAD 39,900 DIRTT Environmental Solutions 205,009 65,436 CAD 1,080,721 Lundin Mining Corp. 6,989,628 7,867,649 CAD 318,175 Finning International Inc. 6,883,238 5,889,419 Major Drilling Group CAD 57,772 Heroux-Devtek Inc. 516,128 588,119 CAD 154,349 International Inc. 1,029,003 662,157 CAD 29,700 Magellan Aerospace Corp. 486,120 214,434 CAD 24,724 Mandalay Resources Corp. 227,967 46,976 CAD 114,573 NFI Group Inc. 3,548,972 1,907,640 CAD 122,606 Marathon Gold Corp. 124,423 242,760 CAD 57,229 Richelieu Hardware Ltd. 763,122 1,652,774 CAD 7,435 Maverix Metals Inc. 30,304 44,982 CAD 32,538 Rocky Mountain Dealerships Inc. 327,833 135,358 CAD 105,210 Methanex Corp. 4,711,203 2,577,645 CAD 123,018 Russel Metals Inc. 2,892,474 1,995,352 CAD 1,340 Minco Base Metals Corp. 1,488 — CAD 36,627 Savaria Corp. 453,906 456,372 CAD 75,036 Mountain Province Diamonds Inc. 245,242 22,886 CAD 138,575 SNC-Lavalin Group Inc. 5,576,279 3,174,753 CAD 28,000 Nevada Copper Corp. 13,885 5,320 CAD 105,160 Toromont Industries Ltd. 4,040,696 7,084,629 CAD 1,145,266 New Gold Inc. 5,590,756 2,107,289 CAD 43,789 Wajax Corp. 1,248,999 367,828 CAD 42,852 Norbord Inc. 1,318,716 1,327,983 CAD 91,924 WSP Global Inc. 5,287,879 7,653,592 CAD 58,143 Northern Dynasty Minerals Ltd. 40,338 112,797 44,463,680 45,973,242 2.67 CAD 402,319 Nutrien Ltd. 18,982,343 17,549,155 CAD 1,099,205 OceanaGold Corp. 3,128,986 3,473,489 Commercial Services & Supplies CAD 98,500 Orbite Technologies Inc. 44,591 — CAD 28,099 Alexco Resource Corp. 50,711 85,702 CAD 168,207 Osisko Gold Royalties Ltd. 2,447,854 2,280,887 CAD 73,024 Black Diamond Group Ltd. 877,029 112,457 CAD 170,081 Osisko Mining Inc. 571,508 651,410 CAD 9,607 Calian Group Ltd. 231,995 526,752 CAD 4,100 GDI Integrated Facility Services Inc. 99,707 133,209 CAD 288,111 Pan American Silver Corp. 5,679,179 11,878,817 CAD 317,607 Horizon North Logistics Inc. 935,997 193,740 CAD 504,275 Pan American Silver Corp., Rights — 469,641 CAD 2,200 IBI Group Inc. 15,671 10,208 CAD 41,850 Polymet Mining Corp. 87,080 23,855 CAD 10,710 K-Bro Linen Inc. 418,809 283,280 CAD 427,565 Premier Gold Mines Ltd. 1,159,111 944,919 CAD 49,588 Morneau Shepell Inc. 844,292 1,571,444 CAD 278,923 Pretium Resources Inc. 2,635,627 3,168,565 CAD 94,305 Ritchie Bros Auctioneers Inc. 4,467,880 5,212,237 CAD 450,525 Roxgold Inc. 476,022 689,303 CAD 178,611 Stantec Inc. 4,742,635 7,485,587 CAD 411,898 Sabina Gold & Silver Corp. 705,317 803,201 CAD 36,245 Thomson Reuters Corp. 1,327,653 3,343,239 CAD 155,404 Sandstorm Gold Ltd. 820,694 2,024,914 CAD 160,359 Transcontinental Inc. 3,390,046 2,421,421 CAD 24,600 Seabridge Gold Inc. 248,402 586,464 CAD 111,799 Waste Connections Inc. 8,920,387 14,219,651 CAD 746,658 SEMAFO Inc. 2,065,888 3,457,027 26,322,812 35,598,927 2.07 CAD 8,800 Sierra Metals Inc. 27,796 15,400 CAD 201,048 SSR Mining Inc. 2,906,907 5,816,319 Transportation CAD 30,000 Stelco Holdings Inc. 356,985 229,500 CAD 543,370 Air Canada 8,548,391 9,210,122 CAD 110,331 Stella-Jones Inc. 3,546,654 3,766,700 CAD 16,409 Algoma Central Corp. 166,038 165,075 CAD 8,000 Supremex Inc. 31,020 9,200 CAD 495,156 Canadian National Railway Co. 41,851,201 59,473,186 CAD 425,188 Taseko Mines Ltd. 944,810 284,876 CAD 93,477 Canadian Pacific Railway Ltd. 22,047,628 32,279,478 CAD 673,272 Teck Resources Ltd., Class B 18,028,108 9,573,928 CAD 15,767 Cargojet Inc. 1,092,682 2,522,720 CAD 178,561 Teranga Gold Corp. 649,916 2,196,303 CAD 375,544 Chorus Aviation Inc. 2,337,291 1,119,121 CAD 16,700 TMAC Resources Inc. 141,794 27,054 CAD 75,155 Exchange Income Corp. 2,215,160 2,010,396

The accompanying notes are an integral part of these financial statements 6 DFA Canadian Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CAD 206,808 Mullen Group Ltd. 3,879,311 1,503,494 Food, Beverage & Tobacco CAD 176,078 TFI International Inc. 3,826,000 8,485,199 CAD 34,800 Andrew Peller Ltd. 188,585 306,240 Westshore Terminals CAD 111,925 Corby Spirit and Wine Ltd. 2,000,176 3,190,982 CAD 107,507 Investment Corp. 2,595,971 1,796,442 CAD 215,102 Cott Corp. 6,068,075 6,962,852 88,559,673 118,565,233 6.89 CAD 31,281 High Liner Foods Inc. 241,138 159,846 159,346,165 200,137,402 11.63 CAD 39,561 Lassonde Industries Inc. 584,823 229,454 CAD 49,565 Maple Leaf Foods Inc. 2,758,690 4,292,329 Consumer Discretionary CAD 87,636 Premium Brands Holdings Corp. 776,608 559,994 Automobiles & Components CAD 289,537 Primo Water Corp. 3,830,039 5,394,074 CAD 55,573 Exco Technologies Ltd. 365,798 372,339 CAD 18,695 Rogers Sugar Inc. 365,670 303,794 CAD 112,275 Linamar Corp. 4,418,353 4,120,493 CAD 3,600 Saputo Inc. 725,828 558,036 CAD 585,108 Magna International Inc. 25,611,247 35,375,630 CAD 142,989 SunOpta Inc. 786,215 669,189 CAD 203,305 Martinrea International Inc. 2,211,669 2,089,975 CAD 43,889 Village Farms International Inc. 151,234 284,401 32,607,067 41,958,437 2.44 18,477,081 22,911,191 1.33 Consumer Durables & Apparel Household & Personal Products CAD 95,614 Aritzia Inc. 1,658,321 1,817,622 CAD 39,378 Jamieson Wellness Inc. 823,595 1,401,069 CAD 41,142 BRP Inc. 1,322,273 2,382,122 CAD 12,069 KP Tissue Inc. 150,472 130,104 CAD 67,200 Canada Goose Holdings Inc. 3,918,290 2,118,144 CAD 200 Mav Beauty Brands Inc. 1,846 486 CAD 56,595 Dorel Industries Inc. 1,918,322 307,311 CAD 321,537 Gildan Activewear Inc. 8,048,229 6,761,923 975,913 1,531,659 0.09 CAD 35,399 Spin Master Corp. 1,461,805 868,337 72,037,387 93,816,215 5.45 18,327,240 14,255,459 0.83 Health Care Health Care Equipment & Services Consumer Services CAD 259,155 Chartwell Retirement Residences 2,833,821 2,428,282 CAD 23,100 Boston Pizza Royalties Income Fund 210,600 182,259 CAD 90,378 CRH Medical Corp. 755,243 256,674 CAD 49,650 Flutter Entertainment PLC 8,210,409 8,849,069 CAD 118,760 Extendicare Inc. 889,938 666,244 CAD 25,750 Gamehost Inc. 273,688 160,036 CAD 3,000 HLS Therapeutics Inc. 55,327 54,570 CAD 25,248 Gamesys Group PLC 356,304 357,851 CAD 72,991 Medical Facilities Corp. 1,137,183 316,781 CAD 95,760 Great Canadian Gaming Corp. 1,706,438 2,588,393 CAD 93,475 Sienna Senior Living Inc. 1,400,055 864,644 CAD 33,910 MTY Food Group Inc. 1,617,674 825,369 7,071,567 4,587,195 0.27 CAD 32,502 Park Lawn Corp. 767,743 728,695 CAD 41,301 Pizza Pizza Royalty Corp. 641,451 344,450 Pharmaceuticals, Biotechnology & Life Sciences CAD 6,800 Pollard Banknote Ltd. 122,970 116,280 CAD 38,679 Aurora Cannabis Inc. 3,587,914 649,420 CAD 34,579 Recipe Unlimited Corp. 847,404 320,547 CAD 326,495 Bausch Health Cos Inc. 12,430,006 8,110,136 CAD 200,813 Restaurant Brands International Inc. 14,221,244 14,838,073 CAD 60,065 Canopy Growth Corp. 1,423,045 1,320,829 CAD 66,074 Transat AT Inc. 760,860 378,604 CAD 77,085 Cronos Group Inc. 680,353 630,555 29,736,785 29,689,626 1.72 CAD 220,432 Knight Therapeutics Inc. 1,978,580 1,547,433 CAD 8,400 Zenith Capital Corp. 4,342 682 Retailing 20,104,240 12,259,055 0.71 CAD 45,731 AutoCanada Inc. 1,426,491 489,322 27,175,807 16,846,250 0.98 CAD 7,424 BMTC Group Inc. 130,195 57,536 CAD 103,445 Canadian Tire Corp., Ltd. 8,446,145 12,169,270 Financials CAD 199,896 Dollarama Inc. 4,521,767 9,027,303 Banks CAD 59,230 Leon’s Furniture Ltd. 717,409 790,128 CAD 472,453 Bank of Montreal 34,679,172 34,139,453 CAD 6,340 Points International Ltd. 121,833 77,919 CAD 852,402 Bank of Nova Scotia 52,286,793 47,887,943 CAD 84,843 Sleep Country Canada Holdings Inc. 2,367,951 1,363,427 CAD 435,081 Canadian Imperial Bank of Commerce 40,209,395 39,479,249 CAD 72,426 Uni-Select Inc. 1,946,277 533,780 CAD 222,401 Canadian Western Bank 5,922,243 5,259,784 19,678,068 24,508,685 1.42 CAD 25,525 Equitable Group Inc. 1,086,528 1,822,230 100,349,160.00 110,412,207 6.41 Firm Capital Mortgage Investment CAD 70,581 Corp. 918,251 794,742 Consumer Staples CAD 20,074 First National Financial Corp. 486,925 566,890 Food & Staples Retailing CAD 78,504 Genworth MI Canada Inc. 2,389,036 2,607,118 CAD 55,123 Alcanna Inc. 722,625 194,033 CAD 69,358 Home Capital Group Inc. 1,493,626 1,399,644 CAD 687,677 Alimentation Couche-Tard Inc. 22,948,878 29,274,410 CAD 69,633 Laurentian Bank of Canada 3,160,897 1,991,504 CAD 180,901 Empire Co Ltd. 3,388,794 5,881,092 CAD 462,789 National Bank of Canada 23,859,483 28,470,779 CAD 86,362 George Weston Ltd. 7,743,831 8,588,701 CAD 955,108 Royal Bank of Canada 66,490,453 87,974,997 CAD 148,233 Loblaw Cos Ltd. 6,991,993 9,799,684 CAD 93,817 Timbercreek Financial Corp. 869,678 805,888 CAD 238,423 Metro Inc. 8,798,534 13,351,688 CAD 831,349 Toronto-Dominion Bank 35,695,908 50,371,415 CAD 76,946 North West Co., Inc. 1,989,738 2,283,757 CAD 14,300 VersaBank 111,020 90,805 52,584,393 69,373,365 4.03 269,659,408 303,662,441 17.63

The accompanying notes are an integral part of these financial statements 7 DFA Canadian Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Diversified Financials Real Estate CAD 131,354 AGF Management Ltd. 1,914,833 659,397 Allied Properties Real Estate CAD 118,431 Investment Trust 3,881,188 4,850,934 CAD 65,268 Alaris Royalty Corp. 1,564,356 845,221 CAD 22,445 Altus Group Ltd. 535,476 915,532 CAD 206,587 Brookfield Asset Management Inc. 6,606,468 9,230,307 CAD 157,869 Artis Real Estate Investment Trust 1,793,805 1,191,911 CAD 129,870 Canaccord Genuity Group Inc. 983,723 897,402 Automotive Properties Real Estate CAD 3,826 Chesswood Group Ltd. 47,264 15,151 CAD 26,650 Investment Trust 269,229 246,779 CAD 359,636 CI Financial Corp. 8,342,480 6,210,914 Boardwalk Real Estate CAD 6,100 Clairvest Group Inc. 61,186 283,040 CAD 48,700 Investment Trust 2,065,747 1,446,877 CAD 594,176 ECN Capital Corp. 2,050,153 2,293,519 CAD 9,700 Bridgemarq Real Estate Services Inc. 157,003 113,975 CAD 829,618 Element Fleet Management Corp. 8,637,883 8,404,030 CAD 6,400 BSR Real Estate Investment Trust 82,621 91,666 CAD 80,031 Fiera Capital Corp. 964,625 760,295 CAD 72,397 BTB Real Estate Investment Trust 244,649 222,259 CAD 132,760 GMP Capital Inc. 834,256 173,916 Canadian Apartment Properties Real CAD 117,105 Estate Investment Trust 2,679,590 5,690,132 CAD 24,602 Goeasy Ltd. 835,610 1,345,237 Choice Properties Real Estate CAD 42,600 GoldMoney Inc. 136,842 111,186 CAD 166,829 Investment Trust 1,692,266 2,125,401 CAD 16,277 Guardian Capital Group Ltd. 376,826 337,748 CAD 41,832 Colliers International Group Inc. 1,952,922 3,258,713 CAD 101,770 IGM Financial Inc. 3,605,594 3,357,392 CAD 226,216 Cominar Real Estate Investment Trust 2,943,037 1,850,447 CAD 73,215 Onex Corp. 4,615,886 4,490,276 CAD 120,507 Crombie Real Estate Investment Trust 1,397,404 1,542,490 CAD 30,882 Sprott Inc. 848,914 1,506,733 CAD 92,557 CT Real Estate Investment Trust 1,328,698 1,256,924 CAD 23,079 TMX Group Ltd. 1,442,792 3,097,894 Dream Industrial Real Estate CAD 179,930 Investment Trust 1,726,189 1,921,652 43,869,691 44,019,658 2.56 Dream Office Real Estate CAD 61,173 Investment Trust 1,260,022 1,255,270 Insurance CAD 35,215 Dream Unlimited Corp. 341,466 315,526 CAD 3,900 Echelon Financial Holdings Inc. 29,198 22,698 First Capital Real Estate CAD 1,171 E-L Financial Corp Ltd. 725,409 792,621 CAD 196,836 Investment Trust 3,878,055 2,732,084 CAD 27,782 Fairfax Financial Holdings Ltd. 15,733,360 11,652,604 CAD 40,676 FirstService Corp. 2,136,561 5,562,443 CAD 109,036 Great-West Lifeco Inc. 3,295,833 2,595,057 CAD 67,606 Granite Real Estate Investment Trust 3,285,137 4,736,476 CAD 176,441 iA Financial Corp Inc. 6,935,442 8,021,008 CAD 298,386 H&R Real Estate Investment Trust 5,662,200 2,912,247 CAD 61,756 Intact Financial Corp. 5,545,058 7,979,493 CAD 9,457 Information Services Corp. 142,713 140,531 CAD 12,003 Kingsway Financial Services Inc. 641,281 36,459 CAD 27,821 Inovalis Real Estate Investment Trust 228,235 211,718 CAD 846,679 Manulife Financial Corp. 18,126,532 15,638,161 InterRent Real Estate CAD 268,385 Sun Life Financial Inc. 10,630,067 13,389,728 CAD 155,395 Investment Trust 1,709,045 2,226,810 CAD 35,496 Invesque Inc. 385,849 119,992 CAD 8,043 Trisura Group Ltd. 182,745 492,634 Killam Apartment Real Estate 61,844,925 60,620,463 3.52 CAD 122,741 Investment Trust 1,644,593 2,150,422 375,374,024 408,302,562 23.71 CAD 4,006 Mainstreet Equity Corp. 112,440 270,044 Information Technology CAD 15,337 Melcor Developments Ltd. 253,655 115,488 Software & Services CAD 3,623 Morguard Corp. 572,001 460,918 CAD 48,411 Absolute Software Corp. 440,144 668,556 Morguard North American CAD 42,540 Residential Real Estate Investment 529,552 620,659 CAD 711,269 Blackberry Ltd. 7,874,344 4,708,601 Morguard Real Estate CAD 237,394 CGI Inc. 17,922,408 20,304,309 CAD 33,057 Investment Trust 344,869 170,244 CAD 13,414 Constellation Software Inc. 9,514,577 20,562,186 Northview Apartment Real Estate CAD 24,900 Descartes Systems Group Inc. 324,915 1,784,583 CAD 53,244 Investment Trust 1,028,166 1,851,826 CAD 48,870 Enghouse Systems Ltd. 1,007,175 3,543,075 NorthWest Healthcare Properties Real CAD 182,931 Estate Investment Trust 1,710,612 1,975,655 CAD 20,361 Kinaxis Inc. 1,685,194 3,951,256 Plaza Retail Real Estate CAD 246,497 Open Text Corp. 9,119,898 14,210,552 CAD 83,576 Investment Trust 347,935 272,458 CAD 37,700 Pivot Technology Solutions Inc. 74,435 65,975 CAD 37,801 PRO Real Estate Investment Trust 198,408 162,922 CAD 11,500 Shopify Inc. 3,423,946 14,832,355 CAD 73,496 Real Matters Inc. 874,811 1,946,174 51,387,036 84,631,448 4.92 CAD 280,258 RioCan Real Estate Investment Trust 5,914,758 4,304,763 Slate Office Real Estate Technology Hardware & Equipment CAD 84,141 Investment Trust 506,911 307,956 CAD 247,184 Celestica Inc. 3,510,379 2,303,755 Slate Retail Real Estate CAD 37,626 Evertz Technologies Ltd. 771,585 422,164 CAD 37,580 Investment Trust 445,967 364,902 SmartCentres Real Estate CAD 4,760 EXFO Inc. 35,857 18,516 CAD 136,891 Investment Trust 3,417,624 2,862,391 CAD 96,700 Photon Control Inc. 139,354 172,126 Summit Industrial Income Real Estate CAD 266,225 Quarterhill Inc. 791,053 556,410 CAD 155,472 Investment Trust 1,421,436 1,780,154 CAD 68,071 Sierra Wireless Inc. 1,348,041 829,785 CAD 132,295 Tricon Capital Group Inc. 1,421,169 1,210,499 CAD 4,420 Vecima Networks Inc. 21,847 46,189 True North Commercial Real Estate 6,618,116 4,348,945 0.25 CAD 68,337 Investment Trust 374,962 379,954 58,005,152 88,980,393 5.17

The accompanying notes are an integral part of these financial statements 8 DFA Canadian Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

WPT Industrial Real Estate CAD 61,350 Investment Trust 857,949 1,074,431 63,756,925 69,220,649 4.02

Communication Services Telecommunication Services CAD 714,774 BCE Inc. 38,652,964 40,470,503 CAD 269,152 Rogers Communications Inc. 13,886,441 14,682,242 CAD 969,975 TELUS Corp. 19,008,723 22,086,331 CAD 5,000 TeraGo Inc. 27,952 29,750 71,576,080 77,268,826 4.49

Media & Entertainment CAD 123,459 Aimia Inc. 799,606 366,673 CAD 146,960 Cineplex Inc. 4,631,420 1,181,558 CAD 46,565 Cogeco Communications Inc. 2,471,717 4,554,523 CAD 18,137 Cogeco Inc. 1,085,827 1,469,460 CAD 321,534 Corus Entertainment Inc. 3,609,984 919,587 CAD 13,118 Glacier Media Inc. 41,080 3,017 Mediagrif Interactive CAD 7,300 Technologies Inc. 76,828 42,486 CAD 172,364 Quebecor Inc. 2,991,166 5,027,858 CAD 587,022 Shaw Communications Inc. 13,863,903 12,996,667 CAD 35,788 Stingray Group Inc. 170,889 188,603 CAD 160,702 WildBrain Ltd. 806,057 208,913 CAD 41,596 Yellow Pages Ltd. 682,434 374,364 31,230,911 27,333,709 1.59 102,806,991 104,602,535 6.08

Utilities CAD 342,413 Algonquin Power & Utilities Corp. 3,413,966 6,009,348 CAD 316,139 AltaGas Ltd. 7,222,435 4,947,575 CAD 73,133 Atco Ltd. 2,454,602 2,945,066 CAD 134,061 Boralex Inc. 2,386,801 4,142,485 CAD 84,789 Canadian Utilities Ltd. 2,119,429 2,865,868 CAD 2,800 Canadian Utilities Ltd., Class B 89,129 92,652 CAD 133,826 Capital Power Corp. 3,302,497 3,744,451 CAD 168,040 Emera Inc. 7,030,202 8,976,697 CAD 303,734 Fortis Inc. 11,654,152 15,681,786 CAD 198,448 Hydro One Ltd. 4,714,183 5,066,377 CAD 139,210 Innergex Renewable Energy Inc. 1,548,273 2,658,908 CAD 23,900 Maxim Power Corp. 171,884 53,298 CAD 185,025 Northland Power Inc. 4,094,197 6,287,150 CAD 35,224 Polaris Infrastructure Inc. 577,787 508,635 CAD 399,543 Superior Plus Corp. 4,613,395 4,442,918 CAD 620,328 TransAlta Corp. 8,602,618 4,993,640 CAD 132,687 TransAlta Renewables Inc. 1,781,668 1,935,903 65,777,218 75,352,757 4.38 1,752,111,205 1,709,692,918 99.31

Embedded Broker Commissions (683,361)

Total Investments $1,751,427,844 1,709,692,918 99.31

Other Assets Less Liabilities 11,880,408 0.69

Net Assets Attributable to Holders of Redeemable units 1,721,573,326 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 9 DFA Canadian Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Canadian Core Equity Fund is to achieve long-term capital appreciation by investing primarily in common stocks of Canadian companies. As part of its investment strategy, the Fund may also purchase real estate investment trusts (“REITs”) and other equities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Schedule of Investment Portfolio classifies securities by market segment and geography. The significant sectors as a percentage of net assets attributable to holders of redeemable units are as follows:

Net Assets Net Assets Sector June 30, 2020 December 31, 2019 Financials 23.71 27.60

The Fund’s market risk is affected primarily by changes in actual market prices. The Fund generally invests in a broad and diverse group of readily marketable equity securities of Canadian companies traded on an exchange or on the over-the-counter market. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, traded on the Canadian exchange was 99.31% (December 31, 2019: 99.39%). If equity prices on the Canadian exchange had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $170,969,292 (December 31, 2019: $196,739,652). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk As at June 30, 2020 and December 31, 2019, the Fund invested primarily in Canadian securities. As a result, the Fund did not have any significant exposure to currency risk.

(c) Interest rate risk As at June 30, 2020 and December 31, 2019, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund was not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund had no significant investments in debt instruments and/or derivatives and therefore did not have significant exposure to credit risk. All transactions in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements 10 DFA Canadian Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

(e) Liquidity risk As at June 30, 2020 and December 31, 2019, the majority of the Fund’s investments are considered readily realizable and highly liquid; therefore, the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months except for unitholders’ capital, which is due on demand.

(f) Concentration risk Concentration risk arises as a result of the concentration of exposures within the same category, be it geographical location, product type, industry sector or counterparty type. The following is a summary of the Fund’s concentration risk calculated as a percentage of net assets.

Investment Sector June 30, 2020 December 31, 2019 Consumer Discretionary 6.41% 5.54% Consumer Staples 5.45% 4.08% Energy 15.27% 19.57% Financials 23.71% 27.60% Health Care 0.98% 1.54% Industrials 11.63% 10.75% Information Technology 5.17% 3.26% Materials 16.21% 14.61% Real Estate 4.02% 3.69% Communication Services 6.08% 4.82% Utilities 4.38% 3.93% Cash 0.36% 0.42% Net Other Assets/Liabilities 0.33% 0.19% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 11 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Canadian Vector Note Equity Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 527,950,479 $ 601,672,224 Cash 1,900,778 2,738,633 Receivable for investments sold 274,316 849 Accrued interest and dividends 1,704,711 1,452,248 Subscriptions receivable 66,054 42,906 Total assets 531,896,338 605,906,860

Liabilities Current liabilities Due to manager 8 46 1,222 Payable for investments purchased – 167,420 Redemptions payable 1,339,996 412,350 Management fees payable 33,369 41,448 Accrued expenses 102,855 98,562 Total liabilities 1,476,266 721,002

Net Assets attributable to holders of redeemable units $ 530,420,072 $ 605,185,858

Net Assets attributable to holders of redeemable units per class

Class A $ 5,006,189 $ 3,739,772 Class F $ 93,612,369 $ 127,403,978 Class I $ 431,801,514 $ 474,042,108

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 8.51 $ 10.38 Class F $ 8.53 $ 10.40 Class I $ 9.04 $ 11.02

The accompanying notes are an integral part of these financial statements 12 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Vector Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 11,029,577 $ 7,614,846 Interest income for distribution purposes 6,523 7,153 Net realized gain (loss) on sale of investments 5,627,654 284,135 Change in unrealized appreciation (depreciation) in value of investments (103,234,063) 42,500,130 Net gain (loss) on investments (86,570,309) 50,406,264 Other income Securities lending income 11 228,741 277,455 Foreign exchange gain (loss) on cash 84,193 (2,539) Change in unrealized appreciation (depreciation) in foreign exchange on cash 10,911 (390) Total income (loss) (86,246,464) 50,680,790

Expenses Management fees 5 187,535 231,066 Custodian fees 7,892 7,179 Audit fees 10,739 10,482 Legal fees 5,068 3,359 Broker commission expense 7 45,465 33,816 Valuation fees 17,102 16,959 Transaction fees 5,414 9,181 Filing fees 23,517 24,394 Securityholder reporting costs 24,586 28,377 Independent Review Committee fees 5 4,240 7,567 Withholding taxes 40,489 22,625 Other expenses 9,400 8,219

381,447 403,224 Fees recovered or (waived) and expenses absorbed by manager 5 (1,144) (1,131) Total expenses 380,303 402,093

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (86,626,767) $ 50,278,697

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (546,181) $ 347,028 Class F $ (22,507,960) $ 12,290,427 Class I $ (63,572,626) $ 37,641,242

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (1.38) $ 0.91 Class F $ (1.97) $ 0.95 Class I $ (1.35) $ 0.97 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 13 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Vector Equity Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 3,739,772 $ 3,607,472 $ 127,403,978 $ 122,203,911

Increase (Decrease) in Net Assets attributable to holders of redeemable units (546,181) 347,028 (22,507,960) 12,290,427

Redeemable unit transactions Proceeds from redeemable units issued 2,280,716 180,900 34,206,736 7,203,256 Redemption of redeemable units (466,979) (497,015) (45,004,247) (18,801,354) Reinvestments of distributions to holders of redeemable units 54,021 21,447 1,462,926 1,148,636 1,867,758 (294,668) (9,334,585) (10,449,462)

Distributions to holders of redeemable units From net investment income (55,160) (21,878) (1,949,064) (1,499,180) (55,160) (21,878) (1,949,064) (1,499,180)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 1,266,417 30,482 (33,791,609) 341,785

Net Assets attributable to holders of redeemable units at end of period $ 5,006,189 $ 3,637,954 $ 93,612,369 $ 122,545,696

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 474,042,108 $ 355,797,930 $ 605,185,858 $ 481,609,313

Increase (Decrease) in Net Assets attributable to holders of redeemable units (63,572,626) 37,641,242 (86,626,767) 50,278,697

Redeemable unit transactions Proceeds from redeemable units issued 70,538,124 36,789,996 107,025,576 44,174,152 Redemption of redeemable units (49,141,775) (4,019,566) (94,613,001) (23,317,935) Reinvestments of distributions to holders of redeemable units 8,920,638 5,603,156 10,437,585 6,773,239 30,316,987 38,373,586 22,850,160 27,629,456

Distributions to holders of redeemable units From net investment income (8,984,955) (5,654,427) (10,989,179) (7,175,485) (8,984,955) (5,654,427) (10,989,179) (7,175,485)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (42,240,594) 70,360,401 (74,765,786) 70,732,668

Net Assets attributable to holders of redeemable units at end of period $ 431,801,514 $ 426,158,331 $ 530,420,072 $ 552,341,981

The accompanying notes are an integral part of these financial statements 14 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Canadian Vector Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (86,626,767) $ 50,278,697 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash (10,911) 390 Net realized (gain) loss on sale of investments (5,627,654) (284,135) Change in unrealized (appreciation) depreciation in value of investments 103,234,063 (42,500,130) Purchases of investments (113,691,721) (71,140,506) Proceeds from sales of investments 89,366,170 42,667,137 Decrease (increase) in accrued interest and dividends (252,463) (188,935) Decrease (increase) in due from manager – (599) Increase (decrease) in due to manager (1,176) (5) Increase (decrease) in management fees payable (8,079) (4,479) Increase (decrease) in accrued expenses 4,293 4,386 Net cash from operating activities (13,614,245) (21,168,179)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (551,594) (402,246) Proceeds from redeemable units issued 106,924,479 47,043,052 Redemption of redeemable units (93,607,406) (23,074,332) Net cash from financing activities 12,765,479 23,566,474 Change in unrealized appreciation (depreciation) in foreign exchange on cash 10,911 (390) Net increase (decrease) in cash (848,766) 2,398,295 Cash (bank overdraft) at beginning of period 2,738,633 (556,221) Cash at end of period 1,900,778 1,841,684

Items classified as operating activities

Dividends received, net of withholding taxes $ 10,751,062 $ 7,424,522 Interest received 6,523 7,153

The accompanying notes are an integral part of these financial statements 15 DFA Canadian Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Canada CAD 370,338 Precision Drilling Corp. 2,587,423 381,448 Energy CAD 13,236 Pulse Seismic Inc. 37,143 13,633 CAD 167,699 Advantage Oil & Gas Ltd. 769,155 278,380 CAD 7,700 Questerre Energy Corp. 6,150 886 CAD 199,129 Africa Oil Corp. 360,511 213,068 CAD 159,848 Secure Energy Services Inc. 1,423,331 266,946 CAD 357,277 ARC Resources Ltd. 5,802,414 1,629,183 CAD 278,515 Seven Generations Energy Ltd. 4,750,945 843,900 CAD 449,501 Athabasca Oil Corp. 606,492 80,910 CAD 58,876 ShawCor Ltd. 1,568,465 159,554 CAD 640,654 Baytex Energy Corp. 3,150,242 442,051 CAD 50,261 Storm Resources Ltd. 111,939 72,878 CAD 310,897 Birchcliff Energy Ltd. 1,828,245 354,423 CAD 691,243 Suncor Energy Inc. 25,597,441 15,822,553 CAD 224,285 Bonavista Energy Corp. 659,714 11,214 CAD 268,115 Surge Energy Inc. 876,766 89,819 CAD 1,639 Bonterra Energy Corp. 57,342 2,229 CAD 194,834 Tamarack Valley Energy Ltd. 528,685 173,402 CAD 25,212 Calfrac Well Services Ltd. 130,589 4,538 CAD 44,024 TC Energy Corp. 2,319,376 2,553,392 CAD 259,439 Cameco Corp. 4,168,532 3,611,391 CAD 1,300 TerraVest Industries Inc. 14,268 19,695 CAD 138,638 Canacol Energy Ltd. 469,030 532,370 CAD 8,308 Tervita Corp. 424,681 31,653 CAD 675,317 Canadian Natural Resources Ltd. 18,519,167 15,903,715 CAD 1,736 Tervita Corp., Warrant — 13 CAD 103,036 Cardinal Energy Ltd. 525,358 54,609 Tidewater Midstream and CAD 154,800 Infrastructure Ltd. 194,768 126,936 CAD 493,155 Cenovus Energy Inc. 7,352,749 3,131,534 CAD 218,096 TORC Oil & Gas Ltd. 1,562,843 370,763 CAD 186,392 CES Energy Solutions Corp. 910,675 201,303 CAD 40,943 Total Energy Services Inc. 616,345 85,980 CAD 40,143 Computer Modelling Group Ltd. 464,235 190,679 CAD 215,767 Tourmaline Oil Corp. 4,981,475 2,561,154 CAD 542,481 Crescent Point Energy Corp. 7,701,818 1,193,458 CAD 74,009 TransGlobe Energy Corp. 432,829 55,507 CAD 53,825 Crew Energy Inc. 365,925 16,417 CAD 329,290 Trican Well Service Ltd. 971,532 270,018 CAD 484,919 Denison Mines Corp. 391,146 232,761 CAD 129,391 Vermilion Energy Inc. 4,746,625 781,522 CAD 101,949 Enerflex Ltd. 1,767,914 524,018 CAD 476,113 Whitecap Resources Inc. 4,290,136 1,061,732 CAD 53,676 Energy Fuels Inc. 163,971 109,499 CAD 264,815 Enerplus Corp. 2,903,863 1,011,593 174,417,277 84,331,949 15.90 CAD 143,170 Ensign Energy Services Inc. 1,676,910 148,897 CAD 77,746 Essential Energy Services Ltd. 150,820 12,051 Materials CAD 327,271 Fission Uranium Corp. 234,291 78,545 CAD 37,700 5N Plus Inc. 116,843 60,697 CAD 123,536 Freehold Royalties Ltd. 1,485,196 434,847 CAD 7,835 Acadian Timber Corp. 133,953 113,764 CAD 25,220 Frontera Energy Corp. 490,360 85,748 CAD 35,109 Agnico Eagle Mines Ltd. 1,868,202 3,052,025 CAD 153,817 Gear Energy Ltd. 137,427 31,532 CAD 13,100 Airboss of America Corp. 173,605 239,075 CAD 122,887 Gibson Energy Inc. 2,284,727 2,596,602 CAD 250,153 Alacer Gold Corp. 829,159 2,333,927 CAD 405,351 Gran Tierra Energy Inc. 1,776,011 186,461 CAD 419,300 Alamos Gold Inc. 2,851,620 5,308,338 CAD 500 Headwater Exploration Inc. 371 615 CAD 17,914 Alio Gold Inc. 62,941 30,633 CAD 26,770 High Arctic Energy Services Inc. 104,812 17,936 CAD 45,900 Almaden Minerals Ltd. 32,442 29,376 CAD 220,315 Husky Energy Inc. 4,453,444 982,605 CAD 37,149 Altius Minerals Corp. 438,693 361,831 CAD 82,814 Imperial Oil Ltd. 3,272,390 1,808,658 CAD 20,706 Americas Gold and Silver Corp. 85,161 73,299 CAD 207,930 Inter Pipeline Ltd. 3,352,249 2,628,235 CAD 40,257 Amerigo Resources Ltd. 40,180 14,694 CAD 170,191 Kelt Exploration Ltd. 1,069,766 238,267 CAD 172,342 Argonaut Gold Inc. 347,074 441,196 CAD 176,302 Keyera Corp. 4,394,651 3,644,162 CAD 1,128,100 B2Gold Corp. 3,491,071 8,708,932 CAD 35,000 Lightstream Resources Ltd. 13,930 – CAD 200,114 Barrick Gold Corp. 3,412,267 7,310,164 CAD 301 Manitok Energy Inc. – – USD 3,700 Caledonia Mining Corp PLC 31,153 87,001 CAD 236,124 MEG Energy Corp. 2,436,264 890,187 CAD 57,021 Canfor Corp. 970,483 671,137 North American Contruction CAD 37,282 Canfor Pulp Products Inc. 454,730 201,323 CAD 32,867 Group Ltd. 277,808 279,698 CAD 296,445 Capstone Mining Corp. 377,046 246,049 CAD 182,507 NuVista Energy Ltd. 1,016,671 140,530 CAD 71,725 Cascades Inc. 543,587 1,060,813 CAD 12,411 Obsidian Energy Ltd. 398,473 7,074 CAD 24,473 CCL Industries Inc. 854,858 1,073,875 CAD 211,300 Ovintiv Inc. 10,587,359 2,727,883 CAD 211,368 Centerra Gold Inc. 1,498,554 3,202,225 CAD 91,945 Painted Pony Energy Ltd. 803,843 43,214 China Gold International Resources CAD 66,954 Paramount Resources Ltd. 1,198,253 106,456 CAD 224,562 Corp Ltd. 584,318 166,176 CAD 182,038 Parex Resources Inc. 2,825,592 2,978,142 CAD 123,301 Copper Mountain Mining Corp. 151,312 77,680 CAD 91,054 Parkland Corp. 2,758,864 3,069,430 CAD 160,018 Dundee Precious Metals Inc. 554,677 1,430,561 CAD 71,244 Pason Systems Inc. 1,006,731 528,630 CAD 10,900 EcoSynthetix Inc. 20,989 23,980 CAD 113,988 Pembina Pipeline Corp. 3,900,150 3,868,753 CAD 154,159 Eldorado Gold Corp. 2,440,492 2,017,941 Peyto Exploration & CAD 65,058 Endeavour Mining Corp. 781,275 2,137,168 CAD 153,180 Development Corp. 2,584,337 274,192 CAD 60,890 Endeavour Silver Corp. 254,756 187,541 CAD 28,607 PHX Energy Services Corp. 144,694 37,189 CAD 11,385 Equinox Gold Corp. 101,621 172,824 CAD 3,600 Pinnacle Renewable Energy Inc. 37,524 15,732 CAD 14,031 ERO Copper Corp. 255,139 275,990 CAD 116,195 PrairieSky Royalty Ltd. 2,431,106 996,951 CAD 12,500 Excellon Resources Inc. 9,194 10,375

The accompanying notes are an integral part of these financial statements 16 DFA Canadian Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CAD 63,655 First Majestic Silver Corp. 484,629 859,343 CAD 94,001 Teranga Gold Corp. 329,658 1,156,217 CAD 221,000 First Mining Gold Corp. 126,547 93,925 CAD 15,400 TMAC Resources Inc. 190,830 24,948 CAD 309,375 First Quantum Minerals Ltd. 4,374,125 3,347,438 CAD 84,405 Torex Gold Resources Inc. 1,301,984 1,805,419 CAD 145,468 Fortuna Silver Mines Inc. 716,755 1,003,729 CAD 565,322 Trevali Mining Corp. 727,994 50,879 CAD 7,305 Franco-Nevada Corp. 519,442 1,385,393 CAD 538,049 Turquoise Hill Resources Ltd. 2,022,435 538,049 CAD 148,206 Galiano Gold Inc. 405,479 266,771 CAD 74,200 Wesdome Gold Mines Ltd. 228,024 870,366 CAD 28,893 Golden Star Resources Ltd. 156,420 114,129 CAD 46,140 West Fraser Timber Co., Ltd. 2,042,782 2,201,801 CAD 32,000 GoldMining Inc. 27,535 76,160 CAD 467,583 Western Forest Products Inc. 952,721 434,852 CAD 134,517 Guyana Goldfields Inc. 502,449 234,060 CAD 51,335 Wheaton Precious Metals Corp. 1,065,770 3,065,213 CAD 3,700 Hanfeng Evergreen Inc. 14,780 — CAD 16,067 Winpak Ltd. 595,987 668,227 CAD 217,052 Hudbay Minerals Inc. 1,984,734 892,084 CAD 762,775 Yamana Gold Inc. 2,784,345 5,629,280 CAD 425,682 IAMGOLD Corp. 1,761,692 2,294,426 95,258,691 118,962,542 22.43 CAD 2,200 Imperial Metals Corp. 15,336 4,400 CAD 65,687 Interfor Corp. 802,197 751,459 Industrials CAD 73,500 International Tower Hill Mines Ltd. 45,893 178,605 Capital Goods CAD 35,537 Intertape Polymer Group Inc. 413,485 425,733 CAD 83,137 Aecon Group Inc. 1,161,293 1,227,102 CAD 527,653 Ivanhoe Mines Ltd. 847,630 2,031,464 CAD 11,279 AG Growth International Inc. 544,406 308,142 CAD 854,725 Kinross Gold Corp. 4,657,573 8,376,305 CAD 36,471 ATS Automation Tooling Systems Inc. 379,436 697,326 CAD 25,243 Kirkland Lake Gold Ltd. 987,474 1,411,084 CAD 27,251 Badger Daylighting Ltd. 743,087 809,900 CAD 54,387 Labrador Iron Ore Royalty Corp. 807,299 1,319,972 CAD 19,116 Bird Construction Inc. 219,503 113,740 CAD 97,346 Largo Resources Ltd. 252,649 81,771 CAD 163,601 CAE Inc. 2,895,771 3,602,494 CAD 211,992 Lucara Diamond Corp. 364,672 131,435 CAD 59,672 CanWel Building Materials Group Ltd. 360,354 264,347 CAD 15,000 Lundin Gold Inc. 73,991 191,100 CAD 9,140 Cervus Equipment Corp. 148,675 59,410 CAD 475,550 Lundin Mining Corp. 2,629,238 3,462,004 CAD 9,000 DIRTT Environmental Solutions 55,385 14,760 Major Drilling Group CAD 158,276 Finning International Inc. 3,561,961 2,929,689 CAD 81,473 International Inc. 618,141 349,519 CAD 30,705 Heroux-Devtek Inc. 343,897 312,577 CAD 21,722 Mandalay Resources Corp. 192,944 41,272 CAD 13,240 Magellan Aerospace Corp. 199,774 95,593 CAD 43,094 Marathon Gold Corp. 43,548 85,326 CAD 55,283 NFI Group Inc. 1,771,643 920,462 CAD 39,946 Methanex Corp. 2,100,562 978,677 CAD 38,886 Richelieu Hardware Ltd. 846,868 1,123,028 CAD 42,473 Mountain Province Diamonds Inc. 145,624 12,954 CAD 13,361 Rocky Mountain Dealerships Inc. 143,283 55,582 CAD 583,725 New Gold Inc. 2,405,408 1,074,054 CAD 73,577 Russel Metals Inc. 1,781,213 1,193,419 CAD 17,046 Norbord Inc. 655,304 528,241 CAD 20,241 Savaria Corp. 255,384 252,203 CAD 36,396 Northern Dynasty Minerals Ltd. 27,014 70,608 CAD 88,650 SNC-Lavalin Group Inc. 2,961,985 2,030,972 CAD 12,800 Novagold Resources Inc. 209,653 159,360 CAD 48,825 Toromont Industries Ltd. 2,007,341 3,289,340 CAD 186,547 Nutrien Ltd. 10,121,815 8,137,180 CAD 19,545 Wajax Corp. 599,826 164,178 CAD 581,616 OceanaGold Corp. 1,882,117 1,837,906 CAD 27,810 WSP Global Inc. 1,283,155 2,315,461 CAD 250,500 Orbite Technologies Inc. 94,703 — 22,264,240 21,779,725 4.11 CAD 12,700 Orla Mining Ltd. 14,135 48,514 CAD 70,897 Osisko Gold Royalties Ltd. 1,039,797 961,363 Commercial Services & Supplies CAD 59,016 Osisko Mining Inc. 182,407 226,031 CAD 31,860 Alexco Resource Corp. 52,102 97,173 CAD 112,041 Pan American Silver Corp. 1,998,192 4,619,450 CAD 40,304 Black Diamond Group Ltd. 446,040 62,068 USD 239,397 Pan American Silver Corp., Right — 222,955 CAD 4,831 Calian Group Ltd. 123,861 264,884 CAD 31,574 Polymet Mining Corp. 27,764 17,997 CAD 2,800 GDI Integrated Facility Services Inc. 74,567 90,972 CAD 170,330 Premier Gold Mines Ltd. 479,201 376,429 CAD 155,660 Horizon North Logistics Inc. 412,606 94,953 CAD 130,961 Pretium Resources Inc. 1,171,776 1,487,717 CAD 5,300 IBI Group Inc. 34,856 24,592 CAD 244,307 Roxgold Inc. 252,129 373,790 CAD 4,400 K-Bro Linen Inc. 155,952 116,380 CAD 182,350 Sabina Gold & Silver Corp. 238,139 355,583 CAD 34,989 Morneau Shepell Inc. 580,952 1,108,801 CAD 63,778 Sandstorm Gold Ltd. 348,152 831,027 CAD 7,195 Ritchie Bros Auctioneers Inc. 221,708 397,668 CAD 11,375 Seabridge Gold Inc. 106,333 271,180 CAD 75,383 Stantec Inc. 2,127,564 3,159,302 CAD 312,627 SEMAFO Inc. 1,063,477 1,447,463 CAD 77,954 Transcontinental Inc. 1,412,323 1,177,105 CAD 9,600 Sierra Metals Inc. 27,826 16,800 CAD 819 Waste Connections Inc. 92,475 104,169 CAD 81,085 SSR Mining Inc. 1,002,115 2,345,789 5,735,006 6,698,067 1.26 CAD 5,800 Stelco Holdings Inc. 89,992 44,370 Transportation CAD 31,436 Stella-Jones Inc. 1,202,508 1,073,225 CAD 243,820 Air Canada 4,171,445 4,132,749 CAD 159,324 Stornoway Diamond Corp. 130,872 3,186 CAD 8,705 Algoma Central Corp. 123,867 87,572 CAD 5,700 Supremex Inc. 25,606 6,555 CAD 7,800 Cargojet Inc. 591,299 1,248,000 CAD 194,970 Taseko Mines Ltd. 499,461 130,630 CAD 136,805 Chorus Aviation Inc. 792,493 407,679 CAD 391 Teck Resources Ltd. 13,105 6,287 CAD 35,698 Exchange Income Corp. 1,032,247 954,922 CAD 303,970 Teck Resources Ltd. 7,866,922 4,322,453

The accompanying notes are an integral part of these financial statements 17 DFA Canadian Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CAD 800 Logistec Corp. 32,675 26,328 Food, Beverage & Tobacco CAD 116,060 Mullen Group Ltd. 2,199,469 843,756 CAD 16,600 Andrew Peller Ltd. 173,284 146,080 CAD 87,288 TFI International Inc. 2,388,434 4,206,409 CAD 14,659 Clearwater Seafoods Inc. 119,890 74,907 Westshore Terminals CAD 6,500 Corby Spirit and Wine Ltd. 114,355 105,625 CAD 49,201 Investment Corp. 1,326,104 822,149 CAD 18,294 High Liner Foods Inc. 264,943 106,105 12,658,033 12,729,564 2.40 CAD 1,800 Lassonde Industries Inc. 392,250 279,018 40,657,279.00 41,207,356 7.77 CAD 51,356 Maple Leaf Foods Inc. 876,267 1,464,160 CAD 25,827 Premium Brands Holdings Corp. 1,705,745 2,236,618 Consumer Discretionary CAD 131,507 Primo Water Corp. 1,729,468 2,449,975 Automobiles & Components CAD 80,815 Rogers Sugar Inc. 451,081 378,214 CAD 23,346 Exco Technologies Ltd. 211,788 156,418 CAD 62,246 Saputo Inc. 2,337,959 2,014,903 CAD 49,602 Linamar Corp. 2,243,543 1,820,393 CAD 40,445 SunOpta Inc. 303,809 258,444 CAD 205,146 Magna International Inc. 11,263,750 12,403,127 8,469,051 9,514,049 1.79 CAD 101,820 Martinrea International Inc. 1,039,349 1,046,710 14,758,430 15,426,648 2.91 Household & Personal Products CAD 17,816 Jamieson Wellness Inc. 417,759 633,893 Consumer Durables & Apparel CAD 7,142 KP Tissue Inc. 94,571 76,991 CAD 44,094 Aritzia Inc. 730,188 838,227 512,330 710,884 0.13 CAD 7,745 BRP Inc. 295,031 448,436 21,278,801 24,246,741 4.56 CAD 30,960 Canada Goose Holdings Inc. 1,267,835 975,859 CAD 25,926 Dorel Industries Inc. 819,211 140,778 Health Care CAD 71,026 Gildan Activewear Inc. 1,834,308 1,493,677 Health Care Equipment & Services CAD 25,247 Spin Master Corp. 558,844 619,309 CAD 31,009 CRH Medical Corp. 233,172 88,066 CAD 50,334 Extendicare Inc. 398,243 282,374 5,505,417 4,516,286 0.85 CAD 1,200 HLS Therapeutics Inc. 22,429 21,828 Consumer Services CAD 27,573 Medical Facilities Corp. 446,137 119,667 GBP 23,376 Flutter Entertainment PLC 3,865,590 4,166,281 CAD 37,372 Sienna Senior Living Inc. 567,882 345,691 CAD 9,167 Gamehost Inc. 105,929 56,973 1,667,863 857,626 0.16 USD 17,079 Gamesys Group PLC 176,427 242,068 Pharmaceuticals, Biotechnology & Life Sciences CAD 47,495 Great Canadian Gaming Corp. 1,185,060 1,283,790 CAD 10,324 Aurora Cannabis Inc. 1,118,936 173,340 CAD 16,814 MTY Food Group Inc. 745,659 409,253 CAD 29,800 Bausch Health Cos Inc. 724,794 740,232 CAD 21,959 Park Lawn Corp. 487,094 492,321 CAD 39,735 Canopy Growth Corp. 922,311 873,773 CAD 22,193 Pizza Pizza Royalty Corp. 323,073 185,090 CAD 42,214 Cronos Group Inc. 375,676 345,311 CAD 4,400 Pollard Banknote Ltd. 82,887 75,240 CAD 110,116 Knight Therapeutics Inc. 930,486 773,014 CAD 12,682 Recipe Unlimited Corp. 305,462 117,562 4,072,203 2,905,670 0.55 CAD 32,600 Transat AT Inc. 248,975 186,798 5,740,066 3,763,296 0.71 7,526,156 7,215,376 1.36

Financials Retailing Banks CAD 20,579 AutoCanada Inc. 548,267 220,195 CAD 220,308 Bank of Montreal 17,594,962 15,919,456 CAD 3,909 BMTC Group Inc. 62,635 30,295 CAD 388,964 Bank of Nova Scotia 25,706,731 21,851,999 CAD 35,322 Canadian Tire Corp., Ltd. 2,912,243 4,155,280 CAD 186,533 Canadian Imperial Bank of Commerce 19,015,315 16,926,004 CAD 21,933 Leon’s Furniture Ltd. 366,260 292,586 CAD 99,542 Canadian Western Bank 2,876,307 2,354,168 CAD 700 Points International Ltd. 12,724 8,603 CAD 10,225 Equitable Group Inc. 502,170 729,963 CAD 33,261 Sleep Country Canada Holdings Inc. 903,912 534,504 Firm Capital Mortgage CAD 37,149 Uni-Select Inc. 998,426 273,788 CAD 25,587 Investment Corp. 326,019 288,110 5,804,467 5,515,251 1.04 CAD 7,704 First National Financial Corp. 187,184 217,561 33,594,470 32,673,561 6.16 CAD 48,665 Genworth MI Canada Inc. 1,552,377 1,616,165 CAD 32,984 Home Capital Group Inc. 815,177 665,617 Consumer Staples CAD 42,371 Laurentian Bank of Canada 1,998,141 1,211,811 Food & Staples Retailing CAD 178,264 National Bank of Canada 9,673,618 10,966,801 CAD 29,933 Alcanna Inc. 404,491 105,364 CAD 361,622 Royal Bank of Canada 32,089,820 33,309,002 CAD 44,200 Alimentation Couche-Tard Inc. 1,659,494 1,881,594 CAD 68,737 Timbercreek Financial Corp. 642,792 590,451 CAD 55,838 Empire Co Ltd. 1,231,059 1,815,293 CAD 322,120 Toronto-Dominion Bank 19,272,625 19,517,251 CAD 32,186 George Weston Ltd. 3,065,845 3,200,919 CAD 6,800 VersaBank 51,820 43,180 CAD 31,615 Loblaw Cos Ltd. 2,061,473 2,090,068 132,305,058 126,207,539 23.79 CAD 64,687 Metro Inc. 2,740,705 3,622,472 CAD 44,006 North West Co., Inc. 1,134,353 1,306,098 Diversified Financials 12,297,420 14,021,808 2.64 CAD 58,150 AGF Management Ltd. 605,890 291,913 CAD 40,255 Alaris Royalty Corp. 945,741 521,302

The accompanying notes are an integral part of these financial statements 18 DFA Canadian Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CAD 37,434 Brookfield Asset Management Inc. 1,336,821 1,672,551 CAD 1,400 Mainstreet Equity Corp. 40,733 94,374 CAD 72,809 Canaccord Genuity Group Inc. 494,415 503,110 CAD 5,400 Melcor Developments Ltd. 84,377 40,662 CAD 186,102 CI Financial Corp. 3,577,999 3,213,982 CAD 800 Morguard Corp. 87,823 101,776 CAD 310,659 ECN Capital Corp. 1,129,894 1,199,144 CAD 31,593 Real Matters Inc. 363,754 836,583 CAD 402,931 Element Fleet Management Corp. 3,967,171 4,081,691 CAD 34,174 Tricon Capital Group Inc. 377,392 312,692 CAD 39,594 Fiera Capital Corp. 438,296 376,143 3,295,253 5,652,328 1.07 CAD 46,324 GMP Capital Inc. 241,850 60,684 CAD 9,803 Goeasy Ltd. 313,214 536,028 Communication Services CAD 24,500 GoldMoney Inc. 73,365 63,945 Telecommunication Services CAD 15,527 Guardian Capital Group Ltd. 233,036 322,185 CAD 50,168 BCE Inc. 2,954,617 2,840,512 CAD 40,875 IGM Financial Inc. 1,327,808 1,348,466 CAD 17,954 Rogers Communications Inc. 1,144,172 979,391 CAD 36,348 Onex Corp. 2,753,771 2,229,223 CAD 72,480 TELUS Corp. 1,786,301 1,650,370 CAD 10,072 Sprott Inc. 257,622 491,413 5,885,090 5,470,273 1.03 CAD 9,631 TMX Group Ltd. 573,143 1,292,769 Media & Entertainment 18,270,036 18,204,549 3.43 CAD 42,326 Aimia Inc. 155,622 125,708

Insurance CAD 66,990 Cineplex Inc. 2,138,000 538,600 CAD 3,210 Echelon Financial Holdings Inc. 25,295 18,682 CAD 20,385 Cogeco Communications Inc. 1,205,486 1,993,857 CAD 1,077 E-L Financial Corp Ltd. 821,316 728,994 CAD 7,322 Cogeco Inc. 443,060 593,228 CAD 9,017 Fairfax Financial Holdings Ltd. 5,772,039 3,782,000 CAD 191,643 Corus Entertainment Inc. 2,109,801 548,099 CAD 80,913 Great-West Lifeco Inc. 2,560,660 1,925,729 CAD 6,000 Mediagrif Interactive Technologies Inc. 81,653 34,920 CAD 81,107 iA Financial Corp Inc. 3,332,611 3,687,124 CAD 14,892 Quebecor Inc. 451,780 434,400 CAD 16,211 Intact Financial Corp. 1,365,418 2,094,623 CAD 212,056 Shaw Communications Inc. 5,216,164 4,694,920 CAD 484,203 Manulife Financial Corp. 8,638,837 8,943,231 CAD 10,312 Stingray Group Inc. 48,501 54,344 CAD 99,733 Sun Life Financial Inc. 3,717,451 4,975,679 CAD 103,656 WildBrain Ltd. 462,632 134,753 CAD 4,500 Trisura Group Ltd. 118,800 275,625 CAD 19,923 Yellow Pages Ltd. 368,919 179,307 26,352,427 26,431,687 4.98 12,681,618 9,332,136 1.76 176,927,521 170,843,775 32.21 18,566,708 14,802,409 2.79

Information Technology Utilities Software & Services CAD 152,155 AltaGas Ltd. 3,702,348 2,381,226 CAD 13,543 Absolute Software Corp. 113,573 187,029 CAD 7,601 Atco Ltd. 329,787 306,092 CAD 455,514 Blackberry Ltd. 3,704,596 3,015,503 CAD 76,135 Boralex Inc. 1,313,119 2,352,572 CAD 52,152 CGI Inc. 4,275,997 4,460,561 CAD 22,790 Capital Power Corp. 571,926 637,664 CAD 700 Constellation Software Inc. 337,077 1,073,023 CAD 56,642 Innergex Renewable Energy Inc. 654,953 1,081,865 CAD 8,932 Descartes Systems Group Inc 115,650 640,156 CAD 48,919 Northland Power Inc. 900,460 1,662,269 CAD 22,170 Enghouse Systems Ltd. 564,244 1,607,325 CAD 13,067 Polaris Infrastructure Inc. 211,459 188,687 CAD 6,100 Kinaxis Inc. 505,000 1,183,766 CAD 179,677 Superior Plus Corp. 2,114,044 1,998,008 CAD 69,961 Open Text Corp. 3,030,973 4,033,252 CAD 302,165 TransAlta Corp. 3,123,863 2,432,428 CAD 11,508 TransAlta Renewables Inc. 151,859 167,902 12,647,110 16,200,615 3.05 13,073,818 13,208,713 2.49 Technology Hardware & Equipment 598,629,127 527,950,479 99.53 CAD 121,662 Celestica Inc. 1,732,595 1,133,890 CAD 12,312 Evertz Technologies Ltd. 197,397 138,141 Embedded Broker Commissions (260,326)

CAD 4,062 EXFO Inc. 30,269 15,801 Total Investments $598,368,801 527,950,479 99.53 CAD 29,600 Photon Control Inc. 59,449 52,688 CAD 121,404 Quarterhill Inc. 472,822 253,734 Other Assets Less Liabilities 2,469,593 0.47 CAD 37,977 Sierra Wireless Inc. 679,601 462,940 Net Assets Attributable to Holders of 3,172,133 2,057,194 0.39 Redeemable units $530,420,072 100.00 15,819,243 18,257,809 3.44

Real Estate Currency codes used above are as follows: CAD - Canadian Dollar CAD 9,532 Altus Group Ltd. 270,314 388,810 CAD 1,889 Bridgemarq Real Estate Services 29,146 22,196 CAD 20,434 Colliers International Group Inc. 1,092,326 1,591,809 CAD 25,311 Dream Unlimited Corp. 219,704 226,787 CAD 14,363 FirstService Corp. 578,687 1,964,140 CAD 3,000 Information Services Corp. 51,596 44,580 USD 8,259 Invesque Inc. 99,401 27,919

The accompanying notes are an integral part of these financial statements 19 DFA Canadian Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Canadian Vector Equity Fund is to seek long-term capital appreciation by investing primarily in equity securities of Canadian companies. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Schedule of Investment Portfolio classifies securities by market segment and geography. The significant sectors as expressed as a percentage of net assets attributable to holders of redeemable units are as follows:

Net Assets Net Assets Sector June 30, 2020 December 31, 2019 Financials 32.21 31.60 Materials 22.43 22.59 Energy 15.90 20.81

The Fund’s market risk is affected primarily by changes in actual market prices. The Fund generally invests in a broad and diverse group of readily marketable equity securities of Canadian companies traded on an exchange or on the over-the-counter market. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, traded on the Canadian exchange was 99.53% (December 31, 2019: 99.42%). If equity prices on the Canadian exchange had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $52,795,048 (December 31, 2019: $60,167,222). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk As at June 30, 2020 and December 31, 2019, the Fund invested primarily in Canadian securities. As a result, the Fund did not have any significant exposure to currency risk.

The accompanying notes are an integral part of these financial statements 20 DFA Canadian Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Consumer Discretionary 6.16% 5.55% Consumer Staples 4.56% 3.05% Energy 15.90% 20.81% Financials 32.21% 31.60% Health Care 0.71% 1.57% Industrials 7.77% 6.92% Information Technology 3.44% 1.69% Materials 22.43% 22.59% Real Estate 1.07% 0.93% Communication Services 2.79% 2.41% Utilities 2.49% 2.30% Cash 0.36% 0.45% Net Other Assets/Liabilities 0.11% 0.13% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 21 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA U.S. Core Note Equity Fund June 30, December 31, 2020 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 2,487,955,673 $ 2,543,567,439 Cash 20,305,026 9,548,925 Derivative assets 12 2,045,621 15,591,659 Receivables for investments sold 4,101,069 4,583,513 Accrued interest and dividends 1,827,976 2,207,756 Subscriptions receivable 1,040,563 595,790 Total assets 2,517,275,928 2,576,095,082

Liabilities Current liabilities Derivative liabilities 12 7,439,226 192,752 Payable for investments purchased 12,395 8,340,491 Redemptions payable 2,405,148 161,033 Management fees payable 403,233 433,013 Accrued expenses 420,403 416,646 Total liabilities 10,680,405 9,543,935

Net Assets attributable to holders of redeemable units $ 2,506,595,523 $ 2,566,551,147

Net Assets attributable to holders of redeemable units per class

Class A $ 145,445,925 $ 152,982,337 Class A(H) $ 48,809,652 $ 52,175,083 Class F $ 642,806,687 $ 707,233,929 Class F(H) $ 292,546,216 $ 312,579,397 Class I $ 732,709,685 $ 713,915,682 Class I(H) $ 644,277,358 $ 627,664,719

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 24.32 $ 25.71 Class A(H) $ 29.87 $ 33.36 Class F $ 24.62 $ 26.02 Class F(H) $ 30.03 $ 33.54 Class I $ 25.05 $ 26.48 Class I(H) $ 23.34 $ 26.07

The accompanying notes are an integral part of these financial statements 22 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Core Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 25,461,206 $ 22,710,014 Interest income for distribution purposes 43,263 19,212 Net realized gain (loss) on sale of investments 24,994,563 20,340,465 Net realized gain (loss) on currency forward contracts (19,875,513) (1,062,818) Change in unrealized appreciation (depreciation) in value of investments and forward contracts (177,363,623) 245,848,734 Net gain (loss) on investments (146,740,104) 287,855,607 Other income Securities lending income 11 265,224 203,323 Foreign exchange gain (loss) on cash (95,785) (238,154) Change in unrealized appreciation (depreciation) in foreign exchange on cash (22,615) (89,701) Total income (loss) (146,593,280) 287,731,075

Expenses Management fees 5 2,233,519 2,209,959 Custodian fees 30,315 31,467 Audit fees 46,655 43,451 Legal fees 20,094 12,815 Broker commission expense 7 47,662 26,828 Valuation fees 17,245 17,077 Transaction fees 22,780 26,457 Filing fees 51,238 47,309 Securityholder reporting costs 219,021 203,129 Independent Review Committee fees 5 18,146 31,626 Withholding taxes 4,416,279 3,487,605 Other expenses 29,209 25,916 Total expenses 7,152,163 6,163,639

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (153,745,443) $ 281,567,436

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (8,396,817) $ 15,095,522 Class A(H) $ (4,911,733) $ 6,726,068 Class F $ (39,964,919) $ 73,234,611 Class F(H) $ (27,007,976) $ 41,094,723 Class I $ (26,948,224) $ 68,171,698 Class I(H) $ (46,515,774) $ 77,244,814

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (1.43) $ 2.52 Class A(H) $ (3.07) $ 4.21 Class F $ (1.51) $ 2.69 Class F(H) $ (2.93) $ 4.41 Class I $ (0.95) $ 2.73 Class I(H) $ (1.75) $ 3.43 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 23 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Core Equity Fund 2020 2019 2020 2019

Class A Class A(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 152,982,337 $ 127,819,247 $ 52,175,083 $ 41,915,332

Increase (Decrease) in Net Assets attributable to holders of redeemable units (8,396,817) 15,095,522 (4,911,733) 6,726,068

Redeemable unit transactions Proceeds from redeemable units issued 12,032,509 9,136,945 5,146,337 3,189,155 Redemption of redeemable units (11,163,768) (8,384,155) (3,597,146) (2,296,961) Reinvestments of distributions to holders of redeemable units 215,868 222,775 75,595 80,069 1,084,609 975,565 1,624,786 972,263

Distributions to holders of redeemable units From net investment income (224,204) (232,405) (78,484) (82,242) (224,204) (232,405) (78,484) (82,242)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (7,536,412) 15,838,682 (3,365,431) 7,616,089

Net Assets attributable to holders of redeemable units at end of period $ 145,445,925 $ 143,657,929 $ 48,809,652 $ 49,531,421

2020 2019 2020 2019

Class F Class F(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 707,233,929 $ 585,265,236 $ 312,579,397 $ 247,515,549

Increase (Decrease) in Net Assets attributable to holders of redeemable units (39,964,919) 73,234,611 (27,007,976) 41,094,723

Redeemable unit transactions Proceeds from redeemable units issued 81,861,024 59,332,903 62,164,351 24,636,312 Redemption of redeemable units (105,012,749) (58,234,146) (54,739,854) (21,896,904) Reinvestments of distributions to holders of redeemable units 3,253,172 3,334,272 1,508,826 1,512,512 (19,898,553) 4,433,029 8,933,323 4,251,920

Distributions to holders of redeemable units From net investment income (4,563,770) (4,600,274) (1,958,528) (1,972,039) (4,563,770) (4,600,274) (1,958,528) (1,972,039)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (64,427,242) 73,067,366 (20,033,181) 43,374,604

Net Assets attributable to holders of redeemable units at end of period $ 642,806,687 $ 658,332,602 $ 292,546,216 $ 290,890,153

The accompanying notes are an integral part of these financial statements 24 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Core Equity Fund 2020 2019 2020 2019

Class I Class I(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 713,915,682 $ 532,038,579 $ 627,664,719 $ 456,875,515

Increase (Decrease) in Net Assets attributable to holders of redeemable units (26,948,224) 68,171,698 (46,515,774) 77,244,814

Redeemable unit transactions Proceeds from redeemable units issued 103,438,884 44,119,640 120,445,580 33,479,338 Redemption of redeemable units (57,350,624) (8,691,190) (57,288,641) (8,467,866) Reinvestments of distributions to holders of redeemable units 5,379,642 4,759,866 4,963,528 4,391,561 51,467,902 40,188,316 68,120,467 29,403,033

Distributions to holders of redeemable units From net investment income (5,725,675) (5,085,191) (4,992,054) (4,420,714) (5,725,675) (5,085,191) (4,992,054) (4,420,714)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 18,794,003 103,274,823 16,612,639 102,227,133

Net Assets attributable to holders of redeemable units at end of period $ 732,709,685 $ 635,313,402 $ 644,277,358 $ 559,102,648

2020 2019

Total

Net Assets attributable to holders of redeemable units at beginning of period $ 2,566,551,147 $ 1,991,429,458

Increase (Decrease) in Net Assets attributable to holders of redeemable units (153,745,443) 281,567,436

Redeemable unit transactions Proceeds from redeemable units issued 385,088,685 173,894,293 Redemption of redeemable units (289,152,782) (107,971,222) Reinvestments of distributions to holders of redeemable units 15,396,631 14,301,055 111,332,534 80,224,126

Distributions to holders of redeemable units From net investment income (17,542,715) (16,392,865) (17,542,715) (16,392,865)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (59,955,624) 345,398,697

Net Assets attributable to holders of redeemable units at end of period $ 2,506,595,523 $ 2,336,828,155

The accompanying notes are an integral part of these financial statements 25 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Core Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (153,745,443) $ 281,567,436 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash 22,615 89,701 Net realized (gain) loss on sale of investments (24,994,563) (20,340,465) Change in unrealized (appreciation) depreciation in value of investments and forward contracts 177,363,623 (245,848,734) Purchases of investments (265,753,671) (182,323,510) Proceeds from sales of investments 181,943,237 77,701,943 Decrease (increase) in accrued interest and dividends 379,780 823,314 Increase (decrease) in management fees payable (29,780) (2,383) Increase (decrease) in accrued expenses 3,757 20,351 Net cash used in operating activities (84,810,445) (88,312,347)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (2,146,084) (2,091,810) Proceeds from redeemable units issued 374,060,930 178,675,168 Redemption of redeemable units (276,325,685) (98,075,797) Net cash from financing activities 95,589,161 78,507,561

Change in unrealized appreciation (depreciation) in foreign exchange on cash (22,615) (89,701) Net increase (decrease) in cash 10,778,716 (9,804,786) Cash at beginning of period 9,548,925 17,781,786 Cash at end of period 20,305,026 7,887,299

Items classified as operating activities

Dividends received, net of withholding taxes $ 21,461,821 $ 20,057,153 Interest received 43,263 19,212

The accompanying notes are an integral part of these financial statements 26 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

United States Of America USD 4,714 International Seaways Inc. 127,579 104,572 Energy USD 1,938 ION Geophysical Corp. 65,580 6,157 USD 798 Adams Resources & Energy Inc. 37,831 29,002 USD 80,524 Kinder Morgan Inc. 2,289,655 1,658,384 USD 2,200 Amplify Energy Corp. 14,478 3,674 USD 2,507 KLX Energy Services Holdings Inc. 36,802 7,318 USD 9,409 Antero Midstream Corp. 67,866 65,146 USD 62,945 Kosmos Energy Ltd. 629,591 141,855 USD 31,902 Antero Resources Corp. 802,995 110,008 USD 1,892 Laredo Petroleum Inc. 580,460 35,601 USD 45,419 Apache Corp. 2,507,339 832,426 USD 7,762 Liberty Oilfield Services Inc. 120,563 57,747 USD 4,044 Arch Resources Inc. 387,782 155,976 USD 2,810 Mammoth Energy Services Inc. 132,262 4,502 USD 27,210 Archrock Inc. 405,542 239,744 USD 91,571 Marathon Oil Corp. 2,262,165 760,823 USD 5,084 Ardmore Shipping Corp. 40,066 29,955 USD 44,847 Marathon Petroleum Corp. 2,931,022 2,275,867 USD 39,105 Baker Hughes a GE Co. 1,373,006 817,043 USD 18,799 Matador Resources Co. 629,921 216,934 USD 15,902 Berry Petroleum Corp. 190,518 104,273 USD 3,557 Matrix Service Co. 59,243 46,938 USD 5,283 Bonanza Creek Energy Inc. 253,712 106,293 USD 29,057 Murphy Oil Corp. 1,200,589 544,382 USD 1,505 Bristow Group Inc. 66,209 28,462 USD 960 Nabors Industries Ltd. 661,110 48,248 USD 57,925 Cabot Oil & Gas Corp. 1,646,843 1,351,025 USD 695 NACCO Industries Inc. 8,522 21,984 USD 7,835 Cactus Inc. 347,155 219,438 USD 27,855 National Oilwell VarCo., Inc. 1,146,444 463,248 USD 3,275 California Resources Corp. 170,044 5,424 USD 3,767 Natural Gas Services Group Inc. 77,651 32,065 USD 67,271 Callon Petroleum Co. 919,144 105,027 Centennial Resource USD 20,900 Newpark Resources Inc. 231,576 63,274 USD 34,346 Development Inc. 754,181 41,499 USD 34,325 NexTier Oilfield Solutions Inc. 465,434 114,170 USD 23,114 ChampionX Corp. 526,223 306,266 USD 46,579 Noble Corp PLC 433,775 20,305 USD 15,236 Cheniere Energy Inc. 817,311 999,475 USD 44,777 Noble Energy Inc. 2,056,055 544,673 USD 115,304 Chevron Corp. 15,432,796 13,967,846 USD 10,060 Nordic American Tankers Ltd. 77,324 55,450 USD 17,765 Cimarex Energy Co. 2,122,920 663,001 USD 54,516 Northern Oil and Gas Inc. 207,571 62,088 USD 29,968 Clean Energy Fuels Corp. 146,718 90,320 USD 40,699 Oasis Petroleum Inc. 520,221 41,440 USD 34,887 CNX Resources Corp. 622,702 409,689 USD 86,733 Occidental Petroleum Corp. 7,478,090 2,154,813 USD 21,328 Concho Resources Inc. 2,216,198 1,491,177 USD 12,681 Oceaneering International Inc. 736,209 110,009 USD 114,603 ConocoPhillips 9,220,175 6,537,718 USD 9,095 Oil States International Inc. 471,144 58,650 USD 5,181 CONSOL Energy Inc. 176,382 35,662 USD 27,166 ONEOK Inc. 2,159,576 1,225,179 USD 6,927 Contango Oil & Gas Co. 71,189 21,535 USD 1,758 Panhandle Oil and Gas Inc. 41,731 6,396 USD 16,395 Continental Resources Inc. 962,077 390,182 USD 5,313 Par Pacific Holdings Inc. 155,462 64,845 USD 2,669 Core Laboratories NV 379,587 73,629 USD 44,525 Parsley Energy Inc. 1,299,594 645,579 USD 15,229 CVR Energy Inc. 760,787 415,774 USD 30,739 Patterson-UTI Energy Inc. 742,412 144,808 USD 12,925 Delek US Holdings Inc. 375,175 305,493 USD 21,454 PBF Energy Inc. 867,734 298,251 USD 83,481 Denbury Resources Inc. 385,553 31,292 USD 49,245 Devon Energy Corp. 2,041,701 758,140 USD 14,575 PDC Energy Inc. 972,293 246,152 USD 30,450 DHT Holdings Inc. 248,476 212,070 USD 22,005 Peabody Energy Corp. 990,774 86,038 USD 2,642 Diamondback Energy Inc. 305,905 150,000 USD 2,460 Penn Virginia Corp. 178,781 31,827 USD 3,271 DMC Global Inc. 150,133 122,564 USD 17,260 Phillips 66 1,776,614 1,684,783 USD 18,623 Dorian LPG Ltd. 257,332 195,686 USD 14,028 Pioneer Natural Resources Co. 2,482,775 1,860,649 USD 5,593 Dril-Quip Inc. 355,840 226,198 USD 19,787 ProPetro Holding Corp. 420,817 138,076 USD 66,811 Enlink Midstream LLC 1,153,616 221,316 USD 33,326 QEP Resources Inc. 653,338 58,364 USD 44,041 EOG Resources Inc. 5,290,597 3,028,981 USD 39,414 Range Resources Corp. 1,226,106 301,254 USD 31,228 EQT Corp. 892,224 504,501 USD 6,464 Renewable Energy Group Inc. 74,167 217,459 USD 16,732 Equitrans Midstream Corp. 503,854 188,766 USD 900 REX American Resources Corp. 83,286 84,760 USD 3,063 Evolution Petroleum Corp. 35,992 11,643 USD 7,791 Ring Energy Inc. 124,482 12,269 USD 4,706 Exterran Corp. 116,261 34,433 USD 17,489 RPC Inc. 407,734 73,129 USD 157,979 Exxon Mobil Corp. 14,933,745 9,591,253 USD 775 SandRidge Energy Inc. 17,128 1,357 USD 12,297 Forum Energy Technologies Inc. 346,078 8,816 USD 62,156 Schlumberger Ltd. 5,115,196 1,551,812 USD 40,398 Frank’s International NV 553,032 122,304 USD 9,356 Scorpio Tankers Inc. 510,390 162,710 USD 9,508 GasLog Ltd. 258,849 36,272 USD 3,450 SEACOR Holdings Inc. 156,987 132,644 USD 800 Geospace Technologies Corp. 24,405 8,167 USD 2,138 SEACOR Marine Holdings Inc. 50,882 7,402 USD 8,275 Green Plains Inc. 176,148 114,757 USD 6,948 Select Energy Services Inc. 132,726 46,220 USD 856 Gulf Island Fabrication Inc. 13,945 3,568 USD 14,907 SFL Corp Ltd. 272,074 188,010 USD 33,413 Gulfport Energy Corp. 793,104 49,444 USD 3,720 Hallador Energy Co. 50,218 3,308 USD 17,475 SM Energy Co. 669,675 88,966 USD 69,556 Halliburton Co. 3,170,486 1,225,698 USD 3,500 Solaris Oilfield Infrastructure Inc. 70,752 35,257 USD 32,253 Helix Energy Solutions Group Inc. 316,554 151,941 USD 78,368 Southwestern Energy Co. 557,189 272,366 USD 12,957 Helmerich & Payne Inc. 946,935 343,191 USD 13,516 Talos Energy Inc. 440,995 168,815 USD 23,725 Hess Corp. 1,629,144 1,668,760 USD 11,442 Targa Resources Corp. 659,555 311,762 USD 23,230 HighPoint Resources Corp. 213,982 9,303 USD 29,746 TechnipFMC PLC 1,195,640 276,222 USD 17,423 HollyFrontier Corp. 820,114 690,685 USD 5,492 Teekay Tankers Ltd. 130,462 95,586

The accompanying notes are an integral part of these financial statements 27 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 13,303 TETRA Technologies Inc. 141,816 9,653 USD 11,153 GCP Applied Technologies Inc. 373,671 281,327 USD 5,663 Tidewater Inc. 163,915 42,977 USD 13,451 Gold Resource Corp. 118,934 75,053 USD 54,004 Transocean Ltd. 874,871 134,169 USD 48,061 Graphic Packaging Holding Co. 482,414 912,819 USD 11,060 US Silica Holdings Inc. 571,202 54,205 USD 5,910 Greif Inc., Class A 355,289 276,087 USD 15,687 Valero Energy Corp. 1,122,545 1,252,677 USD 686 Greif Inc., Class B 55,664 38,957 USD 13,514 W&T Offshore Inc. 129,539 41,830 USD 1,100 Hawkins Inc. 34,160 63,588 USD 68,935 Williams Cos Inc. 2,326,110 1,780,018 USD 1,725 Haynes International Inc. 84,928 54,706 USD 9,180 World Fuel Services Corp. 359,758 321,043 USD 7,774 HB Fuller Co. 417,841 470,710 USD 65,168 WPX Energy Inc. 1,067,870 564,455 USD 79,087 Hecla Mining Co. 420,736 351,097 136,830,685 74,036,710 2.95 USD 36,453 Huntsman Corp. 798,389 889,315 USD 6,215 Ingevity Corp. 465,399 443,585 Materials USD 2,867 Innospec Inc. 84,889 300,677 USD 5,201 AdvanSix Inc. 187,648 82,903 USD 4,712 International Flavors & Fragrances Inc. 575,644 783,382 USD 12,096 Air Products & Chemicals Inc. 2,231,963 3,965,164 USD 45,328 International Paper Co. 2,606,928 2,166,740 USD 15,762 Albemarle Corp. 1,569,543 1,652,186 USD 21,858 Intrepid Potash Inc. 92,721 29,378 USD 26,426 Alcoa Corp. 1,330,463 403,248 USD 1,608 Kaiser Aluminum Corp. 74,721 160,715 USD 19,681 Allegheny Technologies Inc. 619,295 272,267 USD 4,105 Koppers Holdings Inc. 193,001 104,995 USD 57,630 Amcor PLC 465,238 798,819 USD 4,874 Kraton Corp. 158,728 114,341 USD 3,991 American Vanguard Corp. 62,829 74,555 USD 13,103 Kronos Worldwide Inc. 283,729 185,181 USD 1,636 Ampco-Pittsburgh Corp. 46,214 6,819 USD 17,339 Linde PLC 3,001,454 4,992,975 USD 7,166 Aptargroup Inc. 494,082 1,089,410 USD 11,898 Livent Corp. 157,485 99,503 USD 11,473 Arconic Corp. 270,466 216,971 USD 18,933 Louisiana-Pacific Corp. 410,155 659,297 USD 6,236 Ashland Global Holdings Inc. 450,263 585,003 USD 2,846 LSB Industries Inc. 53,914 4,482 USD 7,215 Avery Dennison Corp. 746,416 1,117,527 USD 47,425 LyondellBasell Industries NV 4,929,396 4,231,351 USD 41,067 Axalta Coating Systems Ltd. 1,526,120 1,257,227 USD 4,091 Martin Marietta Materials Inc. 708,490 1,147,284 USD 4,373 Balchem Corp. 391,120 563,166 USD 3,439 Materion Corp. 126,565 287,085 USD 24,828 Ball Corp. 1,106,890 2,342,277 USD 18,075 Mercer International Inc. 205,536 200,236 USD 23,736 Berry Plastics Group Inc. 1,317,996 1,428,175 USD 4,733 Minerals Technologies Inc. 223,955 301,551 USD 6,895 Boise Cascade Co. 246,081 352,056 USD 36,060 Mosaic Co 1,417,963 612,431 USD 8,717 Cabot Corp. 376,967 438,459 USD 6,049 Myers Industries Inc. 96,682 119,487 USD 7,657 Carpenter Technology Corp. 386,989 252,395 USD 2,991 Neenah Paper Inc. 154,287 200,837 USD 12,192 Celanese Corp. 1,010,607 1,429,095 USD 1,698 NewMarket Corp. 716,950 923,193 USD 12,666 Century Aluminum Co. 129,313 122,604 USD 35,802 Newmont Mining Corp. 1,557,737 3,000,876 USD 18,239 CF Industries Holdings Inc. 789,254 696,786 USD 7,062 Nexa Resources SA 76,469 63,660 USD 1,420 Chase Corp. 103,711 197,600 USD 35,245 Nucor Corp. 2,130,116 1,981,422 USD 41,479 Chemours Co 1,494,812 864,392 USD 22,548 O-I Glass Inc. 611,707 274,890 USD 2,398 Clearwater Paper Corp. 82,647 117,623 USD 25,641 Olin Corp. 662,831 399,972 USD 51,689 Cleveland-Cliffs Inc. 641,777 387,357 USD 1,501 Olympic Steel Inc. 42,259 23,944 USD 37,753 Coeur Mining Inc. 327,640 260,369 USD 15,528 Packaging Corp of America 1,746,383 2,103,877 USD 27,705 Commercial Metals Co. 609,670 767,295 USD 13,391 PH Glatfelter Co. 276,174 291,785 USD 6,000 Compass Minerals International Inc. 513,679 397,100 USD 17,684 PolyOne Corp. 594,422 629,728 USD 1,600 Core Molding Technologies Inc. 32,726 8,949 USD 21,787 PPG Industries Inc. 2,549,063 3,137,063 USD 50,279 Corteva Inc. 2,376,061 1,828,662 USD 3,937 PQ Group Holdings Inc. 86,857 70,766 USD 16,666 Crown Holdings Inc. 878,029 1,473,624 USD 7,670 Rayonier Advanced Materials Inc. 126,687 29,260 USD 11,351 Domtar Corp. 443,264 325,309 USD 9,381 Reliance Steel & Aluminum Co. 706,872 1,209,001 USD 43,448 Dow Inc. 3,331,733 2,404,260 USD 13,290 Resolute Forest Products Inc. 195,877 38,070 USD 28,122 DuPont de Nemours Inc. 3,527,708 2,028,431 USD 5,344 Royal Gold Inc. 338,750 901,948 USD 5,855 Eagle Materials Inc. 569,095 558,164 USD 11,579 RPM International Inc. 603,471 1,179,923 USD 15,844 Eastman Chemical Co. 1,210,616 1,497,952 USD 5,938 Ryerson Holding Corp. 90,088 45,386 USD 10,270 Ecolab Inc. 1,264,053 2,773,886 USD 3,990 Schnitzer Steel Industries Inc. 92,851 95,553 USD 47,266 Element Solutions Inc. 691,044 696,230 USD 6,768 Schweitzer-Mauduit International Inc. 239,633 306,981 USD 20,683 Ferro Corp. 376,793 335,268 USD 6,513 Scotts Miracle-Gro Co. 665,282 1,188,997 USD 22,803 Ferroglobe PLC 297,550 15,352 USD 11,763 Sealed Air Corp. 512,985 524,599 USD 17,628 Ferroglobe PLC, Units – – USD 5,388 Sensient Technologies Corp. 326,437 381,539 USD 3,500 Flotek Industries Inc. 56,260 5,702 USD 5,793 Sherwin-Williams Co. 2,994,839 4,544,570 USD 12,723 FMC Corp. 1,020,448 1,720,720 USD 20,662 Silgan Holdings Inc. 544,041 908,568 USD 5,818 Forterra Inc. 103,193 88,148 USD 15,474 Sonoco Products Co. 779,728 1,098,488 USD 90,760 Freeport-McMoRan Inc. 1,422,907 1,425,614 USD 10,842 Southern Copper Corp. 409,725 585,382 USD 9,374 FutureFuel Corp. 132,861 152,078 USD 39,012 Steel Dynamics Inc. 1,529,252 1,381,804

The accompanying notes are an integral part of these financial statements 28 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 2,715 Stepan Co. 110,982 357,901 USD 12,726 Atkore International Group Inc. 337,093 472,524 USD 15,506 Summit Materials Inc. 448,682 338,501 USD 4,311 Axon Enterprise Inc. 173,179 574,320 USD 10,312 SunCoke Energy Inc. 104,699 41,439 USD 4,410 AZZ Inc. 172,898 205,476 USD 4,205 Tecnoglass Inc. 44,558 31,113 USD 8,972 Barnes Group Inc. 386,396 481,859 USD 12,300 TimkenSteel Corp. 116,974 64,957 USD 10,368 Beacon Roofing Supply Inc. 476,851 371,176 USD 2,102 Trecora Resources 26,120 17,893 USD 12,205 BMC Stock Holdings Inc. 297,193 416,560 USD 5,769 Tredegar Corp. 147,140 120,613 USD 16,449 Boeing Co 3,358,843 4,093,324 USD 8,838 Trinseo SA 656,000 265,888 USD 8,100 Briggs & Stratton Corp. 207,088 14,406 USD 34,318 Tronox Holdings PLC 474,879 336,382 USD 23,524 Builders FirstSource Inc. 306,491 661,083 USD 600 UFP Technologies Inc. 15,439 35,890 USD 9,005 BWX Technologies Inc. 417,661 692,438 USD 522 United States Lime & Minerals Inc. 20,682 59,840 USD 5,770 CAI International Inc. 176,834 130,504 USD 27,838 United States Steel Corp. 942,580 272,866 USD 7,552 Carlisle Cos Inc. 980,046 1,226,935 Universal Stainless & Alloy USD 41,764 Carrier Global Corp. 884,098 1,259,854 USD 600 Products Inc. 9,811 7,005 USD 65,891 Caterpillar Inc. 9,152,450 11,315,944 USD 2,376 US Concrete Inc. 139,284 79,997 USD 4,091 Chart Industries Inc. 140,284 269,312 USD 17,426 Valvoline Inc. 359,850 457,310 USD 3,910 CIRCOR International Inc. 192,631 135,254 USD 9,122 Venator Materials PLC 51,809 22,168 USD 18,823 Colfax Corp. 713,429 712,963 USD 4,734 Verso Corp. 128,605 76,866 USD 4,484 Columbus McKinnon Corp/NY 159,528 203,627 USD 8,752 Vulcan Materials Co. 829,802 1,376,504 USD 6,055 Comfort Systems USA Inc. 196,981 334,978 USD 9,957 Warrior Met Coal Inc. 357,658 208,037 USD 8,982 Commercial Vehicle Group Inc. 98,096 35,241 USD 13,736 Westlake Chemical Corp. 1,075,306 1,000,470 USD 9,994 Construction Partners Inc. 231,075 240,966 USD 28,436 WestRock Co. 1,457,096 1,090,975 USD 11,063 Cornerstone Building Brands Inc. 202,386 91,016 USD 6,944 Worthington Industries Inc. 241,687 351,636 USD 10,127 Crane Co. 823,496 817,485 USD 4,695 WR Grace & Co. 335,358 323,861 USD 3,527 CSW Industrials Inc. 261,373 330,918 85,730,189 94,295,726 3.76 USD 3,274 Cubic Corp. 146,909 213,484 USD 18,600 Cummins Inc. 3,253,995 4,375,074 Industrials USD 6,877 Curtiss-Wright Corp. 627,484 833,542 Capital Goods USD 26,271 Deere & Co. 3,883,507 5,604,865 USD 38,966 3M Co. 7,513,119 8,251,953 USD 14,325 Donaldson Co., Inc. 757,157 904,708 USD 5,981 AAON Inc. 188,363 440,827 USD 3,875 Douglas Dynamics Inc. 85,643 184,757 USD 6,800 AAR Corp. 249,166 190,820 USD 13,023 Dover Corp. 547,495 1,707,192 USD 5,742 Acuity Brands Inc. 930,096 746,330 USD 1,912 Ducommun Inc. 56,916 90,514 USD 8,441 Advanced Drainage Systems Inc. 294,201 566,102 USD 3,073 DXP Enterprises Inc. 127,125 83,063 USD 15,544 AECOM 606,315 793,038 USD 5,502 Dycom Industries Inc. 326,404 305,430 USD 3,878 Aegion Corp. 82,670 83,552 USD 19,729 Eaton Corp PLC 1,267,406 2,343,085 USD 14,176 Aerojet Rocketdyne Holdings Inc. 464,188 762,889 USD 8,596 EMCOR Group Inc. 533,218 771,853 USD 4,323 Aerovironment Inc. 216,520 467,343 USD 44,953 Emerson Electric Co. 3,054,232 3,785,599 USD 11,929 AGCO Corp. 657,940 898,169 USD 2,857 Encore Wire Corp. 142,172 189,357 USD 16,981 Air Lease Corp. 745,764 675,238 USD 2,700 Energy Recovery Inc. 37,666 27,840 USD 2,097 Alamo Group Inc. 122,664 292,206 USD 6,397 Enerpac Tool Group Corp. 162,556 152,849 USD 4,749 Albany International Corp. 251,437 378,520 USD 8,430 EnerSys 627,160 736,805 USD 7,931 Allegion PLC 719,886 1,100,622 USD 4,703 EnPro Industries Inc. 424,333 314,708 USD 1,260 Allied Motion Technologies Inc. 34,588 60,384 USD 3,039 ESCO Technologies Inc. 133,552 348,751 USD 15,233 Allison Transmission Holdings Inc. 638,497 760,626 USD 20,272 Evoqua Water Technologies Corp. 317,052 511,898 USD 4,627 Altra Industrial Motion Corp. 169,603 200,133 USD 30,946 Fastenal Co. 860,578 1,799,816 USD 7,246 AmeresCo., Inc. 161,362 273,278 USD 11,853 Federal Signal Corp. 247,048 478,407 USD 15 American Superconductor Corp. 654 166 USD 19,387 Flowserve Corp. 1,106,122 750,645 USD 2,739 American Woodmark Corp. 183,372 281,304 USD 19,439 Fluor Corp. 1,315,837 318,798 USD 16,521 AMETEK Inc. 1,077,838 2,004,483 USD 23,125 Fortive Corp. 2,026,952 2,124,163 USD 14,991 AO Smith Corp. 764,204 958,981 USD 22,645 Fortune Brands Home & Security Inc. 1,355,163 1,965,401 USD 7,349 Apogee Enterprises Inc. 259,410 229,871 USD 6,069 Franklin Electric Co., Inc. 213,296 432,729 USD 5,616 Applied Industrial Technologies Inc. 285,973 475,682 USD 2,187 FreightCar America Inc. 50,350 3,682 USD 6,980 Arcosa Inc. 141,384 399,891 USD 11,642 Gates Industrial Corp PLC 122,386 162,478 USD 2,771 Argan Inc. 85,953 178,240 USD 5,700 GATX Corp. 278,876 471,885 USD 4,158 Armstrong Flooring Inc. 67,263 16,876 USD 2,928 Gencor Industries Inc. 46,063 50,245 USD 5,988 Armstrong World Industries Inc. 437,975 633,764 USD 11,600 Generac Holdings Inc. 580,334 1,920,184 USD 3,643 Astec Industries Inc. 171,039 229,038 USD 12,042 General Dynamics Corp. 1,652,708 2,443,418 USD 954 Astronics Corp. 34,093 13,275 USD 276,606 General Electric Co. 7,980,741 2,564,818 USD 3,188 Astronics Corp. 119,473 45,704 USD 3,771 Gibraltar Industries Inc. 113,279 245,789

The accompanying notes are an integral part of these financial statements 29 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 14,381 GMS Inc. 507,964 480,089 USD 3,670 Miller Industries Inc/TN 116,074 148,327 USD 7,311 Goldfield Corp 32,839 36,823 USD 4,206 Moog Inc. 182,572 302,521 USD 3,093 Gorman-Rupp Co 91,967 130,507 USD 12,262 MRC Global Inc. 304,505 98,384 USD 14,138 GraCo., Inc. 524,221 921,113 USD 7,399 MSC Industrial Direct Co., Inc. 692,927 731,372 USD 16,946 GrafTech International Ltd. 358,632 183,588 USD 7,393 Mueller Industries Inc. 153,416 266,778 USD 1,708 Graham Corp. 45,170 29,541 USD 20,739 Mueller Water Products Inc. 168,877 265,506 USD 7,120 Granite Construction Inc. 365,416 185,001 USD 2,000 MYR Group Inc. 45,930 86,643 USD 8,524 Great Lakes Dredge & Dock Corp. 59,265 107,159 USD 1,911 National Presto Industries Inc. 212,448 226,724 USD 9,429 Greenbrier Cos Inc. 417,136 291,220 USD 8,289 Navistar International Corp. 313,812 317,340 USD 5,132 Griffon Corp. 67,023 129,033 USD 10,894 NN Inc. 127,194 70,104 USD 8,671 H&E Equipment Services Inc. 212,836 217,543 USD 7,507 Nordson Corp. 1,077,531 1,933,441 USD 17,076 Harsco Corp. 326,204 313,196 USD 11,501 Northrop Grumman Corp. 3,534,459 4,800,320 USD 26,320 HD Supply Holdings Inc. 1,212,777 1,238,122 USD 1,300 Northwest Pipe Co. 19,331 44,246 USD 4,013 HEICO Corp. 268,927 542,901 USD 19,385 NOW Inc. 409,124 227,118 USD 5,652 HEICO Corp., Class A 229,761 623,371 USD 1,117 NV5 Global Inc. 42,591 77,081 USD 3,251 Helios Technologies Inc. 126,853 164,406 USD 27,510 nVent Electric PLC 657,364 699,524 USD 5,579 Herc Holdings Inc. 119,252 232,752 USD 722 Omega Flex Inc. 70,614 103,704 USD 10,256 Hexcel Corp. 480,854 629,626 USD 6,184 Orion Group Holdings Inc. 42,798 26,362 USD 12,021 Hillenbrand Inc. 356,120 441,777 USD 10,185 Oshkosh Corp. 674,016 990,306 USD 36,505 Honeywell International Inc. 5,250,720 7,165,802 USD 20,882 Otis Worldwide Corp. 1,406,520 1,611,956 USD 2,100 Houston Wire & Cable Co. 31,543 6,728 USD 9,976 Owens Corning 462,751 755,185 USD 45,892 Howmet Aerospace Inc. 1,110,714 987,508 USD 39,662 PACCAR Inc. 3,043,152 4,030,330 USD 8,911 Hubbell Inc. 1,170,035 1,516,560 USD 1,910 Park Aerospace Corp. 54,106 28,886 USD 5,752 Huntington Ingalls Industries Inc. 1,332,480 1,362,585 USD 14,628 Parker-Hannifin Corp. 2,713,338 3,639,574 USD 1,303 Hurco Cos Inc. 50,315 49,478 USD 2,020 Park-Ohio Holdings Corp. 74,673 45,496 USD 2,087 Hyster-Yale Materials Handling Inc. 125,263 109,536 USD 4,533 Patrick Industries Inc. 143,160 376,935 USD 5,555 IDEX Corp. 693,602 1,191,860 USD 25,152 Pentair PLC 1,119,690 1,297,227 USD 1,800 IES Holdings Inc. 30,987 56,620 USD 1,500 Perma-Pipe International Holdings Inc. 17,594 11,445 USD 17,931 Illinois Tool Works Inc. 2,877,934 4,256,419 USD 8,991 PGT Inc. 150,401 191,394 USD 25,424 Ingersoll-Rand Inc. 933,062 970,585 USD 1,634 Powell Industries Inc. 70,540 60,760 USD 2,768 Insteel Industries Inc. 66,555 71,662 USD 301 Preformed Line Products Co. 20,455 20,436 USD 13,526 ITT Inc. 638,540 1,078,642 USD 14,520 Primoris Services Corp. 357,851 350,093 USD 6,176 Jacobs Engineering Group Inc. 352,542 711,013 USD 3,191 Proto Labs Inc. 295,411 487,234 USD 12,586 JELD-WEN Holding Inc. 366,415 275,269 USD 3,707 Quanex Building Products Corp. 60,707 69,853 USD 5,865 John Bean Technologies Corp. 573,723 684,923 USD 18,020 Quanta Services Inc. 640,696 959,726 USD 47,779 Johnson Controls International plc 2,074,045 2,214,495 USD 6,013 Raven Industries Inc. 240,284 175,592 USD 1,976 Kadant Inc. 168,032 267,351 USD 82,478 Raytheon Technologies Corp. 5,834,713 6,899,760 USD 3,495 Kaman Corp. 143,712 197,385 USD 3,213 RBC Bearings Inc. 279,361 584,681 USD 11,629 Kennametal Inc. 450,414 453,262 USD 6,887 Regal Beloit Corp. 491,871 816,428 Kratos Defense & Security USD 14,866 Resideo Technologies Inc. 396,649 236,535 USD 11,966 Solutions Inc. 147,105 253,911 USD 7,106 REV Group Inc. 164,269 58,848 USD 5,962 L3Harris Technologies Inc. 745,237 1,373,318 USD 17,298 Rexnord Corp. 495,691 684,555 USD 863 Lawson Products Inc/DE 13,270 37,796 USD 7,949 Rockwell Automation Inc. 1,391,654 2,298,615 USD 1,107 LB Foster Co. 22,147 19,192 USD 3,440 Roper Technologies Inc. 872,345 1,813,240 USD 2,258 Lennox International Inc. 428,275 714,226 USD 4,226 Rush Enterprises Inc., Class A 105,351 237,866 USD 7,723 Lincoln Electric Holdings Inc. 652,478 883,240 USD 450 Rush Enterprises Inc., Class B 6,838 21,786 USD 2,126 Lindsay Corp. 181,207 266,143 USD 27,186 Sensata Technologies Holding PLC 1,575,616 1,374,082 USD 13,778 Lockheed Martin Corp. 5,136,293 6,825,870 USD 3,813 Shyft Group Inc 36,647 87,173 USD 5,800 LSI Industries Inc. 60,720 50,946 USD 6,056 Simpson Manufacturing Co., Inc. 230,792 693,580 USD 2,474 Lydall Inc. 97,671 45,544 USD 4,634 SiteOne Landscape Supply Inc. 370,230 717,003 USD 3,102 Manitex International Inc. 24,329 20,930 USD 7,566 Snap-on Inc. 1,148,260 1,422,727 USD 10,849 Manitowoc Co Inc 192,335 160,252 USD 15,056 Spirit Aerosystems Holdings Inc. 1,276,381 489,337 USD 11,415 Masco Corp. 240,696 778,109 USD 4,496 SPX Corp. 88,465 251,171 USD 4,333 Masonite International Corp. 431,242 457,542 USD 8,391 SPX Flow Inc. 361,967 426,505 USD 13,531 MasTec Inc. 567,055 824,252 USD 1,909 Standex International Corp. 102,481 149,151 USD 24,902 Maxar Technologies Inc. 499,372 607,176 USD 10,699 Stanley Black & Decker Inc. 1,378,777 2,024,500 USD 5,231 Mercury Systems Inc. 333,018 558,615 USD 3,481 Sterling Construction Co., Inc. 32,461 49,479 USD 20,009 Meritor Inc. 435,976 537,854 USD 18,710 Sunrun Inc. 311,792 500,904 USD 8,229 Middleby Corp 1,106,299 881,898 USD 4,649 Systemax Inc. 127,885 129,639

The accompanying notes are an integral part of these financial statements 30 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 2,576 Teledyne Technologies Inc. 514,325 1,087,453 USD 12,952 Copart Inc. 611,743 1,464,197 USD 2,203 Tennant Co. 129,053 194,432 USD 15,233 CoreLogic Inc/United States 533,624 1,390,139 USD 8,832 Terex Corp. 273,322 225,060 USD 918 CoStar Group Inc. 349,839 885,696 USD 9,098 Textainer Group Holdings Ltd. 144,662 101,035 USD 20,486 Covanta Holding Corp. 415,798 266,717 USD 18,875 Textron Inc. 855,559 843,313 USD 1,300 CRA International Inc. 49,208 69,713 USD 3,832 Thermon Group Holdings Inc. 89,640 75,798 USD 6,520 Deluxe Corp. 358,779 208,367 USD 13,336 Timken Co 567,500 823,599 USD 8,963 Ennis Inc. 212,189 220,732 USD 6,844 Titan International Inc. 98,704 13,566 USD 5,169 Equifax Inc. 796,262 1,206,163 USD 1,700 Titan Machinery Inc. 34,977 25,064 USD 6,796 Exponent Inc. 176,154 746,684 USD 11,508 Toro Co 686,131 1,036,453 USD 1,883 Forrester Research Inc. 52,131 81,906 USD 7,548 TPI Composites Inc. 262,827 239,478 USD 1,800 Franklin Covey Co. 28,097 52,295 USD 10,658 Trane Technologies plc 850,950 1,287,485 USD 5,182 FTI Consulting Inc. 256,860 805,873 USD 2,235 TransDigm Group Inc. 645,396 1,341,291 USD 2,253 GP Strategies Corp. 48,397 26,244 USD 4,556 Trex Co., Inc. 60,158 804,517 USD 8,596 Healthcare Services Group Inc. 410,460 285,448 USD 5,371 Trimas Corp. 70,701 174,636 USD 2,325 Heidrick & Struggles International Inc. 67,739 68,242 USD 21,123 Trinity Industries Inc. 370,076 610,528 USD 2,594 Heritage-Crystal Clean Inc. 42,669 61,488 USD 16,021 Triton International Ltd/Bermuda 641,275 657,727 USD 10,330 Herman Miller Inc. 371,025 331,109 USD 5,770 Triumph Group Inc. 249,490 70,579 USD 6,460 Hill International Inc. 52,287 13,331 USD 5,875 Tutor Perini Corp. 148,996 97,147 USD 7,269 HNI Corp. 355,457 301,678 USD 40 Twin Disc Inc. 432 301 USD 720 Hudson Global Inc. 40,387 8,553 USD 8,107 UFP Industries Inc. 169,679 544,913 USD 2,939 Huron Consulting Group Inc. 159,699 176,558 USD 2,767 Ultralife Corp. 26,313 26,333 USD 10,871 IAA Inc. 299,075 569,237 USD 14,989 United Rentals Inc. 2,104,335 3,032,841 USD 2,294 ICF International Inc. 58,220 201,903 USD 17,759 Univar Inc. 587,512 406,490 USD 7,011 InnerWorkings Inc. 64,591 12,564 USD 2,986 Valmont Industries Inc. 433,431 460,595 USD 3,294 Insperity Inc. 44,359 289,470 USD 1,728 Vectrus Inc. 52,943 115,256 USD 11,052 Interface Inc. 219,055 122,135 USD 2,125 Veritiv Corp. 107,013 48,928 USD 18,078 KAR Auction Services Inc. 305,644 337,709 USD 1,800 Vicor Corp. 91,487 175,824 USD 5,137 Kelly Services Inc. 116,648 110,294 USD 8,842 Wabash National Corp. 111,313 127,482 USD 3,274 Kforce Inc. 78,619 130,011 USD 11,942 Wabtec Corp/DE 1,307,092 933,329 USD 6,560 Kimball International Inc. 92,735 102,952 USD 3,469 WatsCo., Inc. 597,891 836,885 USD 6,131 Knoll Inc. 126,363 101,463 USD 3,868 Watts Water Technologies Inc. 312,305 425,349 USD 7,294 Korn/Ferry International 247,477 304,300 USD 9,223 Welbilt Inc. 127,436 76,254 USD 9,069 Manpowergroup Inc. 684,510 846,460 USD 3,347 WESCO International Inc. 120,674 120,505 USD 4,550 Matthews International Corp. 266,478 117,983 USD 8,534 WESCO International Inc. 492,212 406,778 USD 3,658 McGrath RentCorp. 135,995 268,221 USD 14,523 Willscot Corp. 221,063 242,316 USD 3,313 Mistras Group Inc. 56,671 17,766 USD 7,127 Woodward Inc. 421,191 750,348 USD 6,126 Mobile Mini Inc. 178,340 245,343 USD 4,997 WW Grainger Inc. 1,563,105 2,131,250 USD 5,532 MSA Safety Inc. 528,636 859,477 USD 11,725 Xylem Inc/NY 614,991 1,034,030 USD 60,284 Nielsen Holdings PLC 2,389,483 1,216,172 160,995,268 201,638,221 8.04 USD 359 NL Industries Inc. 4,871 1,662 USD 3,145 PICO Holdings Inc. 38,468 35,993 Commercial & Professional Services USD 36,350 Pitney Bowes Inc. 581,080 128,307 USD 15,038 ABM Industries Inc. 499,661 741,090 USD 7,451 Quad/Graphics Inc. 255,839 32,875 USD 14,753 ACCO Brands Corp. 128,032 142,204 USD 198 RCM Technologies Inc. 670 360 USD 900 Acme United Corp. 28,523 28,078 USD 24,244 Republic Services Inc. 1,513,623 2,700,580 USD 59,831 ADT Inc. 490,338 648,192 USD 5,272 Resources Connection Inc. 106,209 85,673 USD 11,650 Advanced Disposal Services Inc. 375,789 477,173 USD 18,069 Robert Half International Inc. 1,184,949 1,295,952 USD 10,336 ASGN Inc. 500,501 935,669 USD 9,903 Rollins Inc. 231,225 569,908 USD 1,413 Barrett Business Services Inc. 104,312 101,919 USD 2,899 SP Plus Corp. 83,226 81,508 USD 1,446 BG Staffing Inc. 35,152 22,144 USD 11,165 Steelcase Inc. 172,311 182,802 USD 6,814 Brady Corp. 269,526 433,119 USD 7,800 Stericycle Inc. 658,901 592,791 USD 5,301 Brink’s Co 268,680 327,521 USD 2,752 Team Inc. 90,375 20,806 USD 5,297 Casella Waste Systems Inc. 115,766 374,808 USD 5,402 Tetra Tech Inc. 135,862 580,250 USD 7,902 CBIZ Inc. 68,357 257,146 USD 7,234 TransUnion 360,901 854,814 USD 3,571 Ceco Environmental Corp. 33,681 31,948 USD 12,548 TriNet Group Inc. 588,994 1,038,129 USD 2,546 Cimpress PLC 272,515 263,867 USD 7,103 TrueBlue Inc. 165,322 147,250 USD 6,713 Cintas Corp. 1,094,175 2,427,503 USD 2,638 Unifirst Corp/MA 286,943 640,886 USD 11,727 Civeo Corp. 52,999 9,815 USD 8,122 Upwork Inc. 150,374 159,222 USD 9,464 Clean Harbors Inc. 591,815 770,647 USD 1,979 US Ecology Inc. 85,847 91,026

The accompanying notes are an integral part of these financial statements 31 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 8,465 Verisk Analytics Inc. 799,561 1,955,963 USD 4,585 Universal Logistics Holdings Inc. 112,803 108,184 USD 2,692 Viad Corp. 79,588 69,512 USD 4,300 US Xpress Enterprises Inc. 31,613 35,026 USD 1,522 VSE Corp. 46,798 64,860 USD 976 USA Truck Inc. 24,216 10,269 USD 34,139 Waste Management Inc. 3,123,452 4,908,649 USD 10,415 Werner Enterprises Inc. 267,611 615,492 USD 1,000 Willdan Group Inc. 17,829 33,954 USD 15,332 XPO Logistics Inc. 968,039 1,607,946 26,974,743 38,791,168 1.55 USD 2,800 YRC Worldwide Inc. 72,198 7,032 51,748,129 62,849,294 2.51 Transportation 239,718,140 303,278,683 12.10 USD 11,848 Air Transport Services Group Inc. 203,462 358,211 USD 17,174 Alaska Air Group Inc. 922,326 845,422 Consumer Discretionary USD 3,587 Allegiant Travel Co. 640,418 531,824 Automobiles & Components USD 3,254 AMERCO 1,274,154 1,334,971 USD 12,169 Adient plc 952,727 271,270 USD 25,606 American Airlines Group Inc. 1,485,362 454,351 American Axle & Manufacturing USD 6,679 ArcBest Corp. 252,880 240,378 USD 16,665 Holdings Inc. 286,824 171,946 USD 5,081 Atlas Air Worldwide Holdings Inc. 291,058 296,821 USD 31,145 Aptiv PLC 2,785,886 3,294,667 USD 16,525 Avis Budget Group Inc. 623,228 513,525 USD 15,728 Autoliv Inc. 1,362,292 1,377,446 USD 12,893 CH Robinson Worldwide Inc. 1,162,519 1,383,837 USD 31,759 BorgWarner Inc. 1,552,168 1,522,004 USD 2,925 Copa Holdings SA 349,285 200,774 USD 7,752 Cooper Tire & Rubber Co. 167,036 290,572 USD 35,824 Costamare Inc. 327,768 270,410 USD 2,681 Cooper-Standard Holding Inc. 294,085 48,227 USD 2,200 Covenant Transportation Group Inc. 65,371 43,099 USD 20,203 Dana Inc. 360,063 334,344 USD 63,967 CSX Corp. 3,118,439 6,056,366 USD 19,303 Delphi Technologies PLC 663,221 372,386 USD 6,800 Daseke Inc. 31,735 36,281 USD 3,836 Dorman Products Inc. 272,436 349,286 USD 64,210 Delta Air Lines Inc. 3,452,940 2,445,174 USD 432,574 Ford Motor Co. 6,835,787 3,570,575 USD 2,500 Eagle Bulk Shipping Inc. 15,460 7,433 USD 4,620 Fox Factory Holding Corp. 144,456 518,142 USD 4,646 Echo Global Logistics Inc. 129,726 136,367 USD 3,029 Garrett Motion Inc. 36,090 22,782 Expeditors International of USD 168,307 General Motors Co. 6,753,435 5,780,919 USD 14,699 Washington Inc. 1,130,838 1,517,414 USD 40,893 Gentex Corp. 774,121 1,430,664 USD 22,503 FedEx Corp. 5,401,757 4,283,754 USD 6,761 Gentherm Inc. 263,769 357,055 USD 3,622 Forward Air Corp. 160,499 244,978 USD 41,248 Goodyear Tire & Rubber Co 1,295,597 500,907 USD 3,450 Genco Shipping & Trading Ltd. 34,838 29,414 USD 27,468 Harley-Davidson Inc. 1,653,132 886,401 USD 12,744 Hawaiian Holdings Inc. 393,889 242,911 USD 1,966 Horizon Global Corp. 14,089 5,872 USD 14,422 Heartland Express Inc. 305,468 407,643 USD 4,314 LCI Industries 384,229 673,405 USD 25,050 Hertz Global Holdings Inc. 497,232 47,951 USD 10,318 Lear Corp. 1,293,718 1,527,130 USD 6,523 Hub Group Inc. 282,758 423,833 USD 6,397 Modine Manufacturing Co. 69,907 47,939 USD 9,826 JB Hunt Transport Services Inc. 1,063,540 1,605,318 USD 2,546 Motorcar Parts of America Inc. 68,579 61,076 USD 36,898 JetBlue Airways Corp. 594,157 546,014 USD 1,810 Shiloh Industries Inc. 34,228 3,981 USD 6,390 Kansas City Southern 544,921 1,295,107 USD 2,956 Standard Motor Products Inc. 48,218 165,339 USD 6,490 Kirby Corp. 370,510 471,910 USD 4,635 Stoneridge Inc. 67,159 130,003 Knight-Swift Transportation USD 300 Strattec Security Corp. 21,028 6,492 USD 23,810 Holdings Inc. 787,663 1,348,251 USD 3,389 Superior Industries International Inc. 60,339 7,822 USD 6,858 Landstar System Inc. 760,938 1,045,659 USD 8,112 TenneCo., Inc. 494,960 83,258 USD 14,036 Macquarie Infrastructure Corp. 1,142,998 584,810 USD 1,965 Tesla Motors Inc. 530,205 2,880,607 USD 7,370 Marten Transport Ltd. 80,155 251,740 USD 7,288 Thor Industries Inc. 729,611 1,054,034 USD 7,486 Matson Inc. 356,901 295,745 USD 8,287 Veoneer Inc. 255,828 120,268 USD 1,899 Mesa Air Group Inc. 19,396 8,869 USD 4,889 Visteon Corp. 431,072 454,658 USD 16,391 Norfolk Southern Corp. 1,877,056 3,906,879 USD 6,650 Winnebago Industries Inc. 194,688 601,451 USD 9,598 Old Dominion Freight Line Inc. 593,478 2,209,811 31,150,983 28,922,928 1.15 USD 477 PAM Transportation Services Inc. 7,205 19,913 USD 8,600 Radiant Logistics Inc. 55,275 45,884 Consumer Durables & Apparel USD 9,085 Ryder System Inc. 660,148 462,643 USD 7,688 Acushnet Holdings Corp. 254,814 363,113 USD 4,837 Saia Inc. 207,612 730,091 USD 7,942 American Outdoor Brands Corp. 56,122 51,323 USD 12,062 Schneider National Inc. 396,761 403,983 USD 2,410 Bassett Furniture Industries Inc. 42,012 24,048 USD 480 Scorpio Bulkers Inc. 37,180 9,970 USD 7,502 Beazer Homes USA Inc. 125,912 102,561 USD 8,467 SkyWest Inc. 258,509 374,962 USD 13,039 Brunswick Corp/DE 699,462 1,133,095 USD 61,531 Southwest Airlines Co. 3,054,279 2,855,224 USD 13,454 Callaway Golf Co. 171,831 319,825 USD 10,559 Spirit Airlines Inc. 544,439 255,163 USD 24,095 Capri Holdings Ltd. 1,454,120 511,282 USD 53,837 Union Pacific Corp. 7,727,198 12,357,243 USD 9,477 Carter’s Inc. 846,770 1,038,290 USD 31,158 United Continental Holdings Inc. 1,791,566 1,464,014 USD 1,927 Cavco Industries Inc. 218,760 504,517 USD 36,856 United Parcel Service Inc. 4,786,354 5,563,000 USD 4,678 Century Communities Inc. 145,634 194,718

The accompanying notes are an integral part of these financial statements 32 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 9,656 Columbia Sportswear Co. 767,597 1,056,328 USD 4,578 Tempur Sealy International Inc. 258,738 447,178 USD 8,838 Crocs Inc. 136,263 441,786 USD 12,868 Toll Brothers Inc. 589,632 569,337 USD 1,978 Culp Inc. 49,728 23,121 USD 4,657 TopBuild Corp. 180,264 719,297 USD 3,355 Deckers Outdoor Corp. 255,798 894,512 USD 21,285 TRI Pointe Group Inc. 380,008 424,492 USD 1,300 Delta Apparel Inc. 28,496 21,390 USD 4,968 Tupperware Brands Corp. 256,467 32,037 USD 300 Dixie Group Inc 3,682 383 USD 18,911 Under Armour Inc. 413,948 226,956 USD 36,584 DR Horton Inc. 1,220,837 2,754,019 USD 14,277 Under Armour Inc. 350,261 188,786 USD 2,461 Escalade Inc. 38,993 46,641 USD 4,583 Unifi Inc. 94,031 80,138 USD 9,528 Ethan Allen Interiors Inc. 198,703 153,024 USD 1,500 Universal Electronics Inc. 51,444 95,345 USD 2,100 Flexsteel Industries Inc. 55,044 36,008 USD 4,284 Vera Bradley Inc. 79,260 25,823 USD 4,585 Fossil Group Inc. 352,908 28,945 USD 22,532 VF Corp. 1,419,924 1,864,131 USD 12,068 Garmin Ltd. 501,009 1,597,402 USD 11,005 Vista Outdoor Inc. 237,680 215,890 USD 6,729 G-III Apparel Group Ltd. 159,419 121,409 USD 8,221 Whirlpool Corp. 1,232,423 1,445,670 USD 4,609 Green Brick Partners Inc. 46,433 74,148 USD 10,652 Wolverine World Wide Inc. 276,005 344,322 USD 1,390 Hamilton Beach Brands Holding Co. 21,540 22,456 USD 7,975 YETI Holdings Inc. 294,336 462,634 USD 57,326 Hanesbrands Inc. 1,213,722 878,658 USD 14,980 Zagg Inc. 139,388 63,858 USD 9,262 Hasbro Inc. 748,062 942,433 40,706,210 51,335,848 2.05 USD 2,759 Helen of Troy Ltd. 160,973 706,278 USD 1,272 Hooker Furniture Corp. 18,836 33,588 Consumer Services USD 5,158 Installed Building Products Inc. 273,048 481,635 USD 8,694 Adtalem Global Education Inc. 347,151 367,665 USD 3,823 iRobot Corp. 226,587 435,452 USD 2,231 American Public Education Inc. 88,704 89,653 USD 900 Johnson Outdoors Inc. 44,053 111,212 USD 39,941 Aramark 1,672,144 1,223,840 USD 14,230 KB Home 411,637 592,699 USD 29 Biglari Holdings Inc., Class A 48,354 13,098 USD 1,761 Kontoor Brands Inc. 36,394 42,579 USD 288 Biglari Holdings Inc., Class B 98,977 26,971 USD 8,755 La-Z-Boy Inc. 205,353 321,631 USD 4,938 BJ’s Restaurants Inc. 241,036 140,379 USD 19,083 Leggett & Platt Inc. 941,807 910,639 USD 15,417 Bloomin’ Brands Inc. 368,615 223,116 USD 21,390 Lennar Corp. 1,414,809 1,789,365 USD 4,472 Bright Horizons Family Solutions Inc. 275,022 711,547 USD 1,369 Lennar Corp. 24,983 85,661 USD 3,306 Brinker International Inc. 149,040 107,718 USD 3,893 LGI Homes Inc. 349,381 465,253 USD 86,825 Caesars Entertainment Corp. 1,137,712 1,429,815 USD 3,930 Lifetime Brands Inc. 53,023 35,854 USD 30,565 Carnival Corp. 1,703,970 681,352 USD 6,071 Lululemon Athletica Inc. 750,018 2,571,597 USD 5,633 Carriage Services Inc. 122,464 138,571 USD 3,104 M/I Homes Inc. 64,646 145,131 USD 8,331 Carrols Restaurant Group Inc. 104,366 54,742 USD 3,517 Malibu Boats Inc. 118,353 248,046 USD 9,148 Cheesecake Factory Inc 437,302 284,652 USD 2,825 Marine Products Corp. 40,209 53,118 USD 5,907 Chegg Inc. 211,611 539,384 USD 4,374 MasterCraft Boat Holdings Inc. 154,332 113,122 USD 1,117 Chipotle Mexican Grill Inc. 600,266 1,595,849 USD 13,703 Mattel Inc. 445,316 179,894 USD 4,455 Choice Hotels International Inc. 265,291 477,198 USD 11,654 MDC Holdings Inc. 392,092 564,830 USD 5,294 Churchill Downs Inc. 659,256 956,972 USD 5,872 Meritage Homes Corp. 192,894 606,819 USD 2,568 Chuy’s Holdings Inc. 101,035 51,877 USD 8,605 Mohawk Industries Inc. 1,481,747 1,188,782 USD 500 Collectors Universe Inc. 14,232 23,269 USD 4,355 Movado Group Inc. 142,266 64,090 USD 4,234 Cracker Barrel Old Country Store Inc. 749,839 637,523 USD 4,107 Nautilus Inc. 67,395 51,687 USD 12,214 Darden Restaurants Inc. 1,153,180 1,256,404 USD 3,444 New Home Co Inc 32,196 15,710 USD 9,722 Dave & Buster’s Entertainment Inc. 603,414 175,938 USD 44,128 Newell Brands Inc. 1,414,330 951,347 USD 5,835 Del Taco Restaurants Inc. 96,656 46,975 USD 67,985 NIKE Inc. 6,680,611 9,049,715 USD 6,022 Denny’s Corp. 83,328 82,573 USD 357 NVR Inc. 918,811 1,579,405 USD 2,427 DineEquity Inc. 181,522 138,716 USD 2,853 Oxford Industries Inc. 166,801 170,462 USD 1,705 Domino’s Pizza Inc. 57,423 855,150 USD 9,957 Polaris Industries Inc. 1,055,104 1,251,063 USD 6,774 Dunkin’ Brands Group Inc. 347,258 599,883 USD 44,486 PulteGroup Inc. 1,269,916 2,055,226 USD 4,419 El Pollo Loco Holdings Inc. 69,594 88,549 USD 6,463 PVH Corp. 788,755 421,601 USD 7,104 Eldorado Resorts Inc. 408,470 386,356 USD 6,925 Ralph Lauren Corp. 968,094 681,792 USD 30,440 Extended Stay America Inc. 636,286 462,433 USD 925 Rocky Brands Inc. 25,016 25,819 USD 3,792 Fiesta Restaurant Group Inc. 141,058 32,845 USD 18,825 Skechers U.S.A. Inc. 451,604 801,977 USD 7,820 frontdoor Inc. 306,088 470,629 USD 6,039 Skyline Champion Corp. 222,066 199,554 USD 679 Graham Holdings Co. 358,451 315,878 USD 7,250 Smith & Wesson Brands Inc. 184,248 211,814 USD 5,910 Grand Canyon Education Inc. 272,220 726,364 USD 5,185 Sonos Inc. 70,761 102,983 USD 19,862 H&R Block Inc. 645,638 385,057 USD 11,112 Steven Madden Ltd. 220,080 372,467 USD 21,232 Hilton Grand Vacations Inc. 789,376 563,523 USD 3,087 Superior Uniform Group Inc. 64,692 56,159 USD 13,576 Hilton Worldwide Holdings Inc. 1,330,874 1,353,748 USD 32,470 Tapestry Inc. 1,569,113 585,402 USD 17,855 Houghton Mifflin Harcourt Co. 428,852 43,875 USD 17,682 Taylor Morrison Home Corp. 526,380 463,061 USD 3,907 Hyatt Hotels Corp. 335,567 266,747

The accompanying notes are an integral part of these financial statements 33 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 23,760 International Game Technology PLC 696,243 287,085 USD 23,308 At Home Group Inc. 397,014 205,364 USD 1,201 J Alexander’s Holdings Inc. 7,123 8,022 USD 15,286 AutoNation Inc. 834,547 779,875 USD 2,287 Jack in the Box Inc. 173,320 230,038 USD 1,167 AutoZone Inc. 700,505 1,787,312 USD 5,777 K12 Inc. 121,079 213,641 USD 11,995 Barnes & Noble Education Inc. 118,883 26,055 USD 25,888 Las Vegas Sands Corp. 1,706,521 1,600,537 USD 23,764 Bed Bath & Beyond Inc. 1,327,601 341,979 USD 18,909 Laureate Education Inc. 370,584 255,811 USD 32,889 Best Buy Co., Inc. 1,956,364 3,896,636 USD 7,024 Lindblad Expeditions Holdings Inc. 103,418 73,617 USD 3,530 Big 5 Sporting Goods Corp. 60,072 9,297 USD 7,494 Luby’s Inc. 35,858 14,752 USD 9,308 Big Lots Inc. 435,072 530,738 USD 14,630 Marriott International Inc/MD 1,904,289 1,702,752 USD 2,921 Booking Holdings Inc. 5,908,703 6,314,537 USD 4,599 Marriott Vacations Worldwide Corp. 446,025 513,289 USD 6,343 Boot Barn Holdings Inc. 197,112 185,660 USD 24,950 McDonald’s Corp. 2,791,742 6,248,424 USD 5,060 Buckle Inc 171,626 107,714 USD 22,294 MGM Resorts International 487,558 508,477 USD 2,168 Build-A-Bear Workshop Inc. 16,605 6,416 USD 910 Monarch Casino & Resort Inc. 10,233 42,103 USD 4,792 Burlington Stores Inc. 567,497 1,281,159 USD 257 Nathan’s Famous Inc. 16,592 19,622 USD 8,976 Caleres Inc. 227,013 101,630 USD 25,221 Norwegian Cruise Line Holdings Ltd. 1,580,441 562,567 USD 14,646 CarMax Inc. 771,475 1,780,569 USD 2,530 Papa John’s International Inc. 90,191 272,753 USD 7,387 Cato Corp 215,278 82,034 USD 10,184 Penn National Gaming Inc. 253,276 422,242 USD 22,782 Chico’s FAS Inc. 378,208 42,682 USD 8,160 Perdoceo Education Corp. 70,725 176,474 USD 4,695 Children’s Place Inc 423,815 238,514 USD 7,026 Planet Fitness Inc. 248,251 577,750 USD 1,901 Citi Trends Inc. 49,637 52,184 USD 14,234 Playa Hotels & Resorts NV 157,975 69,954 USD 5,987 Conn’s Inc. 147,957 82,011 USD 2,338 PlayAGS Inc. 61,083 10,728 USD 5,770 Container Store Group Inc 42,410 25,380 USD 3,426 Potbelly Corp. 62,790 10,605 USD 5,882 Core-Mark Holding Co., Inc. 124,643 199,277 USD 2,700 Red Lion Hotels Corp. 31,622 8,541 USD 16,455 Designer Brands Inc. 429,436 151,238 USD 1,700 Red Robin Gourmet Burgers Inc. 87,968 23,541 USD 13,953 Dick’s Sporting Goods Inc. 667,916 781,576 USD 9,823 Red Rock Resorts Inc. 289,628 145,493 USD 4,692 Dillard’s Inc. 409,304 164,280 USD 5,988 Regis Corp. 133,065 66,498 USD 15,208 Dollar General Corp. 1,129,285 3,933,363 USD 13,188 Royal Caribbean Cruises Ltd. 1,334,143 900,578 USD 22,250 Dollar Tree Inc. 2,206,257 2,799,563 USD 4,689 Ruth’s Hospitality Group Inc. 89,672 51,945 USD 2,229 Duluth Holdings Inc. 68,092 22,302 USD 6,381 Scientific Games Corp. 127,622 133,928 USD 63,788 eBay Inc. 2,367,780 4,542,121 USD 12,886 SeaWorld Entertainment Inc. 417,581 259,088 USD 5,019 Etsy Inc. 295,356 723,833 USD 24,048 Service Corp International/US 888,064 1,269,671 USD 3,597 Expedia Group Inc. 533,461 401,408 USD 9,750 ServiceMaster Global Holdings Inc. 454,063 472,417 USD 12,992 Express Inc. 319,358 27,163 USD 2,826 Shake Shack Inc. 195,573 203,263 USD 4,146 Five Below Inc. 280,763 601,758 USD 7,149 Six Flags Entertainment Corp. 397,010 186,443 USD 12,907 Floor & Decor Holdings Inc. 730,910 1,010,180 USD 39,744 Starbucks Corp. 1,613,557 3,970,677 USD 18,421 Foot Locker Inc. 879,980 729,247 USD 3,106 Strategic Education Inc. 234,493 647,900 USD 534 Francesca’s Holdings Corp. 127,004 2,791 USD 10,028 Texas Roadhouse Inc. 436,333 715,693 USD 13,923 GameStop Corp. 520,041 82,035 USD 1,996 Twin River Worldwide Holdings Inc. 81,526 60,401 USD 58,231 Gap Inc 2,043,003 997,672 USD 3,671 Vail Resorts Inc. 729,217 907,795 USD 3,200 GenesCo., Inc. 147,504 94,098 USD 29,655 Wendy’s Co 386,604 876,859 USD 11,923 Genuine Parts Co. 1,098,728 1,407,600 USD 2,801 Wingstop Inc. 201,548 528,455 USD 2,846 Group 1 Automotive Inc. 188,562 254,892 USD 5,807 WW International Inc. 340,948 200,086 USD 5,763 Groupon Inc. 622,478 141,769 USD 8,212 Wyndham Destinations Inc. 301,719 314,170 USD 6,145 GrubHub Inc. 324,373 586,478 USD 12,792 Wyndham Hotels & Resorts Inc. 729,161 740,161 USD 10,674 Guess? Inc. 286,133 140,129 USD 14,055 Wynn Resorts Ltd. 1,854,808 1,421,356 USD 2,898 Haverty Furniture Cos Inc. 65,602 62,950 USD 12,973 Yum! Brands Inc. 832,653 1,530,680 USD 3,331 Hibbett Sports Inc. 146,731 94,695 USD 5,781 Zovio Inc. 72,377 24,016 USD 39,353 Home Depot Inc 5,807,731 13,383,728 USD 5,499 Hudson Ltd. 105,051 36,357 41,297,914 47,507,732 1.90 USD 22,104 Kohl’s Corp. 1,210,176 623,278 Retailing USD 19,719 L Brands Inc. 886,724 400,757 USD 4,645 1-800-Flowers.com Inc. 43,239 126,248 USD 2,927 Lands’ End Inc. 68,618 31,949 USD 11,868 Aaron’s Inc. 366,768 731,489 USD 2,300 Leaf Group Ltd. 15,786 11,460 USD 12,800 Abercrombie & Fitch Co. 339,613 184,895 USD 2,616 Liquidity Services Inc. 27,669 21,167 USD 5,054 Advance Auto Parts Inc. 846,393 977,399 USD 3,600 Lithia Motors Inc. 247,187 739,608 USD 18,217 Amazon.com Inc. 25,814,970 68,229,848 USD 34,505 LKQ Corp. 1,100,657 1,227,319 USD 27,734 American Eagle Outfitters Inc. 508,102 410,406 USD 41,500 Lowe’s Cos Inc. 4,068,776 7,612,756 USD 1,162 America’s Car-Mart Inc/TX 30,212 138,618 USD 700 Lumber Liquidators Holdings Inc. 16,557 13,172 USD 2,955 Asbury Automotive Group Inc. 121,764 310,227 USD 50,395 Macy’s Inc. 1,945,459 470,706 USD 1,437 Ascena Retail Group Inc. 248,699 2,848 USD 3,946 MarineMax Inc. 63,857 119,946

The accompanying notes are an integral part of these financial statements 34 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 10,966 Michaels Cos Inc 312,769 105,255 USD 6,761 United Natural Foods Inc. 296,344 167,146 USD 4,359 Monro Muffler Brake Inc. 217,085 325,125 USD 33,327 US Foods Holding Corp. 1,247,498 892,231 USD 6,955 Murphy USA Inc. 445,718 1,063,093 USD 1,353 Village Super Market Inc. 41,056 50,917 USD 6,786 National Vision Holdings Inc. 377,516 281,172 USD 51,367 Walgreens Boots Alliance Inc. 4,753,798 2,956,118 USD 17,477 Nordstrom Inc. 1,164,643 367,530 USD 68,935 Walmart Inc. 6,737,468 11,209,810 USD 74,225 Office Depot Inc. 414,870 236,806 USD 4,121 Weis Markets Inc. 202,465 280,406 USD 4,985 Ollie’s Bargain Outlet Holdings Inc. 209,276 660,863 25,274,784 35,105,504 1.40 USD 3,990 O’Reilly Automotive Inc. 1,089,089 2,284,125 USD 12,221 Penske Automotive Group Inc. 417,113 642,250 Food Beverage & Tobacco USD 2,649 PetMed Express Inc. 47,481 128,172 USD 16,613 Bunge Ltd. 1,271,708 927,643 USD 2,634 Pool Corp. 253,821 972,190 USD 5,742 Fresh Del Monte Produce Inc. 193,059 191,922 USD 7,994 Quotient Technology Inc. 131,620 79,442 USD 1,092 AliCo., Inc. 47,696 46,195 USD 49,713 Qurate Retail Inc. 996,895 641,162 USD 130,032 Altria Group Inc. 7,338,944 6,928,897 USD 7,877 Rent-A-Center Inc/TX 214,388 297,504 USD 35,097 Archer-Daniels-Midland Co. 1,603,620 1,901,153 USD 1,462 RH 274,362 494,022 USD 8,932 B&G Foods Inc. 286,142 295,636 USD 25,520 Ross Stores Inc. 2,189,336 2,953,237 USD 1,495 Boston Beer Co., Inc. 316,209 1,089,197 USD 839 Rubicon Project Inc 15,371 7,597 USD 2,588 Brown-Forman Corp. 132,632 202,271 USD 8,700 Sally Beauty Holdings Inc. 141,721 147,994 USD 19,152 Brown-Forman Corp. 1,056,795 1,655,217 USD 2,100 Shoe Carnival Inc. 36,382 83,448 USD 3,003 Calavo Growers Inc. 207,288 256,477 USD 4,567 Shutterstock Inc. 283,893 216,821 USD 5,824 Cal-Maine Foods Inc. 189,505 351,690 USD 8,924 Signet Jewelers Ltd. 1,212,535 124,424 USD 21,591 Campbell Soup Co. 1,191,770 1,454,760 USD 190,856 Coca-Cola Co 9,538,939 11,576,924 USD 3,811 Sleep Number Corp. 67,857 215,439 USD 1,234 Coca-Cola Consolidated Inc. 173,249 383,959 USD 5,312 Sonic Automotive Inc. 106,108 230,122 USD 27,440 Conagra Brands Inc. 1,200,442 1,310,179 USD 6,100 Sportsman’s Warehouse Holdings Inc. 71,362 118,010 USD 6,230 Constellation Brands Inc. 1,041,895 1,479,709 USD 2,562 Stamps.com Inc. 416,531 638,909 USD 2,164 Craft Brew Alliance Inc. 20,874 45,214 USD 5,187 Tailored Brands Inc. 148,075 6,605 USD 26,994 Darling Ingredients Inc. 452,277 902,255 USD 49,247 Target Corp. 4,235,219 8,018,291 USD 13,943 Dean Foods Co. 275,790 1,512 USD 9,329 Tiffany & Co. 845,699 1,544,385 USD 4,164 Farmer Bros Co. 156,640 41,494 USD 1,106 Tilly’s Inc. 18,021 8,514 USD 36,291 Flowers Foods Inc. 849,908 1,101,653 USD 86,007 TJX Cos Inc. 5,099,533 5,903,574 USD 35,643 General Mills Inc. 1,924,911 2,983,194 USD 10,703 Tractor Supply Co. 755,843 1,914,971 USD 15,118 Hain Celestial Group Inc. 597,130 646,721 Ulta Salon Cosmetics & USD 7,412 Fragrance Inc. 1,766,468 2,046,931 USD 11,789 Hershey Co 1,819,500 2,074,546 USD 15,946 Urban Outfitters Inc. 581,367 329,489 USD 34,320 Hormel Foods Corp. 1,431,233 2,249,048 USD 3,358 Wayfair Inc. 319,601 900,873 USD 19,094 Hostess Brands Inc. 371,634 316,769 USD 1,880 Weyco Group Inc. 65,953 55,104 USD 10,714 Ingredion Inc. 1,172,549 1,207,269 USD 13,639 Williams-Sonoma Inc. 857,697 1,518,531 USD 2,594 J & J Snack Foods Corp. 254,930 447,705 USD 385 Winmark Corp. 43,001 89,504 USD 8,359 J M Smucker Co 887,982 1,200,757 USD 5,398 Zumiez Inc. 147,197 200,651 USD 1,200 John B Sanfilippo & Son Inc. 44,320 139,014 100,835,518 169,486,480 6.76 USD 20,485 Kellogg Co. 1,650,332 1,837,167 USD 5,555 Keurig Dr Pepper Inc. 197,452 214,179 213,990,625 297,252,988 11.86 USD 26,022 Kraft Heinz Co 1,943,613 1,126,599 Consumer Staples USD 7,982 Lamb Weston Holdings Inc. 542,680 692,772 Food & Staples Retailing USD 3,866 Lancaster Colony Corp. 536,775 813,467 USD 5,444 Andersons Inc. 165,729 101,698 USD 3,535 Landec Corp. 42,498 38,201 USD 10,347 BJ’s Wholesale Club Holdings Inc. 350,947 523,538 USD 2,695 Limoneira Co. 65,058 53,015 USD 6,430 Casey’s General Stores Inc. 765,752 1,305,222 USD 8,802 McCormick & Co., Inc./MD 1,070,891 2,143,888 USD 4,933 Chefs’ Warehouse Inc. 148,805 90,946 USD 2,353 MGP Ingredients Inc. 24,325 117,252 USD 18,592 Costco Wholesale Corp. 3,049,211 7,653,213 USD 13,027 Molson Co.ors Beverage Co. 1,380,144 607,676 USD 4,316 Ingles Markets Inc. 177,404 252,366 USD 41,720 Mondelez International Inc. 1,689,762 2,895,971 USD 113,705 Kroger Co 3,265,162 5,225,314 USD 11,909 Monster Beverage Corp. 650,698 1,120,748 Natural Grocers by Vitamin USD 3,595 National Beverage Corp. 259,150 297,814 USD 5,874 Cottage Inc. 119,097 118,662 USD 97,241 PepsiCo., Inc. 13,939,661 17,460,317 USD 15,098 Performance Food Group Co. 505,910 597,287 USD 53,098 Philip Morris International Inc. 4,813,832 5,050,362 USD 3,601 Pricesmart Inc. 328,305 294,938 USD 22,014 Pilgrim’s Pride Corp. 608,518 504,781 USD 3,402 Rite Aid Corp. 176,115 78,793 USD 10,222 Post Holdings Inc. 789,924 1,215,943 USD 4,283 SpartanNash Co. 110,198 123,561 USD 2,822 Sanderson Farms Inc. 233,488 443,994 USD 21,418 Sprouts Farmers Market Inc. 632,305 744,086 USD 74 Seaboard Corp. 403,735 294,740 USD 32,871 Sysco Corp. 2,201,215 2,439,252 USD 1,000 Seneca Foods Corp. 32,754 45,901

The accompanying notes are an integral part of these financial statements 35 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 12,149 Simply Good Foods Co 286,729 306,451 USD 8,336 Avanos Medical Inc. 307,992 332,607 USD 6,204 Tootsie Roll Industries Inc. 238,514 288,659 USD 4,086 AxoGen Inc. 77,299 51,256 USD 8,701 TreeHouse Foods Inc. 676,219 517,389 USD 13,977 Baxter International Inc. 717,034 1,633,771 USD 2,058 Turning Point Brands Inc. 117,537 69,597 USD 9,641 Becton Dickinson and Co. 2,694,048 3,131,670 USD 19,632 Tyson Foods Inc. 1,044,852 1,591,424 USD 5,456 BioTelemetry Inc. 139,830 334,727 USD 3,271 Universal Corp/VA 178,086 188,776 USD 37,282 Boston Scientific Corp. 846,118 1,777,069 USD 10,886 Vector Group Ltd. 232,487 148,676 USD 28,391 Brookdale Senior Living Inc. 562,958 113,704 69,699,285 83,494,739 3.33 USD 3,400 Calamos Asset Management Inc. – – USD 4,493 Cantel Medical Corp. 350,178 269,791 Household & Personal Products USD 4,853 Capital Senior Living Corp. 87,856 4,678 USD 2,414 Central Garden & Pet Co. 89,446 117,949 USD 27,631 Cardinal Health Inc. 2,075,747 1,957,754 USD 8,144 Central Garden & Pet Co., Class A 183,449 373,594 USD 2,368 Cardiovascular Systems Inc. 91,049 101,427 USD 15,448 Church & Dwight Co., Inc. 578,131 1,621,160 USD 24,763 Centene Corp. 1,506,559 2,136,451 USD 8,144 Clorox Co 1,222,098 2,425,432 USD 30,512 Cerner Corp. 2,133,607 2,839,568 USD 27,224 Co.lgate-Palmolive Co. 1,829,642 2,707,653 USD 1,350 Chemed Corp. 119,972 826,708 USD 77,696 Coty Inc. 1,840,200 471,499 USD 24,560 CIGNA Corp. 5,776,161 6,256,783 USD 8,960 Edgewell Personal Care Co. 673,912 379,035 USD 14,587 Community Health Systems Inc. 173,678 59,608 USD 8,917 elf Beauty Inc. 161,983 230,857 USD 1,044 Computer Programs & Systems Inc. 48,363 32,301 USD 5,947 Energizer Holdings Inc. 230,372 383,420 USD 3,479 CONMED Corp. 157,667 340,017 USD 15,081 Estee Lauder Cos Inc. 2,772,373 3,863,049 USD 2,822 Cooper Cos Inc. 408,855 1,086,672 USD 11,136 Herbalife Nutrition Ltd. 586,570 680,022 USD 2,303 Corvel Corp. 111,956 221,643 USD 3,716 Inter Parfums Inc. 92,469 242,910 USD 11,847 Covetrus Inc. 208,194 287,730 USD 13,327 Kimberly-Clark Corp. 1,564,326 2,557,422 USD 3,198 Cross Country Healthcare Inc. 56,464 26,744 USD 431 Mannatech Inc. 13,956 8,654 USD 5,827 CryoLife Inc. 135,701 151,650 USD 1,382 Medifast Inc. 89,060 260,362 USD 1,300 Cutera Inc. 18,244 21,479 USD 9,641 Natura & Co Holding SA 199,691 189,786 USD 79,797 CVS Health Corp. 6,880,551 7,038,395 USD 900 Natural Health Trends Corp. 45,663 6,965 USD 17,872 Danaher Corp. 1,679,480 4,290,454 USD 9,172 Nu Skin Enterprises Inc. 607,082 476,039 USD 22,610 DaVita Inc. 1,560,698 2,429,242 USD 400 Oil-Dri Corp of America 13,540 18,844 USD 11,173 DENTSPLY SIRONA Inc. 604,742 668,326 USD 108,868 Procter & Gamble Co 10,226,833 17,672,490 USD 2,253 DexCom Inc. 184,704 1,239,993 USD 2,522 Revlon Inc. 52,490 33,896 USD 14,742 Edwards Lifesciences Corp. 203,208 1,383,157 USD 10,164 Spectrum Brands Holdings Inc. 1,072,071 633,361 USD 12,617 Encompass Health Corp. 596,998 1,060,795 USD 3,217 USANA Health Sciences Inc. 134,457 320,700 USD 7,761 Ensign Group Inc. 173,529 440,948 USD 962 WD-40 Co. 75,589 258,983 USD 7,787 Envista Holdings Corp. 151,985 222,957 24,355,403 35,934,082 1.43 USD 13,289 Evolent Health Inc. 353,089 128,454 USD 1,214 Five Star Senior Living Inc. 9,653 6,428 119,329,472 154,534,325 6.16 USD 5,890 Globus Medical Inc. 237,743 381,504 Health Care USD 2,638 Guardant Health Inc. 271,108 290,556 Health Care Equipment & Services USD 5,373 Haemonetics Corp. 283,510 653,289 USD 55,658 Abbott Laboratories 3,623,224 6,908,607 USD 2,818 Hanger Inc. 79,998 63,354 USD 2,029 ABIOMED Inc. 444,667 665,398 USD 8,739 HCA Healthcare Inc. 475,311 1,151,533 USD 15,837 Acadia Healthcare Co., Inc. 870,390 540,091 USD 5,552 HealthStream Inc. 178,053 166,803 USD 5,457 Accuray Inc. 39,137 15,039 USD 10,183 Henry Schein Inc. 465,153 807,213 USD 22,976 Achillion Pharmaceuticals Inc. – – USD 779 Heska Corp. 100,524 98,534 USD 1,846 Addus HomeCare Corp. 129,925 231,969 USD 7,476 Hill-Rom Holdings Inc. 487,673 1,114,209 USD 5,080 Align Technology Inc. 1,299,422 1,892,715 USD 10,279 HMS Holdings Corp. 235,309 451,997 USD 26,202 Allscripts Healthcare Solutions Inc. 403,459 240,823 USD 29,062 Hologic Inc. 1,298,250 2,248,923 USD 3,491 Amedisys Inc. 274,753 940,962 USD 8,433 Humana Inc. 2,693,366 4,439,235 American Renal Associates USD 1,687 ICU Medical Inc. 337,285 422,122 USD 478 Holdings Inc. 13,721 4,231 USD 4,976 IDEXX Laboratories Inc. 872,829 2,230,381 USD 17,843 AmerisourceBergen Corp. 1,860,373 2,441,031 USD 2,608 Inogen Inc. 211,453 125,764 USD 8,156 AMN Healthcare Services Inc. 201,023 500,926 USD 11,669 Inovalon Holdings Inc. 243,245 305,115 USD 5,444 AngioDynamics Inc. 89,970 75,165 USD 3,695 Insulet Corp. 646,840 974,478 USD 2,021 Anika Therapeutics Inc. 60,466 103,521 USD 4,857 Integer Holdings Corp. 194,779 481,684 USD 10,261 Anthem Inc. 1,135,128 3,663,419 USD 6,554 Integra LifeSciences Holdings Corp. 326,759 418,106 USD 2,400 Apyx Medical Corp. 23,276 18,083 USD 2,248 Intuitive Surgical Inc. 891,908 1,739,065 USD 7,795 Assertio Holdings Inc. 70,174 9,069 USD 4,591 Invacare Corp. 97,960 39,703 USD 4,614 AtriCure Inc. 168,277 281,567 USD 400 iRadimed Corp. 15,359 12,604 USD 187 Atrion Corp. 60,773 161,719 USD 7,340 Laboratory Corp of America Holdings 1,082,103 1,655,259

The accompanying notes are an integral part of these financial statements 36 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,300 Lantheus Holdings Inc. 120,374 83,479 USD 1,895 Veeva Systems Inc. 63,259 603,084 USD 1,300 LeMaitre Vascular Inc. 22,688 46,593 USD 36,672 ViewRay Inc. 141,157 111,521 USD 4,128 LHC Group Inc. 170,841 976,892 USD 3,797 West Pharmaceutical Services Inc. 375,843 1,171,024 USD 8,413 LivaNova PLC 608,391 549,719 USD 13,175 Wright Medical Group NV 453,769 531,586 USD 3,640 Magellan Health Inc. 241,749 360,645 USD 8,823 Zimmer Biomet Holdings Inc. 1,116,285 1,429,714 USD 3,198 Masimo Corp. 199,097 989,848 80,041,465 133,690,299 5.33 USD 18,852 McKesson Corp. 3,225,321 3,926,572 USD 650 Medcath Corp. 219 – Pharmaceuticals, Biotechnology & Life Sciences USD 14,477 MEDNAX Inc. 822,015 336,085 USD 100,352 Abbvie Inc. 9,723,520 13,375,907 USD 38,482 Medtronic PLC 3,566,730 4,790,724 USD 3,490 Acadia Pharmaceuticals Inc. 215,027 229,653 USD 9,531 Meridian Bioscience Inc. 203,344 301,358 USD 2,201 Acceleron Pharma Inc. 120,238 284,676 USD 8,643 Merit Medical Systems Inc. 243,179 535,648 USD 8,080 Acorda Therapeutics Inc. 247,811 8,058 USD 374 Mesa Laboratories Inc. 32,149 110,079 USD 5,706 Aduro Biotech Inc. 52,069 17,894 USD 9,178 Molina Healthcare Inc. 954,860 2,217,652 USD 5,481 Adverum Biotechnologies Inc. 81,110 155,369 USD 2,176 National Healthcare Corp. 155,216 187,412 USD 5,169 Aerie Pharmaceuticals Inc. 139,149 103,578 USD 1,542 National Research Corp. 133,282 121,859 USD 19,010 Agilent Technologies Inc. 1,200,868 2,280,663 USD 3,953 Natus Medical Inc. 111,542 117,100 USD 2,947 Agios Pharmaceuticals Inc. 250,158 213,966 USD 3,931 Neogen Corp. 237,101 414,097 USD 19,410 Akebia Therapeutics Inc. 214,830 357,849 USD 6,990 NextGen Healthcare Inc. 138,288 104,197 USD 7,333 Alector Inc. 300,076 243,308 USD 1,470 Novocure Ltd. 180,491 118,344 USD 14,013 Alexion Pharmaceuticals Inc. 2,095,449 2,135,271 USD 7,112 NuVasive Inc. 426,401 537,414 USD 19,683 Alkermes PLC 577,025 518,536 USD 5,832 Omnicell Inc. 305,785 559,139 USD 5,800 Alnylam Pharmaceuticals Inc. 549,619 1,166,236 USD 5,400 OraSure Technologies Inc. 41,904 85,260 USD 8,419 AMAG Pharmaceuticals Inc. 218,047 87,437 USD 1,918 Orthofix Medical Inc. 76,534 83,325 USD 41,351 Amgen Inc. 9,098,858 13,240,808 USD 7,450 Owens & Minor Inc. 246,591 77,070 USD 6,486 Amicus Therapeutics Inc. 67,144 132,786 USD 4,633 Oxford Immunotec Global PLC 89,043 81,767 USD 3,232 Amneal Pharmaceuticals Inc. 22,493 20,886 USD 11,918 Patterson Cos Inc. 502,460 355,959 USD 5,502 Amphastar Pharmaceuticals Inc. 112,049 167,766 USD 4,880 Pennant Group Inc. 15,252 149,728 USD 3,500 AnaptysBio Inc. 304,341 106,151 USD 726 Penumbra Inc. 138,865 176,249 USD 2,893 ANI Pharmaceuticals Inc. 229,390 127,017 USD 10,481 Premier Inc. 473,262 487,773 USD 4,172 Arcus Biosciences Inc. 58,494 140,126 USD 2,098 Providence Service Corp 50,847 224,756 USD 7,600 Ardelyx Inc. 74,806 71,399 USD 9,474 Quest Diagnostics Inc. 746,458 1,465,750 USD 8,509 Arena Pharmaceuticals Inc. 557,785 727,191 USD 5,395 Quidel Corp. 263,749 1,638,737 USD 2,765 Arrowhead Pharmaceuticals Inc. 154,263 162,126 USD 8,706 R1 RCM Inc. 144,492 131,786 USD 3,182 Arvinas Inc. 147,357 144,890 USD 4,514 RadNet Inc. 36,484 97,255 USD 6,826 Assembly Biosciences Inc. 179,622 216,107 USD 5,721 ResMed Inc. 384,491 1,491,239 USD 7,883 Atara Biotherapeutics Inc. 275,543 155,928 USD 8,475 RTI Surgical Inc. 42,520 36,588 USD 4,451 Avrobio Inc. 163,431 105,445 USD 799 SeaSpine Holdings Corp. 8,133 11,357 USD 7,883 BioDelivery Sciences International Inc. 53,009 46,661 USD 15,731 Select Medical Holdings Corp. 194,148 314,582 USD 20,588 Biogen Inc. 6,664,879 7,478,135 USD 2,390 Shockwave Medical Inc. 148,937 153,701 USD 5,728 BioMarin Pharmaceutical Inc. 590,662 959,138 USD 2,282 Sientra Inc. 19,041 11,989 USD 1,432 Bio-Rad Laboratories Inc. 483,073 877,739 USD 1,500 Simulations Plus Inc. 20,300 121,818 USD 1,033 BioSpecifics Technologies Corp. 56,449 85,940 USD 2,195 Staar Surgical Co. 129,954 183,386 USD 2,414 Bio-Techne Corp. 275,353 865,427 USD 5,388 STERIS PLC 906,256 1,122,381 USD 5,284 Bluebird Bio Inc. 856,769 437,876 USD 8,865 Stryker Corp. 1,060,707 2,168,621 USD 74,916 Bristol-Myers Squibb Co. 5,149,807 5,980,343 USD 7,599 Surgery Partners Inc. 178,602 119,361 USD 12,601 Bruker Corp. 324,540 695,921 USD 1,300 SurModics Inc. 36,737 76,314 USD 2,554 Calithera Biosciences Inc. 21,798 18,308 USD 1,100 Tactile Systems Technology Inc. 91,294 61,870 USD 20,950 Catalent Inc. 876,738 2,084,789 USD 1,256 Tandem Diabetes Care Inc. 154,545 168,674 USD 13,000 Catalyst Pharmaceuticals Inc. 81,341 81,538 USD 4,804 Teladoc Inc. 325,076 1,244,648 Charles River Laboratories USD 2,100 Teleflex Inc. 365,372 1,037,698 USD 5,638 International Inc. 544,263 1,334,508 USD 10,632 Tenet Healthcare Corp. 369,449 261,401 USD 4,349 ChemoCentryx Inc. 67,780 339,730 USD 2,428 Triple-S Management Corp. 44,186 62,695 USD 6,077 Chimerix Inc. 38,355 25,576 USD 35,956 UnitedHealth Group Inc. 3,015,877 14,397,728 USD 2,500 Codexis Inc. 46,323 38,692 USD 9,245 Universal Health Services Inc. 779,165 1,165,870 USD 1,606 Collegium Pharmaceutical Inc. 28,337 38,156 USD 1,545 US Physical Therapy Inc. 93,573 169,940 USD 3,847 Concert Pharmaceuticals Inc. 130,592 51,966 USD 400 Utah Medical Products Inc. 28,181 48,124 USD 13,617 Corcept Therapeutics Inc. 212,943 310,944 USD 4,865 Varex Imaging Corp. 195,228 100,062 USD 700 CRISPR Therapeutics AG 73,267 69,839 USD 6,026 Varian Medical Systems Inc. 675,533 1,002,329 USD 1,300 Cumberland Pharmaceuticals Inc. 11,088 5,877

The accompanying notes are an integral part of these financial statements 37 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,427 Cymabay Therapeutics Inc. 65,291 20,975 USD 2,112 Pacira Pharmaceuticals Inc./DE 128,072 150,445 USD 6,173 Deciphera Pharmaceuticals Inc. 263,927 500,484 USD 21,757 PDL BioPharma Inc. 90,750 85,954 USD 8,516 Denali Therapeutics Inc. 224,427 279,554 USD 7,398 PerkinElmer Inc. 589,262 985,175 USD 2,188 Eagle Pharmaceuticals Inc./DE 231,279 142,522 USD 14,978 Perrigo Co PLC 1,530,847 1,123,874 USD 2,352 Eidos Therapeutics Inc. 154,250 152,215 USD 354,268 Pfizer Inc. 12,687,580 15,727,289 USD 3,700 Eiger BioPharmaceuticals Inc. 57,808 48,222 USD 1,489 Phibro Animal Health Corp. 59,450 53,104 USD 21,373 Elanco Animal Health Inc. 834,162 622,396 USD 6,817 PRA Health Sciences Inc. 583,179 900,400 USD 46,702 Eli Lilly & Co. 5,676,752 10,409,501 USD 9,802 Prestige Brands Holdings Inc. 423,488 499,821 USD 4,127 Emergent Biosolutions Inc. 116,445 443,073 USD 10,610 Prothena Corp PLC 162,616 150,668 USD 3,055 Enanta Pharmaceuticals Inc. 205,593 208,246 USD 385 Reata Pharmaceuticals Inc. 84,292 81,548 USD 25,076 Endo International PLC 557,415 116,769 USD 3,882 Regeneron Pharmaceuticals Inc. 1,510,291 3,286,780 USD 6,601 Enzo Biochem Inc. 50,737 20,074 USD 4,905 REGENXBIO Inc. 332,674 245,253 USD 5,727 Epizyme Inc. 92,851 124,867 USD 4,120 Repligen Corp. 205,702 691,393 USD 4,271 Exact Sciences Corp. 300,079 504,108 USD 3,619 Retrophin Inc. 79,669 100,278 USD 36,711 Exelixis Inc. 985,531 1,183,181 USD 8,734 Revance Therapeutics Inc. 169,222 289,556 USD 4,480 FibroGen Inc. 298,581 246,507 USD 3,000 Rhythm Pharmaceuticals Inc. 112,379 90,824 USD 4,713 Five Prime Therapeutics Inc. 289,145 39,030 USD 1,574 Sage Therapeutics Inc. 330,807 88,851 USD 2,842 G1 Therapeutics Inc. 131,119 93,603 USD 11,990 Sangamo Biosciences Inc. 203,366 145,848 USD 101,234 Gilead Sciences Inc. 8,583,684 10,574,328 USD 1,468 Sarepta Therapeutics Inc. 140,149 319,552 USD 1,801 Global Blood Therapeutics Inc. 79,203 154,356 USD 3,371 Seattle Genetics Inc. 370,703 777,638 USD 3,400 GlycoMimetics Inc. 16,444 17,356 USD 3,051 SIGA Technologies Inc. 19,525 24,480 USD 4,787 Harvard Bioscience Inc. 26,076 20,146 USD 3,645 Spectrum Pharmaceuticals Inc. 23,842 16,726 USD 8,226 Heron Therapeutics Inc. 135,163 164,277 USD 6,960 Supernus Pharmaceuticals Inc. 253,550 224,413 USD 28,007 Horizon Pharma Plc 794,888 2,113,291 USD 11,870 Syneos Health Inc. 818,275 938,687 USD 2,722 Illumina Inc. 386,855 1,368,594 USD 4,608 Taro Pharmaceutical Industries Ltd. 684,832 415,952 USD 4,205 Immunomedics Inc. 184,190 202,318 USD 12,618 Thermo Fisher Scientific Inc. 2,585,166 6,206,989 USD 3,956 Incyte Corp. 363,947 558,391 USD 967 Translate Bio Inc. 9,856 23,525 USD 15,155 Innoviva Inc. 251,376 287,632 USD 5,053 Ultragenyx Pharmaceutical Inc. 423,443 536,588 USD 2,793 Insmed Inc. 65,004 104,426 USD 7,681 United Therapeutics Corp. 1,074,871 1,261,762 USD 5,990 Intellia Therapeutics Inc. 138,376 170,936 USD 8,490 Vanda Pharmaceuticals Inc. 210,855 131,858 USD 3,629 Intra-Cellular Therapies Inc. 64,838 126,470 USD 5,306 Vericel Corp. 133,220 99,552 USD 5,606 Ionis Pharmaceuticals Inc. 366,496 448,730 USD 8,304 Vertex Pharmaceuticals Inc. 2,217,743 3,272,831 USD 7,985 IQVIA Holdings Inc. 989,970 1,538,049 USD 3,433 Waters Corp. 537,558 840,784 USD 10,663 Ironwood Pharmaceuticals Inc. 146,164 149,394 USD 4,929 Xencor Inc. 174,622 216,742 USD 7,717 Jazz Pharmaceuticals PLC 1,463,183 1,155,994 USD 26,404 Zoetis Inc. 2,746,645 4,912,372 USD 164,736 Johnson & Johnson 21,357,489 31,451,450 USD 3,725 Zogenix Inc. 214,787 136,592 USD 2,697 Jounce Therapeutics Inc. 81,783 25,264 USD 4,188 Karyopharm Therapeutics Inc. 48,809 107,686 138,456,211 190,491,425 7.60 USD 2,200 Kindred Biosciences Inc. 18,251 13,410 218,497,676 324,181,724 12.93 USD 3,300 Lannett Co., Inc. 270,645 32,526 Financials USD 1,865 Ligand Pharmaceuticals Inc. 387,153 283,197 Banks USD 4,464 Luminex Corp. 94,171 197,143 USD 881 1st Constitution Bancorp 21,498 14,831 USD 4,655 MacroGenics Inc. 134,950 176,445 USD 1,848 Madrigal Pharmaceuticals Inc. 307,491 284,128 USD 4,449 1st Source Corp. 173,713 214,893 USD 10,128 Mallinckrodt PLC 865,300 36,850 USD 420 ACNB Corp. 18,256 14,928 USD 5,231 Medpace Holdings Inc. 386,578 660,595 USD 4,235 Allegiance Bancshares Inc. 186,843 145,979 USD 129,936 Merck & Co., Inc. 8,392,039 13,641,172 USD 1,448 American National Bankshares Inc. 54,388 49,224 USD 7,200 Mersana Therapeutics Inc. 84,266 228,730 USD 300 American River Bankshares 5,826 4,358 USD 1,524 Mettler-Toledo International Inc. 775,959 1,666,678 USD 11,009 Ameris Bancorp 417,085 352,574 USD 1,400 Mirati Therapeutics Inc. 221,333 216,997 USD 922 Ames National Corp. 32,741 24,709 USD 7,903 Moderna Inc. 655,319 688,920 USD 3,546 Arrow Financial Corp. 115,559 143,122 USD 7,013 Momenta Pharmaceuticals Inc. 126,754 316,760 USD 27,770 Associated Banc-Corp. 635,671 515,740 USD 50,878 Mylan NV 2,187,459 1,110,683 USD 5,047 Atlantic Capital Bancshares Inc. 121,496 83,318 USD 2,932 MyoKardia Inc. 182,882 384,596 USD 13,997 Atlantic Union Bankshares Corp. 504,892 440,096 USD 9,208 Myriad Genetics Inc. 341,583 141,760 USD 11,760 Axos Financial Inc. 227,034 352,517 USD 3,967 NeoGenomics Inc. 146,815 166,847 USD 8,588 Banc of California Inc. 170,380 126,268 USD 3,798 Neurocrine Biosciences Inc. 479,157 629,056 USD 8,020 Bancfirst Corp. 306,886 441,727 USD 27,747 OPKO Health Inc. 314,836 128,453 USD 10,547 Bancorp Inc. 117,425 140,323 USD 2,814 Otonomy Inc. 62,714 13,830 USD 16,872 BancorpSouth Bank 532,072 520,872

The accompanying notes are an integral part of these financial statements 38 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 295,530 Bank of America Corp. 7,126,450 9,528,825 USD 22,550 CVB Financial Corp. 457,396 573,707 USD 6,900 Bank of Hawaii Corp. 498,860 575,258 USD 10,197 Dime Community Bancshares Inc. 213,066 190,072 USD 2,028 Bank of Marin Bancorp 73,651 91,765 USD 5,860 Eagle Bancorp Inc. 354,394 260,545 USD 7,154 Bank of NT Butterfield & Son Ltd 364,105 236,884 USD 806 Eagle Bancorp Montana Inc. 19,806 19,018 USD 500 Bank of Princeton 18,291 13,630 USD 20,874 East West Bancorp Inc. 1,185,530 1,026,994 USD 21,933 Bank OZK 926,453 698,852 USD 660 Enterprise Bancorp Inc/MA 26,696 21,343 USD 568 Bank7 Corp. 13,953 8,371 USD 5,929 Enterprise Financial Services Corp. 241,996 250,493 USD 3,049 BankFinancial Corp. 46,305 34,771 USD 2,395 Equity Bancshares Inc. 130,325 56,706 USD 16,854 BankUnited Inc. 635,031 463,343 USD 386 Esquire Financial Holdings Inc. 12,211 8,856 USD 465 Bankwell Financial Group Inc. 17,923 10,037 USD 1,200 ESSA Bancorp Inc. 15,237 22,677 USD 6,244 Banner Corp. 300,765 322,122 USD 11,903 Essent Group Ltd. 461,610 586,109 USD 2,424 Bar Harbor Bankshares 82,546 73,682 USD 500 Evans Bancorp Inc. 26,318 15,789 USD 468 Baycom Corp. 13,992 8,203 Farmers & Merchants Bancorp Inc/ USD 1,753 BCB Bancorp Inc. 29,088 22,085 USD 476 Archbold OH 18,116 13,726 USD 7,488 Berkshire Hills Bancorp Inc. 281,929 112,027 USD 2,385 Farmers National Banc Corp. 43,502 38,401 USD 7,226 BOK Financial Corp. 759,481 553,684 USD 5,410 FB Financial Corp. 282,171 181,927 Boston Private Financial USD 1,356 Federal Agricultural Mortgage Corp. 67,157 117,837 USD 14,090 Holdings Inc. 196,845 131,605 USD 45,874 Fifth Third Bancorp 1,180,518 1,200,739 USD 3,130 Bridge Bancorp Inc. 120,406 97,054 USD 2,330 Financial Institutions Inc. 61,207 58,868 USD 4,975 Bridgewater Bancshares Inc. 85,286 69,229 USD 1,878 First Bancorp Inc/ME 46,774 55,326 USD 13,258 Brookline Bancorp Inc. 183,119 181,432 USD 31,520 First BanCorp/Puerto Rico 192,329 239,206 USD 3,685 Bryn Mawr Bank Corp. 134,437 138,377 USD 5,525 First Bancorp/Southern Pines NC 193,874 188,120 USD 500 Business First Bancshares Inc. 16,032 10,420 USD 3,713 First Bancshares Inc 169,570 113,418 USD 5,937 Byline Bancorp Inc. 151,917 105,588 USD 1,071 First Bank/Hamilton NJ 15,218 9,480 USD 300 C&F Financial Corp. 13,589 13,542 USD 9,603 First Busey Corp. 302,338 243,134 USD 19,218 Cadence BanCorp. 595,475 231,162 USD 1,800 First Business Financial Services Inc. 54,409 40,199 USD 2,203 Camden National Corp. 74,750 103,279 USD 1,261 First Choice Bancorp 40,129 28,042 USD 2,186 Capital Bancorp Inc. 41,078 31,755 USD 1,620 First Citizens BancShares Inc/NC 628,741 890,770 USD 2,124 Capital City Bank Group Inc. 51,682 60,411 USD 19,479 First Commonwealth Financial Corp. 235,832 218,963 USD 26,162 Capitol Federal Financial Inc. 405,598 391,050 USD 5,219 First Community Bancshares Inc/VA 153,534 159,066 USD 904 Capstar Financial Holdings Inc. 18,222 14,727 USD 601 First Community Corp/SC 15,633 12,361 USD 13,872 Cathay General Bancorp 467,623 495,301 USD 16,429 First Financial Bancorp 390,886 309,807 USD 4,647 CBTX Inc. 186,262 132,485 USD 13,966 First Financial Bankshares Inc. 281,583 547,764 USD 1,718 Central Pacific Financial Corp. 35,898 37,388 USD 2,100 First Financial Corp/IN 91,575 105,030 USD 1,164 Central Valley Community Bancorp 27,160 24,320 USD 1,800 First Financial Northwest Inc. 18,102 23,679 USD 671 Century Bancorp Inc/MA 74,646 70,799 USD 5,338 First Foundation Inc. 102,541 118,414 USD 151 Chemung Financial Corp. 7,521 5,596 USD 20,828 First Hawaiian Inc. 760,476 487,482 USD 11,669 CIT Group Inc. 700,479 328,403 USD 37,844 First Horizon National Corp. 716,744 511,718 USD 81,378 Citigroup Inc. 4,712,390 5,645,496 USD 400 First Internet Bancorp 14,469 9,025 USD 2,289 Citizens & Northern Corp. 61,904 64,171 USD 7,440 First Interstate Bancsystem Inc. 321,213 312,702 USD 200 Citizens Community Bancorp Inc/WI 3,076 1,863 USD 8,570 First Merchants Corp. 400,612 320,769 USD 28,836 Citizens Financial Group Inc. 905,081 988,095 USD 2,163 First Mid-Illinois Bancshares Inc. 91,435 77,025 USD 413 Citizens Holding Co. 11,292 14,017 USD 16,980 First Midwest Bancorp Inc/IL 412,311 307,747 USD 2,475 City Holding Co. 142,765 218,976 USD 2,304 First Northwest Bancorp 47,308 38,849 USD 3,418 Civista Bancshares Inc. 98,508 71,461 USD 4,673 First of Long Island Corp 127,318 103,663 USD 1,880 CNB Financial Corp/PA 40,023 45,763 USD 7,330 First Republic Bank/CA 380,780 1,054,734 USD 1,738 Coastal Financial Corp/WA 39,125 34,260 USD 257 First Savings Financial Group Inc. 21,256 15,118 USD 1,004 Codorus Valley Bancorp Inc. 28,200 18,851 USD 500 First United Corp. 15,863 9,055 USD 548 Colony Bankcorp Inc. 9,989 8,757 USD 11,349 Flagstar Bancorp Inc. 298,533 453,442 USD 12,475 Columbia Banking System Inc. 492,077 480,056 USD 9,493 Flushing Financial Corp. 214,690 148,467 USD 20,161 Columbia Financial Inc. 402,173 381,958 USD 47,653 FNB Corp/PA 735,272 485,205 USD 12,209 Comerica Inc. 826,924 631,509 USD 1,577 Franklin Financial Network Inc. 79,848 55,129 USD 16,227 Commerce Bancshares Inc/MO 1,000,565 1,310,118 USD 895 FS Bancorp Inc. 57,964 46,865 USD 7,615 Community Bank System Inc. 384,706 589,483 USD 31,414 Fulton Financial Corp. 520,082 449,082 USD 4,100 Community Bankers Trust Corp. 45,845 30,614 USD 1,291 FVCBankcorp Inc. 28,186 18,859 USD 2,924 Community Trust Bancorp Inc. 124,177 130,046 USD 4,190 German American Bancorp Inc. 132,583 176,908 USD 6,933 ConnectOne Bancorp Inc. 180,104 151,726 USD 9,261 Glacier Bancorp Inc. 270,919 443,694 USD 5,973 Cullen/Frost Bankers Inc. 781,507 605,823 USD 3,766 Great Southern Bancorp Inc. 202,859 206,351 USD 7,203 Customers Bancorp Inc. 233,847 117,542 USD 8,902 Great Western Bancorp Inc. 463,517 166,295

The accompanying notes are an integral part of these financial statements 39 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 1,000 Guaranty Bancshares Inc/TX 40,822 35,121 USD 1,690 Nicolet Bankshares Inc. 136,325 125,731 USD 13,330 Hancock Whitney Corp. 637,478 383,654 USD 8,168 NMI Holdings Inc. 89,277 178,310 USD 9,984 Hanmi Financial Corp. 177,037 131,613 USD 964 Northeast Bank 16,273 22,968 USD 8,887 HarborOne Bancorp Inc. 127,490 103,036 USD 16,298 Northfield Bancorp Inc. 275,370 254,895 USD 4,663 Heartland Financial USA Inc. 199,151 211,693 USD 700 Northrim BanCorp Inc. 20,839 23,891 USD 8,407 Heritage Commerce Corp. 111,645 85,658 USD 14,233 Northwest Bancshares Inc. 213,070 197,576 USD 8,655 Heritage Financial Corp/WA 258,242 235,002 USD 914 Norwood Financial Corp. 38,294 30,761 USD 10,112 Hilltop Holdings Inc. 173,657 253,284 USD 900 Oak Valley Bancorp 19,931 15,493 USD 666 Hingham Institution for Savings 152,108 151,701 USD 12,927 OceanFirst Financial Corp. 273,614 309,403 USD 100 HMN Financial Inc. 2,730 1,994 USD 4,531 Ocwen Financial Corp. 29,542 4,084 USD 300 Home Bancorp Inc. 14,394 10,895 USD 11,595 OFG Bancorp 224,057 210,463 USD 24,753 Home Bancshares Inc/AR 459,497 516,836 USD 24,011 Old National Bancorp/IN 421,913 448,542 USD 3,695 HomeStreet Inc. 123,093 123,453 USD 2,700 Old Second Bancorp Inc. 24,168 28,518 USD 2,591 HomeTrust Bancshares Inc. 47,763 56,281 USD 4,919 Origin Bancorp Inc. 217,671 146,918 USD 19,823 Hope Bancorp Inc. 376,726 248,127 USD 700 Orrstown Financial Services Inc. 18,317 14,017 USD 6,694 Horizon Bancorp/IN 118,998 97,149 USD 1,600 Pacific Mercantile Bancorp 14,433 7,950 USD 2,410 Howard Bancorp Inc. 57,006 34,747 USD 17,339 Pacific Premier Bancorp Inc. 738,211 510,338 USD 66,925 Huntington Bancshares Inc/OH 890,108 820,901 USD 13,478 PacWest Bancorp 794,490 360,656 USD 7,882 Iberiabank Corp. 644,673 487,308 USD 2,277 Park National Corp. 233,195 217,564 USD 100 IF Bancorp Inc. 2,875 2,235 USD 1,305 Parke Bancorp Inc. 37,645 24,006 USD 3,600 Independent Bank Corp/MI 94,767 72,578 USD 3,500 PCSB Financial Corp. 83,480 60,251 Independent Bank Corp/ USD 960 PDL Community Bancorp 17,898 13,268 USD 5,524 Rockland MA 368,365 503,109 USD 4,798 Peapack Gladstone Financial Corp. 158,305 122,003 USD 6,058 Independent Bank Group Inc. 404,884 333,252 USD 1,090 Penns Woods Bancorp Inc. 38,093 33,606 USD 11,199 International Bancshares Corp. 398,940 486,827 USD 11,063 PennyMac Financial Services Inc. 280,802 627,653 USD 2,248 Investar Holding Corp. 65,729 44,253 USD 4,315 Peoples Bancorp Inc/OH 144,445 124,660 USD 41,948 Investors Bancorp Inc. 494,600 484,066 USD 1,210 Peoples Bancorp of North Carolina Inc. 42,446 29,027 USD 188,199 JPMorgan Chase & Co. 15,340,953 24,032,363 USD 525 Peoples Financial Services Corp. 33,265 27,220 USD 16,157 Kearny Financial Corp/MD 220,177 179,430 USD 43,827 People’s United Financial Inc. 890,621 688,413 USD 61,047 KeyCorp. 1,243,916 1,009,452 USD 2,377 People’s Utah Bancorp 84,618 72,511 USD 8,233 Lakeland Bancorp Inc. 126,808 127,755 USD 12,313 Pinnacle Financial Partners Inc. 623,599 701,896 USD 3,099 Lakeland Financial Corp. 85,977 196,015 USD 745 Plumas Bancorp 24,127 22,373 USD 632 LCNB Corp. 14,034 13,694 USD 22,104 PNC Financial Services Group Inc 3,001,308 3,157,200 USD 659 LendingTree Inc. 184,416 259,032 USD 14,276 Popular Inc. 430,267 720,399 USD 5,103 Live Oak Bancshares Inc. 196,544 100,523 USD 3,322 Preferred Bank/Los Angeles CA 190,281 193,252 USD 8,106 Luther Burbank Corp. 114,831 110,048 USD 1,013 Premier Financial Bancorp Inc. 22,954 17,631 USD 12,027 M&T Bank Corp. 2,218,368 1,697,616 USD 4,962 Premier Financial Corp. 82,239 119,033 USD 6,191 Macatawa Bank Corp. 66,104 65,727 USD 10,613 Prosperity Bancshares Inc. 710,193 855,564 USD 500 Mackinac Financial Corp. 9,210 7,039 USD 804 Provident Financial Holdings Inc. 20,615 14,637 USD 1,822 MainStreet Bancshares Inc. 51,621 32,651 USD 8,625 Provident Financial Services Inc. 143,198 169,200 USD 1,200 Malvern Bancorp Inc. 30,251 20,739 USD 900 Prudential Bancorp Inc. 20,463 14,711 USD 2,368 Mercantile Bank Corp. 76,423 72,655 USD 2,613 QCR Holdings Inc. 112,539 110,609 USD 2,932 Merchants Bancorp/IN 79,211 73,600 USD 8,973 Radian Group Inc. 120,919 188,940 USD 10,710 Meridian Bancorp Inc. 167,266 168,664 USD 1,500 RBB Bancorp 39,824 27,797 USD 4,079 Meta Financial Group Inc. 92,721 100,620 USD 65,390 Regions Financial Corp. 1,051,147 987,166 USD 900 Metropolitan Bank Holding Corp. 58,450 39,197 USD 7,522 Renasant Corp. 278,033 254,266 USD 10,665 MGIC Investment Corp. 52,034 118,582 USD 2,737 Republic Bancorp Inc/KY 95,937 121,543 USD 200 Mid Penn Bancorp Inc. 6,255 5,004 USD 1,500 Riverview Bancorp Inc. 14,141 11,506 USD 900 Middlefield Banc Corp. 28,473 25,353 USD 4,283 S&T Bancorp Inc. 122,598 136,353 USD 3,957 Midland States Bancorp Inc. 154,713 80,312 USD 4,216 Sandy Spring Bancorp Inc. 128,048 141,844 USD 1,429 MidWestOne Financial Group Inc. 52,757 38,800 USD 9,220 Seacoast Banking Corp of Florida 189,167 255,350 USD 461 MMA Capital Holdings Inc. 19,533 14,470 USD 1,469 Security National Financial Corp. 10,076 13,452 USD 15,466 Mr Cooper Group Inc. 317,506 261,200 USD 2,100 Select Bancorp Inc. 30,727 23,207 USD 772 MVB Financial Corp. 18,635 13,939 USD 5,777 ServisFirst Bancshares Inc. 195,965 280,462 USD 3,974 National Bank Holdings Corp. 122,949 145,669 USD 1,923 Shore Bancshares Inc. 34,228 28,952 USD 1,014 National Bankshares Inc. 49,066 39,371 USD 2,088 Sierra Bancorp 52,451 53,519 USD 5,060 NBT Bancorp Inc. 139,485 211,306 USD 5,702 Signature Bank/New York NY 762,519 827,676 USD 51,749 New York Community Bancorp Inc. 851,127 716,599 USD 20,316 Simmons First National Corp. 564,821 471,913 USD 5,534 NewStar Financial Inc., Rights – 763 USD 3,371 SmartFinancial Inc. 87,124 74,048

The accompanying notes are an integral part of these financial statements 40 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 8,497 South State Corp. 691,221 549,786 USD 1,084 A-Mark Precious Metals Inc. 29,578 28,035 USD 1,278 Southern First Bancshares Inc. 65,238 48,077 USD 45,001 American Express Co. 3,306,483 5,816,119 USD 1,505 Southern Missouri Bancorp Inc. 71,112 49,650 USD 16,423 Ameriprise Financial Inc. 2,346,292 3,345,290 Southern National Bancorp of USD 3,022 Ares Management Corp. 84,541 162,877 USD 4,092 Virginia Inc. 83,397 53,831 Artisan Partners Asset USD 6,118 Southside Bancshares Inc. 215,329 230,238 USD 5,929 Management Inc. 244,247 261,601 USD 600 Spirit of Texas Bancshares Inc. 15,988 10,027 USD 2,656 Atlanticus Holdings Corp. 13,411 37,284 USD 700 Standard AVB Financial Corp. 26,273 22,048 USD 43,481 Bank of New York Mellon Corp 2,026,882 2,281,514 USD 1,913 Sterling Bancorp Inc/MI 17,796 9,298 USD 74,706 Berkshire Hathaway Inc. 14,726,487 18,104,737 USD 32,763 Sterling Bancorp/DE 671,020 521,289 USD 42,610 BGC Partners Inc. 315,433 158,503 USD 4,112 Stock Yards Bancorp Inc. 140,842 224,416 USD 6,095 BlackRock Inc. 2,905,736 4,502,136 USD 1,200 Summit Financial Group Inc. 34,281 26,848 USD 23,543 Blackstone Group Inc 1,650,168 1,810,975 USD 5,842 SVB Financial Group 926,676 1,709,399 USD 6,185 Blucora Inc. 74,914 95,891 USD 21,961 Synovus Financial Corp. 725,721 612,090 USD 13,310 Brightsphere Investment Group Inc. 238,241 225,149 USD 23,953 TCF Financial Corp. 1,026,232 956,702 USD 14,279 Cannae Holdings Inc. 243,341 796,735 USD 1,629 Territorial Bancorp Inc. 41,516 52,613 USD 17,828 Capital One Financial Corp. 1,430,369 1,514,892 USD 7,455 Texas Capital Bancshares Inc. 384,152 312,434 USD 5,600 CBOE Holdings Inc. 490,193 709,171 USD 15,052 TFS Financial Corp. 293,281 292,421 USD 57,169 Charles Schwab Corp 2,741,360 2,618,664 USD 854 Timberland Bancorp Inc/WA 23,492 21,113 USD 11,085 CME Group Inc. 1,238,684 2,446,077 USD 1,762 Tompkins Financial Corp. 82,870 154,937 USD 9,174 Cohen & Steers Inc. 415,564 847,542 USD 9,204 Towne Bank/Portsmouth VA 272,116 235,414 USD 4,250 Consumer Portfolio Services Inc. 32,860 16,329 USD 4,882 Trico Bancshares 185,858 201,818 USD 3,267 Cowen Group Inc. 70,615 71,896 USD 6,240 Tristate Capital Holdings Inc. 125,388 133,087 USD 2,825 Credit Acceptance Corp. 963,568 1,607,004 USD 3,973 Triumph Bancorp Inc. 179,756 130,907 USD 3,400 Curo Group Holdings Corp. 46,168 37,712 USD 51,928 Truist Financial Corp. 2,591,123 2,647,194 USD 700 Diamond Hill Investment Group Inc. 148,597 108,023 USD 19,758 Trustco Bank Corp NY 176,354 169,793 USD 32,438 Discover Financial Services 2,053,169 2,205,867 USD 9,048 Trustmark Corp. 246,986 301,195 USD 7,469 Donnelley Financial Solutions Inc. 231,488 85,173 USD 7,305 UMB Financial Corp. 454,140 511,238 USD 26,459 E*TRADE Financial Corp. 1,028,920 1,786,348 USD 33,743 Umpqua Holdings Corp. 685,745 487,416 USD 16,401 Eaton Vance Corp. 868,443 859,472 USD 100 United Bancorp Inc/OH 1,842 1,563 USD 5,286 Elevate Credit Inc. 63,126 10,621 USD 15,222 United Bankshares Inc/WV 607,743 571,608 USD 4,907 Encore Capital Group Inc. 169,257 227,700 USD 11,970 United Community Banks Inc/GA 266,942 326,961 USD 6,657 Enova International Inc. 131,362 134,389 United Security Bancshares/ USD 27,200 Equitable Holdings Inc. 741,713 712,320 USD 1,524 Fresno CA 18,529 13,838 USD 9,372 Evercore Partners Inc. 824,913 749,668 USD 700 Unity Bancorp Inc. 18,478 13,590 USD 7,598 Ezcorp Inc. 75,787 64,985 USD 5,453 Univest Corp of Pennsylvania 152,219 119,485 USD 3,161 FactSet Research Systems Inc. 737,132 1,409,595 USD 62,499 US Bancorp 2,600,480 3,124,144 USD 18,966 Federated Investors Inc. 623,210 610,237 USD 62,413 Valley National Bancorp 776,104 662,607 USD 5,144 FirstCash Inc. 293,527 471,249 USD 3,240 Veritex Holdings Inc. 94,330 77,856 USD 31,373 Franklin Resources Inc. 1,498,525 893,159 USD 5,487 Walker & Dunlop Inc. 237,595 378,493 USD 600 GAMCO Investors Inc. 15,846 10,842 USD 14,679 Washington Federal Inc. 392,963 534,876 USD 12,474 Goldman Sachs Group Inc 3,202,907 3,346,654 USD 2,901 Washington Trust Bancorp Inc. 124,833 128,983 USD 10,251 Green Dot Corp. 383,892 683,038 USD 3,529 Waterstone Financial Inc. 45,389 71,050 USD 2,295 Greenhill & Co., Inc. 90,266 31,126 USD 12,326 Webster Financial Corp. 563,491 478,756 USD 3,009 Hamilton Lane Inc. 184,501 275,209 USD 143,887 Wells Fargo & Co. 7,241,594 5,000,756 USD 6,123 Houlihan Lokey Inc. 306,985 462,515 USD 8,715 WesBanCo., Inc. 380,085 240,299 USD 9,293 Interactive Brokers Group Inc. 377,406 526,981 USD 2,494 West Bancorporation Inc. 56,345 59,219 USD 23,577 Intercontinental Exchange Inc. 1,812,134 2,931,961 USD 2,749 Westamerica Bancorporation 151,339 214,295 USD 3,852 INTL. FCStone Inc. 171,537 287,623 USD 10,300 Western Alliance Bancorp 332,889 529,550 USD 47,000 Invesco Ltd. 1,230,798 686,569 USD 2,116 Western New England Bancorp Inc. 20,977 16,633 USD 19,255 Janus Henderson Group PLC 585,756 553,138 USD 8,074 Wintrust Financial Corp. 509,970 478,133 USD 31,931 Jefferies Financial Group Inc. 851,504 674,089 USD 7,223 WSFS Financial Corp. 286,333 281,433 USD 19,582 KKR & Co., Inc. 640,522 820,935 USD 17,853 Zions Bancorporation 853,208 824,070 USD 20,566 Lazard Ltd. 1,139,293 799,365 112,577,742 120,039,929 4.79 USD 12,468 Legg Mason Inc. 638,009 842,101 USD 15,724 LendingClub Corp. 490,028 97,129 Diversified Financials USD 10,943 LPL Financial Holdings Inc. 722,065 1,164,734 USD 8,231 Affiliated Managers Group Inc. 1,226,617 833,168 USD 2,355 Manning & Napier Inc. 23,459 9,144 USD 1,200 Alerus Financial Corp. 33,426 32,192 USD 1,739 MarketAxess Holdings Inc. 187,674 1,182,612 USD 43,495 Ally Financial Inc. 1,159,306 1,170,944 USD 2,024 Marlin Business Services Corp. 41,320 23,246

The accompanying notes are an integral part of these financial statements 41 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 7,173 Moelis & Co. 443,804 303,440 USD 18,799 Athene Holding Ltd. 1,111,669 796,021 USD 9,303 Moody’s Corp. 1,885,202 3,469,791 USD 9,846 Axis Capital Holdings Ltd. 664,184 542,166 USD 61,563 Morgan Stanley 2,850,829 4,036,836 USD 14,814 Brighthouse Financial Inc. 786,610 559,505 USD 4,381 Morningstar Inc. 464,705 838,444 USD 18,622 Brown & Brown Inc. 492,604 1,030,468 USD 3,895 MSCI Inc. 305,566 1,765,200 USD 19,542 Chubb Ltd. 2,498,597 3,359,275 USD 11,168 Nasdaq Inc. 612,847 1,811,375 USD 11,631 Cincinnati Financial Corp. 873,306 1,011,055 USD 39,062 Navient Corp. 624,181 372,807 USD 5,498 Citizens Inc/TX 42,309 44,710 USD 4,314 Nelnet Inc. 141,977 279,600 USD 5,038 CNA Financial Corp. 249,387 219,894 USD 1,200 Nicholas Financial Inc. 20,214 12,561 USD 16,403 CNO Financial Group Inc. 84,722 346,726 USD 20,109 Northern Trust Corp. 1,883,422 2,165,992 USD 2,600 Crawford & Co. 26,795 27,850 USD 8,030 On Deck Capital Inc. 70,130 7,833 USD 2,684 Crawford & Co. 32,184 25,616 USD 20,175 OneMain Holdings Inc. 928,277 672,144 USD 3,269 Donegal Group Inc. 63,433 63,109 USD 1,600 Oppenheimer Holdings Inc. 42,444 47,332 USD 1,871 eHealth Inc. 36,620 249,538 USD 1,900 Piper Jaffray Cos 127,029 152,601 USD 6,580 Employers Holdings Inc. 243,626 269,332 USD 564 PJT Partners Inc. 38,774 39,311 USD 2,381 Enstar Group Ltd. 363,267 493,823 USD 6,273 PRA Group Inc. 224,494 329,239 USD 2,836 Erie Indemnity Co. 390,984 738,848 USD 1,275 Pzena Investment Management Inc. 16,009 9,416 USD 2,892 Everest Re Group Ltd. 691,152 809,583 USD 9,319 Raymond James Financial Inc. 446,815 870,806 USD 3,525 FBL Financial Group Inc. 164,090 171,754 USD 2,888 Regional Management Corp. 85,877 69,437 USD 1,613 FedNat Holding Co. 46,755 24,241 USD 12,547 S&P Global Inc. 2,729,191 5,612,329 USD 14,867 First American Financial Corp. 673,827 969,214 USD 3,141 Safeguard Scientifics Inc. 47,406 29,850 USD 35,309 FNF Group 1,197,074 1,469,710 Santander Consumer USA USD 28,710 Genworth Financial Inc. 204,498 90,037 USD 51,048 Holdings Inc. 1,163,327 1,275,871 USD 1,649 Global Indemnity Ltd. 67,466 53,594 USD 17,396 SEI Investments Co. 1,000,727 1,298,459 USD 10,285 Globe Life Inc. 987,388 1,036,473 Silvercrest Asset Management USD 1,586 Goosehead Insurance Inc. 147,312 161,832 USD 1,200 Group Inc. 22,508 20,706 USD 11,174 Greenlight Capital Re Ltd. 185,397 98,908 USD 68,913 SLM Corp. 668,890 657,704 USD 2,798 Hallmark Financial Services Inc. 33,368 13,257 USD 20,913 State Street Corp. 1,964,573 1,804,289 USD 4,184 Hanover Insurance Group Inc. 301,977 575,578 USD 13,313 Stifel Financial Corp. 630,317 857,242 USD 45,895 Hartford Financial Services Group Inc. 2,561,192 2,401,950 USD 100 SWK Holdings Corp. 1,847 1,626 USD 1,668 HCI Group Inc. 50,957 104,574 USD 79,623 Synchrony Financial 3,279,223 2,395,424 USD 2,367 Heritage Insurance Holdings Inc. 70,704 42,064 USD 15,016 T Rowe Price Group Inc. 1,461,729 2,517,650 USD 6,904 Horace Mann Educators Corp. 250,306 344,267 USD 36,075 TD Ameritrade Holding Corp. 2,209,613 1,781,735 USD 2,085 Independence Holding Co. 99,939 86,588 USD 9,956 Virtu Financial Inc. 276,177 318,986 USD 200 Investors Title Co. 42,548 32,941 USD 1,060 Virtus Investment Partners Inc. 185,408 167,349 USD 3,698 James River Group Holdings Ltd. 192,037 225,919 USD 12,166 Voya Financial Inc. 699,357 770,502 USD 8,519 Kemper Corp. 538,283 838,727 USD 13,746 Waddell & Reed Financial Inc. 516,274 289,443 USD 2,149 Kingstone Cos Inc. 19,853 12,895 USD 1,242 Westwood Holdings Group Inc. 73,798 26,557 USD 2,243 Kinsale Capital Group Inc. 156,104 472,632 USD 13,971 WisdomTree Investments Inc. 189,689 65,816 USD 11,692 Lincoln National Corp. 583,982 583,973 USD 1,200 World Acceptance Corp. 130,744 106,741 USD 19,426 Loews Corp. 876,921 904,326 89,102,949 112,522,698 4.49 USD 11,594 Maiden Holdings Ltd. 165,953 19,518 USD 798 Markel Corp. 634,598 1,000,135 Insurance USD 30,079 Marsh & McLennan Cos Inc. 2,689,382 4,384,505 USD 28,740 Aflac Inc. 1,027,403 1,405,805 USD 4,506 MBIA Inc. 44,055 44,351 USD 1,092 Alleghany Corp. 632,599 725,154 USD 10,602 Mercury General Corp. 587,506 586,529 USD 27,383 Allstate Corp 2,623,223 3,605,638 USD 40,190 MetLife Inc. 2,146,108 1,992,613 USD 5,894 Ambac Financial Group Inc. 176,308 114,585 USD 14,223 National General Holdings Corp. 402,940 417,273 American Equity Investment Life USD 19,712 Holding Co. 421,924 661,268 USD 499 National Western Life Group Inc. 150,646 137,650 USD 8,673 American Financial Group Inc/OH 998,539 747,212 USD 1,528 NI Holdings Inc. 30,829 30,639 USD 41,638 American International Group Inc. 1,967,811 1,762,545 USD 28,725 Old Republic International Corp. 581,402 636,045 USD 4,612 American National Insurance Co. 543,124 451,251 USD 2,035 Palomar Holdings Inc. 214,359 236,932 USD 4,149 AMERISAFE Inc. 232,956 344,497 USD 7,515 Primerica Inc. 310,108 1,189,602 USD 14,157 Aon PLC 3,399,413 3,701,704 USD 20,423 Principal Financial Group Inc. 1,110,269 1,151,755 USD 22,329 Arch Capital Group Ltd. 379,978 868,497 USD 7,321 ProAssurance Corp. 330,198 143,818 Argo Group International USD 51,127 Progressive Corp 3,920,445 5,560,466 USD 4,434 Holdings Ltd. 152,155 209,664 USD 3,507 Protective Insurance Corp. 83,318 71,750 USD 12,115 Arthur J Gallagher & Co. 665,680 1,603,458 USD 16,608 Prudential Financial Inc. 1,406,848 1,373,121 USD 5,716 Assurant Inc. 577,292 801,539 USD 3,962 Reinsurance Group of America Inc. 582,032 421,916 USD 11,317 Assured Guaranty Ltd. 203,396 375,036 USD 3,875 RenaissanceRe Holdings Ltd. 461,997 899,703

The accompanying notes are an integral part of these financial statements 42 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 3,799 RLI Corp. 199,006 423,435 USD 11,989 Maxim Integrated Products Inc. 608,237 986,510 USD 2,018 Safety Insurance Group Inc. 103,880 208,926 USD 6,572 MaxLinear Inc. 168,950 191,470 USD 7,734 Selective Insurance Group Inc. 235,067 553,756 USD 13,647 Microchip Technology Inc. 1,129,102 1,951,107 USD 5,053 State Auto Financial Corp. 133,274 122,451 USD 81,981 Micron Technology Inc. 3,042,378 5,734,073 USD 4,574 Stewart Information Services Corp. 167,287 201,877 USD 7,545 MKS Instruments Inc. 369,475 1,159,934 USD 14,720 Third Point Reinsurance Ltd. 230,244 150,080 USD 1,770 Monolithic Power Systems Inc. 246,368 569,503 USD 3,738 Tiptree Financial Inc. 26,462 32,732 USD 4,434 NeoPhotonics Corp. 63,313 53,454 USD 27,181 Travelers Cos Inc. 2,496,832 4,208,573 USD 600 NVE CORP 47,239 50,365 USD 4,250 United Fire Group Inc. 147,277 159,882 USD 14,429 NVIDIA Corp. 1,664,518 7,442,025 USD 10,466 United Insurance Holdings Corp. 193,910 111,112 USD 56,509 ON Semiconductor Corp. 969,427 1,520,532 USD 5,249 Universal Insurance Holdings Inc. 45,471 126,488 USD 5,567 Onto Innovation Inc. 83,534 257,268 USD 24,019 Unum Group 1,043,353 540,973 USD 1,678 PDF Solutions Inc. 50,512 44,559 White Mountains Insurance USD 8,826 Photronics Inc. 64,123 133,362 USD 542 Group Ltd. 524,713 653,389 USD 2,610 Power Integrations Inc. 128,392 418,577 USD 6,560 Willis Towers Watson PLC 1,032,975 1,754,018 USD 9,463 Qorvo Inc. 760,775 1,419,983 USD 8,683 WR Berkley Corp. 388,565 675,341 USD 63,163 QUALCOMM Inc. 4,911,451 7,821,308 54,926,537 68,902,180 2.75 USD 23,176 Rambus Inc. 296,401 478,251 256,607,228 301,464,807 12.03 USD 4,808 Semtech Corp. 174,238 340,860 USD 3,106 Silicon Laboratories Inc. 242,234 422,811 Information Technology USD 20,186 Skyworks Solutions Inc. 1,904,797 3,503,960 Semiconductors & Semiconductor Equipment USD 3,340 SMART Global Holdings Inc. 134,943 123,245 USD 1,916 ACM Research Inc. 146,014 162,209 USD 5,761 SolarEdge Technologies Inc. 307,919 1,085,423 USD 6,073 Advanced Energy Industries Inc. 365,785 558,912 USD 4,050 Synaptics Inc. 333,133 330,558 USD 35,807 Advanced Micro Devices Inc. 646,464 2,557,469 USD 18,765 Teradyne Inc. 636,749 2,152,935 USD 8,177 Alpha & Omega Semiconductor Ltd. 106,096 120,781 USD 60,233 Texas Instruments Inc. 6,530,234 10,382,688 USD 4,507 Ambarella Inc. 283,274 280,238 USD 4,928 Ultra Clean Holdings Inc. 56,018 151,401 USD 48,755 Amkor Technology Inc. 503,096 814,801 USD 2,390 Universal Display Corp. 273,898 485,469 USD 3,025 Amtech Systems Inc. 19,884 20,000 USD 7,266 Veeco Instruments Inc. 177,858 133,070 USD 18,689 Analog Devices Inc. 2,097,058 3,111,662 USD 10,944 Xilinx Inc. 607,457 1,461,845 USD 51,969 Applied Materials Inc. 1,816,383 4,264,959 63,889,079 124,861,488 4.98 USD 3,828 Axcelis Technologies Inc. 43,635 144,734 USD 10,300 AXT Inc. 43,127 66,561 Software & Services USD 16,792 Broadcom Inc. 4,548,476 7,194,943 USD 7,925 2U Inc. 361,464 408,413 USD 10,661 Brooks Automation Inc. 235,929 640,306 USD 24,570 3D Systems Corp. 270,377 233,161 USD 3,566 Cabot Microelectronics Corp. 225,487 675,545 USD 30,150 Accenture PLC 4,727,867 8,788,889 USD 1,620 Ceva Inc. 95,266 82,299 USD 16,803 ACI Worldwide Inc. 422,255 615,693 USD 7,580 Cirrus Logic Inc. 318,006 635,757 USD 11,183 Adobe Inc. 1,989,291 6,608,930 USD 6,417 Cohu Inc. 132,017 151,062 USD 2,363 Agilysys Inc. 24,518 57,552 USD 8,736 Cree Inc. 337,268 701,997 USD 2,138 Airgain Inc. 22,579 31,174 USD 676 CyberOptics Corp. 23,571 29,560 USD 11,845 Akamai Technologies Inc. 800,666 1,722,099 USD 9,386 Diodes Inc. 347,103 646,045 USD 3,713 Alarm.com Holdings Inc. 196,738 326,694 USD 2,756 DSP Group Inc. 41,010 59,416 USD 6,683 Alliance Data Systems Corp. 1,699,291 409,369 USD 9,011 Enphase Energy Inc. 262,405 581,943 USD 3,049 Altair Engineering Inc. 144,304 164,539 USD 20,610 Entegris Inc. 385,222 1,652,236 USD 1,420 Alteryx Inc. 133,353 316,699 USD 11,150 First Solar Inc. 689,124 749,297 USD 11,891 Amdocs Ltd. 776,927 982,805 USD 8,927 FormFactor Inc. 105,690 355,461 USD 3,621 American Software Inc/GA 34,079 77,475 USD 4,434 GSI Technology Inc. 33,972 43,221 USD 2,307 Anaplan Inc. 150,486 141,911 USD 1,685 Ichor Holdings Ltd. 64,051 60,804 USD 3,236 ANSYS Inc. 552,358 1,281,633 USD 2,974 Impinj Inc. 139,048 110,911 USD 1,688 Appfolio Inc. 137,888 372,873 USD 2,850 Inphi Corp. 155,696 454,629 USD 237,237 Apple Inc. 31,543,084 117,492,849 USD 436,160 Intel Corp. 18,887,166 35,427,379 USD 5,575 Aspen Technology Inc. 336,284 784,189 USD 13,941 KLA-Tencor Corp. 1,815,254 3,680,807 USD 1,292 Atlassian Corp PLC 85,056 316,199 USD 10,816 Kulicke & Soffa Industries Inc. 137,781 305,865 USD 7,793 Autodesk Inc. 1,452,843 2,530,591 USD 12,743 Lam Research Corp. 2,084,440 5,595,855 USD 27,970 Automatic Data Processing Inc. 4,251,449 5,653,692 USD 10,921 Lattice Semiconductor Corp. 98,502 420,922 USD 2,111 Avalara Inc. 221,513 381,424 MACOM Technology Solutions USD 13,573 Avaya Holdings Corp. 258,000 227,755 USD 6,064 Holdings Inc. 142,596 282,787 USD 4,224 Avid Technology Inc. 40,812 41,690 USD 4,064 Magnachip Semiconductor Corp. 47,237 56,828 USD 1,986 Aware Inc. 15,756 8,844 USD 28,504 Marvell Technology Group Ltd. 482,273 1,356,741 USD 12,745 Black Knight Inc. 622,207 1,255,454

The accompanying notes are an integral part of these financial statements 43 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,212 Blackbaud Inc. 311,895 326,397 USD 14,609 Intuit Inc. 3,601,336 5,874,421 USD 1,700 Blackline Inc. 110,380 191,351 USD 6,740 j2 Global Inc. 436,394 578,389 USD 13,085 Booz Allen Hamilton Holding Corp. 577,478 1,381,884 USD 3,403 Jack Henry & Associates Inc. 220,487 850,207 USD 3,322 Bottomline Technologies de Inc. 221,399 228,971 USD 26,857 KBR Inc. 700,706 822,201 USD 10,342 Broadridge Financial Solutions Inc. 1,070,949 1,771,755 USD 12,630 Leidos Holdings Inc. 835,090 1,606,120 USD 1,347 BSQUARE Corp. 20,305 2,871 USD 9,709 Limelight Networks Inc. 63,567 97,012 USD 3,083 CACI International Inc. 272,339 907,752 USD 7,165 LiveRamp Holdings Inc. 192,060 413,117 USD 10,073 Cadence Design Systems Inc. 419,179 1,312,270 USD 7,402 LogMeIn Inc. 1,017,802 851,855 USD 8,375 Cardtronics PLC 354,314 272,652 USD 5,453 Manhattan Associates Inc. 290,943 697,366 USD 1,732 Cass Information Systems Inc. 51,924 91,774 USD 3,504 Mantech International Corp/VA 148,896 325,811 USD 11,303 CDK Global Inc. 697,236 635,591 USD 49,449 Mastercard Inc. 11,206,263 19,851,029 USD 4,479 Cerence Inc. 84,692 248,337 USD 9,054 MAXIMUS Inc. 548,466 865,956 USD 2,611 Ceridian HCM Holding Inc. 171,244 280,989 USD 354,590 Microsoft Corp. 32,473,406 97,968,481 USD 8,638 Citrix Systems Inc. 960,990 1,734,542 USD 1,127 MicroStrategy Inc. 281,787 180,986 Cognizant Technology USD 343 Mimecast Ltd. 21,247 19,399 USD 35,858 Solutions Corp. 2,587,697 2,766,059 USD 22,036 NCR Corp. 815,971 518,149 USD 2,819 CommVault Systems Inc. 245,372 148,109 USD 15,722 NetApp Inc. 527,660 947,047 USD 27,433 Conduent Inc. 556,771 89,010 USD 1,254 New Relic Inc. 143,590 117,298 USD 3,982 Cornerstone OnDemand Inc. 283,117 208,455 USD 10,294 NIC Inc. 211,043 320,871 USD 1,245 Coupa Software Inc. 150,419 468,259 USD 54,566 NortonLifeLock Inc. 1,637,744 1,468,991 USD 8,060 CSG Systems International Inc. 337,385 452,902 USD 23,836 Nuance Communications Inc. 369,650 818,868 USD 9,241 Dell Technologies Inc. 152,661 689,258 USD 2,236 Okta Inc. 144,646 607,820 USD 14,514 Digital Turbine Inc. 132,295 247,683 USD 3,734 OneSpan Inc. 89,160 141,586 USD 2,158 DocuSign Inc. 128,200 504,527 USD 152,154 Oracle Corp. 7,162,864 11,416,869 USD 11,953 Dropbox Inc. 310,503 353,272 USD 33,664 Paychex Inc. 2,948,996 3,461,964 USD 31,664 DXC Technology Co. 2,726,191 709,281 USD 3,245 Paycom Software Inc. 165,155 1,364,496 USD 4,292 Ebix Inc. 187,608 130,288 USD 2,750 Paylocity Holding Corp. 167,040 544,669 USD 1,550 Elastic NV 185,035 194,037 USD 20,546 PayPal Holdings Inc. 881,890 4,859,867 Endurance International Group USD 2,541 Pegasystems Inc. 75,130 349,004 USD 28,907 Holdings Inc. 293,690 158,155 USD 5,313 Perficient Inc. 80,550 258,080 USD 4,116 Envestnet Inc. 294,952 410,935 USD 24,692 Perspecta Inc. 626,298 778,717 USD 2,563 EPAM Systems Inc. 277,868 876,881 USD 1,500 PFSweb Inc. 21,020 13,603 USD 6,348 Euronet Worldwide Inc. 442,699 825,786 USD 2,500 PRGX Global Inc. 15,826 15,952 USD 6,500 Everi Holdings Inc. 111,582 45,534 USD 8,774 Progress Software Corp. 271,213 461,576 USD 12,138 EVERTEC Inc. 310,332 463,050 USD 700 Proofpoint Inc. 76,843 105,600 USD 2,069 Evo Payments Inc. 79,552 64,127 USD 3,691 PTC Inc. 220,389 389,800 USD 3,946 ExlService Holdings Inc. 115,508 339,641 USD 12,731 Pure Storage Inc. 301,525 299,527 USD 1,933 Fair Isaac Corp. 330,613 1,097,044 USD 1,439 QAD Inc. 42,363 80,644 Fidelity National Information USD 2,893 Qualys Inc. 137,163 408,545 USD 25,866 Services Inc. 2,876,296 4,708,687 USD 2,435 RealNetworks Inc. 23,353 4,298 USD 26,409 FireEye Inc. 413,258 436,511 USD 6,103 RealPage Inc. 231,810 538,639 USD 16,564 Fiserv Inc. 853,854 2,195,221 USD 1,037 RingCentral Inc. 131,161 401,248 USD 1,015 Five9 Inc. 148,034 152,500 USD 1,830 Rosetta Stone Inc. 41,765 41,887 USD 6,064 FleetCor Technologies Inc. 1,428,053 2,070,729 USD 38,450 Sabre Corp. 1,149,028 420,732 USD 5,912 Fortinet Inc. 442,307 1,101,753 USD 8,470 SailPoint Technologies Holding Inc. 170,814 304,377 USD 2,467 Gartner Inc. 251,653 406,387 USD 13,453 Salesforce.com Inc. 1,761,433 3,421,375 USD 22,863 Genpact Ltd. 627,493 1,133,543 USD 3,012 Sapiens International Corp NV 60,034 114,413 USD 9,725 Global Payments Inc. 740,042 2,239,364 Science Applications USD 4,088 Globant SA 325,922 831,652 USD 9,224 International Corp. 771,265 972,753 USD 6,637 GoDaddy Inc. 480,452 660,736 USD 3,200 Seachange International Inc. 25,026 6,560 USD 7,635 GTT Communications Inc. 227,754 84,581 USD 27,066 Seagate Technology PLC 1,544,496 1,778,825 USD 2,924 Guidewire Software Inc. 309,580 440,035 USD 1,478 ServiceNow Inc. 109,405 812,771 USD 5,294 Hackett Group Inc 63,986 97,314 USD 258 ServiceSource International Inc. 1,096 553 USD 122,395 Hewlett Packard Enterprise Co. 2,008,142 1,616,779 USD 1,476 Splunk Inc. 111,443 398,161 USD 52,657 Hewlett-Packard Co. 1,002,553 1,246,028 USD 2,236 SPS Commerce Inc. 112,690 228,035 USD 931 HubSpot Inc. 139,951 283,563 USD 3,088 Square Inc. 102,577 439,939 USD 6,336 Immersion Corp. 134,358 53,589 USD 16,551 SS&C Technologies Holdings Inc. 771,982 1,269,092 International Business USD 2,021 StarTek Inc. 26,121 13,938 USD 88,092 Machines Corp. 15,300,886 14,443,409 USD 7,040 Stratasys Ltd. 231,293 151,583

The accompanying notes are an integral part of these financial statements 44 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 9,144 Super Micro Computer Inc. 227,832 352,432 USD 2,310 FARO Technologies Inc. 90,314 168,094 USD 9,427 Sykes Enterprises Inc. 265,455 353,997 USD 30,420 FitBit Inc. 247,797 266,788 USD 5,391 Synchronoss Technologies Inc. 205,023 25,836 USD 84,719 Flex Ltd. 1,254,164 1,178,905 USD 6,118 Synopsys Inc. 509,781 1,619,639 USD 18,780 FLIR Systems Inc. 1,037,105 1,034,367 USD 5,961 Telenav Inc. 48,899 44,429 USD 900 Frequency Electronics Inc. 15,994 10,703 USD 13,625 Teradata Corp. 545,276 384,746 USD 12,137 Harmonic Inc. 79,487 78,267 USD 817 Trade Desk Inc 166,022 450,876 USD 22,454 Infinera Corp. 302,464 180,464 USD 7,966 TTEC Holdings Inc. 216,201 503,532 USD 5,300 Insight Enterprises Inc. 137,138 354,010 USD 3,555 Twilio Inc. 409,277 1,058,985 USD 4,474 InterDigital Inc/PA 335,148 343,967 USD 1,050 Tyler Technologies Inc. 179,497 494,473 USD 5,952 IPG Photonics Corp. 1,074,015 1,296,028 USD 7,073 Unisys Corp. 161,132 104,762 USD 2,200 Iteris Inc. 14,574 14,202 USD 7,728 Verint Systems Inc. 343,348 474,010 USD 5,903 Itron Inc. 468,433 530,925 USD 5,054 VeriSign Inc. 508,300 1,419,133 USD 29,000 Jabil Circuit Inc. 659,671 1,263,009 USD 19,028 Verra Mobility Corp. 172,378 265,559 USD 32,354 Juniper Networks Inc. 1,005,756 1,004,103 USD 2,496 Virtusa Corp. 83,187 110,027 USD 2,100 Key Tronic Corp. 22,124 14,968 USD 78,583 Visa Inc. 12,573,163 20,608,314 USD 11,985 Keysight Technologies Inc. 613,817 1,639,715 USD 1,738 VMware Inc. 113,021 365,396 USD 6,184 Kimball Electronics Inc. 79,309 113,665 USD 19,250 Western Digital Corp. 1,687,785 1,153,814 USD 15,066 Knowles Corp. 293,685 312,124 USD 29,225 Western Union Co 669,993 857,797 USD 3,584 KVH Industries Inc. 46,428 43,450 USD 4,200 Wex Inc. 476,911 940,879 USD 3,264 Littelfuse Inc. 480,374 756,101 USD 1,274 Workday Inc. 126,162 324,056 USD 9,781 Lumentum Holdings Inc. 626,390 1,081,333 USD 33,773 Xerox Holdings Corp. 1,098,446 701,054 USD 5,040 Methode Electronics Inc. 129,666 213,892 USD 14,384 Xperi Holding Corp. 579,474 288,231 USD 6,168 Motorola Solutions Inc. 512,495 1,173,410 USD 2,262 Zendesk Inc. 151,786 271,867 USD 1,718 MTS Systems Corp. 89,104 41,026 USD 2,129 Zscaler Inc. 132,713 316,493 USD 1,500 Napco Security Technologies Inc. 14,213 47,632 192,810,426 411,625,815 16.43 USD 11,918 National Instruments Corp. 510,991 626,326 USD 3,734 NETGEAR Inc. 82,208 131,244 Technology Hardware & Equipment USD 11,115 NetScout Systems Inc. 374,653 385,695 USD 5,716 Acacia Communications Inc. 336,869 521,400 USD 4,127 Novanta Inc. 57,647 598,216 USD 7,683 ADTRAN Inc. 207,579 114,005 USD 2,400 OSI Systems Inc. 123,842 243,196 USD 13,681 Amphenol Corp. 1,033,066 1,779,520 USD 986 Palo Alto Networks Inc. 136,801 307,436 USD 2,860 Applied Optoelectronics Inc. 153,776 42,206 USD 3,626 PC Connection Inc. 74,774 228,216 USD 2,479 Arista Networks Inc. 578,462 706,858 USD 700 PC-Tel Inc. 8,571 6,348 USD 11,394 Arlo Technologies Inc. 66,338 39,909 USD 360 Perceptron Inc. 5,625 1,618 USD 7,340 Arrow Electronics Inc. 519,415 684,485 USD 6,175 Plexus Corp. 304,510 591,520 USD 18,109 Avnet Inc. 810,828 685,550 USD 6,503 Ribbon Communications Inc. 60,441 34,696 USD 4,786 Badger Meter Inc. 176,927 408,823 Richardson Electronics Ltd/ USD 1,049 Bel Fuse Inc. 22,436 15,281 USD 800 United States 9,112 4,388 USD 6,713 Belden Inc. 435,646 296,648 USD 2,101 Rogers Corp. 109,257 355,401 USD 6,650 Benchmark Electronics Inc. 174,981 195,007 USD 13,354 Sanmina Corp. 261,601 453,962 USD 3,435 CalAmp Corp. 63,982 37,354 USD 5,658 ScanSource Inc. 208,504 185,044 USD 6,165 Calix Inc. 59,408 124,708 USD 8,458 SYNNEX Corp. 680,367 1,375,276 USD 9,286 CDW Corp. 786,530 1,464,651 USD 16,073 TE Connectivity Ltd. 1,415,927 1,779,488 USD 21,124 Ciena Corp. 699,564 1,553,206 USD 1,122 Tessco Technologies Inc. 19,577 8,378 USD 245,853 Cisco Systems Inc. 6,497,942 15,567,119 USD 17,716 Trimble Inc. 659,455 1,038,779 USD 5,729 Cognex Corp. 298,075 464,486 USD 13,504 TTM Technologies Inc. 146,335 217,434 USD 2,994 Coherent Inc. 465,570 532,391 USD 1,265 Ubiquiti Inc. 75,980 299,785 USD 22,815 CommScope Holding Co., Inc. 861,621 258,012 USD 6,548 ViaSat Inc. 451,530 341,094 USD 5,218 Comtech Telecommunications Corp. 131,140 119,649 USD 32,706 Viavi Solutions Inc. 370,179 565,680 USD 57,527 Corning Inc. 1,466,990 2,022,766 USD 25,691 Vishay Intertechnology Inc. 410,306 532,592 USD 4,063 CTS Corp. 78,695 110,540 USD 828 Vishay Precision Group Inc. 14,150 27,630 USD 5,252 Daktronics Inc. 58,090 31,016 USD 4,613 Zebra Technologies Corp. 524,894 1,602,923 USD 4,632 Digi International Inc. 67,120 73,260 34,521,757 55,531,659 2.22 USD 5,788 Dolby Laboratories Inc. 339,894 517,595 291,221,262 592,018,962 23.63 USD 7,149 EchoStar Corp. 242,666 271,367 USD 7,558 Emcore Corp. 37,171 32,629 Real Estate USD 1,948 ePlus Inc. 58,450 186,922 USD 9,718 Acadia Realty Trust 333,136 171,248 USD 6,430 F5 Networks Inc. 978,388 1,217,579 USD 2,625 Agree Realty Corp. 123,202 234,172 USD 4,168 Fabrinet 87,236 353,204 USD 9,522 Alexander & Baldwin Inc. 340,043 157,582

The accompanying notes are an integral part of these financial statements 45 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 377 Alexander’s Inc. 129,683 123,297 USD 964 FRP Holdings Inc. 41,459 53,108 USD 5,522 Alexandria Real Estate Equities Inc. 757,631 1,216,341 USD 19,606 Gaming and Leisure Properties Inc. 807,827 920,957 USD 1,328 Altisource Portfolio Solutions SA 109,071 26,575 USD 2,909 Getty Realty Corp. 77,619 117,215 USD 5,260 American Assets Trust Inc. 240,033 198,806 USD 1,854 Gladstone Commercial Corp. 39,949 47,194 USD 11,964 American Campus Communities Inc. 555,871 567,835 USD 2,200 Global Medical REIT Inc. 42,504 33,840 USD 4,488 American Finance Trust Inc. 72,069 48,347 USD 8,500 Global Net Lease Inc. 248,418 193,059 USD 23,614 American Homes 4 Rent 589,367 862,389 USD 500 Griffin Industrial Realty Inc. 17,135 36,771 USD 15,908 American Tower Corp. 3,235,417 5,583,641 USD 9,500 Healthcare Realty Trust Inc. 275,931 377,761 Apartment Investment & USD 15,739 Healthcare Trust of America Inc. 516,920 566,645 USD 13,413 Management Co. 636,812 685,409 USD 23,223 Healthpeak Properties Inc. 880,439 868,904 USD 17,541 Apple Hospitality REIT Inc. 430,665 230,041 USD 2,661 Hersha Hospitality Trust 50,458 20,807 USD 7,327 Ashford Hospitality Trust Inc. 38,124 7,188 USD 7,885 Highwoods Properties Inc. 373,601 399,608 USD 5,696 AvalonBay Communities Inc. 957,298 1,195,821 USD 25,721 Host Hotels & Resorts Inc. 431,440 376,776 Bluerock Residential Growth USD 4,655 Howard Hughes Corp 465,242 328,306 USD 1,227 REIT Inc. 17,457 13,460 USD 11,396 Hudson Pacific Properties Inc. 408,848 389,258 USD 7,093 Boston Properties Inc. 919,749 870,315 USD 5,026 Independence Realty Trust Inc. 50,898 78,400 USD 2,146 Braemar Hotels & Resorts Inc. 30,074 8,332 USD 9,485 Industrial Logistics Properties Trust 286,517 264,620 USD 17,979 Brandywine Realty Trust 291,975 265,808 USD 864 Investors Real Estate Trust 69,666 82,683 USD 29,433 Brixmor Property Group Inc. 739,628 512,267 USD 24,306 Invitation Homes Inc. 748,867 908,432 USD 11,737 Brookfield Property REIT Inc. 305,263 158,705 USD 20,545 Iron Mountain Inc. 724,738 727,982 USD 6,384 Camden Property Trust 608,794 790,601 USD 10,681 JBG SMITH Properties 433,803 428,763 USD 9,637 Caretrust REIT Inc. 190,914 224,509 USD 7,075 Jones Lang LaSalle Inc. 972,738 993,741 USD 30,644 CBRE Group Inc. 1,078,073 1,881,266 USD 25,684 Kennedy-Wilson Holdings Inc. 543,469 530,703 USD 5,673 Cedar Realty Trust Inc. 31,591 7,625 USD 8,256 Kilroy Realty Corp. 646,725 657,933 USD 2,896 Chatham Lodging Trust 76,249 24,062 USD 33,260 Kimco Realty Corp. 725,566 579,778 USD 4,561 City Office REIT Inc. 83,050 62,292 USD 8,395 Kite Realty Group Trust 224,150 131,523 USD 9,416 Columbia Property Trust Inc. 289,653 167,972 USD 6,738 Lamar Advertising Co. 611,075 610,691 USD 2,000 Community Healthcare Trust Inc. 108,228 111,052 USD 18,060 Lexington Realty Trust 169,109 258,669 USD 6,804 CorePoint Lodging Inc. 233,382 38,888 USD 4,304 Life Storage Inc. 397,152 554,806 USD 3,316 Coresite Realty Corp. 280,473 544,991 USD 2,846 LTC Properties Inc. 114,893 145,547 USD 7,878 Corporate Office Properties Trust 263,374 271,017 USD 12,039 Macerich Co 741,435 146,608 USD 12,176 Cousins Properties Inc. 500,273 493,097 USD 6,279 Mack-Cali Realty Corp. 191,994 130,338 USD 14,350 Crown Castle International Corp. 2,099,548 3,260,257 USD 6,415 Marcus & Millichap Inc. 249,406 251,343 USD 806 CTO Realty Growth Inc. 51,796 43,222 USD 33,928 Medical Properties Trust Inc. 572,336 865,945 USD 16,289 Cubesmart 418,038 596,859 USD 8,307 MGM Growth Properties LLC 326,013 306,865 USD 16,841 Cushman & Wakefield PLC 289,521 284,879 Mid-America Apartment USD 9,065 Cyrusone Inc. 514,673 895,313 USD 6,014 Communities Inc. 378,758 936,167 USD 22,307 DiamondRock Hospitality Co. 282,280 167,471 Monmouth Real Estate USD 9,240 Digital Realty Trust Inc. 938,021 1,782,579 USD 5,471 Investment Corp. 67,182 107,624 USD 16,665 Diversified Healthcare Trust 348,539 100,114 USD 3,418 National Health Investors Inc. 235,935 281,759 USD 15,347 Douglas Emmett Inc. 619,389 638,807 USD 11,539 National Retail Properties Inc. 587,372 555,810 USD 15,895 Duke Realty Corp. 391,258 763,687 USD 4,588 National Storage Affiliates Trust 137,547 178,515 USD 4,985 Easterly Government Properties Inc. 125,307 156,469 USD 6,095 New Senior Investment Group Inc. 81,027 29,954 USD 2,938 EastGroup Properties Inc. 210,401 473,094 USD 17,019 Newmark Group Inc. 161,561 112,294 USD 19,128 Empire State Realty Trust Inc. 428,147 181,778 USD 1,372 NexPoint Residential Trust Inc. 31,743 65,844 USD 6,914 EPR Properties 491,817 310,975 USD 4,140 Office Properties Income Trust 320,877 145,964 USD 3,050 Equinix Inc. 1,690,386 2,908,015 USD 15,997 Omega Healthcare Investors Inc. 507,848 645,666 USD 11,222 Equity Commonwealth 361,673 490,569 USD 1,179 One Liberty Properties Inc. 27,542 28,203 USD 12,422 Equity Lifestyle Properties Inc. 501,533 1,053,675 USD 10,437 Outfront Media Inc. 335,523 200,780 USD 14,925 Equity Residential 998,249 1,191,828 USD 18,528 Paramount Group Inc. 414,897 193,935 USD 6,279 Essential Properties Realty Trust Inc. 181,810 126,502 USD 19,008 Park Hotels & Resorts Inc. 584,089 255,215 USD 2,720 Essex Property Trust Inc. 520,150 846,254 USD 9,497 Pebblebrook Hotel Trust 378,459 176,121 USD 4,710 Extra Space Storage Inc. 208,775 590,644 Pennsylvania Real Estate USD 4,119 Federal Realty Investment Trust 570,382 476,493 USD 4,424 Investment Trust 65,141 8,168 USD 11,922 First Industrial Realty Trust Inc. 323,976 622,167 USD 15,295 Physicians Realty Trust 343,381 363,796 USD 7,553 Forestar Group Inc. 183,454 154,630 USD 10,626 Piedmont Office Realty Trust Inc. 206,162 239,615 USD 6,770 Four Corners Property Trust Inc. 190,935 224,260 USD 4,059 PotlatchDeltic Corp. 182,475 209,565 USD 7,864 Franklin Street Properties Corp. 100,546 54,342 USD 2,300 Preferred Apartment Communities Inc. 35,618 23,731 USD 3,796 Front Yard Residential Corp. 58,035 44,835 USD 26,032 Prologis Inc. 1,818,602 3,298,397

The accompanying notes are an integral part of these financial statements 46 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 1,910 PS Business Parks Inc. 152,848 343,317 Communication Services USD 5,153 Public Storage 994,496 1,342,415 Media & Entertainemnt USD 3,021 QTS Realty Trust Inc. 155,969 262,854 USD 1,385 A H Belo Corp. 12,553 3,253 USD 1,919 Rafael Holdings Inc. 6,079 37,437 USD 42,543 Activision Blizzard Inc. 2,283,050 4,383,733 USD 5,355 RE/MAX Holdings Inc. 274,144 228,496 USD 100 Akazoo SA 597 157 USD 19,941 Realogy Holdings Corp. 919,034 200,604 USD 8,949 Alphabet Inc., Class A 8,202,795 17,228,213 USD 13,311 Realty Income Corp. 772,848 1,075,231 USD 9,298 Alphabet Inc., Class C 7,267,666 17,844,046 USD 39,224 Altice USA Inc. 908,174 1,200,273 USD 5,696 Regency Centers Corp. 359,540 354,864 USD 8,302 AMC Entertainment Holdings Inc. 361,154 48,352 USD 7,873 Retail Opportunity Investments Corp. 142,433 121,100 USD 10,067 AMC Networks Inc. 710,805 319,672 USD 14,708 Retail Properties of America Inc. 226,662 146,163 USD 900 Ballantyne Strong Inc. 9,522 2,004 USD 1,805 Retail Value Inc. 75,013 30,288 USD 835 Cable One Inc. 590,245 2,011,974 USD 7,746 Rexford Industrial Realty Inc. 255,442 435,679 USD 2,752 Cargurus Inc. 156,451 94,711 USD 12,648 RLJ Lodging Trust 294,035 162,100 USD 11,046 Cars.com Inc. 339,550 86,380 USD 2,404 RMR Group Inc 110,925 96,181 Central European Media USD 5,278 RPT Realty 79,778 49,872 USD 6,980 Enterprises Ltd. 24,698 33,545 USD 3,670 Ryman Hospitality Properties Inc. 141,650 172,392 USD 9,937 Charter Communications Inc. 3,668,752 6,880,717 USD 15,782 Sabra Health Care REIT Inc. 481,275 309,180 USD 21,260 Cinemark Holdings Inc. 710,434 333,365 USD 1,618 Saul Centers Inc. 95,587 70,885 USD 4,734 Clear Channel Outdoor Holdings 42,489 6,620 USD 4,418 SBA Communications Corp. 812,527 1,786,897 USD 273,092 Comcast Corp. 9,087,644 14,451,902 USD 1,970 Seritage Growth Properties 117,797 30,489 USD 5,133 ComScore Inc. 136,902 21,603 USD 14,036 Service Properties Trust 447,597 135,103 USD 1,400 Cumulus Media Inc. 25,581 7,508 USD 10,666 Simon Property Group Inc. 1,533,964 990,159 USD 5,045 DHI Group Inc. 49,646 14,383 USD 16,928 SITE Centers Corp. 343,502 186,151 USD 34,666 Discovery Communications Inc. 1,028,310 906,430 USD 6,485 SL Green Realty Corp. 723,261 433,953 USD 20,769 Discovery Inc. 697,696 594,939 Spirit MTA Real Estate USD 29,128 DISH Network Corp. 1,327,449 1,364,677 USD 2,842 Investment Trust 3,586 2,221 USD 13,019 Electronic Arts Inc. 1,165,114 2,333,943 USD 7,884 Spirit Realty Capital Inc. 431,056 373,120 USD 7,817 Emerald Holding Inc. 120,108 32,686 USD 6,732 St Joe Co 151,736 177,487 USD 25,778 Entercom Communications Corp. 288,546 48,295 USD 9,531 STAG Industrial Inc. 295,294 379,382 USD 9,677 Entravision Communications Corp. 64,163 18,787 USD 17,984 STORE Capital Corp. 602,209 581,326 USD 11,606 EW Scripps Co 147,827 137,868 USD 95,778 Facebook Inc. 14,649,737 29,525,666 USD 821 Stratus Properties Inc. 24,254 22,080 USD 11,494 Fluent Inc. 38,721 27,776 USD 12,756 Summit Hotel Properties Inc. 173,945 102,694 USD 18,933 Fox Corp. 977,882 689,884 USD 5,681 Sun Communities Inc. 498,512 1,046,441 USD 31,227 Fox Corp. 1,677,449 1,137,007 USD 15,038 Sunstone Hotel Investors Inc. 207,146 166,388 USD 18,102 Gannett Co., Inc. 229,677 33,914 USD 6,673 Tanger Factory Outlet Centers Inc. 200,270 64,593 USD 9,575 GCI Liberty Inc. 537,069 924,537 USD 4,321 Taubman Centers Inc. 267,897 221,509 USD 12,675 Glu Mobile Inc. 133,106 159,515 USD 3,473 Tejon Ranch Co. 93,748 67,896 USD 14,211 Gray Television Inc. 238,862 269,137 USD 4,003 Terreno Realty Corp. 137,479 286,072 USD 2,197 Hemisphere Media Group Inc. 39,249 29,320 USD 13,058 UDR Inc. 481,046 662,659 USD 1,624 IAC/InterActiveCorp. 102,731 713,018 USD 2,029 UMH Properties Inc. 27,787 35,617 USD 9,815 Imax Corp. 366,512 149,372 USD 18,487 Uniti Group Inc. 571,918 234,667 USD 68,253 Interpublic Group of Cos Inc 1,817,556 1,590,059 USD 848 Universal Health Realty Income Trust 36,017 91,513 USD 6,556 John Wiley & Sons Inc. 382,387 347,118 USD 6,916 Urban Edge Properties 178,277 111,450 USD 479 Liberty Braves Group 22,889 13,066 USD 2,236 Urstadt Biddle Properties Inc. 52,236 36,063 USD 1,606 Liberty Broadband Corp. 124,350 266,454 USD 13,284 Ventas Inc. 797,439 660,422 USD 8,393 Liberty Broadband Corp. 656,049 1,412,450 USD 79,397 VEREIT Inc. 908,802 693,089 USD 10,604 Liberty Latin America Ltd., Class A 256,630 139,930 USD 7,463 Vornado Realty Trust 612,042 387,137 USD 26,152 Liberty Latin America Ltd., Class C 534,116 335,159 USD 12,437 Washington Prime Group Inc. 181,569 14,197 USD 2,546 Liberty Media Corp-Liberty Braves 94,699 68,231 Washington Real Estate Liberty Media Corp-Liberty USD 5,380 Investment Trust 171,038 162,147 USD 18,078 Formula One 777,274 778,253 USD 7,753 Weingarten Realty Investors 277,450 199,248 USD 15,651 Liberty Media Corp-Liberty SiriusXM 758,454 731,991 USD 15,086 Welltower Inc. 1,055,452 1,059,885 USD 2,117 Liberty Media Group 81,059 83,875 Whitestone Real Estate USD 5,107 Liberty SiriusXM Group 194,035 239,338 USD 1,700 Investment Trust 23,717 16,779 USD 13,957 Liberty TripAdvisor Holdings Inc. 278,695 40,360 USD 7,289 WP Carey Inc. 571,044 669,437 Lions Gate Entertainment Corp., USD 9,637 Class A 347,580 96,947 USD 7,626 Xenia Hotels & Resorts Inc. 179,768 96,595 Lions Gate Entertainment Corp., 66,804,480 75,261,295 3.00 USD 15,881 Class B 459,630 147,252

The accompanying notes are an integral part of these financial statements 47 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 11,297 Live Nation Entertainment Inc. 330,812 679,884 USD 8,974 Shenandoah Telecommunications Co. 216,330 600,508 USD 2,988 Loral Space & Communications Inc. 143,749 79,183 USD 2,517 Spok Holdings Inc. 37,938 31,950 Madison Square Garden USD 21,843 Telephone & Data Systems Inc. 681,649 589,526 USD 1,710 Entertainment Corp. 94,978 174,113 USD 43,337 T-Mobile US Inc. 2,536,664 6,127,627 USD 11,678 Marchex Inc. 54,639 25,050 USD 43,337 T-Mobile US Inc., Rights – 9,884 USD 6,019 Marcus Corp 194,542 108,435 USD 5,054 United States Cellular Corp. 249,424 211,810 USD 5,635 Match Group Inc. 291,117 818,945 USD 530,147 Verizon Communications Inc. 36,160,457 39,678,786 USD 895 Media Gen Inc. CVR – 114 USD 33,625 Vonage Holdings Corp. 235,186 459,234 USD 6,030 Meet Group Inc 24,212 51,083 70,264,544 73,764,594 2.94 USD 6,323 Meredith Corp. 349,487 124,899 158,403,251 214,269,460 8.55 USD 4,396 MSG Networks Inc. 55,520 59,382 USD 4,351 National CineMedia Inc. 75,548 17,544 Utilities USD 10,054 Netflix Inc. 2,615,670 6,211,016 USD 38,775 AES Corp/VA 611,268 762,771 USD 15,050 New York Times Co. 418,669 858,757 USD 4,905 ALLETE Inc. 316,527 363,651 USD 41,339 News Corp., Class A 664,661 665,608 USD 12,118 Alliant Energy Corp. 481,262 787,039 USD 18,986 News Corp., Class B 326,449 308,018 USD 12,820 Ameren Corp. 806,176 1,224,582 USD 8,030 Nexstar Media Group Inc. 608,880 912,354 USD 17,665 American Electric Power Co., Inc. 1,191,941 1,909,937 USD 29,633 Omnicom Group Inc. 2,427,696 2,196,557 USD 2,853 American States Water Co. 99,638 304,554 USD 6,400 QuinStreet Inc. 106,588 90,884 USD 8,416 American Water Works Co., Inc. 606,122 1,470,021 USD 2,362 Reading International Inc. 40,777 13,628 USD 688 Artesian Resources Corp. 15,739 33,896 USD 1,024 Saga Communications Inc. 48,218 35,589 USD 6,115 Atlantica Yield plc 168,200 241,581 USD 4,068 Scholastic Corp. 180,767 165,351 USD 6,338 Atmos Energy Corp. 540,201 856,838 USD 61,423 Sirius XM Holdings Inc. 365,012 489,489 USD 6,799 Avangrid Inc. 377,821 387,491 USD 19,530 Snap Inc. 336,763 622,816 USD 6,956 Avista Corp. 387,598 343,650 USD 5,218 Take-Two Interactive Software Inc. 602,676 988,713 USD 5,385 Black Hills Corp. 317,230 414,225 USD 3,437 TechTarget Inc. 36,851 140,123 USD 4,830 California Water Service Group 181,451 312,781 USD 33,143 TEGNA Inc. 596,994 501,246 USD 23,713 CenterPoint Energy Inc. 566,468 601,042 USD 1,799 Townsquare Media Inc. 21,227 10,917 USD 2,276 Chesapeake Utilities Corp. 177,242 259,553 USD 2,427 Travelzoo Inc. 30,212 18,583 USD 2,004 Clearway Energy Inc., Class A 52,924 57,052 USD 4,970 Tribune Publishing Co. 69,706 67,406 USD 8,426 Clearway Energy Inc., Class C 197,106 263,788 USD 11,599 TripAdvisor Inc. 704,487 299,348 USD 13,572 CMS Energy Corp. 550,806 1,076,415 USD 15,246 TrueCar Inc. 117,211 53,401 USD 14,923 Consolidated Edison Inc. 1,171,992 1,457,271 USD 31,290 Twitter Inc. 1,171,743 1,265,465 USD 1,442 Consolidated Water Co Ltd. 11,943 28,249 USD 803 ViacomCBS Inc., Class A 72,111 27,908 USD 29,111 Dominion Energy Inc. 2,309,404 3,208,340 USD 42,224 ViacomCBS Inc., Class B 2,820,301 1,336,787 USD 9,224 DTE Energy Co. 871,886 1,346,176 USD 51,250 Walt Disney Co. 5,129,625 7,758,573 USD 25,496 Duke Energy Corp. 2,127,457 2,765,277 USD 2,909 World Wrestling Entertainment Inc. 88,509 171,596 USD 17,614 Edison International 1,214,413 1,298,709 USD 10,012 Yelp Inc. 550,962 314,391 USD 3,047 El Paso Electric Co. 112,295 277,154 USD 1,033 Zedge Inc. 3,559 2,076 USD 8,847 Entergy Corp. 850,736 1,126,729 USD 4,783 Zillow Group Inc., Class A 227,975 373,243 USD 12,599 Essential Utilities Inc. 516,880 722,494 USD 12,731 Zillow Group Inc., Class C 591,214 995,714 USD 10,202 Evergy Inc. 586,359 821,194 USD 85,782 Zynga Inc. 344,271 1,111,012 USD 14,396 Eversource Energy 797,619 1,627,438 88,138,707 140,504,866 5.61 USD 34,474 Exelon Corp. 1,696,863 1,698,450 USD 25,247 FirstEnergy Corp. 1,241,896 1,329,204 Telecommunication Services USD 2,400 Genie Energy Ltd. 20,991 23,981 Alaska Communications Systems USD 8,024 Hawaiian Electric Industries Inc. 348,564 392,818 USD 6,800 Group Inc. 18,351 25,757 USD 3,630 IDACORP Inc. 241,770 430,569 USD 2,622 Anterix Inc. 151,374 161,394 USD 25,871 MDU Resources Group Inc. 841,662 779,021 USD 530,307 AT&T Inc. 24,486,072 21,764,068 USD 2,419 MGE Energy Inc. 92,551 211,854 USD 2,203 ATN International Inc. 122,351 181,153 USD 1,281 Middlesex Water Co. 39,499 116,832 USD 7,482 Boingo Wireless Inc. 105,380 135,299 USD 7,040 National Fuel Gas Co. 475,800 400,748 USD 172,885 CenturyLink Inc. 4,223,481 2,354,141 USD 12,924 New Jersey Resources Corp. 545,521 572,868 USD 3,491 Cincinnati Bell Inc. 65,327 70,384 USD 16,979 NextEra Energy Inc. 2,509,765 5,536,114 Cogent Communications USD 5,843 Holdings Inc. 296,447 613,658 USD 19,163 NiSource Inc. 529,198 591,600 Consolidated Communications USD 2,146 Northwest Natural Holding Co. 117,021 162,540 USD 16,206 Holdings Inc. 286,569 148,953 USD 3,440 NorthWestern Corp. 159,249 254,618 USD 3,838 IDT Corp. 35,036 34,025 USD 29,113 NRG Energy Inc. 912,440 1,286,902 USD 15,280 Iridium Communications Inc. 304,506 527,733 USD 14,572 OGE Energy Corp. 566,684 600,614 USD 7,405 ORBCOMM Inc. 52,002 38,704 USD 3,758 ONE Gas Inc. 123,689 393,101

The accompanying notes are an integral part of these financial statements 48 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 7,826 Ormat Technologies Inc. 427,916 674,558 USD 48,936 Vistra Energy Corp. 1,401,289 1,237,039 USD 5,016 Otter Tail Corp. 206,989 264,151 USD 11,387 WEC Energy Group Inc. 534,902 1,354,988 USD 15,479 PG&E Corp. 844,626 186,398 USD 18,779 Xcel Energy Inc. 825,231 1,593,407 USD 7,307 Pinnacle West Capital Corp. 635,001 727,040 USD 744 York Water Co 23,660 48,442 USD 5,625 PNM Resources Inc. 141,477 293,549 41,666,755 57,360,993 2.29 USD 6,430 Portland General Electric Co. 219,354 364,977 1,828,799,763 2,487,955,673 99.26 USD 34,208 PPL Corp. 1,237,934 1,200,036 USD 23,991 Public Service Enterprise Group Inc. 1,289,741 1,601,159 Embedded Broker Commissions (365,833)

USD 800 Pure Cycle Corp. 14,468 9,981 Total Investment $1,828,433,930 2,487,955,673 99.26 USD 9,940 Sempra Energy 1,149,924 1,581,974 USD 2,399 SJW Corp. 123,255 202,286 Currency Forward Contracts (a) (5,393,605) (0.22) USD 5,521 South Jersey Industries Inc. 148,630 187,309 Other Assets Less Liabilities 24,033,455 0.96 USD 36,664 Southern Co. 2,028,649 2,580,850

USD 4,572 Southwest Gas Holdings Inc. 282,323 428,592 Net Assets Attributable to Holders USD 1,400 Spark Energy Inc. 22,891 13,438 of Redeemable units 2,506,595,523 100.00 USD 3,676 Spire Inc. 211,566 327,930 (a) Currency Forward Contracts USD 23,502 TerraForm Power Inc. 411,114 588,356 USD 14,991 UGI Corp. 694,484 647,190 Currency codes used above are as follows: CAD - Canadian Dollar USD 1,900 Unitil Corp. 111,464 115,611 USD - U.S. Dollar

(a) Currency Forward Contracts Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counterparty Counterparty (1) July 2, 2020 CAD 249,783,300 USD (185,000,000) (1,370,894) BOA A+ July 2, 2020 CAD 6,207,042 USD (4,600,000) (37,873) RBC AA- July 2, 2020 CAD 5,505,115 USD (4,100,000) (61,004) BOA A+ July 2, 2020 CAD 5,236,885 USD (3,900,000) (57,716) BOA A+ July 2, 2020 USD 4,009,000 CAD (5,366,307) 76,270 UBS - AG A+ July 10, 2020 CAD 254,291,991 USD (190,000,000) (3,642,621) SST AA- July 2, 2020 USD 4,750,000 CAD (6,444,040) 4,515 UBS - AG A+ July 2, 2020 USD 4,700,000 CAD (6,376,708) 3,967 BNY A- July 10, 2020 USD 2,243,000 CAD (3,042,134) 2,856 CITI A+ July 10, 2020 USD 4,600,000 CAD (6,239,069) 5,673 CITI A+ July 2, 2020 USD 4,900,000 CAD (6,667,782) (15,588) HSBC A+ July 10, 2020 USD 4,353,000 CAD (5,923,393) (13,964) BOA A+ July 2, 2020 CAD 6,105,803 USD (4,500,000) (3,355) RBC AA- July 10, 2020 CAD 6,106,050 USD (4,500,000) (2,937) SST AA- July 17, 2020 CAD 125,488,858 USD (92,540,000) (135,977) SST AA- July 17, 2020 CAD 128,133,486 USD (94,500,000) (152,085) SST AA- July 17, 2020 USD 4,400,000 CAD (5,963,688) 9,396 CITI A+ July 10, 2020 USD 4,500,000 CAD (6,100,528) 8,458 SST AA- July 2, 2020 USD 2,513,000 CAD (3,406,021) 5,604 CITI A+ July 10, 2020 CAD 6,112,791 USD (4,500,000) 3,804 BOA A+ July 24, 2020 CAD 251,773,100 USD (185,307,000) 221,317 JPM A+ July 17, 2020 USD 4,502,000 CAD (6,144,424) (32,866) BOA A+ July 10, 2020 USD 4,503,000 CAD (6,149,707) (36,643) CITI A+ July 2, 2020 USD 4,504,000 CAD (6,149,847) (35,258) CITI A+ July 24, 2020 USD 4,500,000 CAD (6,145,169) (36,471) BNY A- July 24, 2020 USD 4,501,000 CAD (6,147,493) (37,438) BNY A- July 24, 2020 USD 3,261,000 CAD (4,453,231) (26,462) BNY A- July 2, 2020 USD 100,000,000 CAD (136,739,900) (980,807) NAT AUST AA- July 2, 2020 USD 76,724,000 CAD (104,919,073) (759,267) UBS - AG A+ July 31, 2020 CAD 130,576,004 USD (95,500,000) 938,688 NAT AUST AA- July 31, 2020 CAD 99,364,625 USD (72,668,000) 720,806 UBS - AG A+ July 31, 2020 CAD 4,371,386 USD (3,212,000) 11,235 CITI A+ July 31, 2020 CAD 6,125,239 USD (4,500,000) 16,682 SST AA- July 31, 2020 CAD 5,989,161 USD (4,400,000) 16,350 UBS - AG A+ (5,393,605)

The accompanying notes are an integral part of these financial statements 49 DFA U.S. Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

(1) Source: Standard & Poor’s as at June 30, 2020 BNY = Bank of New York BOA = Bank of America CITI = Citibank HSBC = HSBC Bank PLC JPM = JP Morgan NAT AUST = National Australia Bank RBC = Royal Bank of Canada SST = State Street Trust Company of Canada UBS - AG = USB AG Warburg

The accompanying notes are an integral part of these financial statements 50 DFA U.S. Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA U.S. Core Equity Fund is to achieve long-term capital appreciation primarily through exposure to investments in common stocks of U.S. companies. As part of its investment strategy, the Fund may also purchase REITs and other equities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2020 December 31, 2019 Information Technology 23.63 19.33

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund generally invests in a broad and diverse group of readily marketable equity securities of U.S. companies with a greater emphasis on small capitalization, value, and higher-profitability companies. As at June 30, 2020, the Fund’s investments as a percentage of net assets attributable to holders of redeemable units, traded on the U.S. stock exchanges was 99.13% (December 31, 2019: 99.10%). If equity prices on the U.S. stock exchanges had increased or decreased by 10% with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $248,795,567 (December 31, 2019: $254,356,744). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash, that are denominated in currencies other than the CAD, the functional currency. It is therefore exposed to currency risk, as the value of the assets and liabilities denominated in other currencies may fluctuate due to changes in exchange rates. On December 17, 2008, the Fund introduced hedged classes of units, which generally aim to hedge a majority of these units’ exposure to foreign currency risk. The tables below summarize both the Fund’s unhedged classes and hedged classes exposures to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets.

Currency Exposure for Class A, Class F and Class I Units

Aggregate (%) Aggregate (%) Financial of Unhedged Financial of Unhedged Instruments Currency Instruments Currency Exposure (CAD) Share Classes Exposure (CAD) Share Classes June 30, 2020 December 31, 2019 United States Dollar 1,524,418,453 100.10 1,566,717,480 99.53

The accompanying notes are an integral part of these financial statements 51 DFA U.S. Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes in Financial Forward Aggregate that Instruments Contracts are Exposed to Exposure (CAD) Exposure (CAD) Net Exposure (CAD) Currency (%) June 30, 2020 United States Dollar 980,440,543 964,259,629 16,180,914 1.64 December 31, 2019 United States Dollar 982,081,938 984,523,701 (2,441,763) (0.25)

If the US Dollar weakened (strengthened) versus the CAD by 10%, with all other variables held constant, net assets attributable to holders of redeemable units of the unhedged classes would have decreased (increased) by approximately 10.0% as at June 30, 2020 and would have decreased (increased) by approximately 10.0% as at December 31, 2019. For holders of redeemable units of hedged classes net assets would have decreased (increased) by approximately 0.2% as at June 30, 2020 and would have decreased (increased) by approximately 0.03% as at December 31, 2019. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund held forward foreign currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to economically hedge a majority of the foreign currency exposure for the hedged classes of units. When used on behalf of the hedged classes of units, the risk of the hedge is allocated to the hedged classes. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts. Other than as described above, as at June 30, 2020 and December 31, 2019, the Fund had no other significant investments in debt instruments and/or derivatives and therefore did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2020 and December 31, 2019, the Fund’s investments are considered readily realizable and highly liquid; therefore, the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months except for unitholders’ capital, which is due on demand.

The accompanying notes are an integral part of these financial statements 52 DFA U.S. Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Consumer Discretionary 11.86% 10.91% Consumer Staples 6.16% 5.58% Energy 2.95% 5.70% Financials 12.03% 15.56% Health Care 12.93% 11.60% Industrials 12.10% 12.28% Information Technology 23.63% 19.33% Materials 3.76% 4.13% Real Estate 3.00% 3.28% Communications Services 8.55% 8.61% Utilities 2.29% 2.12% Cash 0.81% 0.37% Currency Forward -0.22% 0.60% Net Other Assets/Liabilities 0.15% -0.07% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 53 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA U.S. Vector Note Equity Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 843,639,994 $ 947,266,233 Cash 6,102,132 4,611,592 Derivative assets 12 512,875 4,041,784 Receivables for investments sold 1,343,674 1,255,688 Accrued interest and dividends 610,850 758,147 Subscriptions receivable 3,132,898 156,957 Total assets 855,342,423 958,090,401

Liabilities Current liabilities Derivative liabilities 12 1,771,287 47,747 Payable for investments purchased 339,861 3,142,607 Redemptions payable 217,020 650,698 Management fees payable 111,196 138,080 Accrued expenses 195,854 190,523 Total liabilities 2,635,218 4,169,655

Net Assets attributable to holders of redeemable units $ 852,707,205 $ 953,920,746

Net Assets attributable to holders of redeemable units per class

Class A $ 15,007,650 $ 18,430,781 Class A(H) $ 3,041,711 $ 3,988,434 Class F $ 246,085,505 $ 304,111,273 Class F(H) $ 35,555,371 $ 73,868,873 Class I $ 368,619,773 $ 373,826,442 Class I(H) $ 184,397,195 $ 179,694,943

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 23.70 $ 27.80 Class A(H) $ 20.04 $ 24.95 Class F $ 24.29 $ 28.49 Class F(H) $ 18.88 $ 23.48 Class I $ 26.47 $ 31.05 Class I(H) $ 15.89 $ 19.77 Contingencies (see note 14)

The accompanying notes are an integral part of these financial statements 54 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Vector Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 9,793,324 $ 8,504,382 Interest income for distribution purposes 25,108 24,108 Net realized gain (loss) on sale of investments 22,557,827 11,341,118 Net realized gain (loss) on currency forward contracts (5,865,289) (300,176) Change in unrealized appreciation (depreciation) in value of investments and forward contracts (164,561,956) 74,457,398 Net gain (loss) on investments (138,050,986) 94,026,830 Other income Securities lending income 11 136,789 83,963 Foreign exchange gain (loss) on cash (181,163) (51,461) Change in unrealized appreciation (depreciation) in foreign exchange on cash (9,653) (18,109) Total income (loss) (138,105,013) 94,041,223

Expenses Management fees 5 643,256 748,343 Custodian fees 13,467 14,323 Audit fees 17,305 16,648 Legal fees 8,095 5,133 Broker commission expense 7 28,724 17,129 Valuation fees 17,197 16,968 Transaction fees 19,697 23,782 Filing fees 33,144 40,427 Securityholder reporting costs 64,223 65,776 Independent Review Committee fees 5 6,788 12,061 Withholding taxes 2,041,006 1,368,498 Other expenses 21,103 12,732 Total expenses 2,914,005 2,341,820

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (141,019,018) $ 91,699,403

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (2,616,773) $ 1,795,194 Class A(H) $ (772,866) $ 543,754 Class F $ (44,899,627) $ 29,157,581 Class F(H) $ (15,152,390) $ 9,364,919 Class I $ (47,641,851) $ 31,645,181 Class I(H) $ (29,935,511) $ 19,192,774

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (4.06) $ 2.45 Class A(H) $ (4.98) $ 2.87 Class F $ (4.34) $ 2.65 Class F(H) $ (5.77) $ 2.82 Class I $ (3.57) $ 2.84 Class I(H) $ (2.80) $ 2.37 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 55 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Vector Equity Fund 2020 2019 2020 2019

Class A Class A(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 18,430,781 $ 17,507,725 $ 3,988,434 $ 3,806,913

Increase (Decrease) in Net Assets attributable to holders of redeemable units (2,616,773) 1,795,194 (772,866) 543,754

Redeemable unit transactions Proceeds from redeemable units issued 790,368 676,721 59,241 133,996 Redemption of redeemable units (1,595,790) (1,300,571) (232,949) (114,035) Reinvestments of distributions to holders of redeemable units 18,327 14,632 5,750 3,871 (787,095) (609,218) (167,958) 23,832

Distributions to holders of redeemable units From net investment income (19,263) (15,229) (5,899) (3,897) (19,263) (15,229) (5,899) (3,897)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (3,423,131) 1,170,747 (946,723) 563,689

Net Assets attributable to holders of redeemable units at end of period $ 15,007,650 $ 18,678,472 $ 3,041,711 $ 4,370,602

2020 2019 2020 2019

Class F Class F(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 304,111,273 $ 270,899,651 $ 73,868,873 $ 63,365,176

Increase (Decrease) in Net Assets attributable to holders of redeemable units (44,899,627) 29,157,581 (15,152,390) 9,364,919

Redeemable unit transactions Proceeds from redeemable units issued 36,440,214 18,800,520 6,178,236 5,475,534 Redemption of redeemable units (48,806,873) (26,146,982) (29,158,850) (7,940,133) Reinvestments of distributions to holders of redeemable units 1,037,088 1,099,831 146,163 199,649 (11,329,571) (6,246,631) (22,834,451) (2,264,950)

Distributions to holders of redeemable units From net investment income (1,796,570) (1,870,055) (326,661) (450,384) (1,796,570) (1,870,055) (326,661) (450,384)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (58,025,768) 21,040,895 (38,313,502) 6,649,585

Net Assets attributable to holders of redeemable units at end of period $ 246,085,505 $ 291,940,546 $ 35,555,371 $ 70,014,761

The accompanying notes are an integral part of these financial statements 56 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Vector Equity Fund 2020 2019 2020 2019

Class I Class I(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 373,826,442 $ 282,246,095 $ 179,694,943 $ 123,610,248

Increase (Decrease) in Net Assets attributable to holders of redeemable units (47,641,851) 31,645,181 (29,935,511) 19,192,774

Redeemable unit transactions Proceeds from redeemable units issued 71,743,003 27,077,106 48,144,696 16,255,998 Redemption of redeemable units (29,278,618) (2,524,714) (13,506,933) (710,028) Reinvestments of distributions to holders of redeemable units 3,083,983 2,646,381 1,508,870 1,226,788 45,548,368 27,198,773 36,146,633 16,772,758

Distributions to holders of redeemable units From net investment income (3,113,186) (2,684,603) (1,508,870) (1,226,788) (3,113,186) (2,684,603) (1,508,870) (1,226,788)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (5,206,669) 56,159,351 4,702,252 34,738,744

Net Assets attributable to holders of redeemable units at end of period $ 368,619,773 $ 338,405,446 $ 184,397,195 $ 158,348,992

2020 2019

Total

Net Assets attributable to holders of redeemable units at beginning of period $ 953,920,746 $ 761,435,808

Increase (Decrease) in Net Assets attributable to holders of redeemable units (141,019,018) 91,699,403

Redeemable unit transactions Proceeds from redeemable units issued 163,355,758 68,419,875 Redemption of redeemable units (122,580,013) (38,736,463) Reinvestments of distributions to holders of redeemable units 5,800,181 5,191,152 46,575,926 34,874,564

Distributions to holders of redeemable units From net investment income (6,770,449) (6,250,956) (6,770,449) (6,250,956)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (101,213,541) 120,323,011

Net Assets attributable to holders of redeemable units at end of period $ 852,707,205 $ 881,758,819

The accompanying notes are an integral part of these financial statements 57 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA U.S. Vector Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (141,019,018) $ 91,699,403 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash 9,653 18,109 Net realized (gain) loss on sale of investments (22,557,827) (11,341,118) Change in unrealized (appreciation) depreciation in value of investments and forward contracts 164,561,956 (74,457,398) Purchases of investments (123,289,210) (82,472,305) Proceeds from sales of investments 87,273,037 39,195,858 Decrease (increase) in accrued interest and dividends 147,297 302,450 Increase (decrease) in management fees payable (26,884) (7,431) Increase (decrease) in accrued expenses 5,331 9,539 Net cash used in operating activities (34,895,665) (37,052,893)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (970,268) (1,059,804) Proceeds from redeemable units issued 155,750,902 73,835,749 Redemption of redeemable units (118,384,776) (36,719,221) Net cash from financing activities 36,395,858 36,056,724

Change in unrealized appreciation (depreciation) in foreign exchange on cash (9,653) (18,109) Net increase (decrease) in cash 1,500,193 (996,169) Cash at beginning of period 4,611,592 3,808,679 Cash at end of period 6,102,132 2,794,401

Items classified as operating activities

Dividends received, net of withholding taxes $ 7,917,775 $ 7,442,600 Interest received 25,108 24,108

The accompanying notes are an integral part of these financial statements 58 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

United States Of America USD 21,845 HighPoint Resources Corp 185,894 8,749 Energy USD 13,885 HollyFrontier Corp. 537,335 550,431 USD 500 Adams Resources & Energy Inc. 22,035 18,172 USD 4,113 International Seaways Inc. 122,980 91,240 USD 5,840 Amplify Energy Corp. 55,796 9,752 USD 76,086 Kinder Morgan Inc/DE 2,044,780 1,566,984 USD 24,759 Antero Resources Corp. 652,655 85,377 USD 2,130 KLX Energy Services Holdings Inc. 33,643 6,217 USD 5,744 Apache Corp. 291,559 105,274 USD 50,918 Kosmos Energy Ltd. 426,193 114,750 USD 1,554 Laredo Petroleum Inc. 115,452 29,241 USD 3,567 Arch Resources Inc. 344,387 137,578 USD 11,616 Liberty Oilfield Services Inc. 173,034 86,419 USD 19,324 Archrock Inc. 237,727 170,261 USD 5,258 Mammoth Energy Services Inc 197,858 8,423 USD 3,390 Ardmore Shipping Corp. 31,911 19,974 USD 55,536 Marathon Oil Corp. 1,398,899 461,424 USD 2,171 Aspen Aerogels Inc. 28,119 19,394 USD 30,816 Marathon Petroleum Corp. 2,124,051 1,563,831 USD 17,109 Baker Hughes a GE Co. 612,939 357,468 USD 15,012 Matador Resources Co. 481,449 173,233 USD 8,396 Berry Petroleum Corp. 130,705 55,055 USD 3,070 Matrix Service Co. 32,285 40,512 USD 2,560 Bonanza Creek Energy Inc 102,720 51,507 USD 2,372 Montage Resources Corp. 17,880 12,720 USD 984 Bristow Group Inc. 64,700 18,609 USD 22,833 Murphy Oil Corp. 831,321 427,776 USD 28,314 Cabot Oil & Gas Corp. 768,260 660,387 USD 922 Nabors Industries Ltd. 244,965 46,338 USD 1,907 Cactus Inc. 89,444 53,410 USD 745 NACCO Industries Inc. 9,739 23,566 USD 2,080 California Resources Corp. 99,551 3,445 USD 25,663 National Oilwell Varco Inc. 1,083,039 426,793 USD 59,972 Callon Petroleum Co. 775,329 93,631 USD 2,063 Natural Gas Services Group Inc. 52,280 17,561 Centennial Resource Development USD 28,022 Inc/DE 496,803 33,858 USD 13,000 Newpark Resources Inc. 88,377 39,357 USD 12,370 ChampionX Corp. 433,359 163,906 USD 27,743 Nextier Oilfield Solution Inc. 457,967 92,277 USD 3,285 Nine Energy Service Inc. 102,325 8,696 USD 90,581 Chevron Corp. 11,443,119 10,972,919 USD 22,539 Noble Energy Inc. 1,156,961 274,164 USD 9,651 Cimarex Energy Co. 979,597 360,181 USD 14,001 Nordic American Tankers Ltd. 94,898 77,172 USD 17,304 Clean Energy Fuels Corp. 51,845 52,152 USD 45,296 Northern Oil and Gas Inc. 167,281 51,587 USD 26,048 CNX Resources Corp. 423,605 305,890 USD 42,089 Oasis Petroleum Inc. 541,477 42,855 USD 3,793 Co.ntango Oil & Gas Co. 48,485 11,792 USD 43,290 Occidental Petroleum Corp. 3,224,930 1,075,506 USD 9,459 Concho Resources Inc. 1,247,755 661,320 USD 12,413 Oceaneering International Inc. 493,373 107,684 USD 62,329 ConocoPhillips 4,393,505 3,555,661 USD 7,630 Oil States International Inc. 388,784 49,203 USD 4,598 CONSOL Energy Inc. 171,479 31,648 USD 8,048 ONEOK Inc. 672,879 362,963 USD 7,580 Continental Resources Inc/OK 377,657 180,395 USD 7,144 Overseas Shipholding Group Inc. 34,085 18,040 USD 915 Core Laboratories NV 97,595 25,242 USD 1,579 Panhandle Oil and Gas Inc. 41,329 5,745 USD 9,229 CVR Energy Inc. 474,638 251,965 USD 6,836 Par Pacific Holdings Inc. 136,419 83,433 USD 10,666 Delek US Holdings Inc. 187,366 252,105 USD 35,888 Parsley Energy Inc. 1,066,961 520,349 USD 64,268 Denbury Resources Inc 225,777 24,090 USD 27,071 Patterson-UTI Energy Inc. 598,799 127,529 USD 29,733 Devon Energy Corp. 1,185,010 457,747 USD 16,283 PBF Energy Inc. 564,367 226,365 USD 23,678 DHT Holdings Inc. 195,044 164,906 USD 13,593 PDC Energy Inc. 757,579 229,567 USD 2,349 Diamondback Energy Inc. 310,766 133,365 USD 13,454 Peabody Energy Corp. 573,204 52,604 USD 1,375 DMC Global Inc. 21,463 51,521 USD 1,733 Penn Virginia Corp. 81,923 22,422 USD 7,249 Dorian LPG Ltd. 94,752 76,172 USD 15,989 Phillips 66 1,623,609 1,560,718 USD 5,185 Dril-Quip Inc. 389,236 209,698 USD 7,982 Pioneer Natural Resources Co. 1,475,374 1,058,718 USD 3,601 Earthstone Energy Inc 44,600 13,884 USD 273 PrimeEnergy Resources Corp. 52,925 26,348 USD 37,405 Enlink Midstream LLC 675,970 123,906 USD 14,876 ProPetro Holding Corp. 331,650 103,806 USD 27,206 EOG Resources Inc. 2,844,948 1,871,130 USD 31,361 QEP Resources Inc. 587,152 54,923 USD 13,648 EQT Corp. 259,281 220,491 USD 35,408 Range Resources Corp. 1,070,269 270,636 USD 13,121 Equitrans Midstream Corp. 259,747 148,027 USD 5,877 Renewable Energy Group Inc. 70,259 197,711 USD 4,165 Evolution Petroleum Corp. 44,652 15,832 USD 791 REX American Resources Corp. 47,493 74,494 USD 5,230 Exterran Corp. 110,622 38,271 USD 1,200 RigNet Inc. 19,907 3,503 USD 156,645 Exxon Mobil Corp. 15,218,813 9,510,263 USD 5,534 Ring Energy Inc. 96,096 8,715 USD 12,946 Forum Energy Technologies Inc. 90,111 9,282 USD 26,229 RPC Inc. 298,506 109,675 USD 26,394 Frank’s International NV 281,041 79,907 USD 2,329 SandRidge Energy Inc. 27,269 4,079 USD 9,367 GasLog Ltd. 238,792 35,734 USD 51,916 Schlumberger Ltd. 3,096,215 1,296,156 USD 1,599 Geospace Technologies Corp. 27,541 16,325 USD 8,700 Scorpio Tankers Inc. 243,704 151,301 USD 7,512 Green Plains Inc. 120,518 104,176 USD 2,098 SEACOR Holdings Inc. 98,861 80,663 USD 29,272 Gulfport Energy Corp. 579,402 43,316 USD 2,109 SEACOR Marine Holdings Inc. 56,161 7,301 USD 35,740 Halliburton Co. 1,303,084 629,801 USD 7,963 Select Energy Services Inc 158,537 52,972 USD 22,510 Helix Energy Solutions Group Inc. 263,440 106,042 USD 18,542 SFL Corp. Ltd. 313,347 233,855 USD 8,907 Helmerich & Payne Inc. 588,171 235,919 USD 616 SilverBow Resources Inc. 24,586 2,684 USD 15,561 Hess Corp. 969,742 1,094,524 USD 17,446 SM Energy Co. 658,320 88,818

The accompanying notes are an integral part of these financial statements 59 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 3,512 Solaris Oilfield Infrastructure Inc. 56,438 35,378 USD 5,024 FMC Corp. 434,102 679,470 USD 88,115 Southwestern Energy Co 577,168 306,241 USD 1,800 Forterra Inc. 15,338 27,272 USD 9,428 Talos Energy Inc 389,489 117,756 USD 50,636 Freeport-McMoRan Inc. 855,341 795,366 USD 10,993 Targa Resources Corp. 622,920 299,528 USD 800 Friedman Industries Inc. 8,014 5,485 USD 26,636 TechnipFMC PLC 952,937 247,343 USD 4,933 FutureFuel Corp. 79,062 80,030 USD 3,647 Teekay Tankers Ltd. 117,177 63,474 USD 10,297 GCP Applied Technologies Inc. 376,678 259,735 USD 4,906 Tidewater Inc. 173,171 37,232 USD 3,908 Gold Resource Corp. 34,123 21,806 USD 85,220 Transocean Ltd. 1,118,747 211,722 USD 31,744 Graphic Packaging Holding Co. 357,994 602,911 USD 9,548 US Silica Holdings Inc. 221,039 46,794 USD 3,931 Greif Inc. 234,592 183,638 USD 16,265 Valero Energy Corp. 788,598 1,298,833 USD 1,606 Greif Inc. 117,520 91,203 USD 5,595 W&T Offshore Inc. 51,330 17,318 USD 1,846 Hawkins Inc. 82,517 106,712 USD 41,230 Williams Cos Inc 1,366,636 1,064,628 USD 2,529 Haynes International Inc. 124,370 80,204 USD 9,141 World Fuel Services Corp. 414,377 319,679 USD 7,381 HB Fuller Co. 318,409 446,914 USD 47,348 WPX Energy Inc. 824,028 410,106 USD 78,740 Hecla Mining Co. 409,602 349,556 90,858,458 53,119,491 6.23 USD 17,110 Huntsman Corp. 449,464 417,419 USD 2,101 Ingevity Corp. 130,464 149,959 Materials USD 3,030 Innospec Inc. 118,196 317,772 USD 4,545 AdvanSix Inc. 177,779 72,440 USD 2,497 International Flavors & Fragrances Inc. 430,730 415,133 USD 2,796 AgroFresh Solutions Inc. 27,268 11,501 USD 28,167 International Paper Co. 1,666,746 1,346,421 USD 4,487 Air Products & Chemicals Inc. 966,691 1,470,874 USD 10,464 Intrepid Potash Inc. 42,340 14,064 USD 8,497 Albemarle Corp. 797,927 890,663 USD 1,521 Kaiser Aluminum Corp. 78,214 152,019 USD 24,718 Alcoa Upstream Corp. 963,040 377,184 USD 677 Koppers Holdings Inc. 21,391 17,316 USD 15,112 Allegheny Technologies Inc. 519,657 209,060 USD 5,463 Kraton Corp. 167,073 128,159 USD 61,553 Amcor PLC 677,350 853,197 USD 9,837 Kronos Worldwide Inc. 259,825 139,023 USD 4,433 American Vanguard Corp. 62,993 82,811 USD 8,534 Linde PLC 1,901,548 2,457,469 USD 3,691 Aptargroup Inc. 237,221 561,124 USD 14,028 Livent Corp. 126,955 117,314 USD 6,941 Arconic Corp. 156,026 131,265 USD 13,375 Louisiana-Pacific Corp. 266,146 465,753 USD 5,390 Ashland Global Holdings Inc. 349,960 505,640 USD 2,900 LSB Industries Inc. 78,496 4,567 USD 1,711 Avery Dennison Corp. 171,388 265,016 USD 23,269 LyondellBasell Industries NV 2,139,771 2,076,106 USD 17,151 Axalta Coating Systems Ltd. 653,175 525,062 USD 2,360 Martin Marietta Materials Inc. 461,995 661,841 USD 2,405 Balchem Corp. 188,665 309,722 USD 2,894 Materion Corp. 84,394 241,589 USD 5,228 Ball Corp. 271,129 493,210 USD 10,863 Mercer International Inc. 146,459 120,341 USD 9,271 Berry Global Group Inc. 544,575 557,828 USD 4,418 Minerals Technologies Inc. 223,770 281,482 USD 5,426 Boise Cascade Co. 181,602 277,049 USD 27,377 Mosaic Co 1,064,859 464,962 USD 7,723 Cabot Corp. 396,135 388,462 USD 4,360 Myers Industries Inc. 47,979 86,124 USD 7,715 Carpenter Technology Corp. 382,099 254,307 USD 2,409 Neenah Inc. 97,271 161,758 USD 4,577 Celanese Corp. 486,904 536,497 USD 523 NewMarket Corp. 236,067 284,352 USD 12,579 Century Aluminum Co. 176,343 121,761 USD 29,615 Newmont Mining Corp. 1,272,833 2,482,290 USD 11,464 CF Industries Holdings Inc. 615,070 437,960 USD 10,416 Nexa Resources SA 132,272 93,895 USD 900 Chase Corp. 11,427 125,239 USD 19,272 Nucor Corp. 1,098,701 1,083,443 USD 22,157 Chemours Co 768,931 461,736 USD 8,000 O-I Glass Inc. 202,238 97,531 USD 2,708 Clearwater Paper Corp. 132,384 132,828 USD 22,936 Olin Corp. 522,056 357,777 USD 18,563 Cleveland-Cliffs Inc. 250,030 139,111 USD 1,138 Olympic Steel Inc. 28,699 18,153 USD 30,367 Coeur Mining Inc. 316,012 209,430 USD 6,477 Packaging Corp of America 756,095 877,564 USD 16,745 Commercial Metals Co. 252,915 463,756 USD 6,000 PH Glatfelter Co. 89,404 130,738 USD 5,388 Compass Minerals International Inc. 483,213 356,596 USD 14,470 PolyOne Corp. 424,236 515,277 USD 1,000 Core Molding Technologies Inc. 18,907 5,593 USD 10,845 PPG Industries Inc. 1,419,171 1,561,548 USD 28,441 Corteva Inc. 1,289,306 1,034,408 USD 8,593 PQ Group Holdings Inc. 159,923 154,457 USD 4,075 Crown Holdings Inc 256,087 360,315 USD 6,198 Rayonier Advanced Materials Inc. 115,166 23,645 USD 8,452 Domtar Corp. 344,254 242,227 USD 6,912 Reliance Steel & Aluminum Co. 451,028 890,802 USD 27,448 Dow Inc. 1,691,155 1,518,865 USD 8,636 Resolute Forest Products Inc. 107,010 24,738 USD 30,532 DuPont de Nemours Inc. 3,337,900 2,202,263 USD 2,678 Royal Gold Inc. 175,187 451,987 USD 4,360 Eagle Materials Inc. 454,561 415,644 USD 4,474 RPM International Inc. 358,168 455,910 USD 11,522 Eastman Chemical Co. 1,011,449 1,089,333 USD 4,489 Ryerson Holding Corp. 42,096 34,311 USD 1,742 Ecolab Inc. 357,698 470,507 USD 3,219 Schnitzer Steel Industries Inc. 86,638 77,089 USD 37,665 Element Solutions Inc. 623,013 554,807 USD 4,201 Schweitzer-Mauduit International Inc. 161,094 190,548 USD 14,621 Ferro Corp. 244,408 237,004 USD 1,701 Scotts Miracle-Gro Co 193,062 310,530 USD 18,765 Ferroglobe PLC 251,113 12,633 USD 1,179 Sealed Air Corp. 52,627 52,580 USD 12,241 Ferroglobe PLC, Untis – – USD 5,446 Sensient Technologies Corp. 398,016 385,647

The accompanying notes are an integral part of these financial statements 60 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 16,695 Silgan Holdings Inc. 537,202 734,128 USD 2,893 Astec Industries Inc. 157,390 181,885 USD 6,850 Sonoco Products Co. 352,576 486,277 USD 613 Astronics Corp. 22,198 8,530 USD 3,546 Southern Copper Corp. 143,358 191,456 USD 3,327 Astronics Corp. 123,472 47,697 USD 24,272 Steel Dynamics Inc. 807,215 859,714 USD 7,687 Atkore International Group Inc 212,677 285,423 USD 3,233 Stepan Co. 226,895 426,186 USD 1,671 Axon Enterprise Inc. 35,383 222,614 USD 19,047 Summit Materials Inc. 571,697 415,802 USD 3,219 AZZ Inc. 131,894 149,983 USD 11,312 SunCoke Energy Inc. 173,982 45,457 USD 7,245 Barnes Group Inc. 379,572 389,107 USD 3,402 Tecnoglass Inc. 32,979 25,171 USD 8,519 Beacon Roofing Supply Inc. 281,925 304,981 USD 4,211 TimkenSteel Corp. 65,633 22,239 USD 9,544 BMC Stock Holdings Inc. 249,361 325,739 USD 1,385 Trecora Resources 18,687 11,789 USD 5,274 Briggs & Stratton Corp. 130,215 9,380 USD 3,896 Tredegar Corp. 87,287 81,454 USD 17,101 Builders FirstSource Inc. 303,152 480,580 USD 6,128 Trinseo SA 453,362 184,358 USD 1,783 BWX Technologies Inc. 33,323 137,104 USD 16,480 Tronox Holdings PLC 350,526 161,536 USD 2,863 CAI International Inc. 60,592 64,755 USD 300 UFP Technologies Inc. 15,173 17,945 USD 3,835 Carlisle Cos Inc. 448,884 623,053 USD 654 United States Lime & Minerals Inc. 31,713 74,972 USD 24,670 Carrier Global Corp. 554,776 744,196 USD 23,359 United States Steel Corp. 600,176 228,963 USD 9,947 Caterpillar Inc. 1,202,594 1,708,271 Universal Stainless & Alloy USD 4,457 Chart Industries Inc. 196,940 293,406 USD 896 Products Inc. 15,492 10,461 USD 2,086 CIRCOR International Inc. 90,250 72,159 USD 2,970 US Concrete Inc. 209,708 99,996 USD 16,531 Colfax Corp. 669,109 626,149 USD 3,313 Valvoline Inc. 41,531 86,942 USD 3,566 Columbus McKinnon Corp/NY 100,798 161,939 USD 9,877 Venator Materials PLC 79,915 24,002 USD 5,849 Comfort Systems USA Inc. 123,004 323,581 USD 4,145 Verso Corp. 92,012 67,302 USD 4,343 Commercial Vehicle Group Inc. 32,254 17,040 USD 5,394 Vulcan Materials Co. 654,044 848,362 USD 4,001 Construction Partners Inc. 73,159 96,469 USD 8,784 Warrior Met Coal Inc 308,512 183,529 USD 7,610 Cornerstone Building Brands Inc. 120,604 62,608 USD 8,679 Westlake Chemical Corp. 688,634 632,140 USD 1,068 CPI Aerostructures Inc. 16,694 4,770 USD 19,822 WestRock Co. 1,072,226 760,491 USD 7,423 Crane Co. 543,332 599,209 USD 8,327 Worthington Industries Inc. 324,606 421,669 USD 2,443 CSW Industrials Inc. 158,930 229,213 USD 3,681 WR Grace & Co. 272,107 253,915 USD 3,670 Cubic Corp. 189,711 239,306 51,258,543 51,242,889 6.01 USD 10,432 Cummins Inc. 1,876,921 2,453,805 USD 3,277 Curtiss-Wright Corp. 102,333 397,196 Industrials USD 6,913 Deere & Co. 1,097,427 1,474,875 Capital Goods USD 6,489 Donaldson Co Inc. 380,079 409,819 USD 3,110 AAON Inc. 74,674 229,221 USD 3,095 Douglas Dynamics Inc. 69,468 147,567 USD 5,862 AAR Corp. 192,020 164,498 USD 5,235 Dover Corp. 400,389 686,259 USD 2,687 Acuity Brands Inc. 423,931 349,249 USD 1,994 Ducommun Inc. 55,684 94,396 USD 5,246 Advanced Drainage Systems Inc. 155,720 351,827 USD 2,232 DXP Enterprises Inc/TX 73,145 60,331 USD 13,286 AECOM 425,229 677,837 USD 4,470 Dycom Industries Inc. 244,815 248,141 USD 3,691 Aegion Corp. 74,256 79,523 USD 11,703 Eaton Corp PLC 829,474 1,389,889 USD 7,264 Aerojet Rocketdyne Holdings Inc. 315,194 390,916 USD 4,849 EMCOR Group Inc. 185,644 435,402 USD 2,328 Aerovironment Inc. 113,114 251,671 USD 9,517 Emerson Electric Co. 695,522 801,449 USD 7,709 AGCO Corp. 397,708 580,433 USD 2,839 Encore Wire Corp. 120,216 188,164 USD 12,173 Air Lease Corp. 505,847 484,051 USD 5,300 Energy Recovery Inc. 54,900 54,648 USD 1,321 Alamo Group Inc. 88,002 184,075 USD 7,813 Enerpac Tool Group Corp. 196,009 186,683 USD 4,080 Albany International Corp. 207,520 325,197 USD 6,344 EnerSys 413,995 554,483 USD 969 Allegion PLC 104,503 134,473 USD 3,303 EnPro Industries Inc. 222,021 221,025 USD 1,300 Allied Motion Technologies Inc. 43,347 62,301 USD 2,716 ESCO Technologies Inc. 151,652 311,684 USD 7,079 Allison Transmission Holdings Inc. 343,211 353,474 USD 15,573 Evoqua Water Technologies Corp. 240,170 393,242 USD 9,071 Altra Industrial Motion Corp. 295,654 392,351 USD 3,600 Fastenal Co. 92,175 209,376 USD 3,727 Ameresco Inc. 52,840 140,561 USD 9,725 Federal Signal Corp. 138,955 392,517 USD 3,400 American Superconductor Corp. 26,709 37,527 USD 7,808 Flowserve Corp. 457,082 302,318 USD 2,372 American Woodmark Corp. 152,634 243,612 USD 11,026 Fluor Corp. 652,251 180,825 USD 9,496 AMETEK Inc. 694,891 1,152,144 USD 12,789 Fortive Corp. 1,178,597 1,174,743 USD 5,582 AO Smith Corp. 273,152 357,083 USD 9,979 Fortune Brands Home & Security Inc. 523,584 866,096 USD 4,594 Apogee Enterprises Inc. 175,435 143,697 USD 5,477 Franklin Electric Co Inc. 171,808 390,519 USD 4,949 Applied Industrial Technologies Inc. 185,350 419,186 USD 3,276 Gates Industrial Corp PLC 36,858 45,721 USD 6,719 Arcosa Inc. 147,032 384,938 USD 5,035 GATX Corp. 281,115 416,832 USD 1,800 Argan Inc. 38,710 115,782 USD 5,839 Generac Holdings Inc. 325,521 966,548 USD 4,237 Armstrong Flooring Inc. 86,605 17,197 USD 5,703 General Dynamics Corp. 1,096,922 1,157,184 USD 1,683 Armstrong World Industries Inc. 141,873 178,127 USD 200,284 General Electric Co. 2,392,618 1,857,125

The accompanying notes are an integral part of these financial statements 61 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 3,947 Gibraltar Industries Inc. 97,704 257,260 USD 4,867 MSC Industrial Direct Co Inc. 482,222 481,090 USD 5,624 GMS Inc. 215,614 187,749 USD 7,303 Mueller Industries Inc. 187,118 263,530 USD 2,944 Goldfield Corp 12,925 14,828 USD 21,800 Mueller Water Products Inc. 211,389 279,089 USD 2,695 Gorman-Rupp Co 81,153 113,714 USD 3,088 MYR Group Inc. 74,273 133,776 USD 6,464 Graco Inc. 364,689 421,140 USD 776 National Presto Industries Inc. 75,058 92,066 USD 1,626 GrafTech International Ltd. 29,126 17,616 USD 1,140 Navistar International Corp. 42,265 43,644 USD 916 Graham Corp. 28,139 15,843 USD 5,534 NN Inc. 71,159 35,612 USD 6,552 Granite Construction Inc. 324,668 170,246 USD 2,417 Nordson Corp. 370,323 622,502 USD 7,591 Great Lakes Dredge & Dock Corp. 53,705 95,430 USD 1,340 Northrop Grumman Corp. 494,882 559,293 USD 4,604 Greenbrier Cos Inc 91,765 142,197 USD 1,636 Northwest Pipe Co. 42,009 55,682 USD 5,769 Griffon Corp. 80,592 145,049 USD 15,947 NOW Inc. 347,176 186,837 USD 5,684 H&E Equipment Services Inc. 134,388 142,604 USD 1,566 NV5 Global Inc. 99,345 108,065 USD 9,035 Harsco Corp. 218,808 165,713 USD 23,403 nVent Electric PLC 629,950 595,091 USD 11,012 HD Supply Holdings Inc. 544,493 518,017 USD 360 Omega Flex Inc. 6,372 51,709 USD 776 HEICO Corp. 55,037 104,982 USD 6,251 Orion Group Holdings Inc. 47,293 26,647 USD 979 HEICO Corp. 44,137 107,948 USD 6,443 Oshkosh Corp. 256,181 626,465 USD 4,019 Helios Technologies Inc. 216,448 203,244 USD 5,361 Otis Worldwide Corp. 381,407 413,835 USD 4,455 Herc Holdings Inc. 527,168 185,871 USD 8,925 Owens Corning 397,615 675,624 USD 4,978 Hexcel Corp. 154,483 305,604 USD 22,745 PACCAR Inc. 1,953,399 2,311,277 USD 5,634 Hillenbrand Inc. 217,884 207,052 USD 1,899 Park Aerospace Corp. 52,316 28,720 USD 3,965 Honeywell International Inc. 863,080 778,315 USD 6,988 Parker-Hannifin Corp. 1,286,705 1,738,675 USD 2,523 Houston Wire & Cable Co. 34,307 8,084 USD 1,365 Park-Ohio Holdings Corp. 79,071 30,743 USD 27,764 Howmet Aerospace Inc. 640,747 597,428 USD 3,837 Patrick Industries Inc. 215,649 319,060 USD 3,716 Hubbell Inc. 509,072 632,425 USD 10,336 Pentair PLC 436,128 533,084 USD 1,864 Huntington Ingalls Industries Inc. 431,988 441,561 USD 7,335 PGT Innovations Inc. 129,506 156,142 USD 1,300 Hurco Cos Inc. 32,945 49,364 USD 1,450 Powell Industries Inc. 67,721 53,918 USD 1,735 Hyster-Yale Materials Handling Inc. 122,987 91,062 USD 663 Preformed Line Products Co. 70,336 45,014 USD 1,406 IDEX Corp. 183,181 301,666 USD 6,312 Primoris Services Corp. 166,482 152,189 USD 2,550 IES Holdings Inc. 17,997 80,212 USD 3,351 Proto Labs Inc. 304,448 511,665 USD 14,231 Ingersoll-Rand Inc. 513,606 543,282 USD 3,493 Quanex Building Products Corp. 81,479 65,821 USD 1,100 Innovative Solutions & Support Inc. 5,665 7,467 USD 14,210 Quanta Services Inc. 508,208 756,809 USD 1,871 Insteel Industries Inc. 33,599 48,439 USD 4,183 Raven Industries Inc. 156,658 122,153 USD 6,126 ITT Inc. 350,742 488,523 USD 58,764 Raytheon Technologies Corp. 4,759,324 4,915,947 USD 4,050 Jacobs Engineering Group Inc. 242,066 466,257 USD 2,293 RBC Bearings Inc. 335,746 417,266 USD 14,097 JELD-WEN Holding Inc 338,153 308,316 USD 5,867 Regal Beloit Corp. 535,707 695,511 USD 4,620 John Bean Technologies Corp. 396,477 539,530 USD 15,775 Resideo Technologies Inc. 444,385 250,999 USD 28,753 Johnson Controls International plc 1,442,710 1,332,665 USD 7,761 REV Group Inc. 110,317 64,272 USD 1,310 Kadant Inc. 93,200 177,242 USD 16,558 Rexnord Corp. 543,371 655,271 USD 3,608 Kaman Corp. 177,755 203,767 USD 1,678 Roper Technologies Inc. 566,949 884,482 USD 10,968 Kennametal Inc. 445,745 427,499 USD 4,343 Rush Enterprises Inc., Class A 91,580 244,452 Kratos Defense & Security USD 600 Rush Enterprises Inc., Class B 37,401 29,047 USD 10,476 Solutions Inc. 116,175 222,294 USD 11,575 Sensata Technologies Holding PLC 682,807 585,044 USD 2,104 L3Harris Technologies Inc. 547,122 484,646 USD 3,867 Shyft Group Inc 28,632 88,408 USD 1,405 Lawson Products Inc/DE 22,330 61,534 USD 5,187 Simpson Manufacturing Co Inc. 217,495 594,055 USD 1,625 LB Foster Co. 56,743 28,172 USD 1,953 SiteOne Landscape Supply Inc. 140,725 302,181 USD 261 Lennox International Inc. 75,228 82,557 USD 3,959 Snap-on Inc. 556,836 744,459 USD 2,735 Lincoln Electric Holdings Inc. 277,836 312,788 USD 5,299 Spirit Aerosystems Holdings Inc. 463,644 172,223 USD 1,228 Lindsay Corp. 117,604 153,727 USD 5,737 SPX Corp. 186,693 320,501 USD 2,100 LSI Industries Inc. 16,289 18,446 USD 5,828 SPX Flow Inc. 258,723 296,230 USD 2,438 Lydall Inc. 64,465 44,882 USD 1,527 Standex International Corp. 81,241 119,305 USD 3,842 Manitowoc Co Inc 107,907 56,746 USD 6,257 Stanley Black & Decker Inc. 1,074,893 1,183,970 USD 4,211 Masonite International Corp. 377,882 444,659 USD 3,177 Sterling Construction Co Inc. 38,654 45,158 USD 8,780 MasTec Inc. 176,900 534,841 USD 17,345 Sunrun Inc. 248,695 464,361 USD 4,919 Mercury Systems Inc. 207,277 525,297 USD 4,467 Systemax Inc. 96,064 124,563 USD 13,792 Meritor Inc. 363,036 370,738 USD 924 Teledyne Technologies Inc. 134,877 390,065 USD 2,981 Middleby Corp 420,774 319,472 USD 2,408 Tennant Co. 168,726 212,525 USD 1,500 Miller Industries Inc/TN 20,276 60,624 USD 9,956 Terex Corp. 319,580 253,702 USD 4,645 Moog Inc. 331,240 334,096 USD 5,514 Textainer Group Holdings Ltd. 145,387 61,234 USD 11,993 MRC Global Inc. 308,613 96,225 USD 11,152 Textron Inc. 441,952 498,259

The accompanying notes are an integral part of these financial statements 62 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 3,595 Thermon Group Holdings Inc. 109,936 71,110 USD 172 CoStar Group Inc. 76,125 165,947 USD 10,474 Timken Co 530,576 646,849 USD 12,552 Covanta Holding Corp. 251,789 163,420 USD 5,693 Titan International Inc. 78,251 11,284 USD 1,600 CRA International Inc. 56,625 85,801 USD 2,269 Titan Machinery Inc. 52,476 33,453 USD 4,112 Deluxe Corp. 280,731 131,412 USD 3,866 Toro Co 300,338 348,186 USD 3,622 Ennis Inc. 63,459 89,199 USD 2,719 TPI Composites Inc. 78,594 86,266 USD 1,996 Equifax Inc. 340,914 465,758 USD 12,251 Trane Technologies plc 1,395,394 1,479,920 USD 2,800 Exponent Inc. 19,813 307,639 USD 1,518 Trex Co Inc. 118,653 268,054 USD 1,687 Forrester Research Inc. 68,449 73,381 USD 7,595 Trimas Corp. 195,093 246,949 USD 1,100 Franklin Co.vey Co. 8,795 31,958 USD 18,097 Trinity Industries Inc. 280,535 523,066 USD 4,429 FTI Consulting Inc. 251,155 688,771 USD 10,771 Triton International Ltd/Bermuda 391,365 442,193 USD 1,700 GP Strategies Corp. 12,597 19,802 USD 7,052 Tutor Perini Corp. 160,544 116,609 USD 9,976 Healthcare Services Group Inc. 343,764 331,274 USD 569 Twin Disc Inc. 16,162 4,280 USD 2,752 Heidrick & Struggles International Inc. 89,435 80,775 USD 9,477 UFP Industries Inc. 268,318 636,998 USD 2,442 Heritage-Crystal Clean Inc. 51,765 57,885 USD 2,100 Ultralife Corp. 8,564 19,985 USD 9,080 Herman Miller Inc. 348,012 291,042 USD 5,893 United Rentals Inc. 838,782 1,192,377 USD 6,318 Hill International Inc. 35,852 13,038 USD 5,347 HNI Corp. 221,190 221,912 USD 20,556 Univar Inc. 668,646 470,512 USD 1,879 Huron Consulting Group Inc. 81,664 112,879 USD 2,538 Valmont Industries Inc. 391,625 391,490 USD 1,812 IAA Inc. 50,265 94,882 USD 1,228 Vectrus Inc. 30,034 81,907 USD 2,285 ICF International Inc. 90,110 201,111 USD 1,746 Veritiv Corp. 86,935 40,202 USD 4,546 InnerWorkings Inc. 32,285 8,147 USD 932 Vicor Corp. 50,012 91,038 USD 766 Insperity Inc. 12,197 67,314 USD 4,762 Vivint Solar Inc. 30,408 64,003 USD 8,784 Interface Inc. 177,354 97,071 USD 8,407 Wabash National Corp. 165,362 121,210 USD 13,460 KAR Auction Services Inc. 296,070 251,442 USD 7,292 Wabtec Corp. 651,244 569,924 USD 4,070 Kelly Services Inc. 91,382 87,385 USD 1,344 Watsco Inc. 240,515 324,236 USD 2,767 Kforce Inc. 46,495 109,878 USD 3,653 Watts Water Technologies Inc. 270,976 401,707 USD 5,300 Kimball International Inc. 55,297 83,178 USD 5,713 Welbilt Inc. 127,550 47,234 USD 5,658 Knoll Inc. 126,144 93,636 USD 2,862 WESCO International Inc. 103,188 103,043 USD 7,804 Korn Ferry 215,879 325,577 USD 7,782 WESCO International Inc. 540,745 370,934 USD 5,148 Manpowergroup Inc. 284,905 480,491 USD 200 Willis Lease Finance Corp. 2,867 6,593 USD 5,391 Matthews International Corp. 277,967 139,790 USD 14,161 Willscot Corp. 215,008 236,276 USD 3,049 McGrath RentCorp. 90,844 223,566 USD 3,783 Woodward Inc. 147,029 398,284 USD 2,300 Mistras Group Inc. 41,249 12,334 USD 400 WW Grainger Inc. 104,194 170,602 USD 7,113 Mobile Mini Inc. 167,650 284,872 USD 4,692 Xylem Inc/NY 267,605 413,788 USD 1,851 MSA Safety Inc. 199,089 287,580 72,463,420 87,395,794 10.25 USD 28,679 Nielsen Holdings PLC 1,101,049 578,571 USD 4,100 NL Industries Inc. 31,329 18,981 Commercial Services & Supplies USD 3,008 PICO Holdings Inc. 87,789 34,425 Commercial & Professional Services USD 21,420 Pitney Bowes Inc. 200,250 75,608 USD 9,937 ABM Industries Inc. 339,555 489,707 USD 5,939 Quad/Graphics Inc. 158,332 26,204 USD 17,500 ACCO Brands Corp. 121,526 168,683 USD 198 RCM Technologies Inc. 670 360 USD 27,703 ADT Inc. 235,795 300,126 USD 13,926 Republic Services Inc. 949,471 1,551,241 USD 10,452 Advanced Disposal Services Inc 312,887 428,104 USD 3,800 Resources Connection Inc. 72,015 61,752 USD 720 AMREP Corp. 9,311 4,408 USD 6,289 Robert Half International Inc. 463,125 451,062 USD 4,941 ARC Document Solutions Inc. 34,588 6,708 USD 2,448 SP Plus Corp. 69,133 68,828 USD 7,055 ASGN Inc 327,350 638,656 USD 13,291 Steelcase Inc. 171,958 217,610 USD 613 Barrett Business Services Inc. 37,127 44,215 USD 4,655 Stericycle Inc. 370,858 353,775 USD 6,770 Brady Corp. 299,128 430,323 USD 2,389 Team Inc. 78,159 18,065 USD 6,605 BrightView Holdings Inc. 129,090 100,430 USD 2,512 Tetra Tech Inc. 87,850 269,824 USD 892 Brink’s Co 65,108 55,112 USD 2,494 TransUnion 201,327 294,706 USD 2,100 Casella Waste Systems Inc. 6,533 148,593 USD 4,854 TriNet Group Inc. 293,650 401,584 USD 7,629 CBIZ Inc. 94,267 248,262 USD 4,897 TrueBlue Inc. 101,448 101,518 USD 2,995 Ceco Environmental Corp. 38,648 26,795 USD 1,889 Unifirst Corp/MA 338,067 458,921 USD 1,036 Cimpress PLC 114,140 107,371 USD 2,400 Upwork Inc. 23,267 47,049 USD 1,182 Cintas Corp. 220,285 427,426 USD 2,526 US Ecology Inc. 132,588 116,185 USD 12,340 Civeo Corp. 53,812 10,328 USD 1,038 Verisk Analytics Inc. 160,485 239,845 USD 7,875 Clean Harbors Inc. 501,672 641,256 USD 2,594 Viad Corp. 59,177 66,981 USD 3,306 Copart Inc. 67,566 373,737 USD 1,100 Virco Manufacturing Corp. 3,393 3,913 USD 11,234 CoreLogic Inc/United States 439,566 1,025,196 USD 1,244 VSE Corp. 28,873 53,013

The accompanying notes are an integral part of these financial statements 63 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,160 Waste Management Inc. 173,171 598,142 USD 7,448 XPO Logistics Inc. 389,767 781,110 USD 897 Willdan Group Inc. 20,512 30,457 23,446,924 27,300,809 3.20 13,683,216 17,994,203 2.11 109,593,560 132,690,806 15.56

Transportation Consumer Discretionary USD 9,617 Air Transport Services Group Inc. 63,886 290,760 Automobiles & Components USD 9,291 Alaska Air Group Inc. 459,660 457,367 USD 12,797 Adient plc 324,432 285,270 USD 2,484 Allegiant Travel Co. 387,026 368,289 American Axle & Manufacturing USD 1,997 AMERCO 537,287 819,280 USD 13,574 Holdings Inc. 312,950 140,054 USD 4,456 American Airlines Group Inc 247,732 79,067 USD 13,949 Aptiv PLC 1,133,257 1,475,592 USD 4,033 ArcBest Corp. 109,839 145,148 USD 7,398 Autoliv Inc. 610,848 647,911 USD 3,176 Atlas Air Worldwide Holdings Inc. 169,097 185,535 USD 23,396 BorgWarner Inc. 1,056,349 1,121,219 USD 8,922 Avis Budget Group Inc. 304,217 277,257 USD 7,841 Co.oper Tire & Rubber Co. 219,668 293,908 USD 3,039 CH Robinson Worldwide Inc. 297,824 326,183 USD 2,881 Cooper-Standard Holdings Inc. 329,479 51,824 USD 2,087 Copa Holdings SA 194,251 143,253 USD 19,547 Dana Inc. 355,149 323,488 USD 13,243 Costamare Inc. 111,853 99,962 USD 13,454 Delphi Technologies PLC 305,687 259,549 USD 1,751 Covenant Transportation Group Inc. 30,531 34,303 USD 4,347 Dorman Products Inc. 286,655 395,815 USD 17,836 CSX Corp. 882,054 1,688,704 USD 274,560 Ford Motor Co. 4,031,769 2,266,288 USD 57,269 Delta Air Lines Inc. 2,622,153 2,180,854 USD 4,864 Fox Factory Holding Corp. 207,064 545,507 USD 4,511 Eagle Bulk Shipping Inc. 30,552 13,412 USD 407 Garrett Motion Inc. 8,273 3,061 USD 5,222 Echo Global Logistics Inc. 149,395 153,273 USD 92,367 General Motors Co. 3,558,188 3,172,572 Expeditors International of USD 16,509 Gentex Corp. 346,939 577,576 USD 3,199 Washington Inc. 255,796 330,241 USD 5,794 Gentherm Inc. 257,620 305,987 USD 13,179 FedEx Corp. 2,773,076 2,508,803 USD 32,178 Goodyear Tire & Rubber Co 1,056,182 390,763 USD 4,094 Forward Air Corp. 230,153 276,902 USD 12,201 Harley-Davidson Inc. 698,059 393,730 USD 7,348 Genco Shipping & Trading Ltd 107,688 62,647 USD 3,830 LCI Industries 362,590 597,854 USD 13,910 Golden Ocean Group Ltd. 168,958 73,271 USD 6,846 Lear Corp. 822,545 1,013,252 USD 8,317 Hawaiian Holdings Inc. 249,249 158,529 USD 7,683 Modine Manufacturing Co. 87,061 57,576 USD 10,532 Heartland Express Inc. 257,577 297,691 USD 2,157 Motorcar Parts of America Inc. 84,007 51,744 USD 23,711 Hertz Global Holdings Inc. 518,817 45,388 USD 2,154 Shiloh Industries Inc. 18,417 4,737 USD 5,101 Hub Group Inc. 239,688 331,438 USD 2,520 Standard Motor Products Inc. 78,901 140,952 USD 2,340 JB Hunt Transport Services Inc. 274,226 382,296 USD 4,015 Stoneridge Inc. 46,841 112,613 USD 30,679 JetBlue Airways Corp. 405,786 453,985 USD 4,992 Kansas City Southern 399,937 1,011,765 USD 1,999 Superior Industries International Inc. 35,750 4,614 USD 8,379 Kirby Corp. 684,974 609,266 USD 8,898 Tenneco Inc. 572,922 91,325 Knight-Swift Transportation USD 5,427 Thor Industries Inc. 286,368 784,885 USD 16,535 Holdings Inc. 594,036 936,317 USD 4,859 Veoneer Inc. 149,336 70,518 USD 3,455 Landstar System Inc. 397,631 526,794 USD 3,473 Visteon Corp. 323,461 322,975 USD 12,447 Macquarie Infrastructure Corp. 832,623 518,604 USD 4,103 Winnebago Industries Inc. 128,936 371,091 USD 8,725 Marten Transport Ltd. 86,256 298,023 18,095,703 16,274,250 1.91 USD 6,210 Matson Inc. 223,446 245,335 USD 2,324 Mesa Air Group Inc. 33,230 10,853 Consumer Durables & Apparel USD 9,622 Norfolk Southern Corp. 538,079 2,293,453 USD 9,456 Acushnet Holdings Corp. 274,043 446,618 USD 4,911 Old Dominion Freight Line Inc. 222,189 1,130,692 USD 1,217 Bassett Furniture Industries Inc. 10,117 12,144 USD 602 PAM Transportation Services Inc. 16,741 25,131 USD 3,391 Beazer Homes USA Inc. 57,820 46,359 USD 50 Patriot Transportation Holding Inc. 1,032 565 USD 7,432 Brunswick Corp/DE 392,115 645,844 USD 4,220 Radiant Logistics Inc. 25,083 22,515 USD 8,371 Callaway Golf Co. 101,221 198,993 USD 7,200 Ryder System Inc. 467,617 366,652 USD 11,585 Capri Holdings Ltd. 607,241 245,827 USD 4,115 Saia Inc. 150,732 621,113 USD 5,535 Carter’s Inc. 573,388 606,409 USD 12,770 Schneider National Inc 395,433 427,695 USD 938 Cavco Industries Inc. 95,924 245,582 USD 1,032 Scorpio Bulkers Inc. 92,376 21,436 USD 3,504 Century Communities Inc. 113,112 145,851 USD 6,980 SkyWest Inc. 119,776 309,110 USD 2,372 Clarus Corp. 31,729 37,283 USD 33,817 Southwest Airlines Co. 1,943,478 1,569,211 USD 4,535 Co.lumbia Sportswear Co. 260,720 496,111 USD 9,598 Spirit Airlines Inc. 538,828 231,940 USD 3,194 Crocs Inc. 36,396 159,659 USD 6,336 Union Pacific Corp. 1,407,581 1,454,306 USD 1,201 Culp Inc. 31,563 14,038 USD 19,624 United Continental Holdings Inc. 1,315,715 922,069 USD 2,488 Deckers Outdoor Corp. 217,386 663,352 USD 4,331 Universal Logistics Holdings Inc. 102,120 102,191 USD 698 Delta Apparel Inc. 12,814 11,485 USD 3,956 US Xpress Enterprises Inc. 31,160 32,224 USD 1,663 Dixie Group Inc 10,834 2,122 USD 1,400 USA Truck Inc. 31,769 14,730 USD 20,778 DR Horton Inc. 694,157 1,564,154 USD 10,726 Werner Enterprises Inc. 326,944 633,871 USD 374 Escalade Inc. 8,842 7,088

The accompanying notes are an integral part of these financial statements 64 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,250 Ethan Allen Interiors Inc. 107,510 68,257 USD 1,428 Universal Electronics Inc. 33,620 90,768 USD 869 Flexsteel Industries Inc. 42,156 14,900 USD 2,700 Vera Bradley Inc. 58,917 16,275 USD 4,826 Fossil Group Inc. 109,857 30,466 USD 10,657 VF Corp. 837,419 881,681 USD 6,548 Garmin Ltd. 306,984 866,737 USD 6,673 Vista Outdoor Inc. 227,173 130,907 USD 6,768 G-III Apparel Group Ltd. 153,538 122,112 USD 5,402 Whirlpool Corp. 945,244 949,946 USD 12,113 GoPro Inc. 80,521 78,277 USD 10,378 Wolverine World Wide Inc. 391,507 335,465 USD 4,377 Green Brick Partners Inc. 61,216 70,416 USD 1,634 YETI Holdings Inc. 83,637 94,789 USD 1,490 Hamilton Beach Brands Holding Co. 24,617 24,072 USD 4,291 Zagg Inc. 33,320 18,292 USD 30,622 Hanesbrands Inc. 514,628 469,355 20,155,815 24,553,005 2.88 USD 4,290 Hasbro Inc. 397,867 436,519 USD 2,073 Helen of Troy Ltd. 173,404 530,668 Consumer Services USD 1,174 Hooker Furniture Corp. 14,706 31,000 USD 7,251 Adtalem Global Education Inc. 291,924 306,641 USD 2,627 Installed Building Products Inc. 110,583 245,299 USD 1,646 American Public Education Inc. 67,330 66,145 USD 3,478 iRobot Corp. 214,000 396,156 USD 17,094 Aramark 757,144 523,781 USD 867 Johnson Outdoors Inc. 12,988 107,135 USD 2,500 Aspen Group Inc/CO 25,246 30,716 USD 12,626 KB Home 361,110 525,891 USD 8,976 BBX Capital Corp. 82,155 30,952 USD 104 Kontoor Brands Inc. 2,974 2,515 USD 24 Biglari Holdings Inc., Class A 38,626 10,915 USD 6,564 La-Z-Boy Inc. 100,266 241,141 USD 240 Biglari Holdings Inc., Class B 79,064 22,475 USD 6,950 Leggett & Platt Inc. 340,572 331,653 USD 2,799 BJ’s Restaurants Inc. 90,967 79,571 USD 11,485 Lennar Corp. 744,656 960,812 USD 5,386 Bloomin’ Brands Inc. 133,031 77,947 USD 968 Lennar Corp. 18,769 60,585 USD 4,585 Boyd Gaming Corp. 127,483 130,095 USD 3,136 LGI Homes Inc. 234,321 374,784 USD 2,466 Bright Horizons Family Solutions Inc. 281,314 392,369 USD 2,311 Lifetime Brands Inc. 22,032 21,084 USD 1,865 Brinker International Inc. 77,091 60,767 USD 846 Lululemon Athletica Inc. 64,797 358,355 USD 37,517 Caesars Entertainment Corp. 475,944 617,822 USD 2,549 M/I Homes Inc. 72,031 119,181 USD 19,635 Carnival Corp. 1,219,690 437,702 USD 2,354 Malibu Boats Inc. 76,524 166,022 USD 1,870 Carriage Services Inc. 11,074 46,002 USD 1,179 Marine Products Corp. 21,885 22,169 USD 4,454 Carrols Restaurant Group Inc. 46,351 29,266 USD 1,102 MasterCraft Boat Holdings Inc. 41,026 28,500 USD 5,802 Cheesecake Factory Inc 264,563 180,537 USD 9,192 Mattel Inc. 185,787 120,673 USD 1,466 Chegg Inc. 53,283 133,864 USD 9,335 MDC Holdings Inc. 276,351 452,436 USD 297 Chipotle Mexican Grill Inc. 155,846 424,321 USD 4,339 Meritage Homes Corp. 97,573 448,397 USD 478 Choice Hotels International Inc. 24,374 51,201 USD 6,042 Mohawk Industries Inc. 1,076,452 834,703 USD 1,554 Churchill Downs Inc. 184,978 280,909 USD 1,910 Movado Group Inc. 53,998 28,108 USD 1,950 Chuy’s Holdings Inc. 76,701 39,392 USD 2,649 Nautilus Inc. 38,058 33,338 USD 300 Collectors Universe Inc. 7,550 13,962 USD 1,310 New Home Co Inc 18,295 5,976 USD 2,868 Cracker Barrel Old Country Store Inc. 465,205 431,841 USD 24,466 Newell Brands Inc. 759,413 527,458 USD 6,135 Darden Restaurants Inc. 627,185 631,082 USD 156 NVR Inc. 541,895 690,160 USD 5,183 Dave & Buster’s Entertainment Inc. 295,528 93,796 USD 2,406 Oxford Industries Inc. 178,800 143,754 USD 5,116 Del Taco Restaurants Inc. 81,375 41,187 USD 4,165 Polaris Industries Inc. 448,034 523,318 USD 2,354 Denny’s Corp. 26,337 32,278 USD 26,662 PulteGroup Inc. 753,951 1,231,768 USD 973 Dine Brands Global Inc. 64,768 55,612 USD 5,772 PVH Corp. 733,461 376,525 USD 1,094 Dunkin’ Brands Group Inc. 59,354 96,881 USD 3,485 Ralph Lauren Corp. 497,490 343,111 USD 4,530 El Pollo Loco Holdings Inc. 73,842 90,773 USD 1,000 Rocky Brands Inc. 15,081 27,912 USD 4,606 Eldorado Resorts Inc. 187,378 250,501 USD 9,363 Skechers U.S.A. Inc. 287,472 398,880 USD 21,141 Extended Stay America Inc. 495,086 321,166 USD 6,190 Skyline Champion Corp. 221,786 204,543 USD 2,894 Fiesta Restaurant Group Inc. 113,473 25,066 USD 7,032 Smith & Wesson Brands Inc. 178,176 205,445 USD 1,941 frontdoor Inc. 85,768 116,815 USD 6,373 Sonos Inc. 88,402 126,579 USD 566 Graham Holdings Co. 415,705 263,310 USD 9,854 Steven Madden Ltd. 278,305 330,299 USD 2,605 Grand Canyon Education Inc. 134,582 320,165 USD 1,424 Superior Group of Cos Inc. 8,486 25,905 USD 3,808 H&R Block Inc. 137,937 73,824 USD 21,900 Tapestry Inc. 851,935 394,836 USD 11,705 Hilton Grand Vacations Inc. 473,199 310,676 USD 17,827 Taylor Morrison Home Corp. 550,027 466,858 USD 14,998 Houghton Mifflin Harcourt Co. 326,014 36,854 USD 1,871 Tempur Sealy International Inc. 104,136 182,759 USD 3,044 Hyatt Hotels Corp. 180,663 207,826 USD 10,006 Toll Brothers Inc. 451,972 442,710 USD 19,496 International Game Technology PLC 517,417 235,564 USD 4,358 TopBuild Corp. 248,454 673,115 USD 517 J Alexander’s Holdings Inc. 3,231 3,457 USD 17,437 TRI Pointe Group Inc. 290,172 347,750 USD 872 Jack in the Box Inc. 73,441 87,710 USD 1,717 Tupperware Brands Corp. 86,158 11,072 USD 4,219 K12 Inc. 91,617 156,024 USD 4,517 Under Armour Inc., Class A 101,698 59,729 USD 2,596 Las Vegas Sands Corp. 164,294 160,499 USD 6,497 Under Armour Inc., Class C 137,429 77,972 USD 19,179 Laureate Education Inc. 411,356 259,464 USD 2,620 Unifi Inc. 30,771 45,813 USD 5,419 Lindblad Expeditions Holdings Inc. 78,256 56,795

The accompanying notes are an integral part of these financial statements 65 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 3,444 Marriott Vacations Worldwide Corp. 325,064 384,381 USD 2,735 Cato Corp 67,753 30,373 USD 16,927 MGM Resorts International 231,979 386,068 USD 17,601 Chico’s FAS Inc. 254,063 32,975 USD 1,321 Monarch Casino & Resort Inc. 17,137 61,119 USD 2,391 Children’s Place Inc 145,853 121,467 USD 208 Nathan’s Famous Inc. 18,032 15,881 USD 3,010 Citi Trends Inc. 65,221 82,627 USD 14,757 Norwegian Cruise Line Holdings Ltd. 930,360 329,162 USD 3,090 Conn’s Inc. 65,505 42,328 USD 500 Papa John’s International Inc. 5,988 53,904 USD 3,321 Container Store Group Inc 25,296 14,608 USD 2,764 Penn National Gaming Inc. 41,965 114,599 USD 5,203 Core-Mark Holding Co Inc. 82,334 176,273 USD 10,568 Perdoceo Education Corp. 89,894 228,551 USD 9,710 Designer Brands Inc. 235,170 89,245 USD 978 Planet Fitness Inc. 32,152 80,421 USD 9,904 Dick’s Sporting Goods Inc. 470,427 554,771 USD 13,692 Playa Hotels & Resorts NV 162,442 67,290 USD 3,177 Dillard’s Inc. 106,250 111,235 USD 1,668 PlayAGS Inc. 42,336 7,654 USD 3,091 Dollar General Corp. 267,051 799,449 USD 1,772 Potbelly Corp. 30,766 5,485 USD 13,040 Dollar Tree Inc. 1,401,857 1,640,733 USD 3,120 Red Lion Hotels Corp. 38,563 9,869 USD 872 Duluth Holdings Inc. 26,638 8,725 USD 1,270 Red Robin Gourmet Burgers Inc. 23,633 17,586 USD 10,959 eBay Inc. 414,925 780,352 USD 3,454 Red Rock Resorts Inc. 128,295 51,159 USD 1,091 Etsy Inc. 62,961 157,343 USD 5,707 Regis Corp. 112,722 63,378 USD 1,662 Expedia Group Inc. 238,512 185,471 USD 7,229 Royal Caribbean Cruises Ltd. 727,010 493,651 USD 1,934 Five Below Inc. 205,923 280,704 USD 4,012 Ruth’s Hospitality Group Inc. 61,364 44,445 USD 5,603 Floor & Decor Holdings Inc. 310,958 438,525 USD 1,006 Scientific Games Corp/DE 20,895 21,115 USD 14,973 Foot Locker Inc. 652,572 592,749 USD 5,303 SeaWorld Entertainment Inc. 156,936 106,623 USD 12,827 GameStop Corp. 374,330 75,577 USD 9,668 Service Corp International/US 461,069 510,445 USD 31,458 Gap Inc 948,824 538,970 USD 6,629 ServiceMaster Global Holdings Inc. 307,929 321,195 USD 3,147 Genesco Inc. 132,370 92,540 USD 1,150 Shake Shack Inc. 79,674 82,715 USD 7,422 Genuine Parts Co. 745,346 876,223 USD 762 Six Flags Entertainment Corp. 13,879 19,873 USD 3,450 Group 1 Automotive Inc. 163,075 308,987 USD 2,387 Strategic Education Inc. 152,449 497,893 USD 3,087 Groupon Inc. 309,516 75,940 USD 4,609 Texas Roadhouse Inc. 221,166 328,942 USD 2,463 GrubHub Inc. 133,209 235,068 USD 966 Twin River Worldwide Holdings Inc. 39,079 29,232 USD 11,182 Guess? Inc. 269,221 146,798 USD 6,600 Universal Technical Institute Inc. 55,523 62,273 USD 2,800 Haverty Furniture Cos Inc. 35,213 60,821 USD 1,055 Vail Resorts Inc. 220,870 260,889 USD 3,275 Hibbett Sports Inc. 132,054 93,103 USD 13,706 Wendy’s Co 199,035 405,268 USD 3,828 Hudson Ltd. 83,169 25,309 USD 700 Wingstop Inc. 41,199 132,067 USD 18,381 Kohl’s Corp. 1,066,099 518,298 USD 645 WW International Inc. 57,901 22,224 USD 3,099 Lands’ End Inc. 68,318 33,826 USD 991 Wyndham Destinations Inc. 51,554 37,913 USD 3,280 Leaf Group Ltd. 37,902 16,342 USD 9,982 Wyndham Hotels & Resorts Inc. 538,833 577,571 USD 4,300 Liquidity Services Inc. 45,445 34,793 USD 1,631 Wynn Resorts Ltd. 241,115 164,940 USD 3,224 Lithia Motors Inc. 256,919 662,360 USD 5,762 Zovio Inc. 80,844 23,937 USD 21,690 LKQ Corp. 744,773 771,498 16,114,392 14,366,236 1.68 USD 1,729 Lumber Liquidators Holdings Inc. 26,474 32,534 USD 33,109 Macy’s Inc. 1,234,120 309,249 Retailing USD 2,900 MarineMax Inc. 29,666 88,151 USD 3,985 1-800-Flowers.com Inc. 49,676 108,310 USD 4,199 Michaels Cos Inc 106,163 40,303 USD 8,217 Aaron’s Inc. 380,151 506,458 USD 4,845 Monro Inc. 287,542 361,374 USD 8,003 Abercrombie & Fitch Co. 251,944 115,603 USD 5,579 Murphy USA Inc. 322,055 852,767 USD 2,156 Advance Auto Parts Inc. 394,861 416,951 USD 7,189 National Vision Holdings Inc. 337,943 297,870 USD 24,681 American Eagle Outfitters Inc. 416,048 365,227 USD 19,684 Nordstrom Inc. 734,555 413,941 USD 1,020 America’s Car-Mart Inc/TX 34,038 121,679 USD 66,089 Office Depot Inc. 322,997 210,849 USD 3,237 Asbury Automotive Group Inc. 142,451 339,832 USD 5,316 Ollie’s Bargain Outlet Holdings Inc. 266,284 704,744 USD 1,301 Ascena Retail Group Inc. 259,069 2,579 USD 11,704 Penske Automotive Group Inc. 423,158 615,080 USD 6,162 At Home Group Inc. 193,447 54,293 USD 983 PetMed Express Inc. 30,099 47,563 USD 12,691 AutoNation Inc. 785,648 647,481 USD 545 Pool Corp. 27,526 201,156 USD 5,842 Barnes & Noble Education Inc. 69,702 12,689 USD 7,899 Quotient Technology Inc. 148,563 78,498 USD 15,728 Bed Bath & Beyond Inc. 321,852 226,336 USD 32,710 Qurate Retail Inc. 697,741 421,870 USD 10,285 Best Buy Co Inc. 730,835 1,218,550 USD 7,130 Rent-A-Center Inc/TX 189,453 269,290 USD 2,800 Big 5 Sporting Goods Corp. 22,422 7,375 USD 394 RH 42,144 133,136 USD 6,766 Big Lots Inc. 363,600 385,794 USD 11,211 Rubicon Project Inc 105,182 101,518 USD 3,218 Boot Barn Holdings Inc. 61,671 94,191 USD 2,300 Sally Beauty Holdings Inc. 24,195 39,125 USD 6,151 Buckle Inc 194,570 130,938 USD 2,100 Shoe Carnival Inc. 36,227 83,448 USD 2,731 Build-A-Bear Workshop Inc. 17,741 8,083 USD 5,002 Shutterstock Inc. 269,356 237,473 USD 5,730 Caleres Inc. 78,569 64,878 USD 8,315 Signet Jewelers Ltd. 716,311 115,933 USD 8,317 CarMax Inc. 539,548 1,011,129 USD 2,312 Sleep Number Corp. 50,439 130,699

The accompanying notes are an integral part of these financial statements 66 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 5,498 Sonic Automotive Inc. 112,607 238,180 USD 15,341 Hain Celestial Group Inc 571,331 656,260 USD 6,079 Sportsman’s Warehouse Holdings Inc. 54,410 117,604 USD 866 Hershey Co 156,332 152,393 USD 2,315 Stamps.com Inc. 192,042 577,312 USD 12,839 Hormel Foods Corp. 542,798 841,362 USD 1,100 Tandy Leather Factory Inc. 4,104 4,988 USD 16,174 Hostess Brands Inc. 320,612 268,326 USD 7,891 Target Corp. 645,530 1,284,796 USD 4,288 Ingredion Inc. 259,573 483,178 USD 3,490 Tiffany & Co. 333,347 577,758 USD 2,364 J&J Snack Foods Corp. 216,507 408,009 USD 1,159 Tilly’s Inc. 19,862 8,922 USD 4,351 JM Smucker Co 400,593 625,014 USD 2,344 Tractor Supply Co. 199,444 419,386 USD 1,707 John B Sanfilippo & Son Inc. 37,218 197,747 Ulta Salon Cosmetics & USD 3,337 Kellogg Co. 299,024 299,274 USD 2,095 Fragrance Inc. 536,233 578,565 USD 7,489 Keurig Dr Pepper Inc. 277,198 288,746 USD 13,886 Urban Outfitters Inc. 418,794 286,923 USD 23,443 Kraft Heinz Co 2,536,949 1,014,944 USD 1,187 Weyco Group Inc. 43,437 34,792 USD 1,519 Lancaster Colony Corp. 246,796 319,621 USD 5,902 Williams-Sonoma Inc. 397,698 657,113 USD 3,765 Landec Corp. 37,779 40,687 USD 156 Winmark Corp. 13,694 36,266 USD 4,071 Limoneira Co. 116,771 80,084 USD 3,413 Zumiez Inc. 79,833 126,866 USD 2,985 McCormick & Co Inc/MD 449,772 727,051 25,432,123 27,280,824 3.20 USD 2,271 MGP Ingredients Inc. 112,527 113,166 79,798,033 82,474,315 9.67 USD 7,689 Molson Co.ors Brewing Co. 785,687 358,672 USD 25,302 Mondelez International Inc. 837,982 1,756,325 Consumer Staples USD 1,316 National Beverage Corp. 101,922 109,019 Food & Staples Retailing USD 9,163 Pilgrim’s Pride Corp. 276,038 210,107 USD 4,372 Andersons Inc 111,977 81,672 USD 6,560 Post Holdings Inc. 487,074 780,335 USD 1,294 BJ’s Wholesale Club Holdings Inc. 43,797 65,474 USD 2,631 Sanderson Farms Inc. 258,923 413,943 USD 2,754 Casey’s General Stores Inc. 371,202 559,033 USD 61 Seaboard Corp. 327,696 242,962 USD 2,847 Chefs’ Warehouse Inc 67,979 52,488 USD 1,095 Seneca Foods Corp. 40,891 50,261 USD 1,963 Ingles Markets Inc. 36,283 114,781 USD 13,542 Simply Good Foods Co 325,328 341,588 USD 63,161 Kroger Co 2,246,039 2,902,564 USD 4,385 Tootsie Roll Industries Inc. 182,129 204,024 Natural Grocers by Vitamin USD 7,875 TreeHouse Foods Inc. 590,024 468,273 USD 1,674 Cottage Inc. 51,014 33,817 USD 500 Turning Point Brands Inc. 13,186 16,909 USD 9,797 Performance Food Group Co. 303,230 387,576 USD 16,207 Tyson Foods Inc. 824,764 1,313,784 USD 3,915 Pricesmart Inc. 410,620 320,656 USD 3,699 Universal Corp/VA 195,880 213,476 USD 4,233 SpartanNash Co. 116,480 122,118 USD 2,849 Vector Group Ltd. 61,663 38,906 USD 14,344 Sprouts Farmers Market Inc. 441,957 498,327 17,763,030 20,354,452 2.39 USD 3,420 Sysco Corp. 164,796 253,787 USD 6,514 United Natural Foods Inc. 296,765 161,039 Household & Personal Products USD 15,702 US Foods Holding Corp. 650,476 420,374 USD 1,500 Central Garden & Pet Co. 8,359 73,290 USD 777 Village Super Market Inc. 27,503 29,241 USD 4,986 Central Garden & Pet Co., Class A 48,005 228,726 USD 22,837 Walgreens Boots Alliance Inc. 2,020,183 1,314,246 USD 4,828 Church & Dwight Co Inc. 276,395 506,665 USD 31,745 Walmart Inc. 4,197,245 5,162,188 USD 56,965 Coty Inc., Class A 822,635 345,692 USD 3,558 Weis Markets Inc. 161,666 242,098 USD 7,834 Edgewell Personal Care Co. 511,258 331,402 11,719,212 12,721,479 1.49 USD 4,939 elf Beauty Inc. 86,338 127,869 USD 6,882 Energizer Holdings Inc. 318,305 443,702 Food, Beverage & Tobacco USD 1,326 Herbalife Nutrition Ltd. 43,981 80,972 USD 1,124 Alico Inc. 43,584 47,549 USD 3,850 Inter Parfums Inc. 120,642 251,670 USD 21,955 Archer-Daniels-Midland Co. 847,837 1,189,270 USD 370 Mannatech Inc. 12,211 7,429 USD 9,270 B&G Foods Inc. 302,620 306,823 USD 560 Medifast Inc. 20,580 105,501 USD 524 Boston Beer Co Inc 119,452 381,765 USD 4,770 Natura & Co Holding SA 69,869 93,899 USD 12,687 Bunge Ltd. 997,633 708,422 USD 1,166 Natural Alternatives International Inc. 16,147 10,891 USD 2,295 Calavo Growers Inc. 158,399 196,009 USD 859 Natural Health Trends Corp. 25,904 6,647 USD 4,158 Cal-Maine Foods Inc. 133,603 251,087 USD 957 Nature’s Sunshine Products Inc. 14,798 11,706 USD 6,267 Campbell Soup Co. 410,913 422,258 USD 6,807 Nu Skin Enterprises Inc. 410,517 353,292 USD 700 Coca-Cola Bottling Co Consolidated 89,848 217,805 USD 468 Oil-Dri Corp of America 16,430 22,047 USD 16,522 Conagra Brands Inc. 814,806 788,877 USD 11,718 Procter & Gamble Co 1,624,880 1,902,190 USD 3,165 Constellation Brands Inc. 447,363 751,730 USD 700 Revlon Inc. 18,206 9,408 USD 1,806 Craft Brew Alliance Inc. 19,414 37,734 USD 5,641 Spectrum Brands Holdings Inc. 504,636 351,514 USD 20,886 Darling Ingredients Inc. 409,084 698,100 USD 3,401 USANA Health Sciences Inc. 221,288 339,043 USD 1,673 Farmer Brothers Co. 42,114 16,671 USD 387 WD-40 Co. 13,573 104,186 USD 14,741 Flowers Foods Inc. 332,224 447,479 5,204,957 5,707,741 0.67 USD 6,116 Fresh Del Monte Produce Inc. 234,513 204,423 34,687,199 38,783,672 4.55 USD 7,814 General Mills Inc. 468,656 654,004

The accompanying notes are an integral part of these financial statements 67 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Health Care USD 2,816 Hanger Inc. 64,452 63,309 Health Care Equipment & Services USD 3,164 HealthStream Inc. 96,173 95,059 USD 16,471 Abbott Laboratories 1,063,838 2,044,460 USD 4,839 Henry Schein Inc. 368,681 383,591 USD 635 ABIOMED Inc. 132,760 208,244 USD 687 Heska Corp. 91,973 86,897 USD 12,685 Acadia Healthcare Co Inc. 702,138 432,598 USD 3,121 Hill-Rom Holdings Inc. 227,704 465,148 USD 2,520 Accuray Inc. 16,185 6,945 USD 9,235 HMS Holdings Corp. 246,739 406,090 USD 16,225 Achillion Pharmaceuticals Inc. – – USD 11,576 Hologic Inc. 476,787 895,793 USD 1,453 Addus HomeCare Corp. 84,326 182,584 USD 3,194 Humana Inc. 1,262,441 1,681,361 USD 549 Align Technology Inc. 120,033 204,547 USD 1,069 ICU Medical Inc. 172,284 267,486 USD 22,554 Allscripts Healthcare Solutions Inc. 368,215 207,294 USD 2,741 Inogen Inc. 188,788 132,177 USD 2,073 Amedisys Inc. 116,404 558,755 USD 7,412 Inovalon Holdings Inc. 153,843 193,805 USD 5,216 AmerisourceBergen Corp 574,287 713,581 USD 4,611 Integer Holdings Corp. 237,478 457,288 USD 5,173 AMN Healthcare Services Inc. 122,341 317,716 USD 4,497 Integra LifeSciences Holdings Corp. 166,792 286,881 USD 5,266 AngioDynamics Inc. 98,686 72,707 USD 800 IntriCon Corp. 18,949 14,684 USD 1,601 Anika Therapeutics Inc. 36,144 82,007 USD 90 Intuitive Surgical Inc. 71,425 69,624 USD 7,839 Anthem Inc. 652,081 2,798,708 USD 4,370 Invacare Corp. 54,856 37,792 USD 2,661 Apollo Medical Holdings Inc. 64,518 59,608 USD 5,325 Laboratory Corp of America Holdings 817,237 1,200,852 USD 2,012 Apyx Medical Corp. 21,698 15,160 USD 2,351 Lantheus Holdings Inc. 66,700 45,642 USD 5,915 Assertio Holdings Inc. 67,581 6,882 USD 2,420 LeMaitre Vascular Inc. 65,025 86,735 USD 850 AtriCure Inc. 30,348 51,871 USD 2,938 LHC Group Inc. 116,886 695,202 USD 72 Atrion Corp. 25,056 62,266 USD 6,884 LivaNova PLC 512,494 449,812 USD 6,696 Avanos Medical Inc. 319,309 267,171 USD 3,519 Magellan Health Inc. 184,986 348,656 USD 3,253 AxoGen Inc. 40,929 40,807 USD 1,262 Masimo Corp. 82,539 390,615 USD 4,131 Baxter International Inc. 253,552 482,873 USD 8,979 McKesson Corp. 1,750,513 1,870,183 USD 5,310 Becton Dickinson and Co. 1,711,372 1,724,872 USD 13,099 MEDNAX Inc. 618,648 304,094 USD 4,618 BioTelemetry Inc. 206,488 283,316 USD 24,325 Medtronic PLC 2,235,253 3,028,282 USD 10,585 Boston Scientific Corp. 226,526 504,540 USD 5,449 Meridian Bioscience Inc. 108,266 172,290 USD 27,661 Brookdale Senior Living Inc. 459,553 110,781 USD 5,537 Merit Medical Systems Inc. 173,572 343,154 USD 2,800 Calamos Asset Management Inc. – – USD 282 Mesa Laboratories Inc. 31,621 83,001 USD 3,583 Cantel Medical Corp. 233,024 215,148 USD 4,102 Molina Healthcare Inc. 236,617 991,154 USD 2,587 Capital Senior Living Corp. 31,074 2,494 USD 2,170 National Healthcare Corp. 159,852 186,895 USD 4,672 Cardinal Health Inc. 387,468 331,028 USD 1,396 National Research Corp. 59,729 110,321 USD 953 Cardiovascular Systems Inc. 36,682 40,819 USD 5,175 Natus Medical Inc. 166,103 153,299 USD 11,400 Castlight Health Inc. 59,281 12,846 USD 1,336 Neogen Corp. 64,317 140,748 USD 18,116 Centene Corp. 984,914 1,562,975 USD 7,275 NextGen Healthcare Inc. 139,564 108,445 USD 11,673 Cerner Corp 909,806 1,086,336 USD 6,307 NuVasive Inc. 387,737 476,585 USD 775 Chemed Corp. 37,625 474,591 USD 4,192 Omnicell Inc. 282,902 401,905 USD 20,560 CIGNA CORP 3,956,700 5,237,763 USD 7,129 Option Care Health Inc. 101,146 134,336 USD 1,923 Computer Programs & Systems Inc. 69,434 59,497 USD 6,387 OraSure Technologies Inc. 63,198 100,844 USD 3,449 CONMED Corp. 183,810 337,085 USD 1,731 Orthofix Medical Inc. 61,628 75,201 USD 1,554 Cooper Cos Inc 307,983 598,402 USD 10,377 Owens & Minor Inc. 97,431 107,350 USD 1,640 Corvel Corp. 105,476 157,835 USD 3,881 Oxford Immunotec Global PLC 82,699 68,495 USD 16,007 Covetrus Inc. 220,794 388,772 USD 14,391 Patterson Cos Inc. 566,786 429,821 USD 3,268 Cross Country Healthcare Inc. 30,691 27,330 USD 3,618 Pennant Group Inc 11,166 111,007 USD 4,042 CryoLife Inc. 75,338 105,194 USD 1,295 PetIQ Inc. 54,029 61,252 USD 854 Cutera Inc. 8,814 14,110 USD 7,470 Premier Inc. 344,610 347,645 USD 58,832 CVS Health Corp. 5,053,902 5,189,203 USD 1,734 Providence Service Corp 59,905 185,761 USD 10,680 Danaher Corp. 976,926 2,563,902 USD 6,995 Quest Diagnostics Inc. 513,400 1,082,217 USD 9,038 DaVita Inc. 748,621 971,052 USD 1,735 Quidel Corp. 50,735 527,008 USD 6,592 DENTSPLY SIRONA Inc. 390,756 394,331 USD 4,520 R1 RCM Inc. 58,391 68,421 USD 200 DexCom Inc. 15,866 110,075 USD 2,000 RadNet Inc. 19,319 43,090 USD 7,350 Encompass Health Corp 384,252 617,963 USD 852 ResMed Inc. 37,164 222,083 USD 7,237 Ensign Group Inc 159,783 411,176 USD 6,127 RTI Surgical Inc. 37,640 26,451 USD 4,652 Envista Holdings Corp. 85,857 133,196 USD 5,065 SeaSpine Holdings Corp. 53,212 71,999 USD 11,162 Evolent Health Inc. 280,776 107,894 USD 21,757 Select Medical Holdings Corp. 299,997 435,087 USD 670 FONAR Corp. 22,452 19,438 USD 2,479 Sientra Inc. 25,898 13,025 USD 3,018 Globus Medical Inc. 128,031 195,480 USD 283 Staar Surgical Co. 16,156 23,644 USD 604 Guardant Health Inc. 62,662 66,526 USD 3,230 STERIS PLC 568,661 672,845 USD 2,448 Haemonetics Corp. 99,075 297,646 USD 1,903 Stryker Corp. 463,990 465,526

The accompanying notes are an integral part of these financial statements 68 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,801 Surgery Partners Inc. 97,557 75,412 USD 6,018 Chimerix Inc. 38,100 25,327 USD 1,421 Teladoc Inc. 109,576 368,161 USD 2,100 Codexis Inc. 28,922 32,501 USD 753 Teleflex Inc. 101,430 372,089 USD 3,069 Concert Pharmaceuticals Inc. 52,244 41,457 USD 3,273 Tenet Healthcare Corp. 91,400 80,471 USD 13,230 Corcept Therapeutics Inc. 206,472 302,106 USD 3,120 Triple-S Management Corp. 56,104 80,555 USD 647 CRISPR Therapeutics AG 52,790 64,552 USD 10,325 UnitedHealth Group Inc. 739,311 4,134,401 USD 448 Cumberland Pharmaceuticals Inc. 3,275 2,025 USD 5,445 Universal Health Services Inc. 623,721 686,659 USD 5,154 Cymabay Therapeutics Inc. 77,929 24,420 USD 749 US Physical Therapy Inc. 25,858 82,385 USD 1,868 CytomX Therapeutics Inc. 27,348 21,125 USD 236 Utah Medical Products Inc. 14,508 28,393 USD 3,770 Deciphera Pharmaceuticals Inc. 142,693 305,658 USD 3,834 Varex Imaging Corp. 165,687 78,857 USD 7,893 Denali Therapeutics Inc. 194,139 259,103 USD 998 Varian Medical Systems Inc. 119,930 166,001 USD 1,073 Eagle Pharmaceuticals Inc/DE 88,133 69,893 USD 500 Veeva Systems Inc. 22,320 159,125 USD 1,070 Eidos Therapeutics Inc. 70,173 69,247 USD 677 West Pharmaceutical Services Inc. 82,733 208,792 USD 1,992 Eiger BioPharmaceuticals Inc. 15,352 25,962 USD 7,164 Wright Medical Group NV 252,409 289,054 USD 12,544 Elanco Animal Health Inc. 452,513 365,290 USD 6,196 Zimmer Biomet Holdings Inc. 813,400 1,004,025 USD 4,100 Elanco Animal Health Inc., Right – 1,392 USD 6,552 Emergent Biosolutions Inc. 287,651 703,420 42,625,272 63,382,743 7.43 USD 2,263 Enanta Pharmaceuticals Inc. 131,008 154,258 Pharmaceuticals, Biotechnology & Life Sciences USD 6,862 Endo International PLC 89,542 31,954 USD 9,715 Abbvie Inc. 1,158,447 1,294,911 USD 4,632 Epizyme Inc. 67,904 100,992 USD 6,944 Acorda Therapeutics Inc. 239,398 6,925 USD 1,700 Evelo Biosciences Inc. 21,634 11,309 USD 4,848 Adverum Biotechnologies Inc. 33,724 137,425 USD 1,899 Exact Sciences Corp. 160,804 224,140 USD 4,464 Agilent Technologies Inc. 311,689 535,554 USD 15,933 Exelixis Inc 442,898 513,514 USD 2,033 Agios Pharmaceuticals Inc. 174,980 147,606 USD 3,034 FibroGen Inc. 132,711 166,942 USD 11,083 Akebia Therapeutics Inc. 91,307 204,330 USD 4,615 Five Prime Therapeutics Inc. 62,677 38,219 USD 1,173 Albireo Pharma Inc. 45,111 42,185 USD 3,488 Fluidigm Corp. 30,724 18,989 USD 2,112 Alector Inc. 85,672 70,076 USD 2,774 G1 Therapeutics Inc. 126,144 91,363 USD 8,117 Alexion Pharmaceuticals Inc. 1,210,000 1,236,851 USD 35,056 Gilead Sciences Inc. 3,240,544 3,661,750 USD 13,640 Alkermes PLC 405,464 359,337 USD 2,012 Global Blood Therapeutics Inc. 90,696 172,440 USD 2,028 Alnylam Pharmaceuticals Inc. 191,321 407,781 USD 1,397 GlycoMimetics Inc. 26,125 7,131 USD 3,905 AMAG Pharmaceuticals Inc. 122,576 40,556 USD 2,605 Halozyme Therapeutics Inc. 54,428 94,815 USD 4,297 Amicus Therapeutics Inc. 44,483 87,971 USD 3,200 Harvard Bioscience Inc. 9,697 13,467 USD 4,195 Amphastar Pharmaceuticals Inc. 70,326 127,913 USD 4,968 Heron Therapeutics Inc. 81,837 99,213 USD 2,655 AnaptysBio Inc. 234,082 80,523 USD 17,026 Horizon Pharma Plc 307,719 1,284,711 USD 1,587 ANI Pharmaceuticals Inc. 130,899 69,677 USD 1,377 Immunomedics Inc. 68,085 66,252 USD 617 Incyte Corp. 61,800 87,090 Applied Genetic Technologies USD 3,200 Corp/DE 20,425 24,068 USD 11,564 Innoviva Inc. 165,511 219,477 USD 2,324 Arcus Biosciences Inc. 30,012 78,057 USD 1,396 Insmed Inc. 33,235 52,194 USD 11,697 Ardelyx Inc. 88,907 109,889 USD 4,865 Intellia Therapeutics Inc. 110,628 138,832 USD 6,504 Arena Pharmaceuticals Inc. 410,103 555,841 USD 4,752 Intersect ENT Inc. 68,327 87,351 USD 1,635 Arrowhead Pharmaceuticals Inc. 46,824 95,868 USD 5,598 Intra-Cellular Therapies Inc. 117,998 195,089 USD 4,235 Assembly Biosciences Inc. 97,522 134,078 USD 1,722 Ionis Pharmaceuticals Inc. 117,348 137,837 USD 7,893 Atara Biotherapeutics Inc. 194,661 156,126 USD 2,414 IQVIA Holdings Inc. 402,270 464,978 USD 1,939 Avrobio Inc. 43,843 45,935 USD 2,100 Ironwood Pharmaceuticals Inc. 29,080 29,422 BioDelivery Sciences USD 3,200 IVERIC bio Inc. 27,962 22,156 USD 4,300 International Inc. 27,434 25,452 USD 4,060 Jazz Pharmaceuticals PLC 757,029 608,181 USD 5,352 Biogen Inc. 1,943,813 1,943,995 USD 24,528 Johnson & Johnson 4,367,704 4,682,894 USD 1,893 BioMarin Pharmaceutical Inc. 208,297 316,978 USD 2,500 Jounce Therapeutics Inc. 15,314 23,419 USD 769 Bio-Rad Laboratories Inc. 222,073 471,356 USD 1,500 KalVista Pharmaceuticals Inc. 14,944 24,641 USD 547 BioSpecifics Technologies Corp. 39,251 45,507 USD 3,624 Karyopharm Therapeutics Inc. 50,822 93,184 USD 1,036 Bio-Techne Corp. 111,714 371,410 USD 1,755 Kindred Biosciences Inc. 14,813 10,698 USD 3,326 Bluebird Bio Inc. 390,676 275,620 USD 3,629 Kiniksa Pharmaceuticals Ltd. 73,164 125,534 USD 33,855 Bristol-Myers Squibb Co. 2,488,362 2,702,554 USD 1,487 Krystal Biotech Inc. 83,753 83,617 USD 5,365 Bruker Corp. 145,319 296,295 USD 1,530 Kura Oncology Inc. 27,922 33,857 USD 4,006 Calithera Biosciences Inc. 35,125 28,716 USD 1,981 Ligand Pharmaceuticals Inc. 339,148 300,812 USD 7,234 Catalent Inc. 287,260 719,874 USD 5,764 Luminex Corp. 158,371 254,555 USD 10,955 Catalyst Pharmaceuticals Inc. 65,495 68,711 USD 3,602 MacroGenics Inc. 88,031 136,532 Charles River Laboratories USD 897 Madrigal Pharmaceuticals Inc. 96,883 137,913 USD 2,162 International Inc. 273,546 511,743 USD 13,407 Mallinckrodt PLC 308,002 48,780 USD 1,870 ChemoCentryx Inc 26,085 146,078 USD 4,183 Medpace Holdings Inc 221,044 528,249

The accompanying notes are an integral part of these financial statements 69 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,508 Menlo THerapeutics Inc. 16,217 10,588 USD 2,164 Allegiance Bancshares Inc. 115,275 74,592 USD 7,263 Merck & Co Inc. 775,773 762,497 USD 1,175 American National Bankshares Inc. 38,098 39,944 USD 4,100 Mersana Therapeutics Inc. 31,303 130,249 USD 7,889 Ameris Bancorp 252,111 252,653 USD 1,461 Minerva Neurosciences Inc. 14,432 7,160 USD 700 Ames National Corp. 24,736 18,759 USD 755 Moderna Inc. 66,637 65,815 USD 1,298 Arrow Financial Corp 58,166 52,381 USD 7,592 Momenta Pharmaceuticals Inc. 135,483 342,912 USD 20,010 Associated Banc-Corp. 437,770 371,623 USD 34,342 Mylan NV 1,549,894 749,697 USD 1,816 Atlantic Capital Bancshares Inc. 41,628 29,979 USD 2,146 MyoKardia Inc. 134,829 281,495 USD 10,236 Atlantic Union Bankshares Corp. 348,533 321,842 USD 9,635 Myriad Genetics Inc. 337,705 148,333 USD 6,776 Axos Financial Inc. 179,726 203,117 USD 8,807 Nektar Therapeutics 198,623 276,911 USD 6,975 Banc of California Inc. 134,120 102,553 USD 2,641 NeoGenomics Inc. 33,550 111,077 USD 3,510 Bancfirst Corp. 87,919 193,324 USD 548 Neurocrine Biosciences Inc. 80,443 90,764 USD 7,503 Bancorp Inc 67,184 99,824 USD 2,524 ObsEva SA 43,299 20,183 USD 11,493 BancorpSouth Bank 349,778 354,812 USD 29,364 OPKO Health Inc. 216,776 135,939 USD 248,721 Bank of America Corp. 6,132,702 8,019,555 USD 2,093 Pacira Pharmaceuticals Inc/DE 117,667 149,092 USD 1,084 Bank of Commerce Holdings 15,922 11,155 USD 19,654 PDL BioPharma Inc. 70,693 77,646 USD 4,380 Bank of Hawaii Corp. 340,203 365,164 USD 2,927 PerkinElmer Inc. 198,779 389,782 USD 1,156 Bank of Marin Bancorp 51,917 52,308 USD 11,384 Perrigo Co PLC 1,032,113 854,198 USD 6,421 Bank of NT Butterfield & Son Ltd 308,162 212,612 USD 1,789 Pfenex Inc. 17,716 20,280 USD 414 Bank of Princeton 17,001 11,286 USD 153,312 Pfizer Inc. 6,543,674 6,806,096 USD 13,606 Bank OZK 632,946 433,529 USD 1,951 Phibro Animal Health Corp. 65,773 69,581 USD 1,074 Bank7 Corp. 26,313 15,827 USD 2,830 PRA Health Sciences Inc. 259,400 373,791 USD 1,347 BankFinancial Corp. 22,429 15,361 USD 7,541 Prestige Consumer Healthcare Inc. 256,751 384,529 USD 10,987 BankUnited Inc. 433,580 302,050 USD 7,746 Prothena Corp PLC 125,518 109,998 USD 4,341 Banner Corp. 243,976 223,948 USD 2,700 PTC Therapeutics Inc. 127,871 185,989 USD 735 Bar Harbor Bankshares 26,940 22,342 USD 1,040 Regeneron Pharmaceuticals Inc. 461,834 880,539 USD 1,500 BCB Bancorp Inc. 26,953 18,898 USD 4,049 REGENXBIO Inc. 277,793 202,453 USD 5,185 Berkshire Hills Bancorp Inc. 168,455 77,572 USD 1,526 Repligen Corp. 64,431 256,084 USD 4,426 BOK Financial Corp. 416,958 339,135 USD 2,896 Retrophin Inc. 70,904 80,245 USD 8,800 Boston Private Financial Holdings Inc. 105,957 82,195 USD 2,123 Revance Therapeutics Inc. 57,106 70,383 USD 2,244 Bridge Bancorp Inc. 81,567 69,581 USD 5,436 Rhythm Pharmaceuticals Inc. 154,186 164,573 USD 1,793 Bridgewater Bancshares Inc. 30,235 24,950 USD 4,821 Rocket Pharmaceuticals Inc. 93,404 136,987 USD 9,602 Brookline Bancorp Inc. 133,082 131,400 USD 553 Sage Therapeutics Inc. 92,767 31,216 USD 3,004 Bryn Mawr Bank Corp. 109,062 112,804 USD 8,646 Sangamo Biosciences Inc. 150,183 105,171 USD 1,000 Business First Bancshares Inc. 31,641 20,839 USD 837 Sarepta Therapeutics Inc. 116,112 182,197 USD 2,808 Byline Bancorp Inc. 74,282 49,939 USD 352 Seattle Genetics Inc. 34,077 81,201 USD 302 C&F Financial Corp. 18,682 13,632 USD 7,634 Spectrum Pharmaceuticals Inc. 87,420 35,030 USD 14,708 Cadence BanCorp 439,597 176,914 USD 1,662 Spero Therapeutics Inc. 19,631 30,528 USD 533 Cambridge Bancorp 53,581 42,866 USD 6,170 Supernus Pharmaceuticals Inc. 236,637 198,940 USD 1,731 Camden National Corp. 51,491 81,170 USD 1,223 Syndax Pharmaceuticals Inc. 13,809 24,606 USD 2,526 Capital City Bank Group Inc. 35,537 71,844 USD 7,206 Syneos Health Inc 486,312 569,855 USD 17,620 Capitol Federal Financial Inc. 259,228 263,371 USD 2,491 Syros Pharmaceuticals Inc. 33,356 36,050 USD 8,800 Cathay General Bancorp 269,451 314,205 USD 3,425 Taro Pharmaceutical Industries Ltd. 488,112 309,166 USD 2,051 CBTX Inc. 88,500 58,474 USD 3,916 Thermo Fisher Scientific Inc. 744,382 1,926,341 USD 3,266 Central Pacific Financial Corp. 79,435 71,076 USD 800 Tricida Inc. 23,800 29,846 USD 1,036 Central Valley Community Bancorp 28,178 21,646 USD 4,639 Ultragenyx Pharmaceutical Inc. 314,065 492,625 USD 8,695 CIT Group Inc. 494,592 244,705 USD 6,595 United Therapeutics Corp. 895,497 1,083,364 USD 6,132 Vanda Pharmaceuticals Inc. 163,295 95,236 USD 67,350 Citigroup Inc. 3,509,620 4,672,321 USD 3,365 Verastem Inc. 26,171 7,858 USD 392 Citizens & Northern Corp. 13,892 10,990 USD 2,583 Vericel Corp. 31,097 48,463 USD 1,000 Citizens Community Bancorp Inc/WI 15,518 9,313 USD 11,577 Viking Therapeutics Inc. 75,420 113,320 USD 14,826 Citizens Financial Group Inc. 431,157 508,028 USD 513 Waters Corp. 81,776 125,640 USD 1,840 City Holding Co. 73,430 162,795 USD 5,370 Xencor Inc. 221,522 236,134 USD 1,060 Civista Bancshares Inc. 32,542 22,162 USD 3,801 Zogenix Inc. 218,008 139,379 USD 1,033 CNB Financial Corp/PA 38,704 25,145 USD 7,857 Columbia Banking System Inc. 213,363 302,350 44,564,266 51,814,033 6.08 USD 12,470 Columbia Financial Inc. 251,196 236,249 87,189,538 115,196,776 13.51 USD 6,325 Comerica Inc. 353,429 327,160 Financials USD 6,662 Commerce Bancshares Inc/MO 304,798 537,869 Banks USD 5,189 Community Bank System Inc. 334,531 401,684 USD 3,253 1st Source Corp. 110,070 157,142 USD 1,100 Community Bankers Trust Corp. 13,725 8,214

The accompanying notes are an integral part of these financial statements 70 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 400 Community Financial Corp 16,438 13,250 USD 4,694 Heartland Financial USA Inc. 195,293 213,100 USD 2,928 Community Trust Bancorp Inc. 120,512 130,223 USD 6,225 Heritage Commerce Corp. 94,270 63,426 USD 3,971 ConnectOne Bancorp Inc. 71,940 86,904 USD 3,539 Heritage Financial Corp/WA 75,316 96,091 USD 3,873 Cullen/Frost Bankers Inc. 450,922 392,826 USD 10,285 Hilltop Holdings Inc. 157,434 257,617 USD 3,263 Customers Bancorp Inc. 84,476 53,247 USD 53 Hingham Institution for Savings 13,604 12,072 USD 14,679 CVB Financial Corp. 265,749 373,457 USD 200 Home Bancorp Inc. 12,216 7,263 USD 4,050 Dime Community Bancshares Inc. 58,314 75,492 USD 16,441 Home Bancshares Inc/AR 317,797 343,279 USD 3,982 Eagle Bancorp Inc. 265,329 177,046 USD 2,250 HomeStreet Inc. 50,522 75,174 USD 10,798 East West Bancorp Inc. 461,875 531,258 USD 15,606 Hope Bancorp Inc. 232,677 195,342 USD 360 Enterprise Bancorp Inc. 18,858 11,642 USD 3,888 Horizon Bancorp Inc/IN 69,949 56,426 USD 3,012 Enterprise Financial Services Corp. 99,161 127,253 USD 700 Howard Bancorp Inc. 15,741 10,092 USD 1,796 Equity Bancshares Inc. 79,612 42,523 USD 42,714 Huntington Bancshares Inc/OH 514,381 523,932 USD 696 Esquire Financial Holdings Inc. 21,167 15,969 USD 4,888 Iberiabank Corp. 383,426 302,203 USD 7,626 Essent Group Ltd. 370,756 375,507 USD 2,567 Independent Bank Corp/MI 69,097 51,752 USD 400 Evans Bancorp Inc. 20,950 12,631 USD 3,415 Independent Bank Corp/Rockland MA 180,137 311,045 USD 3,362 Farmers National Banc Corp. 65,696 54,132 USD 4,529 Independent Bank Group Inc. 288,469 249,141 USD 3,482 FB Financial Corp. 168,736 117,092 USD 7,976 International Bancshares Corp. 205,606 346,721 USD 1,583 Federal Agricultural Mortgage Corp. 31,433 137,563 USD 500 Investar Holding Corp. 15,829 9,843 USD 24,017 Fifth Third Bancorp 588,515 628,637 USD 31,348 Investors Bancorp Inc. 447,613 361,745 USD 1,826 Financial Institutions Inc. 38,801 46,134 USD 126,044 JPMorgan Chase & Co. 8,219,322 16,095,384 USD 26,098 First BanCorp/Puerto Rico 188,169 198,058 USD 11,348 Kearny Financial Corp/MD 156,180 126,023 USD 4,139 First Bancorp/Southern Pines NC 114,281 140,928 USD 31,995 KeyCorp. 585,059 529,058 USD 1,723 First Bancshares Inc 77,711 52,631 USD 5,436 Lakeland Bancorp Inc. 57,958 84,353 USD 1,464 First Bank/Hamilton NJ 20,249 12,959 USD 2,615 Lakeland Financial Corp. 57,981 165,370 USD 6,628 First Busey Corp. 207,772 167,817 USD 741 LCNB Corp. 17,614 16,056 USD 600 First Choice Bancorp 17,737 13,343 USD 204 LendingTree Inc 80,263 80,186 USD 812 First Citizens BancShares Inc/NC 242,127 446,485 USD 514 Level One Bancorp Inc. 16,847 11,681 USD 12,833 First Commonwealth Financial Corp. 90,604 144,256 USD 3,872 Live Oak Bancshares Inc. 114,320 76,274 USD 2,210 First Community Bankshares Inc. 35,907 67,357 USD 2,069 Luther Burbank Corp. 28,409 28,089 USD 100 First Community Corp/SC 2,505 2,057 USD 6,431 M&T Bank Corp. 1,011,121 907,738 USD 11,391 First Financial Bancorp 235,670 214,809 USD 2,820 Macatawa Bank Corp. 43,700 29,939 USD 6,325 First Financial Bankshares Inc. 127,426 248,075 USD 200 Mackinac Financial Corp. 4,324 2,816 USD 1,520 First Financial Corp/IN 85,797 76,022 USD 1,308 MainStreet Bancshares Inc. 39,306 23,440 USD 3,827 First Foundation Inc. 85,020 84,896 USD 1,716 Mercantile Bank Corp. 44,353 52,650 USD 820 First Guaranty Bancshares Inc. 22,857 13,615 USD 1,658 Merchants Bancorp/IN 43,861 41,619 USD 14,986 First Hawaiian Inc. 521,404 350,750 USD 5,545 Meridian Bancorp Inc. 47,911 87,324 USD 27,329 First Horizon National Corp. 471,877 369,536 USD 4,360 Meta Financial Group Inc. 98,661 107,551 USD 5,884 First Interstate Bancsystem Inc. 221,132 247,294 USD 300 Metropolitan Bank Holding Corp. 17,422 13,066 USD 7,343 First Merchants Corp. 284,439 274,843 USD 28,793 MGIC Investment Corp. 372,427 320,144 USD 1,039 First Mid-Illinois Bancshares Inc. 55,992 36,999 USD 2,548 Midland States Bancorp Inc. 104,496 51,715 USD 13,881 First Midwest Bancorp Inc/IL 290,809 251,580 USD 1,490 MidWestOne Financial Group Inc. 66,071 40,457 USD 239 First Northwest Bancorp 5,083 4,030 USD 10,825 Mr Cooper Group Inc. 231,054 182,819 USD 3,664 First of Long Island Corp 92,629 81,269 USD 3,714 National Bank Holdings Corp. 99,416 136,138 USD 4,431 First Republic Bank/CA 316,394 637,589 USD 300 National Bankshares Inc. 16,850 11,648 USD 6,927 Flagstar Bancorp Inc. 196,257 276,764 USD 5,147 NBT Bancorp Inc. 169,660 214,939 USD 3,606 Flushing Financial Corp. 82,285 56,397 USD 30,156 New York Community Bancorp Inc. 488,049 417,588 USD 36,957 FNB Corp/PA 463,866 376,298 USD 1,009 Nicolet Bankshares Inc. 85,303 75,066 USD 1,214 Franklin Financial Network Inc. 51,023 42,439 USD 7,295 NMI Holdings Inc. 100,993 159,252 USD 321 Franklin Financial Services Corp. 15,980 11,287 USD 836 Northeast Bank 22,587 19,919 USD 321 FS Bancorp Inc. 25,627 16,809 USD 4,486 Northfield Bancorp Inc. 62,692 70,159 USD 21,117 Fulton Financial Corp. 371,206 301,880 USD 12,873 Northwest Bancshares Inc. 191,975 178,697 USD 2,716 German American Bancorp Inc. 63,021 114,653 USD 6,025 OceanFirst Financial Corp. 165,033 144,206 USD 7,163 Glacier Bancorp Inc. 278,217 343,179 USD 4,879 Ocwen Financial Corp. 26,479 4,398 USD 1,732 Great Southern Bancorp Inc. 49,776 94,902 USD 5,513 OFG Bancorp 96,954 100,068 USD 7,033 Great Western Bancorp Inc. 384,034 131,381 USD 410 Ohio Valley Banc Corp. 20,270 12,552 USD 317 Guaranty Bancshares Inc/TX 13,726 11,133 USD 17,881 Old National Bancorp/IN 299,743 334,029 USD 8,896 Hancock Whitney Corp. 344,450 256,038 USD 2,678 Old Second Bancorp Inc. 51,833 28,286 USD 3,042 Hanmi Financial Corp. 52,625 40,101 USD 2,182 Origin Bancorp Inc. 102,003 65,171 USD 4,222 HarborOne Bancorp Inc. 56,157 48,950 USD 730 Orrstown Financial Services Inc. 21,464 14,618

The accompanying notes are an integral part of these financial statements 71 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 10,313 Pacific Premier Bancorp Inc. 407,129 303,551 USD 3,793 Trico Bancshares 111,546 156,799 USD 12,052 PacWest Bancorp 616,463 322,490 USD 3,208 Tristate Capital Holdings Inc. 58,212 68,420 USD 2,124 Park National Corp. 192,126 202,945 USD 2,677 Triumph Bancorp Inc. 108,471 88,205 USD 660 Parke Bancorp Inc. 19,368 12,141 USD 43,625 Truist Financial Corp. 1,938,950 2,223,922 USD 1,309 PCSB Financial Corp. 34,931 22,534 USD 9,993 Trustco Bank Corp NY 67,114 85,876 USD 1,972 Peapack Gladstone Financial Corp. 38,483 50,144 USD 7,770 Trustmark Corp. 184,566 258,652 USD 339 Penns Woods Bancorp Inc. 14,597 10,452 USD 5,587 UMB Financial Corp. 344,533 391,004 USD 8,668 PennyMac Financial Services Inc. 254,925 491,774 USD 24,439 Umpqua Holdings Corp. 509,483 353,020 USD 1,918 Peoples Bancorp Inc/OH 56,322 55,411 USD 13,427 United Bankshares Inc/WV 423,937 504,203 Peoples Bancorp of North USD 10,139 United Community Banks Inc/GA 251,213 276,947 USD 68 Carolina Inc. 2,726 1,631 USD 300 Unity Bancorp Inc. 8,461 5,824 USD 229 Peoples Financial Services Corp. 14,710 11,873 USD 2,675 Univest Corp of Pennsylvania 58,623 58,614 USD 29,479 People’s United Financial Inc. 523,086 463,040 USD 38,262 US Bancorp 1,746,715 1,912,607 USD 1,312 People’s Utah Bancorp 50,175 40,023 USD 42,959 Valley National Bancorp 502,548 456,074 USD 6,781 Pinnacle Financial Partners Inc. 355,707 386,552 USD 2,055 Veritex Holdings Inc. 68,184 49,381 USD 14,008 PNC Financial Services Group Inc 1,768,269 2,000,817 USD 4,107 Walker & Dunlop Inc. 120,326 283,301 USD 7,088 Popular Inc. 204,890 357,677 USD 9,072 Washington Federal Inc. 247,759 330,567 USD 1,267 Preferred Bank/Los Angeles CA 39,866 73,706 USD 1,616 Washington Trust Bancorp Inc. 80,612 71,850 USD 600 Premier Financial Bancorp Inc. 13,803 10,443 USD 4,055 Waterstone Financial Inc. 53,061 81,641 USD 4,954 Premier Financial Corp. 78,105 118,841 USD 7,854 Webster Financial Corp. 326,352 305,058 USD 7,345 Prosperity Bancshares Inc. 526,149 592,115 USD 127,136 Wells Fargo & Co. 6,568,359 4,418,580 USD 1,018 Provident Financial Holdings Inc. 28,980 18,533 USD 7,311 WesBanco Inc. 256,565 201,586 USD 8,500 Provident Financial Services Inc. 175,341 166,748 USD 948 West Bancorporation Inc. 31,233 22,510 USD 252 Prudential Bancorp Inc. 5,896 4,119 USD 2,660 Westamerica Bancorporation 185,886 207,357 USD 1,207 QCR Holdings Inc. 43,097 51,093 USD 9,486 Western Alliance Bancorp 202,208 487,700 USD 13,461 Radian Group Inc. 304,390 283,441 USD 6,187 Wintrust Financial Corp. 381,568 366,387 USD 1,717 RBB Bancorp 55,221 31,818 USD 6,666 WSFS Financial Corp. 283,653 259,734 USD 31,916 Regions Financial Corp. 462,502 481,823 USD 11,590 Zions Bancorp NA 593,444 534,979 USD 5,623 Renasant Corp. 187,038 190,071 73,245,802 82,706,605 9.70 USD 2,160 Republic Bancorp Inc/KY 47,009 95,920 USD 2,519 Republic First Bancorp Inc. 27,862 8,344 Diversified Financials USD 3,476 Riverview Bancorp Inc. 34,672 26,663 USD 5,808 Affiliated Managers Group Inc. 877,170 587,904 USD 4,369 S&T Bancorp Inc. 158,116 139,091 USD 26,898 Ally Financial Inc. 690,758 724,131 USD 4,359 Sandy Spring Bancorp Inc. 134,627 146,647 USD 14,238 American Express Co. 1,604,025 1,840,179 USD 7,191 Seacoast Banking Corp of Florida 175,553 199,156 USD 6,738 Ameriprise Financial Inc. 1,035,235 1,372,500 USD 997 Select Bancorp Inc. 14,087 11,018 USD 400 Ares Management Corp. 15,153 21,559 USD 5,401 ServisFirst Bancshares Inc. 197,980 262,208 Artisan Partners Asset USD 1,235 Shore Bancshares Inc. 26,719 18,594 USD 2,252 Management Inc. 82,204 99,363 USD 1,236 Sierra Bancorp 42,440 31,681 USD 28,585 Bank of New York Mellon Corp 979,356 1,499,899 USD 4,022 Signature Bank/New York NY 565,980 583,815 USD 59,434 Berkshire Hathaway Inc 15,291,289 14,403,621 USD 12,860 Simmons First National Corp. 331,025 298,721 USD 36,598 BGC Partners Inc. 218,910 136,139 USD 700 SmartFinancial Inc. 18,006 15,376 USD 2,085 BlackRock Inc. 734,088 1,540,107 USD 7,991 South State Corp. 642,428 517,062 USD 5,100 Blucora Inc. 46,439 79,070 USD 300 Southern First Bancshares Inc. 16,564 11,286 USD 4,023 Brightsphere Investment Group Inc. 69,774 68,052 Southern National Bancorp of USD 7,925 Cannae Holdings Inc. 116,489 442,196 USD 4,033 Virginia Inc. 88,533 53,055 USD 14,385 Capital One Financial Corp. 1,189,709 1,222,331 USD 3,420 Southside Bancshares Inc. 107,572 128,704 USD 2,817 Cboe Global Markets Inc. 306,469 356,738 USD 4,426 Sterling Bancorp Inc/MI 56,533 21,511 USD 24,340 Charles Schwab Corp 1,281,122 1,114,910 USD 21,107 Sterling Bancorp/DE 392,019 335,838 USD 5,330 CME Group Inc. 358,346 1,176,147 USD 3,653 Stock Yards Bancorp Inc. 126,248 199,365 USD 1,821 Cohen & Steers Inc. 89,885 168,233 USD 3,207 SVB Financial Group 473,826 938,385 USD 3,199 Cowen Inc. 66,750 70,400 USD 13,558 Synovus Financial Corp. 508,068 377,884 USD 991 Credit Acceptance Corp. 250,723 563,731 USD 16,430 TCF Financial Corp. 607,627 656,227 USD 5,384 Curo Group Holdings Corp. 61,689 59,717 USD 500 Territorial Bancorp Inc. 20,097 16,149 USD 389 Diamond Hill Investment Group Inc. 94,378 60,030 USD 5,396 Texas Capital Bancshares Inc. 304,868 226,143 USD 16,615 Discover Financial Services 1,175,124 1,129,862 USD 5,308 TFS Financial Corp. 100,612 103,120 USD 4,119 Donnelley Financial Solutions Inc. 124,582 46,974 USD 500 Timberland Bancorp Inc/WA 15,741 12,361 USD 9,591 E*TRADE Financial Corp. 279,578 647,525 USD 1,791 Tompkins Financial Corp. 101,143 157,487 USD 5,913 Eaton Vance Corp. 347,622 309,863 USD 8,604 Towne Bank/Portsmouth VA 261,974 220,067 USD 2,722 Encore Capital Group Inc. 78,821 126,309

The accompanying notes are an integral part of these financial statements 72 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 4,335 Enova International Inc. 99,801 87,513 USD 526 Alleghany Corp. 201,241 349,296 USD 8,967 Equitable Holdings Inc. 230,114 234,830 USD 13,384 Allstate Corp 909,662 1,762,329 USD 3,692 Evercore Inc. 301,044 295,324 USD 5,076 Ambac Financial Group Inc. 164,434 98,682 USD 6,793 Ezcorp Inc. 82,828 58,100 American Equity Investment Life USD 379 FactSet Research Systems Inc. 129,225 169,009 USD 10,439 Holding Co. 226,626 350,192 USD 11,505 Federated Investors Inc. 406,517 370,177 USD 3,557 American Financial Group Inc/OH 325,908 306,449 USD 3,387 FirstCash Inc. 87,706 310,288 USD 28,519 American International Group Inc. 1,330,119 1,207,215 USD 16,681 Franklin Resources Inc. 809,831 474,892 USD 2,654 American National Insurance Co. 352,941 259,675 USD 10,358 Goldman Sachs Group Inc 2,151,680 2,778,952 USD 2,142 AMERISAFE Inc. 56,276 177,853 USD 5,711 Green Dot Corp. 168,391 380,532 USD 10,161 Arch Capital Group Ltd. 149,662 395,217 USD 1,095 Hamilton Lane Inc. 66,387 100,151 Argo Group International USD 4,590 Houlihan Lokey Inc. 257,202 346,716 USD 4,444 Holdings Ltd. 131,309 210,137 USD 6,217 Interactive Brokers Group Inc. 202,759 352,549 USD 5,785 Arthur J Gallagher & Co. 329,110 765,663 USD 10,339 Intercontinental Exchange Inc. 505,221 1,285,725 USD 4,281 Assurant Inc. 326,269 600,313 USD 2,345 INTL. FCStone Inc. 45,139 175,097 USD 9,364 Assured Guaranty Ltd. 254,274 310,315 USD 23,167 Invesco Ltd. 643,269 338,420 USD 12,466 Athene Holding Ltd. 727,450 527,857 USD 14,643 Janus Henderson Group PLC 359,640 420,649 USD 5,482 Axis Capital Holdings Ltd. 349,594 301,864 USD 18,883 Jefferies Financial Group Inc 465,728 398,635 USD 2,609 Benefytt Technologies Inc. 72,657 72,469 USD 13,519 KKR & Co Inc. 481,892 566,756 USD 11,534 Brighthouse Financial Inc. 602,735 435,623 USD 8,022 Lazard Ltd. 412,343 311,801 USD 11,980 Brown & Brown Inc. 209,092 662,926 USD 9,595 Legg Mason Inc. 493,102 648,056 USD 15,029 Chubb Ltd. 1,836,644 2,583,489 USD 11,807 LendingClub Corp. 362,274 72,933 USD 6,959 Cincinnati Financial Corp. 512,444 604,929 USD 5,018 LPL Financial Holdings Inc. 259,499 534,098 USD 1,654 CNA Financial Corp. 73,088 72,192 USD 234 MarketAxess Holdings Inc. 67,426 159,132 USD 14,626 CNO Financial Group Inc. 89,444 309,164 USD 3,353 Moelis & Co. 201,375 141,842 USD 1,710 Crawford & Co. 20,965 16,320 USD 54,206 Morgan Stanley 2,098,810 3,554,419 USD 2,060 Crawford & Co. 28,292 22,066 USD 1,342 Morningstar Inc. 107,461 256,835 USD 1,496 Donegal Group Inc. 28,404 28,881 USD 563 MSCI Inc. 28,529 255,150 USD 1,445 eHealth Inc. 40,223 192,722 USD 5,997 Nasdaq Inc. 245,635 972,674 USD 3,657 Employers Holdings Inc. 134,156 149,688 USD 28,640 Navient Corp. 497,771 273,340 USD 2,165 Enstar Group Ltd. 357,853 449,025 USD 3,700 Nelnet Inc. 103,840 239,805 USD 339 Erie Indemnity Co. 40,179 88,318 USD 4,638 NewStar Financial Inc., Right – 640 USD 1,377 Everest Re Group Ltd. 239,386 385,476 USD 9,762 Northern Trust Corp. 926,214 1,051,490 USD 3,299 FBL Financial Group Inc. 94,076 160,742 USD 5,060 On Deck Capital Inc. 40,456 4,936 USD 1,516 FedNat Holding Co. 45,537 22,784 USD 11,887 OneMain Holdings Inc. 565,297 396,024 USD 17,141 Fidelity National Financial Inc. 497,268 713,481 USD 567 Oppenheimer Holdings Inc. 15,783 16,773 USD 8,426 First American Financial Corp. 153,693 549,310 USD 1,628 Piper Jaffray Cos 107,253 130,755 USD 31,732 Genworth Financial Inc. 301,380 99,514 USD 5,880 PRA Group Inc. 191,655 308,612 USD 1,507 Global Indemnity Ltd. 61,657 48,979 USD 5,623 Raymond James Financial Inc. 259,971 525,436 USD 5,010 Globe Life Inc. 379,690 504,884 USD 1,452 Regional Management Corp 51,011 34,911 USD 3,276 Greenlight Capital Re Ltd. 52,862 28,998 Santander Consumer USA USD 2,009 Hallmark Financial Services Inc. 48,752 9,519 USD 22,954 Holdings Inc. 474,172 573,702 USD 2,686 Hanover Insurance Group Inc 140,321 369,503 USD 7,032 SEI Investments Co. 432,023 524,877 USD 22,280 Hartford Financial Services Group Inc 1,100,626 1,166,041 USD 45,189 SLM Corp. 436,754 431,283 USD 1,558 HCI Group Inc. 70,103 97,678 USD 9,633 State Street Corp. 751,254 831,096 USD 3,753 Heritage Insurance Holdings Inc. 68,883 66,695 USD 7,638 Stifel Financial Corp. 457,447 491,821 USD 5,178 Horace Mann Educators Corp. 175,042 258,201 USD 38,838 Synchrony Financial 1,538,363 1,168,425 USD 2,305 Independence Holding Co. 28,210 95,725 USD 7,173 T Rowe Price Group Inc. 867,639 1,202,658 USD 182 Investors Title Co 44,013 29,976 USD 18,147 TD Ameritrade Holding Corp. 1,057,760 896,276 USD 4,227 James River Group Holdings Ltd. 196,763 258,237 USD 4,619 Virtu Financial Inc. 103,331 147,991 USD 6,681 Kemper Corp. 395,139 657,769 USD 629 Virtus Investment Partners Inc. 98,243 99,304 USD 595 Kinsale Capital Group Inc 41,299 125,375 USD 8,633 Voya Financial Inc. 397,738 546,748 USD 6,752 Lincoln National Corp. 445,909 337,238 USD 10,576 Waddell & Reed Financial Inc. 345,405 222,693 USD 9,695 Loews Corp. 380,613 451,325 USD 995 Westwood Holdings Group Inc 81,025 21,275 USD 478 Markel Corp. 295,505 599,079 USD 15,192 WisdomTree Investments Inc. 152,402 71,568 USD 3,221 Marsh & McLennan Cos Inc. 428,261 469,513 USD 853 World Acceptance Corp. 43,055 75,875 USD 14,854 MBIA Inc. 110,672 146,203 49,232,378 56,207,059 6.59 USD 6,620 Mercury General Corp. 369,259 366,235 Insurance USD 26,849 MetLife Inc. 1,540,790 1,331,169 USD 21,982 Aflac Inc. 720,221 1,075,241 USD 12,321 National General Holdings Corp. 324,116 361,472

The accompanying notes are an integral part of these financial statements 73 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 417 National Western Life Group Inc. 134,574 115,030 USD 147,380 Intel Corp. 6,589,831 11,971,036 USD 641 NI Holdings Inc 13,686 12,853 USD 2,318 KLA-Tencor Corp. 327,580 612,016 USD 22,398 Old Republic International Corp. 463,573 495,949 USD 9,578 Kulicke & Soffa Industries Inc. 101,867 270,856 USD 1,321 Palomar Holdings Inc. 143,794 153,802 USD 1,723 Lam Research Corp. 218,028 756,624 USD 3,191 Primerica Inc. 79,355 505,126 USD 10,119 Lattice Semiconductor Corp. 67,620 390,011 USD 10,160 Principal Financial Group Inc. 424,365 572,973 MACOM Technology Solutions USD 6,148 ProAssurance Corp. 285,735 120,775 USD 5,785 Holdings Inc. 133,842 269,777 USD 11,665 Progressive Corp 915,481 1,268,661 USD 20,485 Marvell Technology Group Ltd. 330,616 975,039 USD 415 Protective Insurance Corp. 8,770 8,491 USD 2,321 Maxim Integrated Products Inc. 112,676 190,983 USD 13,278 Prudential Financial Inc. 1,176,629 1,097,802 USD 6,273 MaxLinear Inc. 133,226 182,759 USD 1,931 Reinsurance Group of America Inc. 182,535 205,634 USD 6,887 Microchip Technology Inc. 645,851 984,592 USD 2,083 RenaissanceRe Holdings Ltd. 268,084 483,655 USD 66,111 Micron Technology Inc. 1,741,197 4,624,063 USD 3,399 RLI Corp. 293,139 378,851 USD 4,502 MKS Instruments Inc. 138,969 692,117 USD 1,500 Safety Insurance Group Inc. 55,874 155,297 USD 201 Monolithic Power Systems Inc. 25,701 64,672 USD 5,478 Selective Insurance Group Inc. 169,853 392,226 USD 3,686 NeoPhotonics Corp. 56,262 44,437 USD 4,359 State Auto Financial Corp. 84,196 105,633 USD 327 NVE CORP 20,970 27,449 USD 2,855 Stewart Information Services Corp. 87,485 126,008 USD 24,391 ON Semiconductor Corp. 348,091 656,308 USD 8,906 Third Point Reinsurance Ltd. 150,145 90,802 USD 5,285 Onto Innovation Inc. 92,883 244,235 USD 14,063 Travelers Cos Inc 1,053,773 2,177,446 USD 3,312 PDF Solutions Inc. 31,284 87,950 USD 2,800 United Fire Group Inc. 94,355 105,334 USD 7,911 Photronics Inc. 75,876 119,537 USD 4,173 United Insurance Holdings Corp. 93,678 44,303 USD 3,711 Power Integrations Inc. 346,753 595,149 USD 5,129 Universal Insurance Holdings Inc. 85,876 123,596 USD 6,202 Qorvo Inc. 497,667 930,649 USD 14,454 Unum Group 503,461 325,543 USD 15,579 Rambus Inc. 224,258 321,483 White Mountains Insurance USD 3,889 Semtech Corp. 158,480 275,708 USD 379 Group Ltd. 358,985 456,890 USD 1,206 Silicon Laboratories Inc. 98,020 164,170 USD 4,146 Willis Towers Watson PLC 717,659 1,108,561 USD 8,615 Skyworks Solutions Inc. 783,542 1,495,423 USD 4,759 WR Berkley Corp. 167,287 370,142 USD 3,293 SMART Global Holdings Inc. 109,412 121,511 26,643,444 35,098,614 4.12 USD 6,038 SolarEdge Technologies Inc 331,973 1,137,612 149,121,624 174,012,278 20.41 USD 4,176 Synaptics Inc. 270,668 340,842 USD 2,410 Teradyne Inc. 53,617 276,503 Information Technology USD 5,150 Ultra Clean Holdings Inc. 77,258 158,222 Semiconductors & Semiconductor USD 685 Universal Display Corp. 104,667 139,141 USD 765 ACM Research Inc. 58,560 64,765 USD 6,287 Veeco Instruments Inc. 81,575 115,141 USD 4,067 Advanced Energy Industries Inc. 230,477 374,295 USD 2,455 Xilinx Inc. 104,562 327,927 USD 2,332 Alpha & Omega Semiconductor Ltd. 29,334 34,445 19,659,355 39,863,590 4.67 USD 3,383 Ambarella Inc. 194,045 210,350 USD 41,173 Amkor Technology Inc. 367,071 688,089 Software & Services USD 6,849 Analog Devices Inc. 780,160 1,140,338 USD 7,354 2U Inc. 184,005 378,987 USD 7,388 Applied Materials Inc. 91,136 606,314 USD 17,892 3D Systems Corp. 236,882 169,789 USD 4,060 Axcelis Technologies Inc. 61,626 153,515 USD 12,662 ACI Worldwide Inc. 381,628 463,959 USD 7,235 AXT Inc. 56,711 46,754 USD 1,162 Agilysys Inc. 15,422 28,301 USD 3,797 Broadcom Inc 1,050,693 1,626,918 USD 5,169 Akamai Technologies Inc. 351,080 751,501 USD 8,809 Brooks Automation Inc. 137,131 529,073 USD 1,845 Alarm.com Holdings Inc. 106,001 162,335 USD 2,765 Cabot Microelectronics Corp. 267,299 523,803 USD 2,815 Alliance Data Systems Corp. 582,090 172,434 USD 1,672 Ceva Inc. 98,161 84,940 USD 1,000 Altair Engineering Inc. 43,688 53,965 USD 7,215 Cirrus Logic Inc. 271,546 605,144 USD 6,174 Amdocs Ltd. 350,985 510,288 USD 5,337 Cohu Inc. 115,902 125,638 USD 1,458 American Software Inc/GA 17,760 31,195 USD 7,074 Cree Inc. 240,860 568,444 USD 725 ANSYS Inc. 120,285 287,140 USD 600 CyberOptics Corp. 8,688 26,237 USD 319 Appfolio Inc. 26,264 70,466 USD 7,180 Diodes Inc. 211,165 494,204 USD 552 Aspen Technology Inc. 27,820 77,645 USD 2,505 DSP Group Inc. 34,520 54,005 USD 248 Avalara Inc. 23,698 44,810 USD 1,452 Enphase Energy Inc. 58,147 93,772 USD 17,189 Avaya Holdings Corp. 345,109 288,432 USD 11,186 Entegris Inc. 154,942 896,745 USD 1,899 Avid Technology Inc. 32,941 18,743 USD 7,987 First Solar Inc. 415,477 536,739 USD 1,500 Aware Inc/MA 3,437 6,679 USD 7,012 FormFactor Inc. 77,705 279,192 USD 4,906 Black Knight Inc. 182,504 483,327 USD 318 GSI Technology Inc. 1,236 3,100 USD 2,482 Blackbaud Inc. 196,136 192,336 USD 2,659 Ichor Holdings Ltd 77,433 95,951 USD 1,585 Blackline Inc. 107,243 178,406 USD 1,235 Impinj Inc. 26,564 46,057 USD 1,829 Booz Allen Hamilton Holding Corp. 31,452 193,158 USD 2,450 Inphi Corp. 107,944 390,821 USD 2,666 Bottomline Technologies de Inc. 150,466 183,756

The accompanying notes are an integral part of these financial statements 74 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 592 Broadridge Financial Solutions Inc. 99,499 101,419 USD 2,900 OneSpan Inc. 63,903 109,962 USD 1,841 CACI International Inc. 103,695 542,060 USD 1,744 Paychex Inc. 178,976 179,351 USD 561 Cadence Design Systems Inc. 53,088 73,085 USD 484 Paylocity Holding Corp. 30,120 95,862 USD 7,297 Cardtronics PLC 309,894 237,557 USD 1,370 Pegasystems Inc. 82,296 188,168 USD 1,353 Cass Information Systems Inc. 41,274 71,692 USD 4,514 Perficient Inc. 74,727 219,268 USD 1,497 CDK Global Inc. 106,942 84,179 USD 20,535 Perspecta Inc. 549,720 647,601 USD 1,638 Cerence Inc. 32,341 90,818 USD 3,978 Progress Software Corp. 101,189 209,272 USD 1,671 Ceridian HCM Holding Inc. 109,127 179,829 USD 652 Proofpoint Inc. 98,349 98,359 Cognizant Technology USD 1,489 PTC Inc. 87,297 157,251 USD 12,315 Solutions Corp. 969,784 949,970 USD 7,004 Pure Storage Inc. 113,177 164,785 USD 1,463 CommVault Systems Inc. 118,552 76,865 USD 661 QAD Inc. 11,523 37,044 USD 27,704 Conduent Inc. 443,381 89,892 USD 1,299 Qualys Inc. 117,742 183,443 USD 835 Cornerstone OnDemand Inc. 59,175 43,712 USD 2,143 RealPage Inc. 119,074 189,137 USD 5,210 CSG Systems International Inc. 154,047 292,757 USD 612 Rosetta Stone Inc. 6,069 14,008 USD 5,060 Digital Turbine Inc. 70,554 86,350 USD 15,410 Sabre Corp. 430,937 168,621 USD 15,538 DXC Technology Co. 1,257,846 348,051 USD 4,292 SailPoint Technologies Holding Inc. 93,477 154,237 USD 3,538 Ebix Inc. 195,416 107,400 USD 8,484 Salesforce.com Inc. 1,981,857 2,157,656 USD 604 Elastic NV 72,104 75,612 USD 4,099 Sapiens International Corp NV 58,651 155,704 Endurance International Group Science Applications USD 15,562 Holdings Inc. 137,798 85,142 USD 3,866 International Corp. 304,317 407,704 USD 2,432 Envestnet Inc. 176,745 242,807 USD 3,449 Seagate Technology PLC 244,051 226,674 USD 603 EPAM Systems Inc. 102,822 206,305 USD 1,463 SecureWorks Corp. 22,768 22,702 USD 2,194 Euronet Worldwide Inc. 121,511 285,409 USD 1,096 SolarWinds Corp. 27,833 26,292 USD 4,076 EVERTEC Inc. 121,885 155,494 USD 288 Splunk Inc. 58,533 77,690 USD 4,076 ExlService Holdings Inc. 232,064 350,831 USD 1,760 SPS Commerce Inc. 92,281 179,491 Fidelity National Information USD 11,996 SS&C Technologies Holdings Inc. 638,196 919,825 USD 19,783 Services Inc. 2,974,533 3,601,328 USD 3,400 StarTek Inc. 28,708 23,449 USD 13,173 FireEye Inc. 184,158 217,735 USD 3,710 Steel Connect Inc 50,003 3,023 USD 8,438 Fiserv Inc. 1,041,626 1,118,285 USD 6,366 Stratasys Ltd. 230,547 137,071 USD 1,223 FleetCor Technologies Inc. 306,753 417,629 USD 6,472 Super Micro Computer Inc. 194,744 249,447 USD 300 Fortinet Inc. 13,017 55,908 USD 5,535 Sykes Enterprises Inc. 148,582 207,847 USD 8,239 Genpact Ltd. 243,984 408,488 USD 3,821 Synchronoss Technologies Inc. 176,394 18,312 USD 4,605 Global Payments Inc. 371,816 1,060,539 USD 1,401 Globant SA 79,246 285,016 USD 2,425 Synopsys Inc. 199,764 641,979 USD 3,952 GTT Communications Inc. 119,625 43,781 USD 2,627 Telenav Inc. 19,878 19,580 USD 1,610 Guidewire Software Inc. 167,061 242,290 USD 4,371 Teradata Corp. 197,478 123,429 USD 4,286 Hackett Group Inc 40,456 78,785 USD 700 Transact Technologies Inc. 4,716 4,352 USD 77,232 Hewlett Packard Enterprise Co. 1,170,987 1,020,198 USD 6,218 TTEC Holdings Inc 161,992 393,041 USD 349 HubSpot Inc. 62,643 106,298 USD 2,852 Twilio Inc. 361,174 849,571 USD 4,266 Immersion Corp. 60,906 36,081 USD 154 Tyler Technologies Inc. 38,338 72,523 International Business USD 662 Unisys Corp. 20,636 9,805 USD 6,056 Machines Corp. 926,701 992,931 USD 841 Upland Software Inc. 30,124 39,687 USD 865 Intevac Inc. 8,546 6,412 USD 7,081 Verint Systems Inc. 378,610 434,325 USD 5,028 j2 Global Inc. 331,125 431,475 USD 2,321 Verra Mobility Corp. 21,448 32,392 USD 858 Jack Henry & Associates Inc. 28,042 214,363 USD 3,302 Virtusa Corp. 165,799 145,557 USD 20,412 KBR Inc. 459,361 624,894 USD 11,861 Western Digital Corp. 716,887 710,950 USD 6,784 Leidos Holdings Inc. 579,200 862,701 USD 3,147 Western Union Co 74,712 92,369 USD 11,347 Limelight Networks Inc. 32,264 113,379 USD 1,753 Wex Inc. 139,529 392,705 USD 6,973 LiveRamp Holdings Inc. 196,833 402,046 USD 21,222 Xerox Holdings Corp. 659,378 440,522 USD 5,133 LogMeIn Inc. 672,269 590,728 USD 11,719 Xperi Holding Corp. 422,210 234,829 USD 865 Manhattan Associates Inc. 39,503 110,622 USD 4,505 Zix Corp. 16,903 42,201 USD 2,992 Mantech International Corp/VA 125,303 278,204 30,709,951 37,057,061 4.35 USD 4,236 MAXIMUS Inc. 284,416 405,146 USD 1,006 MicroStrategy Inc. 213,078 161,555 Technology Hardware & Equipment USD 4,400 Mitek Systems Inc. 47,618 57,405 USD 3,867 Acacia Communications Inc. 225,814 352,739 USD 12,990 NCR Corp. 473,410 305,444 USD 7,415 ADTRAN Inc. 198,569 110,029 USD 747 New Relic Inc. 71,421 69,874 USD 4,354 Amphenol Corp. 450,627 566,335 USD 4,887 NIC Inc. 106,981 152,331 USD 1,794 Arista Networks Inc. 422,448 511,538 USD 14,110 NortonLifeLock Inc. 449,931 379,860 USD 6,859 Arlo Technologies Inc. 40,209 24,025 USD 10,810 Nuance Communications Inc. 175,081 371,369 USD 6,699 Arrow Electronics Inc. 331,495 624,709

The accompanying notes are an integral part of these financial statements 75 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 14,025 Avnet Inc. 652,651 530,943 USD 5,219 SYNNEX Corp. 329,225 848,613 USD 2,580 Badger Meter Inc. 74,234 220,385 USD 9,671 TE Connectivity Ltd. 966,114 1,070,704 USD 988 Bel Fuse Inc. 24,257 14,392 USD 700 Tessco Technologies Inc. 14,764 5,227 USD 6,329 Belden Inc. 435,381 279,679 USD 8,795 Trimble Inc. 371,655 515,695 USD 4,667 Benchmark Electronics Inc. 138,305 136,857 USD 13,981 TTM Technologies Inc. 167,835 225,111 USD 1,900 CalAmp Corp. 47,713 20,661 USD 5,689 ViaSat Inc. 415,100 296,348 USD 6,162 Calix Inc. 65,852 124,647 USD 27,131 Viavi Solutions Inc. 305,819 469,256 USD 11,218 Ciena Corp. 313,109 824,837 USD 19,336 Vishay Intertechnology Inc. 292,277 400,848 USD 36,026 Cisco Systems Inc. 1,035,182 2,281,123 USD 949 Vishay Precision Group Inc. 19,469 31,668 USD 1,165 Cognex Corp. 62,605 94,454 USD 802 Zebra Technologies Corp. 159,588 278,679 USD 2,539 Coherent Inc. 464,445 451,483 17,598,236 24,597,694 2.88 USD 3,612 Comtech Telecommunications Corp. 100,260 82,823 67,967,542 101,518,345 11.90 USD 41,880 Corning Inc. 1,013,029 1,472,586 USD 3,630 CTS Corp. 60,191 98,759 Real Estate USD 5,723 Daktronics Inc. 52,927 33,798 USD 15,735 CBRE Group Inc. 725,712 965,987 USD 5,492 Digi International Inc. 74,504 86,862 USD 444 CTO Realty Growth Inc. 30,484 23,810 USD 3,340 Dolby Laboratories Inc. 203,163 298,681 USD 23,840 Cushman & Wakefield PLC 595,609 403,272 USD 7,348 EchoStar Corp. 296,480 278,921 USD 6,132 Five Point Holdings LLC 68,784 38,294 USD 868 Emcore Corp. 5,070 3,747 USD 5,632 Forestar Group Inc. 135,942 115,302 USD 1,566 ePlus Inc. 20,757 150,267 USD 1,332 FRP Holdings Inc. 106,616 73,382 USD 2,879 F5 Networks Inc. 494,404 545,165 USD 3,707 Howard Hughes Corp 440,088 261,446 USD 4,073 Fabrinet 135,123 345,154 USD 4,017 Jones Lang LaSalle Inc. 624,566 564,220 USD 2,259 FARO Technologies Inc. 96,623 164,382 USD 19,902 Kennedy-Wilson Holdings Inc. 488,163 411,231 USD 23,394 FitBit Inc 184,455 205,169 USD 4,903 Marcus & Millichap Inc. 195,275 192,102 USD 50,091 Flex Ltd. 739,774 697,040 USD 20,144 Newmark Group Inc. 210,832 132,910 USD 7,328 FLIR Systems Inc. 354,108 403,613 USD 1,060 Rafael Holdings Inc 2,191 20,679 USD 10,622 Harmonic Inc. 50,326 68,497 USD 2,898 RE/MAX Holdings Inc. 146,387 123,657 USD 23,512 Infinera Corp. 175,781 188,967 USD 16,063 Realogy Holdings Corp. 661,012 161,592 USD 4,660 Insight Enterprises Inc. 80,145 311,261 USD 2,594 Redfin Corp. 48,215 147,592 USD 3,287 InterDigital Inc. 228,817 252,709 USD 1,385 RMR Group Inc 57,961 55,412 USD 2,122 IPG Photonics Corp. 343,495 462,058 USD 5,883 St Joe Co 134,570 155,104 USD 2,400 Iteris Inc. 15,728 15,493 USD 2,605 Tejon Ranch Co. 81,331 50,927 USD 4,969 Itron Inc. 386,064 446,919 4,753,738 3,896,919 0.46 USD 18,065 Jabil Inc. 419,213 786,768 USD 22,116 Juniper Networks Inc. 691,812 686,368 Communication Services USD 4,750 Keysight Technologies Inc. 373,204 649,893 Media & Entertainemnt USD 3,975 Kimball Electronics Inc. 15,827 73,068 USD 2,944 A H Belo Corp. 14,699 6,914 USD 14,261 Knowles Corp. 325,521 295,446 USD 14,230 Activision Blizzard Inc. 849,726 1,466,293 USD 1,941 KVH Industries Inc. 23,601 23,532 USD 2,368 Alphabet Inc. 2,229,539 4,544,494 USD 2,011 Littelfuse Inc. 273,522 465,845 USD 2,313 Alphabet Inc. 2,277,162 4,452,884 USD 5,188 Lumentum Holdings Inc. 325,161 573,533 USD 6,688 Altice USA Inc. 157,133 204,656 USD 4,013 Methode Electronics Inc. 135,899 170,307 USD 8,800 AMC Entertainment Holdings Inc. 278,038 51,252 USD 2,342 MTS Systems Corp. 126,757 55,928 USD 3,928 AMC Networks Inc. 278,679 124,731 USD 1,009 Napco Security Technologies Inc. 9,529 32,040 USD 500 Beasley Broadcast Group Inc. 1,813 1,649 USD 4,601 National Instruments Corp. 213,665 241,796 USD 810 Boston Omaha Corp. 21,585 17,595 USD 3,464 NETGEAR Inc. 66,317 121,754 USD 137 Cable One Inc. 89,517 330,108 USD 11,669 NetScout Systems Inc. 443,610 404,919 USD 921 Cargurus Inc. 39,244 31,697 USD 1,996 Novanta Inc. 34,814 289,324 USD 8,856 Cars.com Inc. 289,976 69,252 USD 2,951 OSI Systems Inc. 166,360 299,030 Central European Media USD 3,235 PC Connection Inc. 46,610 203,607 USD 11,812 Enterprises Ltd. 70,507 56,768 USD 1,476 PC-Tel Inc. 13,858 13,386 USD 5,856 Charter Communications Inc. 1,988,216 4,054,894 USD 1,362 Plantronics Inc. 67,878 27,144 USD 13,623 Cinemark Holdings Inc. 531,929 213,614 USD 3,896 Plexus Corp. 152,667 373,209 USD 800 Clear Channel Outdoor Holdings Inc. 8,363 1,119 USD 14,030 Ribbon Communications Inc. 119,266 74,856 USD 148,933 Comcast Corp. 5,584,613 7,881,465 Richardson Electronics Ltd/ USD 8,407 comScore Inc. 161,360 35,382 USD 1,465 United States 12,376 8,035 USD 3,529 DHI Group Inc. 35,788 10,061 USD 1,979 Rogers Corp. 132,955 334,763 USD 11,587 Discovery Inc. 382,224 331,916 USD 10,630 Sanmina Corp. 141,209 361,361 USD 28,021 Discovery Inc. 829,695 732,680 USD 3,300 ScanSource Inc. 130,639 107,926 USD 18,326 DISH Network Corp. 734,492 858,592

The accompanying notes are an integral part of these financial statements 76 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 2,950 Electronic Arts Inc. 366,290 528,853 USD 3,496 Tribune Publishing Co. 52,490 47,414 USD 7,711 Emerald Holding Inc. 169,590 32,243 USD 12,025 TripAdvisor Inc. 414,946 310,343 USD 19,346 Entercom Communications Corp. 234,441 36,245 USD 12,315 TrueCar Inc. 120,537 43,135 USD 14,665 Entravision Communications Corp. 121,761 28,470 USD 20,040 Twitter Inc. 769,654 810,480 USD 3,300 Eventbrite Inc. 41,332 38,394 USD 584 ViacomCBS Inc. 52,700 20,297 USD 12,472 EW Scripps Co 175,040 148,156 USD 33,454 ViacomCBS Inc. 2,183,726 1,059,134 USD 19,299 Facebook Inc. 4,327,656 5,949,339 USD 32,657 Walt Disney Co 3,430,431 4,943,838 USD 3,163 Fluent Inc. 26,616 7,644 USD 844 World Wrestling Entertainment Inc. 24,047 49,786 USD 20,365 Fox Corp. 938,030 741,511 USD 7,769 Yelp Inc. 347,530 243,958 USD 15,476 Fox Corp. 675,388 563,917 USD 529 Zedge Inc. 881 1,064 USD 15,749 Gannett Co Inc. 239,838 29,506 USD 3,226 Zillow Group Inc. 119,919 251,742 USD 8,741 GCI Liberty Inc. 475,880 843,924 USD 6,649 Zillow Group Inc. 292,566 520,030 USD 9,168 Glu Mobile Inc. 42,057 115,379 USD 54,481 Zynga Inc. 183,382 705,615 USD 13,158 Gray Television Inc. 139,282 249,194 41,716,294 52,884,305 6.20 USD 438 IAC/InterActiveCorp. 59,869 192,304 USD 6,887 Imax Corp. 257,863 104,812 Telecommunication Services USD 28,627 Interpublic Group of Cos Inc 831,411 666,910 Alaska Communications Systems USD 7,400 Group Inc. 22,401 28,029 USD 5,744 John Wiley & Sons Inc. 390,912 304,126 USD 1,298 Anterix Inc. 51,021 79,897 USD 4,940 Liberty Broadband Corp. 454,557 831,348 USD 331,954 AT&T Inc. 14,994,516 13,623,542 USD 997 Liberty Broadband Corp. 81,668 165,388 USD 2,371 ATN International Inc. 165,246 194,968 USD 19,672 Liberty Latin America Ltd. 472,567 252,113 USD 3,143 Boingo Wireless Inc. 24,860 56,836 USD 7,269 Liberty Latin America Ltd. 174,603 95,921 USD 104,969 CenturyLink Inc. 2,665,030 1,429,338 USD 5,202 Liberty Media Corp-Liberty Braves 156,832 139,407 USD 1,636 Cincinnati Bell Inc. 27,547 32,991 USD 1,071 Liberty Media Corp-Liberty Braves 43,582 29,188 USD 1,710 Cogent Communications Holdings Inc. 89,681 179,592 Liberty Media Corp-Liberty USD 1,745 Formula One 67,626 69,118 Consolidated Communications USD 11,188 Holdings Inc. 250,892 102,830 Liberty Media Corp-Liberty USD 15,857 Formula One 602,796 682,640 USD 2,120 IDT Corp. 12,628 18,794 USD 7,623 Liberty Media Corp-Liberty SiriusXM 168,660 356,524 USD 16,072 Iridium Communications Inc. 256,893 555,087 USD 3,551 Liberty Media Corp-Liberty SiriusXM 143,531 166,416 USD 5,600 ORBCOMM Inc. 16,407 29,270 USD 6,018 Liberty TripAdvisor Holdings Inc. 129,719 17,402 USD 7,063 Shenandoah Telecommunications Co. 161,345 472,631 USD 10,923 Lions Gate Entertainment Corp. 213,026 109,884 USD 2,387 Spok Holdings Inc. 28,809 30,300 USD 17,293 Lions Gate Entertainment Corp. 376,986 160,349 USD 14,708 Telephone & Data Systems Inc. 506,237 396,958 USD 2,685 Live Nation Entertainment Inc. 102,496 161,591 USD 21,464 T-Mobile US Inc. 1,324,533 3,034,898 USD 1,975 Loral Space & Communications Inc. 100,097 52,338 USD 21,464 T-Mobile US Inc., Rights – 4,895 Madison Square Garden USD 5,648 United States Cellular Corp. 247,627 236,704 USD 1,140 Entertainment Corp. 50,863 116,075 USD 144,892 Verizon Communications Inc 10,757,573 10,844,426 USD 1,485 Marchex Inc. 8,713 3,185 USD 28,831 Vonage Holdings Corp. 150,426 393,760 USD 3,045 Marcus Corp 36,122 54,857 31,753,672 31,745,746 3.73 USD 7,260 Media Gen Inc CVR – 925 73,469,966 84,630,051 9.93 USD 4,798 Meet Group Inc 37,511 40,646 USD 5,567 Meredith Corp. 269,398 109,966 Utilities USD 1,997 MSG Networks Inc. 14,683 26,976 USD 6,110 AES Corp/VA 92,148 120,194 USD 990 National CineMedia Inc. 19,488 3,992 USD 656 ALLETE Inc. 50,190 48,635 USD 5,139 New York Times Co 90,299 293,233 USD 1,000 American States Water Co. 29,629 106,749 USD 33,115 News Corp. 565,465 533,192 USD 379 American Water Works Co Inc. 8,176 66,200 USD 16,201 News Corp. 284,726 262,835 USD 397 Artesian Resources Corp. 15,494 19,559 USD 5,532 Nexstar Media Group Inc. 414,639 628,561 USD 2,514 Atlantica Yield plc 68,638 99,319 USD 13,148 Omnicom Group Inc. 1,085,342 974,600 USD 500 Atmos Energy Corp. 31,311 67,595 USD 5,400 QuinStreet Inc. 56,646 76,683 USD 500 Avangrid Inc. 27,012 28,496 USD 1,503 Reading International Inc. 24,726 8,672 USD 900 Avista Corp. 35,776 44,463 USD 833 Saga Communications Inc. 13,728 28,951 USD 739 Black Hills Corp. 50,859 56,845 USD 3,800 Scholastic Corp. 123,230 154,458 USD 1,047 California Water Service Group 44,404 67,801 USD 5,585 Snap Inc. 80,143 178,107 USD 1,065 Chesapeake Utilities Corp. 90,018 121,452 USD 186 Spotify Technology SA 36,869 65,197 USD 400 Clearway Energy Inc. 10,587 11,388 USD 1,920 Take-Two Interactive Software Inc. 251,060 363,804 USD 1,000 Clearway Energy Inc. 25,604 31,306 USD 2,792 TechTarget Inc. 29,743 113,827 USD 871 Consolidated Water Co Ltd. 7,167 17,063 USD 31,744 TEGNA Inc. 559,130 480,088 USD 1,541 El Paso Electric Co. 92,515 140,169 USD 1,315 Travelzoo 14,661 10,069 USD 1,344 Essential Utilities Inc. 51,497 77,072

The accompanying notes are an integral part of these financial statements 77 DFA U.S. Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 1,061 Evergy Inc. 57,285 85,364 USD 910 Southwest Gas Holdings Inc. 63,342 85,306 USD 1,591 Genie Energy Ltd. 13,916 15,897 USD 600 Spire Inc. 35,921 53,518 USD 1,481 Hawaiian Electric Industries Inc. 39,071 72,503 USD 18,805 TerraForm Power Inc. 336,163 470,770 USD 300 IDACORP Inc. 21,851 35,584 USD 2,367 UGI Corp. 55,211 102,188 USD 17,565 MDU Resources Group Inc. 597,377 528,913 USD 623 Unitil Corp. 14,875 37,908 USD 882 MGE Energy Inc. 52,646 77,245 USD 35,047 Vistra Energy Corp. 1,028,457 885,948 USD 492 Middlesex Water Co. 10,887 44,872 USD 106 York Water Co 3,966 6,902 USD 705 National Fuel Gas Co. 52,149 40,132 5,230,254 6,074,452 0.71 USD 11,953 New Jersey Resources Corp. 630,116 529,827 753,928,455 843,639,994 98.94 USD 1,789 NiSource Inc. 39,576 55,230 USD 1,254 Northwest Natural Holding Co. 90,613 94,979 Embedded Broker Commissions (174,496)

USD 600 NorthWestern Corp. 37,186 44,410 Total Investment $753,753,959 843,639,994 98.94 USD 13,314 NRG Energy Inc. 556,058 588,528 USD 1,203 OGE Energy Corp. 57,961 49,584 Currency Forward Contracts (a) (1,258,412) (0.15) USD 590 ONE Gas Inc. 45,571 61,716 Other Assets Less Liabilities 10,325,623 1.21 USD 6,265 Ormat Technologies Inc. 290,183 540,008 USD 866 Otter Tail Corp. 38,670 45,605 Net Assets Attributable to Holders of USD 633 Pinnacle West Capital Corp. 66,496 62,983 Redeemable units $852,707,205 100.00 USD 1,880 PNM Resources Inc. 79,373 98,110 USD 1,717 Portland General Electric Co. 84,347 97,460 (a) Currency Forward Contracts USD 300 RGC Resources Inc. 2,944 9,844 USD 700 SJW Group 17,098 59,025 Currency codes used above are as follows: CAD - Canadian Dollar USD 2,057 South Jersey Industries Inc. 79,920 69,787 USD - U.S. Dollar

(1) Source: Standard & Poor’s as at June 30, 2020 BNY = Bank of New York BOA = Bank of America CITI = Citibank JPM = JP Morgan SST = State Street Trust Company of Canada UBS - AG = UBS AG Warburg

The accompanying notes are an integral part of these financial statements 78 DFA U.S. Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA U.S. Vector Equity Fund is to achieve long-term capital appreciation by investing primarily in common stocks of U.S. companies. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2020 December 31, 2019 Financials 20.41 23.84

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund generally invests in a broad and diverse group of readily marketable equity securities of U.S. companies with a greater emphasis on higher profitability securities, small capitalization and value companies. As at June 30, 2020, the Fund’s investments as a percentage of net assets attributable to holders of redeemable units, traded on the U.S. stock exchanges was 98.94% (December 31, 2019: 99.30%). If equity prices on the U.S. stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $84,363,999 (December 31, 2019: $94,726,623). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash that are denominated in currencies other than the CAD, the functional currency. It is therefore exposed to currency risk, as the value of the assets and liabilities denominated in other currencies fluctuate due to changes in exchange rates. On December 17, 2008, the Fund introduced hedged classes of units which generally aim to hedge a majority of these units’ exposure to foreign currency risk. The tables below summarize both the Fund’s unhedged classes and hedged classes exposures to currency risks as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets.

Currency Exposure for Class A, Class F and Class I Units

Financial Aggregate (%) Aggregate (%) Instruments of Unhedged Financial of Unhedged Exposure Currency Instruments Currency (CAD) Share Classes Exposure (CAD) Share Classes June 30, 2020 December 31, 2019 United States Dollar 626,452,961 99.48 694,243,501 99.69

The accompanying notes are an integral part of these financial statements 79 DFA U.S. Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes Financial Forward in Aggregate that Instruments Contracts Net are Exposed to Exposure (CAD) Exposure (CAD) Exposure (CAD) Currency (%) June 30, 2020 United States Dollar 221,174,746 218,417,301 2,757,445 1.24

December 31, 2019 United States Dollar 255,133,015 255,460,199 (327,184) (0.13)

If the US Dollar weakened (strengthened) versus the CAD by 10%, with all other variables held constant, net assets attributable to holders of redeemable units of the unhedged classes would have decreased (increased) by approximately 9.9% as at June 30, 2020 and would have decreased (increased) by approximately 9.9% as at December 31, 2019. For holders of redeemable units of hedged classes net assets would have decreased (increased) by approximately 0.10% as at June 30, 2020 and would have decreased (increased) by approximately 0.01% as at December 31, 2019. In practice, actual results may differ from this sensitivity analysis and the difference could be material

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund held forward foreign currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to economically hedge a majority of the foreign currency exposure for the hedged classes of units. When used on behalf of the hedged classes of units, the risk of the hedge is allocated to the hedged classes. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts. Other than as described above, as at June 30, 2020 and December 31, 2019, the Fund had no other significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements 80 DFA U.S. Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Consumer Discretionary 9.67% 9.38% Consumer Staples 4.55% 3.98% Energy 6.23% 8.99% Financials 20.41% 23.84% Health Care 13.51% 10.84% Industrials 15.56% 14.19% Information Technology 11.90% 12.53% Materials 6.01% 5.52% Real Estate 0.46% 0.53% Communication Services 9.93% 8.88% Utilities 0.71% 0.62% Cash 0.72% 0.48% Currency Forwards -0.15% 0.42% Net Other Assets/Liabilities 0.49% -0.20% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 81 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA International Core Note Equity Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 1,904,476,149 $ 2,128,065,818 Cash 9,374,735 8,236,961 Derivative assets 12 4,759,952 5,778,372 Receivables for investments sold 18,596 79,484 Accrued interest and dividends 7,556,850 4,554,946 Subscriptions receivable 693,876 704,193 Total assets 1,926,880,158 2,147,419,774

Liabilities Current liabilities Derivative liabilities 12 18,859 625,999 Payable for investments purchased 2,067,684 585,664 Redemptions payable 786,954 143,300 Management fees payable 442,783 508,838 Accrued expenses 744,128 720,087 Total liabilities 4,060,408 2,583,888

Net Assets attributable to holders of redeemable units $ 1,922,819,750 $ 2,144,835,886

Net Assets attributable to holders of redeemable units per class

Class A $ 122,167,637 $ 134,551,277 Class A(H) $ 11,428,706 $ 12,516,941 Class F $ 557,241,226 $ 674,908,696 Class F(H) $ 236,967,765 $ 264,388,170 Class I $ 541,431,653 $ 582,717,180 Class I(H) $ 453,582,763 $ 475,753,622

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 13.38 $ 15.01 Class A(H) $ 17.59 $ 20.41 Class F $ 13.65 $ 15.29 Class F(H) $ 17.84 $ 20.67 Class I $ 11.33 $ 12.68 Class I(H) $ 14.59 $ 16.90

The accompanying notes are an integral part of these financial statements 82 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Core Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 30,747,748 $ 44,894,412 Interest income for distribution purposes 13,259 30,505 Net realized gain (loss) on sale of investments (1,091,883) 5,138,190 Net realized gain (loss) on currency forward contracts (21,018,603) (3,390,878) Change in unrealized appreciation (depreciation) in value of investments and forward contracts (232,298,085) 110,534,976 Net gain (loss) on investments (223,647,564) 157,207,205 Other income Securities lending income 11 481,065 572,044 Foreign exchange gain (loss) on cash (191,153) (214,228) Change in unrealized appreciation (depreciation) in foreign exchange on cash 192,685 (131,284) Total income (loss) (223,164,967) 157,433,737

Expenses Management fees 5 2,537,323 2,681,406 Custodian fees 309,037 260,182 Audit fees 38,956 37,777 Legal fees 21,416 24,392 Broker commission expense 7 275,754 208,340 Valuation fees 17,343 17,181 Transaction fees 64,911 72,956 Filing fees 45,633 45,992 Securityholder reporting costs 217,593 204,025 Independent Review Committee fees 5 15,176 27,207 Withholding taxes 3,602,233 5,295,848 Other expenses 46,953 38,179 Total expenses 7,192,328 8,913,485

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (230,357,295) $ 148,520,252

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (14,224,975) $ 7,647,608 Class A(H) $ (1,563,110) $ 1,189,025 Class F $ (69,974,113) $ 40,121,644 Class F(H) $ (32,763,187) $ 25,231,293 Class I $ (55,341,093) $ 31,836,063 Class I(H) $ (56,490,817) $ 42,494,619

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (1.59) $ 0.85 Class A(H) $ (2.50) $ 1.86 Class F $ (1.64) $ 0.94 Class F(H) $ (2.54) $ 1.97 Class I $ (1.17) $ 0.80 Class I(H) $ (1.88) $ 1.63 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 83 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Core Equity Fund 2020 2019 2020 2019

Class A Class A(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 134,551,277 $ 120,985,060 $ 12,516,941 $ 11,181,479

Increase (Decrease) in Net Assets attributable to holders of redeemable units (14,224,975) 7,647,608 (1,563,110) 1,189,025

Redeemable unit transactions Proceeds from redeemable units issued 9,437,869 9,034,250 1,834,788 860,647 Redemption of redeemable units (7,570,460) (6,443,500) (1,357,550) (1,006,912) Reinvestments of distributions to holders of redeemable units 570,932 1,250,483 56,682 121,055 2,438,341 3,841,233 533,920 (25,210)

Distributions to holders of redeemable units From net investment income (597,006) (1,315,302) (59,045) (124,869) (597,006) (1,315,302) (59,045) (124,869)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (12,383,640) 10,173,539 (1,088,235) 1,038,946

Net Assets attributable to holders of redeemable units at end of period $ 122,167,637 $ 131,158,599 $ 11,428,706 $ 12,220,425

2020 2019 2020 2019

Class F Class F(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 674,908,696 $ 576,926,811 $ 264,388,170 $ 226,399,698

Increase (Decrease) in Net Assets attributable to holders of redeemable units (69,974,113) 40,121,644 (32,763,187) 25,231,293

Redeemable unit transactions Proceeds from redeemable units issued 69,367,700 70,782,461 42,585,688 19,041,453 Redemption of redeemable units (115,622,299) (47,555,674) (36,637,610) (19,894,124) Reinvestments of distributions to holders of redeemable units 3,691,548 6,656,656 1,538,135 2,635,856 (42,563,051) 29,883,443 7,486,213 1,783,185

Distributions to holders of redeemable units From net investment income (5,130,306) (9,414,005) (2,143,431) (3,665,431) (5,130,306) (9,414,005) (2,143,431) (3,665,431)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (117,667,470) 60,591,082 (27,420,405) 23,349,047

Net Assets attributable to holders of redeemable units at end of period $ 557,241,226 $ 637,517,893 $ 236,967,765 $ 249,748,745

The accompanying notes are an integral part of these financial statements 84 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Core Equity Fund 2020 2019 2020 2019

Class I Class I(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 582,717,180 $ 434,758,361 $ 475,753,622 $ 364,451,994

Increase (Decrease) in Net Assets attributable to holders of redeemable units (55,341,093) 31,836,063 (56,490,817) 42,494,619

Redeemable unit transactions Proceeds from redeemable units issued 79,796,887 43,467,672 84,491,373 31,512,907 Redemption of redeemable units (65,281,594) (5,149,845) (50,146,493) (5,742,467) Reinvestments of distributions to holders of redeemable units 5,589,209 7,597,775 4,945,703 7,109,694 20,104,502 45,915,602 39,290,583 32,880,134

Distributions to holders of redeemable units From net investment income (6,048,936) (8,345,558) (4,970,625) (7,151,295) (6,048,936) (8,345,558) (4,970,625) (7,151,295)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (41,285,527) 69,406,107 (22,170,859) 68,223,458

Net Assets attributable to holders of redeemable units at end of period $ 541,431,653 $ 504,164,468 $ 453,582,763 $ 432,675,452

2020 2019

Total

Net Assets attributable to holders of redeemable units at beginning of period $ 2,144,835,886 $ 1,734,703,403

Increase (Decrease) in Net Assets attributable to holders of redeemable units (230,357,295) 148,520,252

Redeemable unit transactions Proceeds from redeemable units issued 287,514,305 174,699,390 Redemption of redeemable units (276,616,006) (85,792,522) Reinvestments of distributions to holders of redeemable units 16,392,209 25,371,519 27,290,508 114,278,387

Distributions to holders of redeemable units From net investment income (18,949,349) (30,016,460) (18,949,349) (30,016,460)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (222,016,136) 232,782,179

Net Assets attributable to holders of redeemable units at end of period $ 1,922,819,750 $ 1,967,485,582

The accompanying notes are an integral part of these financial statements 85 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Core Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (230,357,295) $ 148,520,252 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash (192,685) 131,284 Net realized (gain) loss on sale of investments 1,091,883 (5,138,190) Change in unrealized (appreciation) depreciation in value of investments and forward contracts 232,298,085 (110,534,976) Purchases of investments (147,880,093) (152,299,524) Proceeds from sales of investments 140,033,982 32,133,262 Decrease (increase) in accrued interest and dividends (3,001,904) (3,928,341) Increase (decrease) in management fees payable (66,055) (8,369) Increase (decrease) in accrued expenses 24,041 39,299 Net cash used in operating activities (8,050,041) (91,085,303)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (2,557,140) (4,644,941) Proceeds from redeemable units issued 279,572,808 169,685,133 Redemption of redeemable units (268,020,538) (76,845,875) Net cash from financing activities 8,995,130 88,194,317

Change in unrealized appreciation (depreciation) in foreign exchange on cash 192,685 (131,284) Net increase (decrease) in cash 945,089 (2,890,986) Cash at beginning of period 8,236,961 12,448,453 Cash at end of period 9,374,735 9,426,183

Items classified as operating activities

Dividends received, net of withholding taxes $ 24,128,063 $ 35,651,009 Interest received 13,259 30,505

The accompanying notes are an integral part of these financial statements 86 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Equities AUD 12,105 BWX Ltd. 79,136 40,107 Australia AUD 204,384 Capitol Health Ltd. 59,781 47,534 AUD 17,074 A2B Australia Ltd. 51,639 13,012 AUD 29,213 Cardno Ltd. 20,066 6,546 AUD 29,362 Abacus Property Group 102,617 74,457 AUD 21,224 carsales.com Ltd. 240,111 356,680 AUD 48,141 Accent Group Ltd. 69,003 63,819 AUD 40,635 Cash Converters International Ltd. 12,266 6,732 AUD 40,875 Adairs Ltd. 70,037 89,219 AUD 10,460 Cedar Woods Properties Ltd. 58,725 51,797 AUD 89,505 Adelaide Brighton Ltd. 318,530 269,562 AUD 24,180 Centuria Industrial REIT 63,700 72,190 AUD 2,801 Afterpay Touch Group Ltd. 52,673 164,228 Centuria Office Real Estate AUD 27,786 Investment Trust 68,036 52,988 AUD 23,184 AGL Energy Ltd. 441,945 372,351 AUD 64,822 Challenger Ltd. 594,402 272,523 AUD 6,014 ALE Property Group 14,254 28,032 AUD 8,540 Champion Iron Ltd. 14,726 23,248 AUD 58,244 Alkane Resources Ltd. 22,877 67,202 AUD 12,639 Charter Hall Education Trust 27,413 28,087 AUD 8,015 Alliance Avation Services Ltd. 17,191 22,930 AUD 35,208 Charter Hall Group 186,748 323,810 AUD 48,151 ALS Ltd. 305,452 298,495 AUD 40,912 Charter Hall Long Wale REIT 173,216 165,692 AUD 6,335 Altium Ltd. 52,588 194,862 AUD 37,451 Charter Hall Retail REIT 151,058 118,362 AUD 94,667 Alumina Ltd. 229,029 146,486 AUD 4,629 CIMIC Group Ltd. 81,054 105,606 AUD 348,857 AMP Ltd. 1,362,048 612,816 AUD 218,299 Cleanaway Waste Management Ltd. 250,532 455,029 AUD 37,069 Ampol Ltd. 936,050 1,025,440 AUD 21,950 ClearView Wealth Ltd/Australia 23,968 5,634 AUD 15,013 Ansell Ltd. 381,601 518,102 AUD 4,322 Clinuvel Pharmaceuticals Ltd. 33,524 104,613 AUD 15,487 AP Eagers Ltd. 126,448 99,239 AUD 47,258 Coca-Cola Amatil Ltd. 397,487 386,451 AUD 68,379 APA Group 484,344 717,804 AUD 3,621 Cochlear Ltd. 402,144 645,401 APN Industria Real Estate AUD 6,603 Investment Trust 16,119 14,707 AUD 13,379 Codan Ltd. 32,616 89,877 AUD 5,145 Appen Ltd. 58,428 165,844 AUD 53,387 Coles Group Ltd. 532,592 861,577 AUD 4,923 ARB Corp, Ltd. 72,952 83,568 AUD 13,830 Collection House Ltd. 26,310 10,544 AUD 80,000 Ardent Leisure Group Ltd. 115,693 29,863 AUD 16,043 Collins Foods Ltd. 76,142 143,529 AUD 9,635 Arena REIT 20,465 19,916 AUD 78,620 Commonwealth Bank of Australia 5,205,070 5,154,688 AUD 32,677 Aristocrat Leisure Ltd. 352,256 794,376 AUD 46,616 Computershare Ltd. 541,294 585,995 AUD 47,897 Asaleo Care Ltd. 69,307 45,696 AUD 218,787 Cooper Energy Ltd. 72,652 77,716 AUD 67,699 Atlas Arteria Ltd. 401,249 424,434 AUD 4,253 Corporate Travel Management Ltd. 71,735 39,316 AUD 3,554 AUB Group Ltd. 41,219 49,117 AUD 34,534 Costa Group Holdings Ltd. 147,067 94,677 AUD 93,506 Aurelia Metals Ltd. 53,602 44,753 AUD 10,596 Credit Corp. Group Ltd. 196,173 157,735 AUD 197,610 Aurizon Holdings Ltd. 851,385 912,910 AUD 169,972 Cromwell Group 149,257 144,228 AUD 164,504 AusNet Services 225,507 258,031 AUD 20,904 Crown Ltd. 243,151 191,177 AUD 55,899 Austal Ltd. 130,024 171,056 AUD 22,539 CSL Ltd. 3,571,059 6,085,809 Australia & New Zealand Banking AUD 109,545 CSR Ltd. 417,319 382,776 AUD 116,945 Group Ltd. 3,161,412 2,059,999 AUD 15,102 Data#3 Ltd. 27,518 64,884 AUD 54,343 Australian Agricultural Co., Ltd. 84,007 52,535 AUD 136,552 Decmil Group Ltd. 26,051 7,296 AUD 17,534 Australian Finance Group Ltd. 21,376 28,615 AUD 55,484 Dexus Property Group 463,323 483,462 Australian Pharmaceutical AUD 36,668 Domain Holdings Australia Ltd. 91,320 116,135 AUD 82,221 Industries Ltd. 136,133 88,428 AUD 5,294 Dominos Pizza Enterprises Ltd. 173,861 344,545 AUD 4,402 Australian Stock Exchange Ltd. 245,709 355,214 AUD 89,664 Downer EDI Ltd. 457,030 372,607 AUD 22,688 Australian Unity Office Fund 51,720 44,425 AUD 35,821 Eclipx Group Ltd. 135,694 42,656 AUD 2,594 Auswide Bank Ltd. 13,536 11,818 AUD 25,711 Elders Ltd. 145,360 228,141 AUD 69,207 Bank of Queensland Ltd. 630,849 403,723 AUD 21,101 Emeco Holdings Ltd. 20,754 19,935 AUD 329,061 Beach Petroleum Ltd. 272,446 477,257 AUD 1,247 EQT Holdings Ltd. 25,484 29,001 AUD 28,343 Bega Cheese Ltd. 155,918 118,931 AUD 58,762 Estia Health Ltd. 168,140 85,252 AUD 60,317 Bendigo and Adelaide Bank Ltd. 586,489 399,907 AUD 25,113 Euroz Ltd. 30,519 24,108 AUD 191,770 BHP Billiton Ltd. 5,532,921 6,482,108 Event Hospitality and USD 5,025 BHP Billiton Ltd., ADR 291,752 339,257 AUD 11,526 Entertainment Ltd. 122,319 91,416 AUD 25,727 Bingo Industries Ltd. 52,100 52,373 AUD 156,594 Evolution Mining Ltd. 263,650 844,522 AUD 1,022 Blackmores Ltd. 148,302 75,043 AUD 9,459 Fleetwood Corp. Ltd. 22,053 14,181 AUD 55,293 BlueScope Steel Ltd. 257,921 618,382 AUD 39,368 FlexiGroup Ltd. 98,788 42,452 AUD 129,143 Boral Ltd. 695,314 466,120 AUD 9,814 Flight Centre Ltd. 143,850 104,152 AUD 71,248 Brambles Ltd. 634,225 733,419 AUD 178,641 Fortescue Metals Group Ltd. 625,104 2,357,736 AUD 10,450 Bravura Solutions Ltd. 35,806 44,710 AUD 114,462 G8 Education Ltd. 245,460 95,913 AUD 7,487 Breville Group Ltd. 74,887 160,668 AUD 41,554 Galaxy Resources Ltd. 121,085 30,692 AUD 12,895 Brickworks Ltd. 158,736 192,669 AUD 51,164 GDI Property Group 53,795 53,700 AUD 45,451 Bunnings Warehouse Property Trust 121,564 164,133 Genworth Mortgage Insurance AUD 52,411 Burson Group Ltd. 291,415 293,453 AUD 44,583 Australia Ltd. 127,059 87,052

The accompanying notes are an integral part of these financial statements 87 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

AUD 58,338 Gold Road Resources Ltd. 39,010 93,082 AUD 34,260 Mineral Resources Ltd. 395,728 688,722 AUD 57,325 Goodman Group 356,479 803,012 AUD 185,182 Mirvac Group 354,312 379,771 AUD 90,192 GPT Group 373,890 355,717 AUD 186,383 MMA Offshore Ltd. 45,184 11,457 AUD 38,003 GrainCorp Ltd. 203,723 147,321 AUD 12,363 Monadelphous Group Ltd. 159,332 126,612 AUD 114,108 Grange Resources Ltd. 24,774 26,048 AUD 35,397 Monash IVF Group Ltd. 54,830 17,747 AUD 18,781 Growthpoint Properties Australia Ltd. 55,970 56,710 AUD 10,999 Money3 Corp Ltd. 15,511 16,205 AUD 15,971 GUD Holdings Ltd. 151,422 173,386 AUD 7,737 Mortgage Choice Ltd. 10,335 4,742 AUD 36,692 GWA International Ltd. 106,347 96,342 AUD 69,425 Mount Gibson Iron Ltd. 27,973 40,174 AUD 13,778 Hansen Technologies Ltd. 43,902 37,824 AUD 74,148 Myer Holdings Ltd. 34,466 13,067 AUD 108,584 Harvey Norman Holdings Ltd. 329,956 362,385 AUD 3,739 MyState Ltd. 17,395 13,795 AUD 68,862 Healius Ltd. 271,226 197,529 AUD 134,269 National Australia Bank Ltd. 3,432,159 2,309,971 AUD 3,837 Helloworld Travel Ltd. 16,426 8,331 AUD 62,062 National Storage REIT 95,721 107,827 AUD 5,599 Hotel Property Investments 17,355 15,287 AUD 14,318 Navigator Global Investments Ltd. 39,732 15,995 AUD 29,855 HT&E Ltd. 51,675 33,620 AUD 9,540 Netwealth Group Ltd. 44,145 80,843 AUD 2,167 Huon Aquaculture Group Ltd. 9,428 5,960 AUD 53,339 New Hope Corp Ltd. 147,241 69,057 AUD 12,653 IDP Education Ltd. 142,846 186,164 AUD 27,949 Newcrest Mining Ltd. 547,687 841,366 AUD 91,335 Iluka Resources Ltd. 667,945 740,761 AUD 24,472 NEXTDC Ltd. 147,199 228,517 AUD 23,817 Imdex Ltd. 16,023 25,154 AUD 45,718 NIB Holdings Ltd. 127,835 198,079 AUD 195,403 Incitec Pivot Ltd. 573,726 345,823 AUD 5,200 Nick Scali Ltd. 32,576 31,734 AUD 83,178 Independence Group NL 309,712 385,300 AUD 267,999 Nine Entertainment Co Holdings Ltd. 425,306 350,875 AUD 63,054 Infigen Energy 76,860 55,709 AUD 55,061 Northern Star Resources Ltd. 202,526 704,978 AUD 20,106 Infomedia Ltd. 17,256 32,566 AUD 73,100 NRW Holdings Ltd. 110,694 130,094 AUD 13,114 Ingenia Communities Group 38,608 55,654 AUD 47,679 Nufarm Ltd. 328,472 183,897 AUD 28,746 Inghams Group Ltd. 85,333 86,786 AUD 21,454 OFX Group Ltd. 30,753 28,304 AUD 104,372 Insurance Australia Group Ltd. 625,965 568,676 AUD 81,056 Oil Search Ltd. 431,974 243,871 AUD 29,213 Intega Group Ltd. 17,579 6,376 AUD 17,138 Omni Bridgeway Ltd. 50,883 76,815 AUD 11,044 Integral Diagnostics Ltd. 18,477 40,677 AUD 23,155 Onevue Holdings Ltd. 17,857 8,053 AUD 6,479 Integrated Research Ltd. 22,623 23,477 AUD 141,617 oOh!media Ltd. 256,188 123,248 GBP 15,325 Interserve PLC 130,777 1,559 AUD 36,711 Orica Ltd. 703,392 576,369 AUD 18,842 Invocare Ltd. 199,747 186,018 AUD 99,987 Origin Energy Ltd. 893,957 552,370 AUD 53,904 IOOF Holdings Ltd. 397,980 251,456 AUD 152,638 Orora Ltd. 429,718 366,382 AUD 24,586 Iress Market Technology Ltd. 232,991 255,128 AUD 44,900 OZ Minerals Ltd. 209,790 468,362 AUD 24,262 IVE Group Ltd. 52,234 18,594 AUD 10,171 Pacific Current Group Ltd. 68,334 52,410 USD 5,500 James Hardie Industries NV, ADR 31,959 143,662 AUD 34,406 Pact Group Holdings Ltd. 144,337 71,305 AUD 22,364 James Hardie Industries SE 242,179 585,023 AUD 32,220 Peet Ltd. 39,469 29,369 AUD 36,758 Japara Healthcare Ltd. 64,751 16,992 AUD 45,091 Pendal Group Ltd. 406,968 256,110 AUD 21,251 JB Hi-Fi Ltd. 457,332 863,189 AUD 134,407 Perenti Global Ltd. 179,092 148,150 AUD 6,616 Johns Lyng Group Ltd. 14,698 14,711 AUD 8,105 Perpetual Ltd. 287,408 227,549 AUD 52,131 Karoon Gas Australia Ltd. 67,114 29,986 AUD 128,841 Perseus Mining Ltd. 70,723 161,861 KFM Diversified Infrastructure and AUD 9,466 Pioneer Credit Ltd. 28,661 2,528 AUD 136,404 Logistics Fund 294,522 375,666 AUD 34,226 Platinum Asset Management Ltd. 146,807 120,896 AUD 53,856 Kingsgate Consolidated Ltd. 21,791 20,302 AUD 11,833 Premier Investments Ltd. 147,850 193,710 AUD 4,449 Kogan.com Ltd. 39,569 62,003 AUD 20 Prime AET & D Holdings 187 – AUD 33,570 Lend Lease Group 455,932 393,914 AUD 4,430 Pro Medicus Ltd. 78,783 110,747 AUD 81,114 Link Administration Holdings Ltd. 560,368 315,027 AUD 22,832 Qantas Airways Ltd. 78,323 80,858 AUD 4,031 Lovisa Holdings Ltd. 26,234 22,820 AUD 91,247 Qantas Airways Ltd. 224,068 328,262 AUD 78,792 Lynas Corp Ltd. 124,657 145,157 AUD 78,015 QBE Insurance Group Ltd. 905,013 653,603 AUD 32,154 MACA Ltd. 51,839 26,221 AUD 112,655 Ramelius Resources Ltd. 58,191 214,672 AUD 60,101 Macmahon Holdings Ltd. 37,722 14,419 AUD 10,107 Ramsay Health Care Ltd. 488,415 633,682 AUD 16,227 Macquarie Group Ltd. 742,467 1,828,303 AUD 2,467 REA Group Ltd. 119,507 252,374 AUD 8,473 Magellan Financial Group Ltd. 206,400 469,731 AUD 6,332 Reckon Ltd. 12,113 3,977 AUD 216,676 Mayne Pharma Group Ltd. 217,216 78,803 AUD 2,960 Reece Australia Ltd. 33,225 25,605 AUD 13,102 McMillan Shakespeare Ltd. 167,440 112,446 AUD 10,888 Regis Healthcare Ltd. 60,444 14,445 AUD 15,516 McPherson's Ltd. 23,031 40,656 AUD 101,871 Regis Resources Ltd. 260,041 506,082 AUD 244,157 Medibank Pvt Ltd. 600,741 687,218 AUD 3,538 Reject Shop Ltd. 21,376 23,503 AUD 22,773 Medusa Mining Ltd. 15,567 14,889 AUD 83,833 Reliance Worldwide Corp Ltd. 316,824 233,872 AUD 43,066 Mesoblast Ltd. 75,422 134,479 AUD 182,311 Resolute Mining Ltd. 154,625 198,401 AUD 124,471 Metals X Ltd. 77,205 9,262 AUD 35,450 Ridley Corp. Ltd. 38,944 24,139 AUD 208,715 Metcash Ltd. 373,451 534,621 AUD 27,733 Rio Tinto Ltd. 1,716,744 2,578,060

The accompanying notes are an integral part of these financial statements 88 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

AUD 36,292 Sandfire Resources NL 188,097 174,840 AUD 58,045 Western Areas NL 132,041 144,904 AUD 250,666 Santos Ltd. 1,535,551 1,264,769 AUD 74,779 Westgold Resources Ltd. 130,738 149,054 AUD 140,152 Saracen Mineral Holdings Ltd. 126,016 724,674 AUD 177,572 Westpac Banking Corp. 4,860,637 3,021,454 AUD 242,559 Scentre Group 711,930 499,923 AUD 129,046 Whitehaven Coal Ltd. 443,402 175,182 AUD 9,221 SeaLink Travel Group Ltd. 33,662 38,482 AUD 3,215 Wisetech Global Ltd. 40,034 59,045 AUD 20,133 Seek Ltd. 273,976 418,159 AUD 39,257 Woodside Petroleum Ltd. 1,372,587 805,436 AUD 19,785 Select Harvests Ltd. 121,129 117,410 AUD 49,803 Woolworths Ltd. 1,572,004 1,742,838 AUD 174,675 Senex Energy Ltd. 56,013 37,615 AUD 38,362 WorleyParsons Ltd. 538,941 318,671 AUD 5,478 Servcorp Ltd. 24,069 11,964 AUD 20,315 WPP AUNZ Ltd. 22,255 5,374 AUD 30,332 Service Stream Ltd. 50,485 54,663 AUD 2,966 Xero Ltd. 140,414 252,935 AUD 5,727 Seven Group Holdings Ltd. 110,989 93,516 89,964,928 94,695,924 4.92 AUD 4,618 SG Fleet Group Ltd. 17,484 6,959 AUD 79,224 Shopping Centres Australasia 152,894 162,150 Austria AUD 118,193 Sigma Pharmaceuticals Ltd. 129,858 69,485 EUR 1,936 Agrana Beteiligungs AG 63,978 54,178 AUD 127,835 Silver Lake Resources Ltd. 76,751 259,974 EUR 4,650 Andritz AG 302,615 230,173 AUD 30,996 Sims Group Ltd. 415,079 233,879 EUR 7,123 Atrium European Real Estate Ltd. 30,512 29,825 AUD 7,392 SmartGroup Corp. Ltd. 75,503 42,552 Austria Technologie & EUR 4,725 Systemtechnik AG 101,787 115,808 AUD 19,879 Sonic Healthcare Ltd. 335,008 569,896 EUR 4,888 CA Immobilien Anlagen AG 155,421 221,871 AUD 225,125 South32 Ltd. 671,749 432,689 EUR 400 Conwert Immobilien Invest AG 55,584 27,908 USD 18,457 South32 Ltd., ADR 181,582 174,648 Erste Bank der Oesterreichischen AUD 242,318 Southern Cross Media Group 128,059 40,261 EUR 14,935 Sparkassen AG 740,774 478,871 AUD 232,229 Spark Infrastructure Group 496,730 470,879 EUR 6,081 EVN AG 125,837 139,530 AUD 38,931 SpeedCast International Ltd. 179,919 21,611 EUR 489 Flughafen Wien AG 24,310 18,875 AUD 37,449 SRG Global Ltd. 31,670 7,461 EUR 6,654 IMMOFINANZ AG 215,185 154,415 AUD 120,181 St Barbara Ltd. 418,223 361,167 EUR 1,549 Intercell AG, Rights – – AUD 118,078 Star Entertainment Grp Ltd. 511,168 318,511 EUR 238 Kapsch TrafficCom AG 10,255 6,234 AUD 73,099 Steadfast Group Ltd. 178,822 232,523 EUR 1,990 Lenzing AG 289,328 125,512 AUD 142,608 Stockland 501,388 448,932 EUR 860 Mayr Melnhof Karton AG 119,126 180,263 AUD 64,537 Suncorp Group Ltd. 797,011 563,010 EUR 2,319 Oesterreichische Post AG 103,370 104,236 AUD 5,953 Sunland Group Ltd. 13,706 6,450 EUR 11,408 OMV AG 459,455 522,612 AUD 33,515 Super Cheap Auto Group Ltd. 270,198 255,999 EUR 916 Palfinger AG 34,673 27,463 AUD 4,115 Super Retail Group Ltd., Rights – – EUR 3,590 POLYTEC Holding AG 50,920 27,118 AUD 17,874 Superloop Ltd. 31,274 16,712 EUR 764 Porr Ag 34,723 17,208 AUD 35,206 Syndey Airport 112,406 188,630 Raiffeisen International Bank- AUD 47,347 Syrah Resources Ltd. 111,351 12,541 EUR 23,046 Holding AG 694,641 559,211 AUD 154,446 TABCORP Holdings Ltd. 649,359 494,555 EUR 430 Rosenbauer International AG 34,459 21,513 AUD 46,998 Tassal Group Ltd. 180,065 152,773 Schoeller-Bleckmann Oilfield AUD 19,576 Technology One Ltd. 96,898 162,870 EUR 1,274 Equipment AG 133,159 45,725 AUD 264,823 Telstra Corp. Ltd. 881,896 780,395 EUR 1,596 Semperit AG Holding 70,063 26,275 USD 3,400 Telstra Corp. Ltd., ADR 61,204 49,870 EUR 5,760 Sparkassen Immobilien AG 62,603 140,216 AUD 11,952 Thorn Group Ltd. 12,172 953 EUR 2,065 Strabag SE 64,116 72,400 AUD 51,232 TPG Telecom Ltd. 248,935 432,408 EUR 9,635 Telekom Austria AG 77,463 90,359 AUD 93,136 Transurban Group 944,423 1,239,979 EUR 612 UBM Development AG 34,491 28,962 AUD 14,365 Treasury Wine Estates Ltd. 194,678 141,894 EUR 19,325 Uniqa Versicherungen AG 274,197 176,490 AUD 25,616 Tuas Ltd. – 16,199 EUR 3,102 Verbund AG 77,149 189,139 AUD 43,506 United Malt Grp Ltd. 132,321 168,664 EUR 15,068 Voestalpine AG 654,057 441,765 AUD 178,322 Vicinity Centers 347,556 242,649 EUR 6,325 Wiener Staedtische Versicherung AG 248,774 192,540 AUD 14,239 Village Roadshow Ltd. 42,389 29,057 EUR 16,331 Wienerberger AG 424,298 484,637 Virgin Australia Airlines Services EUR 1,742 Zumtobel AG 23,292 17,098 AUD 104,279 Pty Ltd. – – 5,790,615 4,968,430 0.26 AUD 209,361 Virgin Australia Holdings Ltd. 61,016 16,869 AUD 13,805 Virtus Health Ltd. 86,535 36,866 Belgium AUD 23,391 Vita Group Ltd. 31,186 21,283 EUR 3,435 Ackermans & van Haaren NV 410,883 610,615 AUD 97,608 Vocus Communications Ltd. 380,577 272,298 EUR 2,020 Aedifica 180,804 300,317 AUD 30,412 Waypoint REIT Ltd. 59,672 74,567 EUR 2,350 Ageas 130,218 113,066 AUD 23,835 Webjet Ltd. 101,774 75,656 EUR 34,221 AGFA-Gevaert NV 232,745 194,193 AUD 52,223 Wesfarmers Ltd. 1,316,724 2,204,379 EUR 770 arGEN-X NV 121,571 235,301 West Australian Newspapers EUR 157 Ascencio 13,869 11,313 AUD 189,908 Holdings Ltd. 327,713 16,486 EUR 378 Atenor 25,036 32,482

The accompanying notes are an integral part of these financial statements 89 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 3 Atenor, Rights – 1 USD 27,500 Ambev SA, ADR 63,091 98,562 EUR 16 Banque Nationale de Belgique 78,093 48,404 BRL 2,000 Arezzo Industria e Comercio SA 26,322 23,916 EUR 1,163 Barco NV 79,344 278,813 Atacadao Distribuicao Comercio e EUR 1,438 Befimmo SCA Sicafi 121,375 87,541 BRL 22,300 Industria Ltda 155,360 109,951 EUR 7,243 Bekaert SA 272,035 193,317 USD 7,132 Azul SA 170,015 108,250 EUR 18,071 Belgacom SA 593,122 499,919 BRL 42,875 B3 SA — Brasil Bolsa Balcao 231,061 589,663 EUR 19,975 bpost SA 426,364 183,294 BRL 15,699 Banco ABC Brasil SA 108,282 55,183 EUR 1,117 Care Property Invest 29,706 45,187 BRL 50,571 Banco Bradesco SA 508,484 239,368 EUR 1,117 Care Property Invest NV, Rights – – USD 134,365 Banco Bradesco SA, ADR 1,554,928 695,001 EUR 2,610 Cofinimmo 423,545 488,646 BRL 70,595 Banco Bradesco SA, Preferred 799,689 364,814 EUR 8,546 Colruyt SA 464,321 637,647 BRL 11,100 Banco BTG Pactual SA 102,372 211,988 EUR 1,501 Compagnie d'Entreprises CFE 122,825 139,711 BRL 39,044 Banco do Brasil SA 519,988 313,374 EUR 11,011 Deceuninck NV 52,195 22,783 BRL 46,700 Banco do Estado do Rio Grande 314,644 157,973 EUR 5,404 D'ieteren SA 278,366 406,842 BRL 14,705 Banco Pan SA 12,096 32,305 EUR 20,898 Econocom Group SA/NV 104,489 57,496 BRL 21,828 Banco Santander Brasil SA 176,752 152,689 EUR 2,176 Elia System Operator SA/NV 175,742 321,386 BRL 40,833 BB Seguridade Participacoes SA 411,327 277,986 EUR 28,205 Euronav SA 388,932 309,156 BK Brasil Operacao e Assessoria a BRL 1,900 Restaurantes SA 13,827 5,426 EUR 1,261 EVS Broadcast Equipment SA 69,074 31,673 BRL 72,551 BR Malls Participacoes SA 331,776 182,571 EUR 5,459 Exmar NV 71,338 18,489 BRL 13,528 BR Properties SA 48,790 30,125 EUR 3,880 Fagron 89,472 110,713 USD 19,224 Brasil Foods SA, ADR 225,843 103,612 EUR 1,450 Galapagos NV 112,902 387,149 BrasilAgro — Co Brasileira de EUR 2,363 Gimv NV 138,625 184,795 BRL 2,800 Propriedades Agricolas 13,675 14,651 EUR 104 Home Invest Belgium 14,626 18,718 BRL 12,700 Braskem S.A. 71,095 73,620 EUR 246 Immobel SA 24,164 22,089 USD 6,000 Braskem SA, ADR 112,432 70,460 EUR 1,596 Intervest Offices & Warehouses NV 52,883 55,837 BRL 29,400 BRF SA 312,008 156,041 EUR 225 Jensen-Group NV 13,945 7,600 BRL 22,400 Camil Alimentos SA 58,534 62,743 EUR 17,916 KBC Groep NV 1,616,238 1,397,382 BRL 101,800 CCR SA 603,443 368,504 EUR 1,099 Kinepolis Group NV 13,668 67,591 BRL 19,600 Centrais Eletricas Brasileiras SA 144,100 151,686 EUR 284 Leasinvest Real Estate SCA 40,062 39,731 Centrais Eletricas Brasileiras EUR 26 Lotus Bakeries 91,051 112,369 BRL 11,500 SA, Preferred 96,453 92,559 EUR 1,566 Melexis NV 74,377 161,722 BRL 21,904 Cia Brasileira de Distribuicao 524,359 388,138 EUR 5,956 Mobistar SA 153,215 131,922 USD 2,810 Cia Brasileira de Distribuicao, ADR 79,570 49,860 EUR 882 Montea SCA 65,989 120,455 BRL 48,642 Cia de Locacao das Americas 164,876 205,587 EUR 37,828 Newbelco SA 3,793,555 2,531,650 Cia de Saneamento Basico do Estado EUR 11,715 Ontex Group NV 432,923 233,783 BRL 11,200 de Sao Paulo 124,819 161,332 EUR 187 Picanol 27,719 14,846 Cia de Saneamento Basico do Estado USD 8,400 de Sao Paulo, ADR 78,964 119,855 EUR 9,390 Recticel SA 90,412 113,414 Cia de Saneamento de Minas Gerais- EUR 138 Resilux 28,703 26,697 BRL 6,335 COPASA 108,446 92,092 EUR 852 Retail Estates 95,947 78,056 BRL 17,100 Cia de Saneamento do Parana 29,817 28,218 EUR 1,575 Shurgard Self Storage SA 68,601 80,500 Cia de Saneamento do EUR 1,299 Sioen Industries NV 41,290 33,733 BRL 96,600 Parana, Preferred 128,257 151,448 EUR 814 Sipef SA 61,085 54,616 BRL 27,744 Cia de Saneamento do Parana, Unit 170,096 218,245 EUR 12,131 Solvay SA 1,834,396 1,321,252 Cia de Transmissao de Energia EUR 5,471 Telenet Group Holding NV 316,560 306,036 BRL 24,960 Eletrica Paulista 171,333 130,294 EUR 119 TER Beke SA 28,549 18,438 BRL 10,800 Cia Energetica de Minas Gerais 25,594 32,058 EUR 6,489 Tessenderlo Chemie NV 267,597 262,551 Cia Energetica de Minas Gerais, EUR 11,746 UCB SA 1,233,361 1,850,532 BRL 66,000 Preferred Shares 218,618 181,574 EUR 14,348 Umicore SA 340,771 919,488 BRL 16,200 Cia Energetica de Sao Paulo 125,496 117,244 EUR 382 Van de Velde 17,750 12,181 BRL 980 Cia Energetica do Ceara, Class A 16,806 13,943 EUR 12,405 Warehouses De Pauw CVA 247,861 462,677 BRL 4,600 Cia Ferro Ligas da Bahia — Ferbasa 21,622 21,934 EUR 109 Wereldhave Belgium NV 15,362 9,163 BRL 4,734 Cia Hering 61,665 16,924 BRL 1,800 Cia Paranaense de Energia 20,913 27,160 16,309,651 16,415,278 0.85 BRL 15,900 Cia Paranaense de Energia, Preferred 188,807 241,419 Brazil BRL 116,000 Cia Siderurgica Nacional SA 433,176 309,283 BRL 23,693 AES Tiete Energia SA 194,113 92,805 BRL 43,138 Cielo SA 480,688 49,754 BRL 8,829 Aliansce Sonae Shopping Centers SA 86,684 62,928 BRL 249,681 Cogna Educacao 972,730 412,016 BRL 3,800 Alliar Medicos A Frente SA 17,423 9,762 BRL 22,724 Construtora Tenda SA 77,369 175,919 BRL 14,600 Alupar Investimento SA, Unit 99,964 87,367 BRL 18,462 Cosan Logistica SA 45,759 87,753 BRL 166,400 Ambev SA 875,799 587,394 BRL 20,991 Cosan SA Industria e Comercio 284,360 371,645

The accompanying notes are an integral part of these financial statements 90 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

BRL 10,100 CPFL Energia S.A. 69,202 77,307 BRL 19,279 Natura & Co Holding SA 305,906 192,037 BRL 2,400 CSU Cardsystem SA 10,492 7,897 Notre Dame Intermedica CVC Brasil Operadora e Agencia de BRL 17,019 Participacoes SA 343,811 288,957 BRL 10,100 Viagens SA 152,923 45,739 BRL 28,400 Odontoprev SA 150,157 100,890 BRL 29,376 Cyrela Brazil Realty SA 186,202 167,574 BRL 4,567 Omega Geracao SA 33,643 43,006 BRL 19,600 Direcional Engenharia SA 57,199 76,919 BRL 1,382 Paranapanema SA 14,254 4,613 BRL 47,045 Duratex SA 170,033 151,036 BRL 18,320 Petro Rio SA 72,325 161,858 Ecorodovias Infraestrutura e BRL 29,789 Petrobras Distribuidora SA 263,940 160,262 BRL 27,900 Logistica SA 95,943 90,338 BRL 408,944 Petroleo Brasileiro SA 3,021,049 2,280,731 BRL 27,222 EDP — Energias do Brasil SA 171,126 118,385 BRL 698,113 Petroleo Brasileiro SA, Preferred 4,962,308 3,755,779 BRL 101,811 Embraer SA 720,960 205,622 BRL 23,109 Porto Seguro SA 356,739 290,878 BRL 13,100 Enauta Participacoes SA 37,301 33,816 BRL 13,800 Portobello SA 31,727 14,297 BRL 12,445 Energisa SA 134,005 152,236 BRL 65,804 QualiCorp. SA 572,108 476,406 BRL 12,200 Eneva SA 62,338 136,995 BRL 18,044 Raia Drogasil SA 179,550 498,303 BRL 20,017 Engie Brasil Energia SA 232,854 210,332 Randon SA Implementos BRL 63,000 Equatorial Energia SA 131,691 365,199 BRL 42,600 e Participacoes 103,366 102,202 BRL 16,000 Even Construtora e Incorporadora SA 54,294 44,178 Restoque Comercio e Confeccoes de Ez Tec Empreendimentos e BRL 4,403 Roupas SA 35,757 7,584 BRL 17,465 Participacoes SA 141,722 173,968 BRL 36,344 Rumo SA 151,295 204,056 BRL 16,714 Fleury SA 121,997 102,604 BRL 44,300 Santos Brasil Participacoes SA 62,484 60,937 BRL 4,000 GAEC Educacao SA 29,360 24,535 Sao Carlos Empreendimentos e BRL 18,441 Gafisa SA 81,114 27,622 BRL 600 Participacoes SA 6,754 5,538 BRL 122,800 Gerdau SA 579,211 490,814 BRL 44,900 Sao Martinho SA 274,415 237,746 BRL 17,100 Gol Linhas Aereas Inteligentes SA 62,002 79,189 BRL 10,091 Sao Paulo Alpargatas SA 46,148 73,762 BRL 20,090 Guararapes Confeccoes SA 116,692 88,572 BRL 11,600 Ser Educacional SA 109,323 43,439 Hapvida Participacoes e BRL 20,900 SLC Agricola SA 103,172 123,136 BRL 4,900 Investimentos SA 56,580 76,051 BRL 8,800 Smiles Fidelidade SA 143,423 32,316 BRL 32,013 Helbor Empreendimentos SA 30,637 23,576 BRL 3,000 Springs Global Participacoes SA 14,771 5,303 BRL 17,900 Hypermarcas SA 203,925 148,807 BRL 46,763 Sul America SA 347,752 526,159 International Meal Company BRL 54,432 Suzano Papel e Celulose SA 339,647 499,932 BRL 13,800 Alimentacao SA 26,738 13,781 USD 3,890 Suzano Papel e Celulose SA, ADR 72,286 35,700 BRL 19,395 Iochpe-Maxion SA 145,974 65,463 BRL 4,993 Tecnisa SA 40,423 15,718 BRL 27,527 IRB Brasil Resseguros S/A 281,842 75,592 BRL 12,300 Tegma Gestao Logistica 64,351 71,485 BRL 235,962 Itau Unibanco Banco Multiplo SA 2,213,841 1,499,191 BRL 11,000 Telefonica Brasil SA 175,722 131,896 Itau Unibanco Banco Multiplo USD 5,612 Telefonica Brasil SA, ADR 91,493 67,503 USD 42,733 SA, ADR 422,786 272,089 BRL 26,228 Terna Participacoes SA 205,231 183,992 BRL 25,195 Itau Unibanco Holdings SA 215,947 150,957 BRL 44,374 Tim Participacoes SA 238,775 157,306 BRL 151,199 JBS SA 584,842 798,337 USD 3,194 Tim Participacoes SA, ADR 64,005 56,110 BRL 23,939 JHSF Participacoes SA 27,595 42,432 BRL 21,700 Tupy SA 139,547 103,471 BRL 5,200 JSL SA 18,225 30,092 BRL 22,800 Ultrapar Participacoes SA 290,074 104,618 BRL 53,931 Klabin SA 332,656 273,718 USD 18,320 Ultrapar Participacoes SA, ADR 83,634 84,314 BRL 18,789 Light SA 129,658 77,771 BRL 14,371 Unipar Participacoes SA 72,209 85,889 BRL 76,583 Localiza Rent a Car SA 402,825 782,146 Usinas Siderurgicas de Minas Log Commercial Properties e BRL 2,900 Gerais SA 13,798 5,857 BRL 3,850 Participacoes SA 26,889 31,670 Usinas Siderurgicas de Minas Gerais BRL 18,200 Log-in Logistica Intermodal S.A. 61,045 66,518 BRL 75,231 SA, PFD, Class A 173,176 136,539 BRL 5,901 Lojas Americanas SA 29,867 40,173 BRL 386,121 Vale SA 4,274,849 5,390,358 BRL 23,798 Lojas Americanas SA, Preferred 132,103 191,185 USD 2,134 Vale SA, ADR 47,666 29,869 BRL 67,639 Lojas Renner SA 553,704 705,831 Valid Solucoes e Servicos de BRL 24,523 Magazine Luiza SA 339,955 438,649 BRL 12,780 Seguranca em Meios de 117,347 34,425 Mahle-Metal Leve SA Industria BRL 16,400 Vulcabras Azaleia SA 50,563 21,454 BRL 5,700 e Comercio 52,260 25,486 BRL 10,600 Weg SA 67,517 133,927 BRL 14,000 Marcopolo SA 20,926 9,681 Wiz Solucoes e Corretagem de BRL 118,101 Marcopolo SA, Preferred 145,776 86,387 BRL 8,400 Seguros SA 62,178 22,250 BRL 8,900 Marfrig Global Foods SA 30,273 28,018 BRL 44,177 YDUQS Part 393,067 371,115 BRL 14,881 Marisa Lojas SA 43,601 31,020 42,203,060 35,913,683 1.87 Mills Estruturas e Servicos de BRL 19,100 Engenharia SA 30,131 25,749 Chile BRL 25,074 Minerva SA/Brazil 82,697 82,315 CLP 400,841 AES Gener SA 107,934 78,176 BRL 17,823 Movida Participacoes SA 40,723 58,510 CLP 175,561 Aguas Andinas SA, Class A 127,869 80,724 BRL 60,244 MRV Engenharia e Participacoes SA 302,133 270,716 USD 3,708 Banco de Chile, ADR 81,223 88,850

The accompanying notes are an integral part of these financial statements 91 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CLP 2,299 Banco de Credito e Inversiones 151,226 106,018 HKD 73,000 Ajisen China Holdings Ltd. 49,737 13,718 CLP 1,680,369 Banco Santander Chile 106,172 93,318 USD 28,684 Alibaba Group Holding Ltd., ADR 5,214,811 8,399,705 CLP 51,842 Besalco SA 47,953 36,037 Alibaba Health Information CLP 19,275 CAP SA 213,760 169,483 HKD 48,000 Technology Ltd. 66,525 191,630 CLP 104,873 Cencosud SA 350,444 199,334 HKD 1,270,000 Alibaba Pictures Group Ltd. 270,136 230,825 CLP 12,504 Cia Cervecerias Unidas SA 209,818 122,243 HKD 532,000 Aluminum Corp of China Ltd. 344,214 136,224 USD 2,750 Cia Cervecerias Unidas SA, ADR 42,572 53,463 HKD 86,000 AMVIG Holdings Ltd. 38,518 21,150 CLP 101,832 Cia Pesquera Camanchaca SA 13,455 9,201 HKD 306,800 Angang Steel Co., Ltd. 259,912 102,438 CLP 2,287,451 Cia Sud Americana de Vapores SA 118,110 71,153 Anhui Conch Cement Co., Ltd., HKD 160,500 Class H 750,911 1,476,496 CLP 517,599 Colbun SA 147,046 112,069 HKD 42,000 Anhui Expressway Co., Ltd. 44,938 26,418 CLP 40,723 E.CL SA 104,122 73,970 HKD 89,000 Anta Sports Products Ltd. 269,771 1,075,008 CLP 29,785 Embotelladora Andina SA 130,721 98,949 HKD 408,000 Anton Oilfield Services Group 69,156 33,389 Empresa Nacional De CLP 21,746 Telecomunicaciones SA 312,461 190,491 HKD 400,000 Anxin-China Holdings Ltd. 83,174 – CLP 87,278 Empresas CMPC SA 288,193 235,421 HKD 77,500 APT Satellite Holdings Ltd. 32,863 27,233 CLP 13,500 Empresas COPEC SA 208,085 122,943 HKD 97,500 Asia Cement China Holdings Corp. 95,532 130,794 CLP 10,485 Empresas Hites SA 13,246 2,317 HKD 21,096 Atlas Corp. 241,393 217,665 CLP 347,725 Empresas La Polar S.A. 41,813 4,468 HKD 105,000 Ausnutria Dairy Corp. Ltd. 79,372 320,619 CLP 217 Empresas Lipigas SA 2,437 1,727 HKD 364,068 AVIC International Holding HK Ltd. 27,346 7,676 CLP 1,350,812 Enel Americas SA 302,822 276,845 AviChina Industry & Technology Co., HKD 374,000 Ltd., Class H 253,176 231,613 CLP 100,007 Enel Chile SA 17,414 10,149 HKD 406,500 BAIC Motor Corp. Ltd. 473,574 241,513 USD 40,104 Enersis Chile SA 362,920 205,259 USD 8,789 Baidu Inc., ADR 2,080,542 1,430,529 USD 52,826 Enersis SA, ADR 545,514 538,594 HKD 2,926,700 Bank of China Ltd., Class H 1,543,575 1,471,846 CLP 6,930 Forus SA 38,368 11,397 HKD 68,500 Bank of Chongqing Co., Ltd.. 77,805 46,714 CLP 125,405 Grupo Security SA 67,124 30,466 Bank of Communications Co., Ltd., CLP 3,010 Instituto de Diagnostico SA 13,078 8,542 HKD 387,394 Class H 356,326 325,640 CLP 68,818 Inversiones Aguas Metropolitanas SA 90,208 80,170 HKD 28,000 Baoye Group Co., Ltd. 28,321 30,567 CLP 7,657 Inversiones La Construccion SA 138,889 69,605 USD 2,327 Baozun Inc. 93,053 121,469 CLP 18,467,380 Itau CorpBanca 199,984 67,730 HKD 183,000 BBMG Corp. 87,252 48,724 CLP 17,604 Latam Airlines Group SA 212,431 34,188 Beijing Capital International Airport USD 9,210 Latam Airlines Group SA, ADR 105,276 16,880 HKD 370,000 Co., Ltd., Class H 439,703 314,369 CLP 514,608 Masisa SA 70,110 13,337 HKD 255,000 Beijing Capital Land Ltd., Class H 102,591 65,781 CLP 68,276 Multiexport Foods SA 52,266 26,912 Beijing Chunlizhengda Medical CLP 37,147 Parque Arauco SA 118,192 91,481 HKD 4,000 Instruments Co., Ltd. 24,794 36,999 CLP 38,281 PAZ Corp., SA 41,352 39,144 Beijing Enterprises Clean Energy CLP 102,936 Ripley Corp. SA 108,539 45,425 HKD 3,540,000 Group Ltd. 136,756 26,138 CLP 17,499 SACI Falabella 167,018 75,198 HKD 57,000 Beijing Enterprises Holdings Ltd. 367,952 259,860 CLP 71,779 Salfacorp SA 137,100 51,757 Beijing Enterprises Medical & Health HKD 648,000 Group Ltd. 44,969 11,928 CLP 27,172 Sigdo Koppers SA 67,823 36,777 HKD 700,000 Beijing Enterprises Water Group Ltd. 633,372 372,924 CLP 45,415 SMU SA 17,741 11,391 HKD 768,000 Beijing Gas Blue Sky Holdings 66,693 15,271 CLP 466,760 Sociedad Matriz Saam SA 57,755 41,273 Beijing Jingneng Clean Energy Sociedad Quimica y Minera de Chile HKD 70,000 Co., Ltd. 36,654 18,947 USD 2,434 SA, ADR 52,894 86,146 HKD 112,000 Beijing North Star Company Ltd. 48,984 33,577 CLP 48,330 Socovesa SA 39,223 18,590 Beijing Urban Construction Design & CLP 61,296 Sonda SA 109,330 54,720 HKD 50,000 Development Group Co., Ltd. 40,706 15,902 CLP 42,839 Vina Concha y Toro SA 100,867 90,481 HKD 42,000 Best Pacific International Holdings Ltd. 47,860 8,100 6,052,898 3,982,812 0.21 USD 5,171 Bitauto Holdings Ltd., ADR 115,209 111,270 HKD 394,000 Bosideng International Holdings Ltd. 131,077 166,547 China HKD 78,000 Boyaa Interactive International Ltd. 58,687 11,534 USD 1,670 21Vianet Group Inc., ADR 17,022 54,095 Brilliance China Automotive HKD 128,000 361 Degrees International Ltd. 63,455 22,560 HKD 320,000 Holdings Ltd. 618,417 393,200 HKD 110,500 3SBio Inc. 257,876 190,939 Brilliant Circle Holdings USD 1,924 51job Inc. 138,366 187,518 HKD 20,320 International Ltd. 5,919 1,880 USD 2,879 58.com Inc. 261,590 210,827 HKD 69,500 Byd Co., Ltd. 589,921 735,610 HKD 131,000 AAC Technologies Holdings Inc. 1,085,315 1,098,345 BYD Electronic (International) HKD 81,000 AAG Energy Holdings Ltd. 17,671 15,955 HKD 154,500 Co., Ltd. 184,593 484,566 HKD 349,500 Agile Property Holdings Ltd. 311,623 562,429 HKD 349,500 C C Land Holdings Ltd 129,798 108,552 Agricultural Bank of China Ltd., C&D International Investment HKD 1,552,000 Class H 775,036 852,799 HKD 30,000 Group Ltd. 59,701 63,717 HKD 282,000 Air China Ltd. 275,238 230,167 HKD 52,000 Cabbeen Fashion Ltd. 23,853 17,335

The accompanying notes are an integral part of these financial statements 92 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Canvest Environmental Protection China High Speed Transmission HKD 53,000 Group Co., Ltd. 32,554 31,645 HKD 60,000 Equipment Group Co., Ltd. 81,239 47,280 HKD 880,000 Capital Environment Holdings Ltd. 49,385 17,545 HKD 201,000 China Hongqiao Group Ltd. 155,052 121,507 HKD 158,000 CAR Inc. 211,808 64,559 China Huarong Asset Management HKD 163,000 Central China Real Estate Ltd. 89,610 103,699 HKD 998,000 Co., Ltd. 448,467 137,214 HKD 110,000 Central China Securities Co., Ltd.. 71,310 24,371 HKD 44,000 China Huiyuan Juice Group Ltd. 15,385 2,702 HKD 332,000 CGN New Energy Holdings Co., Ltd.. 66,297 87,036 USD 3,480 China Index Holdings Ltd. 3,087 10,110 HKD 653,000 CGN Power Co., Ltd. 229,657 183,804 China Insurance International Holdings HKD 202,548 Co., Ltd. 722,632 444,200 Changsha Zoomlion Heavy Ind. Co., HKD 100,400 Ltd., Class H 57,405 105,533 HKD 94,000 China International Capital Corp. Ltd. 224,859 252,493 HKD 84,000 Chaowei Power Holdings Ltd. 67,541 51,037 China International Marine Containers HKD 83,160 Group Co., Ltd. 138,312 92,049 USD 6,777 Cheetah Mobile Inc., ADR 80,176 15,825 HKD 267,000 china Lesso Group Holdings Ltd. 206,001 475,786 China Aerospace International HKD 376,000 Holdings Ltd. 49,885 32,092 HKD 134,000 China Life Insurance Co. Ltd. 498,136 367,070 China Aircraft Leasing Group USD 7,146 China Life Insurance Co., Ltd., ADR 136,546 97,888 HKD 46,000 Holdings Ltd. 69,923 50,914 HKD 60,000 China Lilang Ltd. 47,143 43,867 HKD 55,000 China Animation Characters Co., Ltd. 32,386 19,493 China Logistics Property Holdings HKD 252,000 China Aoyuan Group Ltd. 111,164 418,139 HKD 79,000 Co. Ltd. 30,191 45,905 HKD 336,000 China BlueChemical Ltd., Class H 166,343 68,163 China Longyuan Power Group Corp., HKD 292,000 Class H 299,927 223,505 HKD 532,000 China Chengtong Development 44,196 17,533 China Lumena New Materials China Cinda Asset Management HKD 4,000 Corp., Rights – – HKD 832,000 Co., Ltd. 350,837 222,808 HKD 146,000 China Machinery Engineering Corp. 126,259 52,457 HKD 460,000 China Citic Bank Corp. Ltd., Class H 342,012 273,661 China Maple Leaf Educational HKD 303,000 China Coal Energy Co., Ltd., Class H 193,209 93,934 HKD 274,000 Systems Ltd. 156,544 114,065 China Communications Construction HKD 286,000 China Medical System Holdings Ltd. 481,750 459,179 HKD 268,000 Co., Ltd., Class H 379,684 206,363 HKD 114,000 China Meidong Auto Holdings Ltd. 67,498 381,737 China Communications Services HKD 240,000 Corp. Ltd., Class H 183,672 204,190 HKD 245,000 China Mengniu Dairy Co., Ltd. 964,008 1,275,435 HKD 128,500 China Conch Venture Holdings Ltd. 350,024 740,444 China Merchants Bank Co., Ltd., HKD 279,500 Class H 725,765 1,758,432 China Construction Bank Corp., HKD 6,634,760 Class H 5,609,946 7,326,467 China Merchants Holdings HKD 176,824 International Co., Ltd. 673,178 284,741 China COSCO Holdings Co., Ltd., HKD 276,500 Class H 198,069 108,411 HKD 160,000 China Merchants Land Ltd. 61,217 33,611 China Datang Corp Renewable Power HKD 19,800 China Merchants Securities Co. Ltd. 37,258 30,243 HKD 59,000 Co. Ltd. 15,688 9,059 HKD 41,400 China Metal Recycling Holdings Ltd. 54,137 – HKD 171,499 China Dili Group 90,907 49,684 China Minsheng Banking Corp. Ltd., China Distance Education HKD 397,340 Class H 386,264 371,323 USD 4,188 Holdings Ltd. 38,850 49,067 China Minsheng Financial Holding HKD 625,000 China Dongxiang Group Co. 184,085 75,775 HKD 820,000 Corp. Ltd. 37,616 13,116 HKD 310,000 China Eastern Airlines Corp. Ltd. 196,459 151,528 HKD 370,000 China Mobile Ltd. 5,303,728 3,391,660 China Electronics Huada Technology USD 43,840 China Mobile Ltd., ADR 2,479,024 2,002,169 HKD 88,000 Co Ltd. 19,457 13,805 HKD 471,000 China Modern Dairy Holdings Ltd. 97,042 72,179 China Electronics Optics Valley HKD 159,000 China Molybdenum Co. Ltd. 93,079 71,268 HKD 284,000 Union Holding Co., Ltd. 34,014 23,243 China National Building Material Co., HKD 145,000 China Everbright Bank Co., Ltd.. 88,584 74,331 HKD 2,202,250 Ltd., Class H 2,201,790 3,206,862 HKD 50,000 China Everbright Greentech Ltd. 33,562 26,866 China New Town Development HKD 399,629 China Everbright International Ltd. 305,800 287,857 HKD 148,009 Co., Ltd. 11,303 3,243 HKD 120,000 China Everbright Ltd. 261,677 237,343 HKD 470,000 China Oceanwide Holdings Ltd. 60,519 16,873 HKD 197,000 China Evergrande Group 87,717 695,941 HKD 534,000 China Oil and Gas Group Ltd. 57,623 22,916 China Fiber Optic Network System HKD 230,000 China Oilfield Services Ltd., Class H 375,332 284,552 HKD 123,200 Group Ltd. 31,967 1,133 HKD 222,000 China Oriental Group Co. Ltd. 188,312 82,651 China Financial Services China Overseas Grand Oceans HKD 146,000 Holdings Ltd 15,795 4,187 HKD 282,000 Group Ltd. 179,456 218,181 HKD 178,500 China Galaxy Securities Co., Ltd. 151,347 131,924 China Overseas Land & HKD 224,400 China Gas Holdings Ltd. 625,849 943,757 HKD 543,600 Investment Ltd. 1,985,770 2,253,423 China Grand Pharmaceutical and HKD 222,200 China Overseas Property Holdings Ltd. 46,596 321,587 HKD 108,000 Healthcare Holdings Ltd. 37,836 103,461 China Pacific Insurance Group China Greenland Broad Greenstate HKD 269,000 Co., Ltd. 1,267,374 981,533 HKD 120,000 Group Co., Ltd. 25,983 11,590 HKD 1,715,200 China Petroleum & Chemical Corp. 1,665,040 973,945 HKD 80,000 China Hanking Holdings Ltd. 17,297 22,902 China Petroleum & Chemical China Harmony New Energy Auto USD 2,048 Corp., ADR 136,595 116,665 HKD 117,000 Holding Ltd. 89,136 79,453 HKD 770,400 China Pharmaceutical Group Ltd. 1,093,232 1,980,818

The accompanying notes are an integral part of these financial statements 93 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 60,000 China Pioneer Pharma Holdings Ltd. 28,289 11,698 HKD 268,500 China Zhengtong Auto Service 190,405 52,543 China Power International HKD 388,400 China Zhongwang Holdings Ltd. 189,396 99,765 HKD 341,333 Development Ltd. 148,661 85,285 HKD 322,000 Chinasoft International Ltd. 235,310 240,844 HKD 21,000 China Properties Group Ltd. 6,355 1,886 HKD 399,000 Chongqing Rural Commercial Bank 235,633 214,224 China Railway Construction Corp. Chu Kong Shipping Development HKD 260,000 Ltd., Class H 419,366 279,593 HKD 70,000 Co., Ltd. 18,403 10,997 HKD 324,000 China Railway Group Ltd., Class H 312,214 227,053 HKD 565,995 CIFI Holdings Group Co., Ltd. 304,513 605,315 China Railway Signal & HKD 150,000 CIMC Enric Holdings Ltd. 118,729 81,196 HKD 194,000 Communication Corp. 192,177 113,740 HKD 845,000 CIMC-TianDa Holdings Co. Ltd. 48,857 24,582 HKD 803,000 China Reinsurance Group Corp 230,187 111,689 HKD 341,000 CITIC Dameng Holdings Ltd. 29,620 12,867 China Resources Cement HKD 692,000 CITIC Ltd. 1,261,192 887,123 HKD 450,000 Holdings Ltd. 388,656 753,466 HKD 703,700 Citic Resources Holdings Ltd. 154,288 30,923 HKD 155,716 China Resources Enterprise 460,870 1,180,042 HKD 60,000 CITIC Securities Co., Ltd. 208,335 155,376 HKD 138,000 China Resources Gas Group Ltd. 551,286 916,668 Citychamp Watch & Jewellery HKD 344,000 China Resources Land Ltd. 1,218,599 1,785,030 HKD 264,000 Group Ltd. 56,711 71,757 China Resources Pharmaceutical HKD 1,353,000 CNOOC Ltd. 2,266,966 2,061,541 HKD 254,500 Group Ltd. 403,857 200,141 USD 9,684 CNOOC Ltd., ADR 1,592,917 1,483,515 China Resources Phoenix Healthcare HKD 127,000 Holdings Co., Ltd. 162,392 98,655 HKD 574,000 CNPC Hong Kong Ltd. 649,388 510,363 China Resources Power Holdings HKD 172,000 Cofco International Ltd. 121,682 88,864 HKD 164,000 Company Ltd. 326,032 262,634 HKD 83,000 COFCO Meat Holdings Ltd. 17,406 37,476 China Sanjiang Fine Chemicals HKD 124,000 Cogobuy Group 150,603 29,213 HKD 81,000 Co., Ltd. 23,252 29,879 HKD 67,000 Colour Life Services Group Co., Ltd. 55,766 43,699 HKD 422,800 China SCE Group Holdings Ltd. 193,399 250,751 HKD 1,480,000 Concord New Energy Group Ltd. 118,590 84,467 HKD 43,000 China Shanshui Cement Group Ltd. 13,991 15,306 HKD 46,000 Consun Pharmaceutical Group Ltd. 33,503 25,767 HKD 486,000 China Shengmu Organic Milk Ltd. 137,251 20,996 HKD 82,000 COSCO International Holdings Ltd. 50,892 33,134 China Shenhua Energy Co., Ltd., HKD 294,364 COSCO Pacific Ltd. 476,390 215,561 HKD 419,000 Class H 1,186,783 882,822 HKD 62,000 Cosmo Lady China Holdings Co., Ltd. 34,434 5,225 China Shineway Pharmaceutical HKD 1,044,509 Country Garden Holdings Co., Ltd. 637,005 1,758,787 HKD 39,000 Group Ltd. 57,205 34,951 Country Garden Services Holdings China Shipping Container Lines Co., HKD 103,724 Co., Ltd. 27,178 657,382 HKD 513,750 Ltd., Class H 177,877 66,920 HKD 1,322,000 CP Pokphand Co., Ltd. 195,572 155,747 China Shipping Development Co., HKD 98,000 CPMC Holdings Ltd. 80,403 50,647 HKD 144,000 Ltd., Class H 137,295 87,559 HKD 76,500 CSC Financial Co. Ltd. 81,337 118,380 HKD 122,000 China Silver Group Ltd. 31,430 12,173 HKD 169,000 CSR Corp. Ltd. 193,172 97,405 HKD 734,000 China South City Holdings Ltd. 184,883 102,194 HKD 334,000 CT Environmental Group Ltd. 121,564 3,733 China Southern Airlines Co., USD 1,350 Ltd., ADR 45,579 40,486 Cybernaut International Holdings HKD 172,000 Co., Ltd. 7,664 3,225 China Southern Airlines Co., Ltd., HKD 266,000 Class H 178,039 161,488 HKD 34,000 Da Ming International Holdings Ltd. 18,668 8,128 China State Construction International HKD 322,000 Dali Foods Group Co., Ltd. 265,971 266,428 HKD 296,250 Holdings Ltd. 448,627 236,288 Datang International Power Generation China Sunshine Paper Holdings HKD 260,000 Co., Ltd., Class H 176,624 46,147 HKD 117,500 Co., Ltd. 51,365 20,738 Dawnrays Pharmaceutical China Suntien Green Energy HKD 120,000 Holdings Ltd. 47,602 19,170 HKD 211,000 Corp. Ltd. 38,544 65,920 HKD 132,000 Differ Group Holding Co. Ltd. 12,103 12,269 HKD 366,000 China Telecom Corp. Ltd. 206,120 139,573 HKD 127,500 Digital China Holdings Ltd. 163,648 112,351 USD 4,600 China Telecom Corp. Ltd., ADR 256,021 175,297 HKD 77,200 Dongfang Electric Corp Ltd. 91,526 55,000 HKD 36,000 China Tian Lun Gas Holdings Ltd. 33,079 37,581 Dongfeng Motor Group Co., Ltd., China Travel International Investment HKD 250,000 Class H 381,102 204,691 HKD 388,000 HK Ltd. 118,665 75,150 HKD 21,800 Dongjiang Environmental Co., Ltd. 46,418 20,189 HKD 612,000 China Unicom Hong Kong Ltd. 994,807 452,065 HKD 251,000 Dongyue Group 152,284 139,295 USD 38,384 China Unicom Hong Kong Ltd., ADR 582,765 284,002 Dynagreen Environmental Protection HKD 147,900 China Vanke Co., Ltd. 544,816 640,853 HKD 71,000 Group Co., Ltd. 44,770 33,516 China Vast Industrial Urban HKD 468,000 E-Commodities Holdings Ltd. 57,064 16,226 HKD 45,000 Development Co., Ltd. 22,403 26,569 HKD 20,000 EEKA Fashion Holdings Ltd. 34,209 30,101 HKD 96,000 China Water Affairs Group Ltd. 71,482 94,277 HKD 50,000 Essex Bio-technology Ltd. 40,629 48,278 HKD 168,000 China Water Industry Group Ltd. 38,549 7,020 HKD 160,000 EVA Precision Industrial Holdings Ltd. 24,990 11,536 HKD 76,000 China XLX Fertiliser Ltd. 32,739 24,153 HKD 35,000 Everbright Securities Co., Ltd. 55,197 34,510 China Yongda Automobiles Services USD 348 Fang Holdings Ltd. 51,748 5,353 HKD 68,000 Holdings Ltd. 74,925 111,775 USD 1,224 Fanhua Inc. 42,520 33,251 HKD 192,000 China Yuhua Education Corp Ltd. 117,430 215,261 Fantasia Holdings Group HKD 171,000 China Yurun Food Group Ltd. 30,779 14,733 HKD 421,500 Company Ltd. 73,530 107,955

The accompanying notes are an integral part of these financial statements 94 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 377,000 Far East Horizon Ltd. 427,742 436,928 HKD 108,000 Hengan International Group Co., Ltd. 1,120,542 1,154,090 HKD 18,000 Flat Glass Group Co., Ltd. 16,347 26,532 HKD 220,000 Hengdeli Holdings Ltd. 13,669 12,729 HKD 161,980 Fosun International Ltd. 376,758 281,836 HKD 390,000 Hi Sun Technology China Ltd. 77,485 59,743 HKD 362,000 Franshion Properties China Ltd. 167,019 349,749 HKD 129,000 Hilong Holding Ltd. 27,293 5,305 Fu Shou Yuan International Hisense Kelon Electrical Holdings HKD 150,000 Group Ltd. 138,409 187,212 HKD 55,000 Co. Ltd. 100,895 87,210 HKD 314,800 Fufeng Group Ltd. 196,138 136,976 HKD 19,000 HKC Holdings Ltd. 17,527 15,133 HKD 540,000 Fullshare Holdings Ltd. 245,336 13,407 HKD 420,000 HNA Holding Group Co., Ltd. 22,656 1,825 HKD 76,400 Fuyao Glass Industry Group Co., Ltd. 285,800 248,338 HKD 799,000 Honghua Group Ltd. 92,484 34,139 HKD 922,000 GCL New Energy Holdings Ltd. 73,676 17,922 HKD 39,000 Honworld Group Ltd. 31,949 16,348 HKD 2,346,000 GCL-Poly Energy Holdings Ltd. 607,019 90,639 HKD 110,000 Hopson Development Holdings Ltd. 174,570 155,780 HKD 692,000 Geely Automobile Holdings Ltd. 696,219 1,492,578 HKD 130,000 HOSA International Ltd. 63,041 1,239 Gemdale Properties & Investment Hua Han Bio-Pharmaceutical HKD 716,000 Corp Ltd. 64,120 181,231 HKD 394,878 Holdings Ltd. 67,783 13,751 HKD 66,800 GF Securities Co., Ltd. 170,749 97,672 HKD 66,000 Hua Hong Semiconductor Ltd. 133,246 314,115 HKD 349,000 Glorious Property Holdings Ltd. 59,130 12,400 HKD 150,000 Huadian Fuxin Energy Corp Ltd. 65,209 65,614 HKD 72,000 Golden Eagle Retail Group Ltd. 117,759 93,476 Huadian Power International Co. HKD 49,000 Golden Holdings Ltd. 24,100 13,853 HKD 172,000 Class H 92,010 67,483 HKD 240,000 Golden Meditech Holdings Ltd. 49,582 33,631 HKD 304,000 Huaneng Power International Inc. 219,182 155,664 HKD 32,000 Goldpac Group Ltd. 13,060 7,827 Huaneng Power International GOME Electrical Appliances USD 1,100 Inc., ADR 47,278 22,311 HKD 1,400,360 Holdings Ltd. 293,051 318,672 HKD 65,600 Huatai Securities Co., Ltd. 174,458 142,565 HKD 58,572 Grand Baoxin Auto Group Ltd. 36,729 12,056 Huazhong In-Vehicle Holdings HKD 186,000 Great Wall Motor Co., Ltd., Class H 205,139 158,925 HKD 92,000 Co. Ltd. 21,309 10,289 Greatview Aseptic Packaging USD 9,660 Huazhu Group Ltd. 788,957 459,663 HKD 102,000 Co., Ltd. 70,472 49,077 HKD 66,000 Huishang Bank Corp., Ltd. 37,185 31,160 HKD 246,600 Greenland Hong Kong Holdings Ltd. 87,541 119,586 HKD 37,700 IMAX China Holding Inc. 144,871 74,275 HKD 152,500 Greentown China Holdings Ltd. 189,437 208,388 Industrial & Commercial Bank of Greentown China Holdings HKD 4,082,700 China, Class H 3,116,064 3,350,944 HKD 2,877 Ltd., Rights – – HKD 8,200 Inner Mongolia Yitai Coal Co. Ltd. 12,728 7,137 HKD 130,000 Greentown Service Group Co., Ltd. 138,630 209,194 USD 5,444 JD.com Inc., ADR 191,539 444,779 HKD 192,000 Guangdong Investment Ltd. 248,820 449,611 HKD 504,000 Jiangnan Group Ltd. 34,451 27,037 HKD 94,000 Guangdong Land Holdings Ltd. 34,065 14,254 HKD 116,000 Jiangsu Expressway Co., Ltd., Class H 174,104 185,093 USD 900 Guangshen Railway Co., Ltd., ADR 34,178 11,131 HKD 116,000 Jiangxi Copper Co., Ltd., Class H 236,125 160,457 Guangshen Railway Co., Ltd., HKD 195,667 Jiayuan International Group Ltd. 160,974 109,871 HKD 130,000 Class H 72,898 33,141 Jinchuan Group International Guangzhou Automobile Group HKD 206,000 Resources Co. Ltd. 50,908 23,966 HKD 206,400 Co., Ltd. 329,643 204,153 HKD 98,000 Jingrui Holdings Ltd. 51,473 38,094 Guangzhou Baiyunshan USD 7,292 JinkoSolar Holding Co., Ltd., ADR 170,281 175,323 HKD 24,000 Pharmaceutical Holdings Co., Ltd. 87,413 82,294 Jinmao Investments and Jinmao China HKD 1,396,798 Guangzhou Investment Co., Ltd. 340,842 340,129 HKD 20,000 Investments Holdings Ltd. 15,328 16,235 Guangzhou R&F Properties Co., Ltd., HKD 50,000 JNBY Design Ltd. 98,710 68,340 HKD 239,200 Class H 472,883 382,158 HKD 894,000 Joy City Property Ltd. 177,370 78,855 Guangzhou Shipyard International HKD 32,000 Co Ltd. 44,934 29,326 USD 6,193 JOYY Inc. 453,497 744,499 HKD 53,500 Guolian Securities Co., Ltd. 37,801 24,488 HKD 172,000 Ju Teng International Holdings Ltd. 101,542 85,685 HKD 104,000 Guorui Properties Ltd. 43,568 21,262 HKD 249,048 K Wah International Holdings Ltd. 148,020 146,439 HKD 46,200 Guotai Junan Securities Co. Ltd. 140,479 87,226 HKD 412,000 Kaisa Group Holdings 221,541 212,959 HKD 92,000 Haichang Holdings Ltd. 29,893 7,463 Kangda International Environmental HKD 59,000 Co., Ltd. 20,329 7,983 HKD 178,000 Haier Electronics Group Co., Ltd. 541,802 735,715 HKD 46,000 Kasen International Holdings Ltd. 13,571 7,878 USD 1,624 Hailiang Education Group Inc. 88,457 91,365 HKD 264,000 Kinetic Mines and Energy Ltd. 22,888 15,086 Hainan Meilan International Airport HKD 13,000 Co. Ltd. 14,822 24,652 HKD 99,800 Kingboard Chemical Holdings Ltd. 343,184 353,655 HKD 136,000 Haitian International Holdings Ltd. 390,082 375,991 HKD 219,000 Kingboard Laminates Holdings Ltd. 264,731 300,465 HKD 113,600 Haitong Securities Co., Ltd. 275,522 125,299 Kingdee International Software Group HKD 130,000 Co., Ltd. 70,407 412,964 HKD 78,000 Harbin Bank Co. Ltd. 32,807 15,788 HKD 29,000 Kingsoft Corp., Ltd. 150,431 184,414 Harbin Power Equipment Co., Ltd., HKD 44,000 Class H 16,316 23,383 HKD 249,500 KWG Property Holding Ltd. 315,073 575,511 HKD 56,000 Harmonicare Medical Holdings Ltd. 27,486 3,752 HKD 20,000 Lee & Man Chemical Co., Ltd. 19,551 10,502 HKD 99,500 HC Group Inc. 102,038 22,344 HKD 252,200 Lee & Man Paper Manufacturing Ltd. 187,006 186,100 Health and Happiness H&H HKD 48,000 Lee's Pharmaceutical Holdings Ltd. 40,556 34,653 HKD 43,000 International Holdings Ltd. 237,325 265,337 HKD 70,600 Legend Holdings Corp. 216,228 112,400

The accompanying notes are an integral part of these financial statements 95 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 4,692 Legend Holdings Corp., Rights – – HKD 134,000 Postal Savings Bank of China Co. Ltd. 120,846 104,826 HKD 1,308,000 Lenovo Group Ltd. 1,011,917 990,766 HKD 376,000 Pou Sheng International Holdings Ltd. 105,062 117,638 USD 3,200 LexinFintech Holdings Ltd. 46,530 46,224 HKD 273,000 Powerlong Real Estate Holdings Ltd. 121,574 208,956 HKD 184,500 Li Ning Co., Ltd. 247,969 802,143 HKD 86,000 PW Medtech Group Ltd. 20,925 24,797 HKD 84,000 Lifestyle China Group Ltd. 27,539 27,157 HKD 60,000 Q Technology Group Co., Ltd. 70,152 107,292 HKD 96,000 Lifetech Scientific Corp. 32,563 41,123 HKD 103,000 Qingdao Port International Co., Ltd. 83,082 74,473 USD 14,347 Link Motion Inc. 62,486 – HKD 104,000 Qingling Motors Co., Ltd., Class H 29,229 25,779 HKD 14,719 Livzon Pharmaceutical Group Inc. 54,096 101,428 HKD 39,000 Qinhuangdao Port Co. Ltd. 13,746 8,125 HKD 814,000 Logan Property Holdings Co. Ltd. 757,492 1,974,375 HKD 55,296 Qunxing Paper Holdings Co., Ltd. 16,074 – HKD 222,500 Longfor Properties Co., Ltd. 364,645 1,445,949 HKD 105,638 Red Star Macalline Group Corp., Ltd. 127,812 80,728 HKD 464,000 Lonking Holdings Ltd. 190,418 191,882 HKD 140,000 Redco Properties Group Ltd. 68,167 87,995 HKD 4,000 Lumena Resources Corp. 52,284 – HKD 29,000 Road King Infrastructure Ltd. 33,016 53,537 HKD 283,500 Luye Pharma Group Ltd. 251,211 236,641 HKD 89,500 Ronshine China Holdings Ltd. 135,215 107,809 LVGEM China Real Estate HKD 54,000 Rreef China Commercial Trust 29,981 – HKD 202,000 Investment Co. Ltd. 90,294 83,225 Sany Heavy Equipment International HKD 89,000 Maoye International Holdings Ltd. 18,899 5,802 HKD 180,000 Holdings Co., Ltd. 44,557 114,219 HKD 288,000 Metallurgical Corp of China Ltd. 116,983 62,399 HKD 402,000 Seazen Group Ltd. 105,628 473,899 HKD 76,000 Mingfa Group International Co., Ltd. 21,953 749 Semiconductor Manufacturing HKD 174,000 Minmetals Land Ltd. 36,307 29,238 HKD 246,300 International Corp. 283,842 1,172,985 HKD 140,000 Minth Group Ltd. 554,626 545,582 Shandong Chenming Paper HKD 64,500 Holdings Ltd. 49,659 31,610 HKD 173,800 Modern Land China Co. Ltd. 41,021 33,452 Shandong Weigao Group Medical USD 17,630 Momo Inc. 658,027 418,377 HKD 280,000 Polymer Co., Ltd.. 277,994 848,773 HKD 2,150,000 Nan Hai Corp. Ltd. 84,270 22,212 Shandong Xinhua Pharmaceutical Co., HKD 318,000 Neo-China Group 85,414 49,944 HKD 54,600 Ltd., Class H 52,056 40,215 HKD 19,500 NetDragon Websoft Inc. 60,431 74,652 HKD 266,000 Shanghai Electric Group Co., Ltd. 148,988 102,987 USD 3,783 NetEase Inc., ADR 1,255,607 2,205,222 Shanghai Fosun Pharmaceutical Group New Century Healthcare Holding HKD 31,000 Co. Ltd. 138,742 141,095 HKD 8,000 Co. Ltd. 14,231 2,036 Shanghai Fudan-Zhangjiang Bio- HKD 27,700 New China Life Insurance Co., Ltd. 165,004 126,819 HKD 42,000 Pharmaceutical Co., Ltd. 48,242 38,986 New Oriental Education & Shanghai Haohai Biological USD 4,750 Technology Group Inc. 381,456 839,806 HKD 6,100 Technology Co. Ltd. 53,741 38,219 HKD 200,000 Nexteer Automotive Group Ltd. 342,682 188,162 HKD 88,000 Shanghai Industrial Holdings Ltd. 242,672 184,532 HKD 358,000 Nine Dragons Paper Holdings Ltd. 411,329 444,371 Shanghai Jin Jiang International Hotels USD 15,574 NIO Inc. 143,596 163,227 HKD 288,000 Group Co., Ltd. Class H 86,510 69,375 USD 2,276 Noah Holdings Ltd., ADR 108,196 78,700 Shanghai Pharmaceuticals Holding HKD 70,700 Co., Ltd. 221,334 161,311 HKD 71,000 NVC Lighting Holdings Ltd. 10,036 1,677 HKD 1,727,428 Shanghai Real Estate Ltd. 66,083 9,406 OneSmart International Education USD 4,861 Group Ltd. 33,887 25,935 HKD 680,000 Shanghai Zendai Property Ltd. 13,235 3,467 HKD 84,000 O-Net Communications Group Ltd. 62,436 75,396 HKD 81,000 Shengjing Bank Co. Ltd. 86,117 100,821 HKD 53,600 Orient Securities Co Ltd. 54,432 40,459 HKD 197,293 Shenzen International Holdings Ltd. 367,273 428,755 HKD 570,000 Oriental Metals Ltd. 248,281 161,699 Shenzhen Expressway Co., Ltd., HKD 56,000 Class H 61,000 77,255 Overseas Chinese Town Asia HKD 34,000 Holdings Ltd. 16,951 9,525 HKD 400,615 Shenzhen Investment Ltd. 189,391 173,149 HKD 56,000 Pacific Online Ltd. 19,020 11,689 Shenzhou International Group HKD 52,700 Holdings Ltd. 393,308 869,799 HKD 524,000 Panda Green Energy Group Ltd. 96,198 12,415 HKD 233,000 Shimao Property Holdings Ltd. 456,378 1,352,363 HKD 228,000 Parkson Retail Group Ltd. 29,588 18,953 Shougang Concord International HKD 109,000 PAX Global Technology Ltd. 95,917 64,823 HKD 288,800 Enterprises Co., Ltd. 53,505 77,780 Peoples Insurance Co. Group of Shougang Fushan Resources HKD 366,000 China Ltd. 216,825 145,712 HKD 374,000 Group Ltd. 107,179 106,646 HKD 2,292,000 PetroChina Co., Ltd. 2,220,265 1,040,503 HKD 579,358 Shui On Land Ltd. 226,929 132,618 USD 2,134 PetroChina Co., Ltd., ADR 250,166 95,808 HKD 70,000 Sichuan Expressway Co., Ltd. 37,363 21,789 Phoenix Media Investment Sihuan Pharmaceutical Holdings HKD 136,000 Holdings Ltd. 37,512 10,542 HKD 693,000 Group Ltd. 215,121 89,979 USD 3,000 Phoenix New Media Ltd. 14,140 6,028 HKD 224,000 Silver Grant International 75,528 38,243 PICC Property & Casualty Co., Ltd., HKD 549,500 Sino Biopharmaceutical 482,700 1,406,068 HKD 411,798 Class H 563,366 464,616 HKD 528,000 Sinofert Holdings Ltd. 101,786 64,206 Ping An Healthcare and Technology HKD 4,700 Co., Ltd. 61,328 97,827 HKD 252,000 Sinolink Worldwide Holdings Ltd. 51,277 22,041 Ping An Insurance Group Co. of HKD 528,718 Sino-Ocean Land Holdings Ltd. 333,744 172,748 HKD 344,500 China Ltd., Class H 2,500,543 4,662,456 HKD 215,000 Sinopec Engineering Group Co., Ltd. 227,005 125,329 HKD 409,000 Poly Hong Kong Investment Ltd. 272,945 168,228 HKD 168,000 Sinopec Kantons Holdings Ltd. 102,270 87,544

The accompanying notes are an integral part of these financial statements 96 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 220,000 Sinopec Oilfield Service Corp. 22,224 19,448 USD 58,034 Vipshop Holdings Ltd., ADR 761,813 1,568,657 Sinopec Shanghai Petrochemical HKD 916,000 Want Want China Holdings Ltd. 933,813 944,626 HKD 334,000 Co., Ltd. 228,005 109,183 HKD 70,000 Wasion Group Holdings Ltd. 54,061 30,580 HKD 168,000 Sinopharm Group Co., Ltd., Class H 833,415 586,379 USD 9,206 Weibo Corp. 546,686 419,937 HKD 62,000 Sinosoft Technology Group Ltd. 34,983 12,218 HKD 291,400 Weichai Power Co., Ltd., Class H 287,208 745,374 HKD 281,000 Sinotrans Ltd., Class H 147,074 77,595 HKD 69,000 Weiqiao Textile Co. 50,444 16,690 HKD 134,500 Sinotruk Hong Kong Ltd. 180,792 476,536 HKD 652,000 West China Cement Ltd. 112,500 162,251 HKD 696,000 Skyfame Realty Holdings Ltd. 61,552 122,107 HKD 292,000 Wing Shan International 234,327 191,771 HKD 348,876 Skyworth Digital Holdings Ltd. 210,033 133,102 Wisdom Education International HKD 137,841 SMI Holdings Group Ltd. 87,188 4,527 HKD 66,000 Holdings Co. Ltd. 60,880 37,104 HKD 336,000 Soho China Ltd. 173,854 161,146 HKD 230,000 Wison Engineering Services Co., Ltd. 52,845 32,198 USD 2,926 Sohu.com Ltd. 139,301 36,585 Xiabuxiabu Catering Management HKD 65,500 China Holdings Co., Ltd. 104,247 88,208 HKD 224,000 Sparkle Roll Group Ltd. 25,353 10,584 HKD 166,000 Xiamen International Port Co., Ltd. 50,327 18,342 HKD 63,000 Spring Real Estate Investment Trust 34,894 27,836 HKD 54,300 Xinao Gas Holdings Ltd. 279,897 833,050 HKD 263,649 SSY Group Ltd. 158,579 245,225 HKD 152,880 Xingda International Holdings Ltd. 75,452 40,377 HKD 383,500 Sun Art Retail Group Ltd. 424,042 893,226 HKD 48,000 Xingfa Aluminium Holdings Ltd. 51,127 60,450 HKD 76,000 Sun King Power Electronics Group 22,571 15,309 Xinhua Winshare Publishing and HKD 274,000 Sunac China Holdings Ltd. 1,183,746 1,574,234 HKD 31,000 Media Co. Ltd. 31,086 28,615 Sunny Optical Technology Group Xinjiang Goldwind Science HKD 46,100 Co., Ltd. 524,511 1,007,285 HKD 67,830 and Technology 78,771 79,236 HKD 113,000 Sunshine 100 China Holdings Ltd. 62,372 26,926 HKD 588,172 Xinyi Solar Holdings Ltd. 253,534 767,870 HKD 400,000 Symphony Holdings Ltd/Hong Kong 52,180 62,395 USD 9,118 Xinyuan Real Estate Co. Ltd. 58,699 27,109 USD 8,203 TAL Education Group, ADR 203,392 761,511 HKD 289,383 XTEP International Holdings 159,335 131,749 HKD 128,000 Tang Palace China Holdings Ltd. 41,234 16,168 USD 3,200 Xunlei Ltd. 19,544 15,118 TCL Multimedia Technology HKD 138,000 Yadea Group Holdings Ltd. 44,268 128,443 HKD 93,334 Holdings Ltd. 62,676 62,370 HKD 330,000 Yanzhou Coal Mining Co., Ltd. 465,536 337,410 HKD 156,000 Ten Pao Group Holdings Ltd. 36,345 19,483 HKD 119,000 Yashili International Holdings Ltd. 32,160 10,677 HKD 283,800 Tencent Holdings Ltd. 11,991,592 24,688,516 HKD 40,000 Yeebo International Holdings Ltd. 15,865 11,401 HKD 134,000 Tenwow International Holdings Ltd. 27,366 1,674 YiChang HEC ChangJiang HKD 48,000 Texhong Textile Group Ltd. 67,716 52,421 HKD 58,000 Pharmaceutical Co. Ltd. 124,132 161,613 HKD 62,400 Tian An China Investments Co., Ltd. 46,263 37,783 HKD 38,000 Yihai International Holding Ltd. 99,762 531,628 HKD 64,000 Tian Ge Interactive Holdings Ltd. 65,293 11,416 USD 2,724 Yirendai Ltd. 89,486 15,273 HKD 80,000 Tiangong International Co Ltd. 23,886 35,083 HKD 34,000 Youyuan International Holdings Ltd. 17,850 291 Tianjin Capital Environmental HKD 230,000 YuanShengtai Dairy Farm Ltd. 27,402 18,811 HKD 80,000 Protection Group Co., Ltd. 56,012 33,204 HKD 142,000 Yuexiu REIT 106,122 88,358 HKD 28,000 Tianjin Development Holdings Ltd. 17,829 8,575 HKD 90,000 Yuexiu Transport Infrastructure Ltd. 88,347 85,711 Tianjin Port Development USD 27,096 Yum China Holdings Inc. 1,441,224 1,768,290 HKD 368,000 Holdings Ltd. 92,426 34,884 HKD 374,249 Yuzhou Properties Co. 176,870 221,362 HKD 150,000 Tianneng Power International Ltd. 171,733 349,242 HKD 123,000 Zhaojin Mining Industry Co., Ltd. 98,765 198,332 HKD 217,000 Tibet Water Resources Ltd. 109,689 19,063 Zhejiang Expressway Co., Ltd., HKD 356,000 Tingyi Cayman Islands Holding Corp. 691,783 752,881 HKD 152,000 Class H 187,131 146,548 HKD 106,693 TOMSON GROUP HKD0.50 62,562 32,054 Zhengzhou Coal Mining Machinery Tong Ren Tang Technologies HKD 62,200 Group Co., Ltd. 42,075 36,575 HKD 87,000 Co., Ltd. 175,020 89,845 HKD 525,000 Zhong An Group Ltd. 76,912 20,295 HKD 890,000 Tongda Group Holdings Ltd. 214,786 72,348 HKD 105,000 Zhongsheng Group Holdings Ltd. 125,391 797,237 Top Spring International HKD 36,000 Zhongyu Gas Holdings Ltd. 42,878 46,133 HKD 93,000 Holdings Ltd. 71,620 18,461 Zhou Hei Ya International Holdings HKD 67,310 Towngas China Co., Ltd. 49,877 41,446 HKD 73,500 Co. Ltd. 84,313 85,466 HKD 109,500 Travelsky Technology Ltd., Class H 270,085 263,204 HKD 236,000 Zhuguang Holdings Group Co., Ltd. 57,400 44,686 HKD 158,000 Trigiant Group Ltd. 30,443 32,668 Zhuzhou CSR Times Electric Co., Ltd., USD 18,054 Trip.com Group Ltd. 1,076,370 635,306 HKD 57,600 Class H 372,684 200,532 HKD 139,000 Truly International Holdings 44,205 19,933 HKD 850,000 Zijin Mining Group Co., Ltd. 376,097 545,164 HKD 22,500 Tsaker Chemical Group Ltd. 15,919 4,521 HKD 34,200 ZTE Corp. 150,679 143,306 HKD 60,000 Tsingtao Brewery Co., Ltd. 376,801 607,923 USD 13,033 ZTO Express Cayman Inc. 312,726 649,536 USD 2,900 Tuniu Corp. 32,714 4,843 148,174,678 176,204,524 9.16 HKD 219,600 Uni-President China Holdings Ltd. 199,696 298,222 HKD 1,130,000 United Energy Group 64,517 278,241 Colombia Universal Medical Financial & COP 4,203 Banco Davivienda SA 56,899 42,514 HKD 185,500 Technical Advisory Services Co. 209,317 153,026 COP 6,638 Banco de Bogota SA 177,591 145,129 HKD 40,000 Vinda International Holdings Ltd. 104,385 195,077 COP 7,702 Bancolombia SA 120,051 66,778

The accompanying notes are an integral part of these financial statements 97 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 5,842 BanColombia SA, ADR 315,439 208,668 DKK 20,013 Pandora A/S 1,396,872 1,483,866 COP 6,926 Bolsa de Valores de Colombia 55,053 26,772 DKK 3,215 PER Aarsleff A/S 90,545 157,292 COP 53,195 Celsia SA ESP 121,549 79,078 DKK 4,446 Ringkjoebing Landbobank A/S 273,461 427,623 COP 18,811 Cementos Argos SA 78,907 23,105 DKK 189 Rockwool International 62,557 62,674 COP 18,003 Cemex Latam Holdings SA 94,775 9,886 DKK 797 Rockwool International AS, Series B 139,814 294,475 COP 5,817 Corp Financiera Colombiana SA 100,548 58,378 DKK 10,706 Royal Unibrew A/S 612,949 1,211,628 COP 142,905 Ecopetrol SA 95,685 107,123 DKK 1,017 RTX Telecom A/S 31,673 44,596 USD 6,246 Ecopetrol SA, ADR 332,085 94,378 DKK 8,795 Scandinavian Tobacco Group A/S 174,838 176,316 COP 36,169 Empresa de Energia de Bogota SA 25,087 30,510 DKK 2,121 Schouw & Co. 241,045 230,040 COP 18,852 Grupo Argos SA 156,163 67,423 DKK 4,076 SimCorp A/S 209,051 598,473 COP 88,279 Grupo Aval Acciones y Valores SA 60,660 26,470 DKK 893 Solor A/S 62,165 47,227 COP 7,397 Grupo de Inversiones Suramericana 147,719 42,996 DKK 14,157 Spar Nord Bank A/S 174,144 153,178 Grupo de Inversiones DKK 10,457 Sydbank A/S 452,224 263,393 COP 12,710 Suramericana SA 203,718 85,587 DKK 107 Tivoli A/S 13,952 15,395 COP 13,288 Grupo Nutresa SA 147,939 100,328 DKK 6,325 Topdanmark A/S 116,768 355,683 COP 33,345 Interconexion Electrica SA ESP 177,283 226,468 DKK 2,653 TORM PLC 24,715 24,862 2,467,151 1,441,591 0.07 DKK 8,414 Tryg A/S 164,541 331,885 DKK 239 United International Enterprises Ltd. 49,633 64,028 Czech Republic DKK 10,216 Vestas Wind Systems A/S 732,110 1,420,258 CZK 11,151 CEZ A.S. 331,241 324,153 DKK 31,840 Vestjysk Bank A/S 16,523 18,676 CZK 1,405 Komercni Banka A.S. 73,619 44,494 DKK 14,650 William Demant Holdings A/S 327,371 527,079 CZK 112,605 Moneta Money Bank AS 520,225 346,238 DKK 4,392 Zealand Pharma A/S 95,567 205,992 CZK 17 Philip Morris CR AS 14,866 12,955 21,065,169 30,461,222 1.58 CZK 2,265 Telefonica Czech Republic AS 31,110 28,424 971,061 756,264 0.04 Egypt Commercial International Bank Egypt Denmark USD 40,469 SAE, GDR 290,532 212,937 0.01 DKK 1,132 ALK-Abello A/S 186,765 411,385 290,532 212,937 0.01 DKK 13,903 Alm Brand A/S, Registered Shares 120,330 176,697 DKK 7,036 Ambu A/S 29,896 301,965 Finland DKK 171 AP Moller — Maersk A/S 401,756 272,083 EUR 6,403 Aktia Bank OYJ 88,417 86,270 DKK 137 AP Moller — Maersk A/S, Class A 303,638 203,375 EUR 1,061 Alma Media OYJ 11,169 11,112 DKK 19,878 Bang & Olufsen A/S 137,477 55,300 EUR 1,033 Aspo OYJ 14,240 9,251 DKK 5,587 Bavarian Nordic A/S 209,689 207,909 EUR 2,296 Atria Group PLC 39,405 30,519 DKK 929 Brodrene Hartmann A/S 56,089 67,145 EUR 208 BasWare OYJ 11,751 9,489 DKK 5,245 Carlsberg A/S, Class B 641,306 944,257 EUR 2,939 Bittium OYJ 27,340 27,936 DKK 7,342 Chr Hansen Holding A/S 303,582 1,028,109 EUR 8,617 Cargotec Corp., Class B 346,376 273,151 DKK 5,799 Coloplast AS 692,960 1,227,113 EUR 3,753 Caverion Corp. 40,719 34,534 DKK 15,637 Columbus A/S 40,049 24,001 EUR 8,015 Citycon OYJ 127,285 75,868 DKK 5,913 D/S Norden 171,735 108,309 EUR 18,777 Elisa OYJ, Class A 517,992 1,551,218 DKK 34,684 Den Danske Bank A/S 1,375,257 629,484 EUR 203,310 Finnair OYJ 125,287 191,024 DKK 6,576 Dfds A/S 259,939 277,092 EUR 20,331 Finnair OYJ 195,616 24,570 DKK 966 Drilling Co of 1972 A/S 160,626 27,807 EUR 4,848 Fiskars OYJ Abp 87,024 75,882 DKK 9,811 DSV A/S 344,463 1,636,100 EUR 36,824 Fortum OYJ 907,139 953,765 DKK 6,333 FLSmidth & Co. A/S 385,588 250,082 EUR 5,555 F-Secure OYJ 21,596 24,364 DKK 2,792 Genmab A/S 624,107 1,278,111 EUR 2,601 HKScan OYJ 13,525 8,001 DKK 18,964 GN Store Nord 251,530 1,378,177 EUR 16,401 Huhtamaki OYJ 515,156 880,869 DKK 8,518 H Lundbeck A/S 404,648 436,943 EUR 25,350 Kemira OYJ 414,352 444,313 DKK 1,472 H+H International A/S 18,611 32,164 EUR 6,396 Kesko OYJ, Class A 74,450 140,779 DKK 21,035 ISS A/S 977,334 453,447 EUR 47,384 Kesko OYJ, Class B 567,402 1,101,142 DKK 355 Jeudan A/S 14,030 18,328 EUR 16,422 Kone OYJ 986,297 1,537,650 DKK 8,903 Jyske Bank 494,821 355,662 EUR 11,252 Konecranes OYJ 467,116 346,638 DKK 6,821 Matas A/S 131,018 82,166 EUR 4,762 Lassila & Tikanoja OYJ 107,901 95,309 DKK 4,329 Nilfisk Holding A/S 145,799 81,234 EUR 17,292 Metso OYJ 569,944 771,498 DKK 3,834 NKT Holding A/S 174,071 116,747 EUR 29,591 M-real OYJ 170,899 272,693 DKK 1,453 NNIT A/S 55,007 34,871 EUR 2,632 Munksjo OYJ 44,721 53,628 DKK 83,017 Novo Nordisk A/S 5,153,723 7,342,447 EUR 44,456 Neste Oil OYJ 351,601 2,370,464 USD 9,600 Novo Nordisk A/S, ADR 159,691 853,403 EUR 256,093 Nokia OYJ 1,819,860 1,519,290 DKK 12,690 Novozymes AS 611,704 998,812 EUR 16,979 Nokian Renkaat OYJ 676,374 506,690 DKK 6,601 Orsted A/S 565,412 1,035,858 EUR 145,892 Nordea Bank Abp 1,790,796 1,369,847

The accompanying notes are an integral part of these financial statements 98 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 1,668 Olvi Oyj 70,392 107,317 EUR 834 Cegedim SA 37,030 36,775 EUR 15,727 Oriola-KD OYJ 65,375 48,074 EUR 157,595 CGG SA 426,813 236,321 EUR 9,312 Orion Corp., Series B 336,110 613,069 EUR 3,665 Chargeurs SA 39,313 75,269 EUR 1,957 Orion OYJ 69,320 128,715 EUR 42,132 Cie de Saint-Gobain 2,399,688 2,063,788 EUR 47,953 Outokumpu OYJ 392,965 186,415 Cie Generale des Etablissements EUR 19,029 Outotec OYJ 230,579 143,252 EUR 26,665 Michelin, Class B 3,316,265 3,773,306 EUR 825 Pihlajalinna Oyj 19,663 17,696 Cie Generale d'Optique Essilor EUR 6,082 International SA 752,759 1,061,917 EUR 1,005 Ponsse OY 42,895 38,935 EUR 17,009 CNP Assurances 500,842 267,826 EUR 21,003 Raisio PLC, Class V 75,782 97,619 EUR 15,967 Coface SA 218,084 143,035 EUR 787 Revenio Group OYJ 18,325 33,893 EUR 1,320 Compagnie des Alpes 41,453 35,722 EUR 16,370 Sampo OYJ, Class A 995,552 766,059 EUR 13,896 Compagnie Plastic-Omnium SA 273,574 386,483 EUR 7,563 Sanoma OYJ 71,195 104,118 EUR 47,704 Credit Agricole SA 885,489 614,973 EUR 5,663 Stockmann OYJ Abp 53,779 8,586 EUR 27,711 Danone SA 2,389,382 2,611,373 EUR 78,194 Stora Enso OYJ, Class R 797,756 1,270,628 EUR 50 Dassault Aviation SA 128,138 62,280 EUR 8,954 Tieto OYJ 251,151 332,767 EUR 3,167 Dassault Systemes SA 268,999 746,371 EUR 4,415 Tikkurila OYJ 81,156 83,459 USD 600 Dassault Systemes SA, ADR 39,177 140,936 EUR 10,304 Tokmanni Group Corp. 115,871 207,531 EUR 22,571 Derichebourg 109,036 88,284 EUR 53,730 UPM-Kymmene OYJ 1,081,285 2,112,811 EUR 852 Devoteam SA 29,517 95,370 EUR 2,972 Uponor OYJ 69,207 54,642 EUR 17,462 Edenred 546,251 1,039,727 EUR 2,290 Vaisala OYJ 57,171 116,575 EUR 13,806 Eiffage SA 1,496,605 1,718,122 EUR 25,712 Valmet Corp. 511,571 914,902 EUR 80,795 Electricite de France 1,447,187 1,019,778 EUR 24,088 Wartsila OYJ 310,009 271,266 EUR 16,958 Elior Participations SCA 457,725 131,714 EUR 34,138 YIT OYJ 348,078 252,956 EUR 36,915 Elis SA 934,420 587,975 17,196,937 22,709,049 1.18 EUR 3,655 Eramet 408,129 178,961 EUR 674 Esso SA Francaise 51,957 15,175 France EUR 6,347 Etablissements Maurel et Prom 55,160 17,123 EUR 3,539 ABC Arbitrage 36,214 36,960 EUR 1,124 Eurofins Scientific 361,210 962,472 EUR 6,657 Accor SA 446,339 246,651 EUR 4,531 Euronext NV 301,964 619,157 EUR 1,421 Aeroports de Paris, ADP 150,801 199,168 EUR 19,171 Europcar Groupe SA 281,880 62,159 EUR 58,471 Air France-KLM 933,244 360,554 European Aeronautic Defence and EUR 18,020 Air Liquide 2,259,825 3,537,131 EUR 28,980 Space Co., NV 3,928,690 2,819,113 EUR 1,672 Akka Technologies SA 74,363 73,423 EUR 37,811 Eutelsat Communications 1,239,564 474,843 EUR 14,049 Alstom SA 646,731 888,822 EUR 301 Exel Industries SA 28,859 17,410 EUR 247 Altarea SCA 60,835 49,617 EUR 14,408 Faurecia 613,003 768,502 EUR 4,527 Alten 365,990 531,053 EUR 379 Fleury Michon SA 31,868 13,342 EUR 4,446 Amplitude Surgical SAS 23,468 10,536 EUR 4,391 Fonciere Des Regions SA 463,371 432,392 EUR 2,247 Amundi SA 228,159 239,814 EUR 268,132 France Telecom SA 5,156,827 4,352,922 EUR 538 Argan SA 21,741 67,097 EUR 1,834 Gaztransport Et Technigaz SA 123,079 191,067 EUR 12,799 Arkema 1,234,752 1,670,254 EUR 126,131 GDF Suez SA 3,570,301 2,123,665 EUR 9,999 Atos Origin SA 734,474 1,163,805 EUR 3,066 Gecina SA 457,136 514,090 EUR 819 Aubay Technology SA 29,919 35,059 EUR 2,383 GL Events 72,036 44,993 EUR 63,985 AXA SA 1,681,285 1,827,929 EUR 662 Groupe Crit 64,557 53,157 USD 9,871 AXA SA, ADR 316,936 279,946 EUR 34,184 Groupe Eurotunnel SA 470,604 671,101 EUR 1,218 Axway Software SA 34,028 33,135 EUR 3,896 Groupe Fnac 360,955 219,671 EUR 891 Bastide le Confort Medical 30,357 47,182 EUR 850 GROUPE OPEN 32,528 12,638 EUR 4,591 Beneteau SA 81,018 44,588 EUR 1,199 Guerbet 96,145 61,533 EUR 2,649 Bigben Interactive 38,044 45,529 EUR 1,592 Haulotte Group 36,827 12,249 EUR 3,433 BioMerieux 136,656 640,071 EUR 1,523 Hermes International 1,066,701 1,736,006 EUR 42,253 BNP Paribas 3,378,370 2,291,884 EUR 3,184 ICADE 302,344 301,841 EUR 919 Boiron SA 57,843 51,477 EUR 306 ID Logistics Group 70,747 80,639 EUR 61,920 Bollore 253,364 265,250 EUR 7,149 Iliad SA 1,193,878 1,894,621 EUR 3,269 Bonduelle SCA 94,452 106,938 EUR 5,752 Imerys SA 541,256 268,130 EUR 852 Bongrain SA 76,928 70,241 EUR 3,623 IMS-Intl Metal Service 84,306 64,790 EUR 32,026 Bouygues 1,497,114 1,489,344 EUR 8,878 Ingenico 911,135 1,936,585 EUR 19,924 Bureau Veritas SA 566,296 573,695 EUR 3,983 Ipsen SA 420,452 458,715 EUR 10,475 Cap Gemini SA 1,067,641 1,641,120 EUR 7,052 Ipsos SA 265,511 241,357 EUR 2,909 Carmila SA 103,132 54,347 EUR 15,980 JC Decaux SA 521,516 405,262 EUR 62,754 Carrefour SA 1,954,867 1,321,215 EUR 3,471 Kaufman & Broad SA 205,921 163,120 EUR 8,403 Casino Guichard Perrachon SA 772,849 422,646 EUR 11,920 Klepierre SA 443,101 323,473

The accompanying notes are an integral part of these financial statements 99 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 10,129 Kojamo Oyj 230,332 290,615 Societe des Bains de Mer et du Cercle EUR 10,094 Korian SA 397,918 502,969 EUR 91 des Etrangers a Monaco 7,690 7,210 EUR 23,090 Lagardere SCA 1,018,801 447,840 EUR 37,323 Societe Generale 2,331,550 847,188 EUR 161 Laurent-Perrier 17,913 18,909 EUR 509 Societe Pour l'Informatique Industrielle 14,229 15,977 EUR 533 Le Belier 30,330 28,571 EUR 14,718 Societe Television Francaise 1 246,516 108,419 EUR 1,452 Le Noble Age 74,769 105,116 EUR 8,072 Sodexho Alliance SA 850,960 743,081 EUR 3,189 Lectra 69,092 78,421 EUR 1,416 SOITEC 155,749 214,147 EUR 19,479 Legrand SA 1,600,226 2,009,347 EUR 54,084 Solocal Group 91,963 13,273 EUR 792 Somfy SA 53,092 108,707 EUR 597 Linedata Services 33,394 25,252 EUR 2,496 Sopra Group SA 365,658 419,202 EUR 2,861 LISI 108,305 81,156 EUR 18,064 SPIE SA 533,034 368,498 EUR 5,765 L'Oreal SA 1,269,362 2,526,015 EUR 487 STEF-TFE 43,154 53,780 LVMH Moet Hennessy Louis EUR 14,960 Vuitton SA 4,544,588 8,966,695 EUR 72,274 STMicroelectronics NV 891,315 2,674,580 EUR 6,409 M6 Metropole Television 139,854 98,422 EUR 26,772 Suez Environnement SA 498,700 427,196 EUR 2,495 Maisons du Monde SA 92,941 44,720 EUR 935 Synergie SA 33,861 32,328 EUR 345 Maisons France Confort 28,734 17,598 EUR 5,249 Tarkett SA 201,170 83,220 EUR 1,762 Manitou BF SA 64,989 46,731 EUR 1,803 Technicolor SA 183,191 7,607 EUR 314 Manutan International 31,530 24,722 EUR 5,944 Teleperformance 296,085 2,055,189 EUR 5,915 Mercialys SA 154,442 67,320 EUR 7,617 Thales SA 737,369 836,946 EUR 2,700 Mersen 116,474 87,950 EUR 982 Thermador Groupe 64,303 78,286 EUR 1,411 MGI Coutier 24,291 31,099 EUR 84 Total Gabon 17,701 13,257 EUR 59,563 Natixis SA 590,498 213,280 EUR 165,089 Total SA 10,532,255 8,641,959 EUR 3,813 Trigano SA 396,947 544,732 EUR 9,354 Neopost SA 501,744 185,599 EUR 14,041 Ubisoft Entertainment SA 222,596 1,578,549 EUR 5,040 Nexans SA 318,786 318,349 EUR 210 Union Financiere de France BQE SA 8,790 5,037 EUR 8,969 Nexity SA 641,069 396,070 EUR 42,364 Valeo SA 1,469,911 1,516,946 EUR 2,132 Nicox 26,523 13,261 EUR 50 Vallourec SA 27,707 2,863 EUR 79 Norbert Dentressangle SA 36,245 27,977 EUR 28,831 Veolia Environnement 665,934 883,855 EUR 2,810 NRJ Group 36,602 23,561 EUR 509 Vetoquinol SA 37,424 47,602 EUR 4,372 OL Groupe SA 21,163 15,221 EUR 1,734 Viel et Compagnie 9,362 13,475 EUR 4,788 Orpea 443,576 750,799 EUR 874 Vilmorin Clause & Cie 74,538 62,776 EUR 1,668 Paris Orleans SA 67,238 54,950 EUR 26,465 Vinci SA 2,103,576 3,331,467 EUR 2,579 Pernod-Ricard SA 437,713 551,333 EUR 540 Virbac SA 109,995 160,694 EUR 120,140 Peugeot SA 2,964,121 2,674,751 EUR 17,789 Vivendi SA 504,035 624,042 EUR 736 Pierre & Vacances 55,164 18,049 EUR 4,389 Worldline SA 285,403 519,523 EUR 1,544 Plastivaloire 20,651 8,781 119,216,771 126,443,551 6.57 EUR 3,593 PPR 2,040,385 2,666,836

EUR 35,367 Publicis Groupe 2,379,421 1,559,754 Germany USD 7,600 Publicis Groupe SA, ADR 81,597 83,910 EUR 7,060 1&1 Drillisch AG 376,859 249,688 EUR 5,378 Rallye SA 201,161 57,826 EUR 3,904 7C Solarparken AG 16,041 21,506 EUR 1,344 RECYLEX SA 25,683 3,788 EUR 9,699 Aareal Bank AG 446,198 257,244 EUR 94 Remy Cointreau S.A. 15,046 17,410 EUR 8,895 Adidas AG 2,079,779 3,183,842 EUR 16,237 Renault SA 1,619,768 564,173 EUR 3,886 ADO Properties SA 220,757 143,897 EUR 52,397 Rexel Promesses 1,044,851 815,285 EUR 11,376 ADVA AG Optical Networking 91,394 102,346 EUR 76 Robertet SA 58,607 108,269 EUR 5,742 Aixtron SE 52,791 94,005 EUR 3,040 Rubis SCA 140,738 198,976 EUR 6,680 Aixtron SE-Tendered Shares 85,845 38,015 EUR 3,397 SA des Ciments Vicat 260,583 141,793 EUR 159 All for One Steeb AG 14,183 11,178 EUR 2,670 Sabate Diosos SA 26,518 45,128 EUR 574 Allgeier SE 28,546 29,173 EUR 13,705 Safran SA 1,476,221 1,871,605 EUR 3,561 Allianz SE 849,965 987,883 EUR 60 Samse SA 14,933 11,895 USD 116,772 Allianz SE, ADR 1,813,014 3,253,046 EUR 29,415 Sanofi-Aventis SA 3,582,530 4,072,664 EUR 13,875 Alstria Office REIT 220,023 280,352 EUR 917 Sartorius Stedim Biotech 109,055 315,636 EUR 415 Amadeus Fire AG 48,492 69,937 EUR 24,458 Schneider Electric SA 1,921,163 3,693,550 EUR 82,337 Aroundtown SA 817,687 640,710 EUR 18,268 SCOR SE 840,386 684,955 EUR 31,857 BASF SE 2,893,156 2,429,288 EUR 2,795 SEB SA 246,335 629,433 EUR 612 Basler AG 40,248 55,795 EUR 652 Seche Environment 44,885 32,555 EUR 1,343 Bauer AG 48,877 19,912 EUR 6,559 Sechilienne-Sidec 196,353 368,095 EUR 45,341 Bayer AG 4,790,159 4,562,702 EUR 56,367 SES SA 1,567,547 522,883 EUR 42,688 Bayerische Motoren Werke AG 4,437,640 3,699,799 EUR 5,802 Societe BIC SA 665,829 401,081 Bayerische Motoren Werke EUR 371 Societe de la Tour Eiffel 22,735 16,891 EUR 8,270 AG, Preferred 787,465 545,396

The accompanying notes are an integral part of these financial statements 100 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 2,605 BayWa AG 113,541 114,338 Fresenius Medical Care AG & EUR 5,672 Bechtle AG 512,556 1,364,819 EUR 21,052 Co KGaA 2,112,508 2,458,767 EUR 1,867 Befesa S.A. 77,574 98,842 Fresenius Medical Care AG & Co USD 3,000 KGaA, ADR 77,882 176,272 EUR 3,309 Beiersdorf AG 472,726 510,842 EUR 26,282 Fresenius SE 1,585,865 1,773,433 EUR 835 Bertrandt AG 119,522 44,768 EUR 3,939 Fuchs Petrolub AG 205,405 180,090 EUR 126,806 BGP Holdings – – EUR 10,144 Fuchs Petrolub SE 580,987 553,533 EUR 467 Bijou Brigitte AG 40,557 20,371 EUR 18,861 GEA Group AG 862,547 812,686 EUR 5,691 Bilfinger Berger SE 311,980 148,000 EUR 6,815 Gerresheimer AG 546,554 855,038 EUR 2,117 Biotest AG, Preferred 44,895 65,604 EUR 995 Gesco AG 25,229 23,187 Borussia Dortmund GmbH & EUR 16,416 Co KGaA 129,551 144,475 EUR 1,563 GFT Technologies AG 39,243 25,794 EUR 24,150 Brenntag AG 1,527,782 1,738,331 EUR 4,393 Gildemeister AG 86,261 271,841 EUR 5,191 Cancom SE 220,427 375,685 EUR 9,397 Grand City Properties SA 316,862 295,058 EUR 1,869 Carl Zeiss Meditec AG 190,153 247,070 EUR 2,516 H&R GmbH & Co. KGaA 35,263 22,039 EUR 1,001 Cenit AG 12,596 14,614 EUR 8,673 HAMBORNER AG 99,620 115,487 EUR 453 CENTROTEC Sustainable AG 10,466 9,645 EUR 4,228 Hamburger Hafen und Logistik AG 132,845 97,479 EUR 1,007 Cewe Stiftung & Co KGAA 69,749 151,174 EUR 1,957 Hannover Rueck SE 330,763 459,166 EUR 3,151 Comdirect Bank AG 47,001 65,420 EUR 5,929 Hapag-Lloyd AG 300,783 471,230 EUR 116,216 Commerzbank AG 1,427,508 703,186 EUR 9,053 HeidelbergCement AG 1,108,332 657,929 CompuGroup Medical SE & EUR 54,484 Heidelberger Druckmaschinen AG 218,228 47,781 EUR 2,205 Co. KgaA 121,490 235,594 EUR 8,211 Hella KGaA Hueck & Co. 519,010 457,919 EUR 14,972 Continental AG 3,099,816 1,998,288 EUR 4,854 HelloFresh SE 280,848 352,523 EUR 2,644 Corestate Capital Holding SA 148,666 72,988 EUR 3,019 Henkel AG & Co. KGaA 413,455 342,892 EUR 31,271 Covestro AG 2,264,783 1,616,991 EUR 5,175 Henkel AG & Co. KGaA, Preferred 758,209 655,447 EUR 3,442 CropEnergies AG 40,643 47,025 EUR 1,878 Highlight Communications AG 15,053 11,211 EUR 4,258 CTS Eventim AG 178,468 241,379 EUR 2,378 Hochtief AG 302,579 287,261 EUR 95,369 Daimler AG 7,749,731 5,267,497 EUR 1,477 Hornbach Baumarkt AG 66,100 64,644 EUR 3,420 Delivery Hero SE 177,271 477,151 EUR 299 Hornbach Holding AG & Co KGaA 27,438 33,655 EUR 19,030 Deutsche Annington Immobilien SE 917,296 1,579,133 EUR 12,360 Hugo Boss AG 1,184,197 508,534 EUR 110,791 Deutsche Bank AG, Registered Shares 2,146,849 1,434,935 EUR 248 Hypoport AG 119,578 149,770 EUR 2,216 Deutsche Beteiligungs AG 99,851 102,157 EUR 3,033 Indus Holding AG 135,910 139,046 EUR 7,754 Deutsche Boerse AG 966,635 1,905,125 EUR 89,184 Infineon Technologies AG 1,866,451 2,837,100 EUR 3,522 Deutsche Euroshop AG 164,736 67,572 EUR 3,668 Instone Real Estate Group AG 88,296 108,039 EUR 52,312 Deutsche Lufthansa AG 1,134,498 712,501 EUR 4,678 Jenoptik AG 219,273 148,369 EUR 21,882 Deutsche Pfandbriefbank AG 416,188 217,364 EUR 1,148 JOST Werke AG 42,604 52,640 EUR 62,768 Deutsche Post AG 2,332,462 3,129,063 EUR 12,680 Jungheinrich AG 446,967 404,745 USD 19,375 Deutsche Telekom AG, ADR 375,425 441,112 EUR 25,518 K+S AG 804,486 219,592 Deutsche Telekom AG, EUR 12,938 KION Group AG 895,035 1,081,459 EUR 226,664 Registered Shares 4,508,538 5,163,327 EUR 13,673 Kloeckner & Co SE 251,898 101,737 EUR 17,798 Deutsche Wohnen AG 388,458 1,085,767 EUR 2,122 Knorr-Bremse AG 257,663 292,365 EUR 34,669 Deutz AG 393,299 221,486 EUR 4,260 Koenig & Bauer AG 224,709 129,538 EUR 14,218 Dialog Semiconductor PLC 608,628 882,291 EUR 1,514 Krones AG 162,577 132,008 EUR 5,218 DIC Asset AG 73,262 95,173 EUR 45 KSB AG 24,853 16,311 EUR 442 Dr Hoenle AG 31,249 32,562 EUR 980 KWS Saat AG 74,777 99,767 EUR 389 Draegerwek AG & Co., KGaA 37,655 35,457 EUR 16,156 Lanxess AG 1,179,507 1,159,879 EUR 1,542 Draegerwerk AG & Co., KGaA 147,857 171,310 EUR 5,318 LEG Immobilien AG 595,502 915,724 EUR 9,435 Duerr AG 347,861 334,356 EUR 9,142 Leoni AG 387,270 93,260 EUR 46,705 E.ON AG 623,602 715,719 EUR 2,724 LPKF Laser & Electronics AG 35,477 80,251 EUR 912 Eckert & Ziegler AG 72,515 207,360 EUR 594 Manz AG 36,771 15,950 EUR 657 EDAG Engineering Group AG 17,019 6,520 EUR 3,656 Merck KGaA 329,978 577,980 EUR 923 Elmos Semiconductor AG 27,517 30,514 EUR 37,546 Metro AG 328,508 177,850 EUR 4,463 ElringKlinger AG 143,162 36,217 Metro Wholesale & Food EUR 926 Energiekontor AG 19,375 31,804 EUR 32,991 Specialist AG 839,685 425,055 EUR 16,002 Evonik Industries AG 624,938 553,322 EUR 10,157 MLP AG 78,243 84,676 EUR 90 Ferratum Oyj 3,807 514 EUR 5,106 MTU Aero Engines Holdings AG 500,503 1,206,857 EUR 2,106 Fielmann AG 147,452 192,896 Muenchener Rueckversicherungs- EUR 1,276 First Sensor AG 34,580 75,607 EUR 5,071 Gesellschaft AG in Muenchen 1,326,813 1,792,673 Fraport AG Frankfurt Airport EUR 4,629 Nemetschek AG 98,850 431,814 EUR 6,069 Services Worldwide 463,011 360,923 EUR 177 New Work SE 38,536 74,114 EUR 26,426 Freenet AG 704,919 576,132 EUR 417 Nexus AG 16,688 24,886

The accompanying notes are an integral part of these financial statements 101 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 5,909 Norddeutsche Affinerie AG 410,051 495,918 EUR 19,881 United Internet AG, Registered Shares 1,240,010 1,146,752 EUR 14,133 Nordex SE 194,832 191,679 EUR 3,187 VERBIO Vereinigte BioEnergie AG 31,391 45,299 EUR 5,609 NORMA Group AG 343,643 203,827 EUR 3,391 Villeroy & Boch AG 66,681 58,231 EUR 373 OHB Technology AG 13,051 23,824 EUR 5,386 Volkswagen AG 1,092,248 1,180,592 EUR 13,124 OSRAM Licht AG 700,279 816,604 EUR 29,845 Volkswagen AG, Preferred 7,328,943 6,158,718 EUR 6,036 Patrizia Immobilien AG 160,441 198,769 EUR 1,316 Vossloh AG 105,544 78,361 EUR 1,119 Pfeiffer Vacuum Technology AG 128,610 280,524 EUR 3,302 Wacker Chemie AG 360,959 308,234 EUR 12,557 PNE AG 44,049 95,702 EUR 4,336 Wacker Neuson SE 74,998 89,127 EUR 9,401 Porsche AG 905,223 739,210 EUR 833 Washtec AG 37,783 46,605 EUR 238 Progress-Werk Oberkirch AG 18,152 6,374 EUR 3,694 Wuestenrot & Wuerttembergische AG 123,643 85,458 EUR 31,165 ProSiebenSat.1 Media AG 927,233 505,612 EUR 2,652 Zalando SE 164,766 255,413 PSI AG Gesellschaft Fuer Produkte EUR 959 Zeal Network SE 57,383 46,854 EUR 859 und Systeme der 18,614 26,214 112,628,952 116,534,456 6.07 EUR 5,904 Puma AG Rudolf Dassler Sport 329,347 621,468 EUR 8,258 QIAGEN NV 371,662 483,300 Great Britain EUR 28,284 QSC AG 103,142 57,833 GBP 60,380 3i Group PLC 776,888 844,062 EUR 259 Rational AG 93,918 197,044 GBP 1,286 4imprint Group PLC 41,604 53,227 EUR 9,108 Rheinmetall AG 913,203 1,074,494 GBP 32,888 888 Holdings PLC 87,246 96,567 EUR 3,319 Rhoen Klinikum AG 145,077 91,948 GBP 16,100 A.G.BARR PLC 137,973 122,321 EUR 6,515 RIB Software SE 117,299 288,145 GBP 42,423 AA PLC 123,850 16,286 EUR 9,030 Rocket Internet AG 362,129 264,129 GBP 4,293 Acal PLC 16,501 36,992 EUR 4,531 RTL Group SA 443,111 197,351 GBP 12,252 Admiral Group PLC 351,589 471,703 EUR 32,157 RWE AG 1,119,840 1,528,291 GBP 108,827 Afren PLC 250,314 – EUR 7,063 S&T AG 166,456 246,714 GBP 60,205 Aggreko PLC 1,081,624 449,494 EUR 7,316 SAF-Holland SA 164,968 58,618 GBP 17,243 Alliance Pharma PLC 19,998 21,532 EUR 6,857 Salzgitter AG 337,244 130,989 GBP 98,903 Anglo American PLC 2,275,834 3,095,365 EUR 20,914 SAP AG 3,034,416 3,969,049 GBP 28,380 Anglo Pacific Group PLC 70,132 64,106 USD 4,300 SAP AG, ADR 225,822 817,280 GBP 1,754 Anglo-Eastern Plantations 13,091 14,603 EUR 2,196 Sartorius AG 176,279 983,976 GBP 46,776 Antofagasta PLC 532,948 735,006 EUR 18,278 Schaeffler AG 348,837 186,237 GBP 21,006 Arrow Global Group PLC 121,573 31,431 EUR 1,049 Schaltbau Holding AG 64,335 40,708 GBP 11,861 Ascential PLC 61,377 57,765 EUR 438 Schloss Wachenheim AG 13,974 9,789 GBP 43,708 Ashmore Group PLC 277,352 306,389 EUR 7,937 Scout24 Holding GmbH 549,892 833,664 GBP 43,320 Ashtead Group PLC 88,551 1,983,879 EUR 2,670 SGL Carbon SE 25,861 13,204 GBP 7,466 ASOS PLC 447,140 430,797 EUR 396 Shop Apotheke Europe NV 30,561 64,311 GBP 11,197 Associated British Foods PLC 388,876 359,416 EUR 24,940 Siemens AG 3,535,694 3,993,209 GBP 209,029 Assura PLC 217,210 275,368 EUR 2,554 Siltronic AG 316,347 355,554 GBP 7,037 AstraZeneca PLC 570,585 994,266 EUR 2,739 Sixt AG 167,197 285,501 USD 112,460 AstraZeneca PLC, ADR 4,695,051 8,075,061 EUR 3,868 Sixt Leasing SE 109,403 106,695 GBP 69,666 Auto Trader Group PLC 478,877 615,777 EUR 3,720 Sixt SE 203,019 263,033 GBP 3,492 Avast PLC 27,472 30,985 EUR 1,757 SMA Solar Technology AG 77,795 73,986 GBP 2,472 Aveva Group PLC 91,859 170,159 EUR 714 SMT Scharf AG 15,304 9,475 GBP 222,959 Aviva PLC 2,017,683 1,025,925 EUR 4,634 Software AG 291,719 254,102 GBP 2,497 Avon Rubber PLC 89,996 134,113 EUR 3,332 Stabilus SA 251,850 237,420 GBP 180,329 B&M European Value Retail SA 1,091,606 1,205,075 EUR 200 Sto AG 31,827 30,828 GBP 77,445 Babcock International Group PLC 1,210,847 402,950 EUR 4,311 Stroer Out-of-Home Media AG 144,606 394,949 GBP 186,278 BAE Systems PLC 1,626,505 1,512,149 EUR 9,448 Suedzucker AG 193,937 202,438 GBP 86,075 Balfour Beatty PLC 422,805 376,210 EUR 1,852 Surteco SE 56,956 56,549 GBP 8,175 Bank of Georgia Group PLC 233,378 147,990 EUR 3,139 Suss Microtec AG 20,075 69,238 GBP 187,897 Barclays PLC 766,119 359,878 EUR 4,368 Symrise AG 180,339 692,905 USD 111,057 Barclays PLC, ADR 1,447,255 853,368 EUR 14,830 TAG Immobilien AG 340,644 480,865 GBP 62,404 Barratt Developments PLC 574,856 520,698 EUR 6,016 Takkt AG 145,906 83,639 GBP 57,359 Beazley PLC 354,938 394,776 EUR 2,869 Talanx AG 132,586 144,754 GBP 22,529 Bellway PLC 753,924 963,322 EUR 743 Technotrans 26,333 18,732 GBP 13,750 Berkeley Group Holdings PLC 597,512 961,353 EUR 4,125 Tele Columbus AG 57,932 19,490 USD 45,968 BHP Billiton PLC, ADR 2,582,340 2,568,027 EUR 142,462 Telefonica Deutschland Holding AG 698,453 570,396 GBP 45,635 BHP Group PLC 1,067,860 1,267,768 EUR 18,996 ThyssenKrupp AG 632,275 183,987 GBP 6,046 Biffa PLC 24,634 20,509 EUR 5,293 Tomorrow Focus AG 27,417 11,901 GBP 12,688 Big Yellow Group PLC 142,190 214,409 EUR 21,000 Uniper SE 404,749 919,986 GBP 7,694 Bloomsbury Publishing PLC 27,647 25,837

The accompanying notes are an integral part of these financial statements 102 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

GBP 36,864 Bodycote International PLC 374,494 388,023 GBP 9,447 Derwent London PLC 365,121 441,172 GBP 64,121 boohoo.com plc 203,253 445,779 GBP 25,999 Development Securities PLC 107,515 34,398 GBP 44,113 Bovis Homes Group PLC 768,369 527,510 GBP 26,713 Devro PLC 96,960 67,605 GBP 1,399,322 BP PLC 11,162,335 7,277,894 GBP 4,839 DFS Furniture Ltd. 18,090 13,485 GBP 2,694 Braemar Shipping Services PLC 15,754 5,472 GBP 3,367 Diageo PLC 59,121 151,929 GBP 51,451 Brewin Dolphin Holdings PLC 238,412 225,108 USD 18,306 Diageo PLC, ADR 2,275,219 3,339,909 GBP 65,804 British American Tobacco PLC 4,154,960 3,426,262 GBP 2,856 Dialight PLC 21,656 16,015 USD 4,421 British American Tobacco PLC, ADR 261,261 232,997 GBP 4,561 Dignity PLC 162,661 18,968 GBP 56,260 British Land Co. PLC 583,295 365,353 GBP 17,912 Diploma PLC 251,468 540,591 GBP 50,824 Britvic PLC 690,471 657,071 GBP 207,420 Direct Line Insurance Group PLC 1,365,855 944,196 GBP 1,082,068 BT Group PLC 3,487,543 2,077,552 GBP 118,537 Dixons Carphone PLC 385,904 178,851 GBP 16,061 Bunzl PLC 222,604 584,861 GBP 48,898 Dominos Pizza Group PLC 209,689 254,810 GBP 29,024 Burberry Group PLC 441,646 778,605 GBP 69,807 Drax Group PLC 521,623 302,452 GBP 12,788 Burford Capital Ltd. 365,567 100,377 GBP 107,338 DS Smith PLC 472,427 591,553 GBP 41,713 C&C Group PLC 192,330 161,426 GBP 6,746 Dunelm Group PLC 104,418 134,925 GBP 92,818 Cairn Energy PLC 412,649 183,379 GBP 15,940 EasyJet PLC 349,681 182,693 GBP 95,765 Capita Group PLC 279,672 71,119 GBP 86,735 Electrocomponents PLC 641,496 980,204 GBP 67,228 Capital & Counties Properties PLC 289,645 165,511 GBP 65,221 Elementis PLC 202,660 70,677 GBP 4,039 Capital & Regional PLC 45,491 5,772 GBP 5,571 EMIS Group PLC 97,425 100,903 GBP 60,943 Capital Shopping Centres Group PLC 426,515 1,841 GBP 66,543 Empiric Student Property PLC 92,166 65,135 GBP 52,735 Card Factory PLC 237,779 44,714 GBP 332,044 Enquest PLC 276,106 81,760 GBP 6,679 Caretech Holdings PLC 39,282 48,718 GBP 15,419 Equiniti Group PLC 58,031 37,813 GBP 1,815 Carnival PLC 123,965 30,141 GBP 37,252 Essentra PLC 283,069 182,830 USD 5,926 Carnival PLC, ADR 340,539 101,208 GBP 6,772 Euromoney Institutional Investor PLC 144,756 89,675 GBP 5,805 Carrs Group PLC 14,399 10,687 GBP 38,486 Evraz PLC 122,076 185,121 GBP 2,012 Castings PLC 11,816 12,491 GBP 43,902 Experian PLC 998,074 2,091,935 GBP 339,887 Centamin PLC 501,646 1,053,294 GBP 1,116 FDM Group Holdings PLC 18,512 17,027 GBP 585,699 Centrica PLC 1,727,251 377,813 GBP 13,118 Ferguson PLC 852,715 1,456,177 GBP 22,781 Chemring Group PLC 125,378 92,138 GBP 72,441 Ferrexpo PLC 263,812 211,208 GBP 14,171 Chesnara PLC 62,391 69,453 GBP 5,821 Fevertree Drinks PLC 187,626 200,326 GBP 146,128 Cineworld Group PLC 530,030 148,927 GBP 6,837 Findel PLC 45,930 25,541 GBP 17,682 Circassia Pharmaceuticals Plc 57,307 7,306 GBP 240,658 Firstgroup PLC 643,647 204,703 City of London Investment GBP 14,449 Forterra PLC 62,161 48,859 GBP 2,565 Group PLC 15,167 16,507 GBP 7,809 Foxtons Group plc 17,997 5,056 GBP 2,757 Clarkson PLC 104,879 104,231 GBP 8,303 Fresnillo PLC 132,310 117,783 GBP 2,072 Clinigen Group Plc 28,672 28,191 GBP 1,804 Fuller Smith & Turner, Class A 24,060 23,299 GBP 4,575 Clipper Logistics PLC 17,569 22,588 GBP 25,132 Galliford Try Holdings PLC 44,738 49,885 GBP 28,686 Close Brothers Group PLC 560,107 533,166 GBP 2,913 Games Workshop Group PLC 167,685 392,959 GBP 14,507 CLS Holdings PLC 44,913 45,294 GBP 747 Gamma Communications PLC 17,194 16,227 GBP 16,468 CMC Markets PLC 52,061 74,406 GBP 14,135 Gem Diamonds Ltd. 56,208 6,212 GBP 37,296 Coats Group PLC 28,131 35,241 GBP 16,140 Genel Energy Plc 59,868 35,194 GBP 18,552 Coca-Cola HBC AG 455,223 630,487 GBP 5,955 Genus PLC 94,382 353,901 GBP 103,998 Compass Group PLC 2,100,868 1,942,517 GBP 5,663 Georgia Capital PLC 77,274 43,987 GBP 10,924 Computacenter PLC 128,578 300,576 GBP 39,569 GlaxoSmithKline PLC 1,103,591 1,085,103 GBP 133,057 ConvaTec Group PLC 490,719 436,258 USD 146,881 GlaxoSmithKline PLC, ADR 8,408,418 8,133,800 GBP 17,777 Costain Group PLC 135,431 21,343 GBP 887,533 Glencore Xstrata PLC 4,153,085 2,566,711 GBP 32,617 Countryside Properties PLC 189,849 181,326 GBP 8,493 Go-Ahead Group PLC 259,597 119,605 GBP 7,462 Cranswick PLC 203,326 453,782 GBP 15,700 Gocompare.Com Group PLC 23,079 25,497 GBP 31,494 Crest Nicholson Holdings PLC 301,231 104,518 GBP 28,768 Grafton Group PLC 306,480 319,372 GBP 7,575 Croda International PLC 265,448 667,942 GBP 57,659 Grainger PLC 235,616 277,762 GBP 1,728 CVS Group PLC 27,772 29,989 GBP 20,367 Great Portland Estates PLC 234,145 216,621 GBP 174,004 CYBG PLC 691,560 268,441 GBP 117,644 Greencore Group PLC 368,063 248,454 GBP 7,744 Daily Mail & General Trust PLC 174,300 89,813 GBP 20,493 Greggs PLC 362,000 557,985 GBP 3,756 Dart Group PLC 37,243 52,981 GBP 292,459 Group 4 Securicor PLC 1,099,269 561,697 GBP 4,025 DCC PLC 202,993 455,964 GBP 26,200 Gulf Keystone Petroleum Ltd. 85,229 39,329 GBP 10,347 De La Rue PLC 140,660 22,586 GBP 44,538 GVC Holdings PLC 604,717 554,213 GBP 4,526 De La Rue PLC, Rights – 1,523 GBP 39,122 Halfords Group PLC 287,602 100,320 GBP 183,720 Debenhams PLC 203,642 – GBP 32,340 Halma PLC 261,361 1,250,854 GBP 3,730 Dechra Pharmaceuticals PLC 179,908 178,362 GBP 59,947 Hammerson PLC 628,836 80,657

The accompanying notes are an integral part of these financial statements 103 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

GBP 18,298 Hargreaves Lansdown PLC 288,466 500,953 GBP 481,756 Legal & General Group PLC 1,898,061 1,783,048 GBP 3,033 Hargreaves Services PLC 15,629 10,324 GBP 1,481 Liontrust Asset Management PLC 27,900 32,426 GBP 62,599 Hastings Group Holdings Ltd. 219,147 202,924 GBP 4,632,508 Lloyds Banking Group PLC 5,065,341 2,426,078 GBP 270,696 Hays PLC 661,971 544,186 USD 67,274 Lloyds Banking Group PLC, ADR 347,012 136,998 GBP 9,766 Headlam Group PLC 89,757 46,523 GBP 90,028 London & Stamford Property PLC 244,846 319,036 GBP 19,898 Helical Bar PLC 109,836 104,025 GBP 12,279 London Stock Exchange Group PLC 648,505 1,733,594 GBP 3,344 Henry Boot PLC 14,156 14,225 GBP 46,252 Lookers PLC 114,533 16,396 GBP 13,521 Hikma Pharmaceuticals PLC 280,197 503,711 GBP 2,141 LSL Property Services PLC 8,516 7,175 GBP 11,018 Hill & Smith Holdings PLC 111,086 230,551 GBP 79,554 M&G PLC 155,509 224,261 GBP 4,264 Hilton Food Group Ltd. 47,099 90,575 GBP 275,085 Man Group PLC/Jersey 709,382 604,614 GBP 11,409 Hiscox Ltd. 313,251 151,182 GBP 253,758 Marks & Spencer Group PLC 1,591,021 422,451 GBP 73,747 Hochschild Mining PLC 252,861 241,934 GBP 33,561 Marshalls PLC 170,169 347,350 GBP 16,446 Hollywood Bowl Group PLC 49,262 43,224 GBP 124,055 Marston's PLC 274,649 111,459 GBP 39,813 HomeServe PLC 347,117 873,825 GBP 25,323 Mcbride PLC 60,157 26,601 GBP 1,635 Hostelworld Group Plc 9,789 1,761 GBP 36,249 McCarthy & Stone PLC 94,403 43,552 GBP 116,421 Howden Joinery Group PLC 663,276 1,082,057 GBP 8,053 McKay Securities PLC 36,216 24,296 GBP 200,217 HSBC Holdings PLC 2,444,230 1,263,280 GBP 14,718 Mears Group PLC 85,014 39,392 USD 108,512 HSBC Holdings PLC, ADR 6,104,365 3,436,898 GBP 67,279 Mediclinic International PLC 561,425 300,055 GBP 29,608 Hunting PLC 286,297 105,158 GBP 97,197 Meggitt PLC 695,711 480,625 GBP 44,090 Hyve Group PLC 273,242 73,768 GBP 249,471 Melrose Industries PLC 1,022,472 477,386 GBP 59,104 Ibstock PLC 256,420 178,528 GBP 62,688 Michael Page International PLC 480,615 399,636 GBP 58,823 IG Group Holdings PLC 598,128 806,414 GBP 11,110 Micro Focus International PLC 383,479 80,468 GBP 56,760 IMI PLC 922,301 879,125 USD 13,726 Micro Focus International PLC, ADR 341,557 102,117 GBP 83,377 Imperial Tobacco Group PLC 3,065,756 2,154,803 GBP 39,629 Mitchells & Butlers PLC 199,480 125,281 GBP 94,631 Inchcape PLC 921,847 780,743 GBP 52,503 Mitie Group PLC 263,297 73,625 GBP 55,011 Indivior PLC 252,660 76,407 GBP 1,370 MJ Gleeson PLC 12,660 15,143 GBP 50,673 Informa PLC 687,509 397,746 ZAR 13,114 MONDI ORD EUR0.20 270,644 334,102 GBP 5,105 IntegraFin Holdings PLC 43,314 39,295 GBP 30,971 Mondi PLC 519,212 786,472 GBP 3,242 InterContinental Hotels Group PLC 172,240 194,297 GBP 41,761 Moneysupermarket.com Group PLC 122,256 227,425 InterContinental Hotels Group GBP 47,328 Morgan Crucible Co. PLC 189,673 192,173 USD 3,536 PLC, ADR 139,404 212,950 GBP 4,025 Morgan Shindall PLC 71,109 83,225 GBP 13,685 Intermediate Capital Group PLC 158,203 296,402 GBP 5,000 Morses Club PLC 11,733 4,011 International Consolidated Airlines GBP 8,644 N Brown Group PLC 39,472 5,112 GBP 74,081 Group SA 473,536 277,395 GBP 6,007 Naked Wines PLC 24,406 44,669 GBP 29,467 International Personal Finance PLC 218,037 25,909 GBP 110,974 National Express Group PLC 631,779 350,665 GBP 11,645 Intertek Group PLC 559,884 1,064,768 GBP 7,205 National Grid PLC 86,325 119,338 GBP 82,722 Investec PLC 558,436 225,345 USD 16,927 National Grid PLC, ADR 1,269,547 1,395,819 GBP 61,197 IP Group PLC 153,413 66,114 GBP 18,656 NCC Group PLC 93,478 56,070 GBP 403,555 ITV PLC 784,623 506,353 GBP 19,117 NewRiver REIT PLC 108,201 20,216 GBP 130,322 IWG PLC 508,497 581,603 GBP 8,080 Next PLC 494,802 664,141 GBP 174,887 J. Sainsbury PLC 785,986 614,449 GBP 41,361 Ninety One PLC 137,873 144,223 GBP 3,530 Jackpotjoy PLC 41,329 50,852 GBP 2,955 NMC Health PLC 187,509 1,424 GBP 6,186 James Fisher & Sons PLC 143,898 142,458 GBP 8,271 Norcros PLC 25,181 21,300 GBP 69,683 JD Sports Fashion PLC 342,727 728,115 GBP 36,369 Northgate PLC 323,258 101,515 GBP 43,979 John Laing Group PLC 197,684 258,628 GBP 9,954 Ocado Group PLC 75,528 339,600 GBP 13,187 John Menzies PLC 116,689 27,518 GBP 16,219 On the Beach Group PLC 113,513 80,218 GBP 109,365 John Wood Group PLC 1,149,857 356,008 GBP 45,861 OneSavings Bank PLC 317,309 204,669 GBP 20,599 Johnson Matthey PLC 797,227 728,322 GBP 6,359 Oxford Instruments PLC 108,804 153,422 GBP 7,156 Johnson Service Group PLC 15,578 13,904 GBP 42,560 Paragon Group of Companies PLC 317,977 250,985 GBP 76,244 Jupiter Fund Management PLC 535,644 328,207 GBP 8,643 PayPoint PLC 107,786 87,123 GBP 2,716 Just Eat Takeaway.com NV 283,769 384,488 GBP 51,909 Pearson PLC 586,941 501,673 GBP 70,271 Just Retirement Group PLC 191,623 62,215 USD 21,493 Pearson PLC, ADR 291,112 210,965 GBP 37,863 Kazakhmys PLC 325,223 316,684 GBP 266,916 Pendragon PLC 131,890 40,182 GBP 11,670 Keller Group PLC 187,884 124,099 GBP 37,743 Pennon Group PLC 454,487 709,553 GBP 15,179 Kier Group PLC 215,221 24,890 GBP 35,578 Persimmon PLC 889,007 1,366,982 GBP 223,059 Kingfisher PLC 1,014,307 833,126 GBP 134,031 Petra Diamonds Ltd. 215,165 4,119 GBP 32,715 Lamprell PLC 63,497 10,967 GBP 42,601 Petrofac Ltd. 568,604 127,916 GBP 30,764 Lancashire Holdings Ltd. 333,014 418,812 GBP 509,610 Petropavlovsk PLC 59,397 214,328 GBP 33,554 Land Securities Group PLC 437,534 311,245 GBP 63,461 Pets at Home Group PLC 235,665 254,889

The accompanying notes are an integral part of these financial statements 104 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

GBP 87,584 Phoenix Group Holdings PLC 849,849 950,153 GBP 400 Secure Trust Bank PLC 11,651 4,894 GBP 31,360 Photo-Me International PLC 77,514 28,933 GBP 67,225 Segro PLC 526,173 1,009,383 GBP 55,518 Playtech PLC 681,588 263,348 GBP 69,323 Senior PLC 229,193 81,311 GBP 15,023 Plus500 Ltd. 252,488 332,660 GBP 22,478 Severfield-Rowen PLC 37,065 23,111 GBP 29,030 Polypipe Group PLC 145,641 210,806 GBP 17,962 Severn Trent PLC 575,849 746,278 GBP 105,620 Premier Foods PLC 83,776 123,617 GBP 16,978 Shaftesbury PLC 178,841 150,847 GBP 220,510 Premier Oil 540,783 196,472 GBP 84,248 Shanks Group PLC 163,611 37,129 GBP 91,337 Primary Health Properties PLC 190,301 240,305 GBP 123,800 SIG PLC 305,110 63,804 GBP 21,606 Provident Financial PLC 481,629 64,137 GBP 30,950 SIG PLC, Rights – 260 GBP 30,674 Prudential PLC 273,951 627,479 GBP 130,758 Signature Aviation PLC 611,308 507,481 USD 11,803 Prudential PLC, ADR 537,007 486,804 GBP 21,685 Smith & Nephew PLC 424,557 548,565 GBP 45,736 PZ Cussons PLC 206,359 142,163 USD 9,845 Smith & Nephew PLC, ADR 193,189 509,498 GBP 83,765 QinetiQ PLC 245,340 418,878 GBP 18,646 Smiths Group PLC 416,742 442,533 GBP 138,657 Quilter PLC 289,314 323,952 GBP 27,784 Soco International PLC 49,846 8,275 GBP 15,717 Rank Group PLC 86,671 38,725 GBP 17,810 Softcat PLC 260,651 327,022 GBP 3,028 Rathbone Brothers PLC 72,083 72,412 GBP 10,529 Spectris PLC 322,297 446,443 GBP 21,287 RDI REIT PLC 95,259 29,516 GBP 65,970 Speedy Hire PLC 65,388 63,295 GBP 25,787 Reckitt Benckiser Group PLC 2,557,835 3,220,715 GBP 8,831 Spirax-Sarco Engineering PLC 428,021 1,475,958 GBP 40,605 Redrow PLC 255,826 293,987 GBP 25,304 Spire Healthcare Group PLC 112,050 36,344 GBP 5,647 Reed Elsevier PLC 138,321 177,444 GBP 54,354 Spirent Communications PLC 81,711 220,774 GBP 22,890 Regional REIT Ltd. 39,078 27,273 GBP 11,914 Sportech PLC 15,073 3,736 EUR 30,598 RELX PLC 417,277 962,418 GBP 39,767 Sports Direct International PLC 247,832 204,572 USD 45,632 RELX PLC, ADR 954,407 1,459,550 GBP 43,571 SSP Group Plc 456,464 188,512 GBP 5,566 Renishaw PLC 223,549 375,868 GBP 17,714 St Ives PLC 23,350 18,326 GBP 119,576 Rentokil Initial PLC 296,747 1,026,478 GBP 67,825 St Jamess Place PLC 853,071 1,082,708 GBP 88,608 Restaurant Group PLC 375,592 84,301 GBP 30,294 St. Modwen Properties PLC 172,750 176,653 GBP 913 Rhi Magnesita NV 63,006 37,829 GBP 64,364 Stagecoach Group PLC 228,660 64,729 EUR 957 Rhi Magnesita NV 43,703 40,049 GBP 159,162 Standard Chartered PLC 2,468,072 1,171,314 GBP 6,012 Ricardo PLC 71,605 42,303 GBP 141,551 Standard Life Aberdeen PLC 773,308 636,791 GBP 64,485 Rightmove PLC 200,052 591,762 Standard Life Investment Property GBP 14,663 Rio Tinto PLC 795,970 1,120,266 GBP 33,963 Income Trust Ltd. 52,524 34,520 USD 63,940 Rio Tinto PLC, ADR 3,389,043 4,876,728 GBP 16,628 Sthree PLC 60,006 75,330 GBP 6,853 RM PLC 23,411 27,352 GBP 21,727 Stobart Group Ltd. 84,028 12,538 GBP 6,972 Robert Walters PLC 22,179 47,062 GBP 2,896 Stobart Group Ltd., Rights – – GBP 110,966 Rolls-Royce Group PLC 1,458,616 531,877 GBP 16,887 Stock Spirits Group PLC 71,045 66,356 GBP 146,404 Rotork PLC 577,033 687,902 GBP 2,029 STV Group PLC 15,821 7,984 GBP 53,055 Royal Bank of Scotland Group PLC 253,311 108,131 GBP 7,513 SuperGroup PLC 192,027 17,956 Royal Bank of Scotland Group GBP 65,792 TalkTalk Telecom Group PLC 160,565 94,868 USD 84,656 PLC, ADR 855,146 350,535 GBP 81,005 Tate & Lyle PLC 923,950 909,110 USD 65,431 Royal Dutch Shell PLC, ADR-A 4,758,811 2,903,840 GBP 514,236 Taylor Wimpey PLC 1,203,010 1,232,198 USD 70,894 Royal Dutch Shell PLC, ADR-B 5,152,864 2,930,697 GBP 6,655 Ted Baker PLC 202,725 9,433 GBP 107,328 Royal Dutch Shell PLC, Class A 3,405,759 2,332,972 GBP 11,175 Telecom Plus PLC 244,511 268,563 GBP 29,002 Royal Dutch Shell PLC, Class B 1,047,158 596,907 GBP 514,511 Tesco PLC 2,017,683 1,964,643 USD 107,328 Royal Dutch Shell PLC, Rights – – GBP 12,210 The Gym Group PLC 56,444 31,289 GBP 29,002 Royal Dutch Shell PLC, Rights – – GBP 32,686 Thomas Cook Group PLC 104,999 – GBP 121,953 Royal Mail PLC 961,902 373,149 GBP 22,318 Topps Tiles PLC 27,087 16,624 GBP 28,510 RPS Group PLC 118,261 23,358 GBP 45,941 Travis Perkins PLC 1,021,758 869,553 GBP 85,457 RSA Insurance Group PLC 850,853 587,557 GBP 9,040 Tribal Group PLC 13,057 8,360 GBP 420 S&U PLC 16,674 11,342 GBP 2,009 Trifast PLC 4,813 3,835 GBP 21,445 Safestore Holdings PLC 145,999 262,419 GBP 53,420 Trinity Mirror PLC 126,188 69,603 GBP 68,893 Saga PLC 211,796 17,960 GBP 161,351 Tritax Big Box REIT PLC 380,298 393,532 GBP 61,040 Sage Group PLC 495,888 687,880 GBP 20,148 TT electronics PLC 62,871 55,784 GBP 22,069 Savills PLC 223,481 305,570 GBP 42,958 TUI AG 787,143 276,366 Schroder Real Estate Investment GBP 69,216 Tullett Prebon PLC 386,709 408,117 GBP 56,679 Trust Ltd. 62,412 28,782 GBP 304,491 Tullow Oil PLC 1,083,201 163,742 GBP 3,394 Schroders PLC 128,350 168,170 GBP 7,956 Tyman PLC 46,001 25,282 GBP 2,581 Schroders PLC, Non-Voting Shares 37,929 90,023 GBP 11,883 Ultra Electronics Holdings PLC 351,189 397,828 GBP 100,545 Scottish & Southern Energy PLC 2,600,674 2,311,365 GBP 927 Unilever PLC 53,920 67,884 GBP 6,035 SDL PLC 48,119 51,005 USD 40,949 Unilever PLC, ADR 2,212,480 3,050,925

The accompanying notes are an integral part of these financial statements 105 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

GBP 25,314 Unite Group PLC 241,059 400,177 HKD 8,000 Allied Group Ltd. 34,384 65,985 GBP 17,899 United Drug PLC 138,145 215,979 HKD 243,051 Allied Properties HK Ltd. 79,911 80,664 GBP 48,564 United Utilities Group PLC 661,162 740,842 HKD 308,000 Apollo Future Mobility Grp Ltd. 50,482 26,202 USD 927 United Utilities Group PLC, ADR 32,165 28,455 HKD 490,000 Applied Development Holdings Ltd. 51,684 13,480 GBP 4,021 Urban & Civic PLC 20,824 15,782 HKD 28,000 Asia Financial Holdings Ltd. 19,044 17,151 GBP 114,730 Vectura Group PLC 209,721 186,554 HKD 130,000 Asia Standard International Group Ltd. 42,799 20,612 GBP 28,504 Vesuvius PLC 263,071 185,671 HKD 26,200 ASM Pacific Technology Ltd. 352,847 375,896 GBP 13,041 Victrex PLC 456,089 427,990 HKD 18,000 Associated International Hotels 47,158 46,654 GBP 2,356 Vitec Group PLC 30,655 26,920 HKD 69,094 Bank of East Asia Ltd. 306,240 215,023 GBP 1,766,111 Vodafone Group PLC 6,945,657 3,811,717 HKD 39,500 BOC Aviation Ltd. 322,258 345,217 USD 27,330 Vodafone Group PLC, ADR 1,353,374 591,428 HKD 242,000 BOC Hong Kong Holdings Ltd. 785,132 1,051,954 GBP 7,147 Volution Group PLC 23,929 22,443 HKD 39,000 BOE Varitronix Ltd. 26,569 16,928 GBP 1,552 Vp PLC 12,822 19,911 Bright Smart Securities & GBP 6,663 Watkin Jones PLC 24,330 17,021 HKD 154,000 Commodities Group Ltd. 54,005 41,333 GBP 13,933 Weir Group PLC 381,944 248,572 HKD 411,000 Brightoil Petroleum Holdings Ltd. 138,436 20,251 GBP 17,164 Wetherspoon (JD) PLC 249,836 289,897 HKD 298,000 Burwill Holdings Ltd. 17,891 694 GBP 12,322 WH Smith PLC 160,293 227,745 HKD 64,000 Cafe de Coral Holdings Ltd. 190,584 180,616 GBP 224,749 William Hill PLC 881,143 431,079 HKD 135,000 Cathay Pacific Airways Ltd. 288,471 177,199 GBP 190,789 William Morrison Supermarkets PLC 796,944 610,170 Century City International GBP 2,221 Wilmington Group PLC 13,285 4,618 HKD 200,000 Holdings Ltd. 23,511 14,075 GBP 21,059 Wincanton PLC 73,263 66,162 HKD 150,000 CGN Mining Co., Ltd. 16,183 7,924 GBP 2,132 Wizz Air Holdings PLC 59,868 119,588 HKD 124,000 Champion REIT 124,455 87,931 GBP 11,791 Workspace Group PLC 107,117 129,850 HKD 26,772 Cheuk Nang Holdings Ltd. 21,628 16,702 GBP 68,513 WPP PLC 1,227,980 725,159 China Baoli Technologies HKD 150,000 Holdings Ltd. 14,568 465 USD 5,608 WPP PLC Sponsored ADR 412,260 297,915 China New Higher Education GBP 1,304 XP Power Ltd. 45,815 78,005 HKD 104,000 Group Ltd. 65,232 94,103 GBP 70,698 Yule Catto & Co., PLC 389,224 330,815 HKD 150,000 China Star Entertainment Ltd. 14,334 44,804 224,899,940 197,957,952 10.30 HKD 2,645,000 China Strategic Holdings Ltd 63,374 13,028 China Tonghai International Greece HKD 150,000 Financial Ltd. 18,370 7,682 EUR 4,291 Aegean Airlines SA 38,868 26,184 HKD 54,500 Chinese Estates Holdings Ltd. 99,203 49,315 Athens Water Supply And Sewage HKD 54,000 Chow Sang Sang Holdings 134,332 77,971 EUR 1,096 Co., SA 10,857 11,668 HKD 144,000 Chow Tai Fook Jewellery Group Ltd. 188,670 187,222 EUR 1,768 Autohellas SA 14,599 9,462 EUR 2,370 Bank of Greece 100,477 45,825 HKD 112,000 Chuangs Consortium International Ltd. 27,737 21,239 EUR 756 Folli Follie Group 10,307 1,038 Citic Telecom International HKD 568,000 Holdings Ltd. 268,647 245,670 EUR 2,215 Fourlis Holdings SA 17,068 14,404 HKD 100,588 CK Asset Holdings Ltd. 710,304 818,916 GEK Terna Holding Real Estate EUR 3,963 Construction SA 29,600 36,660 HKD 193,088 CK Hutchinson Holdings Ltd. 2,340,354 1,697,496 EUR 5,032 Hellenic Petroleum SA 69,224 45,616 HKD 19,455 CK Infrastructure Holdings Ltd. 173,326 136,532 Hellenic Technodomiki Tev SA, HKD 84,000 CLP Holdings Ltd. 959,980 1,120,005 EUR 4,761 Registered Shares 53,426 7,842 HKD 70,000 CNQC International Holdings Ltd. 34,409 8,398 Hellenic Telecommunications HKD 570,000 Convoy Financial Holdings Ltd. 29,789 3,125 EUR 12,664 Organization SA 164,479 232,240 HKD 117,000 Cowell e Holdings Inc. 56,119 57,140 EUR 5,207 Jumbo SA 55,265 127,319 HKD 26,000 Cross-Harbour Holdings Ltd. 52,223 50,094 Motor Oil Hellas Corinth HKD 877,598 CSI Properties Ltd. 33,378 37,486 EUR 4,250 Refineries SA 40,640 79,703 HKD 68,000 Cw Group Holdings Ltd. 49,764 516 Mytilineos Holdings SA, HKD 50,224 Dah Sing Banking Group Ltd. 91,011 62,569 EUR 11,586 Registered Shares 115,929 129,486 HKD 23,397 Dah Sing Financial Holdings Ltd. 161,814 89,420 EUR 23,554 National Bank of Greece SA 85,194 45,250 HKD 5,512 Dan Form Holdings Co., Ltd. 1,304 1,230 EUR 6,846 OPAP SA 151,094 88,573 HKD 86,000 Eagle Nice International Holdings Ltd. 32,113 40,422 EUR 5,972 Piraeus Bank SA 26,218 14,403 HKD 68,000 EcoGreen International Group Ltd. 16,374 14,209 EUR 1,072 Sarantis S.A. 13,716 13,418 HKD 616,000 eForce Holdings Ltd. 20,194 13,604 EUR 2,758 Terna Energy SA 26,732 40,431 HKD 486,000 Emperor Capital Group Ltd. 65,375 11,404 Titan Cement International EUR 3,472 Trading SA 93,879 56,538 HKD 45,000 Emperor Entertainment Hotel Ltd. 18,133 8,240 1,117,572 1,026,060 0.05 HKD 188,000 Emperor International Holdings 51,204 42,671 HKD 290,000 Emperor Watch & Jewellery Ltd. 17,853 6,217 Hong Kong HKD 191,295 Esprit Holdings Ltd. 192,152 28,370 HKD 18,000 Aeon Credit Service Asia Co., Ltd. 17,317 17,250 HKD 13,000 Fairwood Ltd.. 74,193 39,553 HKD 457,000 AIA Group Ltd. 2,858,097 5,805,708 HKD 233,217 Far East Consortium 107,624 103,802

The accompanying notes are an integral part of these financial statements 106 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 93,000 Far East Holdings International Ltd 15,926 1,770 HKD 60,000 Kingmaker Footwear Holdings Ltd. 13,266 6,633 HKD 412,000 First Pacific Co., Ltd. 349,945 107,314 HKD 376,000 Kingston Financial Group Ltd. 182,118 45,863 HKD 96,000 First Shanghai Investments Ltd. 23,700 6,186 HKD 48,000 Kowloon Development Co., Ltd. 88,160 71,095 HKD 131,000 Fortune REIT 130,963 160,831 HKD 38,035 Lai Sun Development Co. Ltd. 72,045 54,238 HKD 32,000 Fountain SET Holdings Ltd. 5,353 5,497 HKD 14,257 Lai Sun Garment International Ltd. 15,587 19,893 HKD 672,000 Foxconn International Holdings Ltd. 160,876 98,350 Landing International HKD 156,000 Development Ltd. 177,502 6,861 HKD 144,000 Galaxy Entertainment Group Ltd. 766,573 1,341,050 HKD 144,000 Landsea Green Group Co. Ltd. 21,699 17,195 HKD 71,000 Genting Hong Kong Ltd. 15,453 7,121 Langham Hospitality Investments and HKD 835,000 Get Nice Holdings Ltd. 45,235 19,476 HKD 47,500 Langham Hospitality 24,140 10,079 HKD 252,000 Giordano International Ltd. 138,548 52,024 HKD 350,000 Leyou Technologies Holdings Ltd. 93,180 156,874 HKD 45,000 Glorious Sun Enterprises Ltd. 13,434 6,713 HKD 48,500 Lifestyle International Holdings Ltd. 78,982 54,339 HKD 165,000 Glory Sun Land Group Ltd. 22,977 13,180 HKD 660,000 Lippo China Resources Ltd. 33,697 17,960 HKD 76,000 Gold-Finance Holdings Ltd. 37,125 180 HKD 20,000 Liu Chong Hing Investment Ltd. 40,837 24,853 HKD 230,000 Good Resources Holdings Ltd. 16,373 2,895 HKD 56,500 LOccitane International SA 142,622 129,313 HKD 129,000 Goodbaby International Holdings Ltd. 76,301 19,766 HKD 14,000 LT Commercial Real Estate Ltd. 16,658 12,039 HKD 30,940 Great Eagle Holdings Ltd. 116,515 106,032 HKD 60,000 Luk Fook Holdings International Ltd. 209,059 177,092 HKD 3,750,000 G-Resources Group Ltd. 149,267 25,043 Luks Group Vietnam Holdings HKD 46,000 Guangnan Holdings 10,044 5,195 HKD 8,000 Co., Ltd. 3,260 1,619 HKD 12,000 Guoco Group Ltd. 216,140 233,817 HKD 44,000 Lung Kee Holdings 29,853 15,905 Guotai Junan International HKD 196,000 Macau Legend Development Ltd. 45,642 36,185 HKD 585,400 Holdings Ltd. 135,004 104,294 HKD 436,000 Man Wah Holdings Ltd. 267,830 570,065 Haitong International Securities HKD 2,668,400 Mason Financial Holdings Ltd. 68,865 11,765 HKD 256,927 Group Ltd. 135,592 83,719 HKD 26,900 Meituan Dianping 800,919 816,082 HKD 133,000 Hang Lung Group Ltd. 604,288 422,549 HKD 155,000 Melco International Development 440,176 410,274 HKD 127,000 Hang Lung Properties Ltd. 412,106 409,881 HKD 72,400 MGM China Holdings Ltd. 181,194 127,740 HKD 44,800 Hang Seng Bank Ltd. 1,061,862 1,024,361 HKD 47,759 Midland Holdings Ltd. 18,157 6,719 HKD 23,062 Hanison Construction Holdings Ltd. 4,194 4,243 HKD 28,000 Miramar Hotel & Investment 75,216 67,815 HKD 6,000 Harbour Centre Development Ltd. 8,302 8,740 HKD 169,000 Modern Dental Group Ltd. 66,508 44,891 Henderson Land Development HKD 19,500 MTR Corp., Ltd. 141,893 137,681 HKD 83,710 Co. Ltd. 572,588 433,409 HKD 364,000 NagaCorp Ltd. 328,518 576,473 HK Electric Investments & HK HKD 166,000 Nameson Holdings Ltd. 61,780 11,671 HKD 118,000 Electric Investments Ltd. 103,204 166,396 HKD 104,148 New World Development Co., Ltd. 743,658 671,341 HKD 57,000 HKBN Ltd. 87,291 135,697 HKD 134,000 Newocean Energy Holdings Ltd. 88,286 17,182 HKD 102,080 HKR International Ltd. 55,721 62,103 HKD 50,000 NOVA Group Holdings Ltd. 33,529 1,293 HKD 531,000 HKT Trust & HKT Ltd. 921,800 1,057,883 HKD 126,308 NWS Holdings Ltd. 245,133 149,159 HKD 26,000 Hon Kwok Land Investment Co., Ltd. 18,454 11,610 HKD 76,000 OP Financial Investments Ltd. 28,379 11,632 HKD 266,349 Hong Kong & China Gas Co., Ltd. 456,794 561,983 HKD 108,000 Oriental Watch Holdings 32,722 37,564 Hong Kong Exchanges and HKD 58,350 Clearing Ltd. 1,989,971 3,373,964 HKD 1,343,400 Oshidori International Holdings Ltd. 168,935 226,989 Pacific Andes International HKD 24,000 Hong Kong Ferry Holdings 36,284 24,692 HKD 202,500 Holdings Ltd. 22,150 972 HKD 79,648 Hongkong & Shanghai Hotels 135,303 98,027 HKD 886,000 Pacific Basin Shipping Ltd. 276,256 176,837 HKD 74,000 Hongkong Chinese Ltd. 16,190 9,496 HKD 151,000 Pacific Textile Holdings Ltd. 182,977 99,367 HKD 43,500 Honma Golf Ltd. 50,015 25,077 HKD 58,000 Paliburg Holdings Ltd. 23,101 20,186 HKD 282,000 Hsin Chong Construction Group Ltd. 43,203 3,240 HKD 58,000 PC Partner Group Ltd. 60,675 10,541 Hutchison Telecommunications Hong HKD 897,000 PCCW Ltd. 646,388 696,279 HKD 231,000 Kong Holdings Ltd. 95,684 50,001 HKD 88,000 Pico Far East Holdings Ltd. 28,883 18,247 HKD 43,000 Hysan Development Co., Ltd. 257,173 188,455 HKD 100,000 Playmates Holdings Ltd. 15,417 15,251 HKD 79,663 I-CABLE Communications Ltd. 1,489 948 HKD 240,000 Playmates Toys Ltd. 35,637 10,752 HKD 209,000 IGG Inc. 214,887 233,353 HKD 104,800 Polytec Asset Holdings Ltd. 15,017 14,197 International Housewares Retail HKD 60,500 Power Assets Holdings Ltd. 676,749 448,792 HKD 59,000 Co., Ltd. 20,267 19,280 HKD 52,700 Prada SpA 287,291 250,002 HKD 30,000 IPE Group Ltd. 4,896 3,595 HKD 61,000 Prosperity REIT 32,672 24,713 HKD 754,000 IRC Ltd. 16,037 11,287 HKD 114,000 PT International Development Co., Ltd. 6,692 6,488 HKD 106,000 IT Ltd. 52,837 21,127 HKD 56,000 Public Financial Holdings Ltd. 31,703 20,951 HKD 53,520 ITC Properties Group Ltd. 32,731 8,730 HKD 498,000 PYI Corp. Ltd. 18,214 5,919 HKD 126,000 Jacobson Pharma Corp. Ltd. 38,429 30,315 Regal Hotels International HKD 65,394 Johnson Electric Holdings Ltd. 193,508 157,896 HKD 68,000 Holdings Ltd. 55,087 36,524 HKD 76,000 Kam Hing International Holdings Ltd. 14,057 5,270 HKD 77,000 Regal REIT 26,410 16,501 HKD 122,039 Kerry Logistics Network Ltd. 217,938 220,876 Regina Miracle International HKD 54,078 Kerry Properties Ltd. 220,644 190,710 HKD 44,000 Holdings Ltd. 48,924 17,059

The accompanying notes are an integral part of these financial statements 107 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

HKD 268,299 SA SA International Holdings Ltd. 144,211 61,788 Hungary HKD 301,200 Samsonite International SA 1,046,279 417,106 Magyar Telekom HKD 136,400 Sands China Ltd. 847,100 729,459 HUF 41,217 Telecommunications PLC 95,434 67,970 HKD 36,000 SAS Dragon Holdings Ltd. 15,653 14,327 HUF 76,001 MOL Hungarian Oil & Gas PLC 808,286 610,011 HKD 22,000 SEA Holdings Ltd. 43,840 21,876 HUF 10,831 OTP Bank PLC 299,259 516,932 HKD 174,500 Shangri-La Asia Ltd. 329,779 204,706 Richter Gedeon Vegyeszeti Gyar HUF 10,974 Nyilvanosan Mukodo Rt 310,205 309,137 HKD 40,000 Shenyin Wanguo HK Ltd. 24,659 6,194 1,513,184 1,504,050 0.08 HKD 295,000 Shun Tak Holdings Ltd. 130,399 149,951 HKD 910,000 Sincere Watch Hong Kong Ltd. 32,074 11,868 India HKD 240,000 Singamas Container Holdings Ltd. 51,467 21,464 INR 138 3M India Ltd. 39,943 46,669 HKD 200,389 Sino Land Co., Ltd. 355,340 344,197 INR 5,450 Aarti Industries 45,323 91,368 HKD 286,000 SITC International Co., Ltd. 292,802 415,743 INR 186 Abbot India Ltd. 21,022 52,656 HKD 36,000 Sitoy Group Holdings Ltd. 27,620 2,981 INR 4,986 ACC Ltd. 138,655 119,510 HKD 279,000 SJM Holdings Ltd. 422,017 424,655 INR 38,647 Adani Enterprises Ltd. 73,402 109,863 SmarTone Telecommunications INR 38,647 Adani Gas Ltd. 34,352 106,132 HKD 68,000 Holding Ltd. 115,323 49,568 INR 29,410 Adani Green Energy Ltd. 17,263 190,514 HKD 12,000 Soundwill Holdings Ltd. 34,925 14,519 Adani Ports & Special Economic HKD 70,500 Stella International Holdings Ltd. 142,459 98,163 INR 42,279 Zone Ltd. 194,762 260,692 HKD 132,000 Summit Ascent Holdings Ltd. 37,963 13,282 INR 179,148 Adani Power Ltd. 200,509 116,220 HKD 92,000 Sun Hung Kai & Co., Ltd. 80,715 49,163 INR 19,890 Adani Transmissions Ltd. 33,094 92,962 HKD 63,598 Sun Hung Kai Properties Ltd. 1,155,383 1,103,029 INR 61,340 Aditya Birla Capital Ltd. 136,499 69,823 HKD 40,000 SUNeVision Holdings Ltd. 36,382 42,757 INR 24,752 Aditya Birla Fashion and Retail Ltd. 44,057 55,791 HKD 63,000 Sunlight REIT 41,144 42,639 Aditya Birla Fashion and Retail HKD 32,500 Swire Pacific Ltd., Class A 422,583 234,500 INR 2,893 Ltd., Rights – 795 HKD 77,500 Swire Pacific Ltd., Class B 175,145 100,711 INR 2,528 Aegis Logistics Ltd. 10,352 8,028 HKD 36,600 Swire Properties Ltd. 129,880 126,863 INR 5,092 AIA Engineering Ltd. 101,503 146,660 HKD 42,000 TAI Cheung Holdings 40,971 36,330 INR 7,537 Ajanta Pharma Ltd. 207,914 191,994 HKD 15,000 Tai United Holdings Ltd. 1,853 197 INR 434 Akzo Nobel India Ltd. 15,532 14,320 HKD 45,000 Tao Heung Holdings Ltd. 16,106 7,912 INR 10,680 Alembic Ltd. 12,980 15,729 HKD 100,500 Techtronic Industries Co. 607,845 1,350,009 INR 4,862 Alembic Pharmaceuticals Ltd. 52,129 79,655 HKD 38,100 Television Broadcasts Ltd. 180,132 60,287 INR 4,757 Allcargo Logistics Ltd. 15,491 6,747 HKD 70,000 Texwinca Holdings Ltd. 38,820 14,063 INR 4,485 Amara Raja Batteries Ltd. 52,946 52,399 HKD 86,561 The Link REIT 496,092 964,825 INR 26,110 Ambuja Cements Ltd. 108,916 90,833 HKD 22,000 TK Group Holdings Ltd. 14,854 8,692 INR 1,225 Anveshan Heavy Engineering Ltd. – 8,415 Town Health International Medical INR 1,022 Apar Industries Ltd. 15,476 5,904 HKD 85,581 Group Ltd. 11,137 1,934 INR 534 APL Apollo Tubes Ltd. 13,695 14,944 HKD 44,000 Tradelink Electronic Commerce Ltd. 12,096 6,957 INR 8,045 Apollo Hospitals Enterprise Ltd. 159,720 195,353 HKD 42,280 Transport International Holdings Ltd. 168,418 111,559 INR 59,978 Apollo Tyres Ltd. 209,021 116,448 HKD 31,000 Union Medical Healthcare Ltd. 16,232 21,526 INR 272 Arti Surfactants Ltd. – 697 HKD 149,000 UNITED LABORATORIEHKD0.01 107,985 175,180 INR 6,617 Arvind Fashions Ltd. – 20,007 HKD 162,000 Vantage International Holdings Ltd. 31,210 14,210 INR 2,252 Arvind Fashions Ltd., Rights – 2,530 HKD 56,000 Vitasoy International Holdings Ltd. 149,752 292,222 INR 33,089 Arvind Ltd. 137,159 19,229 HKD 172,400 VST Holdings Ltd. 54,686 126,511 INR 4,886 Asahi India Glass Ltd. 31,223 15,528 HKD 13,800 VTech Holdings Ltd. 141,728 112,863 INR 221,382 Ashok Leyland Ltd. 307,518 187,124 HKD 54,000 Wai Kee Holdings Ltd. 32,410 36,206 INR 14,450 Asian Paints Ltd. 340,070 438,380 HKD 420,000 Wang On Group Ltd. 11,706 5,457 INR 8,417 Aster DM Healthcare Ltd. 14,812 18,758 HKD 1,087,500 WH Group Ltd. 1,212,913 1,275,895 INR 3,296 Astral Polytechnik Ltd. 50,967 56,688 HKD 102,000 Wharf Holdings Ltd. 383,964 283,346 INR 1,268 Atul Ltd. 58,640 103,958 Wharf Real Estate Investment INR 42,226 Aurobindo Pharma Ltd. 287,201 585,556 HKD 50,000 Co. Ltd. 411,466 325,867 INR 516 Automotive Axles Ltd. 15,502 5,236 HKD 35,000 Wheelock & Co., Ltd. 122,211 397,026 INR 3,666 Avanti Feeds Ltd. 64,908 33,244 HKD 14,000 Wing On Co International Ltd. 60,012 43,105 INR 3,230 Avenue Supermarts Ltd. 130,120 134,514 HKD 54,000 Wing Tai Properties Ltd. 53,129 37,045 INR 61,345 Axis Bank Ltd. 555,951 450,322 Wonderful Sky Financial Group INR 4,342 Bajaj Auto Ltd. 199,126 220,409 HKD 46,000 Holdings Ltd. 16,373 5,626 INR 1,665 Bajaj Corp Ltd. 15,498 4,390 HKD 70,400 Wynn Macau Ltd. 233,922 165,770 INR 6,253 BAJAJ Electricals Ltd. 68,485 44,150 HKD 454,000 Xinyi Glass Holdings Co., Ltd. 428,927 760,656 INR 9,500 Bajaj Finance Ltd. 28,153 485,197 HKD 123,500 Yue Yuen Industrial Holdings 431,104 255,566 INR 4,448 Bajaj Finserv Ltd. 52,962 467,719 41,785,478 43,396,315 2.26 INR 3,897 Bajaj Holdings and Investment Ltd. 122,404 178,309

The accompanying notes are an integral part of these financial statements 108 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

INR 14,205 Balkrishna Industries Ltd. 121,985 323,584 INR 5,851 DCM Shriram Ltd. 65,697 33,418 INR 5,491 Balmer Lawrie And Comp Ltd. 15,950 10,833 Deepak Fertilisers & Petrochemicals INR 19,771 Balrampur Chini Mills Ltd. 59,695 47,929 INR 4,687 Corp. Ltd. 36,195 10,047 INR 4,747 Bandhan Bank Ltd. 22,120 27,470 INR 3,983 Deepak Nitrite Ltd. 30,716 34,176 INR 60,767 Bank of Baroda 184,652 53,035 INR 5,740 Delta Corp Ltd. 26,823 8,938 INR 5,874 Bata India Ltd. 72,152 138,074 INR 46,788 Development Credit Bank Ltd. 169,548 63,732 INR 1,623 BEML Ltd. 28,963 18,682 INR 5,316 Dhampur Sugar Mills Ltd. 29,001 12,736 INR 9,626 Berger Paints India Ltd. 60,110 85,564 INR 9,509 Dilip Buildcon Ltd. 126,375 46,715 INR 87,112 Bharat Electronics Ltd. 151,940 139,126 INR 26,675 Dish TV India Ltd. 38,162 3,707 INR 49,414 Bharat Forge Ltd. 333,387 283,588 INR 7,100 Dishman Carbogen Amcis Ltd. 29,761 15,630 INR 106,986 Bharat Heavy Electricals Ltd. 175,030 68,830 INR 2,353 Divi's Laboratories Ltd. 55,136 96,438 INR 35,544 Bharat Petroleum Corp. Ltd. 175,770 239,162 INR 48,884 DLF Ltd. 171,155 130,201 INR 223,493 Bharti Airtel Ltd. 1,485,335 2,252,379 INR 460 Dr Lal PathLabs Ltd. 14,023 12,933 INR 33,071 Bharti Infratel Ltd. 161,818 131,903 INR 7,507 Dr Reddys Laboratories Ltd. 393,643 533,575 INR 21,351 Biocon Ltd. 32,820 149,277 USD 1,500 Dr Reddys Laboratories Ltd., ADR 23,609 107,950 INR 1,830 Birla Corp Ltd. 20,342 19,112 INR 1,810 eClerx Services Ltd. 48,811 14,505 INR 8,247 Bliss Gvs Pharma Ltd. 32,495 14,389 INR 41,061 Edelweiss Financial Services Ltd. 79,994 46,179 INR 382 Blue Dart Express Ltd. 42,804 13,998 INR 1,146 Eicher Motors Ltd. 190,042 377,595 INR 1,753 Blue Star Ltd. 14,676 15,803 INR 4,479 EID Parry India Ltd. 25,565 22,422 Bombay Dyeing & Manufacturing INR 6,137 EIH Ltd. 13,982 7,003 INR 20,759 Co Ltd. 50,610 27,148 INR 17,140 Emami Ltd. 161,063 68,170 INR 426 Bosch Ltd. 91,272 87,519 INR 1,810 Endurance Technologies Ltd. 38,478 28,405 INR 5,959 Brigade Enterprises Ltd. 22,911 14,649 INR 37,424 Engineers India Ltd. 107,775 50,733 INR 2,880 Britannia Industries Ltd. 154,110 186,898 INR 4,410 Eris Lifesciences Ltd. 51,879 36,289 INR 1,662 BSE Ltd. 27,583 13,254 INR 9,998 Escorts Ltd. 69,053 186,931 INR 19,755 Cadila Healthcare Ltd. 142,065 125,432 INR 1,467 Essel Propack Ltd. 3,546 4,751 INR 13,612 Can Fin Homes Ltd. 97,246 82,705 INR 34,477 Exide Industries Ltd. 93,692 91,724 INR 78,620 Canara Bank 446,367 142,448 INR 337 FAG Bearings India Ltd. 28,579 21,578 INR 1,706 Caplin Point Laboratories Ltd. 13,841 9,566 INR 3,400 FDC Ltd. 14,229 17,075 INR 2,458 Carborundum Universal Ltd. 14,316 12,347 INR 171,567 Federal Bank Ltd. 264,099 157,748 INR 1,414 Care Ratings Ltd. 33,427 10,692 INR 3,257 Finolex Cables Ltd. 4,162 16,733 INR 11,606 Castrol India Ltd. 45,838 26,223 INR 4,551 Finolex Industries Ltd. 9,573 40,785 INR 6,701 CCL Products India Ltd. 30,671 28,461 INR 43,699 Fortis Healthcare Ltd. 123,626 95,644 INR 5,552 Ceat Ltd. 108,126 91,193 INR 2,215 Future Lifestyle Fashions Ltd. 15,571 5,843 INR 4,015 Century Plyboards India Ltd. 26,005 8,504 INR 96,730 GAIL India Ltd. 293,071 178,697 INR 5,290 Century Textiles & Industries Ltd. 48,030 28,153 INR 570 Galaxy Surfactants Ltd. 14,737 15,201 INR 189 Cera Sanitaryware Ltd. 7,937 7,510 INR 828 Garware Technical Fibres Ltd. 15,979 20,301 INR 4,761 CESC Ltd. 67,955 53,249 INR 2,744 Gateway Distriparks Ltd. 13,106 4,123 Chambal Fertilizers and INR 1,893 GE T&D India Ltd. 15,483 2,568 INR 15,845 Chemicals Ltd. 41,897 40,505 INR 3,496 GHCL Ltd. 18,943 8,653 INR 4,635 Chennai Petroleum Corp., Ltd. 33,048 6,501 INR 251 Gillette India Ltd. 21,245 22,490 INR 24,165 Chennai Super Kings Cricket Ltd. – 183 INR 1,287 Glaxosmithkline Pharmaceuticals Ltd. 36,533 34,297 Cholamandalam Investment and INR 40,057 Finance Co Ltd. 144,679 136,335 INR 13,270 Glenmark Pharmaceuticals Ltd. 147,563 107,470 INR 26,205 Cipla Ltd. 246,665 301,561 INR 1,342 Godfrey Phillips India Ltd. 31,239 24,636 INR 32,738 City Union Bank Ltd.. 117,059 71,456 INR 7,914 Godrej Consumer Products Ltd. 63,995 98,397 INR 62,056 Coal India Ltd. 266,119 148,757 INR 5,665 Godrej Industries Ltd. 61,817 42,615 INR 3,764 Cochin Shipyard Ltd. 25,413 20,367 INR 35,677 Granules India Ltd. 95,609 129,730 INR 7,274 Colgate-Palmolive India Ltd. 144,965 184,125 INR 2,981 Graphite India Ltd. 6,416 9,845 INR 21,008 Container Corp Of India Ltd. 162,659 157,633 INR 19,832 Grasim Industries Ltd. 221,770 221,057 INR 9,675 Coromandel International Ltd. 71,719 131,194 INR 6,775 Great Eastern Shipping Co., Ltd. 46,993 25,829 INR 2,579 CreditAccess Grameen Ltd. 22,571 24,084 INR 5,626 Greaves Cotton Ltd. 14,606 8,464 INR 930 CRISIL Ltd. 25,837 27,034 INR 2,004 Greenpanel Industries Ltd. 2,745 1,425 Crompton Greaves Consumer INR 2,004 Greenply Industries Ltd. 10,774 3,042 INR 26,614 Electricals Ltd. 34,789 114,227 INR 1,737 Grindwell Norton Ltd. 18,268 15,207 INR 7,211 Cummins India Ltd. 110,009 50,959 INR 2,702 Gujarat Alkalies & Chemicals Ltd. 22,580 16,176 INR 2,668 Cyient Ltd. 29,704 13,272 INR 2,409 Gujarat Ambuja Exports Ltd. 13,407 6,168 INR 1,521 D.B. Corporation Ltd. 11,700 2,031 INR 21,745 Gujarat Gas Ltd. 63,207 124,739 INR 17,650 Dabur India Ltd. 113,226 147,927 Gujarat Mineral Development INR 4,140 Dalmia Bharat Ltd. 66,991 50,239 INR 7,788 Corp., Ltd. 20,244 5,640

The accompanying notes are an integral part of these financial statements 109 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Gujarat Narmada Valley Fertilizers & INR 6,574 Jagran Prakashan Ltd. 27,364 4,676 INR 6,013 Chemicals Ltd. 32,240 16,600 INR 15,003 Jain Irrigation Systems Ltd. 26,316 3,425 INR 12,438 Gujarat Pipavav Port Ltd. 38,970 16,858 INR 46,345 Jammu & Kashmir Bank Ltd. 85,641 15,107 Gujarat State Fertilisers & INR 3,758 JB Chemicals & Pharmaceuticals Ltd. 22,604 47,714 INR 13,337 Chemicals Ltd. 27,522 12,853 INR 22,783 Jindal Saw Ltd. 52,346 23,934 INR 22,498 GUJARAT STATE PETRINR10 71,932 89,167 INR 7,552 Jindal Stainless Hisar Ltd. 34,420 9,557 INR 20,875 Hathway Cable & Datacom Ltd. 16,246 11,906 INR 8,176 Jindal Stainless Ltd. 13,473 6,002 INR 3,897 Hatsun Agro Products Ltd. 66,045 45,984 INR 59,550 Jindal Steel & Power Ltd. 106,884 175,770 INR 13,448 Havells India Ltd. 70,135 140,011 INR 1,415 JK Cements Ltd. 26,067 35,044 INR 77,774 HCL Technologies Ltd. 580,138 778,845 INR 1,727 JK Lakshmi Cement Ltd. 13,497 7,866 INR 2,099 HDFC Asset Management Co., Ltd. 108,974 93,761 INR 6,563 JK Paper Ltd. 14,912 11,915 INR 77,067 HDFC Bank Ltd. 762,045 1,469,878 INR 18,876 JK Tyre & Industries Ltd. 71,189 21,734 INR 20,546 HDFC Life Insurance Co., Ltd. 196,295 203,640 INR 71,632 JM Financial Ltd. 51,242 89,649 INR 4,299 HeidelbergCement India Ltd. 4,859 13,737 INR 88,368 JSW Energy Ltd. 129,497 75,308 INR 10,934 Hemisphere Properties India Ltd. – 5,962 INR 177,010 JSW Steel Ltd. 471,039 608,317 INR 10,363 Hero MotoCorp. Ltd. 451,410 475,201 INR 13,354 Jubilant Foodworks Ltd. 158,530 414,703 INR 25,814 Hexaware Technologies Ltd. 80,790 154,798 INR 12,733 Jubilant Life Sciences Ltd. 128,748 150,843 Himachal Futuristic INR 4,359 Just Dial Ltd. 52,787 31,560 INR 82,406 Communications Ltd. 53,518 23,564 INR 4,060 Jyothy Laboratories Ltd. 15,500 8,596 INR 101,560 Hindalco Industries Ltd. 380,833 269,875 INR 55,764 Hindustan Petroleum Corp. Ltd. 174,666 217,805 INR 9,844 Kajaria Ceramics Ltd. 103,777 69,604 INR 34,034 Hindustan Unilever Ltd. 1,048,476 1,335,176 INR 5,743 Kalpataru Power Transmission Ltd. 42,172 22,392 INR 26 Honeywell Automation India Ltd. 9,001 14,043 INR 6,663 Kansai Nerolac Paints Ltd. 63,109 53,462 INR 50,165 Housing Development Finance Corp. 927,645 1,582,811 INR 44,556 Karnataka Bank Ltd. 101,423 33,342 INR 120,531 ICICI Bank Ltd. 665,284 762,518 INR 58,644 Karur Vysya Bank Ltd. 105,806 35,702 ICICI Lombard General Insurance INR 3,269 Kaveri Seed Co., Ltd. 35,209 33,852 INR 3,887 Co., Ltd. 81,512 88,602 INR 12,585 KEC International Ltd. 53,423 61,365 ICICI Prudential Life Insurance Co INR 7,852 KEI Industries Ltd. 72,460 49,304 INR 8,148 Ltd/India 64,346 62,506 INR 3,161 KNR Constructions Ltd. 17,000 11,885 INR 3,688 ICICI Securities Ltd. 26,997 31,147 INR 4,132 Kolte-Patil Developers Ltd. 24,396 11,851 INR 875,361 Idea Cellular Ltd. 652,364 166,489 INR 14,956 Kotak Mahindra Bank Ltd. 250,888 366,318 INR 220,498 IDFC Bank Ltd. 269,106 102,079 INR 11,516 KPIT Engineering Ltd. 11,879 13,118 INR 115,500 IFCI Ltd. 76,123 15,574 INR 11,516 KPIT Technologies Ltd. 25,735 18,479 INR 1,432 I-Flex Solutions Ltd. 68,323 73,799 INR 1,056 KPR Mill Ltd. 13,052 9,265 INR 12,997 IIFL Securities Ltd. – 10,003 INR 6,432 KRBL Ltd. 33,475 28,574 INR 1,856 IIFL Wealth Management Ltd. – 34,106 INR 111,736 L&T Finance Holdings Ltd. 184,456 132,322 INR 68,592 India Cements Ltd. 173,341 158,447 INR 2,095 L&T Technology Services Ltd. 48,613 48,336 INR 5,920 India Glycols Ltd. 59,292 29,053 INR 2,757 Larsen & Toubro Infotech Ltd. 70,931 97,116 INR 12,997 India InfoLine Ltd. 44,178 17,227 INR 31,457 Larsen & Toubro Ltd. 592,285 535,707 INR 44,684 Indiabulls Housing Finance Ltd. 488,996 166,274 INR 2,785 Laurus Labs Ltd. 22,828 26,028 INR 38,831 Indiabulls Real Estate Ltd. 65,302 34,014 INR 39,668 LIC Housing Finance Ltd. 196,139 189,468 INR 8,326 Indiabulls Ventures Ltd. 78,852 17,609 INR 1,724 Linde India Ltd. 15,608 19,004 INR 36,966 Indian Bank 251,424 41,320 INR 18,774 LT Foods Ltd. 33,437 14,074 INR 58,203 Indian Hotels 129,260 83,685 INR 22,829 Lupin Ltd. 586,129 374,307 INR 87,999 Indian Oil Corp., Ltd. 190,672 135,318 INR 8,701 Madras Cements Ltd. 64,306 99,220 INR 101,709 Indian Overseas Bank 32,607 22,306 INR 15,875 Magma Fincorp Ltd. 52,187 7,716 INR 14,423 Indraprastha Gas Ltd. 77,625 115,090 INR 3,715 Mahanagar Gas Ltd. 70,358 70,499 INR 6,171 IndusInd Bank Ltd. 185,028 52,763 INR 458 Maharashtra Scooters Ltd. 24,918 20,594 INR 39,822 Infibeam Avenues Ltd. 34,084 42,585 INR 2,017 Maharashtra Seamless Ltd. 14,512 7,936 INR 199,076 Infosys Ltd. 1,983,117 2,625,927 Mahindra & Mahindra Financial USD 42,392 Infosys Technologies Ltd., ADR 248,454 555,949 INR 40,179 Services Ltd. 317,245 121,170 Infrastructure Development Finance INR 34,291 Mahindra & Mahindra Ltd. 468,398 315,842 INR 255,662 Co., Ltd. 266,098 84,310 INR 6,248 Mahindra CIE Automotive Ltd. 30,733 13,173 INR 1,043 Ingersoll-Rand India Ltd. 15,477 11,979 Mahindra Holidays & Resorts INR 1,661 Inox Fluorochemicals Ltd. – 10,704 INR 3,402 India Ltd. 20,106 10,256 INR 5,082 Inox Leisure Ltd. 28,974 20,765 INR 1,694 Mahindra Lifespace Developers Ltd. 15,710 6,458 INR 2,380 InterGlobe Aviation Ltd. 57,643 42,163 INR 126,215 Manappuram Finance Ltd. 256,148 344,552 INR 5,597 Ipca Laboratories Ltd. 92,695 168,576 Mangalore Refinery & INR 27,138 IRB Infrastructure Developers Ltd. 119,620 43,374 INR 11,547 Petrochemicals Ltd. 14,186 7,601 INR 149,768 ITC Ltd. 627,372 524,755 INR 32,240 MariCo., Ltd.. 149,045 203,974

The accompanying notes are an integral part of these financial statements 110 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

INR 32,094 Marksans Pharma Ltd. 24,031 18,574 INR 606 Quess Corp Ltd. 8,234 3,976 INR 6,581 Maruti Suzuki India Ltd. 430,925 691,300 INR 15,255 Radico Khaitan Ltd. 64,706 102,652 INR 980 MAS Financial Services Ltd. 14,046 11,644 INR 17,799 Rain Industries Ltd. 40,153 24,348 INR 4,164 Max Financial Services Ltd. 42,777 40,663 INR 7,853 Rajesh Exports Ltd. 112,663 65,741 INR 27,079 Meghmani Organics Ltd. 67,118 25,089 INR 3,389 Rallis India Ltd. 14,035 16,605 INR 453 Merck Ltd. 13,487 33,167 INR 37,491 Rashtriya Chemicals & Fert 65,381 31,351 INR 4,101 Minda Industries Ltd. 27,209 20,268 INR 1,040 Ratnamani Metals & Tubes Ltd. 16,775 19,718 INR 4,779 Mindtree Ltd. 68,697 79,560 INR 4,768 Raymond Ltd. 50,753 23,854 INR 6,352 MOIL Ltd. 24,975 16,114 INR 13,183 RBL Bank Ltd. 136,843 41,269 INR 158,872 Motherson Sumi Systems Ltd. 268,804 271,272 INR 30,000 Redington India Ltd. 59,371 47,390 INR 1,263 Motilal Oswal Financial Services Ltd. 14,541 13,460 INR 1,015 Relaxo Footwears Ltd. 13,992 11,558 INR 11,731 Mphasis Ltd. 137,891 185,725 INR 177,367 Reliance Industries Ltd., ADR 2,679,691 5,474,590 INR 180 MRF Ltd. 125,482 218,196 INR 122,085 Reliance Power Ltd. 107,451 9,337 Multi Commodity Exchange of INR 2,470 Repco Home Finance Ltd. 39,536 5,407 INR 2,248 India Ltd. 36,152 51,934 INR 126,069 Rural Electrification Corp. Ltd. 321,536 245,616 INR 13,921 Muthoot Finance Ltd. 70,493 272,005 INR 11,899 Sadbhav Engineering Ltd. 86,959 9,690 INR 102,517 Nagarjuna Construction Co., Ltd. 203,502 53,865 INR 727 Sanofi India Ltd. 62,510 102,912 INR 5,378 Narayana Hrudayalaya Ltd. 24,568 25,987 INR 1,034 SBI Life Insurance Co., Ltd. 14,590 14,981 INR 7,104 Natco Pharma Ltd. 117,441 81,030 Security & Intelligence Services INR 164,841 National Aluminium Co. Ltd. 190,710 95,022 INR 2,256 India Ltd. 16,318 15,445 INR 9,586 Nava Bharat Ventures Ltd. 25,437 8,811 INR 259,770 Sesa Goa Ltd. 878,467 503,586 INR 5,463 Navneet Education Ltd. 15,885 7,503 INR 540 Sheela Foam Ltd. 14,853 14,103 INR 47,340 NBCC India Ltd. 63,692 19,824 INR 1,193 Shilpa Medicare Ltd. 14,286 10,162 INR 2,020 NESCo., Ltd.. 20,477 15,460 INR 15,089 Shipping Corporation of India Ltd.. 24,588 15,460 INR 1,185 Nestle India Ltd. 214,730 365,103 INR 475 Shree Cement Ltd. 123,242 197,062 INR 128,933 NHPC Ltd. 51,752 46,478 INR 1,551 Shriram City Union Finance Ltd. 52,752 18,621 INR 6,454 NIIT Ltd. 11,434 11,009 INR 26,219 Shriram Transport Finance Co., Ltd. 479,460 324,681 INR 5,097 NIIT Technologies Ltd. 117,281 129,342 INR 2,211 Simran Wind Project Ltd. 17,124 7,610 INR 1,066 Nilkamal Ltd. 32,692 21,877 INR 1,302 SKF India Ltd. 38,286 39,177 INR 12,374 NLC India Ltd. 26,153 10,313 INR 4,093 Sobha Ltd. 28,257 16,757 INR 33,005 NMDC Ltd. 46,051 48,491 INR 755 Solar Industries India Ltd. 17,595 13,824 INR 7,253 NOCIL Ltd. 25,474 10,822 INR 2,225 Somany Home Innovation Ltd. – 3,128 INR 97,135 NTPC Ltd. 197,199 167,693 INR 4,121 Sonata Software Ltd. 28,553 17,643 INR 9,130 Oberoi Realty Ltd. 74,934 59,905 INR 409,364 South India Bank Ltd. 136,061 59,457 INR 112,469 Oil & Natural Gas Corp. Ltd. 286,983 165,715 INR 2,529 SRF Ltd. 40,869 164,102 INR 19,983 Oil India Ltd. 73,600 33,812 INR 65,945 State Bank of India 306,381 211,986 INR 3,892 OMAXE Ltd. 17,441 9,893 INR 64,825 Steel Authority of India Ltd 59,584 35,898 INR 5,313 Orient Cement Ltd. 15,762 6,846 INR 11,469 Sterlite Technologies Ltd. 66,805 22,737 INR 229 Page Industries Ltd. 54,307 81,966 INR 10,940 Strides ArcoLab Ltd. 157,885 80,229 INR 12,214 Parag Milk Foods Ltd. 60,477 21,076 INR 37,699 Sun Pharmaceutical Industries Ltd. 358,273 321,132 INR 83,258 PC Jeweller Ltd. 125,582 25,095 INR 14,372 Sun TV Network Ltd. 97,575 104,701 INR 2,771 Persistent Systems Ltd. 40,669 31,586 INR 1,621 Sundaram Finance Holdings Ltd. 4,245 1,414 INR 96,797 Petronet LNG Ltd. 283,453 449,512 INR 2,048 Sundaram Finance Ltd. 35,480 53,474 INR 1,118 Pfizer Ltd. 38,702 79,648 INR 149 Sundaram-Clayton Ltd. 15,489 4,545 INR 13,695 Phillips Carbon Black Ltd. 60,364 21,810 INR 7,136 Sundram Fasteners Ltd. 38,787 48,015 INR 5,205 Phoenix Mills Ltd. 55,709 54,815 INR 3,434 Sunteck Realty Ltd. 23,922 11,703 INR 5,765 PI Industries Ltd. 89,345 155,618 INR 2,335 Suprajit Engineering Ltd. 13,455 6,075 INR 3,797 Pidilite Industries Ltd. 67,711 93,630 INR 5,299 Supreme Industries Ltd. 84,993 107,305 INR 9,823 Piramal Enterprises Ltd. 368,839 239,907 INR 7,969 PNB Housing Finance Ltd. 155,087 29,686 INR 2,797 Supreme Petrochem Ltd. 15,851 8,401 INR 8,251 PNC Infratech Ltd. 14,581 21,359 INR 3,860 Suven Pharmaceuticals Ltd. 12,805 32,487 INR 86,181 Power Finance Corp. Ltd. 248,691 130,292 INR 246,520 Suzlon Energy Ltd. 32,163 22,571 INR 99,545 Power Grid Corp. of India Ltd. 306,604 313,299 INR 3,908 Syngene International Ltd. 21,007 28,275 INR 10,672 Praj Industries Ltd. 19,365 12,191 INR 7,475 TAKE Solutions Ltd. 31,145 6,655 INR 18,108 Prestige Estates Projects Ltd. 88,545 68,236 INR 15,311 Tata Chemicals 63,339 85,639 Procter & Gamble Hygiene & Health INR 10,934 Tata Communications Ltd. 81,182 120,827 INR 355 Care Ltd. 43,352 64,878 INR 45,474 Tata Consultancy Services Ltd. 1,229,162 1,698,619 INR 28,635 PTC India Ltd. 51,154 25,012 INR 1,744 Tata Elxsi Ltd. 33,721 28,201 INR 196,857 Punjab National Bank 367,301 123,190 INR 1,312 Tata Metaliks Ltd. 13,910 11,368 INR 3,548 PVR Ltd. 91,288 64,116 INR 303,597 Tata Motors Ltd. 1,503,835 540,308

The accompanying notes are an integral part of these financial statements 111 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 9,827 Tata Motors Ltd., ADR 168,098 87,652 IDR 1,560,300 Alam Sutera Realty Tbk PT 56,428 19,227 INR 142,114 Tata Power Co., Ltd. 251,972 114,944 IDR 62,544 Astra Agro Lestari Tbk PT 118,362 49,327 INR 56,554 Tata Steel Ltd. 658,547 336,004 IDR 863,200 Astra International Tbk PT 474,510 396,376 INR 76,508 Tata Tea 239,007 533,168 IDR 270,400 Bank Bukopin Tbk 17,416 4,781 INR 47,944 Tech Mahindra Ltd. 375,908 468,101 IDR 452,900 Bank Mandiri Persero Tbk PT 328,669 213,498 INR 542 Thermax Ltd. 5,874 7,370 IDR 484,900 Bank Negara Indonesia Persero Tbk PT 387,135 212,700 INR 3,210 Thomas Cook India Ltd. 6,089 1,533 IDR 442,100 Bank Pan Indonesia Tbk PT 44,826 34,503 INR 1,420 Thyrocare Technologies Ltd. 13,883 12,956 Bank Pembangunan Daerah Jawa Barat INR 7,076 TI Financial Holdings Ltd. 32,633 37,582 IDR 336,800 Dan Banten Tbk PT 55,479 24,419 INR 4,182 Time Technoplast Ltd. 14,349 2,823 Bank Pembangunan Daerah Jawa IDR 467,400 Timur Tbk PT 31,991 22,243 INR 1,908 Timken India Ltd. 25,945 32,605 IDR 849,600 Bank Permata Tbk PT 54,538 102,841 INR 14,435 Titan Co., Ltd. 133,864 246,632 IDR 3,780,000 Bank Rakyat Indonesia 666,683 1,095,338 INR 3,236 Torrent Pharmaceuticals Ltd. 78,315 138,071 Bank Tabungan Negara Persero INR 11,203 Torrent Power Ltd. 46,889 64,317 IDR 355,100 Tbk PT 98,416 42,457 INR 2,870 Transport Corp of India Ltd. 15,648 8,699 IDR 4,340,000 Barito Pacific Tbk PT 61,088 482,139 INR 131,300 Trident Ltd 25,937 16,423 IDR 972,500 Bekasi Fajar Industrial Estate TBK PT 26,210 10,639 INR 21,905 Triveni Engineering & Industries Ltd. 42,023 21,553 IDR 2,187,500 Bhakti Investama Tbk PT 29,207 10,400 INR 4,027 Triveni Turbine Ltd. 2,957 4,966 IDR 1,186,800 Bumi Serpong Damai Tbk PT 180,425 84,240 INR 162 TTK Prestige Ltd. 16,003 15,795 IDR 915,900 BW Plantation Tbk Pt 24,097 7,808 INR 5,977 Tube Investments of India Ltd. 10,800 47,775 IDR 438,700 Charoen Pokphand Indonesia Tbk PT 161,022 233,538 INR 6,673 TV Today Network Ltd. 66,140 22,238 IDR 2,369,202 Ciputra Development Tbk PT 244,557 138,671 INR 94,962 TV18 Broadcast Ltd. 77,384 57,755 IDR 662,200 Delta Dunia Makmur Tbk PT 63,938 8,619 INR 48,514 UCO Bank 37,612 12,938 IDR 593,700 Elnusa Tbk PT 34,468 12,504 INR 4,071 Uflex Ltd. 34,714 15,318 IDR 388,400 Erajaya Swasembada Tbk PT 65,618 46,619 INR 2,111 Ultratech Cement Ltd. 144,035 148,088 IDR 753,000 Gajah Tunggal Tbk PT 59,648 27,540 INR 7,050 Unichem Laboratories Ltd. 39,600 22,250 IDR 710,400 Garuda Indonesia Persero Tbk PT 16,653 16,653 INR 103,385 Union Bank of India 244,444 59,240 IDR 1,106,600 Global Mediacom Tbk PT 207,929 19,521 INR 3,727 United Breweries Ltd.. 80,155 69,482 IDR 46,900 Gudang Garam Tbk PT 223,614 210,841 INR 20,702 United Spirits Ltd. 248,079 220,370 IDR 13,246,900 Hanson International Tbk PT 143,741 47,211 INR 62,082 Utd Phosphorous 378,393 475,269 IDR 111,700 Harum Energy TBK PT 23,589 12,676 INR 1,901 VA Tech Wabag Ltd. 27,137 3,698 IDR 389,500 Indah Kiat Pulp & Paper Corp Tbk PT 295,475 223,081 INR 1,194 Vaibhav Global Ltd. 15,805 27,417 IDR 286,500 Indika Energy Tbk PT 74,465 18,455 INR 58,188 Vakrangee Ltd. 96,555 36,385 IDR 88,600 Indo Tambangraya Megah Tbk PT 135,006 60,265 INR 1,241 Vardhman Textiles Ltd. 24,267 14,636 IDR 60,200 Indocement Tunggal Prakarsa Tbk PT 101,079 67,844 INR 6,726 Varun Beverages Ltd. 86,845 82,465 Indofood CBP Sukses Makmur USD 6,300 Vedanta Ltd., ADR 99,014 47,982 IDR 129,800 TBK PT 118,926 115,650 INR 1,662 Venky's India Ltd. 68,141 33,226 IDR 788,200 Indofood Sukses Makmur Tbk PT 418,504 491,375 INR 13,845 V-Guard Industries Ltd. 65,385 42,399 IDR 49,950 Indosat Tbk PT 27,194 11,212 INR 1,562 Vinati Organics Ltd. 13,543 27,132 Industri Jamu Dan Farmasi Sido INR 2,022 VRL Logistics Ltd. 16,910 5,841 IDR 376,900 Muncul Tbk PT 17,861 43,676 INR 6,741 Welspun Corp Ltd. 17,443 9,724 IDR 500,900 Intiland Development Tbk PT 15,767 8,937 INR 4,663 Welspun Enterprises Ltd. 15,449 5,335 IDR 1,064,800 Japfa Comfeed Indonesia Tbk PT 168,244 120,969 INR 45,750 Welspun India Ltd. 68,663 30,646 IDR 203,642 Jasa Marga PT 93,766 85,453 INR 2,730 West Coast Paper Mills Ltd. 13,934 9,279 IDR 1,266,100 Kalbe Farma Tbk PT 109,796 176,336 INR 395 Whirlpool of India Ltd. 7,854 14,725 IDR 590,822 Kawasan Industri Jababeka Tbk PT 8,593 8,063 INR 85,419 Wipro Ltd. 331,031 338,355 IDR 225,200 KMI Wire & Cable Tbk PT 13,925 8,462 INR 2,891 Wockhardt Ltd. 41,713 14,620 IDR 320,000 Krakatau Steel Persero Tbk PT 20,885 8,411 INR 101,286 Yes Bank Ltd. 241,489 46,600 IDR 1,276,800 Kresna Graha Investama PT Tbk 68,461 18,852 INR 33,762 Yes Bank Ltd. 80,496 15,766 IDR 97,500 Link Net Tbk PT 38,569 20,860 INR 63,253 Zee Entertainment 312,028 194,987 IDR 5,711,750 Lippo Karawaci Tbk 197,611 93,026 INR 2,940 Zensar Technologies Ltd. 13,551 6,565 IDR 232,800 Matahari Department Store Tbk PT 194,088 35,892 IDR 1,007,925 Mayora Indah Tbk PT 37,148 217,050 53,638,982 55,450,376 2.88 IDR 924,133 Medco Energi Internasional Tbk PT 57,094 40,240 Indonesia IDR 972,200 Media Nusantara Citra Tbk PT 138,576 84,079 IDR 864,600 Ace Hardware Indonesia Tbk PT 69,911 124,302 IDR 495,400 Merdeka Copper Gold Tbk PT 62,358 64,563 IDR 3,247,900 Adaro Energy Tbk PT 407,641 310,213 IDR 1,403,000 Mitra Adiperkasa Tbk PT 37,107 104,323 IDR 261,530 Adhi Karya Persero Tbk PT 57,039 15,288 IDR 130,700 Mitra Keluarga Karyasehat Tbk PT 21,534 28,227 IDR 779,300 Agung Podomoro Land Tbk PT 20,638 8,524 IDR 104,500 Pabrik Kertas Tjiwi Kimia Tbk PT 17,380 51,710 IDR 200,500 AKR Corporindo Tbk PT 89,531 48,737 IDR 1,676,700 Pakuwon Jati Tbk PT 78,534 66,706

The accompanying notes are an integral part of these financial statements 112 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

IDR 384,200 Pan Brothers Tbk PT 17,499 10,234 EUR 33,811 Irish Residential Properties REIT PLC 56,405 72,705 IDR 1,979,100 Panin Financial Tbk PT 51,740 34,839 EUR 6,372 Kerry Group PLC 303,919 1,074,652 Pembangunan Perumahan Persero EUR 20,450 Kingspan Group PLC 464,827 1,792,284 IDR 719,384 Tbk PT 159,113 60,091 EUR 10,307 Paddy Power PLC 1,187,433 1,847,390 IDR 836,000 Perusahaan Gas Negara Persero Tbk 144,520 90,974 EUR 3,840 Permanent TSB Group Holdings PLC 13,342 2,986 Perusahaan Perkebunan London EUR 37,055 Smurfit Kappa Group PLC 927,933 1,690,577 IDR 587,100 Sumatra Indonesia Tbk PT 105,254 46,717 8,189,325 11,222,764 0.58 IDR 1,087,000 PT Aneka Tambang Tbk 81,406 62,992

IDR 289,700 PT Bank Central Asia Tbk 313,043 786,913 Israel IDR 263,600 PT Bank Danamon Indonesia Tbk 112,512 67,794 ILS 720 Africa Israel Properties Ltd. 11,729 22,855 IDR 391,400 PT International Nickel Indonesia Tbk 128,297 105,594 ILS 3,832 Airport City Ltd. 40,323 56,034 IDR 217,900 PT Semen Gresik Persero Tbk 180,399 200,428 Alony Hetz Properties & PT Telekomunikasi Indonesia ILS 11,038 Investments Ltd. 145,174 149,784 USD 11,262 Tbk, ADR 244,268 334,532 ILS 557 Alrov Properties and Lodgings Ltd. 11,115 18,197 IDR 579,908 PT Timah TBK 65,021 33,116 ILS 10,129 Amot Investments Ltd. 60,582 62,694 IDR 320,133 PT United Tractors Tbk 564,355 505,725 ILS 2,751 Ashtrom Properties Ltd. 15,452 12,706 IDR 817,500 Ramayana Lestari Sentosa PT 90,959 46,456 ILS 1,546 Azrieli Group Ltd. 105,951 95,660 IDR 5,876,400 Rimo International Lestari Tbk PT 87,901 20,943 ILS 79,000 Bank Hapoalim BM 511,132 641,164 IDR 250,100 Salim Ivomas pratama PT 16,109 6,059 ILS 180,394 Bank Leumi Le-Israel BM 1,032,551 1,231,358 IDR 1,369,000 Sarana Menara Nusantara Tbk PT 103,281 133,242 ILS 38 Bayside Land Corp. 11,193 26,912 IDR 1,082,200 Sawit Sumbermas Sarana Tbk PT 123,888 80,245 Bezeq Israeli Telecommunication IDR 186,500 Selamat Sempurna Tbk PT 24,704 18,642 ILS 67,850 Corp. Ltd. 128,101 83,614 IDR 62,600 Siloam International Hospitals Tbk PT 31,939 31,115 ILS 232 Big Shopping Centers Ltd. 20,761 21,955 IDR 4,114,000 Smartfren Telecom Tbk PT 66,842 38,111 ILS 294 Blue Square Real Estate Ltd. 15,270 13,908 IDR 1,328,400 Sri Rejeki Isman Tbk PT 52,700 23,920 ILS 144 Brack Capital Properties NV 18,011 12,760 IDR 1,342,300 Summarecon Agung Tbk PT 119,703 75,291 ILS 2,235 Carasso Motors Ltd. 24,435 8,842 IDR 579,300 Surya Citra Media Tbk PT 89,455 64,605 ILS 5,153 Cellcom Israel Ltd. 71,459 27,701 IDR 403,100 Surya Semesta Internusa PT 26,112 15,032 USD 1,720 Cellcom Israel Ltd., ADR 21,328 9,130 Tambang Batubara Bukit Asam USD 3,689 Ceragon Networks Ltd. 13,561 10,768 IDR 1,129,500 Tbk PT 189,447 219,135 Clal Insurance Enterprises Telekomunikasi Indonesia Persero ILS 4,028 Holdings Ltd. 73,371 45,926 IDR 345,500 Tbk PT 132,068 100,477 ILS 2,939 Delek Automotive Systems Ltd. 33,815 18,188 IDR 235,000 Tiga Pilar Sejahtera Food 28,610 704 ILS 684 Delek Group Ltd. 169,235 22,334 IDR 190,500 Tower Bersama Infrastructure Tbk PT 19,941 20,137 ILS 972 Delta-Galil Industries Ltd. 21,940 15,178 IDR 1,708,900 Trada Maritime Tbk PT 28,648 6,090 ILS 54,171 El Al Israel Airlines 57,459 12,191 IDR 68,200 Transcoal Pacific Tbk PT 46,090 30,262 USD 100 Elbit Systems Ltd. 19,091 18,606 Truba Alam Manunggal ILS 702 Elbit Systems Ltd. 34,812 130,969 IDR 910,000 Engineering PT 8,312 – ILS 176 Electra 36,871 101,899 IDR 391,100 Tunas Baru Lampung Tbk Pt 47,684 20,772 ILS 965 Electra Consumer Products 1970 Ltd. 18,141 30,468 Ultrajaya Milk Industry & Trading Co IDR 133,300 Tbk PT 15,424 20,934 ILS 1 Energix-Renewable Energies Ltd. – 4 IDR 311,300 Unilever Indonesia Tbk PT 233,070 234,524 ILS 3,683 Equital Ltd. 144,504 91,789 IDR 1,400,500 Visi Media Asia Tbk PT 37,579 6,660 ILS 6,940 First International Bank Of Israel Ltd. 134,934 199,970 IDR 1,520,700 Waskita Beton Precast Tbk PT 54,345 28,507 ILS 1,128 Formula Systems 1985 Ltd. 33,432 119,354 IDR 580,900 Waskita Karya Persero Tbk PT 110,248 39,542 ILS 1,005 Fox Wizel Ltd. 32,558 50,290 IDR 471,425 Wijaya Karya PT 95,014 54,070 ILS 2,524 Gilat Satellite Networks Ltd. 16,246 22,232 IDR 502,700 XL Axiata Tbk PT 188,874 133,214 ILS 354 Hadera paper Ltd. 20,647 14,754 11,349,337 10,176,748 0.53 Harel Insurance Investments & ILS 21,074 Financial Services Ltd. 128,589 155,557 Ireland ILS 723 Hilan Ltd. 38,018 39,734 EUR 43,374 AIB Group PLC 295,475 74,351 ILS 616 IDI Insurance Co., Ltd. 38,833 19,520 Anglo Irish Bank Corp. Ltd. — ILS 9,973 Industrial Buildings Corp. Ltd. 16,697 24,537 EUR 13,432 Dublin Listed Shares 181,262 – ILS 2,574 Inrom Construction Industries Ltd. 15,067 11,487 EUR 115,669 Bank of Ireland Group PLC 1,186,037 323,571 ILS 3,906 Isracard Ltd. 10,809 12,069 GBP 1,247 CRH PLC 185,518 58,097 ILS 45,265 Israel Chemicals Ltd. 346,468 183,048 EUR 10,545 CRH PLC 189,381 492,760 ILS 135,091 Israel Discount Bank Ltd. 472,374 559,369 USD 73,905 CRH PLC, ADR 2,751,711 3,442,459 USD 1,971 Kamada Ltd. 15,724 20,765 EUR 5,474 FBD Holdings PLC 56,278 56,563 ILS 2,395 Kenon Holdings Ltd. 31,908 64,322 EUR 6,918 Glanbia PLC 155,174 106,729 ILS 571 Kerur Holdings Ltd. 19,239 21,090 EUR 51,596 Hibernia REIT PLC 97,579 88,435 ILS 74,164 Leumi Insurance Holdings 98,058 52,536 EUR 18,258 Irish Continental Group PLC 137,051 99,205 ILS 71 Malam — Team Ltd. 14,079 19,290

The accompanying notes are an integral part of these financial statements 113 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

ILS 3,620 Matrix IT Ltd. 22,141 105,021 EUR 9,697 Cairo Communication SpA 54,401 21,689 ILS 887 Mega Or Holdings Ltd. 14,438 26,915 EUR 5,833 Cementir Holding NV 35,994 56,545 ILS 107 Mehadrin Ltd. 3,813 4,914 EUR 19,652 Cerved Information Solutions SpA 267,594 191,895 ILS 1,374 Melisron Ltd. 54,195 70,441 EUR 62,699 CNH Industrial NV 652,597 598,025 ILS 3,812 Menorah Mivtachim Holdings Ltd. 42,079 52,074 EUR 128,931 Cofide SpA 109,918 81,933 ILS 288 Mivtach Shamir Holdings Ltd. 10,960 6,357 EUR 960 COIMA RES SpA 12,950 9,299 ILS 12,721 Mizrahi Tefahot Bank Ltd. 268,609 324,508 EUR 12,048 Credito Emiliano SpA 131,108 81,029 ILS 4,096 Naphtha Israel Petroleum Corp. Ltd. 34,590 18,305 EUR 12,975 Credito Valtellinese SpA 472,733 104,566 ILS 1,169 Nice Ltd. 117,612 299,161 EUR 2,393 Danieli & C. Officine Meccaniche SpA 65,783 41,644 USD 1,103 Nice Systems Ltd., ADR 35,400 283,376 EUR 9,549 Data Service S.p.A. 13,800 15,728 ILS 3,485 Nova Measuring Instruments Ltd. 91,317 227,932 EUR 1,071 Datalogic SpA 20,714 18,053 ILS 322,873 Oil Refineries Ltd. 192,621 81,844 EUR 21,846 Davide Campari-Milano SpA 99,326 250,819 ILS 1,350 OPC Energy Ltd. 13,948 14,989 EUR 4,538 DeLonghi SpA 92,582 161,593 ILS 22,384 Partner Communications Co., Ltd. 141,874 135,060 EUR 1,700 DiaSorin SPA 115,017 443,229 ILS 1,396 Paz Oil Co., Ltd. 256,448 152,325 EUR 16,556 Enav SpA 116,535 101,533 ILS 770 Plasson Industries Ltd. 51,025 36,260 EUR 410,211 Enel SpA 2,752,258 4,816,373 Rami Levi Chain Stores Hashikma EUR 151,279 ENI SpA 3,451,652 1,968,754 ILS 389 Marketing 2006 Ltd. 22,074 29,291 EUR 15,434 ERG SpA 279,018 452,771 ILS 544 Scope Metals Group Ltd. 15,359 11,040 EUR 3,502 Esprinet SpA 31,154 20,192 ILS 5,344 Shapir Engineering and Industry Ltd. 23,437 44,155 EUR 4,447 Eurotech SpA 15,730 37,868 ILS 45,691 Shikun & Binui Ltd. 138,097 221,921 EUR 7,567 Ferrari NV 461,689 1,759,722 ILS 2,239 Strauss Group Ltd. 28,832 84,279 USD 400 Ferrari NV, ADR 21,713 92,866 ILS 4,680 Summit Real Estate Holdings Ltd. 61,504 58,229 EUR 208,551 Fiat Chrysler Automobiles NV 2,932,041 2,864,748 ILS 14,120 Super-Sol Ltd. 64,499 125,234 USD 4,000 Fiat Chrysler Automobiles NV, ADR 40,513 55,608 Teva Pharmaceutical Industries EUR 844 Fila SpA 22,340 11,322 USD 30,007 Ltd., ADR 1,435,089 502,296 EUR 92,748 Fincantieri SpA 93,349 86,997 ILS 19,969 The Phoenix Holdings Ltd. 96,477 100,673 EUR 29,155 FinecoBank Banca Fineco SpA 321,489 535,693 ILS 1,720 Tower Semiconductor Ltd. 21,640 44,434 EUR 50,541 Finmeccanica SpA 710,429 457,411 USD 10,343 Tower Semiconductor Ltd., ADR 218,521 268,057 EUR 21,190 FNM SpA 18,556 14,447 ILS 2,407 Union Bank of Israel 14,479 15,565 EUR 86,528 Fondiaria-Sai SpA 342,484 281,425 7,842,125 7,928,174 0.41 EUR 14,002 Geox SpA 61,058 15,432 Italy EUR 132,142 Hera SpA 550,437 673,592 EUR 9,974 ACEA SpA 192,233 260,358 EUR 2,937 Illimity Bank SpA 37,535 32,979 EUR 36,322 Actelios SpA 94,743 302,516 Immobiliare Grande Distribuzione EUR 269,921 AEM SpA 572,837 520,881 EUR 5,787 SIIQ SpA 66,350 31,097 EUR 10,589 Amplifon SpA 240,882 384,048 EUR 39,755 IMMSI SpA 28,852 23,682 EUR 33,867 Anima Holding SpA 278,433 198,595 EUR 1,457 Industria Macchine Automatiche SpA 106,970 119,084 EUR 32,901 Arnoldo Mondadori Editore SpA 53,286 48,360 EUR 3,495 Infrastrutture Wireless Italiane SpA 47,579 47,630 EUR 4,367 Ascopiave SpA 16,427 24,980 EUR 7,065 Interpump Group SpA 109,930 285,960 EUR 37,157 Assicurazioni Generali SpA 742,239 766,269 EUR 627,646 Intesa Sanpaolo SpA 2,329,362 1,637,469 EUR 37,884 Atlantia SpA 826,015 831,924 EUR 50,803 Iride SpA 100,019 171,272 EUR 17,561 Autogrill SpA 186,432 125,878 EUR 45,933 Italgas SpA 307,784 362,907 EUR 18,721 Azimut Holding SpA 383,696 436,227 EUR 2,506 Italmobiliare SpA 93,717 111,298 EUR 21,857 Banca Farmafactoring SpA 157,033 169,073 EUR 37,766 JUVENTUS FOOTBALL CLUB SPA 45,992 53,263 EUR 5,210 Banca Generali SpA 173,583 212,680 EUR 51,955 KME Group SpA 26,445 20,748 EUR 4,009 Banca IFIS SpA 159,929 52,583 EUR 2,973 La Doria SpA 56,274 51,537 Banca Popolare dellEmilia EUR 13,048 Maire Tecnimont SpA 40,529 34,518 EUR 66,093 Romagna Scrl 478,985 224,313 EUR 3,250 MARR SpA 34,746 66,381 EUR 67,497 Banca Popolare Di Sondrio 390,199 173,720 EUR 1,340 Massimo Zanetti Beverage Group SpA 12,954 9,524 EUR 56,959 Banca Profilo SpA 19,645 17,343 EUR 91,638 Mediaset SpA 479,377 221,494 EUR 5,071 Banca Sistema SpA 17,373 11,312 EUR 67,118 Mediobanca SpA 739,248 658,005 EUR 233,086 Banco BPM SpA 1,619,440 473,968 EUR 13,661 Moncler SpA 525,039 713,171 EUR 5,603 Banco di Desio e della Brianza SpA 19,631 18,535 EUR 1,387 MutuiOnline SpA 15,866 40,149 EUR 3,666 BasicNet SpA 16,227 22,548 EUR 1,463 Openjobmetis Spa agenzia per il lavoro 23,326 13,628 EUR 4,038 BF SpA 14,933 22,115 EUR 55,071 OVS SpA 238,419 81,607 EUR 1,424 Biesse SpA 29,134 24,547 EUR 46,925 Piaggio & C. SpA 143,387 154,413 EUR 21,117 Brembo SpA 190,911 266,271 EUR 52,760 Pirelli & C SpA 421,286 304,728 EUR 1,956 Brunello Cucinelli SpA 46,317 79,107 EUR 32,231 Poste Italiane SpA 337,248 382,229 EUR 12,588 Buzzi Unicem SpA 218,319 369,267 EUR 556 PRIMA INDUSTRIE SPA 21,095 11,042

The accompanying notes are an integral part of these financial statements 114 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 18,327 Prysmian SpA 479,004 577,196 JPY 6,700 Aichi Corp. 62,911 62,865 EUR 1,035 RAI Way SpA 8,420 9,242 JPY 1,700 Aichi Steel Corp. 95,363 65,650 EUR 6,913 Recordati SpA 133,236 469,621 JPY 600 Aichi Tokei Denki Co. Ltd. 30,284 33,872 EUR 39,723 Reno de Medici SpA 35,595 43,100 JPY 10,300 Aida Engineering Ltd. 134,492 94,621 EUR 1,160 Reply SpA 58,783 127,796 JPY 37,500 Aiful Corp. 120,489 112,515 EUR 29,781 Retelit SpA 60,733 80,168 JPY 3,900 Ain Pharmaciez Inc. 235,520 347,587 Rizzoli Corriere Della Sera JPY 1,900 Aiphone Co., Ltd. 35,613 37,684 EUR 12,921 Mediagroup SpA 21,833 12,205 JPY 27,600 Air Water Inc. 527,206 529,411 EUR 1,018 Sabaf SpA 33,806 17,144 JPY 2,500 Airport Facilities Co., Ltd. 17,566 13,338 EUR 294 SAES Getters SpA 4,829 10,774 JPY 4,900 Aisan Industry Co., Ltd. 49,290 32,685 EUR 20,878 Safilo Group SpA 124,594 22,575 JPY 18,300 Aisin Seiki Co., Ltd. 650,027 728,232 EUR 93,719 Saipem SpA 849,355 319,244 JPY 5,100 Aizawa Securities Co., Ltd. 39,761 43,981 EUR 15,975 Salini Impregilo SpA 85,132 34,120 JPY 16,150 Ajinomoto Co. Inc. 312,320 363,850 EUR 3,358 Salvatore Ferragamo Italia SpA 105,370 61,820 JPY 1,600 Ajis Co. Ltd. 41,776 51,805 EUR 112,412 Saras SpA 300,691 120,302 JPY 11,549 Akatsuki Corp. 52,987 38,457 EUR 1,701 Servizi Italia SpA 13,043 6,026 JPY 1,800 Akatsuki Inc. 69,876 87,170 EUR 1,832 Sesa SpA 61,451 150,927 JPY 18,800 Akebono Brake Industry Co., Ltd. 70,856 40,769 EUR 143,772 Snam Rete Gas SpA 801,967 951,563 JPY 1,100 Albis Co., Ltd. 36,750 30,350 Societa Cattolica di JPY 4,200 Alconix Corp. 69,468 61,613 EUR 22,370 Assicurazioni SCRL 283,881 174,802 JPY 6,700 Alfresa Holdings Corp. 171,572 190,664 EUR 14,150 Sogefi SpA 34,330 18,976 JPY 2,400 AlinCo., Inc.. 28,451 28,187 EUR 3,919 SOL SpA 53,502 62,918 JPY 4,300 All Nippon Airways Co., Ltd. 138,917 133,409 EUR 8,425 Tamburi Investment Partners SpA 77,486 74,772 JPY 4,000 Alpen Co., Ltd. 96,673 84,470 EUR 5,537 Technogym SpA 72,691 62,913 JPY 2,500 Alpha Corp. 66,224 29,692 EUR 1,523,679 Telecom Italia SpA 1,877,892 815,708 JPY 900 Alpha Systems Inc. 15,417 42,231 USD 13,531 Telecom Italia SpA, Sponsored ADR 323,191 72,193 JPY 33,040 Alps Electric Co., Ltd. 558,304 578,152 EUR 82,462 Telecom Italia SpA/Milano 42,147 43,572 JPY 1,900 Alps Logistics Co., Ltd. 18,027 18,412 EUR 11,075 Tenaris SA 116,952 97,710 JPY 1,540 Altech Corp. 27,930 36,975 USD 2,858 Tenaris SA, ADR 132,449 50,169 JPY 28,700 Amada Holdings Co. Ltd. 393,515 319,026 EUR 84,119 Terna Rete Elettrica Nazionale SpA 408,831 787,706 JPY 8,000 Amano Corp. 113,869 225,972 EUR 2,031 Tod's SpA 188,341 82,144 JPY 400 Amiyaki Tei Co., Ltd. 14,215 15,986 EUR 94,729 UniCredit SpA 2,357,877 1,186,923 EUR 190,830 Unione di Banche Italiane SCPA 1,257,944 850,390 JPY 200 Amuse Inc. 2,029 5,567 EUR 57,955 Unipol Gruppo Finanziario SpA 333,338 307,363 JPY 3,600 Anest Iwata Corp. 43,327 38,067 EUR 1,933 Zignago Vetro SpA 16,657 39,277 JPY 9,500 Anritsu Corp. 241,978 306,403 JPY 1,100 AOI Electronics Co., Ltd. 56,431 33,117 38,650,524 35,741,393 1.86 JPY 3,500 AOI TYO Holdings Inc. 50,234 19,495 Japan JPY 6,200 AOKI Holdings Inc. 71,715 48,895 JPY 9,552 77th Bank Ltd. 254,284 193,399 JPY 3,700 Aomori Bank Ltd. 142,450 104,671 JPY 800 A&D Co., Ltd. 3,231 7,002 JPY 8,800 Aoyama Trading Co., Ltd. 295,774 81,539 JPY 2,200 ABC-Mart Inc. 147,198 175,212 JPY 13,100 Aozora Bank Ltd. 505,326 310,114 JPY 6,200 Access Co., Ltd. 62,935 77,521 JPY 4,400 Arakawa Chemical Industries Ltd. 79,510 68,799 JPY 1,200 Achilles Corp. 19,748 29,414 JPY 2,600 Arata Corp. 97,755 158,584 JPY 18,100 Acom Co., Ltd. 90,259 94,035 JPY 5,000 Arcland Sakamoto Co., Ltd. 61,668 119,010 JPY 44 Activia Properties Inc. 235,494 206,988 JPY 5,382 Arcs Co., Ltd. 121,509 147,228 JPY 8,840 AD Works Group Co., Ltd. 44,717 20,340 JPY 1,500 Arealink Co. Ltd. 37,954 16,751 JPY 6,100 Advan Co., Ltd. 56,058 103,233 JPY 1,400 Argo Graphics Inc. 14,924 59,531 JPY 86 Advance Residence Investment Corp. 225,209 347,433 JPY 900 Ariake Japan Co., Ltd. 38,632 77,396 JPY 10,300 Advantest Corp. 248,435 798,037 JPY 4,700 Arisawa Manufacturing Co Ltd. 45,327 47,534 JPY 52,820 Aeon Co., Ltd. 761,667 1,668,271 JPY 4,400 Artnature Inc. 50,999 34,046 JPY 17,800 Aeon Credit Service Co., Ltd. 401,566 265,043 JPY 2,700 ArtSpark Holdings Inc. 38,026 28,268 JPY 4,000 Aeon Delight Co., Ltd. 155,245 151,395 JPY 22,900 Asahi Breweries Ltd. 989,032 1,091,923 JPY 1,200 Aeon Fantasy Co., Ltd. 19,331 23,308 JPY 5,100 Asahi Co., Ltd. 80,300 95,787 JPY 8,120 Aeon Mall Co., Ltd. 192,579 146,492 JPY 15,900 Asahi Denka Co., Ltd. 248,622 286,928 JPY 112 AEON REIT Investment Corp. 157,254 161,663 JPY 7,800 Asahi Diamond Industrial Co., Ltd. 91,941 48,237 JPY 1,500 Aeria Inc. 28,409 9,479 JPY 26,500 Asahi Glass Co., Ltd. 1,175,662 1,031,432 JPY 3,700 Ahresty Corp. 38,781 16,672 JPY 8,500 Asahi Holdings Inc. 201,362 307,198 JPY 3,700 Ai Holdings Corp. 13,512 72,647 JPY 12,300 Asahi Intecc Co., Ltd. 183,940 476,583 JPY 4,800 Aica Kogyo Co., Ltd. 90,424 214,150 JPY 131,000 Asahi Kasei Corp. 997,747 1,455,815 JPY 1,400 Aichi Bank Ltd. 107,081 49,163 JPY 500 Asahi Kogyosha Co. Ltd. 19,745 20,747

The accompanying notes are an integral part of these financial statements 115 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Asahi Organic Chemicals Industry JPY 5,300 Central Japan Railway Co. 857,525 1,112,815 JPY 3,200 Co., Ltd. 52,541 57,849 JPY 1,500 Central Security Patrols Co., Ltd. 34,465 80,880 JPY 2,000 Asahi Printing Co. Ltd. 32,011 22,109 JPY 1,300 Central Sports Co., Ltd. 41,432 36,921 JPY 300 Asante Inc. 5,816 5,540 JPY 5,865 Century Leasing System Inc. 167,114 407,722 JPY 2,900 Asanuma Corp. 105,667 151,197 JPY 35,000 Chiba Bank Ltd. 288,098 224,645 JPY 91,870 Ashikaga Holdings Co., Ltd. 413,572 290,538 JPY 9,000 Chiba Kogyo Bank Ltd. 75,370 26,656 JPY 1,400 Ashimori Industry Co., Ltd. 28,216 17,891 Chilled & Frozen Logistics Holdings JPY 17,800 Asics Corp. 352,213 276,283 JPY 2,000 Co Ltd. 32,937 39,833 JPY 2,400 ASKA Pharmaceutical Co., Ltd. 45,447 36,763 JPY 900 Chino Corp. 18,081 15,765 JPY 400 ASKUL Corp. 15,178 17,443 JPY 1,300 Chiyoda Co., Ltd. 38,118 19,334 JPY 93,600 Astellas Pharma Inc. 1,708,372 2,122,047 JPY 2,100 Chiyoda Integre Co. Ltd. 62,824 43,893 JPY 4,700 Ateam Inc. 101,201 51,127 JPY 3,400 Chofu Seisakusho Co., Ltd. 92,080 96,912 JPY 3,400 Atom Corp. 34,254 35,113 JPY 1,200 Chori Co., Ltd.. 20,405 27,861 JPY 3,000 Atsugi Co., Ltd. 37,131 23,120 JPY 20,900 Chubu Electric Power Co. Inc. 399,380 355,865 JPY 7,000 Autobacs Seven Co. Ltd. 156,240 120,080 JPY 3,500 Chubu Shiryo Co., Ltd. 36,331 72,017 JPY 6,800 Avex Group Holdings Inc. 118,957 73,031 JPY 4,600 Chudenko Corp. 149,448 134,251 JPY 6,200 Awa Bank Ltd. 217,022 189,637 JPY 1,500 Chuetsu Pulp & Paper Co., Ltd. 31,519 29,382 JPY 5,500 Bando Chemical Industries Ltd. 53,138 45,442 JPY 23,400 Chugai Pharmaceutical Co., Ltd. 998,310 1,700,859 JPY 2,200 Bank of Iwate Ltd. 121,372 72,385 JPY 700 Chugai Ro Co., Ltd. 19,737 13,509 JPY 1,500 Bank of Kochi Ltd. 21,737 12,504 JPY 24,900 Chugoku Bank Ltd. 345,660 313,647 JPY 5,200 Bank of Kyoto Ltd. 283,349 250,825 JPY 7,000 Chugoku Marine Paints Ltd. 50,097 70,767 JPY 1,700 Bank of Nagoya Ltd. 94,967 49,627 JPY 11,899 Chuo Mitsui Trust Holdings Inc. 524,949 455,230 JPY 3,520 Bank of Okinawa Ltd. 147,710 137,777 JPY 400 Chuo Spring Co., Ltd. 13,736 14,142 JPY 2,400 Bank of Saga Ltd. 76,974 35,509 JPY 48,100 Citizen Holdings Co., Ltd. 336,185 212,868 JPY 6,900 Bank of the Ryukyus Ltd. 99,329 83,445 JPY 500 CK-San-Etsu Co. Ltd. 29,356 21,263 JPY 1,300 Baroque Japan Ltd. 17,740 10,969 JPY 1,700 Cleanup Corp. 17,551 12,276 JPY 1,400 BayCurrent Consulting Inc. 67,107 158,920 JPY 2,000 CMIC Holdings Co., Ltd. 28,280 35,915 JPY 4,300 Beenos Inc. 45,718 55,984 JPY 11,300 CMK Corp. 89,151 59,386 JPY 1,100 Belc Co., Ltd. 18,481 102,270 JPY 5,600 Coca-Cola Bottlers Japan Holdings Inc. 240,389 137,885 JPY 3,200 Bell System24 Holdings Inc. 42,365 56,534 JPY 2,100 Cocokara fine Inc. 68,001 154,113 JPY 10,100 Belluna Co., Ltd. 72,157 77,501 JPY 4,900 Colowide Co., Ltd. 87,232 90,808 JPY 2,800 Benefit One Inc. 30,167 76,647 JPY 41 Comforia Residential REIT Inc. 108,649 166,029 JPY 5,700 Benesse Holdings Inc. 206,482 207,540 Computer Engineering & JPY 900 Bengo4.com Inc. 45,882 116,806 JPY 1,800 Consulting Ltd. 18,981 38,738 JPY 1,700 Best Bridal Inc. 11,784 6,413 JPY 8,042 COMSYS Holdings Corp. 150,895 323,770 JPY 14,900 Bic Camera Inc. 107,418 214,897 JPY 600 Comture Corp. 14,555 21,240 JPY 600 Biofermin Pharmaceutical Co. Ltd. 21,092 18,021 JPY 65,851 Concordia Financial Group Ltd. 400,810 287,426 JPY 95 BLife Investment Corp. 244,626 303,421 JPY 3,000 CONEXIO Corp. 40,124 53,916 JPY 3,400 BML Inc. 81,177 120,226 JPY 3,200 Corona Corp. 47,917 41,655 JPY 47,300 Bridgestone Corp. 1,836,090 2,072,563 JPY 3,800 Cosel Co., Ltd. 48,576 45,054 JPY 9,600 Broadleaf Co., Ltd. 40,928 63,955 JPY 13,100 Cosmo Energy Holdings Co., Ltd. 338,677 261,304 JPY 800 BRONCO BILLY Co. Ltd. 42,065 24,406 JPY 1,200 Cosmos Pharmaceutical Corp. 133,350 249,964 JPY 34,400 Brother Industries Ltd. 488,905 843,764 JPY 1,100 Create Medic Co. Ltd. 17,907 13,626 JPY 5,900 BSL Corp. 14,539 8,452 JPY 7,800 Create Restaurants Inc. 44,468 69,845 JPY 10,000 Bunka Shutter Co. Ltd. 105,814 94,022 JPY 2,100 Create SD Holdings Co., Ltd. 39,491 88,948 JPY 300 C. Uyemura & Co., Ltd. 17,567 24,625 JPY 26,300 Credit Saison Co., Ltd. 531,924 410,256 JPY 1,300 CAC Holdings Corp. 15,063 19,633 JPY 1,800 Cresco, Ltd. 27,946 32,322 JPY 2,900 Calbee Inc. 85,013 108,819 JPY 5,100 CTI Engineering Co., Ltd. 63,152 109,895 JPY 900 Can Do Co., Ltd. 13,780 23,592 JPY 3,200 Curves Holdings Co., Ltd. 33,040 23,823 JPY 3,900 Canon Electronics Inc. 100,567 79,361 JPY 5,700 CyberAgent Inc. 174,200 380,369 JPY 35,280 Canon Inc. 1,250,877 955,439 JPY 2,200 Cybozu Inc. 28,528 93,734 USD 2,900 Canon Inc., ADR 139,175 78,623 JPY 23 DA Office Investment Corp. 137,440 172,456 JPY 4,700 Canon Marketing Japan Inc. 83,520 130,477 JPY 10,900 Dai Nippon Printing Co Ltd. 331,082 340,210 JPY 10,000 Capcom Co., Ltd. 124,489 496,934 JPY 3,500 Dai Nippon Toryo Co., Ltd. 38,550 41,573 JPY 4,800 Carlit Holdings Co. Ltd. 66,451 30,664 JPY 5,300 Daibiru Corp. 56,796 65,935 JPY 16,200 Casio Computer Company Ltd. 254,361 383,685 JPY 37,800 Daicel Chemical Industries Ltd. 454,973 397,730 JPY 1,800 Cawachi Ltd. 45,284 63,117 JPY 1,700 Dai-Dan Co. Ltd. 51,604 60,418 JPY 1,700 Central Automotive Products Ltd. 24,127 45,285 JPY 1,200 Daido Kogyo Co., Ltd. 18,161 10,127 JPY 5,900 Central Glass Co., Ltd. 134,424 136,241 JPY 6,000 Daido Metal Co., Ltd.. 52,576 41,395

The accompanying notes are an integral part of these financial statements 116 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 5,600 Daido Steel Co., Ltd. 328,853 233,419 JPY 6,700 Duskin Co., Ltd. 181,124 231,752 JPY 3,000 Daidoh Ltd. 17,195 8,218 JPY 1,500 Dydo DrinCo., Inc.. 60,503 92,207 JPY 3,000 Daifuku Co., Ltd. 17,354 356,910 JPY 3,000 Eagle Industry Co., Ltd. 54,618 27,352 JPY 2,000 Daihatsu Diesel MFG. Co., Ltd. 14,987 10,930 JPY 600 Earth Corp. 56,713 62,119 JPY 3,000 Daihen Corp. 101,231 145,792 JPY 11,100 East Japan Railway Co. 1,024,503 1,044,241 JPY 2,700 Daiho Corp. 75,887 82,691 JPY 2,700 Easton Co. 21,965 14,768 JPY 1,000 Dai-Ichi Cutter Kogyo KK 28,423 30,559 JPY 11,000 Ebara Corp. 258,358 352,391 JPY 1,000 Daiichi Jitsugyo Co., Ltd. 30,339 46,083 JPY 700 Ebara Foods Industry Inc. 18,619 19,160 JPY 800 Daiichi Kensetsu Corp. 12,040 17,871 JPY 1,800 Ebara Jitsugyo Co. Ltd. 34,699 64,549 Daiichi Kigenso Kagaku-Kogyo JPY 1,400 Eco's Co. Ltd. 17,503 33,841 JPY 4,000 Co., Ltd. 19,814 39,941 JPY 15,000 EDION Corp. 153,419 206,834 JPY 2,699 Dai-Ichi Kogyo Seiyaku Co., Ltd. 53,319 176,991 JPY 3,478 EF-ON INC. 53,777 26,093 JPY 41,100 Dai-ichi Life Insurance Co., Ltd. 894,294 667,898 JPY 4,400 eGuarantee Inc. 23,590 141,777 JPY 6,300 Daiichi Sankyo Co., Ltd. 235,251 699,558 JPY 5,200 Ehime Bank Ltd. 83,482 76,421 JPY 1,800 Dai-ichi Seiko Co., Ltd. 25,858 49,342 JPY 3,000 Eidai Co., Ltd. 15,970 11,887 JPY 4,800 Daiichikosho Co., Ltd. 123,079 194,966 JPY 2,400 Eiken Chemical Co., Ltd. 46,108 52,156 JPY 1,400 Daiken Corp. 19,907 32,011 JPY 3,800 Eisai Co., Ltd. 307,058 409,870 JPY 12,000 Daiki Aluminium Industry Co., Ltd. 73,628 86,129 JPY 1,400 Eizo Corp. 83,576 71,425 JPY 16,200 Daikin Industries Ltd. 2,315,914 3,558,506 JPY 2,100 Elan Corp. 44,610 50,250 JPY 1,900 Daikoku Denki Co., Ltd.. 38,943 30,742 JPY 2,400 Elecom Co., Ltd. 21,878 159,613 JPY 900 Daikokutenbussan Co., Ltd. 50,052 54,817 JPY 6,400 Electric Power Development Co., Ltd. 228,318 164,707 JPY 6,900 Daikyonishikawa Corp. 105,478 42,143 JPY 1,600 Elematec Corp. 19,230 17,707 Dainichiseika Color & Chemicals JPY 1,900 Endo Lighting Corp. 23,012 14,783 JPY 1,800 Manufacturing Co., Ltd. 44,604 53,036 JPY 1,100 Enigmo Inc. 16,666 18,443 Dainippon Screen Manufacturing JPY 2,300 Co., Ltd. 97,305 146,699 JPY 2,400 En-Japan Inc. 46,306 81,103 JPY 14,400 Daio Paper Corp. 162,702 261,199 JPY 1,100 Enplas Corp. 63,472 33,049 JPY 2,000 Daiseki Co., Ltd. 33,658 72,787 JPY 4,600 EPS Co., Ltd. 72,754 59,963 JPY 5,256 Daishi Hokuetsu Financial Group Inc. 249,816 144,772 JPY 5,100 eRex Co. Ltd. 58,529 91,233 JPY 900 Daishinku Corp. 19,306 24,284 JPY 7,900 ES-Con Japan Ltd. 46,335 81,675 JPY 1,400 Daiso Co., Ltd. 23,332 42,049 JPY 2,600 ESPEC Corp. 38,623 58,634 JPY 1,500 Daito Bank Ltd. 28,322 11,871 JPY 5,300 Exedy Corp. 141,819 107,413 JPY 1,500 Daito Electron Co. Ltd. 39,851 31,521 JPY 1,900 Ezaki Glico Co., Ltd. 44,209 122,973 JPY 1,790 Daito Pharmaceutical Co., Ltd. 33,194 90,067 JPY 9,600 F@N Communications Inc. 92,247 54,164 JPY 4,800 Daito Trust Construction Co., Ltd. 634,468 600,571 JPY 1,200 Faith Inc. 18,083 10,093 JPY 54,900 Daiwa House Industry Co., Ltd. 1,679,776 1,760,081 JPY 1,500 FALCO HOLDINGS Co., Ltd. 28,976 29,497 JPY 4,000 Daiwa Industries Ltd. 54,909 45,700 JPY 27,284 FamilyMart Co., Ltd. 553,985 635,915 JPY 95,900 Daiwa Securities Group Inc. 715,009 546,935 JPY 6,000 Fancl Corp. 175,040 242,719 JPY 4,300 Daiwabo Holdings Co., Ltd. 146,960 383,128 JPY 2,500 FANUC Corp. 671,237 608,446 JPY 1,900 Daiyu Lic Holdings Co. Ltd. 24,434 24,704 JPY 3,100 Fast Retailing Co., Ltd. 1,866,870 2,418,975 JPY 20,300 DCM Japan Holdings Co., Ltd. 211,488 316,008 JPY 8,200 FCC Co., Ltd. 190,600 191,398 JPY 10,000 Dena Co., Ltd.. 253,657 169,501 JPY 2,499 FDK Corp. 57,476 27,242 JPY 12,600 Denki Kagaku Kogyo KK 276,077 419,261 JPY 13,200 Feed One Co., Ltd. 30,713 33,552 JPY 1,200 Denki Kogyo Co., Ltd. 43,351 39,404 JPY 9,200 Ferrotec Corp. 115,419 75,766 JPY 800 Densan System Co. Ltd. 18,784 38,885 JPY 34,100 FIDEA Holdings Co., Ltd. 82,032 43,393 JPY 16,600 Denso Corp. 746,716 883,806 JPY 1,500 Fields Corp. 21,678 6,333 JPY 12,700 Dentsu Inc. 600,054 408,999 JPY 8,900 Financial Products Group Co., Ltd.. 68,564 66,949 JPY 2,200 Denyo Co., Ltd. 47,152 53,053 JPY 3,300 First Bank of Toyama Ltd. 19,218 11,157 JPY 2,100 Descente Ltd. 11,544 39,486 JPY 900 First Brothers Co. Ltd. 14,878 8,502 JPY 12,100 Dexerials Corp. 149,648 129,497 JPY 1,000 First Juken Co., Ltd. 20,157 11,763 JPY 16,400 DIC Corp. 537,515 560,420 JPY 2,500 FJ Next Co., Ltd. 21,280 27,064 JPY 1,300 Digital Arts Inc. 62,296 143,520 JPY 3,200 Foster Electric Co., Ltd. 52,293 42,521 JPY 3,500 Dip Corp. 108,688 96,520 JPY 3,200 FP Corp. 117,680 347,887 JPY 1,000 Disco Corp. 158,023 331,105 JPY 1,400 France Bed Holdings Co., Ltd. 13,134 14,922 JPY 22,300 Don Quijote Company Ltd. 258,874 666,548 JPY 3,000 Freund Corp. 56,481 24,655 JPY 3,200 Doshisha Co., Ltd. 67,253 65,759 JPY 42 Frontier Real Estate Investment Corp. 198,971 180,386 DOUTOR • NICHIRES Holdings JPY 3,300 F-Tech Inc. 50,108 20,912 JPY 3,374 Co., Ltd. 75,937 74,083 JPY 4,410 Fudo Tetra Corp. 81,942 79,016 JPY 8,599 DOWA HOLDINGS Co., Ltd. 375,784 354,338 JPY 2,700 Fuji Co., Ltd. 56,244 63,790 JPY 6,000 DTS Corp. 68,663 168,084 JPY 800 Fuji Corp. — Miyagi 22,509 20,216

The accompanying notes are an integral part of these financial statements 117 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 6,400 Fuji Corp. Ltd. 56,752 43,381 JPY 4,600 Geostr Corp. 46,083 18,260 JPY 1,700 Fuji Die Co. Ltd. 19,288 14,052 JPY 1,700 Gfoot Co., Ltd. 16,206 11,054 JPY 13,500 Fuji Electric Holdings Co., Ltd. 354,113 504,450 JPY 1,900 Giken Ltd. 56,767 121,617 JPY 28,800 Fuji Heavy Industries Ltd. 973,844 818,722 JPY 2,600 GL Sciences Inc. 65,031 59,687 JPY 3,000 Fuji Kyuko Co., Ltd. 55,510 127,388 Global One Real Estate JPY 11,100 Fuji Machine Manufacturing Co., Ltd. 178,588 264,759 JPY 67 Investment Corp. 72,648 84,430 JPY 6,700 Fuji Media Holdings Inc. 118,563 87,931 JPY 2,800 GLOBERIDE Inc. 35,123 71,380 JPY 6,400 Fuji Oil Co., Ltd. 99,313 223,564 JPY 6,400 Glory Ltd. 174,857 198,193 JPY 7,500 Fuji Oil Co., Ltd.. 23,577 16,283 JPY 204 GLP J-REIT 268,664 400,209 JPY 2,400 Fuji Pharma Co., Ltd. 22,242 35,220 JPY 4,500 GMO internet Inc. 55,469 169,716 JPY 6,500 Fuji Seal International Inc. 155,372 171,732 JPY 2,100 GMO Payment Gateway Inc. 142,980 298,194 JPY 700 Fuji Soft Inc. 35,145 37,719 JPY 1,200 Godo Steel Ltd. 37,605 27,777 JPY 1,700 Fujibo Holdings Inc. 52,758 69,954 JPY 2,460 Goldcrest Co., Ltd. 62,836 45,836 JPY 3,100 Fujicco Co., Ltd. 85,039 78,235 JPY 1,400 Goldwin Inc. 68,745 124,612 JPY 16,600 FUJIFILM Holdings Corp. 706,675 964,591 JPY 1,200 Grace Technology Inc. 44,131 96,714 JPY 3,000 Fujikura Kasei Co., Ltd.. 15,582 19,653 JPY 4,000 Grandy House Corp. 25,613 18,972 JPY 53,500 Fujikura Ltd. 295,567 210,258 JPY 17,300 Gree Inc. 125,556 100,954 JPY 1,200 Fujikura Rubber Ltd. 11,286 5,597 JPY 16,000 Gro-BeLS Co. Ltd. 10,636 8,671 JPY 3,100 Fujimori Kogyo Co., Ltd. 97,313 146,705 JPY 13,300 GS Yuasa Corp. 302,303 320,674 JPY 8,600 Fujisash Co., Ltd. 12,627 9,130 JPY 7,800 Gulliver International Co., Ltd. 47,724 48,804 JPY 1,200 Fujishoji Co., Ltd. 16,417 10,340 JPY 700 Gun-Ei Chemical Industry Co., Ltd. 38,675 23,030 JPY 800 Fujita Kanko Inc. 33,592 17,171 JPY 6,160 GungHo Online Entertainment Inc. 202,552 149,522 JPY 10,300 Fujitec Co., Ltd. 97,115 257,301 JPY 53,900 Gunma Bank Ltd. 309,786 232,969 JPY 1,900 Fujitsu Frontech Ltd. 14,422 25,968 JPY 3,000 Gunze Ltd. 146,855 151,357 JPY 4,900 Fujitsu General Ltd. 80,762 136,669 JPY 7,100 Gurunavi Inc. 80,581 66,262 JPY 20,645 Fujitsu Ltd. 1,124,852 3,281,589 JPY 15,105 H2O Retailing Corp. 294,224 137,196 JPY 2,100 FuKoKu Co. Ltd. 26,944 18,100 JPY 43,000 Hachijuni Bank Ltd. 275,224 222,200 JPY 800 Fukuda Corp. 32,646 49,257 JPY 2,600 Hagihara Industries Inc. 27,718 46,776 JPY 1,100 Fukuda Denshi Co., Ltd. 33,278 100,256 JPY 1,200 Hagiwara Electric Co., Ltd. 41,186 30,839 JPY 1,700 Fukui Computer Holdings Inc. 68,187 58,630 JPY 1,200 Hakudo Co., Ltd. 30,526 20,876 JPY 16,728 Fukuoka Financial Group Inc. 474,793 359,067 JPY 12,000 Hakuhodo DY Holdings Inc. 141,466 194,436 JPY 61 Fukuoka REIT Corp. 117,618 101,097 JPY 3,200 Hakuto Co., Ltd. 66,919 39,730 JPY 4,700 Fukushima Bank Ltd. 49,702 10,126 JPY 600 Halows Co., Ltd. 15,630 25,495 JPY 1,400 Fukushima Industries Corp. 31,426 60,359 JPY 2,100 Hamakyorex Co., Ltd. 43,941 82,254 JPY 2,800 Fukuyama Transporting Co., Ltd. 109,305 133,201 JPY 2,800 Hamamatsu Photonics KK 38,778 165,527 JPY 2,300 Fullcast Co. Ltd. 66,087 41,654 JPY 14,600 Hankyu Hanshin Holdings Inc. 446,265 669,521 JPY 1,950 Funai Consulting Co., Ltd. 54,799 59,899 JPY 33 Hankyu Reit Inc. 54,452 51,691 JPY 5,000 Funai Electric Co., Ltd.. 55,624 31,663 JPY 5,000 Hanwa Co. Ltd. 241,861 124,611 JPY 7,000 Furukawa Battery Co., Ltd. 43,980 116,531 JPY 3,000 Happinet Corp. 37,350 42,585 JPY 5,100 Furukawa Co., Ltd. 96,111 70,579 JPY 2,400 Harada Industry Co. Ltd. 22,836 26,005 JPY 13,600 Furukawa Electric Co., Ltd. 454,032 448,388 JPY 2,000 Harashin Narus Holdings Co., Ltd. 72,037 108,695 JPY 5,857 Furukawa-Sky Aluminum Co. 197,187 143,241 JPY 3,800 Harima Chemicals Group Inc. 33,372 47,236 JPY 3,800 Furuno Electric Co., Ltd. 48,032 46,712 JPY 58,800 Haseko Corp. 791,116 1,007,922 JPY 1,700 Furusato Industries Ltd. 33,563 30,023 JPY 28,500 Hazama Corp. 108,020 224,438 JPY 500 Furuya Metal Co Ltd. 22,244 39,534 Health Care & Medical JPY 2,000 Furyu Corp. 25,350 26,113 JPY 22 Investment Corp. 27,264 33,602 JPY 5,200 Fusion Partners Co. 56,030 44,792 JPY 6,200 Heiwa Corp. 137,185 140,779 JPY 2,000 Fuso Chemical Co., Ltd. 57,875 99,134 JPY 4,300 Heiwa Real Estate Co., Ltd. 87,224 167,250 JPY 1,100 Fuso Pharmaceutical Industries Ltd. 35,795 34,726 JPY 80 Heiwa Real Estate REIT Inc. 77,247 103,113 JPY 4,400 Futaba Corp. 77,558 54,683 JPY 6,400 Heiwado Co., Ltd. 138,096 152,210 JPY 12,400 Futaba Industrial Co., Ltd. 134,279 70,767 JPY 2,700 Hibiya Engineering Ltd. 56,493 63,619 JPY 1,700 Future Corp. 15,932 36,946 JPY 1,298 Hiday Hidaka Corp. 12,135 27,487 JPY 3,600 Fuyo General Lease Co., Ltd. 205,740 272,321 JPY 3,600 Higashi Nihon House Co., Ltd. 17,631 12,476 JPY 1,600 G-7 Holdings Inc. 24,089 47,405 JPY 1,300 Hikari Tsushin Inc. 139,257 403,539 JPY 3,600 Gakken Holdings Co Ltd. 45,484 65,784 JPY 2,900 HI-LEX Corp. 103,330 43,576 JPY 2,600 GCA Corp. 21,307 20,320 JPY 44,200 Hino Motors Ltd. 514,584 407,118 JPY 900 Gecoss Corp. 10,656 10,520 JPY 1,800 Hinokiya Holdings Co. Ltd. 44,486 37,356 JPY 800 Genky DrugStores Co., Ltd. 17,256 35,976 JPY 1,400 Hioki EE Corp. 34,875 50,856 JPY 8,200 Geo Corp. 128,956 139,895 JPY 1,900 Hirakawa Hewtech Corp. 20,897 25,495

The accompanying notes are an integral part of these financial statements 118 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 4,100 Hiramatsu Inc. 26,015 9,294 JPY 32,500 IHI Corp. 959,735 640,158 JPY 1,300 Hirano Tecseed Co., Ltd. 17,528 21,638 JPY 5,692 Iida Group Holdings Co., Ltd. 102,826 118,759 JPY 1,100 Hirose Electric Co Ltd. 143,826 163,984 JPY 20,800 Iino Kaiun Kaisha Ltd. 114,134 89,284 JPY 42,200 Hiroshima Bank Ltd. 370,273 271,005 JPY 3,400 IJT Technology Holdings Co., Ltd. 27,111 19,076 JPY 3,200 Hiroshima Gas Co., Ltd. 15,008 14,540 JPY 6,300 Imagica Robot Holdings Inc. 59,709 31,721 JPY 6,800 HIS Co., Ltd. 200,972 137,599 JPY 3,800 Imasen Electric Industrial 60,657 35,379 JPY 3,600 Hisaka Works Ltd. 50,535 33,831 JPY 4,600 Inaba Denki Sangyo Co., Ltd. 109,295 139,254 JPY 1,500 Hisamitsu Pharmaceutical Co. Inc. 126,046 110,080 JPY 1,000 Inaba Seisakusho Co., Ltd. 15,708 17,513 JPY 11,500 Hitachi Capital Corp. 251,974 345,607 JPY 7,000 Inabata & Co., Ltd. 111,653 115,186 Hitachi Construction Machinery Industrial & Infrastructure JPY 11,300 Co., Ltd. 257,997 426,155 JPY 84 Fund Investment Corp. 106,133 184,114 JPY 85,500 Hitachi Ltd. 3,022,101 3,689,438 JPY 2,600 I-Net Corp. — Kanagawa 32,386 49,345 JPY 8,200 Hitachi Maxell Ltd. 179,077 104,057 JPY 3,200 Infocom Corp. 16,088 119,138 JPY 10,350 Hitachi Metals Ltd. 150,226 168,416 JPY 20,000 Infomart Corp. 70,181 187,916 JPY 7,200 Hitachi Transport System Ltd. 120,380 261,425 Information Services International- JPY 39,500 Hitachi Zosen Corp. 210,945 196,169 JPY 1,000 Dentsu Ltd. 13,274 63,143 JPY 2,000 Hochiki Corp. 18,731 30,900 JPY 2,700 Innotech Corp. 24,990 32,053 JPY 900 Hodogaya Chemical Co. Ltd. 63,998 49,740 JPY 105,200 Inpex Holdings Inc. 1,314,143 891,807 JPY 2,000 Hogy Medical Co., Ltd. 46,840 83,816 JPY 4,400 Intage Inc. 46,236 48,955 JPY 18,800 Hokkaido Electric Power Co. 195,927 97,890 JPY 6,200 Internet Initiative Japan Inc. 149,545 287,994 JPY 1,200 Hokkaido Gas Co., Ltd. 21,452 24,066 JPY 1,600 Inui Global Logistics Co., Ltd. 15,141 16,796 JPY 1,400 Hokkan Holdings Ltd. 25,714 32,154 JPY 640 Invesco Office J-Reit Inc. 95,146 112,958 JPY 4,100 Hokko Chemical Industry Co. Ltd. 29,363 31,834 JPY 634 Invincible Investment Corp. 303,323 223,412 JPY 3,500 Hokkoku Bank Ltd. 145,988 126,348 JPY 1,100 IR Japan Holdings Ltd. 51,094 157,377 JPY 2,500 Hokuetsu Industries Co., Ltd. 31,432 32,548 JPY 2,400 Iriso Electronics Co., Ltd. 105,486 107,220 JPY 24,600 Hokuetsu Paper Mills Ltd. 149,632 118,247 JPY 3,200 Iseki & Co., Ltd. 80,722 44,813 JPY 16,800 Hokuhoku Financial Group Inc. 340,562 189,454 JPY 27,640 Isetan Misukoshi Holdings Ltd. 366,872 215,952 JPY 1,400 Hokuriku Electric Industry Co. Ltd. 25,248 15,506 JPY 7,100 Ishihara Sangyo Kaisha Ltd. 84,085 63,547 JPY 15,700 Hokuriku Electric Power Co. 222,183 135,611 JPY 5,000 Isolite Insulating Products Co., Ltd. 62,166 27,581 Hokuriku Electrical Construction JPY 59,600 Isuzu Motors Ltd. 700,680 735,288 JPY 2,300 Co. Ltd. 24,819 26,721 JPY 27,900 IT Holdings Corp. 145,677 801,960 JPY 107,500 Honda Motor Co., Ltd. 3,959,049 3,735,211 JPY 2,800 Ito En Ltd. 62,270 214,579 USD 8,068 Honda Motor Co., Ltd., ADR 276,009 279,963 JPY 28,600 ITOCHU Corp. 357,792 840,144 JPY 2,300 H-One Co., Ltd. 21,755 16,076 JPY 10,800 Itochu Enex Co., Ltd. 106,347 119,141 JPY 1,200 Honeys Co., Ltd. 17,327 17,328 JPY 6,200 Itochu Techno-Science Corp. 63,145 316,543 JPY 12,200 Hoosiers Holdings Co., Ltd. 113,583 81,734 JPY 700 Itochu-Shokuhin Co. Ltd. 51,472 45,175 JPY 5,200 Horiba Ltd. 216,699 373,483 JPY 17,400 Itoham Yonekyu Holdings Inc. 141,362 142,364 JPY 20 Hoshino Resorts REIT Inc. 131,467 117,303 JPY 3,700 Itoki Corp. 31,237 15,975 JPY 1,100 Hoshizaki Electric Co., Ltd. 125,575 127,998 JPY 3,100 Iwai Cosmo Holdings Inc. 37,687 43,002 JPY 13,600 Hosiden Corp. 219,701 162,369 JPY 8,000 Iwaki & Co. Ltd. 39,252 50,954 JPY 1,200 Hosokawa Micron Corp. 36,865 86,286 JPY 1,200 Iwasaki Electric Co., Ltd. 25,048 29,349 JPY 4,000 House Foods Corp. 118,244 175,530 JPY 9,700 Iwatani Corp. 347,124 460,583 JPY 19,200 Hoya Corp. 1,525,449 2,496,060 JPY 400 Iwatsuka Confectionery Co., Ltd. 17,185 18,868 JPY 98 Hulic Reit Inc. 188,060 165,370 JPY 30,600 Iyo Bank Ltd. 284,508 254,290 JPY 2,500 Huto Corp. 50,932 63,878 JPY 4,700 Izumi Co., Ltd. 193,140 202,269 JPY 33,222 Hyakugo Bank Ltd. 202,742 137,649 JPY 29,200 J Front Retailing Co., Ltd. 405,655 265,213 JPY 3,600 Hyakujushi Bank Ltd. 192,091 88,310 JPY 16,500 J Trust Co., Ltd. 193,918 63,920 JPY 9,000 Ibiden Co., Ltd. 182,169 357,633 JPY 3,100 JAC Recruitment Co. Ltd. 64,042 44,884 JPY 4,000 IBJ Leasing Co., Ltd. 107,032 119,699 JPY 4,600 Jaccs Co., Ltd. 122,351 102,293 JPY 400 Ichibanya Co., Ltd. 17,640 23,931 JPY 4,700 Jafco Co., Ltd. 249,805 215,778 JPY 40,800 Ichigo Inc. 190,940 139,662 JPY 800 Jalux Inc. 16,665 17,983 JPY 87 Ichigo Real Estate Investment Corp. 92,609 82,069 JPY 1,200 Jamco Corp. 29,493 11,696 JPY 1,200 Ichiken Co., Ltd. 31,944 22,876 JPY 3,900 Janome Sewing Machine Co., Ltd. 51,489 22,449 JPY 8,900 Ichikoh Industries Ltd. 67,420 55,221 JPY 12,900 Japan Airlines Co., Ltd. 471,022 316,034 JPY 3,500 ICHINEN HOLDINGS Co., Ltd. 26,756 52,927 JPY 2,600 Japan Airport Terminal Co., Ltd. 121,546 150,623 JPY 5,800 Ichiyoshi Securities Co., Ltd. 83,832 33,357 JPY 6,700 Japan Asia Group Ltd. 33,038 25,575 JPY 2,000 Icom Inc. 57,007 78,072 Japan Aviation Electronics JPY 5,500 Idec Corp. 110,829 119,480 JPY 12,000 Industry Ltd. 216,982 220,466 JPY 13,441 Idemitsu Kosan Co., Ltd. 415,613 389,441 JPY 2,000 Japan Best Rescue System Co Ltd. 35,091 21,097

The accompanying notes are an integral part of these financial statements 119 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 3,500 Japan Cash Machine Co. Ltd. 46,013 26,000 JPY 2,600 Kaken Pharmaceutical Co., Ltd. 130,442 180,764 JPY 88,200 Japan Display Inc. 257,581 54,933 JPY 500 Kakiyasu Honten Co. Ltd. 14,582 16,282 JPY 123 Japan Excellent, Inc. 176,449 194,101 JPY 1,200 Kameda Seika Co., Ltd. 45,446 78,447 JPY 30,600 Japan Exchange Group Inc. 531,712 962,128 JPY 3,000 Kamei Corp. 16,163 38,563 Japan Foundation Engineering JPY 11,100 Kamigumi Co., Ltd. 251,170 296,363 JPY 5,200 Co., Ltd. 24,691 26,835 JPY 1,500 Kanaden Corp. 26,858 24,421 JPY 431 Japan Hotel REIT Investment Corp. 251,671 242,720 JPY 600 Kanagawa Chuo Kotsu Co., Ltd. 22,651 31,109 JPY 1,200 Japan Investment Adviser Co. Ltd. 79,772 15,603 JPY 6,600 Kanamoto Co., Ltd. 102,599 196,264 JPY 4,400 Japan Lifeline Co., Ltd. 55,997 79,188 JPY 18,700 Kandenko Co., Ltd. 170,997 215,786 JPY 64 Japan Logistics Fund Inc. 138,376 235,976 JPY 7,891 Kaneka Corp. 341,224 278,815 JPY 4,800 Japan Material Co., Ltd. 32,366 102,788 JPY 1,600 Kaneko Seeds Co. Ltd. 30,358 28,792 JPY 900 Japan Meat Co. Ltd. 21,879 34,186 JPY 17,600 Kanematsu Corp. 190,274 287,075 Japan Medical Dynamic JPY 1,500 Kanematsu Electronics Ltd 56,484 72,531 JPY 4,100 Marketing Inc. 38,552 84,302 JPY 7,401 Kansai Mirai Financial Group Inc. 58,941 37,829 JPY 500 Japan Oil Transportation Co., Ltd. 22,494 20,273 JPY 4,400 Kansai Paint Co., Ltd. 33,658 126,230 JPY 4,000 Japan Petroleum Exploration Co. 112,700 91,859 JPY 1,100 Kansai Super Market Ltd. 16,764 15,143 JPY 3,800 Japan Pile Corp. 26,205 22,701 JPY 9,000 Kanto Denka Kogyo Co., Ltd. 84,236 97,245 JPY 60,800 Japan Post Holdings Co. Ltd. 945,927 589,079 JPY 24,500 Kao Corp. 1,888,178 2,639,550 JPY 5,100 Japan Post Insurance Co Ltd. 88,378 91,231 JPY 4,000 Kasai Kogyo Co., Ltd. 25,169 22,992 JPY 68 Japan Prime Realty Investment Corp. 283,275 270,824 JPY 4,200 Katakura Industries Co., Ltd. 62,886 60,657 JPY 1,400 Japan Pulp & Paper Co., Ltd. 55,058 69,495 JPY 1,300 Katitas Co., Ltd. 41,745 41,060 JPY 62 Japan Real Estate Investment Corp. 390,871 431,978 Japan Rental Housing JPY 2,900 Kato Sangyo Co., Ltd. 65,347 129,020 JPY 167 Investments Inc. 150,614 211,150 JPY 1,900 Kato Works Co., Ltd. 62,649 29,217 JPY 142 Japan Retail Fund Investment Corp. 285,463 241,126 JPY 900 KAWADA TECHNOLOGIES Inc. 88,352 55,066 JPY 15,900 Japan Securities Finance Co., Ltd. 138,674 102,579 Kawai Musical Instruments JPY 13,300 Japan Steel Works Ltd. 339,132 258,131 JPY 800 Manufacturing Co., Ltd. 15,781 28,071 JPY 66,800 Japan TobacCo., Inc.. 2,117,746 1,684,329 JPY 26,200 Kawasaki Heavy Industries Ltd. 784,981 513,751 JPY 4,000 Japan Transcity Corp. 16,387 25,437 JPY 14,400 Kawasaki Kisen Kaisha Ltd. 357,138 185,490 JPY 9,900 Japan Wool Textile Co. Ltd. 128,639 133,478 JPY 2,100 Kawasumi Laboratories Inc. 22,280 22,953 JPY 1,700 Jastec Co., Ltd. 26,085 28,235 JPY 2,900 Kayaba Industry Co., Ltd. 120,927 73,821 JPY 2,200 JBCC Holdings Inc. 18,817 41,516 JPY 162,100 KDDI Corp. 5,403,270 6,566,205 JPY 1,000 JCR Pharmaceutical Co. Ltd. 69,509 143,189 JPY 8,900 Keihan Electric Railway Co., Ltd. 215,824 539,605 JPY 3,200 JCU Corp. 35,001 136,054 JPY 2,100 Keihanshin Building Co. Ltd. 22,125 36,754 JPY 3,000 Jeol Ltd. 63,898 113,129 JPY 9,500 Keihin Corp. 168,044 301,952 JPY 28,440 JFE Holdings Inc. 657,876 279,134 Keihin Electric Express Railway JPY 12,700 Co., Ltd. 248,830 263,833 JPY 22,500 JGC Corp. 428,044 322,107 JPY 22,200 Jimoto Holdings Inc. 52,634 26,639 JPY 4,000 Keio Corp. 167,673 310,784 JPY 1,300 Jin Co., Ltd. 75,277 107,523 JPY 4,000 Keisei Electric Railway Co., Ltd. 59,382 170,192 JPY 2,900 JK Holdings Co. Ltd. 29,071 28,610 JPY 17,500 Keiyo Bank Ltd. 214,219 114,736 JPY 3,000 JMS Co., Ltd. 24,923 30,521 JPY 5,300 Keiyo Co., Ltd. 36,175 49,357 JPY 900 Joban Kosan Co., Ltd. 18,296 16,216 JPY 36,800 Kenedix Inc. 265,881 246,913 JPY 1,800 J-Oil Mills Inc. 71,726 90,325 JPY 31 Kenedix Realty Investment Corp. 182,872 235,159 JPY 2,500 Joshin Denki Co., Ltd. 43,413 68,221 JPY 81 Kenedix Residential Investment Corp. 158,560 190,025 JPY 4,900 JP-Holdings Inc/Japan 17,080 17,024 JPY 49 Kenedix Retail REIT Corp. 143,978 124,551 JPY 23,200 JS Group Corp. 612,447 442,345 JPY 2,300 Kenko Mayonnaise Co., Ltd.. 78,896 56,020 JPY 1,147 JSP Corp. 10,641 21,073 JPY 3,100 Kentucky Fried Chicken Japan Ltd. 91,521 116,987 JPY 6,700 JSR Corp. 137,451 176,461 JPY 3,016 Keyence Corp. 763,338 1,715,866 JPY 40,800 JTEKT Corp. 644,434 432,498 JPY 6,800 KH Neochem Co., Ltd. 190,188 174,933 JPY 11,500 Juki Corp. 150,141 80,429 JPY 3,100 Kikkoman Corp. 82,026 203,265 JPY 3,800 Juroku Bank Ltd. 165,256 94,018 JPY 4,600 Kikuchi Co. 75,976 60,597 JPY 1,600 Justsystems Corp. 12,316 154,464 JPY 3,400 Kimoto Co., Ltd. 10,595 6,646 JPY 39,970 JVC KENWOOD Holdings, Inc. 162,729 82,510 JPY 12,300 Kinden Corp. 232,201 275,976 JPY 211,920 JX Holdings Inc. 1,299,959 1,025,540 JPY 600 Kinki Nippon Tourist Co., Ltd. 11,978 7,535 JPY 2,100 K&O Energy Group Inc. 44,297 40,269 JPY 400 Kinki Sharyo Co., Ltd. 20,378 6,273 JPY 7,104 Kadokawa Dwango Corp. 145,576 198,180 JPY 8,200 Kintetsu Corp. 393,160 499,504 JPY 2,000 Kaga Electronics Co. Ltd. 64,670 49,395 JPY 300 Kintetsu Department Store Co., Ltd. 11,680 11,472 JPY 1,400 Kagome Co., Ltd. 66,140 56,787 JPY 8,700 Kintetsu World Express Inc. 174,613 203,965 JPY 49,300 Kajima Corp. 808,219 800,273 JPY 31,820 Kirin Holdings Co., Ltd. 509,187 910,626 JPY 6,800 Kakaku.com Inc. 78,350 235,171 JPY 1,300 Kirindo Holdings Co. Ltd. 47,526 39,970

The accompanying notes are an integral part of these financial statements 120 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 4,300 Kissei Pharmaceutical Co., Ltd. 133,828 147,485 JPY 1,300 Kyokuto Boeki Kaisha Ltd. 29,288 21,840 JPY 1,200 Ki-Star Real Estate Co. Ltd. 27,174 25,938 JPY 4,100 Kyokuto Kaihatsu Kogyo Co., Ltd. 49,870 67,914 JPY 1,100 Kitagawa Iron Works Co., Ltd. 30,978 22,179 JPY 2,000 Kyokuto Securities Co., Ltd. 38,520 12,892 JPY 500 Kitano Construction Corp. 18,364 16,890 JPY 1,800 Kyokuyo Co., Ltd. 58,332 61,566 JPY 6,700 Kitanotatsujin Corp. 64,675 43,609 JPY 4,200 KYORIN Holdings Inc. 86,535 116,772 JPY 3,300 Kito Corp. 42,340 56,186 JPY 5,360 Kyoritsu Maintenance Co., Ltd. 184,100 248,943 JPY 12,300 Kitz Corp. 62,857 106,807 JPY 4,700 Kyoritsu Printing Co. Ltd. 18,714 8,170 JPY 9,600 Kiyo Bank Ltd. 164,666 198,434 Kyosan Electric Manufacturing JPY 3,000 KLab Inc. 36,095 27,675 JPY 4,000 Co., Ltd. 19,401 27,013 JPY 5,000 Koa Corp. 61,149 63,467 JPY 4,200 Kyowa Electronic Instruments Co. Ltd. 22,125 22,881 JPY 2,400 Koatsu Gas Kogyo Co., Ltd. 21,447 22,328 JPY 10,503 Kyowa Exeo Corp. 154,053 342,342 JPY 1,000 Kobayashi Pharmaceutical Co., Ltd. 21,224 119,367 JPY 1,700 Kyowa Leather Cloth Co., Ltd. 18,496 14,471 JPY 3,600 Kobe Bussan Co., Ltd. 76,281 277,533 JPY 7,300 Kyudenko Corp. 136,817 292,537 JPY 500 Kobe Electric Railway Co., Ltd. 20,957 23,700 JPY 21,300 Kyushu Electric Power Co. Inc. 325,053 242,358 JPY 49,500 Kobe Steel Ltd. 667,828 232,851 JPY 39,159 Kyushu Financial Group Inc. 259,408 225,136 JPY 4,700 Kohnan Shoji Co., Ltd. 89,954 201,168 JPY 4,500 Kyushu Railway Co. 177,423 158,741 JPY 1,900 Kohsoku Corp. 29,801 35,076 JPY 2,600 Lacto Japan Co. Ltd. 60,525 121,170 JPY 9,100 Koito Manufacturing Co., Ltd. 277,351 499,847 JPY 85 LaSalle Logiport REIT 110,257 177,733 JPY 5,800 Kojima Co. Ltd. 27,061 40,372 JPY 4,800 Lasertec Corp. 15,917 616,010 JPY 10,900 Kokuyo Co. Ltd. 208,193 179,420 JPY 3,600 Lawson Inc. 269,076 245,838 JPY 800 KOMAIHALTEC Inc. 22,308 14,787 JPY 9,700 Leopalace21 Corp. 71,616 25,826 JPY 86,500 Komatsu Ltd. 2,277,872 2,405,090 JPY 2,100 Life Corp. 31,848 91,621 JPY 3,800 Komatsu Seiren Co., Ltd. 25,338 35,405 JPY 1,300 LINE Corp. 59,529 88,826 JPY 700 Komatsu Wall Industry Co., Ltd. 15,038 15,855 JPY 8,400 Link And Motivation Inc. 64,681 41,348 JPY 4,700 KOMEDA Holdings Co., Ltd. 118,623 108,280 JPY 7,800 Lintec Corp. 184,893 252,380 JPY 900 Komehyo Co., Ltd. 15,235 8,918 JPY 12,000 Lion Corp. 74,760 391,832 JPY 7,200 Komeri Co., Ltd. 222,489 250,702 JPY 3,200 LIXIL VIVA Corp. 72,264 104,943 JPY 8,700 Komori Corp. 150,129 77,373 JPY 1,800 M&A Capital Partners Co., Ltd. 71,078 90,838 JPY 2,500 Konaka Co., Ltd. 15,558 10,009 JPY 11,600 M3 Inc. 154,089 669,003 JPY 6,200 Konami Corp. 168,867 280,871 JPY 3,700 Mabuchi Motor Co., Ltd. 224,879 160,297 JPY 1,400 Kondotec Inc. 13,956 20,409 JPY 8,300 Macnica Fuji Electronics Holdings Inc. 177,585 163,316 JPY 63,600 Konica Minolta Holdings Inc. 679,929 300,272 JPY 8,200 Macromill Inc. 163,114 76,900 JPY 2,900 Konishi Co., Ltd. 33,266 55,069 JPY 29,400 Maeda Corp. 218,965 305,488 JPY 3,400 Konoike Transport Co., Ltd. 44,561 49,941 JPY 2,800 Maeda Kosen Co., Ltd. 47,043 86,993 JPY 1,600 Konoshima Chemical Co. Ltd. 27,415 15,325 JPY 2,600 Maeda Road Construction Co., Ltd. 40,651 66,568 JPY 5,800 Kosaido Co. Ltd. 38,590 56,925 JPY 1,700 Maezawa Kasei Industries Co., Ltd. 21,045 21,019 JPY 1,400 Kose Corp. 96,270 230,068 JPY 1,000 Maezawa Kyuso Industries Co., Ltd. 18,445 25,291 JPY 3,200 Koshidaka Holdings Co. Ltd. 30,328 16,877 JPY 4,100 Makino Milling Machine Co. Ltd. 237,920 171,298 JPY 2,100 Kotobuki Spirits Co., Ltd.. 17,568 117,378 JPY 6,400 Makita Corp. 396,581 315,959 JPY 1,500 Kourakuen Holdings Corp. 41,863 29,348 JPY 3,000 Mani Inc. 20,567 108,123 JPY 600 Krosaki Harima Corp. 21,566 27,552 JPY 1,400 Mars Engineering Corp. 36,018 28,660 JPY 700 KRS Corp. 16,070 14,028 JPY 66,600 Marubeni Corp. 433,599 410,709 JPY 28,780 K's Holdings Corp. 254,901 533,728 JPY 2,000 Marubun Corp. 15,955 14,730 JPY 1,500 KU Holdings Co., Ltd. 17,350 15,772 JPY 3,200 Marudai Food Co., Ltd. 66,149 76,605 JPY 35,500 Kubota Corp., ADR 637,035 720,937 JPY 800 Marufuji Sheet Piling Co. Ltd. 31,549 20,522 JPY 6,200 Kumagai Gumi Co., Ltd. 236,070 202,158 JPY 9,100 Maruha Nichiro Corp. 228,729 253,024 JPY 13,068 Kumiai Chemical Industry Co., Ltd. 108,511 165,843 JPY 15,800 Marui Group Co., Ltd. 264,448 388,019 JPY 1,800 Kura Corp. 61,016 119,139 JPY 5,000 Maruichi Steel Tube Ltd. 168,846 169,194 JPY 800 Kurabo Industries Ltd. 33,549 22,863 JPY 1,100 Maruka Machinery Co. Ltd. 23,554 27,050 JPY 41,800 Kuraray Co., Ltd. 680,613 593,852 JPY 4,300 Marusan Securities Co Ltd. 46,625 22,214 JPY 3,100 KUREHA Corp. 209,708 185,039 JPY 2,100 Maruwa Co., Ltd./Aichi 114,790 215,780 JPY 1,400 Kurimoto Ltd. 38,841 30,644 JPY 4,400 Maruwa Unyu Kikan Co., Ltd. 34,034 168,408 JPY 12,100 Kurita Water Industries Ltd. 304,917 456,970 JPY 400 Maruyama Manufacturing Co. Inc. 11,463 5,745 JPY 1,400 Kuriyama Holdings Corp. 19,539 10,372 JPY 1,000 Maruzen Co. Ltd. 28,475 22,355 JPY 600 Kusuri no Aoki Holdings Co., Ltd. 11,677 64,035 JPY 1,200 Maruzen Showa Unyu Co., Ltd. 22,104 50,681 JPY 10,900 Kyocera Corp. 816,320 807,738 JPY 4,400 Marvelous AQL Inc. 34,141 38,920 JPY 11,000 Kyoden Co. Ltd. 57,413 41,786 JPY 1,600 Matsuda Sangyo Co. Ltd. 36,382 27,076 JPY 900 Kyodo Printing Co., Ltd. 41,261 32,274 JPY 3,000 Matsui Construction Co., Ltd. 20,793 24,308 JPY 3,200 Kyoei Steel Ltd. 69,916 52,416 JPY 8,000 Matsui Securities Co., Ltd. 86,905 84,009

The accompanying notes are an integral part of these financial statements 121 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 5,900 Matsumotokiyoshi Holdings Co., Ltd. 176,697 291,068 Mitsubishi Steel Manufacturing JPY 1,500 Matsuya Foods Co., Ltd. 76,393 69,084 JPY 2,600 Co., Ltd. 72,835 22,062 JPY 4,000 Max Co., Ltd. 52,826 76,939 JPY 370,370 Mitsubishi UFJ Financial Group Inc. 2,713,746 1,978,849 JPY 1,000 Maxvalu Tokai Co., Ltd. 20,844 31,208 Mitsubishi UFJ Financial Group USD 129,657 Inc., ADR 772,955 691,772 JPY 37,100 Mazda Motor Corp. 773,786 304,313 Mitsubishi UFJ Lease & Finance JPY 2,100 McDonald's Holdings Co. Japan Ltd. 127,367 154,088 JPY 72,800 Co., Ltd. 374,228 471,620 JPY 8,400 MCJ Co., Ltd. 54,087 91,133 JPY 2,500 Mitsuboshi Belting Co., Ltd. 36,009 53,168 JPY 2,500 MEC Co., Ltd. 28,212 66,415 JPY 59,200 Mitsui & Co., Ltd. 1,180,017 1,190,817 JPY 4,800 Medical Data Vision Co. Ltd. 65,046 74,578 JPY 19,500 Mitsui Chemicals Inc. 513,764 553,719 JPY 1,100 Medical System Network Co., Ltd. 6,577 6,881 Mitsui Engineering & Shipbuilding JPY 1,700 Medipal Holdings Corp. 45,381 44,545 JPY 14,400 Co., Ltd. 283,431 75,463 JPY 2,100 Megachips Corp. 72,133 55,203 JPY 24,700 Mitsui Fudosan Co., Ltd. 754,145 595,703 JPY 8,000 Megmilk Snow Brand Co., Ltd. 229,701 252,972 JPY 27 Mitsui Fudosan Logistics Park Inc. 107,158 163,891 JPY 5,800 Meidensha Corp. 128,177 128,014 JPY 2,000 Mitsui High-Tec Inc. 17,862 40,517 JPY 1,200 Meiji Electric Industries Co. Ltd. 29,699 21,352 JPY 1,200 Mitsui Matsushima Co., Ltd. 17,167 12,814 JPY 7,072 MEIJI Holdings Co., Ltd. 477,182 764,010 JPY 12,500 Mitsui Mining & Smelting Co., Ltd. 392,589 347,758 JPY 8,000 Meiko Electronics Co. 70,119 139,275 JPY 16,800 Mitsui OSK Lines Ltd. 718,338 405,826 JPY 2,900 Meiko Network Japan Co., Ltd. 36,573 31,200 JPY 1,900 Mitsui Sugar Co. Ltd. 88,881 47,341 JPY 3,600 Meisei Industrial Co. Ltd. 33,570 36,349 Mitsui Sumitomo Insurance Group JPY 2,500 Meitec Corp. 131,254 164,207 JPY 18,928 Holdings, Inc. 712,897 707,656 JPY 1,600 Meito Sangyo Co., Ltd. 31,653 26,526 JPY 3,400 Mitsui-Soko Co., Ltd. 76,467 64,015 JPY 4,800 Meiwa Corp. 26,777 28,889 JPY 4,200 Mitsuuroko Co., Ltd. 33,261 61,234 JPY 2,200 Menicon Co., Ltd. 37,618 147,624 JPY 3,400 Miura Co. Ltd. 112,479 192,344 JPY 700 METAWATER Co., Ltd. 22,955 43,775 JPY 5,900 Mixi Inc. 255,556 141,671 JPY 4,100 Michinoku Bank Ltd. 98,433 58,396 JPY 1,600 Miyaji Engineering Group Inc. 37,184 33,994 JPY 132 MID Reit Inc. 117,409 130,567 JPY 500 Miyoshi Oil & Fat Co., Ltd. 8,472 7,276 JPY 8,400 Mie Kotsu Group Holdings Inc. 42,372 49,975 JPY 942,260 Mizuho Financial Group Inc. 2,195,675 1,573,497 JPY 6,200 Mikuni Corp. 42,159 21,398 JPY 2,800 Mizuno Corp. 81,573 73,245 JPY 1,200 Milbon Co., Ltd. 41,580 77,871 Mobilephone Telecommunications JPY 7,600 Mimaki Engineering Co., Ltd. 68,238 35,497 JPY 4,700 International Ltd. 37,410 37,862 Mimasu Semiconductor Industry JPY 1,000 Mochida Pharmaceutical Co., Ltd. 44,280 50,589 JPY 2,500 Co. Ltd. 64,723 73,441 JPY 3,200 Modec Inc. 75,991 62,208 JPY 42,780 Minebea Co., Ltd. 451,652 1,058,632 JPY 25,400 Monex Group Inc. 88,370 70,016 JPY 1,800 Ministop Co., Ltd. 28,959 34,262 JPY 600 Monogatari Corp. 33,328 63,618 JPY 11,100 Miraca Holdings Inc. 494,927 355,958 JPY 8,400 MonotaRO Co., Ltd. 92,135 458,191 JPY 104 Mirai Corp. 60,770 49,850 JPY 1,400 MORESCO Corp. 33,170 17,675 JPY 500 Miraial Co. Ltd. 11,142 6,462 JPY 133 Mori Hills REIT Investment Corp. 211,440 227,447 JPY 9,490 Mirait Holdings Corp. 104,263 192,983 JPY 21,800 Mori Seiki Co., Ltd. 363,066 361,634 JPY 1,800 Miroku Jyoho Service Co. Ltd. 57,931 51,447 JPY 10 Mori Trust Hotel Reit Inc. 16,070 12,387 JPY 6,700 MISUMI Group Inc. 73,149 228,385 JPY 65 Mori Trust Sogo Reit Inc. 119,742 108,852 JPY 1,000 Mitani Corp. 12,479 83,695 JPY 5,900 Morinaga & Co., Ltd. 183,942 311,048 JPY 4,900 Mitani Sangyo Co. Ltd. 25,520 21,107 JPY 8,400 Morinaga Milk Industry Co., Ltd. 273,107 507,738 JPY 600 Mitani Sekisan Co., Ltd. 19,696 41,301 JPY 4,700 Morita Corp. 75,918 111,383 JPY 12,500 Mito Securities Co., Ltd. 52,684 31,106 JPY 2,300 Morito Co. 26,050 19,208 JPY 5,900 Mitsuba Corp. 86,275 34,550 JPY 300 Morozoff Ltd. 16,317 21,805 JPY 162,200 Mitsubishi Chemical Holdings Corp. 960,137 1,284,156 JPY 800 Mory Industries Inc. 18,122 25,417 JPY 52,300 Mitsubishi Corp. 1,643,613 1,500,413 JPY 9,700 Moshi Moshi Hotline Inc. 124,170 122,645 JPY 83,200 Mitsubishi Electric Corp. 1,048,507 1,475,309 JPY 3,100 Mr Max Corp. 16,819 23,693 JPY 33,200 Mitsubishi Estate Co., Ltd. 779,336 671,663 JPY 1,800 Mugen Estate Co., Ltd. 16,133 11,816 Mitsubishi Estate Logistics REIT JPY 8 Investment Corp. 31,193 39,958 JPY 600 Murakami Corp. 19,921 19,283 JPY 17,800 Mitsubishi Gas Chemical Co. Inc. 220,395 367,542 JPY 22,524 Murata Manufacturing Co., Ltd. 840,391 1,802,571 JPY 33,800 Mitsubishi Heavy Industries Ltd. 1,472,218 1,083,400 JPY 10,400 Musashi Seimitsu Industry Co., Ltd. 143,918 126,749 JPY 1,300 Mitsubishi Kakoki Kaisha Ltd. 35,624 28,770 JPY 4,500 Musashino Bank Ltd. 188,652 87,582 JPY 6,599 Mitsubishi Logistics Corp. 204,245 231,219 JPY 3,600 Mutow Co., Ltd. 16,464 19,827 JPY 11,600 Mitsubishi Materials Corp. 449,371 332,532 JPY 9,400 Nabtesco Corp. 210,579 394,933 JPY 39,800 Mitsubishi Motors Corp. 342,376 133,916 JPY 4,400 NAC Co. Ltd. 47,645 49,475 JPY 4,700 Mitsubishi Paper Mills Ltd. 51,103 20,165 JPY 3,800 Nachi-Fujikoshi Corp. 199,473 162,741 JPY 4,800 Mitsubishi Pencil Co. Ltd. 131,131 81,750 JPY 1,000 Nadex Co., Ltd. 17,601 8,522 JPY 1,700 Mitsubishi Research Institute Inc. 67,549 92,338 JPY 700 Nagano Bank Ltd. 16,252 10,360

The accompanying notes are an integral part of these financial statements 122 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 900 Nagano Keiki Co. Ltd. 14,264 11,095 JPY 2,800 Nintendo Co. Ltd. 1,468,318 1,699,443 JPY 13,700 Nagase & Co., Ltd. 247,205 232,660 JPY 5,100 Nippo Corp. 62,502 174,881 JPY 999 Nagatanien Co., Ltd. 18,504 27,183 JPY 33 Nippon Accommodations Fund Inc. 143,702 259,068 JPY 600 Nagawa Co., Ltd. 18,321 59,116 Nippon Air Conditioning Services JPY 10,600 Nagoya Railroad Co., Ltd. 209,093 405,606 JPY 4,900 Co., Ltd. 44,161 44,820 JPY 3,500 Nakabayashi Co. Ltd. 27,658 25,723 Nippon Beet Sugar Manufacturing JPY 1,900 Co., Ltd. 43,401 44,986 JPY 400 Nakamuraya Co., Ltd. 22,316 20,262 JPY 66 Nippon Building Fund Inc. 452,960 510,299 JPY 4,800 Nakanishi Inc. 69,451 85,181 JPY 1,300 Nippon Carbide Industries Co. Inc. 39,938 20,387 JPY 4,500 Nakano Corp. 29,443 21,604 JPY 1,000 Nippon Carbon Co Ltd. 54,902 43,544 JPY 1,200 Nakayama Steel Works Ltd. 9,383 5,491 JPY 700 Nippon Chemical Industrial Co., Ltd. 16,166 20,336 JPY 3,000 Nakayamafuku Co., Ltd. 25,757 18,541 JPY 4,200 Nippon Chemi-Con Corp. 154,493 95,968 JPY 11,200 Namco Bandai Holdings Inc. 273,718 800,372 JPY 500 Nippon Chemiphar Co., Ltd. 24,846 16,693 JPY 6,624 Namura Shipbuilding Co., Ltd. 54,062 13,140 JPY 16,500 Nippon Coke & Engineering Co., Ltd. 24,657 13,977 JPY 7,200 Nankai Electric Railway Co., Ltd. 177,706 223,851 Nippon Commercial Development JPY 1,300 Natori Co., Ltd. 26,575 29,009 JPY 1,100 Co. Ltd. 20,728 21,152 JPY 27,000 NEC Corp. 955,307 1,761,134 JPY 4,000 Nippon Concrete Industries Co., Ltd. 20,324 13,672 JPY 1,000 NEC Leasing Ltd. 22,309 25,020 JPY 16,400 Nippon Denko Co., Ltd. 66,856 35,066 NEC Networks & System JPY 5,800 Nippon Densetsu Kogyo Co., Ltd. 128,183 174,313 JPY 9,000 Integration Corp. 91,959 249,956 JPY 9,800 Nippon Electric Glass Co., Ltd. 348,334 208,992 JPY 8,000 NET One Systems Co., Ltd. 81,426 362,497 JPY 8,400 Nippon Express Co., Ltd. 538,810 591,332 JPY 4,700 Neturen Co., Ltd. 46,827 32,482 JPY 1,000 Nippon Filcon Co., Ltd. 11,546 6,467 JPY 14,700 Nexon Co., Ltd. 131,970 450,155 JPY 1,900 Nippon Fine Chemical Co., Ltd. 19,754 35,404 JPY 5,500 Next Co., Ltd. 53,280 29,444 JPY 7,900 Nippon Flour Mills Co., Ltd. 137,883 161,007 JPY 3,000 Nextage Co. Ltd. 40,716 32,816 JPY 7,800 Nippon Gas Co., Ltd. 230,110 455,310 JPY 19,900 NGK Insulators Ltd. 425,725 374,328 JPY 2,500 Nippon Hume Corp. 20,551 24,180 JPY 16,500 NGK Spark Plug Co., Ltd. 326,227 321,960 JPY 1,200 Nippon Jogesuido Sekkei Co., Ltd. 24,839 26,346 JPY 32,600 NHK Spring Co., Ltd. 352,675 287,839 JPY 15,100 Nippon Kayaku Co., Ltd. 176,130 214,456 JPY 800 Nice Holdings Inc. 21,897 8,030 JPY 1,900 Nippon Kodoshi Corp. 53,882 23,389 JPY 2,000 Nichia Steel Works Ltd. 5,709 6,916 JPY 2,200 Nippon Koei Co., Ltd. 84,490 83,562 JPY 11,700 Nichias Corp. 188,548 331,962 JPY 10,400 Nippon Konpo Unyu Soko Co., Ltd. 213,743 280,709 JPY 1,500 Nichiban Co., Ltd. 22,497 27,606 JPY 123,500 Nippon Light Metal Holdings Co., Ltd. 289,777 293,715 JPY 9,300 Nichicon Corp. 127,699 88,126 JPY 2,300 Nippon Meat Packers Inc. 100,693 125,651 JPY 1,600 Nichiden Corp. 26,055 47,497 JPY 2,700 Nippon Paint Co., Ltd. 94,354 267,353 JPY 3,900 Nichiha Corp. 110,855 113,112 JPY 16,646 Nippon Paper Industries Co., Ltd. 392,503 316,964 JPY 4,100 Nichii Gakkan Co. 31,714 86,114 JPY 7,700 Nippon Parking Development Co. Ltd. 16,628 13,536 JPY 6,600 Nichi-iko Pharmaceutical Co., Ltd. 112,364 108,654 JPY 4,700 Nippon Pillar Packing Co., Ltd. 79,115 82,142 JPY 17,500 Nichirei Corp. 197,675 692,305 JPY 2,100 Nippon Piston Ring Co., Ltd. 29,841 31,990 JPY 3,700 Nichireki Co., Ltd. 40,521 74,985 JPY 148 Nippon Prologis REIT Inc. 386,997 610,540 JPY 1,430 Nichirin Co., Ltd. 23,477 24,357 JPY 36 NIPPON REIT Investment Corp. 144,282 157,990 JPY 7,836 Nidec Corp. 281,785 716,683 JPY 900 Nippon Road Co. Ltd. 63,242 82,253 USD 5,200 Nidec Corp., ADR 29,028 118,424 JPY 7,000 Nippon Seiki Co., Ltd. 148,520 111,759 JPY 11,400 NifCo., Inc.. 180,681 331,098 JPY 600 Nippon Seisen Co., Ltd. 15,723 26,449 JPY 1,800 Nihon Chouzai Co., Ltd. 42,507 36,144 JPY 1,300 Nippon Sharyo Ltd. 42,706 41,250 JPY 1,800 Nihon Dempa Kogyo Co., Ltd. 15,110 7,696 JPY 21,800 Nippon Sheet Glass Co., Ltd. 381,693 103,345 JPY 600 Nihon Dengi Co. Ltd. 19,938 24,002 JPY 700 Nippon Shinyaku Co., Ltd. 61,899 77,568 JPY 900 Nihon Eslead Corp. 13,216 15,398 JPY 3,200 Nippon Shokubai Co., Ltd. 223,977 227,719 JPY 3,800 Nihon Flush Co. Ltd. 64,477 64,461 JPY 8,100 Nippon Signal Company Ltd. 107,275 115,765 JPY 1,700 Nihon Kagaku Sangyo Co., Ltd. 25,705 20,618 JPY 4,100 Nippon Soda Co. Ltd. 156,691 145,955 JPY 6,500 Nihon Kohden Corp. 97,994 296,593 JPY 49,560 Nippon Steel Corp. 1,357,562 635,788 JPY 7,700 Nihon M&A Center Inc. 99,017 475,407 JPY 2,612 Nippon Steel Trading Co., Ltd. 85,318 112,063 JPY 4,300 Nihon Nohyaku Co., Ltd. 23,454 25,409 JPY 57,900 Nippon Suisan Kaisha Ltd. 249,454 342,148 JPY 10,500 Nihon Parkerizing Co., Ltd. 104,121 143,190 JPY 1,400 Nippon Systemware Co., Ltd. 34,497 37,438 JPY 1,100 Nihon Plast Co., Ltd. 13,770 6,495 JPY 52,100 Nippon Telegraph & Telephone Corp. 1,472,665 1,648,001 JPY 800 Nihon Tokushu Toryo Co., Ltd. 16,320 9,994 JPY 18,100 Nippon Thompson Co. Ltd. 131,486 77,508 JPY 8,500 Nihon Unisys Ltd. 118,242 362,821 JPY 3,600 Nippon Valqua Industries Ltd. 100,893 87,884 JPY 800 Nihon Yamamura Glass Co., Ltd. 17,166 8,512 JPY 3,450 Nippon Yakin Kogyo Co., Ltd. 96,781 69,791 JPY 12,600 Nikkiso Co., Ltd. 153,865 163,481 JPY 27,300 Nippon Yusen KK 864,661 524,553 JPY 2,000 Nikko Co., Ltd. 9,946 16,160 JPY 6,300 Nippon Yusoki Co., Ltd. 57,477 75,802 JPY 18,900 Nikon Corp. 428,025 215,491 JPY 33,700 Nipro Corp. 410,577 507,046

The accompanying notes are an integral part of these financial statements 123 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 1,300 Nishikawa Rubber Co., Ltd. 30,691 23,177 JPY 2,500 Obara Corp. 81,251 103,538 JPY 8,100 Nishimatsu Construction Co., Ltd. 213,974 219,483 JPY 88,800 Obayashi Corp. 1,064,279 1,133,398 JPY 6,600 Nishimatsuya Chain Co., Ltd. 103,728 92,449 JPY 1,300 Obic Co., Ltd. 78,603 311,042 JPY 22,230 Nishi-Nippon Financial Holdings Inc. 341,017 203,976 JPY 15,600 Odakyu Electric Railway Co., Ltd. 342,714 520,101 JPY 4,800 Nishi-Nippon Railroad Co., Ltd. 130,328 176,823 JPY 7,900 Oenon Holdings Inc. 26,262 40,216 JPY 4,700 Nishio Rent All Co., Ltd. 147,412 131,857 JPY 5,600 Ogaki Kyoritsu Bank Ltd. 203,959 160,797 JPY 9,400 Nissan Chemical Industries Ltd. 230,688 656,565 JPY 900 Ohashi Technica Inc. 14,151 17,367 JPY 173,500 Nissan Motor Co., Ltd. 1,879,564 873,506 JPY 800 Ohsho Food Service Corp. 23,548 60,592 JPY 11,300 Nissan Shatai Co., Ltd. 131,470 132,410 JPY 1,500 Oiles Corp. 37,879 26,380 JPY 7,100 Nissan Tokyo Sales Holdings Co. Ltd. 32,307 22,920 JPY 1,300 Oita Bank Ltd. 74,246 39,046 JPY 1,800 Nissei ASB Machine Co., Ltd. 77,824 72,785 JPY 128,200 OJI Paper Co., Ltd. 748,922 811,985 JPY 2,000 Nissei Plastic Industrial Co. Ltd. 34,034 20,714 JPY 2,800 Okabe Co., Ltd. 19,319 28,704 JPY 7,700 Nissha Printing Co., Ltd. 142,476 98,468 JPY 1,000 Okamoto Industries Inc. 19,118 50,076 JPY 3,900 Nisshin Fudosan Co. 27,465 17,894 JPY 700 Okamoto Machine Tool Works Ltd. 32,304 18,708 JPY 3,100 Nisshin Oillio Group Ltd. 109,659 131,710 JPY 5,400 Okamura Corp. 87,374 50,934 JPY 4,320 Nisshin Seifun Group Inc. 94,475 87,572 JPY 29,000 Okasan Securities Group Inc. 222,316 119,131 JPY 19,200 Nisshinbo Holdings Inc. 285,610 189,628 JPY 21,900 Oki Electric Industry Co., Ltd. 392,153 287,239 JPY 2,200 Nissin Corp. 45,556 42,168 JPY 1,200 Okinawa Cellular Telephone Co., 47,749 62,365 JPY 7,800 Nissin Electric Co., Ltd. 71,250 103,431 JPY 5,261 Okinawa Electric Power Co. Inc. 67,588 118,952 JPY 300 Nissin Foods Holdings Co., Ltd. 20,731 36,085 JPY 900 OKK Corp. 15,314 4,745 JPY 6,200 Nissin Kogyo Co., Ltd. 96,187 171,201 JPY 3,600 OKUMA Corp. 164,459 210,186 JPY 1,800 Nissin Sugar Co., Ltd. 44,621 42,173 JPY 5,200 Okumura Corp. 245,741 162,743 JPY 6,900 Nisso Corp. 38,196 57,788 JPY 800 Okura Industrial Co., Ltd. 18,445 16,313 JPY 1,200 Nissui Pharmaceutical Co., Ltd. 17,805 17,633 JPY 3,000 Okuwa Co., Ltd. 40,200 62,555 JPY 2,600 Nitori Holdings Co., Ltd. 270,094 692,080 JPY 52,700 Olympus Corp. 738,028 1,377,437 JPY 1,200 Nitta Corp. 56,811 35,462 JPY 6,200 Omron Corp. 207,342 563,767 JPY 2,500 Nitta Gelatin Inc. 22,288 20,870 JPY 7,100 Ono Pharmaceutical Co., Ltd. 190,339 281,329 JPY 800 Nittetsu Mining Co., Ltd. 39,370 44,314 JPY 2,200 Onoken Co., Ltd. 33,668 34,030 JPY 11,300 Nitto Denko Corp. 675,631 869,682 JPY 20,000 Onward Holdings Co., Ltd. 197,270 80,247 JPY 4,700 Nitto Kogyo Corp. 82,002 114,646 JPY 61 Ooedo Onsen Reit Investment Corp. 63,524 50,650 JPY 1,100 Nitto Kohki Co., Ltd. 34,310 24,696 JPY 2,000 Open Door Inc. 53,965 32,968 JPY 3,400 Nitto Seiko Co., Ltd. 17,268 19,696 JPY 10,400 Open House Co., Ltd. 134,174 484,173 JPY 2,100 Nittoc Construction Co., Ltd. 11,294 19,950 JPY 3,800 Optex Co., Ltd. 78,666 58,803 JPY 13,950 NKSJ Holdings Inc. 623,109 651,969 JPY 900 Oracle Corp. Japan 38,044 144,926 JPY 3,300 Noda Corp. 44,475 26,285 JPY 600 Organo Corp. 21,728 44,069 JPY 1,200 Noevir Holdings Co., Ltd. 95,997 69,649 JPY 96,100 Orient Corp. 196,030 143,586 JPY 6,200 NOF Corp. 75,255 291,425 JPY 3,900 Oriental Land Co., Ltd. 149,977 699,670 JPY 2,000 Nohmi Bosai Ltd. 12,682 52,758 JPY 600 Origin Electric Co., Ltd. 10,634 11,517 JPY 4,900 Nojima Corp. 115,993 168,350 JPY 87,700 ORIX Corp. 1,562,667 1,478,425 JPY 8,700 NOK Corp. 162,043 147,113 USD 5,880 ORIX Corp., ADR 197,238 491,736 JPY 6,100 Nomura Co., Ltd. 50,151 69,189 JPY 199 Orix JREIT Inc. 350,222 356,112 JPY 128,300 Nomura Holdings Inc. 960,689 782,698 JPY 13,700 Osaka Gas Co., Ltd. 301,723 367,650 JPY 16,700 Nomura Real Estate Holdings Inc. 364,675 422,095 JPY 1,600 Osaka Organic Chemical Industry Ltd. 16,476 51,694 JPY 164 Nomura Real Estate Master Fund Inc. 274,279 266,665 JPY 1,300 Osaka Steel Co., Ltd. 27,150 19,832 JPY 14,751 Nomura Research Institute Ltd. 165,855 546,967 OSAKA Titanium Technologies JPY 1,700 Noritake Co., Ltd. 92,769 75,425 JPY 3,200 Co. Ltd. 60,184 37,809 JPY 4,500 Noritsu Koki Co. Ltd. 123,289 85,563 JPY 8,000 Osaki Electric Co., Ltd. 91,271 50,786 JPY 4,900 Noritz Corp. 106,768 81,035 JPY 14,100 OSG Corp. 312,791 293,677 USD 4,400 Normura Holdings Inc., ADR 49,821 26,522 JPY 17,600 OSJB Holdings Corp. 54,843 51,347 JPY 51,500 North Pacific Bank Ltd. 255,071 135,165 JPY 6,700 Otsuka Corp. 259,524 480,410 JPY 1,700 Nozawa Corp. 26,257 13,157 JPY 8,000 Otsuka Holdings Co., Ltd. 446,753 473,337 JPY 4,600 NS Solutions Corp. 86,171 170,836 JPY 600 OUG Holdings Inc. 18,203 20,424 JPY 500 NS Tool Co Ltd. 14,580 17,154 JPY 23,800 Outsourcing Inc. 281,214 205,973 JPY 900 NS United Kaiun Kaisha Ltd. 27,266 16,905 JPY 2,000 Oyo Corp. 26,759 35,489 JPY 9,660 NSD Co., Ltd. 83,054 224,179 JPY 700 Ozu Corp. 19,365 15,043 JPY 39,900 NSK Ltd. 455,248 404,240 JPY 10,600 Pacific Industrial Co., Ltd. 108,823 126,898 JPY 88,600 NTN Corp. 479,116 241,607 JPY 2,600 Pacific Metals Co., Ltd. 98,543 50,631 JPY 54,100 NTT Data Corp. 590,544 821,161 JPY 5,100 PAL GROUP Holdings Co., Ltd. 80,610 83,520 JPY 70,700 NTT DoCoMo Inc. 1,952,209 2,548,154 JPY 2,050 Paltac Corp. 58,799 128,393

The accompanying notes are an integral part of these financial statements 124 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 221,548 Panasonic Corp. 2,556,697 2,637,512 JPY 3,500 Rock Field Co., Ltd. 48,198 57,382 JPY 2,400 Paramount Bed Holdings Co., Ltd. 101,248 133,122 JPY 3,500 Rohm Co. Ltd. 380,392 315,942 JPY 3,200 Paris Miki Holdings Inc. 16,668 12,301 JPY 6,700 Rohto Pharmaceutical Co., Ltd. 169,264 288,936 JPY 10,900 Park24 Co., Ltd. 234,567 253,711 JPY 2,500 Rokko Butter Co., Ltd. 67,039 48,414 JPY 3,200 Pasona Group Inc. 16,992 48,250 JPY 1,400 Roland DG Corp. 46,103 21,851 JPY 3,460 PC Depot Corp. 36,600 33,260 JPY 1,900 Rorze Corp. 51,144 128,821 Pegasus Sewing Machine JPY 14,900 Round One Corp. 145,806 146,283 JPY 5,300 Manufacturing Co., Ltd. 41,804 21,453 JPY 4,200 Royal Holdings Co., Ltd. 93,616 99,315 JPY 66,800 Penta-Ocean Construction Co., Ltd. 334,095 489,753 JPY 1,000 RS Technologies Co Ltd. 38,321 43,805 JPY 1,000 Pepper Food Service Co. Ltd. 65,531 6,735 JPY 3,200 Ryobi Ltd. 76,223 48,746 JPY 2,700 PeptiDream Inc. 123,229 168,891 JPY 1,500 Ryoden Trading Co., Ltd. 19,156 27,702 JPY 7,500 Pigeon Corp. 259,988 394,097 JPY 33,600 Ryohin Keikaku Co., Ltd. 536,548 648,816 JPY 3,800 Pilot Corp. 101,269 156,945 JPY 2,700 Ryosan Co. Ltd. 115,907 75,558 JPY 4,400 Piolax Inc. 112,612 89,359 JPY 1,800 Ryoshoku Ltd. 63,874 62,430 JPY 400 Plenus Co., Ltd. 8,649 9,016 JPY 2,800 Ryoyo Electro Corp. 62,102 103,080 JPY 6,600 Point Inc. 166,010 142,466 JPY 2,400 S Foods Inc. 83,679 79,600 JPY 4,300 Pola Orbis Holdings Inc. 73,555 101,918 JPY 1,900 Sacs Bar Holdings Inc. 27,714 14,435 JPY 2,800 Poletowin Pitcrew Holdings Inc. 12,599 31,782 JPY 5,100 Sagami Railway Co., Ltd. 99,324 184,798 JPY 2,000 Posful Corp. 15,562 21,026 JPY 2,200 Saibu Gas Co., Ltd. 63,773 74,596 JPY 128 Premier Investment Co. 185,208 193,058 JPY 4,300 Saizeriya Co., Ltd. 93,957 113,128 JPY 1,600 Premium Group Co., Ltd. 31,934 38,187 JPY 1,800 Sakai Chemical Industry Co., Ltd. 41,556 46,249 JPY 13,800 Press Kogyo Co., Ltd. 70,876 50,910 JPY 900 Sakai Heavy Industries Ltd. 35,351 23,815 JPY 10,400 Pressance Corp. 142,242 155,674 JPY 1,300 Sakai Moving Service Co., Ltd. 48,877 90,052 JPY 10,400 Prestige International Inc. 24,752 106,383 JPY 800 Sakai Ovex Co., Ltd. 18,307 22,771 JPY 7,100 Prima Meat Packers Ltd. 118,511 258,871 JPY 4,000 Sakata INX Corp. 64,951 51,889 JPY 1,600 Pronexus Inc. 10,091 24,599 JPY 13,900 Sala Corp. 110,758 99,430 JPY 3,200 Proto Corp. 29,461 40,532 JPY 8,100 SAMTY Co., Ltd. 112,082 140,092 JPY 3,800 PS Mitsubishi Construction Co., Ltd. 16,035 25,076 JPY 1,600 San Holdings Inc. 24,295 24,600 JPY 4,600 Punch Industry Co., Ltd. 65,258 24,199 JPY 3,340 San ju San Financial Group Inc. 85,190 55,712 JPY 5,700 Qol Co., Ltd. 101,171 81,345 JPY 2,200 San-A Co., Ltd. 81,130 114,493 JPY 11,900 QP Corp. 322,403 304,435 JPY 7,900 San-Ai Oil Co., Ltd. 77,618 96,970 JPY 6,900 Raito Kogyo Co., Ltd. 15,414 124,179 JPY 3,000 Sanden Corp. 63,781 13,050 JPY 1,600 Rakus Co Ltd. 29,721 38,393 JPY 2,300 Sanei Architecture Planning Co., Ltd. 44,645 37,690 JPY 84,200 Rakuten Inc. 887,409 1,009,705 JPY 4,700 Sangetsu Corp. 107,832 90,353 JPY 2,700 Rasa Corp. 29,443 31,009 JPY 5,699 Sanken Electric Company, Ltd. 212,153 152,353 JPY 1,600 Rasa Industries Ltd. 20,605 31,010 JPY 5,500 Sanki Engineering Co. Ltd. 77,277 85,594 JPY 2,100 Raysum Co., Ltd. 17,189 25,150 JPY 3,500 Sanko Gosei Ltd. 24,373 12,746 JPY 67,900 Recruit Holdings Co., Ltd. 2,581,652 3,170,141 JPY 1,000 Sanko Metal Industrial Co. Ltd. 47,269 26,794 JPY 8,500 Relo Holdings Inc. 123,878 217,749 JPY 3,200 Sankyo Co., Ltd. 152,240 105,157 JPY 2,900 Renaissance Inc. 25,792 36,674 JPY 400 Sankyo Frontier Co., Ltd. 15,932 16,917 JPY 98,200 Renesas Electronics Corp. 741,761 685,303 JPY 3,700 Sankyo Seiko Co., Ltd. 14,687 20,677 JPY 36,800 Rengo Co., Ltd. 253,797 407,264 JPY 3,000 Sankyo Tateyama Inc. 52,779 36,309 JPY 5,000 RENOVA Inc. 66,902 59,322 JPY 8,600 Sankyu Inc. 241,741 440,055 JPY 109,400 Resona Holdings Inc. 645,383 508,227 JPY 2,600 Sanoh Industrial Co., Ltd. 15,362 22,130 JPY 15,300 Resorttrust Inc. 266,175 269,582 JPY 1,300 Sansei Landic Co. Ltd. 18,856 13,864 JPY 3,400 Rheon Automatic Machinery Co., Ltd. 65,638 53,137 JPY 2,200 Sansei Yusoki Company Ltd. 24,215 18,728 JPY 700 Rhythm Watch Co., Ltd. 13,337 5,401 JPY 2,700 Sanshin Electronics Co. Ltd. 61,056 52,365 JPY 39,300 Ricoh Co., Ltd. 535,064 382,846 JPY 15,900 Santen Pharmaceutical Co., Ltd. 206,361 397,386 JPY 2,400 Ricoh Leasing Co., Ltd. 66,690 89,921 JPY 27,200 Sanwa Shutter Corp. 207,263 331,847 JPY 1,200 Right On Co., Ltd. 16,256 9,138 JPY 2,500 Sanyo Chemical Industries Ltd. 123,061 146,260 JPY 1,100 Riken Corp. 52,144 41,461 JPY 1,400 Sanyo Denki Co., Ltd. 68,050 85,901 JPY 1,700 Riken Keiki Co. Ltd. 48,355 51,103 JPY 1,200 Sanyo Electric Railway Co., Ltd. 31,563 33,232 JPY 3,000 Riken Technos Corp. 14,090 16,067 JPY 1,500 Sanyo Engineering & Construction Inc. 15,487 11,273 JPY 2,000 Riken Vitamin Co., Ltd. 34,874 57,394 JPY 900 Sanyo Housing Nagoya 12,687 9,854 JPY 2,700 Ringer Hut Co., Ltd. 74,369 79,702 JPY 1,100 Sanyo Shokai Ltd. 37,025 9,895 JPY 1,000 Rinnai Corp. 98,965 113,690 JPY 3,400 Sanyo Special Steel Co., Ltd. 85,121 38,050 JPY 1,100 Rion Co., Ltd. 15,954 30,431 JPY 2,400 Sanyo Trading Co., Ltd. 28,302 30,542 JPY 1,600 Riso Kagaku Corp. 21,581 30,030 JPY 12,600 Sapporo Holdings Ltd. 286,552 321,675 JPY 8,400 Riso Kyoiku Co Ltd. 46,734 34,457 JPY 4,300 Sato Corp. 112,240 126,952

The accompanying notes are an integral part of these financial statements 125 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 1,800 Sato Shoji Corp. 23,242 19,906 Shindengen Electric Manufacturing JPY 1,800 Satori Electric Co., Ltd. 17,848 18,867 JPY 1,500 Co., Ltd. 108,122 40,715 JPY 2,200 Sawada Holdings Co., Ltd. 24,508 25,227 JPY 15,600 Shin-Etsu Chemical Co., Ltd. 1,170,643 2,485,561 JPY 5,700 Sawai Pharmaceutical Co., Ltd. 356,720 397,737 JPY 7,800 Shin-Etsu Polymer Co. Ltd. 91,269 86,730 JPY 600 Saxa Holdings Inc. 15,129 12,787 JPY 10,400 Shinko Electric Industries Co., Ltd. 91,232 191,666 JPY 18,090 SBI Holdings Inc. 218,928 532,945 JPY 4,400 Shinko Plantech Co., Ltd. 37,509 67,510 JPY 4,200 SBS Holdings Inc. 39,962 117,710 JPY 5,200 Shinko Shoji Co. Ltd. 64,045 54,991 JPY 500 SEC Carbon Ltd. 57,723 42,019 JPY 13,600 Shinmaywa Industries Ltd. 106,939 173,500 JPY 5,700 Secom Co., Ltd. 432,089 678,985 JPY 3,400 Shinnihon Corp. 16,172 36,075 JPY 525 Secom Joshinetsu Co., Ltd. 22,612 22,954 JPY 8,000 Shinoken Group Co., Ltd. 99,527 87,842 JPY 5,100 Seed Co., Ltd. 44,002 47,319 JPY 12,300 Shinsei Bank Ltd. 237,497 201,973 JPY 7,800 Sega Sammy Holdings Inc. 126,818 126,937 JPY 1,300 Shinsho Corp. 35,048 32,461 JPY 24,300 Seibu Holdings Inc. 479,482 359,332 JPY 800 Shinwa Co. Ltd. 24,321 19,825 JPY 700 Seika Corp. 14,213 10,937 JPY 10,600 Shionogi & Co., Ltd. 597,793 902,773 JPY 3,700 Seikagaku Corp. 68,694 52,771 JPY 5,100 Ship Healthcare Holdings Inc. 106,088 289,769 JPY 5,400 Seikitokyu Kogyo Co., Ltd. 35,077 51,592 JPY 20,600 Shiseido Co., Ltd. 1,311,751 1,782,056 JPY 26,600 Seiko Epson Corp. 421,458 413,692 JPY 1,900 Shizuki Electric Co. Inc. 16,847 14,021 JPY 5,100 Seiko Holdings Corp. 127,749 110,394 JPY 8,400 Shizuoka Gas Co., Ltd. 69,655 104,519 JPY 2,900 Seiko PMC Corp. 40,039 25,403 JPY 2,700 Shobunsha Publications Inc. 22,781 13,611 JPY 15,800 Seino Holdings Corp. 294,926 279,614 JPY 3,600 Shoei Co., Ltd. 40,615 122,440 JPY 10,200 Seiren Co., Ltd. 133,888 174,988 JPY 26,150 Hulic Co., Ltd. 307,479 335,170 JPY 40,000 Sekisui Chemical Co., Ltd. 490,290 778,057 JPY 2,000 Shoei Foods Corp. 82,841 105,901 JPY 27,200 Sekisui House Ltd. 366,948 705,015 JPY 800 Shofu Inc. 10,524 15,160 JPY 280 Sekisui House Reit Inc. 224,604 243,975 JPY 13,100 Showa Corp. 170,076 367,590 JPY 3,100 Sekisui Jushi Corp. 62,583 84,674 JPY 27,400 Showa Denko KK 629,224 839,622 JPY 3,000 Sekisui Plastics Co., Ltd. 16,176 21,909 JPY 3,400 Showa Sangyo Co., Ltd. 91,329 141,431 JPY 22,400 Senko Co., Ltd. 153,660 226,036 JPY 20 SIA REIT Inc. 43,738 65,313 JPY 1,100 Senshu Electric Co., Ltd. 31,092 39,296 JPY 10,000 Siix Corp. 162,737 124,956 JPY 34,320 Senshu Ikeda Holdings Inc. 214,309 69,524 JPY 1,000 Sinanen Co., Ltd. 24,857 34,470 JPY 2,900 Senshukai Co., Ltd. 30,615 12,660 JPY 3,400 Sinfonia Technology Co., Ltd. 59,447 44,096 JPY 4,500 Seria Co., Ltd. 114,177 217,896 JPY 2,300 Sinko Industries Ltd. 36,244 42,205 JPY 55,700 Seven & I Holdings Co., Ltd. 2,428,126 2,473,755 JPY 4,700 Sintokogio Ltd. 75,841 46,918 JPY 92,800 Seven Bank Ltd. 355,383 345,306 JPY 2,900 SK-Electronics Co. Ltd. 38,273 40,586 JPY 1,000 SFP Dining Co., Ltd. 17,365 19,655 JPY 21,400 Sky Perfect Jsat Corp. 114,932 107,998 JPY 3,200 SG Holdings Co., Ltd. 118,194 141,772 JPY 22,700 Skylark Co., Ltd. 476,667 489,632 JPY 18,800 Sharp Corp. 380,837 273,723 JPY 700 SMC Corp. 159,846 488,392 JPY 1,100 Shibaura Electronics Co., Ltd. 50,496 28,343 JPY 800 SMK Corp. 41,218 26,236 JPY 1,300 Shibaura Mechatronics Corp. 64,711 46,787 JPY 3,600 SMS Co., Ltd.. 32,884 109,983 JPY 2,000 Shibusawa Warehouse Co., Ltd. 48,423 52,374 JPY 4,400 SNT Corp. 18,382 13,179 JPY 1,900 Shibuya Kogyo Co., Ltd. 49,788 67,326 JPY 2,500 Soda Nikka Co., Ltd. 16,757 16,079 JPY 2,100 Shidax Corp. 12,983 6,397 JPY 9,100 Sodick Co., Ltd. 101,085 91,589 JPY 500 SHIFT Inc. 29,903 69,320 JPY 73,800 Softbank Corp. 1,303,059 1,277,063 JPY 7,168 Shiga Bank Ltd. 230,929 216,735 JPY 111,518 Softbank Group Corp. 4,487,542 7,634,631 JPY 4,800 Shikoku Bank Ltd. 83,386 47,607 JPY 2,700 Softbank Technology Corp. 61,252 126,302 JPY 4,000 Shikoku Chemicals Corp. 18,501 54,897 JPY 300 Software Service Inc. 26,667 42,577 JPY 14,000 Shikoku Electric Power Co. Inc. 241,145 139,853 JPY 4,200 Sohgo Security Services Co., Ltd. 174,749 266,244 JPY 5,200 Shima Seiki Manufacturing Ltd. 168,154 100,975 JPY 80,900 Sojitz Corp. 238,835 240,054 JPY 4,400 Shimachu Co., Ltd. 134,720 166,020 Soken Chemical & Engineering JPY 2,000 Co., Ltd. 63,049 31,133 JPY 7,000 Shimadzu Corp. 87,602 253,710 JPY 3,500 Solasto Corp. 46,689 47,346 JPY 2,700 Shimamura Co., Ltd. 341,327 248,275 JPY 55,900 Sony Corp. 1,899,830 5,238,717 JPY 1,400 Shimano Inc. 155,179 365,474 USD 24,188 Sony Corp., ADR 797,651 2,270,078 JPY 1,500 Shimizu Bank Ltd. 45,384 33,639 JPY 8,200 Sony Financial Holdings Inc. 179,741 268,790 JPY 65,600 Shimizu Corp. 678,725 733,676 JPY 2,420 Space Co., Ltd. 36,308 29,574 JPY 1,300 Shimojima Co., Ltd. 16,973 19,186 JPY 10,100 Space Value Holdings Co Ltd. 100,221 44,646 Shin Nippon Air Technologies JPY 1,400 Co., Ltd. 22,124 41,878 JPY 11,100 Sparx Group Co., Ltd. 29,372 30,328 Shin Nippon Biomedical JPY 7,500 S-Pool Inc. 54,984 69,943 JPY 6,800 Laboratories Ltd. 48,435 55,620 JPY 3,500 Square Enix Co., Ltd. 60,451 240,737 JPY 500 Shinagawa Refractories Co., Ltd. 14,289 13,909 JPY 1,500 SRA Holdings 24,327 45,221

The accompanying notes are an integral part of these financial statements 126 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 3,900 Srg Takamiya Co. Ltd. 25,417 26,610 JPY 2,500 T&K Toka Co, Ltd. 27,530 25,807 JPY 3,600 St Marc Holdings Co., Ltd. 103,956 75,403 JPY 1,800 Tachibana Eletech Co., Ltd. 26,999 39,386 JPY 10,400 Stanley Electric Co., Ltd. 282,477 341,790 JPY 1,500 Tachikawa Corp. 20,507 24,573 JPY 55 Star Asian Investment Corp. 65,852 66,057 JPY 5,900 Tachi-S Co., Ltd. 117,085 64,639 JPY 1,600 Star Mica Holdings Co Ltd. 29,283 27,193 JPY 13,700 Tadano Ltd. 159,854 155,414 JPY 5,400 Star Micronics Co., Ltd. 92,835 81,967 JPY 2,500 Taihei Dengyo Kaisha Ltd. 62,966 72,592 JPY 2,700 Start Today Co., Ltd. 36,052 81,713 JPY 24,047 Taiheiyo Cement Corp. 849,644 758,511 JPY 5,700 Starts Corp. Inc. 124,064 158,844 JPY 1,500 Taiheiyo Kouhatsu Inc. 16,993 11,722 JPY 8 Starts Proceed Investment Corp. 17,415 20,693 JPY 2,400 Taiho Kogyo Co., Ltd. 28,767 16,023 JPY 700 Starzen Co., Ltd. 24,734 37,412 JPY 3,400 Taikisha Ltd. 139,980 127,936 JPY 2,300 Stella Chemifa Corp. 65,657 70,385 JPY 700 Taiko Bank Ltd. 16,903 13,646 JPY 900 Step Co. Ltd. 18,351 17,141 JPY 21,060 Taisei Corp. 919,755 1,042,038 JPY 1,500 Studio Alice Co., Ltd. 40,498 29,756 JPY 700 Taisei Lamick Co., Ltd. 24,205 24,472 JPY 300 Subaru Enterprise Co. Ltd. 24,337 31,312 Taisho Pharmaceutical Holdings JPY 2,700 Sugi Pharmacy Co., Ltd. 144,177 248,576 JPY 1,100 Co., Ltd. 96,893 91,644 JPY 1,600 Sugimoto & Co., Ltd. 23,836 37,515 JPY 1,800 Taiyo Ink Manufacturing Co., Ltd. 70,946 112,847 JPY 45,800 Sumco Corp. 661,275 955,940 JPY 15,100 Taiyo Nippon Sanso Corp. 190,958 342,816 JPY 4,900 Sumida Corp. 94,442 47,540 JPY 21,800 Taiyo Yuden Co., Ltd. 360,705 925,475 JPY 300 Suminoe Textile Co., Ltd. 7,625 7,823 JPY 200 Takachiho Koheki Co., Ltd. 2,021 2,354 JPY 2,003 Sumisho Computer Systems Corp. 119,908 133,041 Takamatsu Construction Group JPY 1,700 Co. Ltd. 58,755 51,685 JPY 4,100 Sumitomo Bakelite Co., Ltd. 124,240 157,205 JPY 1,200 Takano Co. Ltd. 15,875 10,503 JPY 176,000 Sumitomo Chemical Co., Ltd. 924,002 718,919 JPY 1,300 Takaoka Toko Holdings Co., Ltd. 26,900 16,674 JPY 44,100 Sumitomo Corp. 837,966 688,596 Sumitomo Dainippon Pharma JPY 1,500 Takara Holdings Inc. 21,999 18,226 JPY 11,900 Co., Ltd. 249,995 223,877 JPY 21,800 Takara Leben Co., Ltd. 127,853 99,238 JPY 2,400 Sumitomo Densetsu Co., Ltd. 35,590 72,388 JPY 2,000 Takara Printing Co. Ltd. 39,808 45,873 JPY 56,300 Sumitomo Electric Industries Ltd. 805,131 881,712 JPY 5,200 Takara Standard Co., Ltd. 78,898 100,127 JPY 24,400 Sumitomo Forestry Co., Ltd. 379,507 416,755 JPY 1,800 Takasago International Corp. 51,134 48,849 JPY 19,300 Sumitomo Heavy Industries Ltd. 589,219 573,062 Takasago Thermal Engineering JPY 11,200 Sumitomo Metal Mining Co., Ltd. 487,461 428,327 JPY 3,700 Co. Ltd. 86,173 73,879 Sumitomo Mitsui Construction JPY 400 Takashima & Co., Ltd. 11,571 8,906 JPY 39,480 Co., Ltd. 257,894 233,727 JPY 18,000 Takashimaya Co., Ltd. 382,155 204,622 Sumitomo Mitsui Financial JPY 4,380 Take And Give Needs Co., Ltd. 59,381 34,640 JPY 50,902 Group Inc. 2,331,905 1,950,266 JPY 1,300 TAKEBISHI CORP. 28,197 24,458 JPY 7,100 Sumitomo Osaka Cement Co., Ltd. 280,597 339,631 JPY 35,723 Takeda Pharmaceutical Co., Ltd. 1,997,626 1,742,428 Sumitomo Precision Products JPY 5,400 Takeei Corp. 56,214 73,136 JPY 300 Co., Ltd. 12,769 8,373 TAKEUCHI MANUFACTURING Sumitomo Realty & Development JPY 7,800 Co., Ltd. 174,177 176,671 JPY 14,400 Co., Ltd. 540,552 539,620 JPY 600 Takihyo Co., Ltd. 16,544 14,049 JPY 33,784 Sumitomo Rubber Industries Ltd. 538,497 454,274 JPY 3,000 Takiron Co., Ltd. 10,841 26,514 JPY 1,200 Sumitomo Seika Chemicals Co., Ltd. 37,926 53,069 JPY 1,100 Takisawa Machine Tool Co., Ltd. 26,308 13,984 JPY 10,400 Sumitomo Warehouse Co., Ltd. 159,803 170,463 JPY 7,100 Takuma Co., Ltd. 68,051 132,934 JPY 7,800 SUN FRONTIER FUDOS NPV 92,737 84,357 JPY 2,900 Tama Home Co., Ltd. 22,906 45,017 JPY 2,000 Suncall Corp. 12,023 11,084 JPY 1,800 Tamron Co. Ltd. 42,501 42,271 JPY 7,100 Sundrug Co., Ltd. 219,116 319,010 JPY 11,000 Tamura Corp. 48,538 63,336 JPY 5,700 Suntory Beverage & Food Ltd. 326,654 301,937 JPY 4,950 Tanseisha Co., Ltd. 20,609 46,959 JPY 1,300 Sun-Wa Technos Corp. 29,848 14,949 Tatsuta Electric Wire and Cable JPY 22,400 Suruga Bank Ltd. 366,785 106,889 JPY 11,800 Co., Ltd. 65,907 85,420 JPY 3,800 SURUGA CO., LTD. 54,360 77,665 JPY 3,000 Tayca Corp. 33,562 52,360 JPY 7,200 Sushiro Global Holdings Ltd. 148,195 216,733 JPY 2,000 TBK Co., Ltd. 11,435 11,278 JPY 2,470 Suzuken Co., Ltd. 114,976 125,278 JPY 1,400 TDC Software Engineering Inc. 8,824 17,672 JPY 2,600 Suzuki Co. Ltd. 37,074 23,392 JPY 13,700 TDK Corp. 986,736 1,851,579 JPY 30,600 Suzuki Motor Corp. 1,058,519 1,418,524 JPY 2,200 TechMatrix Corp. 30,827 52,129 JPY 3,300 SWCC Showa Holdings Co., Ltd. 37,507 47,917 JPY 2,200 Techno Ryowa Ltd. 25,982 24,917 JPY 7,300 Sysmex Corp. 522,183 760,749 JPY 2,800 TechnoPro Holdings Inc. 149,889 219,447 JPY 4,000 Systena Corp. 72,445 72,129 JPY 35,300 Teijin Ltd. 711,079 763,021 JPY 3,300 Syuppin Co., Ltd. 29,096 30,169 Teikoku Electric Manufacturing JPY 3,900 T Hasegawa Co., Ltd. 93,342 118,520 JPY 1,800 Co., Ltd. 29,023 28,225 JPY 700 T RAD Co., Ltd. 33,144 11,727 JPY 3,500 Teikoku Piston Ring Co., Ltd. 73,468 59,280 JPY 34,000 T&D Holdings Inc. 564,432 396,466 JPY 2,200 Teikoku Sen-I Co. Ltd. 59,668 63,488

The accompanying notes are an integral part of these financial statements 127 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 1,500 Teikoku Tsushin Kogyo Co. Ltd. 22,358 22,665 JPY 12,800 Tokuyama Corp. 385,386 411,158 JPY 2,400 Tekken Corp. 79,793 62,555 Tokyo Broadcasting System JPY 14,600 Temp Holdings Co., Ltd. 235,299 273,270 JPY 5,000 Holdings Inc. 130,433 108,584 JPY 2,300 Tenma Corp. 43,214 48,162 JPY 15,200 Tokyo Dome Corp. 163,515 148,295 JPY 2,800 Teraoka Seisakusho Co. Ltd. 27,454 13,712 JPY 1,100 Tokyo Electron Device Ltd. 19,616 49,808 JPY 16,000 Terumo Corp. 423,001 826,789 JPY 7,700 Tokyo Electron Ltd. 1,219,599 2,579,355 JPY 2,600 T-Gaia Corp. 25,600 66,717 JPY 3,900 Tokyo Energy & Systems Inc. 55,164 38,671 JPY 3,300 The Akita Bank Ltd. 129,331 60,358 JPY 15,900 Tokyo Gas Co., Ltd. 437,557 516,867 JPY 20,000 The Chugoku Electric Power Co. Inc. 327,926 361,994 JPY 2,400 Tokyo Keiki Inc. 34,547 29,783 JPY 1,400 The Chukyo Bank Ltd. 36,646 37,907 JPY 3,000 Tokyo Ohka Kogyo Co., Ltd. 127,136 204,253 JPY 3,300 The Fukui Bank Ltd. 94,470 69,759 JPY 1,900 Tokyo Rope Manufacturing Co., Ltd. 40,280 13,626 JPY 30,900 The Kansai Electric Power Co. Inc. 518,142 406,495 JPY 2,700 Tokyo Sangyo Co. Ltd. 15,145 17,498 JPY 8,800 The Kanto Tsukuba Bank Ltd. 46,746 19,556 JPY 6,100 Tokyo Seimitsu Co., Ltd. 160,261 265,645 JPY 1,300 The Kita-Nippon Bank Ltd. 43,491 31,879 JPY 17,500 Tokyo Steel Manufacturing Co., Ltd. 149,327 136,821 JPY 1,900 The Miyazaki Bank Ltd. 67,926 57,166 JPY 25,900 Tokyo Tatemono Co., Ltd. 427,034 404,713 JPY 4,700 The Nanto Bank Ltd. 219,280 124,231 JPY 4,714 Tokyo TY Financial Group Inc. 188,300 65,577 JPY 1,000 The Pack Corp. 25,371 39,456 JPY 1,800 Tokyotokeiba Co., Ltd. 56,195 81,437 JPY 24,800 The San-In Godo Bank Ltd. 228,820 169,933 JPY 20,700 Tokyu Corp. 309,560 395,637 JPY 25,000 The Shizuoka Bank Ltd. 260,930 218,338 JPY 77,531 Tokyu Fudosan Holdings Corp. 510,914 495,178 JPY 34,100 The Toho Bank Ltd. 139,202 96,074 JPY 800 Tokyu Recreation Co., Ltd. 45,296 47,362 JPY 87,400 The Tokyo Electric Power Co. Inc. 613,741 365,005 JPY 86 Tokyu REIT Inc. 128,947 159,802 JPY 1,900 The Torigoe Co., Ltd. 20,021 21,262 JPY 9,600 Toli Corp. 28,795 32,857 JPY 4,200 The Yamagata Bank Ltd. 107,823 70,467 JPY 700 Tomato Bank Ltd. 15,620 9,036 JPY 24,300 The Yokohama Rubber Co., Ltd. 466,958 466,477 JPY 600 Tomen Devices Corp. 20,786 28,063 JPY 10,600 THK Co., Ltd. 290,916 358,292 JPY 1,900 Tomoe Corp. 9,085 8,146 JPY 1,400 Tigers Polymer Corp. 14,167 8,729 JPY 800 Tomoe Engineering Co., Ltd. 15,977 18,598 JPY 1,000 TKC Corp. 50,647 71,974 JPY 1,400 Tomoku Co., Ltd. 17,104 31,162 JPY 1,300 Toa Corp. 13,289 11,921 JPY 25,900 TOMONY Holdings Inc. 151,867 113,088 JPY 3,700 Toa Corp. 71,703 72,917 JPY 15,600 Tomy Co., Ltd. 157,911 167,439 JPY 1,900 Toa Oil Co., Ltd. 29,809 48,794 JPY 700 Tonami Transportation Co., Ltd. 16,693 49,941 JPY 500 TOA ROAD Corp. 21,831 20,598 JPY 20,400 Topcon Corp. 327,246 224,015 JPY 17,200 Toagosei Co., Ltd. 227,931 229,354 JPY 9,800 Toppan Forms Company Ltd. 126,512 132,125 JPY 2,390 Tobishima Corp. 46,450 31,614 JPY 9,000 Toppan Printing Co., Ltd. 185,301 204,280 JPY 10,100 Tobu Railway Co., Ltd. 340,264 453,031 JPY 5,400 Topre Corp. 91,533 82,176 JPY 8,600 TOC Co. Ltd. 83,336 73,911 JPY 2,500 Topy Industries Ltd. 67,941 38,561 JPY 15,300 Tocalo Co., Ltd. 124,858 224,365 JPY 112,100 Toray Industries Inc. 969,598 718,330 JPY 12,200 Tochigi Bank Ltd. 62,493 25,076 JPY 2,500 Torex Semiconductor Ltd. 51,656 42,468 JPY 39,400 Toda Corp. 334,246 346,024 JPY 11,200 Toridoll.corp. 136,043 171,080 JPY 400 Toda Kogyo Corp. 15,076 9,778 JPY 900 Toei Animation Co., Ltd. 19,152 57,269 JPY 2,300 Torii Pharmaceutical Co., Ltd. 59,883 89,731 JPY 500 Toei Co., Ltd. 56,439 90,887 Torishima Pump Manufacturing JPY 2,000 Co., Ltd. 21,914 20,290 JPY 1,400 Toenec Corp. 40,916 65,898 JPY 8,200 Tosei Corp. 77,894 117,761 JPY 3,200 Toho Co., Ltd. 47,154 156,923 JPY 21 Tosei Reit Investment Corp. 29,371 27,974 JPY 800 Toho Co., Ltd./Kobe 14,973 19,053 JPY 6,500 Toshiba Corp. 209,377 283,086 JPY 6,000 Toho Gas Co., Ltd. 167,939 407,140 JPY 4,000 Toshiba Machine Co., Ltd. 103,992 109,048 JPY 6,500 Toho Holdings Co., Ltd. 165,747 164,925 JPY 5,000 Toshiba TEC Corp. 114,319 260,268 JPY 4,900 Toho Titanium Co., Ltd. 49,015 40,308 JPY 600 Tosho Co., Ltd. 17,169 9,688 JPY 2,500 Toho Zinc Co., Ltd. 136,063 48,597 JPY 18,000 Tohoku Electric Power Co. Inc. 302,457 232,141 JPY 41,900 Tosoh Corp. 354,384 781,407 JPY 500 Tohu Bank Ltd. 8,271 6,110 JPY 1,400 Totech Corp. 37,794 38,545 JPY 35,600 Tokai Carbon Co Ltd. 573,300 456,725 JPY 2,800 Totetsu Kogyo Co., Ltd. 106,816 95,960 JPY 2,600 Tokai Corp./Gifu 48,347 77,911 JPY 6,000 TOTO Ltd. 196,878 313,187 JPY 20,100 Tokai Holdings Corp. 164,430 252,372 JPY 600 Tottori Bank Ltd. 15,592 9,276 JPY 10,600 Tokai Rika Co., Ltd. 238,845 209,385 JPY 2,400 Tow Co., Ltd. 9,860 11,438 JPY 4,400 Tokai Rubber Industries Inc. 57,666 34,690 JPY 4,600 Towa Bank Ltd. 59,891 40,521 JPY 40,200 Tokai Tokyo Securities Co., Ltd. 256,328 120,980 JPY 3,500 Towa Corp. 28,388 51,667 JPY 1,220 Token Corp. 95,603 108,055 JPY 4,900 Towa Pharmaceutical Co., Ltd. 94,237 123,210 JPY 15,900 Tokio Marine Holdings Inc. 861,250 944,883 JPY 9,100 Toyo Construction Co., Ltd. 39,760 46,094 JPY 1,000 Tokushu Tokai Holdings Co., Ltd. 16,869 58,341 JPY 2,500 Toyo Corp. 27,309 31,272

The accompanying notes are an integral part of these financial statements 128 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Toyo Denki Seizo — Toyo Electric JPY 2,100 UT Group Co Ltd. 52,126 65,605 JPY 1,300 Manufacturing Co., Ltd. 30,250 19,015 JPY 2,700 V Technology Co., Ltd. 179,726 125,270 JPY 4,400 Toyo Engineering Corp. 96,288 19,292 JPY 8,600 Valor Co., Ltd. 204,269 228,317 JPY 1,200 Toyo Gosei Co. Ltd. 17,432 119,151 JPY 1,300 ValueCommerce Co Ltd. 27,940 47,459 JPY 5,400 Toyo Ink Manufacturing Co., Ltd. 159,610 138,991 JPY 3,600 Vector Inc. 66,801 39,747 JPY 1,500 Toyo Kanetsu KK 58,037 40,034 JPY 1,000 Vertex Corp/Japan 16,743 22,708 JPY 2,100 Toyo Machinery & Metal Co. Ltd. 19,260 10,961 JPY 4,000 VIA Holdings Inc. 40,301 21,241 JPY 13,000 Toyo Securities Co., Ltd. 43,828 19,346 JPY 5,500 Vital KSK Holdings Inc. 48,306 71,684 JPY 14,100 Toyo Seikan Kaisha Ltd. 297,594 215,872 JPY 14,900 VT Holdings Co., Ltd. 92,764 66,185 JPY 2,300 Toyo Suisan Kaisha Ltd. 89,393 174,466 JPY 6,900 Wacoal Holdings Corp. 216,831 173,653 JPY 2,600 Toyo Tanso Co., Ltd. 70,422 55,665 JPY 19,100 Wacom Co. Ltd. 101,520 132,457 JPY 23,400 Toyo Tire & Rubber Co., Ltd. 333,763 428,717 JPY 2,100 Wakachiku Construction Co., Ltd. 36,445 30,692 JPY 17,000 Toyobo Co., Ltd. 322,665 321,561 JPY 3,400 Wakita & Co., Ltd. 46,019 39,753 JPY 10,400 Toyoda Gosei Co., Ltd. 237,201 294,998 JPY 2,900 Warabeya Nichiyo Co., Ltd. 66,749 62,049 JPY 14,200 Toyota Boshoku Corp. 237,812 259,964 JPY 500 Watahan & Co., Ltd. 9,592 12,024 JPY 4,900 Toyota Industries Corp. 330,340 353,586 JPY 2,200 WATAMI Co., Ltd. 34,535 26,375 JPY 130,242 Toyota Motor Corp. 8,883,349 11,119,006 JPY 1,300 Watts Co. Ltd. 17,236 15,478 USD 23,284 Toyota Motor Corp., ADR 2,218,436 3,971,231 JPY 500 WDB Holdings Co., Ltd. 15,692 16,780 JPY 20,000 Toyota Tsusho Corp. 490,856 692,416 JPY 500 Weathernews Inc. 19,237 22,226 JPY 700 Trancom Co., Ltd. 47,705 61,119 JPY 2,600 Welcia Holdings Co., Ltd. 92,394 285,161 JPY 2,000 Transaction Co., Ltd. 25,586 27,316 JPY 3,250 West Holdings Corp. 38,503 89,424 JPY 7,800 Trend Micro Inc. 428,982 591,780 JPY 5,800 West Japan Railway Co. 362,950 441,651 JPY 600 Tri Chemical Laboratories Inc. 45,886 87,815 JPY 1,500 Will Group Inc. 17,881 12,921 JPY 6,900 Trusco Nakayama Corp. 157,006 243,116 JPY 2,600 WIN-Partners Co. Ltd. 43,646 31,837 JPY 3,600 Trust Tech Inc. 69,055 42,963 JPY 800 Wood One Co. Ltd. 16,359 11,767 JPY 8,700 TS Tech Co., Ltd. 205,426 325,585 JPY 800 Workman Co., Ltd. 60,905 96,117 JPY 15,060 TSI Holdings Co., Ltd. 136,437 87,883 JPY 1,100 World Holdings Co., Ltd. 33,877 23,746 JPY 6,500 Tsubaki Nakashima Co., Ltd. 156,859 69,308 JPY 500 Wowow Inc. 15,869 15,261 JPY 4,799 Tsubakimoto Chain Co. 181,106 158,829 JPY 3,400 Xebio Co., Ltd. 75,892 35,963 JPY 900 Tsubakimoto Kogyo Co., Ltd. 29,171 43,993 JPY 1,000 Y A C Co., Ltd. 16,367 7,677 JPY 12,800 Tsugami Corp. 135,094 145,774 JPY 1,800 Yachiyo Industry Co. Ltd. 28,733 11,330 JPY 4,100 Tsukishima Kikai Co., Ltd. 46,245 60,674 JPY 3,000 Yahagi Construction Co., Ltd. 23,702 29,761 JPY 9,500 Tsukui Corp. 57,420 60,610 JPY 100,400 Yahoo Japan Corp. 424,278 668,941 JPY 5,100 Tsumura & Co. 190,891 181,338 JPY 400 Yaizu Suisankagaku Industry Co., Ltd. 4,965 4,661 JPY 1,500 Tsuruha Holdings Inc. 88,844 281,255 JPY 1,700 Yakult Honsha Co., Ltd. 83,304 135,785 JPY 2,000 Tsurumi Manufacturing Co. Ltd. 46,389 46,547 JPY 1,500 YAKUODO Holdings Co Ltd. 51,072 49,760 JPY 1,200 Tsutsumi Jewelry Co., Ltd. 36,796 28,363 JPY 3,900 YAMABIKO Corp. 35,808 44,213 JPY 2,500 TV Asahi Corp. 58,483 49,449 JPY 1,900 YAMADA Consulting Group Co., Ltd. 26,561 32,212 JPY 2,200 TV Tokyo Holdings Corp. 55,140 65,841 JPY 26,300 Yamada Denki Co Ltd. 171,177 177,112 JPY 5,100 TYK Corp. 27,570 19,419 JPY 20,000 Yamaguchi Financial Group Inc. 247,460 166,855 JPY 800 Tyo Tekko Co., Ltd. 15,715 15,323 JPY 4,400 Yamaha Corp. 298,251 281,739 JPY 600 Tyo Theatres Co. Inc. 10,155 9,263 JPY 50,700 Yamaha Motor Co., Ltd. 1,061,803 1,084,081 JPY 18,500 Tyu Construction Co., Ltd. 194,073 130,486 JPY 2,500 Yamaichi Electronics Co., Ltd. 20,751 44,472 JPY 20,000 Ube Industries Ltd. 523,617 467,955 JPY 2,300 YA-MAN Ltd. 68,984 30,960 JPY 1,000 Uchida Yoko Co., Ltd. 24,297 79,458 JPY 4,399 Yamanashi Chuo Bank Ltd. 139,821 47,277 JPY 4,100 UKC Holdings Corp. 91,693 108,318 JPY 5,000 Yamatake Corp. 65,693 207,473 JPY 10,100 Ulvac Inc. 333,623 398,079 JPY 800 Yamatane Corp. 16,523 12,033 JPY 10,500 Unicharm Corp. 255,135 584,628 JPY 1,900 Yamato Corp. 16,116 16,280 JPY 1,500 Uniden Corp. 45,647 34,660 JPY 15,500 Yamato Holdings Co., Ltd. 397,348 456,787 JPY 500 Union Tool Co. 16,236 16,590 JPY 7,100 Yamato Kogyo Co., Ltd. 239,895 197,116 JPY 9,300 Unipres Corp. 207,348 110,731 JPY 700 Yamaya Corp. 18,141 20,091 JPY 3,900 United Arrows Ltd. 98,269 89,912 JPY 14,600 Yamazaki Baking Co., Ltd. 320,745 340,471 JPY 8,500 United Super Markets Holdings Inc. 94,647 121,735 JPY 5,400 Yamazen Corp. 42,747 61,913 JPY 189 United Urban Investment Corp. 301,115 276,358 JPY 2,700 Yaoko Co., Ltd. 89,485 262,375 JPY 11,500 Unitika Ltd. 71,997 51,750 JPY 1,600 Yashima Denki Co. Ltd. 16,856 19,031 JPY 3,600 Universal Entertainment Corp. 162,075 95,419 JPY 8,700 Yaskawa Electric Corp. 114,911 410,593 JPY 6,000 Urbanet Corp Co. Ltd. 23,506 22,178 JPY 2,900 Yasuda Logistics Corp. 25,525 34,188 JPY 15,600 Ushio Inc. 245,861 282,945 JPY 3,500 Yasunaga Corp. 71,603 47,345 JPY 14,300 USS Co., Ltd. 221,989 311,210 JPY 5,600 Yellow Hat Ltd. 86,057 104,723

The accompanying notes are an integral part of these financial statements 129 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 3,100 Yodogawa Steel Works Ltd. 91,475 73,353 MYR 12,100 Dufu Technology Corp Bhd 14,581 18,954 JPY 4,500 Yokogawa Bridge Holdings Corp. 77,790 127,125 MYR 88,236 Eastern & Oriental BHD 30,365 11,155 JPY 17,800 Yokogawa Electric Corp. 227,789 378,640 MYR 144,200 Eco World Development Group BHD 64,003 19,167 JPY 7,700 Yokohama Reito Co., Ltd. 78,873 86,653 MYR 85,100 Eco World International Bhd 29,750 11,679 JPY 2,700 Yokowo Co., Ltd. 41,984 85,620 MYR 113,900 Ekovest BHD 42,769 18,642 JPY 1,000 Yomeishu Seizo Co., Ltd. 19,570 23,220 MYR 285,600 Felda Global Ventures Holdings BHD 230,517 90,649 JPY 1,100 Yomiuri Land Co., Ltd. 58,488 49,274 MYR 6,400 Fraser & Neave Holdings Bhd 63,945 65,986 JPY 600 Yondenko Corp. 20,470 19,921 MYR 70,200 Gadang Holdings BHD 27,102 10,398 JPY 1,500 Yondoshi Holdings Inc. 44,102 33,580 MYR 155,753 Gamuda BHD 206,223 180,668 JPY 4,200 Yorozu Corp. 97,282 56,244 MYR 140,700 Genting BHD 319,833 183,979 JPY 6,300 Yoshinoya Holdings Co., Ltd. 165,732 176,764 MYR 176,400 Genting Malaysia BHD 230,699 142,432 JPY 7,500 Yotai Refractories Co., Ltd. 52,789 68,310 MYR 23,100 Genting Plantations BHD 80,500 72,401 JPY 2,100 Yuasa Trading Co., Ltd. 37,293 77,070 MYR 58,200 George Kent Malaysia BHD 63,896 11,525 JPY 800 Yuken Kogyo Co., Ltd. 14,141 14,605 MYR 42,700 Globetronics Technology BHD 25,665 29,187 JPY 7,500 Yumeshin Holdings Co., Ltd. 63,376 55,936 MYR 21,800 Guan Chong Bhd 13,966 18,523 JPY 6,000 Yurtec Corp. 49,597 49,598 MYR 23,700 Hap Seng Consolidated Berhad 12,420 66,254 JPY 1,300 Yushiro Chemical Industry Co., Ltd. 19,811 21,816 MYR 73,000 Hartalega Holdings Bhd 120,101 302,301 JPY 400 Zenitaka Corp. 21,311 20,559 MYR 10,000 Heineken Malaysia BHD 48,401 71,822 JPY 6,500 Zenkoku Hosho Co., Ltd. 251,550 333,369 MYR 103,400 HeveaBoard Bhd 52,501 12,536 JPY 5,100 Zenrin Co., Ltd. 72,118 78,218 MYR 18,529 Hong Leong Bank BHD 83,884 83,048 JPY 6,002 Zensho Holdings Co., Ltd. 72,653 164,797 MYR 20,928 Hong Leong Financial Group BHD 90,630 87,421 JPY 23,000 Zeon Corp. 208,625 288,363 MYR 6,000 Hong Leong Industries Bhd 14,992 15,326 JPY 14,300 ZIGExN Co., Ltd. 74,718 61,060 MYR 14,100 IGB Bhd 15,139 11,984 JPY 1,000 Zuiko Corp. 48,316 62,841 MYR 162,000 IGB Real Estate Investment Trust 78,003 91,892 317,813,471 372,760,441 19.39 MYR 65,700 IHH Healthcare BHD 126,908 114,980 MYR 291,840 IJM Corp. BHD 230,197 168,461 Malaysia MYR 407,850 Inari Amertron Bhd 184,403 220,758 MYR 130,200 Aeon Co M BHD 73,989 41,848 MYR 82,800 IOI Corp., BHD 125,726 114,212 MYR 12,500 AEON Credit Service M Bhd 52,298 37,856 MYR 132,415 IOI Properties Group Sdn BHD 93,152 41,247 MYR 72,020 Affin Holdings Berhad 39,486 36,077 MYR 6,700 Keck Seng BHD 9,717 7,914 MYR 235,400 AirAsia BHD 165,384 66,052 MYR 13,000 KLCCP Stapled Group 29,740 32,771 MYR 254,100 AirAsia X BHD 30,948 8,155 MYR 389,600 KNM Group BHD 35,952 26,629 MYR 4,300 Allianz Malaysia Bhd 18,007 19,274 MYR 65,200 Kossan Rubber Industries 44,648 176,873 MYR 205,962 AMMB Holdings BHD 300,699 203,761 MYR 23,500 Ann Joo Resources BHD 20,880 5,438 MYR 265,100 KPJ Healthcare BHD 78,971 70,660 MYR 42,800 Astro Malaysia Holdings Bhd 25,396 11,331 MYR 67,700 KSL Holdings BHD 25,689 12,857 MYR 213,137 Axiata Group Berhad 293,214 240,930 MYR 13,244 Kuala Lumpur Kepong BHD 92,134 93,115 MYR 59,200 Axis Real Estate Investment Trust 26,045 38,627 MYR 50,380 LBS Bina Group Bhd 12,965 5,936 MYR 4,600 Batu Kawan BHD 23,369 21,154 MYR 16,000 Lingkaran Trans Kota Holdings Bhd 28,755 21,373 MYR 97,800 Berjaya Auto Bhd 53,227 46,117 London & Pacific Insurance MYR 8,980 Company Berhad 42,168 38,189 MYR 641,999 Berjaya Corp. BHD 109,893 38,617 MYR 20,266 Magni-Tech Industries Bhd 15,985 13,564 MYR 144,400 Berjaya Land BHD 15,223 7,799 MYR 70,200 Magnum Bhd 46,967 49,107 MYR 126,603 Berjaya Sports Toto BHD 103,150 88,531 MYR 215,963 Mah Sing Group Berhad 128,617 36,616 MYR 29,400 BIMB Holdings BHD 36,886 31,929 MYR 59,800 Malakoff Corp. Bhd 18,936 17,321 MYR 57,252 Boustead Holdings BHD 69,282 11,070 MYR 187,666 Malayan Banking BHD 455,063 447,668 MYR 45,220 Boustead Plantations BHD 16,848 5,125 MYR 79,200 Malayan Flour Mills BHD 32,676 12,885 British American Tobacco MYR 8,000 Malaysia BHD 145,809 27,476 MYR 141,060 Malaysia Airports Holdings BHD 300,027 244,577 MYR 431,300 Bumi Armada BHD 105,755 32,434 MYR 195,221 Malaysia Building Society 90,426 38,566 MYR 46,200 Bursa Malaysia BHD 82,646 107,072 MYR 8,800 Malaysian Pacific Industries BHD 26,876 30,819 MYR 129,400 Cahya Mata Sarawak BHD 150,054 64,587 MYR 183,400 Malaysian Plantations BHD 200,155 127,249 MYR 122,500 Capitaland Malaysia Mall Trust 42,566 30,874 MYR 306,200 Malaysian Resources Corp. BHD 133,541 46,000 MYR 8,800 Carlsberg Brewery-Malay BHD 40,341 69,461 MYR 39,625 Matrix Concepts Holdings BHD 24,574 22,763 MYR 295,460 CIMB Group Holdings BHD 591,979 334,628 MYR 91,700 Maxis Berhad 171,499 156,368 MYR 171,500 D&O Green Technologies Bhd 39,377 39,994 MYR 14,500 Mega First Corp. BHD 15,749 29,027 MYR 131,900 Dagang NeXchange Bhd 20,222 7,596 MYR 55,540 MISC BHD 141,655 135,079 MYR 54,120 Dayang Enterprise Holdings Bhd 23,509 22,052 MYR 37,310 MKH BHD 28,954 13,296 MYR 158,152 Dialog Group BHD 86,847 181,963 MYR 45,700 MMC Corp. BHD 41,068 10,673 MYR 143,200 DiGi.Com BHD 196,059 196,153 MYR 44,515 MNRB Holdings Bhd 22,549 10,338 MYR 149,300 DRB-Hicom Berhad 70,269 81,630 MYR 60,600 MPHB Capital Bhd 30,392 14,685

The accompanying notes are an integral part of these financial statements 130 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

MYR 137,000 My EG Services Bhd 55,658 62,174 Mexico MYR 2,000 Nestle (Malaysia) Bhd 62,994 88,745 MXN 7,800 ALEATICA SAB de CV 13,496 9,210 MYR 18,360 Oriental Holdings BHD 24,520 32,937 MXN 585,522 Alfa SAB de CV, Class A 837,558 447,870 MYR 94,500 OSK Holdings BHD 31,722 24,197 MXN 125,769 Alpek SAB de CV 217,594 129,928 MYR 47,200 Padini Holdings Bhd 58,780 37,441 MXN 113,284 Alsea SAB de CV 346,864 151,289 Panasonic Manufacturing USD 40,104 America Movil SA de CV, ADR 825,220 690,913 MYR 2,700 Malaysia BHD 34,327 25,760 MXN 941,800 America Movil SAB de CV 997,230 820,521 MYR 50,200 Pavilion Real Estate Investment Trust 25,607 25,458 MXN 49,112 Asesor de Activos Prisma SAPI de CV 36,299 15,084 MYR 55,100 Pentamaster Corp Bhd 56,143 90,828 MXN 107,132 Axtel SAB De CV 30,035 24,932 Petron Malaysia Refining & MXN 76,184 Banco del Bajio SA 208,720 88,558 MYR 18,500 Marketing Bhd 58,475 23,615 MXN 46,517 Becle SAB de CV 85,219 121,608 MYR 129,600 Petronas Chemicals Group BHD 283,340 256,361 MXN 6,600 Bio Pappel SAB de CV 10,911 6,401 MYR 18,000 Petronas Dagangan BHD 124,398 117,774 Bolsa Mexicana de Valores SAB MYR 37,200 Petronas Gas BHD 205,817 199,897 MXN 63,503 de CV 112,903 161,363 MYR 9,300 POS Malaysia Bhd 15,491 2,770 MXN 612,050 Cemex SAB de CV 490,924 234,262 MYR 26,960 PPB Group BHD 147,118 152,332 USD 30,897 Cemex SAB de CV, ADR 278,301 120,803 MYR 111,400 Press Metal Aluminium Holdings Bhd 61,051 160,916 MXN 18,399 Coca-Cola Femsa SAB de CV 197,159 109,350 MYR 175,480 Public Bank BHD 1,116,661 919,906 USD 600 Coca-Cola Femsa SAB de CV, ADR 25,975 35,719 MYR 18,720 QL Resources BHD 22,710 56,917 MXN 6,900 Concentradora Fibra Danhos SA de CV 12,688 8,901 Concentradora Fibra Hotelera MYR 65,193 RHB Capital BHD 105,378 99,207 MXN 22,400 Mexicana SA de CV 17,599 6,152 MYR 594,700 SapuraKencana Petroleum BHD 360,637 18,384 MXN 121,300 Consorcio ARA SAB de CV 101,059 17,983 MYR 23,100 Sarawak Oil Palms Bhd 26,776 21,942 Controladora Vuela Cia de Aviacion MYR 22,300 Scientex BHD 49,804 63,088 MXN 62,445 SAB de CV 70,307 44,298 MYR 155,190 Serba Dinamik Holdings Bhd 91,720 82,011 MXN 56,171 Corp Comerci SAB de CV 54,489 106,203 MYR 7,100 Shell Refining Co. BHD 21,274 7,900 MXN 38,215 Corp Inmobiliaria Vesta SAB de CV 60,843 76,971 MYR 323,319 Sime Darby BHD 245,930 221,310 MXN 8,116 Corporacion Mectezuma, SA de C.V. 26,423 23,202 MYR 91,819 Sime Darby Plantation Bhd 159,184 143,905 MXN 47,776 Credito Real SAB de CV 96,316 33,722 MYR 61,219 Sime Darby Property Bhd 27,140 13,235 MXN 5,200 Cydsa SAB de CV 9,358 6,447 MYR 115,496 SP Setia BHD 112,418 31,195 MXN 15,900 El Puerto de Liverpool SA de CV 149,347 52,931 MYR 194,884 Sunway BHD 66,710 84,919 MXN 24,731 Elementia SAB de CV 41,698 9,553 MYR 39,706 Sunway Construction Group BHD 17,051 23,682 MXN 28,987 Embotelladoras Arca SAB de CV 115,966 172,499 MYR 126,200 Sunway Real Estate Investment Trust 63,536 64,844 MXN 18,234 Empresas ICA SAB de CV 45,297 103 MYR 128,337 Supermax Corp BHD 52,871 327,120 MXN 216,202 Fibra Uno Administracion SA 541,455 233,057 MYR 26,100 Syarikat Takaful Malaysia Bhd 32,443 36,954 Fomento Economico Mexicano SAB MXN 20,300 de CV 246,482 170,852 MYR 12,100 Ta Ann Holdings BHD 13,626 9,107 Fomento Economico Mexicano SAB de MYR 193,400 TA Enterprise BHD 45,435 31,081 USD 2,321 CV, ADR 147,115 195,394 MYR 274,800 TA GLOBAL BHD 30,298 20,944 Genomma Lab Internacional SAB de MYR 133,700 Tebrau Teguh Bhd 39,687 24,831 MXN 78,275 CV, Class B 190,219 108,511 MYR 99,726 Telekom Malaysia BHD 103,069 131,514 MXN 164,784 Gentera SAB de CV 340,244 107,162 MYR 131,025 Tenaga Nasional BHD 460,752 483,677 MXN 30,121 Groupo Aeromexico SAB de CV 63,884 10,372 MYR 24,100 TIME dotCOM BHD 19,239 83,186 MXN 21,763 Gruma SAB de CV 357,028 318,858 MYR 88,700 Top Globe Corp., BHD 85,199 454,455 Grupo Aeroportuario del Centro Norte MYR 11,850 TSH RESOURCES BHD 5,499 3,190 MXN 53,914 Sab de CV 352,774 340,263 MYR 20,000 UEM Edgenta Bhd 15,102 12,330 Grupo Aeroportuario del Pacifico SAB MXN 3,014 de CV 27,255 29,422 MYR 206,533 Uem Land Holdings BHD 93,176 28,744 Grupo Aeroportuario del Pacifico SAB MYR 22,300 UMW Holdings BHD 40,281 18,182 USD 3,660 de CV, ADR 98,947 356,862 MYR 854,566 UMW Oil & Gas Corp. BHD 99,090 40,212 Grupo Aeroportuario del Sureste SAB MYR 4,000 United Plantations BHD 17,386 16,884 MXN 4,195 de CV 22,284 63,593 MYR 69,020 UOA Development BHD 53,769 40,557 Grupo Aeroportuario del Sureste SAB MYR 258,650 VS Industry BHD 86,543 80,448 USD 1,200 de CV, ADR 64,902 182,935 MYR 64,119 Wah Seong Corp Bhd 27,422 10,287 MXN 154,112 Grupo Bimbo SAB de CV, Class A 338,813 350,185 MYR 166,564 WCT Holdings BHD 91,523 25,735 MXN 47,309 Grupo Carso SAB de CV 191,185 125,243 MYR 42,900 Westports Holdings BHD 49,498 51,694 Grupo Cementos de Chihuahua SAB MXN 22,344 de CV 159,022 127,622 MYR 56,700 Yinson Holdings BHD 57,850 106,478 MXN 45,705 Grupo Comercial Chedraui SA de CV 119,806 72,809 MYR 66,819 YNH PROPERTY BHD MYR1 34,416 58,749 MXN 5,303 Grupo Elektra SAB DE CV 162,756 394,774 MYR 694,515 YTL Corp. BHD 332,100 183,406 MXN 50,941 Grupo Famsa SAB de CV 34,600 3,581 MYR 85,045 YTL Power International BHD 45,037 18,127 Grupo Financiero Banorte SA de CV, 13,780,057 11,837,658 0.62 MXN 201,128 Series O 1,359,595 947,063

The accompanying notes are an integral part of these financial statements 131 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

MXN 163,717 Grupo Financiero Inbursa SA 316,666 154,239 USD 8,411 ArcelorMittal, ADR 418,851 122,524 MXN 23,500 Grupo GICSA SA de CV 13,685 5,261 EUR 8,370 ASM International NV 512,690 1,749,325 MXN 40,180 Grupo Herdez SAB de CV 70,552 80,620 EUR 5,599 ASML Holding NV 698,864 2,780,639 MXN 18,697 Grupo Hotelero Santa Fe SAB de CV 12,612 4,539 USD 8,697 ASML Holding NV NY Reg Shs 1,441,158 4,345,371 MXN 25,092 Grupo Industrial Saltillo SAB de CV 67,793 24,751 EUR 23,748 ASR Nederland NV 1,325,002 991,955 MXN 14,621 Grupo Lala SAB de CV 35,504 10,493 EUR 5,782 Basic-Fit NV 247,220 207,731 MXN 342,173 Grupo Mexico SA de CV 921,797 1,079,867 EUR 12,124 BE Semiconductor Industries NV 214,733 729,817 MXN 19,874 Grupo Rotoplas SAB de CV 39,452 17,150 EUR 3,400 Beter BED Holding NV 81,990 9,537 MXN 17,224 Grupo Sanborns SAB de CV 25,582 20,347 EUR 13,154 Boskalis Westminster CVA 582,576 352,638 MXN 16,695 Grupo Simec SAB de CV, Series B 75,488 48,201 EUR 1,149 Brunel International NV 30,959 11,203 USD 9,536 Grupo Televisa SA, ADR 219,506 67,838 EUR 15,439 Coca-Cola European Partners PLC 837,887 795,423 MXN 154,082 Grupo Televisa SAB 897,565 219,608 EUR 10,184 Corbion NV 317,158 498,223 MXN 42,105 Hoteles City Express SAB de CV 65,865 18,553 EUR 3,891 Eurocommercial Properties NV 198,555 68,128 MXN 21,709 Industrias Bachoco SAB de CV 134,723 86,015 EUR 8,905 Flow Traders 377,021 432,558 USD 400 Industrias Bachoco SAB de CV, ADR 16,984 19,099 EUR 4,178 ForFarmers NV 69,476 34,723 MXN 27,866 Industrias CH SAB de CV, Class B 134,191 141,732 EUR 9,494 Fugro NV 351,790 51,068 MXN 11,088 Industrias Penoles SAB de CV 208,930 153,678 EUR 7,968 GrandVision BV 249,628 308,192 Infraestructura Energetica Nova SAB EUR 7,075 Heijmans NV 115,579 72,466 MXN 25,076 de CV 155,257 98,244 EUR 15,267 Heineken NV 1,557,956 1,911,156 Kimberly-Clark de Mexico SAB de EUR 834 Hunter Douglas NV 59,638 60,463 MXN 93,256 CV, Class A 219,947 197,637 EUR 7,613 IMCD Group NV 589,711 974,630 MXN 81,094 Megacable Holdings SAB de CV 429,694 322,218 EUR 129,320 ING Groep NV 1,815,857 1,223,855 Mexico Real Estate Management SA USD 29,755 ING Groep NV, ADR 487,663 278,730 MXN 70,368 de CV 121,456 98,049 EUR 9,403 Intertrust NV 229,782 217,673 MXN 20,768 Minera Frisco SAB de CV 5,636 2,453 EUR 2,472 Kendrion NV 110,966 44,586 MXN 35,243 Minera Frisco SAB de CV, Preferred 28,210 6,661 EUR 152,360 Koninklijke Ahold Delhaize NV 3,292,800 5,637,376 MXN 57,691 Nemak SAB de CV 56,877 16,391 EUR 54,246 Koninklijke BAM Groep NV 307,078 133,688 MXN 145,730 Orbia Advance Corp SAB de CV 522,033 292,490 EUR 9,978 Koninklijke DSM NV 749,474 1,880,460 MXN 5,410 Organizacion Cultiba SAB de CV 5,457 4,323 EUR 18,485 Koninklijke Philips Electronics NV 532,472 1,172,406 MXN 53,765 Organizacion Soriana SAB de CV 148,391 57,163 Koninklijke Philips Electronics PLA Administradora Industrial S de USD 26,602 NV, ADR 998,916 1,691,661 MXN 64,359 RL de CV 126,433 101,689 EUR 18,485 Koninklijke Philips NV, Rights – 23,965 MXN 33,913 Prologis Property Mexico SA de CV 83,359 82,348 EUR 9,638 Koninklijke Vopak NV 459,376 692,601 Promotora y Operadora de MXN 3,010 Infraestructura SAB de CV 30,847 19,534 EUR 510,666 KPN NV 1,788,841 1,844,080 Promotora y Operadora de EUR 513 Lucas Bols NV 14,372 6,496 MXN 22,300 Infraestructura SAB de CV 272,630 218,072 EUR 722 Nederland Apparatenfabriek 48,128 45,239 MXN 38,954 Qualitas Controladora SAB de CV 110,769 207,837 EUR 19,848 NN Group NV 897,161 905,589 MXN 38,235 Regional SAB de CV 239,261 139,659 EUR 1,376 NSI NV 62,411 72,106 MXN 135,019 Telesites SAB de CV 123,108 116,197 EUR 11,630 OCI NV 313,644 165,855 MXN 219,581 TV Azteca S.A. 51,085 4,085 EUR 24,218 Philips Lighting NV 903,702 845,308 Unifin Financiera SAB de CV EUR 9,774 Prosus NV 862,633 1,237,194 MXN 7,865 SOFOM ENR 34,421 8,097 EUR 21,234 Randstad Holding NV 1,200,038 1,289,021 MXN 12,111 Vitro SAB de CV 51,200 17,827 EUR 22,295 SBM Offshore NV 451,594 446,013 MXN 145,400 Wal-Mart de Mexico SAB de CV 424,831 473,641 EUR 493 SIF Holdings NV 14,307 7,819 16,831,961 12,501,940 0.65 EUR 3,361 Sligro Food Group NV 149,046 70,597 EUR 11,153 SNS Reaal 134,690 – Netherlands EUR 514 Takeaway.com Holding BV 38,935 72,939 EUR 22,638 Aalberts Industries NV 850,720 1,007,779 EUR 8,606 TKH Group NV 432,472 460,252 EUR 29,218 ABN AMRO Group NV 1,050,898 341,357 EUR 50,344 TNT NV 318,871 147,398 EUR 3,323 Accell Group 76,775 112,178 EUR 9,446 TomTom NV 207,777 101,442 EUR 4,731 Advanced Metallurgical Group NV 106,076 114,504 Unibail-Rodamco SE & WFD Unibail- EUR 439 Adyen NV 497,117 868,357 AUD 23,400 Rodamco NV, SE CDI 339,840 90,538 EUR 182,470 Aegon NV 1,321,515 732,261 Unibail-Rodamco SE & WFD Unibail- USD 428 Aegon NV, ADR 3,354 1,708 EUR 113 Rodamco NV, SE REIT 32,859 8,645 EUR 17,915 Akzo Nobel NV 1,192,684 2,185,065 EUR 7,205 Unibail-Rodamco-Westfield 2,245,851 551,356 EUR 25,930 ALTICE EUROPE NV 142,040 136,148 EUR 35,709 Unilever NV 2,660,101 2,584,785 EUR 2,535 AMSTERDAM COMMODITIES NV 87,691 75,390 USD 48,084 Unilever NV, ADR 2,559,989 3,477,423 EUR 8,211 Aperam SA 280,850 312,509 EUR 1,340 Van Lanschot NV 44,010 26,357 EUR 17,089 Arcadis NV 436,751 420,545 EUR 1,460 Vastned Retail NV 95,788 42,421 EUR 32,875 ArcelorMittal 1,019,269 472,730 EUR 3,231 Wereldhave NV 252,002 40,430

The accompanying notes are an integral part of these financial statements 132 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 23,290 Wolters Kluwer NV 640,243 2,471,451 NOK 1,106 Aker ASA 31,046 55,319 43,037,871 53,296,056 2.77 NOK 35,193 Aker Kvaerner ASA 98,057 24,214 NOK 19,238 Aker Solutions Holding ASA 193,889 23,071 New Zealand NOK 14,622 Austevoll Seafood ASA 67,221 164,860 NZD 38,934 a2 Milk Co., Ltd. 113,944 691,885 NOK 5,881 Avance Gas Holding Ltd. 27,014 14,953 NZD 112,483 Air New Zealand Ltd. 250,407 130,967 NOK 19,797 Axactor SE 88,298 16,978 NZD 60,865 AMP NZ Office Ltd. 62,633 84,181 NOK 25,792 B2Holding ASA 76,819 13,726 NZD 58,538 Argosy Property Ltd. 58,535 60,266 NOK 1,552 Bakkafrost P/F 58,079 133,221 NZD 46,086 Auckland International Airport Ltd. 263,790 266,081 NOK 2,834 Bonheur A/S 52,585 94,592 NZD 83,121 Chorus Ltd. 307,311 546,631 NOK 11,145 Borregaard ASA 101,005 161,295 USD 720 Chorus Ltd., ADR 8,542 23,117 NOK 4,728 BW Energy Ltd. 12,124 11,625 NZD 2,881 Comvita Ltd. 16,886 6,446 NOK 18,953 BW LPG Ltd. 141,068 81,019 NZD 33,399 Contact Energy Ltd. 158,618 184,262 NOK 23,171 BW Offshore Ltd. 110,068 105,281 NZD 9,881 Ebos Group Ltd. 121,330 187,835 NOK 12,236 Det Norske Oljeselskap Asa 124,821 307,413 NZD 30,443 Fisher & Paykel Healthcare Corp. 144,901 952,103 NOK 47,020 DnB NOR ASA 1,119,200 852,034 NZD 52,348 Fletcher Building Ltd. 308,546 171,020 NOK 135,101 DNO ASA 270,811 113,172 NZD 7,876 Fonterra Shareholders Fund 42,400 25,801 NOK 11,811 Ementor ASA 102,267 155,188 NZD 15,586 Freightways Ltd. 92,458 98,800 NOK 7,071 Entra ASA 119,074 123,055 NZD 30,844 Genesis Energy Ltd. 57,852 82,238 USD 16,387 Equinor ASA 427,310 322,138 NZD 3,894 Gentrack Group Ltd. 23,150 4,842 NOK 26,132 Europris ASA 101,032 171,987 NZD 56,288 Goodman Property Trust 55,115 100,369 NOK 1,730 FLEX LNG Ltd. 29,958 10,894 NZD 68,092 Heartland Group Holdings Ltd. 77,114 73,786 NOK 10,833 Frontline Ltd. 113,792 102,406 NZD 47,141 Infratil Ltd. 129,912 195,241 NOK 9,626 Gjensidige Forsikring ASA 157,703 241,453 NZD 82,336 Kathmandu Holdings Ltd. 92,870 82,300 NOK 10,626 Grieg Seafood ASA 128,607 148,296 NZD 91,135 Kiwi Property Group Ltd. 106,906 84,176 NOK 7,895 Hexagon Composites ASA 32,794 45,075 NZD 8,738 Mainfreight Ltd. 122,963 302,843 NOK 5,477 Hoegh LNG Holdings Ltd. 59,336 8,663 NZD 24,764 Mercury NZ Ltd. 69,855 102,427 NOK 56,583 Kongsberg Automotive ASA, Rights – 1,971 NZD 29,734 Meridian Energy Ltd. 80,329 125,837 NOK 56,583 Kongsberg Automotive Holding ASA 42,251 2,795 NZD 22,795 Metlifecare Ltd. 105,388 103,626 NOK 4,995 Kongsberg Gruppen AS 92,249 95,450 NZD 34,654 New Zealand Refining Co., Ltd. 88,582 22,366 NOK 19,194 Marine Harvest 282,830 496,708 NZD 39,257 NZX Ltd. 36,439 48,348 NOK 111,405 NEL ASA – 6,285 NZD 20,956 Port of Tauranga Ltd. 33,423 142,469 NOK 111,405 NEL ASA 50,458 301,235 NZD 21,769 Property for Industry Ltd. 29,445 44,900 NOK 14,144 Nordic Semiconductor ASA 57,738 147,170 NZD 3,205 Restaurant Brands New Zealand Ltd. 18,286 33,282 NOK 88,119 Norsk Hydro AS 615,289 333,757 NZD 5,852 Ryman Healthcare Ltd. 34,179 67,403 NOK 1,638 Norway Royal Salmon ASA 43,055 58,285 NZD 5,306 Sanford Ltd/NZ 29,901 29,259 NOK 13,185 Norwegian Air Shuttle AS 189,824 5,057 NZD 12,800 Scales Corp. Ltd. 46,823 55,098 NOK 22,811 Norwegian Finans Holding ASA 284,253 213,764 NZD 20,826 Skellerup Holdings Ltd. 31,158 39,260 NOK 7,008 Ocean Yield ASA 69,371 21,520 NZD 106,665 Sky City Entertainment Group Ltd. 380,378 225,218 NOK 8,854 Odfjell Drilling Ltd. 41,709 13,773 NZD 215,841 Sky Network Television Ltd. 234,688 28,491 NOK 2,085 Olav Thon Eiendomsselskap ASA 52,410 41,377 NZD 13,782 Steel & Tube Holdings Ltd. 15,701 7,624 NOK 10,310 Opera Software ASA 80,006 17,537 NZD 32,349 Stride Property Group 52,565 50,301 NOK 25,273 Orkla ASA 269,976 301,235 NZD 34,847 Summerset Group Holdings Ltd. 138,133 198,241 NOK 45,287 Petroleum Geo-Services ASA 327,397 25,244 NZD 7,283 Synlait Milk Ltd. 54,686 45,482 NOK 6,681 Protector Forsikring ASA 71,120 34,922 NZD 166,814 Telecom Corp. of New Zealand Ltd. 425,762 670,042 NOK 2,088 Salmar ASA 18,855 135,797 NZD 4,726 The Warehouse Group Ltd. 14,449 8,574 NOK 7,109 Sbanken ASA 89,412 63,201 NZD 11,475 Tourism Holdings Ltd. 39,604 20,051 NOK 9,956 Scatec Solar ASA 58,794 220,914 NZD 30,098 Tower Ltd. 18,697 16,547 NOK 2,991 Schibsted ASA, Clas A 86,784 106,340 NZD 5,545 Trustpower Ltd. 21,192 33,874 NOK 1,525 Schibsted ASA, Class B 30,496 48,903 NZD 8,840 Vector Ltd. 24,298 27,933 NOK 2,491 Selvaag Bolig ASA 15,853 20,074 NZD 2,948 Vista Group International Ltd. 6,401 3,773 NOK 21,349 SpareBank 1 SR Bank ASA 242,494 212,043 NZD 35,008 Vital Healthcare Property Trust 46,623 76,796 NOK 81,531 Statoil ASA 2,060,364 1,594,522 NZD 89,226 Z Energy Ltd. 497,340 212,465 NOK 3,075 Stolt-Nielsen Ltd. 58,495 38,134 5,190,508 6,794,877 0.35 NOK 43,645 Storebrand ASA 433,121 308,781 NOK 23,548 Subsea 7 SA 392,926 203,863 Norway NOK 32,419 Telenor ASA 654,716 642,618 NOK 60,981 ABG Sundal Collier Holding ASA 47,618 36,294 NOK 20,681 TGS Nopec Geophysical Co. ASA 438,343 414,174 NOK 4,552 Adevinta ASA 87 62,549 NOK 7,825 Tomra Systems ASA 92,884 392,407 NOK 10,335 AKER AMERICAN SHIPPING 36,633 37,556 NOK 5,370 Treasure ASA 18,299 8,367

The accompanying notes are an integral part of these financial statements 133 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

NOK 7,570 Veidekke ASA 91,011 124,783 PHP 7,160 PLDT Inc. 303,917 242,031 NOK 5,370 Wilh Wilhelmsen ASA 24,154 9,585 USD 600 PLDT Inc., ADR 33,682 19,884 NOK 1,319 Wilh Wilhelmsen Holding ASA 46,412 21,985 PHP 120,500 Puregold Price Club Inc. 139,278 152,673 NOK 22,318 XXL ASA 129,259 59,803 PHP 10,134 Rizal Commercial Banking Corp. 13,703 4,684 NOK 6,271 Yara International ASA 338,661 296,802 PHP 354,473 Robinsons Land Corp. 111,875 169,859 11,819,585 10,679,508 0.56 PHP 34,040 Robinsons Retail Holdings Inc. 73,241 60,247 PHP 64,740 Sam Miguel Corp. 153,771 176,768 Peru PHP 18,500 San Miguel Food Beverage I 26,631 35,229 USD 1,000 Cementos Pacasmayo SAA 15,741 11,811 PHP 17,360 Security Bank Corp. 82,877 49,037 USD 3,319 Cia de Minas Buenaventura SAA 66,591 41,184 PHP 122,520 Semirara Mining and Power Corp. 174,426 42,493 USD 2,607 Credicorp Ltd. 273,303 473,096 PHP 3,495 SM Investments Corp. 76,385 90,113 USD 6,242 Grana y Montero SA 40,252 18,558 PHP 222,776 SM Prime Holdings Inc. 109,050 194,517 395,887 544,649 0.03 PHP 178,000 SSI Group Inc. 17,792 5,477 PHP 1,439 Top Frontier Investment Holdings Inc. 3,554 5,083 Philippines PHP 22,144 Union Bank of Philippines 48,823 32,888 PHP 86,100 8990 Holdings Inc. 15,429 22,823 PHP 36,900 Universal Robina Corp. 76,778 131,142 PHP 76,800 Aboitiz Equity 80,777 95,363 PHP 751,000 Vista Land & Lifescapes Inc. 108,669 75,740 PHP 41,500 Aboitiz Power Corp. 33,430 30,591 PHP 60,500 Wilcon Depot Inc. 23,541 25,521 PHP 395,000 Alliance Global Group, Inc. 121,322 73,514 PHP 4,777 Altus Property Ventures Inc. – 5,415 5,239,161 4,449,987 0.23 PHP 10,840 Ayala Corp. 225,777 230,997 Poland PHP 285,100 Ayala Land Inc. 242,356 263,988 PLN 2,413 Agora SA 15,985 6,706 PHP 36,099 Bank of the Philippine Islands 95,783 71,013 PLN 12,180 Alior Bank SA 225,678 68,130 PHP 45,660 BDO Unibank Inc. 152,691 122,320 PLN 801 Amica Wronki SA 34,898 33,818 PHP 582,000 Belle Corp. 52,603 22,381 PLN 3,640 AmRest Holdings SE 60,850 28,690 PHP 237,500 Benpres Holdings Corp. 36,427 17,726 PLN 3,002 Bank Handlowy W Warszawie 75,439 39,636 PHP 459,500 Bloomberry Resorts Corp. 126,937 93,678 PLN 81,738 Bank Millenium SA 186,632 85,448 PHP 34,130 Cebu Air Inc. 91,860 36,970 PLN 11,858 Bank Ochrony Srodowiska SA 29,257 25,970 PHP 110,300 Century Pacific Food Inc. 43,073 43,948 PLN 4,139 Bank Pekao SA 194,350 76,993 PHP 65,300 China Banking Corp. 54,839 37,423 PLN 1,218 Bank Zachodni WBK SA 160,693 73,827 PHP 221,900 Cosco Capital Inc. 54,456 30,550 PLN 20,174 Boryszew SA 59,507 24,460 PHP 276,200 D&L Industries Inc. 56,969 37,657 PLN 1,064 BRE Bank SA 106,822 84,462 PHP 493,500 DMCI Holdings Inc. 203,632 55,361 PLN 641 Budimex SA 48,238 47,152 PHP 11,200 DoubleDragon Properties Corp. 11,151 5,229 PLN 648 CCC SA 50,689 13,395 PHP 34,900 Eagle Cement Corp. 13,987 9,458 PLN 1,774 CD Projekt SA 43,649 242,703 PHP 93,450 East West Banking Corp. 58,481 18,729 PHP 179,000 Emperador Inc. 35,302 40,208 PLN 6,426 Ciech SA 108,413 70,805 PHP 2,080,000 Filinvest Land Inc. 84,603 56,225 PLN 21,923 Cyfrowy Polsat SA 185,301 198,865 PHP 139,600 First Gen Corp. 82,478 93,554 PLN 2,996 Dino Polska SA 174,439 207,186 PHP 40,010 First Philippine Holdings Corp. 54,631 66,746 PLN 725 Dom Development SA 24,270 23,287 PHP 2,845 Globe Telecom Inc. 42,102 160,535 PLN 45,849 Enea SA 191,369 113,398 PHP 6,066 GT Capital Holdings Inc. 161,301 75,587 PLN 4,379 Eurocash SA 65,785 26,102 PHP 74,689 Integrated Micro-Electronics Inc. 31,124 12,398 PLN 472 Fabryki Mebli Forte SA 11,727 3,277 International Container Terminal PLN 25,046 Famur SA 50,274 19,035 PHP 115,820 Services Inc. 243,341 323,556 PLN 33,768 Getin Noble Bank SA 22,490 3,220 PHP 117,050 JG Summit Holdings Inc. 224,957 207,417 PLN 19,070 Globe Trade Centre SA 88,760 42,987 PHP 20,950 Jollibee Foods Corp. 94,336 80,301 PLN 17,284 Grupa Lotos SA 130,256 357,679 PHP 176,500 LT Group Inc. 83,624 38,652 PLN 617 ING Bank Slaski SA 28,897 30,254 PHP 11,590 Manila Electric Co. 70,454 84,925 PLN 660 INTER CARS SA 57,803 47,859 PHP 62,700 Manila Water Co. Inc. 26,437 21,602 PLN 4,668 Jastrzebska Spolka Weglowa SA 155,066 30,340 PHP 43,700 Max's Group Inc. 19,843 6,520 PLN 9,316 Kernel Holding SA 204,857 133,910 PHP 81,900 Megawide Construction Corp. 33,902 16,301 PLN 8,474 KGHM Polska Miedz SA 310,362 267,309 PHP 1,097,400 Megaworld Corp. 122,405 91,641 PLN 2,757 KRUK SA 186,527 102,662 PHP 729,500 Metro Pacific Investments Corp. 97,179 74,039 PLN 80,514 LC Corp SA 77,360 53,790 PHP 64,030 Metropolitan Bank & Trust 108,576 64,940 PLN 90 LPP SA 226,427 186,457 PHP 446,560 Nickel Asia Corp. 46,718 22,230 PLN 1,532 Lubelski Wegiel Bogdanka SA 49,487 11,676 PHP 373,000 Petron Corp. 102,463 31,537 PLN 12,526 Netia SA 13,324 16,346 PHP 89,600 PHILEX MINING CORPPHP1 17,494 6,507 PLN 183 Neuca SA 17,370 32,148 PHP 31,688 Philippine National Bank 51,151 17,339 PLN 39,319 Orange Polska SA 74,578 84,422 PHP 38,190 Pilipinas Shell Petroleum Corp. 54,767 18,707 PLN 77,190 PGE Polska Grupa Energetyczna SA 467,730 183,238

The accompanying notes are an integral part of these financial statements 134 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

PLN 93,128 PGNiG SA 149,002 145,781 USD 66,633 VEON Ltd. 341,036 162,831 PLN 3,112 PKP Cargo SA 49,241 14,708 USD 163,836 VTB Bank OJSC, Class S, GDR 445,078 207,578 PLN 28,446 Polski Koncern Naftowy Orlen 501,147 613,708 USD 5,876 X5 Retail Group NV 123,472 282,936 Powszechna Kasa Oszczednosci Bank 5,851,777 6,161,792 0.32 PLN 25,173 Polski SA 310,267 199,011 PLN 24,366 Powszechny Zaklad Ubezpieczen SA 319,297 243,455 Singapore PLN 14,227 Stalexport Autostrady SA 19,751 13,653 SGD 71,000 Abterra Ltd. 73,005 505 PLN 187,901 Tauron Polska Energia SA 181,674 153,571 SGD 115,600 Accordia Golf Trust 72,253 72,414 PLN 19,744 Vistula Group SA 31,227 15,528 SGD 27,863 AIMS AMP Capital Industrial REIT 24,836 33,385 PLN 2,092 Warsaw Stock Exchange 35,452 30,129 SGD 29,200 Ascendas India Trust 24,277 38,440 Zaklady Azotowe w Tarnowie — SGD 143,749 Ascendas REIT 320,705 447,766 PLN 5,150 Moscicach SA 121,768 54,414 SGD 154,535 Ascott Trust 160,789 152,241 PLN 1,179 Zaklady Metali Lekkich Kety 49,068 177,428 SGD 146,800 Asia Food & Properties Ltd. 71,992 25,172 5,983,453 4,759,028 0.25 SGD 24,000 Banyan Tree Holdings Ltd. 13,469 5,783 SGD 1,440 Banyan Tree Holdings Ltd., Rights – – Portugal SGD 55,400 Best World International Ltd. 64,463 13,643 EUR 20,712 Altri SGPS SA 132,147 135,408 SGD 4,800 Boustead Projects Pte Ltd. 2,569 3,477 EUR 1,129,490 Banco Comercial Portugues SA 804,803 184,212 SGD 31,700 Boustead Singapore Ltd.. 33,408 19,353 EUR 180,225 Banco Espirito Santo SA 470,943 – SGD 20,600 Bukit Sembawang Estates Ltd. 120,736 77,620 EUR 4,609 CTT-Correios de Portugal SA 59,891 14,839 SGD 17,750 Bund Center Investment Ltd. – 8,422 EUR 11,821 EDP Renovaveis SA 145,978 221,832 SGD 94,164 Cache Logistics Trust 78,390 52,199 EUR 115,033 Energias de Portugal SA 529,989 745,440 SGD 71,540 Cambridge Industrial Trust 35,075 27,790 EUR 48,006 Galp Energia SGPS SA 765,512 756,011 SGD 162,190 CapitaCommercial Trust 188,411 269,483 EUR 9,920 Jeronimo Martins SGPS SA 147,980 235,680 SGD 87,000 CapitaLand Ltd. 292,194 249,529 EUR 11,243 Mota Engil SGPS SA 77,837 19,586 SGD 143,400 CapitaMall Trust 273,827 276,239 Portucel Empresa Produtora de Pasta e EUR 28,485 Papel SA 91,095 94,114 SGD 62,845 CapitaRetail China Trust 90,137 77,858 REN — Redes Energeticas Nacionais SGD 45,600 CDL Hospitality Trusts 66,172 45,823 EUR 33,099 SGPS SA 117,668 122,619 SGD 56,800 Centurion Corp., Ltd. 28,963 19,979 Semapa-Sociedade de Investimento China Aviation Oil Singapore EUR 4,569 e Gestao 79,982 56,419 SGD 39,600 Corp. Ltd. 61,558 38,835 EUR 10,600 Sonae Capital SGPS SA 13,483 8,212 SGD 55,600 China Sunsine Chemical Holdings Ltd. 29,069 19,080 EUR 129,974 Sonae Industria SGPS SA 176,433 127,637 SGD 51,200 Chip Eng Seng Corp. Ltd. 39,111 28,873 ZON Multimedia Servicos de SGD 31,500 City Developments Ltd. 310,085 261,338 Telecomunicacoes e Multimedia SGD 357,067 CitySpring Infrastructure Trust 161,309 188,620 EUR 53,485 SGPS SA 470,130 317,157 SGD 186,900 Comfortdelgro Corp. Ltd. 359,213 266,655 4,083,871 3,039,166 0.16 SGD 93,300 Cosco Corp Singapore Ltd. 35,665 18,839 SGD 140,600 CSE Global Ltd. 51,497 55,109 Russia USD 17,900 Dairy Farm International Holdings Ltd. 142,648 113,552 USD 13,607 Etalon Group Ltd. 58,817 24,929 SGD 75,400 DBS Group Holdings Ltd. 1,848,286 1,540,251 USD 89,219 Gazprom OAO, ADR 637,847 654,063 SGD 53,900 Del Monte Pacific Ltd. 15,081 5,417 USD 18,350 Gazprom PJSC 138,218 135,024 SGD 1,178,680 Ezion Holdings Ltd. 263,035 9,301 USD 6,531 Globaltrans Investment PLC 71,334 47,853 SGD 136,728 Ezion Holdings Ltd., Rights – – USD 12,998 Lukoil PJSC 948,233 1,309,700 SGD 253,344 Ezra Holdings Ltd. 105,411 508 Magnitogorsk Iron & Steel USD 15,383 Works, GDR 167,201 140,335 SGD 34,228 Far East Hospitality Trust 25,908 16,680 USD 3,652 Mail.ru Group Ltd., GDR 109,714 111,835 SGD 37,000 First Capital Corp. Ltd. 80,972 52,893 USD 3,500 Mechel 25,231 8,173 SGD 37,400 First REIT 39,528 25,482 USD 13,868 MMC Norilsk Nickel PJSC 369,830 492,119 SGD 58,300 First Resources Ltd. 79,910 79,514 USD 15,217 Mobile TeleSystems PJSC 143,435 189,854 SGD 29,300 Food Empire Holdings Ltd. 15,997 15,274 USD 469 NovaTek OAO 78,169 90,250 SGD 45,000 Fragrance Group Ltd. 8,430 5,053 USD 6,516 Novolipetsk Steel OJSC 144,414 176,072 SGD 60,800 Frasers Centrepoint Ltd. 114,173 75,081 USD 5,049 PhosAgro PJSC 88,211 84,654 SGD 46,947 Frasers Centrepoint Trust 84,742 106,801 USD 415 Polyus PJSC 31,223 47,410 SGD 55,308 Frasers Hospitality Trust 34,288 25,269 USD 878 Ros Agro PLC 13,229 10,734 SGD 238,151 Frasers Logistics & Industrial Trust 237,686 278,517 USD 48,557 Rosneft Oil Co., GDR 385,090 331,302 SGD 90,700 Frencken Group Ltd. 48,387 78,477 USD 6,526 Rostelecom OJSC, ADR 82,999 65,182 SGD 58,000 Gallant Venture Ltd. 16,396 6,398 USD 58,724 RusHydro PJSC, ADR 171,190 78,359 SGD 359,600 Genting Singapore Ltd. 352,652 268,592 USD 50,188 Sberbank of Russia, ADR 634,302 774,548 SGD 83,800 Geo Energy Resources Ltd. 19,648 9,368 USD 12,745 Severstal, GDR 113,949 209,390 SGD 34,000 GL Ltd. 20,340 19,906 USD 8,330 Tatneft PAO, ADR 529,555 526,661 SGD 1,137,300 Golden Agri-Resources Ltd. 457,482 165,235

The accompanying notes are an integral part of these financial statements 135 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

SGD 2,100 Great Eastern Holdings Ltd. 36,396 40,355 SGD 45,500 Singapore Exchange Ltd. 296,526 371,719 SGD 25,852 Halcyon Agri Corp. Ltd. 29,985 5,493 SGD 189,100 Singapore Post Ltd. 189,240 142,728 SGD 18,300 Haw Par Corp. Ltd. 100,864 175,708 SGD 235,500 Singapore Press Holdings Ltd. 632,195 292,942 SGD 31,300 Hi-P International Ltd. 27,827 32,651 Singapore Technologies SGD 35,000 Ho Bee Investment Ltd. 47,042 72,089 SGD 66,600 Engineering Ltd. 206,405 215,802 SGD 40,700 Hong Fok Corp. Ltd. 20,330 28,273 SGD 335,650 Singapore Telecommunications Ltd. 978,143 810,611 SGD 36,000 Hong Leong Asia Ltd. 53,595 17,471 SGD 116,949 Soilbuild Business Space REIT 73,226 44,811 SGD 26,100 Hong Leong Finance Ltd. 72,537 63,599 SGD 38,700 SPH REIT 35,628 33,161 USD 70,000 Hongkong Land Holdings Ltd. 611,650 395,290 SGD 45,000 Stamford Land Corp. Ltd. 21,242 15,191 SGD 12,400 Hotel Grand Central Ltd. 15,777 11,753 SGD 59,000 Starhill Global REIT 33,571 29,590 USD 882,800 Hutchison Port Holdings Trust 548,683 115,498 SGD 30,600 StarHub Ltd. 105,645 38,921 SGD 69,300 Hyflux Ltd. 39,996 1,235 SGD 6,700 Straits Trading Co. Ltd. 15,172 10,468 SGD 51,000 Indofood Agri Resources Ltd. 56,875 15,092 SGD 12,600 Sunningdale Tech Ltd. 9,945 12,262 SGD 86,350 Japfa Ltd. 52,494 57,981 SGD 152,500 Suntec REIT 200,440 211,496 SGD 9,712 Jardine Cycle & Carriage Ltd. 185,491 192,417 SGD 27,000 Swiber Holdings Ltd. 24,824 537 SGD 15,200 k1 Ventures Ltd. 10,897 – SGD 72,807 Tuan Sing Holdings Ltd. 20,948 20,016 SGD 82,200 Keppel Corp. Ltd. 568,877 480,634 SGD 92,187 UMS Holdings Ltd. 28,213 81,330 SGD 108,954 Keppel DC REIT 151,155 270,884 SGD 61,433 United Overseas Bank Ltd. 1,004,460 1,218,660 SGD 126,444 K-REIT Asia, REIT 113,389 136,468 SGD 24,742 UOB-Kay Hian Holdings Ltd. 30,939 28,072 SGD 66,700 KSH Holdings Ltd. 50,384 21,883 SGD 48,800 UOL Group Ltd. 339,042 325,738 SGD 47,700 Lian Beng Group Ltd. 23,386 19,623 SGD 82,500 Valuetronics Holdings Ltd. 31,629 44,548 SGD 95,000 Lippo Malls Indonesia Retail Trust 26,840 12,614 SGD 39,100 Venture Corp. Ltd. 375,773 620,360 SGD 17,000 Low Keng Huat Singapore Ltd. 10,117 6,369 SGD 43,100 Wee Hur Holdings Ltd. 14,679 8,163 Manulife US Real Estate SGD 38,000 Wilmar International Ltd. 116,252 152,589 USD 114,562 Investment Trust 130,344 118,180 SGD 68,737 Wing Tai Holdings Ltd. 112,158 120,238 SGD 148,333 Mapletree Commercial Trust 198,964 281,770 Yangzijiang Shipbuilding Mapletree Greater China SGD 352,900 Holdings Ltd. 332,113 322,528 SGD 130,500 Commercial Trust 124,960 119,085 SGD 2,871 Yeo Hiap Seng Ltd. 4,821 2,351 SGD 103,900 Mapletree Industrial Trust 163,871 293,427 20,669,402 18,092,552 0.94 SGD 188,342 Mapletree Logistics Trust 209,061 358,972 SGD 58,000 Metro Holdings Ltd. 50,650 42,175 South Africa SGD 256,500 Midas Holdings Ltd. 66,891 8,996 ZAR 107,853 Absa Group Ltd. 1,667,026 722,857 SGD 14,600 mm2 Asia Ltd. 3,092 2,814 ZAR 10,827 Adcock Ingram Holdings Ltd. 61,134 40,527 SGD 72,500 NetLink NBN Trust 62,440 68,752 ZAR 19,834 Adcorp Holdings Ltd. 52,758 6,187 SGD 41,000 Olam International Ltd. 75,870 55,948 ZAR 77,892 Advtech Ltd. 125,289 43,909 SGD 13,900 Orchard Parade Holdings Ltd. 18,864 14,267 ZAR 18,017 Aeci Ltd. 192,392 108,709 OUE Commercial Real Estate ZAR 6,458 African Oxygen Ltd. 21,807 8,870 SGD 195,014 Investment Trust 97,081 73,074 ZAR 22,874 African Rainbow Minerals Ltd. 235,020 304,053 SGD 160,783 Oversea-Chinese Banking Corp. 1,177,280 1,422,707 ZAR 14,651 Afrimat Ltd. 34,724 36,093 SGD 50,000 Overseas Union Enterprise Ltd. 74,794 58,183 ZAR 94,403 Alexander Forbes Group Holdings Ltd. 52,174 35,210 SGD 72,901 Oxley Holdings Ltd. 35,109 16,851 ZAR 29,566 Allied Electronics Corp. Ltd. 39,554 46,820 Pacific Century Regional ZAR 11,517 Alviva Holdings Ltd. 22,635 6,028 SGD 70,800 Developments Ltd. 25,940 20,746 ZAR 3,549 Anglo Platinum Ltd. 119,819 350,652 SGD 33,400 Parkway Life REIT 68,486 108,956 ZAR 13,059 AngloGold Ashanti Ltd. 154,908 521,623 SGD 20,100 Perennial Real Estate Holdings Ltd. 15,460 18,491 USD 64,274 AngloGold Ashanti Ltd., ADR 1,022,391 2,573,264 SGD 10,000 Petra Foods Ltd. 24,647 7,196 ZAR 45,842 Arrowhead Properties Ltd. 39,877 6,100 SGD 28,700 QAF Ltd. 27,811 21,923 ZAR 26,889 Aspen Pharmacare Holdings Ltd. 522,242 303,217 SGD 52,780 Raffles Education Corp. Ltd. 12,276 5,955 ZAR 6,597 Astral Foods Ltd. 122,192 75,613 SGD 71,215 Raffles Medical Group Ltd. 90,946 64,024 ZAR 34,603 Attacq Ltd. 70,867 13,613 SGD 21,400 Riverstone Holdings Ltd/Singapore 25,850 54,800 ZAR 44,047 AVI Ltd. 274,660 243,217 SGD 31,240 Roxy-Pacific Holdings Ltd. 15,513 10,785 ZAR 50,184 Barloworld Ltd. 460,252 271,589 SGD 34,080 Sabana Shariah Compliant Industrial 24,289 11,681 ZAR 33,160 Bid Corp Ltd. 584,093 739,233 SGD 6,400 SBS Transit Ltd. 15,266 18,665 ZAR 46,163 Bidvest Group Ltd. 594,357 514,203 SGD 206,300 SembCorp Industries Ltd. 534,986 354,535 SGD 55,900 SembCorp Marine Ltd. 139,783 23,369 ZAR 74,518 Blue Label Telecoms Ltd. 100,727 15,262 SGD 25,000 Sheng Siong Group Ltd. 13,548 40,331 ZAR 122,906 Brait SA 338,467 32,159 SGD 11,300 SIA Engineering Co. Ltd. 33,702 21,866 ZAR 4,826 Capitec Bank Holdings Ltd. 193,723 325,625 SGD 173,200 SIIC Environment Holdings Ltd. 94,713 34,811 ZAR 2,956 Cashbuild Ltd. 85,808 33,080 SGD 302,582 Singapore Airlines Ltd. 1,654,654 1,108,809 ZAR 3,175 City Lodge Hotels Ltd. 45,472 5,906 Singapore Airport Terminal ZAR 14,291 Coronation Fund Managers Ltd. 65,540 44,779 SGD 67,573 Services Ltd. 180,267 190,157 ZAR 16,075 Curro Holdings Ltd. 61,310 11,340

The accompanying notes are an integral part of these financial statements 136 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

ZAR 62,055 DataTec Ltd. 250,852 129,172 ZAR 425,849 Redefine Properties Ltd. 418,398 111,140 ZAR 8,210 Dis-Chem Pharmacies Ltd. 15,747 11,274 ZAR 23,850 Resilient REIT Ltd. 132,125 80,838 ZAR 40,211 Discovery Holdings Ltd. 384,163 329,777 ZAR 25,852 Reunert Ltd. 192,093 69,093 ZAR 4,485 Distell Group Holdings Ltd. 50,417 26,818 ZAR 11,526 Rhodes Food Group Pty. Ltd. 25,812 13,301 ZAR 21,353 Emira Property Fund Ltd. 32,920 10,848 ZAR 7,047 Royal Bafokeng Platinum Ltd. 22,767 19,281 ZAR 34,782 Equites Property Fund Ltd. 66,475 45,465 SA Corporate Real Estate ZAR 36,133 Exxaro Resources Ltd. 378,709 370,262 ZAR 221,953 Fund Nominees Pty Ltd. 111,673 22,311 ZAR 9,601 Famous Brands Ltd. 130,675 29,769 ZAR 181,310 Sanlam Ltd. 879,593 837,313 ZAR 398,604 FirstRand Ltd. 1,548,738 1,190,021 ZAR 5,438 Santam Ltd. 101,341 114,120 ZAR 38,910 Foschini Ltd. 474,646 196,345 ZAR 101,645 Sappi Ltd. 489,377 215,818 ZAR 70,101 Gold Fields Ltd. 290,942 898,605 ZAR 15,624 Sasol Ltd. 576,246 162,876 USD 109,954 Gold Fields Ltd., ADR 827,549 1,403,179 USD 40,769 Sasol Ltd., ADR 1,846,741 426,735 ZAR 91,071 Grindrod Ltd. 103,185 21,783 ZAR 63,843 Shoprite Holdings Ltd. 845,411 532,583 ZAR 2,276 Grindrod Shipping Holdings Ltd. 61,386 8,542 ZAR 212,007 Sibanye Stillwater Ltd. 329,224 624,937 ZAR 209,969 Growthpoint Properties Ltd. 516,071 220,221 USD 42,797 Sibanye Stillwater Ltd., ADR 278,836 502,578 ZAR 43,695 Harmony Gold Mining Co Ltd. 107,367 248,027 ZAR 7,667 Spur Corp Ltd. 16,989 10,227 Harmony Gold Mining Co., ZAR 157,135 Standard Bank Group Ltd. 2,227,227 1,287,688 USD 58,942 Ltd., ADR 326,349 333,684 ZAR 168,011 Steinhoff International Holdings NV 794,849 13,457 ZAR 3,820 Hudaco Industries Ltd. 57,248 21,836 ZAR 20,473 Sun International Ltd./South Africa 153,474 26,917 ZAR 20,384 Hyprop Investments Ltd. 169,004 35,768 ZAR 78,625 Super Group Ltd. 183,360 98,528 ZAR 90,228 Impala Platinum Holdings Ltd. 412,662 824,941 ZAR 59,278 Telkom SA Ltd. 336,580 138,041 ZAR 38,440 Imperial Holdings Ltd. 227,129 118,131 USD 3,400 Textainer Group Holdings Ltd. 69,412 37,758 ZAR 27,483 Investec Ltd. 176,442 74,537 ZAR 25,389 The Spar Group Ltd. 362,855 341,019 ZAR 37,859 Investec Property Fund Ltd. 58,096 27,796 ZAR 25,598 Tiger Brands Ltd. 562,631 357,581 ZAR 39,319 Italtile Ltd. 56,799 35,348 ZAR 17,670 Tongaat-Hulett 197,022 7,512 ZAR 16,136 JSE Ltd. 215,967 153,923 ZAR 34,927 Transcation Capital Ltd. 49,179 50,988 ZAR 252,171 KAP Industrial Holdings Ltd. 185,227 49,336 ZAR 72,762 Truworths International Ltd. 536,709 193,578 ZAR 10,218 Kumba Iron Ore Ltd. 180,125 370,948 ZAR 77,633 Tsogo Sun Gaming Ltd. 152,999 26,868 ZAR 12,548 Lewis Group Ltd. 121,851 12,686 ZAR 57,781 Vodacom Group Ltd. 681,533 556,601 ZAR 30,297 Liberty Holdings Ltd. 329,787 157,542 ZAR 46,632 Vukile Property Fund Ltd. 85,510 28,159 ZAR 331,974 Life Healthcare Group Holdings Ltd. 923,819 434,143 ZAR 7,252 Wilson Bayly Holmes-Ovcon Ltd. 111,596 57,384 ZAR 18,659 Massmart Holdings Ltd. 200,538 33,607 ZAR 121,466 Woolworths Holdings Ltd. 670,122 315,161 ZAR 26,091 Metair Investments Ltd. 82,541 36,857 39,754,093 28,578,524 1.49 USD 3,450 MiX Telematics Ltd, ADR 84,023 40,421 ZAR 256,622 Momentum Metropolitan Holdings 536,380 354,542 South Korea ZAR 15,950 Motus Holdings Ltd. 96,644 38,385 KRW 1,122 Able C&C Co. Ltd. 24,083 11,844 ZAR 24,750 MPACT Ltd. 64,875 20,389 KRW 1,632 Advanced Process Systems Corp. 53,002 43,256 ZAR 17,876 Mr Price Group Ltd. 326,513 200,678 KRW 4,110 Aekyung Petrochemical Co., Ltd. 54,936 30,175 ZAR 204,389 MTN Group Ltd. 3,122,844 849,817 KRW 1,482 AfreecaTV Co. Ltd. 66,007 106,712 ZAR 66,120 MultiChoice Group Ltd. 548,403 548,929 KRW 2,329 AJ Networks Co. Ltd. 17,830 7,564 ZAR 44,215 Murray & Roberts Holdings Ltd. 51,333 17,281 KRW 1,654 AK Holdings Inc. 115,211 35,192 ZAR 92,267 Nampak Ltd. 312,036 9,384 KRW 718 Amorepacific Corp. 213,596 136,347 ZAR 6,276 Naspers Ltd., Class N 1,098,248 1,565,863 KRW 1,239 Amorepacific Group 70,805 72,830 ZAR 37,923 Nedbank Group Ltd. 831,570 301,873 KRW 84 Amorepacific Group, Preferred 3,150 3,250 ZAR 28,184 NEPI Rockcastle PLC 376,637 196,294 KRW 341 Asia Cement Co. Ltd. 48,478 20,984 ZAR 201,517 Network Healthcare Holdings Ltd. 466,215 214,475 KRW 191 ASIA Holdings Co. Ltd. 24,237 15,125 ZAR 16,269 New Clicks Holdings Ltd. 34,481 268,148 KRW 1,517 Asia Pacific Systems Inc. 17,749 15,219 ZAR 13,741 Ninety One Ltd. 71,923 47,238 KRW 570 Asia Paper Manufacturing Co. Ltd. 19,677 19,378 ZAR 48,767 Northam Platinum Ltd. 227,426 446,531 KRW 40,346 Asiana Airlines 181,424 177,258 ZAR 12,124 Oceana Group Ltd. 93,444 67,666 KRW 1,332 Autech Corp. 14,290 16,509 ZAR 3,725 Octodec Investments Ltd. 9,118 1,787 KRW 3,618 BGF Co., Ltd. 78,710 17,398 ZAR 359,758 Old Mutual Ltd. 739,096 340,417 KRW 453 BGF retail Co., Ltd. 84,009 71,289 ZAR 22,608 Omnia Holdings Ltd. 136,020 49,380 KRW 5,118 BH Co. Ltd. 122,998 115,674 ZAR 55,615 PEREGRINE HLDGS 137,189 85,461 KRW 362 Binggrae Co., Ltd. 27,358 24,744 ZAR 26,065 Pick n Pay Stores Ltd. 154,027 104,146 KRW 2,199 Bluecom Co. Ltd. 18,438 17,104 ZAR 214,515 PPC Ltd. 154,068 16,810 KRW 609 Bookook Securities Co. Ltd. 19,451 12,739 ZAR 12,204 PSG Group Ltd. 235,758 151,473 KRW 33,792 BS Financial Group Inc. 402,258 192,701 ZAR 32,046 PSG Konsult Ltd. 14,916 18,776 KRW 5,742 Capro Corp. 52,133 16,623 ZAR 23,709 Raubex Group Ltd. 64,578 41,040 KRW 615 Cell Biotech Co. Ltd. 32,126 11,655

The accompanying notes are an integral part of these financial statements 137 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

KRW 2,666 Celltrion Inc. 365,749 926,319 KRW 2,560 Dongbu Securities Co., Ltd. 16,336 9,244 KRW 910 Changhae Ethanol Co. Ltd. 17,363 13,739 KRW 149 Dongil Industries Co. Ltd. 13,601 9,640 KRW 8,672 Cheil Communications Inc. 183,364 162,496 KRW 11,223 Dongjin Semichem Co., Ltd. 119,669 361,044 KRW 4,084 Chemtronics Co., Ltd. 58,157 64,181 KRW 5,454 Dongkuk Industries Co. Ltd. 24,770 15,806 Chong Kun Dang KRW 7,430 Dongkuk Steel Mill Co., Ltd. 52,497 44,857 KRW 249 Pharmaceutical Corp. 32,615 30,686 KRW 3,720 Dongsung Holdings Co. Ltd. 23,261 16,310 KRW 455 Chongkundang Holdings Corp. 32,880 62,009 KRW 691 Dongwha Enterprise Co. Ltd. 19,495 26,292 KRW 1,992 Cj Cgv 82,377 46,660 KRW 2,478 Dongwha Pharm Co., Ltd. 26,711 45,801 KRW 1,049 CJ CGV Co., Ltd., Rights – 3,789 KRW 4,571 Dongwon Development Co. Ltd. 25,483 17,033 KRW 1,031 CJ CheilJedang Corp. 346,654 382,180 KRW 113 Dongwon F&B Co. Ltd. 27,403 22,952 KRW 3,278 CJ Corp. 539,690 321,549 KRW 343 DONGWON INDUSTRY KRW5000 100,662 77,908 KRW 1,751 CJ ENM Co Ltd. 313,868 220,326 KRW 323 Dongwon Systems Corp. 17,224 7,686 KRW 470 CJ FOOD SYSTEM CO. LTD. 19,453 8,179 KRW 2,064 Dongyang Mechatronics Corp. 17,879 8,783 KRW 11,544 CJ Hellovision Co., Ltd. 96,299 52,431 KRW 2,927 Doosan Bobcat Inc. 113,519 88,385 KRW 855 CJ Korea Express Co., Ltd. 163,495 152,993 KRW 1,286 Doosan Corp. 122,057 55,730 KRW 514 Com2uSCorp 51,945 68,454 KRW 4,889 Doosan Engine Company Ltd. 16,182 27,426 KRW 759 Cosmax Bti Inc. 36,839 14,875 KRW 4,302 Doosan Fuel Cell Co Ltd. 18,786 158,465 KRW 1,115 Cosmax Inc. 154,276 123,771 Doosan Heavy Industries and KRW 3,969 COWELL FASHION Co., Ltd. 27,144 24,627 KRW 22,130 Construction Co., Ltd. 473,358 122,317 KRW 1,392 Crownhaitai Holdings 29,701 12,936 KRW 21,253 Doosan Infracore Co., Ltd. 220,570 176,196 KRW 288 Cuckoo Electronics Co. Ltd. 33,115 25,775 KRW 2,371 Doosan Solus Co Ltd. 10,355 90,577 KRW 5,874 D.I Corp. 35,017 26,912 KRW 898 DoubleUGames Co. Ltd. 64,832 81,299 KRW 262 Dae Han Flour Mills Co., Ltd. 55,074 49,028 KRW 3,682 DuzonBIzon 88,199 427,093 KRW 6,335 Daeduck Electronics Co Ltd / New 79,408 55,484 KRW 640 e Tec E&C Ltd. 71,137 51,379 KRW 3,665 Daeduck Electronics Co. 36,963 23,911 KRW 444 E1 Corp. 30,889 17,424 KRW 1,280 Daehan Steel Co., Ltd. 9,430 10,104 KRW 10,757 Easy Bio Inc. 70,855 61,465 KRW 4,395 Dae-Il Corp. 36,767 7,591 KRW 442 Easy Bio Inc./New 8,017 25,941 KRW 2,642 Daekyo Co., Ltd. 22,922 12,824 KRW 1,460 Ecopro Co. Ltd. 73,683 49,096 KRW 3,883 Daelim Industrial Co., Ltd. 336,431 362,624 Ehwa Technologies Information KRW 83,028 Co. Ltd. 32,801 14,640 KRW 7,594 Daesang Corp. 215,563 223,600 KRW 2,011 E-Mart Co., Ltd. 498,990 241,401 KRW 2,509 Daesang Holdings Co., Ltd. 30,437 23,122 KRW 1,851 ENF Technology Co., Ltd. 43,252 74,177 KRW 3,466 Daewon Pharmaceutical Co. Ltd. 67,154 67,533 KRW 458 Eo Technics Co., Ltd. 49,678 49,458 KRW 2,006 Daewon San Up Co. Ltd. 16,436 11,856 KRW 9,698 Eugene Corp. 70,861 40,117 Daewoo Engineering & Construction KRW 25,822 Co., Ltd. 134,015 100,609 Eugene Investment & Securities KRW 5,521 Co., Ltd. 28,954 17,926 KRW 11,245 Daewoo International Corp. 253,206 178,135 KRW 796 F&F Co. Ltd. 25,300 83,384 Daewoo Shipbuilding & Marine KRW 5,648 Engineering Co., Ltd. 297,647 174,701 KRW 2,917 Farmsco 47,102 19,932 KRW 2,185 Daewoong Co. Ltd. 31,498 67,677 KRW 17,919 Fila Korea Ltd. 369,988 709,878 KRW 798 Daihan Pharmaceutical Co. Ltd. 29,977 26,432 KRW 3,950 Foosung Co. Ltd. 51,419 36,322 KRW 6,740 Daishin Securities Co., Ltd. 104,967 74,080 KRW 743 Gamevil Inc. 66,987 23,990 KRW 2,606 Daou Data Corp. 32,901 37,247 KRW 1,170 Global & Yuasa Battery Co., Ltd. 53,405 40,535 KRW 4,424 Daou Technology Inc. 63,681 100,310 KRW 333 GOLFZON Co. Ltd. 16,771 26,417 KRW 2,221 DC Chemical Co., Ltd. 297,662 93,606 KRW 5,489 Grand Korea Leisure Co., Ltd. 125,985 80,397 KRW 5,209 Dea Dong Industrial Co. Ltd. 57,116 36,108 KRW 389 Green Cross Corp/South Korea 58,726 65,201 KRW 521 Dentium Co Ltd. 38,295 22,320 KRW 2,155 Green Cross Holdings Corp. 81,412 58,873 KRW 3,089 Deutsch Motors Inc. 24,421 22,068 KRW 9,712 GS Engineering & Construction Corp. 346,116 271,468 KRW 22,020 DGB Financial Group Inc. 291,989 128,549 KRW 16,138 GS Global Corp. 58,462 30,173 KRW 840 DIO Corp. 26,907 23,947 KRW 10,705 GS Holdings Corp. 531,289 440,215 KRW 2,833 DMS Co. Ltd. 26,178 16,725 KRW 364 GS Home Shopping Inc. 90,412 45,098 KRW 1,250 Dong A Eltek Co. Ltd. 25,734 9,644 KRW 5,612 GS Retail Co., Ltd. 231,495 232,812 KRW 492 Dong Ah Tire & Rubber Co., Ltd. 5,634 13,773 KRW 45 Gwangju Shinsegae Co., Ltd. 13,266 6,959 KRW 6,746 Dong Yang Gang Chul Co. Ltd. 29,961 13,614 KRW 2,440 HAESUNG DS Co. Ltd. 49,259 41,761 KRW 272 Dong-A Socio Holdings Co., Ltd. 64,599 29,367 KRW 1,349 Haitai Confectionery & Foods Co. Ltd. 26,239 13,191 KRW 612 Dong-A ST Co., Ltd. 68,521 60,116 KRW 13,383 Halla Climate Control 75,233 137,696 Dong-Ah Geological Engineering KRW 3,827 Halla Corp. 42,516 12,248 KRW 1,604 Co. Ltd. 42,910 25,667 KRW 910 Han Jin Transport 22,893 45,620 KRW 1,879 Dongbu Corp. 27,601 19,255 KRW 3,070 Han Kuk Carbon Co. 20,290 26,340 KRW 7,744 Dongbu HiTek Co., Ltd. 104,686 254,858 KRW 23,714 Hana Financial Holdings Inc. 1,169,515 732,174 KRW 12,975 Dongbu Insurance Co., Ltd. 828,461 631,771 KRW 5,166 Hana Micron Inc. 31,546 27,210

The accompanying notes are an integral part of these financial statements 138 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

KRW 559 Hana Tour Service Inc. 38,900 24,481 KRW 1,254 Hyundai Corp. 28,864 18,860 KRW 962 Handok Pharmaceuticals Co. Ltd. 36,908 33,085 KRW 1,624 Hyundai Department Store Co., Ltd. 219,677 103,743 KRW 1,803 Handsome Co., Ltd. 63,578 71,778 KRW 8,361 Hyundai Development Co. 183,230 80,260 KRW 285 Hanil Cement Co Ltd/New 43,907 26,321 KRW 1,285 Hyundai Elevator Co., Ltd. 94,630 101,511 KRW 233 Hanil Cement Manufacturing 22,387 12,127 Hyundai Engineering & Construction KRW 1,422 Hanil E-Hwa Co. Ltd. 22,137 5,387 KRW 4,871 Co., Ltd. 233,152 183,185 Hanjin Heavy Industries & KRW 2,840 Hyundai Engineering Plastics Co., Ltd. 28,158 11,999 KRW 3,025 Construction Co., Ltd. 65,604 19,926 KRW 3,069 Hyundai Glovis Co., Ltd. 511,000 354,228 KRW 468 Hanjin Kal Corp. 9,861 42,648 KRW 5,140 Hyundai Greenfood Co., Ltd. 94,619 45,073 KRW 3,540 Hanjin Shipping Holdings Co. Ltd. 29,868 24,338 KRW 1,908 Hyundai Heavy Industries Co., Ltd. 319,628 190,680 KRW 51 Hankook Shell Oil Co., Ltd. 25,399 13,396 Hyundai Home Shopping KRW 9,338 Hankook Tire Co. 389,190 262,374 KRW 1,065 Network Corp. 136,194 77,513 Hankuk Paper Manufacturing Hyundai HY Communications & KRW 555 Co., Ltd. 14,724 12,138 KRW 9,398 Network Co., Ltd. 43,626 45,755 KRW 125 Hanmi Pharm Co. Ltd. 70,660 34,626 KRW 16,383 Hyundai Marine & Fire Insurance Co. 494,002 426,962 KRW 1,122 Hanmi Semiconductor Co., Ltd. 3,201 9,541 KRW 19,429 Hyundai Merchant Marine Co. Ltd. 101,061 104,042 KRW 2,455 Hansae Co. Ltd. 64,576 29,547 KRW 3,120 Hyundai Mipo Dockyard Co., Ltd. 155,750 111,302 KRW 1,827 Hansae Yes24 Holdings Co. Ltd. 23,045 8,775 KRW 2,528 Hyundai Mobis 637,965 550,907 KRW 1,642 Hanshin Construction 36,777 21,415 KRW 6,986 Hyundai Motor Co. 1,110,750 779,068 KRW 500 Hansol Chemical Co., Ltd. 5,086 72,416 KRW 803 Hyundai Robotics Co., Ltd. 185,113 224,988 KRW 7,327 Hansol Paper Co. 43,702 25,057 KRW 1,561 Hyundai Rotem Co., Ltd. 28,351 27,375 KRW 4,075 Hansol Paper Co., Ltd. 78,850 64,745 KRW 7,137 Hyundai Steel Co. 453,072 167,567 KRW 2,936 Hansol Technics Co., Ltd. 41,290 23,440 KRW 3,044 Hyundai Wia Corp. 332,574 120,314 KRW 598 Hanssem Co., Ltd. 159,353 58,539 KRW 2,481 ICD Co. Ltd. 38,350 37,135 KRW 12,737 Hanwha Chem Corp. 327,306 280,739 KRW 9,528 IHQ Inc. 28,270 17,135 KRW 5,585 Hanwha Corp. 223,427 141,602 KRW 2,970 Iljin Electric Co. Ltd. 21,742 8,773 KRW 12,557 Hanwha General Insurance Co., Ltd. 103,571 37,063 KRW 192 Ilshin Spinning Co. Ltd. 25,515 13,089 KRW 22,987 Hanwha Securities Co. 73,041 43,393 KRW 2,437 iMarketKorea Inc. 25,970 23,984 HDC Hyundai Development Co- KRW 4,996 Engineering & Construction 111,587 119,932 KRW 1,073 InBody Co., Ltd. 58,751 19,493 Heungkuk Fire & Marine Insurance KRW 21,786 Industrial Bank of Korea 349,716 200,980 KRW 5,778 Co., Ltd. 37,682 14,607 KRW 509 Innocean Worldwide Inc. 36,546 25,763 KRW 1,177 Himart Co., Ltd. 91,291 51,437 KRW 7,192 Inscobee Inc. 52,196 16,688 KRW 420 Hite Holdings Co., Ltd. 10,243 10,346 KRW 6,816 Insun ENT CO, Ltd. 68,962 65,622 KRW 4,697 Hite Jinro Co., Ltd. 122,154 233,725 KRW 2,393 Interflex Co. Ltd. 62,135 34,620 KRW 823 HLB Inc. 61,808 86,335 KRW 5,003 Interpark Corp. 55,404 13,063 KRW 3,110 HMC Investment Securities Co., Ltd. 49,811 29,387 KRW 5,507 Intops Co., Ltd. 74,040 69,442 KRW 1,047 Honam Petrochemical Corp. 295,821 198,653 KRW 1,768 Iones Co. Ltd. 28,944 14,185 KRW 2,288 Hotel Shilla Co., Ltd. 139,103 184,741 KRW 2,517 IS Dongseo Co., Ltd. 126,960 80,480 KRW 5,284 HS Industries Co., Ltd. 63,752 41,587 KRW 715 ISC Co. Ltd. 13,572 13,529 KRW 10,568 HS R&A Co. Ltd. 33,208 17,808 KRW 1,571 i-SENS Inc. 38,021 44,908 KRW 3,436 Huchems Fine Chemical Corp. 84,285 62,148 KRW 1,410 Isu Chemical Co., Ltd. 20,638 13,954 KRW 78 Hugel Inc. 50,340 41,681 KRW 757 ISU Chemical Co., Ltd., Rights – 1,350 KRW 2,045 Humax Co. Ltd. 21,757 7,112 KRW 4,316 IsuPetasys Co., Ltd. 21,549 17,120 KRW 3,920 Huneed Technologies 59,953 29,354 KRW 26,646 JB Financial Group Co., Ltd.. 168,837 143,450 KRW 351 Huons Global Co., Ltd. 11,449 12,557 KRW 676 JEJUAIR Co. Ltd. 40,122 12,454 KRW 537 Huons Co., Ltd. 22,637 33,360 KRW 247 Jejuair Co., Ltd., Rights – 850 KRW 2,230 Huvis Corp. 19,240 16,726 KRW 3,352 Jusung Engineering Co., Ltd. 51,507 21,406 Hwangkum Steel & Technology KRW 1,063 Co. Ltd. 15,519 6,710 KRW 3,104 JW Holdings Corp. 34,777 18,791 KRW 3,345 Hwaseung Enterprise Co., Ltd. 54,086 43,592 KRW 2,637 JYP Entertainment Corp. 68,271 63,558 KRW 1,359 HwaSung Industrial Co. Ltd. 22,226 14,716 KRW 598 Kakao Corp. 84,347 182,181 KRW 776 Hy-Lok Corp. 30,092 11,390 KRW 4,600 Kangwon Land Inc. 183,085 112,544 KRW 46,274 Hynix Semiconductor Inc. 2,252,986 4,485,392 KRW 23,630 KB Financial Group Inc. 1,525,240 908,179 KRW 434 Hyosung Advanced Materials Corp. 74,561 56,601 USD 1,401 KB Financial Group Inc., ADR 65,632 52,914 KRW 308 Hyosung Chemical Corp. 27,380 36,838 KRW 1,259 KC Tech Co., Ltd. 4,611 26,991 KRW 1,116 Hyosung Corp. 63,343 79,609 KRW 1,492 KC Tech Co., Ltd./New 7,783 37,924 KRW 419 Hyosung TNC Co Ltd. 73,642 53,378 KRW 569 KCC Corp. 205,650 85,985 KRW 2,001 Hyundai BNG Steel Co. Ltd. 28,159 16,189 KRW 535 KCC Glass Corp. 74,962 19,945 Hyundai Construction Equipment KEPCO Engineering & Construction KRW 2,425 Co., Ltd. 127,717 60,844 KRW 1,159 Co., Inc. 23,069 19,765

The accompanying notes are an integral part of these financial statements 139 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

KEPCO Plant Service & Engineering KRW 907 Kyung Dong Navien Co. Ltd. 34,917 42,682 KRW 2,162 Co., Ltd. 114,315 71,290 KRW 1,859 Kyungbang Ltd. 29,879 25,481 KRW 3,710 Keyang Electric Machinery Co. Ltd. 19,054 11,265 KRW 4,304 Kyungdong Pharm Co. Ltd. 45,408 47,313 KRW 1,999 Kginicis Co Ltd. 53,978 49,700 KRW 4,706 Kyung-In Synthetic Corp. 32,099 52,380 KRW 4,208 KGMobilians Co. Ltd. 50,497 55,728 KRW 4,066 LEADCORP Inc. 30,402 29,438 KRW 20,129 Kia Motors Corp. 843,000 738,453 KRW 926 LEENO Industrial Inc. 65,867 119,019 KRW 820 KISCO Holdings Co. Ltd. 14,599 10,469 KRW 1,828 LF Corp. 64,051 25,683 KRW 675 KISWIRE Ltd. 41,146 11,707 KRW 1,622 LG Chem Ltd. 392,660 908,736 KRW 30,434 Kiwi Media Group Co. Ltd. 27,777 966 KRW 5,216 LG Corp. 495,293 422,619 KRW 2,522 KIWOOM Securities Co., Ltd. 179,550 250,325 KRW 29,380 LG Display Co., Ltd. 863,363 381,885 KRW 1,713 KMH Co., Ltd. 12,990 14,603 USD 13,992 LG Display Co., Ltd., ADR 182,693 91,749 KRW 1,703 KMW Co., Ltd. 106,696 123,488 KRW 19,993 LG Electronics Inc. 1,348,594 1,438,444 KRW 8,708 Kodaco Co., Ltd. 31,023 13,956 KRW 1,253 LG Hausys Ltd. 154,275 91,603 KRW 642 Koh Young Technology Inc. 62,481 72,845 KRW 467 LG Household & Health Care Ltd. 427,399 710,596 KRW 5,391 Kolao Holdings 29,429 24,513 KRW 2,420 LG Innotek Co., Ltd. 284,989 481,820 KRW 537 Kolmar BNH Co Ltd. 15,603 24,609 KRW 7,308 LG International Corp. 201,107 129,427 KRW 1,068 Kolon Corp. 64,924 21,718 KRW 40,937 LG Telecom Ltd. 403,006 567,948 KRW 3,119 Kolon Industries Inc. 203,122 113,790 KRW 740 LIG Nex1 Co., Ltd. 50,983 25,164 KRW 907 KoMiCo., Ltd. 25,065 37,134 KRW 5,727 LiHOM-CUCHEN Co. Ltd. 20,274 14,105 KRW 2,521 Korea Aerospace Industries Ltd. 123,149 68,269 KRW 1,652 Livart Furniture Co., Ltd. 53,076 31,834 KRW 3,491 Korea Alcohol Industrial Co. Ltd. 33,052 59,274 KRW 2,680 Lock&Lock Co Ltd. 54,383 34,204 KRW 8,750 Korea Asset In Trust Co. Ltd. 62,208 27,930 KRW 1,507 LOT Vacuum Co. Ltd. 24,349 18,888 KRW 1,857 Korea Autoglass Corp. 37,610 28,349 KRW 110 Lotte Chilsung Beverage Co. Ltd. 21,459 12,725 Korea Cast Iron Pipe Industries KRW 21 Lotte Confectionery Co. Ltd. 7,016 2,522 KRW 1,872 Co. Ltd. 31,499 18,522 KRW 2,276 Lotte Confectionery Co., Ltd. 138,687 81,718 KRW 313 Korea District Heating Corp. 25,346 11,514 KRW 53 Lotte Food Co. Ltd. 44,726 21,116 KRW 7,398 Korea Electric Power Corp. 285,057 163,785 KRW 11,096 Lotte Non-Life Insurance Co., Ltd. 31,393 20,737 USD 6,800 Korea Electric Power Corp., ADR 141,325 73,669 KRW 1,185 Lotte Shopping Co., Ltd. 261,851 107,520 KRW 1,047 Korea Electric Terminal Co., Ltd. 73,859 37,991 KRW 2,396 LS Cable Ltd. 110,795 94,896 KRW 1,842 Korea Gas Corp. 114,165 54,908 KRW 2,644 LS Industrial Systems Co., Ltd. 144,778 144,570 KRW 5,295 Korea Investment Holdings Co., Ltd. 256,865 269,506 KRW 7,709 Lumens Co., Ltd. 31,509 14,625 KRW 597 Korea Kolmar Holdings Co Ltd. 20,977 14,928 KRW 20,933 Macquarie Korea Infrastructure Fund 188,824 270,215 KRW 2,722 Korea Kumbo Petrochemical Co., Ltd. 260,992 231,108 KRW 591 Maeil Dairies Co., Ltd. 46,497 53,111 KRW 32,179 Korea Life Insurance Co., Ltd. 211,926 50,110 KRW 1,981 Maeil Dairy Industry Co., Ltd. 39,183 19,730 KRW 1,681 Korea Line Corp. 32,645 32,943 KRW 1,446 Mando Corp. 102,547 43,945 KRW 996 Korea Petrochemical Ind Co., Ltd. 136,093 128,187 KRW 5,811 Mando Corporation 267,089 148,419 Korea Real Estate Investment KRW 16,927 Trust Co. 62,128 32,649 KRW 1,338 Mcnex Co. Ltd. 19,085 47,341 KRW 4,116 Korea Technology Banking Co. 18,902 10,510 KRW 486 Medy-Tox Inc. 141,673 80,640 KRW 505 Korea Zinc Co., Ltd. 295,771 192,100 KRW 151 Meerecompany Inc. 24,372 4,102 KRW 10,672 Korean Air Lines Co., Ltd. 402,412 212,419 KRW 438 MegaStudy Co., Ltd. 4,923 5,043 KRW 7,061 Korean Air Lines Co., Ltd., Rights – 13,747 KRW 1,335 MegaStudyEdu Co. Ltd. 22,477 54,082 KRW 14,415 Korean Reinsurance Co. 181,872 120,354 KRW 6,765 Meritz Financial Holdings Co., Ltd. 81,159 71,927 KRW 223 KPX Chemical Co. Ltd. 15,582 12,181 Meritz Fire & Marine Insurance KRW 8,819 Co., Ltd. 150,663 126,889 KRW 2,932 KSS LINE Ltd. 31,465 26,063 KRW 62,060 Meritz Securities Co., Ltd. 221,145 214,266 KRW 3,998 KT Corp. 126,147 106,928 KRW 13,179 MiCo. Ltd. 57,145 137,277 USD 1,900 KT Corp., ADR 55,969 25,124 KRW 30,581 Mirae Asset Daewoo Co. Ltd. 314,681 232,913 KRW 5,150 KT Skylife Co., Ltd. 98,192 46,270 KRW 13,357 Mirae Asset Life Insurance Co. Ltd. 84,762 40,127 KRW 4,284 KT&G Corp. 378,625 379,821 KRW 401 Miwon Specialty Chemical Co. Ltd. 26,371 36,267 KRW 353 Kukdo Chemical Co., Ltd. 22,360 13,718 KRW 4,128 MK Electron Co., Ltd. 44,606 35,722 KRW 1,840 Kumho Industrial Co. Ltd. 20,242 13,919 KRW 3,664 MNTech Co., Ltd. 20,027 12,884 KRW 32,554 Kumho Investment Bank 19,587 21,311 KRW 805 Modetour Network Inc. 25,643 9,653 KRW 15,006 Kumho Tire Co. Inc. 116,329 51,274 KRW 5,940 Moorim P&P Co. Ltd. 50,888 19,528 KRW 1,745 Kumkang Kind Co. Ltd. 13,552 6,354 KRW 2,153 Motonic Corp. 23,240 18,136 KRW 542 Kunsul Chemical Industrial Co. Ltd. 21,903 8,703 KRW 6,725 MS Autotech Co. Ltd. 26,098 38,730 Kwang Dong Pharmaceutical KRW 3,160 Co., Ltd. 32,311 25,244 KRW 1,616 Muhak Co., Ltd. 43,931 9,743 Kyeryong Construction Industrial KRW 4,962 NAMHAE CHEMICAL KRW1000 48,349 41,363 KRW 990 Co., Ltd. 12,073 17,187 KRW 86 Namyang Dairy Products Co., Ltd. 60,420 27,611 KRW 2,140 Kyobo Securities Co. 19,430 15,084 KRW 506 NCSoft Corp. 255,387 511,040

The accompanying notes are an integral part of these financial statements 140 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

KRW 1,026 Neowiz Corporation 16,059 17,012 KRW 3,504 Samsung Fine Chemicals Co., Ltd. 154,843 137,308 KRW 1,555 NEPES Corp. 17,014 50,704 Samsung Fire & Marine Insurance KRW 398 Netmarble Corp. 66,333 45,288 KRW 3,319 Co., Ltd. 852,617 662,477 KRW 2,350 Nexen Corp. 23,167 10,392 KRW 35,666 Samsung Heavy Industries Co., Ltd. 339,092 242,442 KRW 5,590 Nexen Tire Corp. 68,627 33,823 KRW 4,700 Samsung Life Insurance Co., Ltd. 613,374 239,905 KRW 2,548 NHN Corp. 259,816 778,258 KRW 761 Samsung SDI Co. Ltd. 179,067 315,894 KRW 1,390 NHN Entertainment Corp. 107,006 130,424 KRW 1,248 Samsung SDS Co., Ltd. 240,921 239,653 KRW 2,318 NHN KCP Corp. 54,398 129,907 KRW 7,093 Samsung Securities Co., Ltd. 346,546 212,883 KRW 3,233 NICE Holdings Co., Ltd. 79,718 78,069 KRW 4,865 Samsung Techwin Co., Ltd. 193,439 136,139 Nice Information & KRW 24,359 SAMT Co., Ltd. 60,481 57,691 KRW 815 Telecommunication Inc. 22,260 23,876 KRW 491 Samwha Capacitor Co. Ltd. 42,180 29,954 KRW 8,172 NICE Information Service Co., Ltd. 117,158 169,523 KRW 652 Samyang Corp. 70,881 29,551 KRW 13,492 NK Co. Ltd. 34,569 17,676 KRW 600 Samyang Holdings Corp. 59,065 38,703 KRW 254 Nong Shim Co., Ltd. 82,960 105,090 KRW 560 Samyang Foods Co. Ltd. 64,029 79,817 KRW 394 Nong Shim Holdings Co., Ltd. 52,053 36,960 KRW 345 Samyang Tongsang Co. Ltd. 16,780 20,848 KRW 1,289 Nong Woo Bio Co. Ltd. 23,466 15,485 KRW 2,839 SAVEZONE I&C CORP. 15,862 6,839 KRW 1,256 NS Shopping Co., Ltd. 26,869 18,438 KRW 9,579 SBS Media Holdings Co., Ltd. 33,836 20,286 KRW 472 OCI Materials Co., Ltd. 65,223 107,053 KRW 1,418 Seah Besteel Corp. 19,519 16,436 KRW 1,088 OptoElectronics Solutions Co Ltd. 53,222 58,378 KRW 394 SeAH Steel Corp, 30,668 15,058 KRW 6,533 Optron-Tec Inc. 51,603 34,334 KRW 354 SeAH Steel Corp/New 45,792 19,616 KRW 4,927 Orion Corp./Republic of South Korea 156,663 74,327 KRW 1,558 Sebang Co., Ltd. 29,389 18,076 KRW 344 Orion Corp/Republic of Korea 40,869 52,282 KRW 777 Seegene Inc. 58,408 98,240 KRW 671 Osstem Implant Co., Ltd. 24,445 22,935 KRW 1,240 Sejong Industrial Co., Ltd. 12,946 7,449 KRW 34,598 Pan Ocean Co., Ltd. 134,499 150,007 KRW 79,036 Sejong Telecom Inc. 61,457 24,274 KRW 5,800 Pan-Pacific Co., Ltd. 24,686 13,058 KRW 2,637 Sekonix Co., Ltd. 47,686 14,847 KRW 3,179 Paradise Co Ltd. 67,824 48,496 KRW 2,190 Seobu T&D 29,938 16,143 KRW 4,801 Partron Co., Ltd. 63,681 48,595 KRW 9,147 Seohan Co. Ltd. 25,713 9,722 KRW 240 Pearl Abyss Corp. 54,907 59,280 KRW 30,908 Seohee Construction Co., Ltd. 54,214 36,950 KRW 3,646 Poongsan Corp. 120,732 90,903 KRW 1,804 Seojin System Co., Ltd. 56,123 65,825 KRW 568 Poongsan Holdings Corp. 32,353 17,266 KRW 5,434 Seoul Semiconductor Co., Ltd. 82,793 83,294 KRW 3,293 POSCO 1,022,421 651,172 KRW 3,024 Seoyeon Co. Ltd. 27,787 23,539 KRW 1,383 Posco Chemtech Company Ltd. 24,973 118,594 KRW 4,385 Sewon Cellontech Co., Ltd. 13,380 14,150 KRW 5,505 Posco ICT Co., Ltd. 49,747 26,621 KRW 2,132 SFA Engineering Corp. 63,361 79,190 USD 7,600 POSCo., ADR 698,496 382,172 KRW 23,792 SFA Semicon Co., Ltd. 65,784 135,485 KRW 5,814 Power Logics Co. Ltd. 34,403 46,743 KRW 294 Shindaeyang Paper Co. Ltd. 29,369 17,975 KRW 752 Protec Co. Ltd. 15,583 17,293 KRW 21,669 Shinhan Financial Group Co., Ltd. 1,041,646 710,922 KRW 3,442 PSK Inc. 55,344 105,235 Shinhan Financial Group Co., KRW 2,130 Pulmuone Co., Ltd. 32,787 41,577 USD 10,224 Ltd., ADR 416,131 333,957 KRW 11,889 Redrover Co., Ltd. 50,668 1,535 KRW 1,027 Shinsegae Co., Ltd. 315,138 258,181 KRW 2,600 S&T Dynamics Co., Ltd. 27,120 14,954 Shinsegae Engineering & Construction KRW 1,454 S&T Holdings Co. Ltd. 25,675 25,246 KRW 835 Co. Ltd. 27,252 18,627 KRW 1,074 S&T Motiv Co., Ltd. 83,864 46,464 KRW 300 Shinsegae Food Co. Ltd. 49,674 17,726 KRW 1,506 S-1 Corp. 141,890 146,512 KRW 276 Shinsegae International 18,194 49,277 KRW 418 Sajo Industries Co., Ltd. 35,936 12,274 KRW 6,935 Shinwon Corp. 25,627 12,273 KRW 2,038 Sam Young Electronics Co. Ltd. 30,678 16,503 KRW 258 Shinyoung Securities Co., Ltd. 16,194 12,445 KRW 1,464 Sam Yung Trading Co., Ltd. 29,132 21,767 KRW 8,659 SHOWBOX Corp. 54,395 24,724 KRW 293 Samchully Co. Ltd. 40,581 22,404 KRW 1,417 Silicon Works Co., Ltd. 62,177 62,220 KRW 2,225 Samho Development Co. Ltd. 18,515 10,874 KRW 1,511 Silla Co., Ltd. 31,525 16,629 KRW 1,035 Samho International Co Ltd. 22,875 30,576 KRW 5,441 SIMMTECH Co. Ltd. 59,948 65,571 KRW 13,809 Samick Musical Instruments Co. Ltd. 46,142 22,393 KRW 741 Sindo Ricoh Co., Ltd. 45,279 20,496 KRW 1,379 Samji Electronics Co. Ltd. 23,897 16,807 KRW 1,364 SK C&C Co., Ltd. 336,468 450,356 KRW 1,520 Samjin Pharmaceutical Co., Ltd. 35,062 46,756 KRW 3,044 SK Chemicals 117,527 135,656 KRW 462 Samkwang Glass 33,128 15,108 KRW 484 SK Chemicals Co., Ltd. 53,768 70,635 KRW 386 Samlip General Foods Co. Ltd. 58,194 27,508 KRW 915 SK D&D Co. Ltd. 27,491 27,897 KRW 1,902 Samsung C&T Corp. 283,915 251,186 KRW 3,639 SK Energy Co., Ltd. 531,583 546,160 KRW 3,673 Samsung Card Co., Ltd. 169,503 113,965 KRW 30,273 SK Networks Co., Ltd. 225,929 163,165 KRW 4,404 Samsung Electro-Mechanics Co., Ltd. 272,787 648,652 KRW 4,498 SK Rent A Car Co., Ltd. 51,005 47,279 KRW 311,887 Samsung Electronics Co., Ltd. 10,055,097 18,743,805 KRW 59,402 Sk Securities Co., Ltd. 87,613 59,125 KRW 19,459 Samsung Engineering Co., Ltd. 327,973 272,268 KRW 428 SK Telecom Co., Ltd. 107,338 102,335

The accompanying notes are an integral part of these financial statements 141 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 2,600 SK Telecom Co., Ltd., ADR 79,924 68,195 KRW 2,330 Yuhan Corp. 97,574 134,013 KRW 3,944 SKC Co., Ltd. 143,161 274,124 KRW 5,414 Yungjin Pharmaceutical Co. Ltd. 53,534 33,929 KRW 1,233 SKCKOLONPI Inc. 64,368 40,392 KRW 1,039 Zeus Co. Ltd. 21,087 15,308 KRW 1,395 SL Corp. 35,105 21,728 70,961,983 73,139,616 3.80 KRW 2,443 SM Entertainment Co., Ltd. 58,616 67,660 KRW 1,974 S-Oil Corp. 152,131 142,870 Spain KRW 2,630 Songwon Industrial Co., Ltd. 25,027 38,474 EUR 5,179 Acciona SA 520,713 691,683 KRW 1,221 Soulbrain Co., Ltd.. 46,161 132,449 EUR 23,560 Acerinox SA 378,307 260,048 KRW 538 Spigen Korea Co. Ltd. 33,756 38,070 ACS Actividades de Construccion y EUR 26,631 Servicios SA 948,392 929,132 Ssangyong Cement Industrial KRW 17,105 Co., Ltd. 51,898 98,959 ACS Actividades de Construccion y EUR 26,631 Servicios SA, Rights – 56,400 KRW 6,206 Ssangyong Motor Co. 53,995 22,762 EUR 4,143 Aena SA 774,771 752,240 KRW 663 Suheung Capsule Co. Ltd. 25,551 40,264 EUR 859 Alantra Partners S.A. 14,372 14,269 KRW 1,169 Sun Kwang Co. Ltd. 34,054 20,643 EUR 22,718 Amadeus IT Holding SA, Class A 1,290,035 1,619,280 KRW 4,276 Sung Kwang Bend Co., Ltd. 55,513 33,487 EUR 124,465 Amper SA 46,298 30,665 KRW 9,914 Sungchang Enterprise Holdings Ltd. 32,733 16,351 EUR 6,247 Antena 3 de Television SA 39,368 22,167 KRW 2,490 Sungshin Cement Co. Ltd. 15,217 17,557 EUR 23,301 Applus Services SA 361,861 243,698 KRW 7,794 Sungwoo Hitech Co., Ltd. 84,040 24,442 EUR 265,013 Banco Bilbao Vizcaya Argentaria SA 2,432,142 1,238,725 KRW 1,013 Sunjin Co. Ltd. 17,597 11,217 Banco Bilbao Vizcaya Argentaria KRW 47 Taekwang Industrial Co., Ltd. 68,538 37,009 USD 13,400 SA, ADR 318,730 61,853 KRW 1,717 Taewoong Co., Ltd.. 57,066 12,651 EUR 545,691 Banco Sabadell SA 1,321,217 260,287 Taeyoung Engineering & KRW 11,232 Construction Co., Ltd. 122,064 199,693 EUR 652,399 Banco Santander SA 4,358,596 2,166,838 KRW 6,389 Tailim Packaging Co. Ltd. 27,232 24,380 EUR 139,138 Bankia SA 637,286 201,953 KRW 1,456 TES Co. Ltd. 48,124 35,511 EUR 50,246 Bankinter SA 549,183 326,960 KRW 6,590 Texcell-NetCom Co. Ltd. 76,465 46,082 EUR 794 Caja de Ahorros del Mediterraneo 6,340 – KRW 2,251 TK Corp. 24,472 18,660 EUR 12,160 Cellnex Telecom SAU 430,833 1,008,304 KRW 524 Tokai Carbon Korea Co. Ltd. 39,397 51,803 Cia de Distribucion Integral Logista EUR 3,923 Holdings SAU 108,663 99,776 KRW 13,461 Tong Yang Cement Krw5000 32,113 18,060 EUR 7,301 Cie Automotive SA 148,991 174,500 KRW 6,070 Tong Yang Life Insurance 63,086 20,078 Construcciones y Auxiliar de KRW 3,673 Tongyang Cement & Energy Corp. 13,345 13,372 EUR 3,067 Ferrocarriles SA 141,127 151,431 KRW 1,615 Top Engineering Co. Ltd. 13,547 14,633 EUR 167,955 Criteria Caixacorp SA 765,578 487,795 KRW 2,369 Tovis Co. Ltd. 22,340 17,924 EUR 10,591 Ebro Puleva SA 268,785 298,292 KRW 537 TS Corp. 16,342 11,988 EUR 6,470 eDreams ODIGEO SA 23,875 24,441 KRW 1,525 Unid Co., Ltd. 76,258 72,653 EUR 2,270 Elecnor SA 46,980 32,829 KRW 14,242 Unison Co Ltd. 52,188 26,651 EUR 29,083 Enagas 807,086 965,903 KRW 3,455 UniTest Inc. 64,944 48,251 EUR 24,638 Endesa SA 650,392 829,739 KRW 683 Value Added Technologies Co Ltd. 15,781 15,800 EUR 19,407 Ercros SA 47,695 53,283 KRW 2,429 Viatron Technologies Inc. 46,191 23,666 EUR 14,665 Euskaltel SA 169,121 176,573 KRW 865 Vieworks Co., Ltd. 63,172 32,538 EUR 47,230 Faes Farma SA 186,873 261,428 KRW 2,976 Webzen Inc. 59,432 73,998 EUR 7,850 Ferrovial SA 135,403 284,868 KRW 1,053 WeMade Entertainment Co Ltd. 30,780 49,200 EUR 5,280 Fluidra SA 69,479 95,128 KRW 2,448 Whanin Pharmaceutical Co., Ltd. 63,262 40,158 Fomento de Construcciones y KRW 4,049 WiSol Co. Ltd. 68,605 60,562 EUR 5,534 Contratas SA 93,626 71,078 KRW 1,409 WONIK IPS Co., Ltd. 27,961 57,337 Fomento de Construcciones y Contratas KRW 4,702 Wonik IPS Co., Ltd., Rights 27,761 24,250 EUR 5,534 SA, Rights – 3,086 KRW 1,560 Wonik Materials Co. Ltd. 61,836 48,543 EUR 12,696 Gamesa Corp. Tecnologica SA 191,076 306,890 KRW 2,784 Woongjin Coway Co., Ltd. 235,158 228,493 EUR 31,826 Gas Natural SDG SA 750,456 806,633 KRW 32,090 Woori Financial Group Inc. 519,907 321,124 EUR 33,666 Gestevision Telecinco SA 312,307 169,524 Woori Investment & Securities EUR 27,181 Global Dominion Access SA 137,026 118,335 KRW 13,383 Co., Ltd. 210,572 126,396 EUR 15,006 Grifols SA 442,120 619,481 KRW 4,471 Y G-1 Co. Ltd. 62,241 23,997 Grupo Catalana Occidente SA, KRW 1,145 YG Entertainment Inc. 32,116 48,536 EUR 2,548 Post Subd 109,976 80,104 KRW 3,979 Yong Pyong Resort Co. Ltd. 49,396 18,435 EUR 22,589 Grupo Empresarial Ence SA 104,159 100,750 KRW 4,090 You Eal Electronics Co., Ltd. 33,238 18,515 EUR 320,287 Iberdrola SA 2,278,601 5,076,440 KRW 61 Young Poong Corp. 71,653 31,997 EUR 46,829 Inditex SA 1,718,543 1,686,877 KRW 1,618 Young Poong Precision Corp. 17,193 11,837 EUR 26,639 Indra Sistemas SA, Class A 427,068 286,397 KRW 586 Youngone Corp. 18,230 25,675 EUR 21,571 Inmobiliaria Colonial SA 216,137 258,936 KRW 2,399 Youngone Corp./New 87,916 69,496 EUR 4,622 Laboratorios Almirall SA 83,200 82,825 KRW 14,500 Yuanta Securities Korea 60,405 43,280 EUR 5,797 Lar Espana Real Estate Socimi SA 68,586 41,137

The accompanying notes are an integral part of these financial statements 142 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 242,961 Liberbank SA 270,784 54,792 SEK 2,634 Bufab AB 41,357 37,759 EUR 87,314 Mapfre SA 337,633 211,672 SEK 3,393 Bulten AB 43,007 26,511 EUR 4,099 Masmovil Ibercom SA 124,139 142,591 SEK 13,709 Bure Equity AB 236,852 406,184 EUR 32,760 Merlin Properties Socimi SA 514,305 370,624 SEK 7,914 Byggmax Group AB 82,880 50,835 EUR 2,536 Miquel y Costas 44,636 49,410 SEK 16,198 Castellum AB 242,189 412,057 EUR 22,044 Obrascon Huarte Lain SA 256,675 21,427 SEK 1,625 Catena AB 49,541 87,235 EUR 22,001 Promotora de Informaciones SA 72,277 16,850 SEK 6,445 Cavotec SA 26,718 17,465 EUR 20,486 Prosegur Cash S.A. 23,146 23,535 SEK 5,073 Clas Ohlson AB 111,937 77,188 EUR 40,378 Prosegur Cia de Seguridad SA 275,323 127,865 SEK 34,218 Cloetta Fazer AB, Class B 132,215 118,720 EUR 10,138 Quabit Inmobiliaria SA 27,328 5,961 SEK 2,964 Collector AB 38,677 5,868 EUR 28,397 Red Electrica Corp SA 587,499 721,291 SEK 5,682 Concentric AB 58,802 109,546 EUR 91,278 Repsol SA, Rights – 60,326 SEK 2,454 Coor Service Management Holding AB 25,849 22,032 EUR 91,278 Repsol YPF SA 1,714,121 1,094,953 SEK 7,499 Dios Fastigheter AB 55,613 68,195 EUR 89,938 Sacyr Vallehermoso SA 387,440 254,378 SEK 46,233 Dometic Group AB 566,384 567,214 EUR 33,714 Sol Melia SA 449,382 195,361 SEK 3,077 Doro AB 18,776 15,799 EUR 10,599 Solaria Energia y Medio Ambiente SA 70,081 183,191 SEK 3,496 Duni AB 45,715 49,753 EUR 9,730 Talgo SA 63,387 62,951 SEK 7,102 Dustin Group AB 81,585 52,646 EUR 1,667 Tecnicas Reunidas SA 104,557 34,642 SEK 3,057 East Capital Explorer AB 28,992 52,191 EUR 362,665 Telefonica SA 3,944,208 2,354,835 SEK 1,269 Elanders AB, Class B 19,596 9,699 USD 12,543 Telefonica SA, ADR 332,472 82,077 SEK 22,417 Electrolux AB 426,995 512,041 EUR 362,665 Telefonica SA, Rights – 96,859 SEK 22,417 Electrolux Professional AB 74,877 111,479 EUR 9,447 Tubacex SA 40,501 19,438 SEK 21,147 Elekta AB, Class B 222,953 267,438 EUR 2,292 Vidrala SA 71,782 296,720 SEK 969 Enea AB 12,875 23,782 EUR 5,736 Viscofan SA 313,054 509,055 SEK 31,628 Epiroc AB, Class A 339,626 538,036 EUR 8,294 Vocento SA 19,814 9,348 SEK 16,594 Epiroc AB, Class B 174,709 276,671 EUR 13,085 Zardoya Otis SA 194,206 121,867 SEK 1,233 Essity AB, Class A 30,207 53,195 35,170,123 30,651,000 1.59 SEK 26,369 Essity AB, Class B 395,487 1,160,646 SEK 4,902 Evolution Gaming Group AB 225,560 395,278 Sweden SEK 19,692 Fabege AB 292,481 314,408 SEK 10,475 AAK AB 78,682 245,455 SEK 5,304 Fastighets AB Balder 59,720 275,509 SEK 4,651 AcadeMedia AB 39,936 42,909 SEK 418 Fenix Outdoor International AG 43,560 51,198 SEK 8,634 Adapteo Oyj 117,955 100,058 SEK 13,754 Getinge AB, Class B 266,954 347,951 SEK 3,732 Addlife AB 24,253 53,565 SEK 14,984 Granges AB 203,748 162,181 SEK 2,280 AddNode Group AB 29,352 59,384 SEK 6,145 Gunnebo AB 43,557 16,371 SEK 3,516 AddTech AB 97,470 193,058 SEK 6,194 Hakon Invest AB 133,175 399,719 SEK 12,354 AF AB 168,734 362,660 SEK 5,817 Haldex AB 57,000 32,119 SEK 24,992 Alfa Laval AB 549,756 748,488 SEK 48,462 Hennes & Mauritz AB, Class B 1,388,534 960,325 SEK 2,994 Alimak Group AB 61,330 44,070 SEK 5,985 Hexagon AB 363,860 477,162 SEK 26,939 Arjo AB 116,673 204,201 SEK 16,604 Hexpol AB 102,322 168,204 SEK 31,151 Assa Abloy AB 389,703 865,588 SEK 9,177 HIQ International AB 65,667 58,318 SEK 33,979 Atlas Copco AB, Class A 1,292,456 1,964,473 SEK 731 HMS Networks AB 16,189 18,595 SEK 19,619 Atlas Copco AB, Class B 650,050 989,701 SEK 18,381 Hoist Finance AB 179,413 67,399 SEK 2,744 Atrium Ljungberg AB 52,035 52,627 SEK 3,316 Holmen AB 85,925 144,590 SEK 13,760 Attendo AB 170,519 73,498 SEK 8,823 Hufvudstaden AB 133,091 149,323 SEK 7,130 Avanza Bank Holding AB 70,971 137,919 SEK 1,652 Humana AB 13,790 11,431 SEK 6,211 Axfood AB 99,378 184,343 SEK 3,117 Husqvarna AB 18,190 34,818 SEK 4,951 B&B Tools AB, Series B 83,647 52,034 SEK 36,939 Husqvarna AB, Class B 271,091 412,725 SEK 4,652 Beijer Alma AB 69,830 64,998 SEK 3,975 Indutrade AB 65,419 214,036 SEK 3,470 Beijer Electronics Group AB 25,187 20,053 SEK 9,039 Intrum Justitia AB 321,175 225,901 SEK 4,878 Beijer Ref AB 67,393 200,834 SEK 6,727 Inwido AB 95,984 63,723 SEK 25,057 Betsson AB 283,760 237,163 SEK 2,556 ITAB Shop Concept AB 18,740 4,211 SEK 23,191 Bilia AB 236,027 255,116 SEK 14,182 JM AB 336,408 435,723 SEK 20,450 Billerud AB 313,026 398,480 SEK 32,002 Klovern AB 50,807 69,108 SEK 1,701 BioGaia AB 72,809 127,089 SEK 3,519 KNOW IT AB 59,931 79,458 SEK 2,157 Biotage AB 39,523 43,848 SEK 17,145 Kungsleden AB 145,184 174,205 SEK 10,640 Biovitrum AB 284,019 334,930 SEK 4,762 Lagercrantz Group AB 42,557 100,229 SEK 32,350 Boliden AB 559,801 1,007,337 SEK 414 Lifco AB 17,333 35,840 SEK 13,525 Bonava AB 161,661 99,237 SEK 12,874 Lindab International AB 160,951 206,014 SEK 16,174 Bravida Holding AB 166,895 209,901 SEK 15,107 Loomis AB 467,390 489,943

The accompanying notes are an integral part of these financial statements 143 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

SEK 7,631 Lundin Petroleum AB 214,831 252,840 Telefonaktiebolaget LM Ericsson, SEK 4,040 Medivir AB 20,991 8,716 SEK 70,455 Series B 727,267 886,636 SEK 3,609 Mekonomen AB 98,989 35,038 SEK 235,532 TeliaSonera AB 1,699,992 1,196,287 SEK 10,934 Micronic Laser Systems AB 43,687 281,425 SEK 7,382 Thule Group AB 203,013 254,471 SEK 6,169 Millicom International Cellular SA 524,745 220,477 SEK 15,061 Trelleborg AB 260,711 299,993 SEK 3,380 Momentum Group AB 25,969 58,914 SEK 20,726 Unibet Group PLC 170,400 169,870 SEK 3,156 NCC AB 69,542 69,651 SEK 457 VBG Group AB 9,232 9,326 SEK 1,892 Nederman Holding AB 28,091 31,091 SEK 2,266 Vitrolife AB 33,051 68,735 SEK 34,786 Net Insight AB 15,944 12,934 SEK 18,779 Volvo AB, Series A 217,448 393,758 SEK 9,770 New Wave Group AB, Series B 82,190 44,584 SEK 174,477 Volvo AB, Series B 2,695,116 3,727,145 SEK 14,484 Nibe Industrier AB 101,127 436,135 SEK 10,287 Wallenstam AB 114,125 162,083 SEK 24,026 Nobia AB 231,195 155,364 SEK 11,943 Wihlborgs Fastigheter AB 177,104 266,710 SEK 12,407 Nobina AB 97,577 100,942 33,719,170 41,676,675 2.17 SEK 3,805 Nolato AB, Class B 98,279 349,316 Switzerland SEK 2,404 Nordic Entertainment Group AB 83,319 100,374 CHF 57,644 ABB Ltd. 1,255,181 1,775,125 SEK 3,150 Nordic Waterproofing Holding AS 38,397 46,876 CHF 24,544 Adecco SA, Registered Shares 1,805,507 1,570,616 SEK 10,880 Nyfosa AB 54,993 101,376 CHF 73 Affichage Holding SA 21,925 18,514 SEK 533 OEM International AB 15,772 18,646 CHF 7,736 AFG Arbonia-Forster Holding AG 131,279 108,824 SEK 9,904 Pandox AB 221,693 156,072 CHF 12,058 Alcon Inc. 745,465 940,612 SEK 50,757 Peab AB, Series B 443,599 569,595 USD 7,033 Alcon Inc., ADR 313,840 547,294 SEK 1,957 Platzer Fastigheter Holding AB 15,365 22,779 CHF 2,207 Allreal Holding AG 462,228 593,970 SEK 19,726 Pricer AB, Class B 27,266 70,738 CHF 1,050 ALSO Holding AG 159,000 350,165 SEK 1,899 Proact IT Group AB 46,314 48,582 CHF 42,939 ams AG 1,169,386 869,087 SEK 9,637 Qliro Group AB 15,397 9,125 CHF 160,656 Aryzta AG 213,723 98,661 SEK 48,465 Ratos AB, Class B 378,382 176,935 CHF 5,026 Ascom Holding AG 86,088 63,073 SEK 1,151 RaySearch Laboratories AB 30,372 14,647 CHF 532 Autoneum Holding AG 101,740 70,690 SEK 9,237 Recipharm AB 147,815 155,544 Bachem Holding AG, Registered SEK 13,616 Resurs Holding AB 111,863 76,254 CHF 218 Shares, Class B 14,798 78,161 SEK 28,896 Rottneros AB 32,442 36,372 CHF 5,098 Baloise Holding AG 843,043 1,042,668 SEK 6,760 Saab AB, Class B 166,692 230,668 CHF 79 Banque Cantonale de Geneve 18,739 20,685 SEK 4,064 Sagax AB 18,637 74,584 CHF 3,350 Banque Cantonale Vaudoise 289,387 442,896 Samhallsbyggnadsbolaget i CHF 233 Barry Callebaut AG 257,894 603,810 SEK 63,485 Norden AB 100,822 221,444 CHF 54 Belimo Holding AG 169,869 542,555 SEK 51,418 Sandvik AB 765,497 1,314,141 CHF 308 Bell AG 135,624 106,042 SEK 60,337 SAS AB 175,401 68,541 CHF 1,883 Bellevue Group AG 34,559 59,540 SEK 6,670 Scandi Standard AB 61,244 62,720 Berner Kantonalbank, SEK 16,030 Scandic Hotels Group AB 141,729 77,034 CHF 600 Registered Shares 137,847 197,621 SEK 1,101 Sectra AB 27,375 85,176 CHF 1,602 BKW Energie AG 114,483 195,264 SEK 29,122 Securitas AB, Series B 410,928 534,618 CHF 1,635 Bobst Group AG 99,518 131,449 SEK 2,729 Semcon AB 30,324 19,856 CHF 1,285 Bossard Holding AG 183,018 267,403 SEK 882 Skandinaviska Enskilda Banken AB 14,120 10,884 Bucher Industries AG, Skandinaviska Enskilda Banken AB, CHF 1,313 Registered Shares 321,603 514,890 SEK 65,451 Class A 875,548 771,326 CHF 273 Burckhardt Compression Holding AG 72,216 90,803 SEK 33,441 Skanska AB, Series B 751,619 926,849 CHF 444 Burkhalter Holding AG 35,703 38,875 SEK 1,932 SKF AB 53,775 49,295 CHF 811 Calida Holding AG 31,679 33,552 SEK 46,166 SKF AB, Class B 1,106,194 1,171,623 CHF 70 Carlo Gavazzi Holding AG 30,530 18,081 SEK 6,394 SkiStar AB 57,389 88,964 CHF 4,597 Cembra Money Bank AG 432,943 610,072 SEK 74,538 SSAB AB 298,435 270,092 CHF 218 Cicor Technologies Ltd. 14,399 12,759 SEK 33,084 SSAB Svenskt Stal AB, Series A 250,818 124,389 CHF 19,942 Cie Financiere Richemont SA 1,768,731 1,746,249 SEK 27,967 Svenska Cellulosa AB SCA 320,173 454,145 CHF 233 Cie Financiere Tradition SA 28,799 35,106 SEK 1,318 Svenska Cellulosa AB, Series A 12,759 20,943 CHF 21,457 Clariant AG 379,533 573,309 SEK 57,306 Svenska Handelsbanken AB, Class A 982,933 738,727 CHF 812 Coltene Holding AG 52,089 83,130 SEK 2,152 Svenska Handelsbanken AB, Class B 43,805 29,185 CHF 296 Conzzeta AG 321,701 360,247 SEK 2,288 Sweco AB 44,099 140,213 CHF 104,985 Credit Suisse Group AG 2,424,052 1,482,994 SEK 34,788 Swedbank AB 901,275 606,455 CHF 999 Daetwyler Holding AG 169,421 265,918 SEK 6,196 Swedish Match AB 172,097 593,496 CHF 4,546 DKSH Holding AG 396,167 397,630 SEK 1,957 Systemair AB 32,830 46,254 CHF 4 Dottikon Es Holding AG 3,448 4,835 SEK 40,265 Tele2 AB 560,209 727,680 CHF 5,421 Dufry Group 905,866 220,446 SEK 1,610 Telefonaktiebolaget LM Ericsson 15,887 21,800 CHF 18,449 EFG International AG 134,296 178,657

The accompanying notes are an integral part of these financial statements 144 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

CHF 326 Emmi AG 144,059 387,376 CHF 20 Romande Energie Holding SA 34,716 29,267 EMS-Chemie Holding AG, CHF 49 Schaffner Holding AG 15,933 13,556 CHF 599 Registered Shares 325,806 631,785 Schindler Holding AG, Energiedienst Holding AG, CHF 1,628 Registered Shares 334,711 523,974 CHF 760 Registered Shares 29,318 32,845 CHF 81,330 Schmolz & Bickenbach AG 111,880 22,754 CHF 299 Feintool International Holding AG 37,581 20,712 CHF 171 Schweiter Technologies AG 257,375 287,766 CHF 3,926 Flughafen Zuerich AG 612,377 696,135 CHF 2,664 SFS Group AG 269,824 340,839 CHF 217 Forbo Holding AG 314,833 427,672 CHF 321 SGS SA, Registered Shares 861,747 1,067,539 CHF 3,129 Galenica AG 304,024 304,559 CHF 694 Siegfried Holding AG 267,387 428,761 CHF 2,606 Geberit AG 1,201,469 1,775,110 CHF 27,981 SIG Combibloc Group AG 613,249 618,118 CHF 1,000 Georg Fischer AG, Registered Shares 966,867 1,170,398 CHF 8,992 Sika AG 315,613 2,353,298 CHF 514 Givaudan 1,172,473 2,608,402 CHF 3,948 Sonova Holding AG 651,748 1,072,950 CHF 61 Gurit Holding AG 37,233 121,307 St. Galler Kantonalbank, CHF 5,499 Helvetia Holding AG 649,991 699,293 CHF 377 Registered Shares 175,600 229,151 CHF 352 Hiag Immobilien Holding AG 56,552 46,693 CHF 396 Straumann Holding AG 131,403 464,760 CHF 136 HOCHDORF Holding AG 57,468 11,927 CHF 4,094 Sulzer AG, Registered Shares 504,579 445,752 CHF 29,702 Holcim Ltd. 1,855,896 1,776,506 CHF 7,360 Sunrise Communications AG 692,709 888,758 CHF 2,316 Huber & Suhner AG REg 156,275 221,105 CHF 1,865 Swatch Group AG 793,208 508,191 CHF 6 Hypothekarbank Lenzburg AG 35,623 36,872 CHF 3,422 Swatch Group AG, Registered Shares 308,490 182,697 CHF 2,382 Implenia AG 122,405 120,240 CHF 817 Swiss Life Holding AG 389,480 412,632 CHF 476 Ina Invest Holding AG 17,634 14,323 CHF 8,934 Swiss Prime Site AG 1,023,084 1,125,142 CHF 404 Inficon Holding AG 202,321 429,202 CHF 13,048 Swiss Re AG 1,564,333 1,373,456 CHF 119 Interroll Holding AG 166,081 326,839 CHF 4,309 Swisscom AG, Registered Shares 2,676,473 3,067,720 CHF 69 Intershop Holdings AG 44,263 56,070 CHF 1,863 Swissquote Group Holding SA 76,549 216,757 CHF 191 Investis Holding SA 15,190 23,863 CHF 270 Tamedia AG, Registered Shares 33,686 27,231 CHF 23,599 Julius Baer Group Ltd. 1,486,437 1,345,531 CHF 4,877 Temenos Group AG 299,738 1,029,073 CHF 30,356 Julius Baer Holding Ltd. 379,640 95,721 CHF 270 The Jungfraubahn Holding AG 36,758 47,811 CHF 237 Kaba Holding AG, Class B 131,991 175,712 CHF 238 Thurgauer Kantonalbank 30,229 36,268 CHF 1,249 Kardex AG 109,163 311,827 CHF 1,430 U-Blox AG 205,558 133,156 Komas Holding AG, CHF 155,538 UBS Group AG 2,943,908 2,438,703 CHF 764 Registered Shares 174,542 168,856 CHF 2,423 Valiant Holding, Registered Shares 366,397 306,949 CHF 8,014 Kudelski SA 112,790 39,580 CHF 1,091 Valora Holding AG, Registered Shares 339,148 284,533 CHF 4,445 Kuehne & Nagel International AG 683,445 1,005,172 CHF 3,999 VAT Group AG 607,293 997,177 CHF 17 Lem Holding SA 36,168 34,172 CHF 153 Vaudoise Assurances Holding SA 104,038 97,866 CHF 1,995 Liechtensteinische Landesbank AG 117,196 166,379 CHF 1,800 Vetropack Holding AG 81,172 135,263 Lindt & Spruengli AG, CHF 4,524 Vifor Pharma AG 618,887 929,180 CHF 4 Registered Shares 241,335 468,413 CHF 7,951 Von Roll Holding AG 15,051 9,910 CHF 8,975 Logitech International SA 137,239 798,447 CHF 5,132 Vontobel Holding AG 288,181 490,616 USD 7,163 Logitech International SA, ADR 133,992 634,235 CHF 428 VP Bank AG 60,172 75,675 CHF 3,055 Lonza Group AG 1,184,656 2,196,923 CHF 1,055 VZ Holding AG 63,878 107,485 CHF 350 Luzerner Kantonalbank 136,698 197,224 CHF 250 V-ZUG Holding AG 27,230 27,942 CHF 450 Meier Tobler Group AG 22,581 6,559 CHF 168 Walliser Kantonalbank 14,557 24,785 CHF 450 Meier Tobler Group AG, Rights – 806 CHF 5 Warteck Invest AG 11,733 14,927 CHF 25 Metall Zug AG 56,729 50,762 CHF 240 Ypsomed Holding AG 58,087 46,277 CHF 37,460 Meyer Burger Technology AG 33,073 15,214 CHF 1,569 Zehnder Group AG 89,286 83,871 CHF 5,458 Mobilezone Holding AG 75,220 64,729 CHF 32 Zug Estates Holding AG 76,202 92,187 CHF 997 Mobimo Holding AG 324,401 392,751 CHF 18 Zuger Kantonalbank AG 102,858 158,227 CHF 141,469 Nestle SA 12,392,864 21,293,808 CHF 5,801 Zurich Financial Services AG 1,950,389 2,790,532 CHF 56,987 Novartis AG 5,320,286 6,740,227 85,825,902 117,482,825 6.11 USD 37,142 Novartis AG, ADR 1,764,580 4,404,054 CHF 46,446 OC Oerlikon Corp. AG 623,966 517,259 Taiwan CHF 3,160 Orascom Development Holding AG 42,178 39,833 TWD 26,000 1ST INSURANCE CO. TWD10 15,933 16,560 CHF 1,218 Orior AG 101,854 136,013 TWD 42,397 Ability Enterprise Co., Ltd. 43,882 23,872 CHF 1,178 Partners Group Holding AG 701,841 1,456,440 TWD 31,000 AcBel Polytech Inc. 25,457 28,242 CHF 93 Phoenix Mecano AG 51,800 50,817 TWD 64,000 Accton Technology Corp. 101,747 674,729 CHF 84 Plazza AG 13,845 33,110 TWD 244,000 Acer Inc. 248,509 201,905 CHF 3,969 PSP Swiss Property AG 445,184 606,922 TWD 18,000 Aces Electronic Co. Ltd. 21,963 23,431 CHF 547 Rieter Holding AG 164,451 68,663 TWD 4,600 Acter Co. Ltd. 29,737 44,484 CHF 1,422 Roche Holding AG 453,957 664,874 TWD 15,222 Actron Technology Corp. 63,031 61,548 CHF 38,144 Roche Holding AG - Genusschein 12,864,217 17,940,798 TWD 17,000 A-DATA Technology Co., Ltd. 57,430 45,227

The accompanying notes are an integral part of these financial statements 145 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

TWD 5,000 Advanced Ceramic X Corp. 54,584 95,306 TWD 123,000 Cathay No 1 REIT 88,026 96,294 Advanced International Multitech TWD 87,400 Cathay Real Estate Development 67,214 80,091 TWD 10,000 Co. Ltd. 17,878 14,359 TWD 4,261 Cayman Engley Industrial Co., Ltd. 32,164 16,521 Advanced Optoelectronic TWD 20,252 Center Laboratories Inc. 45,133 70,086 TWD 20,000 Technology Inc. 27,441 16,578 TWD 128,063 Chailease Holding Co., Ltd. 279,391 741,181 Advanced Wireless Semiconductor TWD 397,119 Chang Hwa Commercial Bank Ltd. 262,211 354,714 TWD 36,854 Co., 86,998 154,867 TWD 5,000 Chang Wah Electromaterials Inc. 28,797 37,318 TWD 18,000 Advancetek Enterprise Co. Ltd. 13,893 14,547 TWD 40,000 Chang Wah Technology Co. Ltd. 68,972 55,609 TWD 16,499 Advantech Co., Ltd. 131,804 225,426 TWD 48,000 Channel Well Techonology Co. Ltd. 63,950 61,001 Aerospace Industrial TWD 94,000 Development Corp. 141,872 129,324 TWD 35,000 CHAROEN POK PHAND TWD10 64,944 110,276 TWD 44,226 AGV Products Corp. 18,748 15,541 TWD 4,000 Chaun-Choung Technology Corp. 16,278 48,807 TWD 7,775 Airtac International Group 90,552 186,463 TWD 9,900 CHC Resources Corp. 22,138 20,586 TWD 9,000 Alchip Technologies Ltd. 52,331 208,811 TWD 18,000 Chen Full International Co., Ltd. 39,038 32,228 TWD 21,634 Ali Corp. 24,532 22,061 TWD 19,000 Chenbro Micom Co Ltd. 54,215 81,513 TWD 10,000 All Ring Tech Co. Ltd. 27,186 19,530 TWD 190,000 CHENG LOONG TWD10 94,691 204,212 TWD 14,000 Alltop Technology Co. Ltd. 37,773 59,910 TWD 147,019 Cheng Shin Rubber Industry Co., Ltd. 341,717 229,353 TWD 26,100 Alpha Networks Inc. 24,736 33,071 TWD 86,604 Cheng Uei Precision Industry Co., Ltd. 161,490 160,262 TWD 49,000 Altek Corp. 54,845 56,601 TWD 14,000 Cheng Yeh Holdings Co. Ltd. 21,248 28,538 TWD 14,600 Amazing Microelectronic Corp. 52,979 59,893 TWD 51,000 CHIA HSIN CEMENT TWD10 25,074 41,596 TWD 126,900 AmTRAN Technology Co., Ltd. 94,356 47,093 TWD 42,533 Chicony Electronics Co., Ltd. 72,099 167,372 TWD 18,199 Anpec Electronics Corp. 51,007 70,553 TWD 25,251 Chicony Power Technology Co., Ltd. 72,766 78,575 TWD 19,000 Apacer Technology Inc. 31,547 38,173 TWD 16,500 Chieftek Precision Co Ltd. 60,566 70,103 TWD 34,000 APCB INC TWD10 44,752 35,443 TWD 25,958 CHILISIN ELECTRONITWD10 108,841 108,362 TWD 37,000 Apex International Co. Ltd. 34,538 118,233 TWD 88,000 Chimei Materials Technology Corp. 56,006 31,716 TWD 636,308 China Airlines Ltd. 260,646 241,206 TWD 72,215 Arcadyan Technology Corp. 172,095 279,480 TWD 96,000 China Bills Finance Corp. 61,223 67,939 TWD 96,784 Ardentec Corp. 98,220 142,805 China Chemical & Pharmaceutical TWD 26,000 Argosy Research Inc. 64,582 139,938 TWD 33,000 Co., Ltd. 28,399 38,616 TWD 293,884 ASE Industrial Holding Co. Ltd. 754,889 918,852 China Development Financial ASE Industrial Holding Co. TWD 637,841 Holding Corp. 210,839 278,456 USD 28,303 Ltd., ADR 72,038 174,447 TWD 54,800 China Electric Manufacturing Corp. 22,358 28,595 TWD 204,198 Asia Cement Corp. 231,884 411,145 TWD 164,396 China General Plastics Corp. 161,047 143,971 TWD 34,000 Asia Optical Co., Inc. 66,152 110,566 TWD 304,033 China Life Insurance Co., Ltd. 271,234 306,650 TWD 186,797 Asia Pacific Telecom Co., Ltd. 117,799 67,988 TWD 189,416 China Man-Made Fiber Corp. 81,404 58,288 TWD 54,193 Asia Plastic Recycling Holding Ltd. 28,533 12,602 TWD 65,545 China Metal Products Co., Ltd. 94,423 84,003 TWD 62,221 Asia Polymer Corp. 57,016 54,997 TWD 38,800 China Motor Corp. 68,405 65,958 TWD 33,913 Asia Vital Components Co., Ltd. 33,063 65,666 China Petrochemical TWD 3,000 ASMedia Technology Inc. 71,102 199,454 TWD 546,000 Development Corp. 284,261 209,520 TWD 2,000 ASPEED Technology Inc. 57,833 114,976 TWD 6,000 China Steel Chemical Corp. 35,170 29,076 TWD 41,483 Asustek Computer Inc. 446,832 413,787 TWD 761,601 China Steel Corp. 742,586 728,146 TWD 23,000 Aten International Co., Ltd. 77,336 94,464 TWD 155,891 China Synthetic Rubber Co. 170,328 145,362 TWD 847,000 AU Optronics Co. 404,269 362,941 TWD 886,664 Chinatrust Financial Holding Co., Ltd. 566,015 834,239 USD 7,809 AU Optronics Corp., ADR 69,982 32,229 TWD 21,000 Chinese Maritime Transport 27,106 25,241 TWD 21,000 AUDIX CORP TWD10 34,712 39,993 TWD 72,000 Chin-Poon Industrial Co. 126,300 88,280 TWD 19,000 AURAS Technology Co. Ltd. 67,623 151,345 TWD 113,000 Chipbond Technology Co. 207,897 336,667 TWD 5,000 Aurora Corp. 19,348 21,006 TWD 104,895 ChipMOS Technologies Inc. 137,438 164,013 TWD 82,963 Bank of Kaohsiung 32,595 37,504 TWD 8,000 Chlitina Holding Ltd. 49,226 80,247 TWD 19,000 Basso Industry Corp. 66,700 35,568 TWD 35,948 Chong Hong Construction Co. 120,410 144,095 TWD 40,000 BenQ Materials Corp. 30,138 34,101 TWD 23,000 Chroma Ate Inc. 87,447 161,595 TWD 233,000 BES Engineering Corp. 70,444 76,385 TWD 55,661 Chun Yuan Steel 23,942 25,533 TWD 35,000 Biostar Microtech International Corp. 33,528 15,724 TWD 35,875 CHUNG HSIN ELEC TWD10 20,345 45,858 TWD 15,000 Bioteque Corp. 66,891 108,575 TWD 102,000 Chung Hung Steel Corp. 28,603 39,072 TWD 17,352 Bizlink Holding Inc. 125,012 168,998 TWD 71,000 Chung HWA Pulp 34,382 29,403 Brighton-Best International Chunghwa Precision Test Tech TWD 12,000 Taiwan Inc. 17,478 14,851 TWD 2,000 Co., Ltd. 86,107 75,402 TWD 12,695 Capital Futures Corp. 29,169 22,839 TWD 87,000 Chunghwa Telecom Co., Ltd. 353,695 469,076 TWD 255,203 Capital Securities Corp. 103,313 121,775 USD 3,981 Chunghwa Telecom Co., Ltd., ADR 96,454 212,780 TWD 33,251 Casetek Holdings Ltd. 149,716 101,226 Chyang Sheng Dyeing & Finishing TWD 77,000 Catcher Technology Co., Ltd. 636,922 792,190 TWD 11,000 Co. Ltd. 11,927 6,312 TWD 424,867 Cathay Financial Holding Co., Ltd. 801,248 820,494 TWD 17,000 Cleanaway Co., Ltd. 116,836 130,998

The accompanying notes are an integral part of these financial statements 146 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

TWD 63,000 Clevo Co. 78,014 86,215 TWD 73,002 Everlight Chemical Industrial Corp. 58,622 49,682 TWD 112,325 CMC Magnetics Corp. 29,873 38,267 TWD 69,000 Everlight Electronics Co., Ltd. 154,698 99,013 TWD 609,927 Compal Electronics Inc. 481,039 541,994 TWD 20,768 Excelsior Medical Co., Ltd. 41,030 56,904 Compeq Manufacturing Far Eastern Department Stores TWD 286,000 Company Ltd. 166,717 633,742 TWD 118,198 Co., Ltd. 125,510 135,808 TWD 99,652 Concord Securities Corp. 32,336 34,034 TWD 316,900 Far Eastern International Bank 127,472 162,362 TWD 6,909 Concraft Holding Co. Ltd. 65,894 35,928 TWD 288,446 Far Eastern New Century Corp. 304,638 371,896 TWD 77,050 Continental Holdings Corp. 47,797 45,843 Far EasTone Telecommunications TWD 45,000 Contrel Technology Co. Ltd. 29,591 32,118 TWD 133,000 Co., Ltd. 327,565 416,885 TWD 7,400 Coremax Corp. 35,969 20,062 TWD 40,200 Faraday Technology Corp. 72,063 86,512 TWD 84,800 Coretronic Corp. 105,275 125,082 TWD 48,194 Farglory Land Development Co., Ltd. 79,718 105,243 TWD 37,000 Co-Tech Development Corp. 62,952 72,210 TWD 88,899 Federal Corp. 64,369 77,400 TWD 7,000 COXON PRECISE INDUTWD10 13,687 4,593 TWD 60,000 Feng Hsin Iron & Steel Co. 99,420 143,998 TWD 20,728 CSBC CORP. TWD10 28,510 22,213 TWD 29,143 Feng TAY Enterprise Co., Ltd. 134,011 224,394 TWD 14,000 C-SUN MFG TWD10 16,195 18,541 TWD 586,269 First Financial Holding Co., Ltd. 361,356 613,613 TWD 36,000 CTCI Corp. 62,769 64,800 TWD 37,459 FIRST STEAMSHIP 24,082 17,318 TWD 5,924 Cub Elecparts Inc. 79,251 41,787 TWD 70,049 Flexium Interconnect Inc. 202,255 395,557 TWD 8,000 Cyberlink Corp. 23,799 38,975 TWD 17,000 Flytech Technology Co., Ltd. 75,067 55,695 TWD 5,000 CyberPower Systems Inc. 21,251 18,801 TWD 85,000 Forhouse Corp. 64,160 41,745 TWD 38,000 CyberTan Technology Inc. 32,855 28,676 Formosa Advanced Technologies TWD 37,000 Co., Ltd. 49,513 65,429 TWD 32,000 DA CIN Construction Co., Ltd.. 24,253 33,398 TWD 76,360 Formosa Chemicals & Fibre Corp. 231,158 267,007 Dadi Early-Childhood Education TWD 5,248 Group Ltd. 41,246 44,762 TWD 11,000 Formosa International Hotels Corp. 58,525 76,583 TWD 20,199 Formosa Laboratories Inc. 75,407 51,474 TWD 28,349 Da-Li Development Co. Ltd. 42,669 41,467 TWD 21,000 Formosa Petrochemical Co. 68,173 86,290 TWD 50,000 Darfon Electronics Corp. 50,516 87,530 TWD 92,960 Formosa Plastics Corp. 327,950 375,767 TWD 16,500 Daxin Materials Corp. 59,440 68,391 TWD 13,000 Formosa Sumco Technology Corp. 57,685 82,360 TWD 27,802 De Licacy Industrial Co. Ltd. 28,602 27,375 TWD 114,000 Formosa Taffeta Co., Ltd. 140,369 191,719 TWD 70,785 Delta Electronics Inc. 384,409 548,375 TWD 46,980 Formosan Rubber Group Inc. 44,854 39,326 TWD 12,000 DEPO AUTO PARTS INTWD10 47,659 28,332 TWD 19,714 FORMOSAN UNION CHETWD10 17,406 12,108 TWD 18,000 Dimerco Express Corp. 20,084 32,713 TWD 94,381 Foxconn Technology Co., Ltd. 312,110 246,733 TWD 63,159 D-Link Corp. 35,095 55,828 TWD 7,000 Foxsemicon Integrated Technology Inc. 52,898 58,472 TWD 20,623 Dynamic Electronics Co., Ltd. 14,301 16,668 TWD 69,000 FROCH ENTERPRISE TWD10 49,468 34,583 Dynapack International TWD 31,000 Technology Corp. 60,234 109,261 TWD 24,000 FSP TECHNOLOGY INCTWD10 24,570 26,433 TWD 71,000 E Ink Holdings Inc. 120,213 133,853 TWD 491,845 Fubon Financial Holding Co., Ltd. 904,243 996,936 TWD 599,044 E.Sun Financial Holding Co., Ltd. 335,201 770,333 Fubon No 2 Real Estate TWD 42,000 Investment Trust 23,784 28,268 TWD 18,509 Eclat Textile Co., Ltd. 234,493 292,718 Fulgent Sun International Holding TWD 34,000 Edom Technology Co. Ltd. 24,752 28,169 TWD 14,430 Co. Ltd. 38,484 69,827 TWD 32,900 Elan Microelectronics Corp. 95,216 183,485 TWD 98,980 Fulltech Fiber Glass Corp. 67,248 50,015 TWD 5,000 E-LIFE MALL Corp. 14,889 16,613 TWD 20,000 G SHANK ENTERPRISETWD10 21,114 18,651 TWD 17,160 Elite Advanced Laser Corp. 68,409 59,518 TWD 32,000 Gallant Precision Machining Co. Ltd. 31,813 29,662 TWD 30,000 Elite Material Co., Ltd. 29,983 221,662 TWD 28,000 Gamania Digital Entertainment Co Ltd. 66,071 95,353 Elite Semiconductor Memory TWD 21,780 GEM Services Inc. 62,061 61,844 TWD 34,000 Technology Inc. 53,479 60,902 TWD 85,000 Gemtek Technology Corp. 86,442 94,798 Elitegroup Computer Systems TWD 77,000 Co., Ltd. 70,266 42,141 TWD 45,000 General Interface Solution Holding Ltd. 246,196 234,816 TWD 9,000 eMemory Technology Inc. 117,445 203,070 TWD 5,396 Genius Electronic Optical Co. Ltd. 60,783 175,210 TWD 3,187 Ennoconn Corp. 50,895 41,546 TWD 72,000 Getac Technology Corp. 40,441 144,321 TWD 35,000 Entie Commercial Bank 22,389 23,035 TWD 29,000 Giant Manufacturing Co., Ltd. 227,321 353,885 TWD 141,000 Epistar Corp. 191,214 240,824 TWD 47,000 GIANTPLUS TECHNOLOTWD10 37,502 20,319 TWD 21,195 ET Internet Technology Corp. 13,058 15,720 TWD 48,000 Gigabyte Technology Co., Ltd. 77,270 145,451 TWD 133,654 Eternal Chemical Co., Ltd. 118,711 192,473 TWD 69,254 Gigastorage Corp. 64,742 28,151 TWD 99,000 Etron Technology Inc. 51,576 36,056 TWD 11,000 Ginko International Co., Ltd. 131,880 74,762 TWD 11,000 Eurocharm Holdings Co Ltd. 63,706 48,404 TWD 38,000 GLOBAL BRANDS MFG TWD10 22,072 24,770 TWD 417,996 Eva Airways Corp. 227,713 216,846 TWD 15,000 Global Mixed Mode Technology Inc. 42,996 109,747 TWD 28,131 EVEREST TEXTILE TWD10 19,965 13,677 TWD 6,000 Global Unichip Corp. 68,499 70,238 Evergreen International Storage & TWD 16,000 Globalwafers Co. Ltd. 248,762 299,177 TWD 76,000 Transport Corp. 44,077 47,804 TWD 59,000 Globe Union Industrial Corp. 48,679 35,975 Evergreen Marine Corp., TWD 81,120 GLORIA MATERIAL TETWD10 69,904 59,375 TWD 398,510 (Taiwan) Ltd. 227,983 197,932 TWD 121,000 GOLD CIRCUIT ELECTTWD10 79,410 187,867

The accompanying notes are an integral part of these financial statements 147 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Goldsun Development & Construction TWD 127,000 King's Town Bank 135,397 210,395 TWD 192,570 Co., Ltd. 81,382 134,347 TWD 23,000 kinik Company 68,327 65,886 TWD 18,520 Gourmet Master Co. Ltd. 178,722 87,509 TWD 24,000 Kinko Optical Co., Ltd. 37,924 34,728 TWD 174,000 Grand Pacific Petrochemical Corp. 94,309 116,723 TWD 247,000 KINPO ELECTRONICS TWD10 112,445 123,826 TWD 3,000 Grand Plastic Technology Corp. 22,328 35,772 TWD 52,000 Kinsus Interconnect Technology Corp. 147,294 169,433 TWD 6,000 Grape King Bio Ltd. 31,189 52,606 TWD 10,500 KMC Kuei Meng International Inc. 55,401 72,085 TWD 23,000 GREAT CHINA METAL TWD10 26,070 22,838 TWD 19,000 KS TERMINALS INC TWD10 41,785 36,641 TWD 12,000 Great Taipei Gas Co. Ltd. 14,414 17,144 Kung Long Batteries Industrial TWD 121,075 Great Wall Enterprise Co., Ltd. 130,883 238,372 TWD 22,000 Co., Ltd. 131,899 150,370 TWD 42,000 Greatek Electronics Inc. 66,091 89,692 TWD 36,905 Kung Sing Engineering Corp. 19,910 15,068 TWD 83,387 Hannstar Board Corp. 93,236 149,988 TWD 68,937 Kuo Toong International Co., Ltd. 62,168 54,447 TWD 445,000 HannStar Display Corp. 145,941 133,540 TWD 50,159 Kuoyang Construction Co., Ltd. 29,570 55,103 TWD 35,000 Hey Song Corp. 53,890 53,206 TWD 13,000 L&K Engineering Co., Ltd. 14,446 16,322 TWD 66,440 Highwealth Construction Corp. 97,434 133,624 TWD 5,000 Land Mark Optoelectronics Corp. 62,492 67,076 TWD 7,000 Hiroca Holdings Ltd. 32,357 18,043 TWD 6,235 Lanner Electronics Inc. 11,338 17,941 TWD 14,398 HITRON TECHNOLOGY TWD10 14,626 14,844 TWD 5,000 Largan Precision Co., Ltd. 632,110 943,809 TWD 20,013 Hiwin Technologies Co. 168,074 272,408 TWD 59,000 Lealea Enterprise Co., Ltd. 21,476 20,390 TWD 70,518 HO TUNG CHEMICAL TWD10 32,641 23,790 TWD 53,000 Lextar Electronics Corp. 41,210 49,407 TWD 14,000 Holtek Semiconductor Inc. 29,464 43,123 TWD 20,596 Li Cheng Enterprise Co Ltd. 56,509 33,296 TWD 31,000 Holy Stone Enterprise Co Ltd. 148,858 173,873 TWD 98,168 Li Peng Enterprise Co., Ltd. 35,475 29,943 TWD 487,340 Hon Hai Precision Industry Co., Ltd. 1,582,354 1,942,608 TWD 9,280 Lida Holdings Ltd. 31,338 16,091 TWD 20,000 Hong YI Fiber Industry Co. 18,989 16,319 TWD 57,750 Lien Hwa Industrial Corp. 82,539 113,244 TWD 46,000 Horizon Securities Co., Ltd. 16,008 13,539 TWD 91,000 Lingsen Precision Industries Ltd. 42,890 43,322 Hota Industrial Manufacturing TWD 9,000 Lion Travel Service Co. Ltd. 46,195 32,702 TWD 34,042 Co., Ltd. 181,823 159,788 TWD 15,000 LITE-ON SEMICONDUCTWD10 17,368 28,426 TWD 17,000 Hotai Motor Co., Ltd. 151,410 553,367 TWD 261,435 Lite-On Technology Corp. 363,146 558,886 TWD 38,000 Hsin Kuang Steel Co., Ltd. 37,554 44,050 TWD 16,400 LONG BON INTERNATITWD10 13,386 10,702 TWD 37,000 HTC Corp. 126,754 56,739 TWD 149,498 Long Chen Paper Co., Ltd. 101,511 98,903 TWD 14,000 Hu Lane Associate Inc. 76,697 53,656 TWD 40,000 Longwell Company 68,310 107,435 TWD 23,000 HUA ENG Wire & Cable 9,194 10,624 TWD 10,855 Lotes Co., Ltd. 45,527 190,534 TWD 362,289 Hua Nan Financial Holdings Co., Ltd. 201,304 334,757 TWD 14,400 Lumax International Corp. Ltd. 41,981 43,924 TWD 34,667 Huaku Development Co., Ltd. 96,058 134,733 TWD 21,000 Lung Yen Life Service Corp. 61,778 56,421 TWD 20,000 HUNG CHING DEVELOPTWD10 21,077 19,474 TWD 6,000 Macauto Industrial Co. Ltd. 38,867 20,895 Hung Poo Real Estate TWD 28,000 Development Corp. 26,592 30,563 TWD 4,159 Machvision Inc. 65,873 60,122 TWD 103,680 HUNG SHENG CONSTRUTWD10 94,576 85,676 TWD 301,977 Macronix International 276,806 434,745 TWD 48,000 HWA FONG RUBBER INTWD10 31,675 32,559 TWD 24,472 Makalot Industrial Co., Ltd. 115,155 175,540 TWD 44,954 Ibase Technology Inc. 122,581 82,964 TWD 11,000 Materials Analysis Technology Inc. 39,041 40,865 TWD 52,000 Ichia Technologies Inc. 52,584 32,596 TWD 29,011 MediaTek Inc. 335,990 778,677 TWD 9,180 IEI Integration Corp. 29,495 18,607 TWD 212,673 Mega Financial Holding Co., Ltd. 166,248 303,494 TWD 36,000 Infortrend Technology Inc. 21,421 21,514 TWD 57,607 Mercuries & Associates Ltd. 25,650 70,483 TWD 8,401 Innodisk Corp. 48,588 68,776 TWD 184,932 Mercuries Life Insurance Co., Ltd. 118,025 85,503 TWD 765,047 Innolux Display Corp. 382,647 279,770 TWD 11,000 Merida Industry Co Ltd. 76,315 102,087 TWD 12,000 Intai Technology Corp. 74,462 73,211 TWD 18,634 Merry Electronics Co., Ltd. 71,506 120,121 TWD 16,530 Integrated Service Technology Inc. 58,237 41,558 TWD 39,000 Microbio Co., Ltd. 39,188 134,895 TWD 8,000 International Games System Co., Ltd. 65,361 271,747 TWD 70,000 Micro-Star International Co., Ltd. 224,416 347,910 TWD 295,706 Inventec Co., Ltd. 198,947 342,727 TWD 14,000 MIN AIK Technology Co., Ltd. 16,392 8,914 TWD 6,000 Iron Force Industrial Co., Ltd. 40,386 25,822 TWD 38,158 Minor International PCL, Rights – 2,347 TWD 28,000 ITE Technology Inc. 44,448 79,733 TWD 4,467 Minor International PCL, Rights – 275 TWD 76,948 ITEQ Corp. 131,288 524,722 TWD 32,000 Mirle Automation Corp. 55,945 57,663 TWD 9,000 Jentech Precision Industrial Co. Ltd. 27,171 118,286 TWD 80,550 Mitac Holdings Corp. 97,005 120,843 TWD 8,000 Jih Lin Technology Co. Ltd. 28,062 17,381 TWD 62,733 Motech Industries Inc. 91,044 21,443 TWD 309,327 Jih Sun Financial Holdings Co., Ltd. 102,791 137,515 TWD 18,000 MPI Corp. 57,958 76,909 TWD 9,000 Kaori Heat Treatment Co., Ltd. 20,342 26,533 TWD 5,000 Nak Sealing Technologies Corp. 18,211 15,486 TWD 17,400 Kasikornbank PCL 69,675 71,079 Namchow Chemical Industrial TWD 77,000 Kee Tai Properties Co., Ltd. 36,893 36,066 TWD 22,000 Co., Ltd. 53,694 46,662 TWD 58,731 Kenda Rubber Industrial Co., Ltd. 101,584 79,449 TWD 43,000 Nan Kang Rubber Tire Co., Ltd. 53,258 88,333 TWD 22,000 Kerry TJ Logistics Co., Ltd. 36,237 41,357 TWD 88,770 Nan Ya Plastics Corp. 290,527 264,698 TWD 52,000 Kindom Construction Co., Ltd. 54,825 74,673 TWD 29,400 Nantex Industry Co. Ltd. 28,052 52,724 TWD 284,000 King Yuan Electronics Co., Ltd. 237,688 451,513 TWD 100,378 Nanya Technology Corp. 205,271 284,321

The accompanying notes are an integral part of these financial statements 148 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

TWD 14,000 National Aerospace Fasteners Corp. 59,098 38,138 TWD 16,800 Sesoda Corp. 19,606 20,781 TWD 389,443 Neo Solar Power Corp. 198,935 118,105 TWD 15,000 Shan-Loong Transportation Co., Ltd. 20,362 20,478 TWD 12,000 Netronix Inc. 19,736 22,540 TWD 13,000 SHENG YU STEEL TWD10 15,375 10,548 TWD 29,960 Nichidenbo Corp. 42,924 74,591 TWD 26,000 SHIHLIN ELEC & ENGTWD10 40,157 54,671 TWD 24,000 Nien Made Enterprise Co., Ltd. 262,126 319,347 TWD 935,831 Shin Kong Financial Holding Co., Ltd. 331,922 372,182 TWD 5,600 Nishoku Technology Inc. 23,000 16,848 Shin Kong No.1 Real Estate TWD 56,000 Novatek Microelectronics Corp. 246,728 590,853 TWD 59,000 Investment Trust 42,165 51,581 TWD 34,017 Nuvoton Technology Corp. 82,345 60,931 TWD 25,000 Shin Zu Shing Co., Ltd. 80,694 172,660 TWD 181,000 O-Bank Co., Ltd. 68,729 60,142 TWD 74,235 Shining Building Business Co. Ltd. 38,075 33,909 TWD 22,000 Ocean Plastics Co., Ltd. 26,452 32,132 TWD 30,000 Shinkong Insurance Co., Inc. 39,670 49,431 TWD 74,276 OptoTech Corp. 49,021 70,536 TWD 179,230 Shinkong Synthetic Fibers Corp. 59,353 93,014 TWD 134,653 Orient Semiconductor Electronics Ltd. 86,739 74,255 TWD 10,000 Shinkong Textile Co. Ltd. 20,586 20,197 TWD 79,200 Oriental Union Chemical Corp. 99,196 61,544 TWD 16,000 Shiny Chemical Industrial Co., Ltd. 49,144 81,366 TWD 9,674 O-TA Precision Industry Co. Ltd. 23,443 16,412 TWD 55,000 Shuttle Inc. 25,223 25,157 TWD 15,000 Pacific Hospital Supply Co., Ltd. 54,630 60,925 TWD 85,654 Sigurd Microelectronics Corp. 111,571 160,899 TWD 12,000 Paiho Shih Holdings Corp. 16,000 16,814 TWD 3,000 Silergy Corp. 82,233 266,804 TWD 47,700 Pan Jit International Inc. 38,203 62,627 TWD 90,000 Silicon Integrated Systems Corp. 29,136 51,019 TWD 76,000 Pan-International Industrial Corp. 80,997 63,864 TWD 19,800 Simplo Technology Co., Ltd. 145,565 293,261 TWD 3,000 Parade Technologies Ltd. 37,431 136,513 TWD 24,155 SINBON ELECTRONICSTWD10 36,819 166,802 TWD 185,776 Pegatron Corp. 249,080 550,106 TWD 40,170 Sincere Navigation Corp. 37,230 28,048 Pharmally International Holding TWD 3,105 Sinmag Equipment Corp. 19,626 12,640 TWD 7,692 Co Ltd. 57,470 58,240 TWD 79,000 Sino-American Silicon Products Inc. 125,470 347,807 TWD 30,000 Phihong Technology Co., Ltd. 15,530 11,985 TWD 68,000 Sinon Corp. 47,965 56,967 TWD 17,000 Phison Electronics Corp. 165,500 232,250 TWD 630,491 SinoPac Financial Holdings Co., Ltd. 244,945 316,388 TWD 20,000 Pixart Imaging Inc. 77,069 157,233 TWD 26,000 Sinphar Pharmaceutical Co. Ltd. 24,435 40,302 TWD 6,000 Posiflex Technology Inc. 31,261 23,183 TWD 138,093 Sintek Photronic Corp. 71,343 64,215 TWD 316,400 Pou Chen Corp. 440,153 421,382 TWD 20,308 Sinyi Realty Co. 32,165 25,408 TWD 111,000 Powertech Technology Inc. 307,065 550,079 TWD 16,000 Sirtec International Co., Ltd. 41,181 21,873 TWD 3,120 POYA Co., Ltd. TWD10 19,995 83,704 TWD 27,000 Sitronix Technology Corp. 99,326 192,762 TWD 33,000 President Chain Store Corp. 347,073 450,684 TWD 28,000 Siward Crystal Technology Co., Ltd. 26,266 26,213 TWD 113,584 President Securities Corp. 70,593 71,568 TWD 8,000 Soft-World International Corp. 30,234 42,947 TWD 89,000 Primax Electronics Ltd. 131,228 197,598 Solar Applied Materials TWD 191,856 Prince Housing & Development Corp. 93,803 89,342 TWD 63,472 Technology Co. 50,007 110,658 TWD 18,000 PROMATE ELECTRONICTWD10 20,787 28,548 TWD 4,040 Sporton International Inc. 25,886 44,915 TWD 23,000 Prosperity Dielectrics Co Ltd. 77,500 57,617 TWD 6,000 St. Shine Optical Co., Ltd. 128,065 98,198 TWD 357,980 Qisda Corp. 164,732 292,127 Standard Chemical & Pharmaceutical TWD 10,000 Co. Ltd. 13,622 20,622 TWD 11,000 QST International Corp. 57,261 24,936 TWD 38,000 Standard Foods Corp. 87,669 110,430 TWD 5,000 Quang Viet Enterprise Co Ltd. 25,077 31,569 TWD 4,800 Stark Technology Inc. 4,420 14,724 TWD 173,000 Quanta Computer Inc. 395,978 568,245 STATS ChipPAC Taiwan TWD 17,000 Quanta Storage Inc. 25,920 26,842 TWD 31,000 Semiconductor Corp. 45,298 34,760 TWD 233,741 Radiant Opto-Electronics Corp. 659,680 1,284,881 Sunny Friend Environmental TWD 52,788 Radium Life Tech Co., Ltd. 44,397 25,092 TWD 4,000 Technology Co. Ltd. 33,840 47,550 TWD 49,812 Realtek Semiconductor Corp. 201,364 689,271 Sunonwealth Electric Machine Industry TWD 66,950 RECHI PRECISION 76,292 52,912 TWD 30,000 Co. Ltd. 50,651 71,374 TWD 14,000 Rexon Industrial Corp Ltd. 54,815 51,268 TWD 131,000 Sunplus Technology Co., Ltd. 78,969 74,015 TWD 15,112 RF-Link System Inc. 27,523 17,542 TWD 16,000 Sunspring Metal Corp. 25,925 15,463 TWD 83,545 Rich Development Co., Ltd. 46,183 38,975 TWD 89,000 SUPREME ELECTRONICTWD10 98,169 122,426 TWD 312,244 Ritek Corp. 94,876 75,936 TWD 39,750 Syncmold Enterprise Corp. 134,669 148,741 TWD 75,000 Roo Hsing Co., Ltd. 57,741 46,364 TWD 123,050 Synnex Technology International Corp. 215,303 236,677 TWD 45,613 Ruentex Development Co., Ltd. 95,758 107,608 TWD 18,150 Sysage Technology Co. Ltd. 23,905 34,121 TWD 59,422 Ruentex Industries Ltd. 209,321 194,009 TWD 25,000 Systex Corp. 59,211 93,753 TWD 32,000 Sampo Corp. 29,059 31,815 TWD 97,271 TA Chen Stainless Pipe 70,134 122,002 TWD 13,000 San Fang Chemical Industry Co., Ltd. 22,020 12,902 TWD 106,080 TA YA ELEC WIR&CABTWD10 63,291 53,268 TWD 9,000 San Shing Fastech Corp. 19,142 18,710 TWD 18,750 TA-I Technology Co. Ltd. 43,269 66,196 TWD 63,000 Sanyang Industry Co., Ltd. 41,666 61,661 TWD 387,929 Taichung Commercial Bank 167,798 208,566 TWD 12,000 SCI Pharmtech Inc. 54,450 78,854 TWD 8,000 TaiDoc Technology Corp. 42,415 101,141 TWD 25,000 SDI Corp. 54,289 55,907 TWD 41,460 Taiflex Scientific Co., Ltd. 74,397 94,130 TWD 8,000 Senao Networks Inc. 51,601 40,116 TWD 16,800 Taimide Tech Inc. 49,954 30,548 TWD 51,000 Sercomm Corportation 160,352 184,002 TWD 15,000 Tainan Enterprises Co., Ltd. 15,338 13,776

The accompanying notes are an integral part of these financial statements 149 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

TWD 168,945 Tainan Spinning Co., Ltd. 80,400 88,508 TWD 14,000 Transcend Information Inc. 48,419 46,502 TWD 34,217 Tainergy Tech Co., Ltd. 33,581 25,693 TWD 62,000 Tripod Technology Corp. 186,607 376,586 TWD 572,407 Taishin Financial Holding Co., Ltd. 271,132 353,315 TWD 21,000 Tsann Kuen Enterprise Co. Ltd. 22,104 18,595 TWD 39,000 TAISUN ENTERPRISE TWD10 30,096 41,679 TWD 26,864 TSEC Corp. 17,094 9,136 TWD 20,500 Taiwan Acceptance Corp. 66,923 103,431 TWD 86,000 TSRC Corp. 93,262 68,160 TWD 558,343 Taiwan Business Bank 210,220 278,736 TWD 15,000 TTY Biopharm Co., Ltd. 64,947 52,814 TWD 410,775 Taiwan Cement Corp. 466,907 811,431 TWD 128,000 Tung Ho Steel Enterprise Corp. 119,787 132,502 Taiwan Chinsan Electronic Industrial TWD 6,000 Tung Thih Electronic Co., Ltd. 54,331 15,169 TWD 16,000 Co., Ltd. 43,495 26,172 TWD 14,705 TURVO International Co. Ltd. 56,220 43,322 TWD 66,000 Taiwan Cogeneration Corp. 62,858 120,059 TWD 43,000 TXC Corp. 69,358 126,787 TWD 454,388 Taiwan Cooperative Financial 331,864 435,468 TWD 41,000 TYC BROTHER IND TWD10 63,741 45,988 TWD 80,000 Taiwan Fertilizer Co., Ltd. 190,905 183,947 TWD 50,420 TYCOONS GROUP ENTETWD10 18,065 9,531 Taiwan Fire & Marine Insurance TWD 38,000 Tyntek Corp. 28,367 23,900 TWD 19,000 Co. Ltd. 15,857 17,202 TWD 41,000 U-Ming Marine Transport Corp. 48,010 59,401 TWD 20,000 TAIWAN FU HSING TWD10 35,969 36,074 TWD 246,000 Unimicron Technology Corp. 216,710 572,411 TWD 140,178 Taiwan Glass Industrial Corp. 116,423 64,779 TWD 117,924 UNION BK OF TAIWANTWD10 46,267 60,695 TWD 130,000 Taiwan High Speed Rail Corp. 161,695 219,372 Taiwan Hon Chuan Enterprise TWD 228,296 Uni-President Enterprises Corp. 443,177 750,914 TWD 95,924 Co., Ltd. 211,137 243,357 TWD 234,287 Unitech Printed Circuit Board Corp. 159,437 279,593 Taiwan Hopax Chemicals Mfg. TWD 36,000 United Integrated Services Co., Ltd. 70,312 335,291 TWD 29,000 Co., Ltd. 23,073 28,666 TWD 1,729,000 United Microelectronics Corp. 868,580 1,269,048 TWD 191,183 Taiwan Land Development Corp. 79,815 63,155 USD 4,006 United Microelectronics Corp., ADR 20,353 14,358 TWD 83,000 Taiwan Mobile Co., Ltd. 343,067 422,574 TWD 82,000 Unity Opto Technology Co., Ltd. 40,023 15,545 TWD 39,000 TAIWAN NAVIGATION TWD10 28,616 29,999 TWD 64,386 Universal Cement Corp. 63,302 53,491 TWD 50,000 TAIWAN PAIHO 167,653 149,271 TWD 61,000 Unizyx Holding Corp. 42,723 52,591 TWD 62,000 Taiwan PCB Techvest Co., Ltd. 103,130 100,148 TWD 187,700 UPC Technology Co. 96,033 86,774 TWD 19,000 Taiwan Sakura Corp. 31,929 41,478 TWD 174,787 USI Corp. 96,617 99,271 TWD 5,075 Taiwan Secom Co., Ltd. 12,752 20,392 TWD 18,271 Vanachai Group PCL, Rights – – TWD 74,000 Taiwan Semiconductor Co., Ltd. 118,804 137,468 Vanguard International Taiwan Semiconductor Manufacturing TWD 63,000 Semiconductor Corp. 40,960 227,421 TWD 645,000 Co., Ltd. 6,467,899 9,351,594 TWD 9,680 Victory New Materials Ltd. Co. 16,838 4,489 Taiwan Semiconductor Manufacturing TWD 21,000 Visual Photonics Epitaxy Co., Ltd. 38,094 89,175 USD 88,352 Co., Ltd., ADR 2,314,898 6,809,410 TWD 5,000 Voltronic Power Technology Corp. 148,969 195,598 TWD 21,210 Taiwan Sogo Shin Kong SEC 31,155 36,238 TWD 113,000 Wafer Works Corp. 182,159 175,150 TWD 176,292 Taiwan Styrene Monomer 154,813 133,694 TWD 15,000 Wah Lee Industrial Corp. 20,174 39,200 Taiwan Surface Mounting Technology TWD 67,545 Co., Ltd. 129,407 407,737 TWD 314,000 Walsin Lihwa Corp. 203,100 211,483 TWD 125,000 Taiwan Tea Corp. 75,208 91,362 TWD 44,251 Walsin Technology Corp. 123,813 367,145 TWD 30,000 Taiwan Union Technology Corp. 34,889 199,966 TWD 88,000 Walton Advanced Engineering Inc. 51,486 40,027 TWD 13,000 TAIYEN BIOTECH CO TWD10 15,278 18,730 TWD 119,700 Wan Hai Lines Ltd. 59,981 91,031 TWD 163,000 Tatung Co., Ltd. 88,380 158,118 TWD 392,843 Waterland Financial Holdings 141,450 212,835 TWD 8,729 TCI Co. Ltd. 85,891 110,704 TWD 55,000 Wei Chuan Foods Corp. 50,807 58,421 TWD 13,988 Teapo Electronic Corp. 52,619 22,335 TWD 39,535 WEIKENG INDUSTRIALTWD10 25,858 28,056 TWD 194,000 Teco Electric and Machinery Co., Ltd. 181,452 242,226 TWD 15,000 WELL SHIN TECHNOLOTWD10 38,770 31,945 TWD 3,000 Tehmag Foods Corp. 27,393 29,953 TWD 34,581 Win Semiconductors Corp. 114,708 479,337 TWD 20,852 Test Research Inc. 23,665 52,220 TWD 569,379 Winbond Electronics Corp. 365,666 352,682 TWD 37,000 Test-Rite International Co. 36,133 35,427 TWD 61,853 Wisdom Marine Lines Co., Ltd. 67,602 70,900 TWD 24,000 The Ambassador Hotel 27,493 32,433 TWD 400,638 Wistron Corp. 423,310 663,993 Thinking Electronic Industrial TWD 45,726 Wistron NeWeb Corp. 109,633 136,232 TWD 14,000 Co., Ltd. 51,918 57,056 TWD 21,000 Wowprime Corp. 120,858 78,153 TWD 25,000 Thye Ming Industrial Co. Ltd. 41,544 35,030 TWD 187,295 WPG Holdings Ltd. 268,602 339,268 TWD 123,000 Ton Yi Industrial Co. 68,895 52,055 TWD 44,874 WT Microelectronics Co., Ltd. 64,724 81,942 TWD 23,868 Tong Hsing Electronic Industries Ltd. 110,479 154,949 TWD 40,545 WUS PRINTD CIRCUITTWD10 43,392 59,903 TWD 74,650 Tong Yang Industry Co., Ltd. 105,303 126,241 TWD 22,959 Xxentria Technology Materials Corp. 63,661 57,818 TWD 34,000 Tong-Tai Machine & Tool Co., Ltd. 33,216 20,707 TWD 15,519 Yageo Corp. 54,501 274,481 TWD 18,544 TOPBI International Holdings Ltd. 66,153 45,017 TWD 245,232 Yang Ming Marine Transport Corp. 132,079 73,501 TWD 27,050 Topco Scientific Co., Ltd. 45,735 136,455 TWD 28,559 YC Co., Ltd. 20,888 14,888 TWD 5,000 Topkey Corp. 19,484 32,954 Yea Shin International Development TWD 29,700 Topoint Technology Co., Ltd. 29,282 31,002 TWD 27,268 Co., Ltd. 30,919 18,675 TWD 7,000 Toung Loong Textile Manufacturing 22,960 8,963 Yeong Guan Energy Technology TWD 56,000 TPK Holding Co., Ltd. 162,612 120,449 TWD 16,000 Group Co., Ltd. 65,938 44,722

The accompanying notes are an integral part of these financial statements 150 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

TWD 46,200 Yeun Chyang Industrial Co., Ltd. 35,595 53,109 THB 10,900 Electricity Generating PCL, Class R 87,249 118,259 TWD 31,000 YFC-Boneagle Electric Co. Ltd. 65,214 28,937 THB 50,900 Energy Absolute PCL 70,261 87,754 TWD 38,000 YI JINN INDUSTRIALTWD10 23,075 22,600 THB 385,000 Erawan Group PCL 96,687 63,586 TWD 193,192 Yieh Phui Enterprise Co., Ltd. 89,124 76,903 THB 306,500 Esso Thailand PCL 148,435 94,241 TWD 34,000 Yonyu Plastics Co. Ltd. 51,962 51,689 THB 46,000 GFPT PCL THB1(ALIEN MKT) 34,109 26,267 TWD 25,000 Youngtek Electronics Corp. 62,936 75,813 THB 65,301 Global Power Synergy PCL 123,844 210,823 TWD 732,664 Yuanta Financial Holding Co., Ltd. 443,893 591,956 THB 291,200 Gunkul Engineering PCL 38,248 33,256 Yuen Foong Yu Paper Manufacturing THB 62,400 Hana Microelectronics PCL 78,952 76,060 TWD 266,650 Co., Ltd. 119,777 170,224 THB 637,200 Home Product Center PCL 151,099 431,029 TWD 169,000 Yulon Motor Co.Ltd. 187,044 168,910 THB 107,500 Ichitan Group PCL 35,095 38,011 TWD 17,000 YungShin Global Holding Corp. 27,919 38,452 THB 135,400 Indorama Ventures PCL 142,025 165,041 TWD 6,000 Zeng Hsing Industrial Co., Ltd. 39,861 38,461 THB 28,500 Intouch Holdings PCL 62,225 70,417 TWD 19,000 ZENITRON CORP TWD10 16,428 17,134 THB 1,538,000 IRPC PCL, Foreign Registered Shares 311,566 176,998 TWD 77,000 Zhen Ding Technology Holding Ltd. 274,810 458,754 THB 185,900 Italian-Thai Development PCL 32,997 9,309 TWD 87,000 Zig Sheng Industrial Co., Ltd. 34,239 28,510 THB 623,435 Jasmine International PCL 144,460 98,036 TWD 27,000 Zinwell Corp. 38,589 25,160 TWD 14,000 Zippy Technology Corp. 21,541 21,596 THB 70,800 Kasikornbank PCL 421,616 289,996 ZongTai Real Estate Development THB 89,200 KCE Electronics PCL 55,842 89,333 TWD 30,600 Co. Ltd. 24,997 51,219 THB 87,400 KGI Securities One PCL (Alien) 17,442 13,283 67,210,577 94,316,532 4.91 THB 162,200 Khon Kaen Sugar Industry PCL 33,134 14,249 THB 53,000 Kiatnakin Bank PCL 111,008 93,121 Thailand THB 209,000 Krung Thai Bank PCL 138,757 94,557 THB 51,300 Advanced Info Service PCL 357,935 416,869 THB 116,000 Krungthai Card PCL 62,021 152,858 Advanced Information THB 80,500 Lanna Resources PCL 51,293 25,459 THB 19,600 Technology PCL 14,771 14,894 THB 519,627 LH Financial Group PCL 34,069 23,281 THB 17,000 AEON Thana Sinsap Thailand PCL 140,543 80,646 THB 55,800 Major Cineplex Group PCL 65,024 36,765 THB 162,600 Airports of Thailand PCL 125,965 432,102 THB 38,000 Mega Lifesciences PCL 62,858 62,176 THB 123,100 Asia Aviation PCL 33,875 10,760 THB 312,900 Minor International PCL 274,286 279,005 THB 60,800 B Grimm Power PCL 91,213 142,879 THB 97,300 Bangchak Corp PCL 73,187 89,752 THB 36,630 Minor International PCL-NVDR 15,044 32,662 THB 148,900 Bangkok Airways PCL 133,683 40,878 THB 25,100 MK Restaurants Group PCL 49,694 64,773 THB 13,300 Bangkok Aviation Fuel Services PCL 18,417 13,612 THB 151,000 Mono Technology PCL 25,338 18,173 THB 6,400 Bangkok Bank PCL 53,963 30,080 THB 42,600 Muangthai Capital PCL 62,006 97,302 THB 5,000 Bangkok Bank PCL-Foreign Reg. 19,819 23,500 THB 41,200 Osotspa PCL 59,980 68,769 THB 109,100 Bangkok Chain Hospital PCL 57,984 71,883 THB 424,600 Plan B Media Pcl 98,970 111,903 THB 410,900 Bangkok Dusit Medical Services PCL 326,508 406,096 THB 114,400 Polyplex Thailand PCL 69,059 83,415 THB 525,173 Bangkok Expressway & Metro PCL 106,401 219,147 THB 300,000 Power Solution Technologies PCL 23,043 24,115 THB 52,520 Bangkok Life Assurance PCL 91,454 35,757 THB 130,200 Precious Shipping PCL 53,676 31,169 THB 190,900 Bangkok Ranch PCL 54,759 16,519 THB 48,500 Premier Marketing PCL 25,582 14,593 THB 275,300 Banpu PCL 197,876 73,764 THB 359,200 Prima Marine PCL 136,920 123,067 THB 47,800 Banpu Power PCL 48,494 35,063 THB 152,100 PTG Energy PCL 98,385 108,232 THB 246,300 Beauty Community PCL 123,384 16,661 THB 192,300 PTT Exploration & Production PCL 694,355 774,989 THB 202,300 BEC World PCL 46,416 44,252 THB 128,342 PTT Global Chemical PCL 332,676 260,730 THB 59,600 Berli Jucker PCL 119,610 103,408 THB 869,400 PTT PCL 980,506 1,441,607 THB 151,200 BTS Group Holdings PCL 56,753 75,048 THB 56,200 Ratch Group PCL 116,060 153,669 THB 13,800 Bumrungrad Hospital PCL 100,431 70,618 THB 277,656 Ratchthani Leasing PCL 68,303 43,662 CAL-COMP Regional Container Line Public THB 286,107 ELECTRONITHB1(ALIEN MKT) 37,062 18,474 THB 68,200 Company Ltd. 26,942 9,526 THB 21,600 Carabao Group PCL 53,908 98,673 THB 77,300 RS PCL 55,290 55,345 CENTRL PLAZA THB 31,100 Sabina PCL 41,470 25,136 THB 77,100 HOTELTHB1(ALIEN MKT) 108,127 77,892 Saha-Union Public Company Ltd. THB 61,100 CH Karnchang PCL 64,489 53,676 THB 8,800 (Alien) 15,541 13,819 THB 380,500 Charoen Pokphand Foods PCL 421,499 530,651 THB 140,300 Samart Corp. PCL 37,947 35,435 THB 689,400 CIMB Thai Bank PCL 23,874 18,169 THB 44,900 Sappe PCL 48,968 37,472 THB 60,300 Com7 PCL 65,476 74,825 THB 3,500 Siam Cement PCL 65,041 56,575 THB 273,100 CP ALL PCL 720,787 812,721 THB 11,400 Siam Cement PCL, NVDR 155,158 184,274 THB 40,600 Dhipaya Insurance PCL 35,957 39,769 THB 6,836 Siam City Cement PCL 49,999 39,035 THB 168,800 Dynasty Ceramic PCL 24,290 14,829 THB 68,500 Siam Commercial Bank PCL 361,039 218,894 THB 241,300 Eastern Polymer Group PCL 67,978 50,664 THB 121,440 Siam Global House PCL 55,680 88,548 EASTERN WATER RES THB 54,400 THB1(ALIEN MKT) 26,535 24,373 THB 238,700 Siamgas & Petrochemicals PCL 94,788 89,121

The accompanying notes are an integral part of these financial statements 151 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Sino-Thai Engineering & TRY 4,785 CIMSA 25,729 9,420 THB 111,800 Construction PCL 122,655 74,644 TRY 6,766 Coca-Cola Icecek AS 83,016 58,401 THB 39,700 Somboon Advance Technology PCL 26,752 18,659 TRY 1 Deva Holding AS 1 2 THB 70,600 SPCG PCL 55,881 50,548 TRY 241,660 Dogan Holdings 97,101 100,541 THB 107,360 Sri Trang Agro-Industry PCL 82,502 128,505 Emlak Konut Gayrimenkul Yatirim THB 63,360 Srisawad Corp PCL 84,755 143,329 TRY 73,204 Ortakligi AS 96,769 29,659 THB 332,600 Star Petroleum Refining PCl 185,994 97,153 TRY 22,804 Enerjisa Enerji AS 32,962 38,844 THB 240,500 STP & I PCL 47,945 46,059 TRY 19,112 Enka Insaat ve Sanayi AS 31,025 23,374 THB 3,022,100 Super Energy Corp PCL 107,283 124,781 TRY 62,668 Eregli Demir ve Celik Fabrikalari TAS 124,141 106,580 THB 284,600 Syntec Construction PCL 62,552 18,877 TRY 3,973 Ford Otomotiv Sanayi AS 52,171 55,971 THB 66,500 Taokaenoi Food & Marketing PCL 67,820 30,378 TRY 28,135 Global Yatirim Holding AS 24,279 22,472 THB 172,500 Thai Airways International PCL 156,089 28,793 TRY 20,285 Goodyear Lastikleri TAS 31,095 21,817 THB 123,900 Thai Oil PCL 343,450 240,821 Gozde Girisim Sermayesi Yatirim THAI STANLEY ELEC TRY 30,446 Ortakligi AS 49,622 30,994 THB 3,500 THB5(ALIEN MKT) 29,285 26,058 Ipek Dogal Enerji Kaynaklari THB 245,040 Thai Union Group PCL 121,246 138,847 TRY 39,090 Arastirma Ve Uretim AS 37,605 106,089 THB 57,500 Thai Vegetable Oil PCL 71,013 66,299 TRY 34,420 Is Yatirim Menkul Degerler AS 28,064 42,516 THAICOM PUBLIC THB 32,600 COMTHB5(ALIEN MKT) 38,666 6,730 Kardemir Karabuk Demir Celik Sanayi TRY 184,336 ve Ticaret AS 126,707 118,636 THB 68,000 Thaifoods Group PCL 14,861 14,696 Kardemir Karabuk Demir Celik Sanayi THB 51,400 Thaire Life Assurance PCL 20,459 5,825 TRY – ve Ticaret AS, Rights – – THB 96,800 Thanachart Capital PCL 118,666 150,943 TRY – KOC Holding 1 1 THB 37,600 Thitikorn PCL 20,054 12,304 TRY 63,431 Kombassan Holdings AS 29,734 55,043 THB 79,800 Thoresen Thai Agencies PCL 26,221 11,076 TRY 16,871 Kordsa Teknik Tekstil AS 44,921 41,626 THB 74,700 Tipco Asphalt PCL 67,529 82,030 THB 33,300 Tisco Financial Group PCL 40,695 101,657 TRY 6,170 Koza Altin Isletmeleri AS 65,071 102,035 THB 2,895,296 TMB Bank PCL 207,230 133,534 TRY 65,300 Koza Anadolu Metal Madencilik 120,790 172,972 THB 38,600 Total Access Communication PCL 70,459 66,548 TRY 2,396 Migros Ticaret AS 22,331 18,307 Total Access Communication TRY 36,293 NET Holding AS 18,828 17,807 THB 22,600 PCL, NVDR 57,560 38,964 Otokar Otomotiv Ve Savunma THB 1,136,500 TPI Polene PCL 60,326 59,405 TRY 1,313 Sanayi AS 70,706 39,090 THB 254,300 TPI Polene Power PCL 68,456 44,904 TRY 18,914 Pegasus Hava Tasimaciligi AS 159,501 208,200 THB 18,400 TQM Corp PCL 56,730 107,897 TRY 114,801 Petkim Petrokimya Holding 146,382 96,806 THB 1,874,592 True Corp PCL 365,088 279,960 Sarkuysan Elektrolitik Bakir Sanayi ve THB 166,300 TTW PCL 82,599 97,153 TRY 27,144 Ticaret AS 15,726 36,721 Unique Engineering & TRY 75,688 Sekerbank 81,638 21,774 THB 94,800 Construction PCL 63,340 21,653 Selcuk Ecza Deposu Ticaret ve THB 127,900 Vanachai Group PCL 75,573 17,753 TRY 10,821 Sanayi AS 13,177 18,890 THB 24,500 Vinythai PCL 18,424 23,783 TRY 31,597 Soda Sanayii AS 32,953 38,302 THB 54,400 Workpoint Entertainment PCL 82,708 26,524 TRY 18,524 TAV Havalimanlari Holding AS 128,596 71,247 13,966,351 13,995,174 0.73 TRY 20,303 Tekfen Holding AS 96,013 68,346 TRY 18,799 Tofas Turk Otomobil Fabrikasi AS 105,600 99,314 Turkey TRY 166,575 Trakya Cam Sanayi AS 135,419 118,716 Akbank TAS — (New TRY 168,581 Lira Denominated) 365,330 203,510 TRY 5,217 Tupras Turkiye Petrol Rafine 135,206 92,650 TRY 1,410 Akcansa Cimento Satry1 8,833 3,620 TRY 91,242 Turk Hava Yollari 202,402 225,415 TRY 23,622 AKIS Gayrimenkul Yatirimi AS 23,334 14,883 TRY 112,302 Turk Sise ve Cam Fabrikalari 102,115 123,680 TRY 22,435 Aksa Akrilik Kimya Sanayii 24,180 32,439 TRY 14,753 Turk Telekomunikasyon AS 24,071 23,706 TRY 38,175 Aksa Enerji Uretim AS 46,589 41,181 TRY 463 Turk Traktor ve Ziraat Makineleri AS 13,403 7,240 TRY 14,260 Aksigorta AS 16,940 19,323 USD 11,086 Turkcell Iletisim Hizmet AS, ADR 143,817 86,691 TRY 91,702 Albaraka Turk Katilim Bankasi AS 37,301 29,859 TRY 37,104 Turkcell Iletisim Hizmetleri AS 153,534 120,094 TRY 25,832 Anadolu Anonim Turk Sigorta Sirketi 24,889 31,660 TRY 130,120 Turkiye Garanti Bankasi 486,540 217,813 TRY 16,596 Anadolu Cam Sanayii AS 16,421 15,317 TRY 62,924 Turkiye Halk Bankasi AS 265,749 79,688 Anadolu Efes Biracilik Ve Malt TRY 70,698 Turkiye Is Bankasi 176,102 78,393 TRY 19,297 Sanayii AS 166,166 81,490 TRY 496,410 Turkiye Sinai Kalkinma Bankasi 175,208 126,906 TRY 20,675 Arcelik AS 97,919 81,606 TRY 152,898 Turkiye Vakiflar Bankasi Tao 227,108 161,592 Aselsan Elektronik Sanayi Ve TRY 9,149 Ticaret AS 61,982 58,636 TRY 28,983 Ulker Biskuvi Sanayi AS 122,761 139,692 TRY 3,253 Aygaz AS 14,103 7,755 TRY 22,585 Vestel Elektronik Sanayi ve Ticaret AS 49,191 72,595 TRY 20,492 BIM Birlesik Magazalar AS 230,126 275,824 TRY 110,658 Yapi ve Kredi Bankasi 118,695 53,609 Borusan Mannesmann Boru Sanayi ve Yatas Yatak ve Yorgan Sanayi ve TRY 3,853 Ticaret AS 14,362 8,909 TRY 19,022 Ticaret AS 44,743 32,104

The accompanying notes are an integral part of these financial statements 152 DFA International Core Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Currency codes used above are as follows: No. of Cost Value Net AUD - Australian Dollar Currency Units Description ($CAD) ($CAD) Assets BRL - Brazilian Real CHF - Swiss Franc TRY 78,924 Zorlu Enerji Elektrik Uretim AS 42,736 32,191 CLP - Chilean Peso COP - Columbia Peso 5,759,530 4,570,584 0.24 CZK - Czech Koruna DKK - Danish Krone United States Of America EUR - Euro USD 1,026 Sundance Energy Inc. 71,712 4,012 – GBP - British Pound HKD - Hong Kong Dollar 1,774,455,315 1,904,476,149 99.05 HUF - Hungarian Forint IDR - Indonesian Rupiah Embedded Broker Commissions (2,167,047) ILS - Israeli Shekel INR - Indian Rupee Total Investment $1,772,288,268 1,904,476,149 99.05 JPY - Japanese Yen KRW - Korean Won Currency Forward Contracts (a) 4,741,093 0.25 MXN - Mexican Peso MYR - Malaysian Ringgit Other Assets Less Liabilities 13,602,508 0.70 NOK - Norwegian Kroner NZD - New Zealand Dollar Net Assets Attributable to PHP - Philippine Peso Holders of Redeemable units $1,922,819,750 100.00 PLN - Polish Zloty SEK - Swedish Krona SGD - Singapore Dollar THB - Thai Bhat TRY - Turkey Lira TWD - Tawian Dollar USD - United States Dollar ZAR - South African Rand (a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional (Loss) Counterparty Counterparty (1) July 28, 2020 CAD 36,952,048 AUD (39,350,245) 83,244 SST AA- July 14, 2020 CAD 17,052,390 GBP (10,000,000) 230,130 SST AA- July 14, 2020 CAD 11,744,607 GBP (6,886,305) 160,286 CITI A+ July 14, 2020 CAD 3,970,646 GBP (2,335,915) 41,111 SST AA- July 28, 2020 CAD 40,541,014 GBP (24,000,405) 166,452 SST AA- July 14, 2020 CAD 24,504,582 EUR (16,000,000) 93,728 SST AA- July 14, 2020 CAD 26,035,099 EUR (17,000,000) 98,566 SST AA- July 14, 2020 CAD 22,521,586 EUR (14,718,390) 66,059 SST AA- July 14, 2020 CAD 22,969,146 EUR (15,000,000) 83,970 SST AA- July 14, 2020 CAD 5,756,436 EUR (3,778,978) (9,064) SST AA- July 14, 2020 CAD 6,092,914 EUR (4,000,000) (9,795) SST AA- July 28, 2020 CAD 122,901,235 EUR (80,007,064) 802,921 SST AA- July 14, 2020 CAD 60,564,210 JPY (4,774,402,665) 525,456 SST AA- July 28, 2020 CAD 79,056,752 JPY (6,185,666,000) 1,259,568 HSBC A+ July 28, 2020 CAD 123,960,750 USD (90,471,403) 1,148,461 SST AA- 4,741,093

(1) Source: Standard & Poor’s as at June 30, 2020 CITI = Citibank HSBC = HSBC Bank Plc SST = State Street Trust Company of Canada

The accompanying notes are an integral part of these financial statements 153 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA International Core Equity Fund is to achieve long- term capital appreciation primarily through exposure to investments in common stocks of non-Canadian and non-U.S. companies. As part of its investment strategy, the Fund may purchase REITs and preferred stocks. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund generally invests in a broad and diverse group of readily marketable securities of non-Canadian and non-U.S. companies associated with countries with developed and emerging markets, with a greater emphasis on small capitalization and value companies. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, traded on global exchanges was 99.05% (December 31, 2019: 99.22%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $190,447,615 (December 31, 2019: $212,806,582) In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash that are denominated in currencies other than the CAD, the functional currency of the Fund. It is therefore exposed to currency risk, as the value of the securities assets and liabilities denominated in other currencies fluctuate due to changes in exchange rates. The Fund’s hedged classes of units generally aim to hedge a majority of these units’ exposure to foreign currency risk. The table below summarizes the Fund’s indirect exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets net of the impact of any underlying currency forward contracts. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 154 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

Aggregate Aggregate (%) of (%) of Financial Unhedged Impact Financial Unhedged Impact Instruments Currency of 10% Instruments Currency of 10% Exposure Share Movement Exposure Share Movement (CAD) Classes (CAD) (CAD) Classes (CAD) June 30, 2020 December 31, 2019 Euro 257,354,856 21.07 25,735,486 296,493,298 21.29 29,649,333 Japanese Yen 233,398,040 19.12 23,339,804 254,789,446 18.30 25,478,945 Hong Kong Dollar 123,633,752 10.13 12,363,375 128,555,408 9.23 12,855,541 British Pound 96,302,246 7.89 9,630,225 131,443,122 9.44 13,144,312 United States Dollar 88,332,088 7.24 8,833,209 99,434,510 7.14 9,943,451 Swiss Franc 71,963,593 5.89 7,196,359 70,810,329 5.09 7,081,033 Australian Dollar 60,035,903 4.92 6,003,590 69,035,302 4.96 6,903,530 New Taiwan Dollar 56,651,705 4.64 5,665,171 56,766,044 4.08 5,676,604 Korean Won 46,197,330 3.78 4,619,733 53,117,635 3.82 5,311,764 Indian Rupee 34,919,295 2.86 3,491,930 38,017,162 2.73 3,801,716 Swedish Krona 26,535,021 2.17 2,653,502 27,577,395 1.98 2,757,740 Brazilian Real 22,000,305 1.80 2,200,031 36,728,963 2.64 3,672,896 Danish Krone 18,930,066 1.55 1,893,007 18,299,325 1.31 1,829,933 South African Rand 15,035,446 1.23 1,503,545 22,198,309 1.59 2,219,831 Singapore Dollar 11,101,396 0.91 1,110,140 12,548,219 0.90 1,254,822 Thai Baht 8,958,603 0.73 895,860 10,345,909 0.74 1,034,591 Malaysian Ringgit 7,637,678 0.63 763,768 8,381,687 0.60 838,169 Mexican Peso 6,900,148 0.57 690,015 9,533,248 0.68 953,325 Norwegian Krone 6,594,684 0.54 659,468 9,408,306 0.68 940,831 Indonesian Rupiah 6,386,292 0.52 638,629 8,467,465 0.61 846,747 Israeli Shekel 4,343,035 0.36 434,304 5,930,781 0.43 593,078 New Zealand Dollar 4,315,271 0.35 431,527 4,733,343 0.34 473,334 Polish Zloty 3,030,588 0.25 303,059 3,918,996 0.28 391,900 Turkish Lira 2,853,343 0.23 285,334 3,565,316 0.26 356,532 Philippine Peso 2,828,181 0.23 282,818 3,498,930 0.25 349,893 Chilean Peso 1,906,569 0.16 190,657 2,625,211 0.19 262,521 Hungarian Forint 963,047 0.08 96,305 1,269,348 0.09 126,935 Colombian Peso 731,732 0.06 73,173 1,268,423 0.09 126,842 Czech Koruna 484,113 0.04 48,411 747,794 0.05 74,779 1,220,324,326 99.95 122,032,433 1,389,509,224 99.79 138,950,925

The accompanying notes are an integral part of these financial statements 155 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes in Aggregate that are Impact of Financial Forward Net Exposed to 10% Instruments Contracts Exposure Currency Movement Exposure (CAD) Exposure (CAD) (CAD) (%) (CAD) June 30, 2020 Hong Kong Dollar 70,666,000 – 70,666,000 10.07 7,066,600 Swiss Franc 41,132,613 – 41,132,613 5.86 4,113,261 New Taiwan Dollar 32,380,716 – 32,380,716 4.61 3,238,072 Korean Won 26,405,253 – 26,405,253 3.76 2,640,525 Indian Rupee 19,959,007 – 19,959,007 2.84 1,995,901 Swedish Krona 15,166,763 – 15,166,763 2.16 1,516,676 Brazilian Real 12,574,831 – 12,574,831 1.79 1,257,483 Danish Krone 10,819,958 – 10,819,958 1.54 1,081,996 South African Rand 8,593,890 – 8,593,890 1.22 859,389 Singapore Dollar 6,345,284 – 6,345,284 0.90 634,528 Thai Baht 5,120,516 – 5,120,516 0.73 512,052 Malaysian Ringgit 4,365,508 – 4,365,508 0.62 436,551 Mexican Peso 3,943,954 – 3,943,954 0.56 394,395 Norwegian Krone 3,769,358 – 3,769,358 0.54 376,936 Indonesian Rupiah 3,650,247 – 3,650,247 0.52 365,025 Israeli Shekel 2,482,371 – 2,482,371 0.35 248,237 New Zealand Dollar 2,466,503 – 2,466,503 0.35 246,650 Polish Zloty 1,732,209 – 1,732,209 0.25 173,221 Turkish Lira 1,630,900 – 1,630,900 0.23 163,090 Philippine Peso 1,616,519 – 1,616,519 0.23 161,652 Chilean Peso 1,089,748 – 1,089,748 0.16 108,975 Hungarian Forint 550,454 – 550,454 0.08 55,045 Colombian Peso 418,240 – 418,240 0.06 41,824 Czech Koruna 276,707 – 276,707 0.04 27,671 Australian Dollar 34,315,040 36,866,546 (2,551,506) (0.36) (255,151) Japanese Yen 133,404,557 137,804,760 (4,400,203) (0.63) (440,020) British Pound 55,043,986 72,709,055 (17,665,069) (2.52) (1,766,507) United States Dollar 50,488,441 122,824,642 (72,336,201) (10.29) (7,233,620) Euro 147,097,681 229,560,465 (82,462,784) (11.75) (8,246,278) 697,507,254 599,765,468 97,741,786 13.92 9,774,179

The accompanying notes are an integral part of these financial statements 156 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes in Aggregate that are Impact of Financial Forward Net Exposed to 10% Instruments Contracts Exposure Currency Movement Exposure (CAD) Exposure (CAD) (CAD) (%) (CAD) December 31, 2019 Hong Kong Dollar 69,313,164 – 69,313,164 9.21 6,931,315 Swiss Franc 38,178,775 – 38,178,775 5.07 3,817,878 New Taiwan Dollar 30,606,524 – 30,606,524 4.07 3,060,652 Korean Won 28,639,412 – 28,639,412 3.81 2,863,941 Indian Rupee 20,497,697 – 20,497,697 2.72 2,049,770 Brazilian Real 19,803,139 – 19,803,139 2.63 1,980,314 Swedish Krona 14,868,892 – 14,868,892 1.98 1,486,889 South African Rand 11,968,653 – 11,968,653 1.59 1,196,865 Danish Krone 9,866,439 – 9,866,439 1.31 986,644 Singapore Dollar 6,765,618 – 6,765,618 0.90 676,562 Thai Baht 5,578,199 – 5,578,199 0.74 557,820 Mexican Peso 5,140,037 – 5,140,037 0.68 514,004 Norwegian Krone 5,072,672 – 5,072,672 0.67 507,267 Indonesian Rupiah 4,565,399 – 4,565,399 0.61 456,540 Malaysian Ringgit 4,519,151 – 4,519,151 0.60 451,915 Israeli Shekel 3,197,697 – 3,197,697 0.42 319,770 New Zealand Dollar 2,552,075 – 2,552,075 0.34 255,208 Polish Zloty 2,113,003 – 2,113,003 0.28 211,300 Turkish Lira 1,922,310 – 1,922,310 0.26 192,231 Philippine Peso 1,886,517 – 1,886,517 0.25 188,652 Chilean Peso 1,415,434 – 1,415,434 0.19 141,543 Hungarian Forint 684,394 – 684,394 0.09 68,439 Colombian Peso 683,895 – 683,895 0.09 68,390 Czech Koruna 403,188 – 403,188 0.05 40,319 Australian Dollar 37,221,734 39,923,959 (2,702,225) (0.36) (270,222) Japanese Yen 137,374,716 143,207,292 (5,832,576) (0.77) (583,258) British Pound 70,870,131 90,416,455 (19,546,324) (2.60) (1,954,632) United States Dollar 53,612,062 113,745,751 (60,133,689) (7.99) (6,013,369) Euro 159,860,163 243,186,080 (83,325,917) (11.07) (8,332,592) 749,181,090 630,479,537 118,701,553 15.77 11,870,155

If the foreign currencies the Fund is exposed to weakened (strengthened) versus the CAD by 10%, with all other variables held constant, net assets attributable to holders of redeemable units of the unhedged classes would have decreased (increased) by approximately 10% as at June 30, 2020 and would have decreased (increased) by approximately 10% as at December 31, 2019. For holders of redeemable units of hedged classes net assets would have decreased (increased) by approximately 1.4% as at June 30, 2020 and would have decreased (increased) by approximately 1.6% as at December 31, 2019. In practice, actual results may differ from this sensitivity analysis and the difference could be material. Certain currencies may be used to proxy-hedge exposure to other currencies. Also, for American Depository Receipts denominated in U.S. Dollars, the Fund attempts to hedge the currency exposure of the underlying security rather than U.S. Dollars. As a result, the net exposure amounts above may not reflect the actual economic currency exposure of the hedged classes of units.

The accompanying notes are an integral part of these financial statements 157 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund held forward currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to hedge a majority of the foreign currency exposure for the hedged classes of units. When used for hedging purposes on behalf of the hedged classes of units, the risk of the hedge is allocated to the hedged classes. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts. Other than as described above, as at June 30, 2020 and December 31, 2019, the Fund had no significant investments in debt instruments and/or derivatives and therefore did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements 158 DFA International Core Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Australia 4.92% 4.94% Austria 0.26% 0.33% Belgium 0.85% 0.92% Brazil 1.87% 2.78% Chile 0.21% 0.26% China 9.16% 8.22% Colombia 0.07% 0.11% Czech Republic 0.04% 0.05% Denmark 1.58% 1.34% Egypt 0.01% 0.01% Finland 1.18% 1.17% France 6.57% 6.90% Germany 6.07% 5.79% Great Britain 10.30% 11.93% Greece 0.05% 0.06% Hong Kong 2.26% 2.15% Hungary 0.08% 0.09% India 2.88% 2.76% Indonesia 0.53% 0.61% Ireland 0.58% 0.59% Israel 0.41% 0.46% Italy 1.86% 2.10% Japan 19.39% 18.68% Malaysia 0.62% 0.60% Mexico 0.65% 0.79% Netherlands 2.77% 2.48% New Zealand 0.35% 0.32% Norway 0.56% 0.67% Peru 0.03% 0.04% Philippines 0.23% 0.24% Poland 0.25% 0.26% Portugal 0.16% 0.16% Russia 0.32% 0.36% Singapore 0.94% 0.94% South Africa 1.49% 1.79% South Korea 3.80% 3.87% Spain 1.59% 1.75% Sweden 2.17% 1.98% Switzerland 6.11% 5.32% Taiwan 4.91% 4.40% Thailand 0.73% 0.74% Turkey 0.24% 0.26% Cash 0.49% 0.38% Currency Forwards 0.25% 0.24% Net Other Assets 0.21% 0.16% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 159 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA International Vector Note Equity Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 725,058,640 $ 887,180,277 Cash 5,320,023 3,695,039 Derivative assets 12 1,133,988 1,398,866 Receivables for investments sold 518,939 36,602 Accrued interest and dividends 2,852,565 1,602,163 Subscriptions receivable 843,618 181,849 Total assets 735,727,773 894,094,796

Liabilities Current liabilities Derivative liabilities 12 53,154 249,097 Payable for investments purchased 2,185,564 – Redemptions payable 153,023 487,128 Management fees payable 127,896 174,031 Accrued expenses 369,236 356,631 Total liabilities 2,888,873 1,266,887

Net Assets attributable to holders of redeemable units $ 732,838,900 $ 892,827,909

Net Assets attributable to holders of redeemable units per class

Class A $ 10,429,715 $ 12,755,366 Class A(H) $ 1,698,684 $ 2,090,793 Class F $ 216,669,001 $ 282,800,833 Class F(H) $ 30,320,929 $ 65,438,182 Class I $ 342,581,329 $ 394,838,269 Class I(H) $ 131,139,242 $ 134,904,466

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 15.07 $ 17.41 Class A(H) $ 13.04 $ 15.58 Class F $ 15.55 $ 17.94 Class F(H) $ 13.25 $ 15.80 Class I $ 14.35 $ 16.56 Class I(H) $ 13.17 $ 15.71

The accompanying notes are an integral part of these financial statements 160 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Vector Note Equity Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 12,891,821 $19,892,373 Interest income for distribution purposes 6,022 10,498 Net realized gain (loss) on sale of investments 21,869,716 7,055,549 Net realized gain (loss) on currency forward contracts (5,839,605) (470,084) Change in unrealized appreciation (depreciation) in value of investments and forward contracts (146,873,216) 32,774,240 Net gain (loss) on investments (117,945,262) 59,262,576 Other income Securities lending income 11 204,873 236,011 Foreign exchange gain (loss) on cash (11,092) (103,824) Change in unrealized appreciation (depreciation) in foreign exchange on cash (24,652) (59,948)

Total income (loss) (117,776,133) 59,334,815

Expenses Management fees 5 795,489 951,716 Custodian fees 133,269 123,860 Audit fees 16,182 16,860 Legal fees 9,062 15,996 Broker commission expense 7 139,792 79,550 Valuation fees 17,336 17,265 Transaction fees 30,142 44,044 Filing fees 34,032 39,774 Securityholder reporting costs 59,374 63,837 Independent Review Committee fees 5 6,370 11,960 Withholding taxes 1,486,637 2,230,688 Other expenses 35,344 22,074 Total expenses 2,763,029 3,617,624

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (120,539,162) $55,717,191

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (1,696,502) $ 686,948 Class A(H) $ (334,704) $ 183,966 Class F $ (39,229,014) $16,674,927 Class F(H) $ (11,517,275) $ 6,105,069 Class I $ (48,614,675) $21,260,431 Class I(H) $ (19,146,992) $10,805,850

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (2.42) $ 0.90 Class A(H) $ (2.52) $ 1.31 Class F $ (2.65) $ 1.03 Class F(H) $ (3.26) $ 1.44 Class I $ (2.02) $ 0.96 Class I(H) $ (2.05) $ 1.41 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 161 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Vector Equity Fund 2020 2019 2020 2019

Class A Class A(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 12,755,366 $ 12,451,806 $ 2,090,793 $ 1,918,216

Increase (Decrease) in Net Assets attributable to holders of redeemable units (1,696,502) 686,948 (334,704) 183,966

Redeemable unit transactions Proceeds from redeemable units issued 686,858 409,122 82,147 18,903 Redemption of redeemable units (1,315,108) (850,617) (139,552) (90,204) Reinvestments of distributions to holders of redeemable units 48,562 126,210 7,971 21,130 (579,688) (315,285) (49,434) (50,171)

Distributions to holders of redeemable units From net investment income (49,461) (128,889) (7,971) (21,130) (49,461) (128,889) (7,971) (21,130)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (2,325,651) 242,774 (392,109) 112,665

Net Assets attributable to holders of redeemable units at end of period $ 10,429,715 $ 12,694,580 $ 1,698,684 $ 2,030,881

2020 2019 2020 2019

Class F Class F(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 282,800,833 $ 266,725,166 $ 65,438,182 $ 62,232,079

Increase (Decrease) in Net Assets attributable to holders of redeemable units (39,229,014) 16,674,927 (11,517,275) 6,105,069

Redeemable unit transactions Proceeds from redeemable units issued 32,332,501 18,317,987 13,384,105 6,965,193 Redemption of redeemable units (58,287,060) (25,986,601) (36,821,197) (12,449,921) Reinvestments of distributions to holders of redeemable units 1,115,751 2,190,699 151,051 414,719 (24,838,808) (5,477,915) (23,286,041) (5,070,009)

Distributions to holders of redeemable units From net investment income (2,064,010) (4,030,579) (313,937) (896,229) (2,064,010) (4,030,579) (313,937) (896,229)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (66,131,832) 7,166,433 (35,117,253) 138,831

Net Assets attributable to holders of redeemable units at end of period $ 216,669,001 $ 273,891,599 $ 30,320,929 $ 62,370,910

The accompanying notes are an integral part of these financial statements 162 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Vector Equity Fund 2020 2019 2020 2019

Class I Class I(H)

Net Assets attributable to holders of redeemable units at beginning of period $ 394,838,269 $ 324,045,283 $ 134,904,466 $ 98,188,308

Increase (Decrease) in Net Assets attributable to holders of redeemable units (48,614,675) 21,260,431 (19,146,992) 10,805,850 Redeemable unit transactions Proceeds from redeemable units issued 37,285,279 21,698,401 23,799,708 12,349,911 Redemption of redeemable units (40,912,936) (2,128,544) (8,417,940) (843,835) Reinvestments of distributions to holders of redeemable units 4,089,433 6,121,956 1,517,698 2,012,104 461,776 25,691,813 16,899,466 13,518,180

Distributions to holders of redeemable units From net investment income (4,104,041) (6,158,943) (1,517,698) (2,012,104) (4,104,041) (6,158,943) (1,517,698) (2,012,104)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (52,256,940) 40,793,301 (3,765,224) 22,311,926

Net Assets attributable to holders of redeemable units at end of period $ 342,581,329 $ 364,838,584 $ 131,139,242 $ 120,500,234

2020 2019

Total

Net Assets attributable to holders of redeemable units at beginning of period $ 892,827,909 $ 765,560,858

Increase (Decrease) in Net Assets attributable to holders of redeemable units (120,539,162) 55,717,191

Redeemable unit transactions Proceeds from redeemable units issued 107,570,598 59,759,517 Redemption of redeemable units (145,893,793) (42,349,722) Reinvestments of distributions to holders of redeemable units 6,930,466 10,886,818 (31,392,729) 28,296,613

Distributions to holders of redeemable units From net investment income (8,057,118) (13,247,874) (8,057,118) (13,247,874)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (159,989,009) 70,765,930

Net Assets attributable to holders of redeemable units at end of period $ 732,838,900 $ 836,326,788

The accompanying notes are an integral part of these financial statements 163 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA International Vector Equity Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (120,539,162) $ 55,717,191 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash 24,652 59,948 Net realized (gain) loss on sale of investments (21,869,716) (7,055,549) Change in unrealized (appreciation) depreciation in value of investments and forward contracts 146,873,216 (32,774,240) Purchases of investments (50,787,697) (51,885,941) Proceeds from sales of investments 89,677,996 23,066,861 Decrease (increase) in accrued interest and dividends (1,250,402) (1,788,928) Increase (decrease) in management fees payable (46,135) (13,625) Increase (decrease) in accrued expenses 12,605 17,895 Net cash used in operating activities 42,095,357 (14,656,388)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (1,126,652) (2,361,056) Proceeds from redeemable units issued 93,794,828 55,630,594 Redemption of redeemable units (133,113,897) (36,246,529) Net cash from financing activities (40,445,721) 17,023,009

Change in unrealized appreciation (depreciation) in foreign exchange on cash (24,652) (59,948) Net increase (decrease) in cash 1,649,636 2,366,621 Cash at beginning of period 3,695,039 2,448,436 Cash at end of period 5,320,023 4,755,109

Items classified as operating activities

Dividends received, net of withholding taxes $ 10,147,036 $ 15,867,962 Interest received 6,022 10,498

The accompanying notes are an integral part of these financial statements 164 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

Equities AUD 62,244 CSR Ltd. 177,174 217,495 Australia AUD 92,924 Decmil Group Ltd. 23,944 4,965 AUD 39,239 Accent Group Ltd. 61,242 52,018 AUD 962 Dominos Pizza Enterprises Ltd. 31,813 62,609 AUD 42,797 Adelaide Brighton Ltd. 113,285 128,891 AUD 65,755 Downer EDI Ltd. 303,395 273,251 AUD 22,927 ALS Ltd. 147,045 142,128 AUD 36,276 Eclipx Group Ltd. 131,837 43,198 AUD 1,863 Altium Ltd. 58,139 57,305 AUD 13,453 Elders Ltd. 90,543 119,372 AUD 30,454 Alumina Ltd. 36,694 47,124 AUD 882 EQT Holdings Ltd. 18,556 20,512 AUD 233,197 AMP Ltd. 711,359 409,643 AUD 31,160 Estia Health Ltd. 95,043 45,207 AUD 19,102 Ampol Ltd. 506,342 528,419 AUD 10,606 Euroz Ltd. 15,823 10,182 AUD 5,267 Ansell Ltd. 89,354 181,765 Event Hospitality and AUD 5,678 Entertainment Ltd. 52,514 45,034 AUD 9,416 AP Eagers Ltd. 61,509 60,337 AUD 74,415 Evolution Mining Ltd. 95,026 401,325 AUD 3,296 ARB Corp. Ltd. 58,271 55,950 AUD 12,510 Fleetwood Corp. Ltd. 29,362 18,756 AUD 53,547 Ardent Leisure Group Ltd. 77,438 19,989 AUD 60,449 FlexiGroup Ltd. 110,094 65,185 AUD 2,778 Aristocrat Leisure Ltd. 68,803 67,533 AUD 6,303 Flight Centre Ltd. 112,261 66,891 AUD 12,286 Asaleo Care Ltd. 17,825 11,721 AUD 41,083 Fortescue Metals Group Ltd. 152,217 542,221 AUD 1,120 ASX Ltd. 65,087 90,377 AUD 93,127 G8 Education Ltd. 190,447 78,035 AUD 14,557 Atlas Arteria Ltd. 61,778 91,264 Genworth Mortgage Insurance AUD 108,522 Aurizon Holdings Ltd. 477,568 501,345 AUD 23,855 Australia Ltd. 69,129 46,579 AUD 42,654 AusNet Services 47,975 66,905 AUD 37,678 Gold Road Resources Ltd. 25,377 60,118 AUD 31,122 Austal Ltd. 48,426 95,236 AUD 29,377 GraInc.orp. Ltd. 166,656 113,882 AUD 1,447 Austbrokers Holdings Ltd. 14,968 19,998 AUD 4,955 GUD Holdings Ltd. 41,779 53,793 Australia & New Zealand Banking AUD 19,800 GWA International Ltd. 54,416 51,989 AUD 80,022 Group Ltd. 2,118,009 1,409,596 AUD 4,194 Hansen Technologies Ltd. 14,979 11,514 AUD 52,972 Australian Agricultural Co., Ltd. 81,623 51,210 AUD 62,247 Harvey Norman Holdings Ltd. 205,507 207,741 Australian Pharmaceutical AUD 84,083 Industries Ltd. 109,580 90,431 AUD 65,530 Healius Ltd. 232,051 187,971 AUD 1,649 Auswide Bank Ltd. 14,826 7,513 AUD 25,602 HT&E Ltd. 63,175 28,831 AUD 40,246 Bank of Queensland Ltd. 374,223 234,777 AUD 24,665 Iluka Resources Ltd. 180,818 200,042 AUD 208,982 Beach Petroleum Ltd. 209,031 303,099 AUD 50,430 Imdex Ltd. 35,921 53,261 AUD 9,998 Bega Cheese Ltd. 66,498 41,953 AUD 148,305 Inc.itec Pivot Ltd. 383,061 262,470 AUD 36,420 Bendigo and Adelaide Bank Ltd. 350,449 241,468 AUD 51,557 Independence Group NL 209,884 238,824 AUD 46,882 BHP Billiton Ltd. 1,344,626 1,584,681 AUD 7,066 Inghams Group Ltd. 21,888 21,333 AUD 594 Blackmores Ltd. 92,508 43,616 AUD 28,447 Insurance Australia Group Ltd. 171,692 154,995 AUD 39,429 BlueScope Steel Ltd. 156,649 440,963 AUD 28,849 Intega Group Ltd. 28,068 6,297 AUD 72,233 Boral Ltd. 369,684 260,713 AUD 8,341 Invocare Ltd. 61,238 82,347 AUD 12,684 Brambles Ltd. 142,144 130,568 AUD 36,835 IOOF Holdings Ltd. 209,789 171,831 AUD 6,144 Breville Group Ltd. 17,152 131,848 AUD 4,784 IPH Ltd. 34,990 33,779 AUD 9,944 Brickworks Ltd. 140,685 148,577 AUD 11,690 Iress Market Technology Ltd. 114,130 121,307 AUD 21,525 Burson Group Ltd. 116,861 120,520 AUD 14,305 IVE Group Ltd. 14,579 10,963 AUD 28,849 Cardno Ltd. 32,038 6,464 USD 1,105 James Hardie Industries NV, ADR 7,420 28,863 AUD 13,122 carsales.com Ltd. 139,629 220,522 AUD 29,733 Japara Healthcare Ltd. 50,568 13,745 AUD 21,886 Cash Converters International Ltd. 7,788 3,626 AUD 7,485 JB Hi-Fi Ltd. 166,374 304,031 AUD 6,558 Cedar Woods Properties Ltd. 34,826 32,475 AUD 150,922 Jupiter Mines Ltd. 50,245 39,799 AUD 30,370 Challenger Ltd. 261,739 127,681 AUD 70,690 Karoon Energy Ltd. 66,115 40,661 AUD 2,026 CIMIC Group Ltd. 40,770 46,221 KFM Diversified Infrastructure and AUD 156,557 Cleanaway Waste Management Ltd. 145,486 326,332 AUD 112,040 Logistics Fund 248,636 308,566 AUD 620 Clinuvel Pharmaceuticals Ltd. 13,947 15,007 AUD 19,260 Lend Lease Group 214,851 225,999 AUD 26,233 Coca-Cola Amatil Ltd. 228,448 214,520 AUD 33,554 Link Administration Holdings Ltd. 237,602 130,315 AUD 756 Cochlear Ltd. 48,806 134,748 AUD 178,977 Macmahon Holdings Ltd. 40,600 42,938 AUD 12,388 Codan Ltd. 25,593 83,219 AUD 7,440 Macquarie Group Ltd. 413,408 838,268 AUD 12,048 Collection House Ltd. 17,421 9,186 AUD 3,970 Magellan Financial Group Ltd. 54,029 220,091 AUD 12,517 Collins Foods Ltd. 55,725 111,983 AUD 116,498 Mayne Pharma Group Ltd. 109,456 42,369 AUD 21,583 Commonwealth Bank of Australia 1,556,788 1,415,080 AUD 5,468 McMillan Shakespeare Ltd. 63,463 46,928 AUD 20,212 Computershare Ltd. 228,567 254,079 AUD 12,163 McPherson’s Ltd. 17,138 31,870 AUD 118,485 Cooper Energy Ltd. 40,308 42,087 AUD 49,869 Medibank Pvt Ltd. 110,971 140,364 AUD 2,051 Corporate Travel Management Ltd. 36,377 18,960 AUD 22,034 Medusa Mining Ltd. 15,378 14,406 AUD 17,170 Costa Group Holdings Ltd. 90,532 47,072 AUD 43,557 Mesoblast Ltd. 81,792 136,012 AUD 2,074 Credit Corp. Group Ltd. 21,001 30,874 AUD 39,252 Metals X Ltd. 28,474 2,921 AUD 8,548 Crown Resorts Ltd. 103,565 78,175 AUD 105,279 Metcash Ltd. 184,426 269,671

The accompanying notes are an integral part of these financial statements 165 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

AUD 20,480 Mineral Resources Ltd. 156,593 411,705 AUD 177,263 South32 Ltd. 456,224 340,698 AUD 4,505 Monadelphous Group Ltd. 63,720 46,137 USD 3,696 South32 Ltd., ADR 36,255 34,973 AUD 24,833 Monash IVF Group Ltd. 20,682 12,450 AUD 250,795 Southern Cross Media Group 126,100 41,669 AUD 20,695 Money3 Corp., Ltd. 34,080 30,491 AUD 57,440 Spark Infrastructure Group 115,984 116,468 AUD 80,317 Mount Gibson Iron Ltd. 15,638 46,476 AUD 58,966 St. Barbara Ltd. 115,777 177,204 AUD 42,619 Myer Holdings Ltd. 15,975 7,511 AUD 73,897 Star Entertainment Grp Ltd. 312,875 199,334 AUD 5,035 MyState Ltd. 22,200 18,577 AUD 41,973 Steadfast Group Ltd. 65,828 133,513 AUD 86,247 National Australia Bank Ltd. 2,312,016 1,483,798 AUD 40,547 SunCorp. Group Ltd. 541,088 353,725 AUD 8,625 Navigator Global Investments Ltd. 24,860 9,635 AUD 7,863 Sunland Group Ltd. 12,283 8,520 AUD 4,090 Netwealth Group Ltd. 34,327 34,659 AUD 15,452 Super Cheap Auto Group Ltd. 104,981 118,028 AUD 35,214 New Hope Corp. Ltd. 84,849 45,591 AUD 1,883 Super Retail Group Ltd. – – AUD 13,427 Newcrest Mining Ltd. 245,947 404,201 AUD 15,176 Superloop Ltd. 28,004 14,189 AUD 9,051 NEXTDC Ltd. 53,963 84,517 AUD 64,340 Tabcorp Holdings Ltd. 308,693 206,024 AUD 29,898 NIB Holdings Ltd. 143,028 129,537 AUD 30,114 Tassal Group Ltd. 118,524 97,889 AUD 154,495 Nine Entertainment Co Holdings Ltd. 241,575 202,271 AUD 8,307 Technology One Ltd. 22,184 69,113 AUD 20,909 Northern Star Resources Ltd. 44,720 267,710 AUD 20,623 Telstra Corp. Ltd. 58,520 60,773 AUD 46,468 NRW Holdings Ltd. 37,802 82,698 AUD 27,919 TPG Telecom Ltd. 125,155 235,642 AUD 42,092 Nufarm Ltd. 255,203 162,348 AUD 7,552 Treasury Wine Estates Ltd. 109,667 74,597 AUD 57,857 Oil Search Ltd. 325,292 174,073 AUD 13,959 Tuas Ltd. – 8,828 AUD 23,803 Omni Bridgeway Ltd. 53,116 106,689 AUD 33,631 United Malt Grp Ltd. 107,392 130,381 AUD 83,776 oOh!media Ltd. 154,315 72,909 AUD 10,363 Village Roadshow Ltd. 26,287 21,147 AUD 10,762 Orica Ltd. 205,779 168,965 AUD 145,184 Virgin Australia Holdings Ltd. 57,174 11,698 AUD 61,968 Origin Energy Ltd. 378,867 342,337 Virgin Australia International Holdings AUD 66,045 Orora Ltd. 172,864 158,530 AUD 53,489 Pvt., Ltd. – – AUD 30,329 OZ Minerals Ltd. 182,299 316,369 AUD 11,039 Virtus Health Ltd. 68,035 29,479 AUD 3,730 Pacific Current Group Ltd. 30,042 19,220 AUD 13,892 Viva Energy Group Ltd. 21,328 24,047 AUD 13,656 Pact Group Holdings Ltd. 33,288 28,302 AUD 56,201 Vocus Communications Ltd. 206,619 156,784 AUD 18,106 Pendal Group Ltd. 155,957 102,839 AUD 19,591 Webjet Ltd. 91,725 62,185 AUD 98,041 Perenti Global Ltd. 164,305 108,065 AUD 4,250 Wesfarmers Ltd. 105,804 179,396 AUD 3,857 Perpetual Ltd. 149,985 108,286 AUD 32,846 Western Areas NL 102,332 81,997 AUD 87,549 Perseus Mining Ltd. 32,478 109,987 AUD 13,769 Westgold Resources Ltd. 27,237 27,445 AUD 9,660 Platinum Asset Management Ltd. 59,025 34,122 AUD 83,387 Westpac Banking Corp. 2,353,956 1,418,861 AUD 8,529 Premier Investments Ltd. 78,657 139,622 USD 1,000 Westpac Banking Corp., ADR 25,151 16,984 AUD 2,167 Pro Medicus Ltd. 48,649 54,174 AUD 93,225 Whitehaven Coal Ltd. 288,109 126,554 AUD 12,759 Qantas Airways Ltd. 43,768 45,185 AUD 25,174 Woodside Petroleum Ltd. 886,153 516,495 AUD 50,992 Qantas Airways Ltd. 139,318 183,444 AUD 3,456 Woolworths Group Ltd. 119,037 120,942 AUD 53,608 QBE Insurance Group Ltd. 640,229 449,123 AUD 26,943 WorleyParsons Ltd. 340,215 223,814 AUD 65,555 Ramelius Resources Ltd. 34,567 124,920 AUD 21,258 WPP AUNZ Ltd. 25,760 5,624 AUD 1,565 Reece Ltd. 15,090 13,538 AUD 1,292 Xero Ltd. 29,367 110,179 AUD 30,408 Regis Resources Ltd. 108,977 151,063 34,473,314 33,055,562 4.51 AUD 2,599 Reject Shop Ltd. 16,296 17,265 AUD 32,832 Reliance Worldwide Corp Ltd. 110,157 91,593 Austria AUD 109,082 Resolute Mining Ltd. 117,543 118,709 EUR 1,956 Agrana Beteiligungs AG 50,291 54,737 AUD 37,161 Ridley Corp. Ltd. 46,450 25,304 EUR 2,176 Andritz AG 98,779 107,711 AUD 6,627 Rio Tinto Ltd. 423,124 616,046 EUR 6,784 Atrium European Real Estate Ltd. 30,365 28,405 AUD 18,218 Sandfire Resources NL 106,786 87,767 Austria Technologie & AUD 124,998 Santos Ltd. 612,868 630,694 EUR 2,378 Systemtechnik AG 49,465 58,284 AUD 83,589 Saracen Mineral Holdings Ltd. 86,920 432,208 EUR 2,271 CA Immobilien Anlagen AG 59,442 103,083 AUD 5,430 SeaLink Travel Group Ltd. 19,823 22,661 EUR 162 DO & CO AG. 22,501 11,303 AUD 6,278 Seek Ltd. 38,957 130,393 Erste Bank der Oesterreichischen AUD 20,376 Select Harvests Ltd. 93,886 120,917 EUR 9,262 Sparkassen AG 414,797 296,974 AUD 165,609 Senex Energy Ltd. 56,709 35,663 EUR 3,547 EVN AG 78,047 81,387 AUD 3,507 ServCorp. Ltd. 13,558 7,659 EUR 1,526 FACC AG 16,361 15,048 AUD 14,298 Service Stream Ltd. 31,980 25,767 EUR 2,012 IMMOFINANZ AG 53,041 46,691 AUD 2,906 Seven Group Holdings Ltd. 26,037 47,452 EUR 2,811 Intercell AG, Rights – – AUD 88,810 Silver Lake Resources Ltd. 63,893 180,610 EUR 214 Lenzing AG 36,059 13,497 AUD 18,312 Sims Group Ltd. 237,315 138,172 EUR 195 Mayr Melnhof Karton AG 29,156 40,874 AUD 8,093 SmartGroup Corp Ltd. 64,879 46,588 EUR 798 Oberbank AG 53,792 101,954 AUD 4,643 Sonic Healthcare Ltd. 65,133 133,107 EUR 1,547 Oesterreichische Post AG 44,319 69,536

The accompanying notes are an integral part of these financial statements 166 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 7,469 OMV AG 288,584 342,163 EUR 3,486 Tessenderlo Chemie NV 111,500 141,047 EUR 835 Palfinger AG 32,085 25,035 EUR 2,206 Thrombogenics NV 13,816 10,064 EUR 1,176 POLYTEC Holding AG 14,354 8,883 EUR 3,646 UCB SA 359,962 574,412 Raiffeisen International Bank- EUR 4,880 Umicore SA 119,750 312,733 EUR 12,802 Holding AG 377,236 310,640 EUR 61 Van de Velde NV 4,496 1,945 Schoeller-Bleckmann Oilfield EUR 7,880 Viohalco SA 52,426 28,387 EUR 316 Equipment AG 28,418 11,341 6,752,533 6,905,368 0.94 EUR 2,387 Sparkassen Immobilien AG 12,733 58,107 EUR 1,560 Strabag SE 42,144 54,695 Brazil EUR 7,188 Telekom Austria AG 54,555 67,410 BRL 5,757 AES Tiete Energia SA 54,769 22,550 EUR 261 UBM Development AG 14,954 12,352 BRL 4,100 Alliar Medicos A Frente SA 15,435 10,532 EUR 13,288 Uniqa Versicherungen AG 152,934 121,356 BRL 8,500 Alpargatas SA 32,462 62,132 EUR 1,323 Verbund AG 34,094 80,668 BRL 5,040 Alupar Investimento SA, Unit 36,555 30,160 EUR 6,401 Voestalpine AG 304,897 187,665 BRL 2,400 Azul SA 35,027 12,049 EUR 4,836 Wiener Staedtische Versicherung AG 166,674 147,213 BRL 15,658 B3 SA - Brasil Bolsa Balcao 106,322 215,346 EUR 11,665 Wienerberger AG 186,028 346,170 BRL 20,097 Banco ABC Brasil SA 131,137 70,642 EUR 704 Zumtobel AG 15,243 6,910 BRL 22,189 Banco Bradesco SA 240,242 105,028 2,761,348 2,810,092 0.38 BRL 74,956 Banco Bradesco SA, Preferred 782,551 387,350 BRL 3,925 Banco BTG Pactual SA 27,316 74,960 Belgium BRL 25,687 Banco do Brasil SA 355,185 206,168 EUR 2,536 Ackermans & van Haaren NV 274,472 450,806 BRL 10,222 Banco do Estado do Rio Grande 71,507 34,578 EUR 12,792 Ageas 451,216 615,466 BRL 22,000 Banco Pan SA 63,091 48,332 EUR 18,427 AGFA-Gevaert NV 94,293 104,567 BRL 13,389 Banco Santander Brasil SA 126,425 93,658 USD 1,734 Anheuser-Busch InBev NV 99,402 116,057 BRL 11,600 BR Malls Participacoes SA 67,816 29,191 EUR 438 Argenx SE 75,883 133,847 BrasilAgro - Co. Brasileira de EUR 247 Atenor 18,896 21,225 BRL 3,400 Propriedades Agricolas 16,159 17,791 EUR 2 Atenor, Rights – 1 USD 2,251 Braskem SA, ADR 35,039 26,434 EUR 21 Banque Nationale de Belgique 111,038 63,531 BRL 15,238 BRF SA 193,072 80,876 EUR 911 Barco NV 63,089 218,399 BRL 14,000 Camil Alimentos SA 36,826 39,215 EUR 5,400 Bekaert SA 242,088 144,127 BRL 27,940 CCR SA 109,254 101,140 EUR 7,669 Belgacom SA 242,066 212,156 BRL 6,900 Cia Brasileira de Distribuicao 168,109 122,268 EUR 3,227 bpost SA 43,226 29,612 USD 3,229 Cia Brasileira de Distribuicao, ADR 114,613 57,295 EUR 248 Cie Immobiliere de Belgique SA 26,599 22,269 BRL 10,629 Cia de Locacao das Americas 34,388 44,924 EUR 3,315 Colruyt SA 178,330 247,344 Cia de Saneamento de Minas EUR 785 Compagnie d’Entreprises CFE 84,793 73,067 BRL 4,200 Gerais-COPASA 59,418 61,055 EUR 7,281 DeceunInc.k NV 29,247 15,065 Cia de Saneamento do BRL 17,400 Parana, Preferred 17,918 27,279 EUR 4,178 D’ieteren SA 212,371 314,542 BRL 12,000 Cia de Saneamento do Parana 62,929 94,397 EUR 15,400 Econocom Group SA/NV 25,032 42,370 Cia de Transmissao de Energia EUR 689 Elia System Operator SA 42,883 101,762 BRL 3,800 Eletrica Paulista 26,840 19,836 EUR 21,684 Euronav SA 272,082 237,679 BRL 10,900 Cia Energetica de Minas Gerais 21,243 29,987 EUR 3,277 Exmar NV 39,152 11,099 BRL 366 Cia Energetica do Ceara, Class A 6,277 5,207 EUR 2,699 Fagron 76,556 77,014 BRL 4,600 Cia Paranaense de Energia 33,558 69,844 EUR 131 Galapagos NV 9,556 34,977 BRL 66,100 Cia Siderurgica Nacional SA 231,382 176,238 EUR 1,595 Gimv NV 98,097 124,735 BRL 52,938 Cielo SA 188,515 61,057 EUR 9,018 KBC Group NV 858,426 703,371 BRL 162,610 Cogna Educacao 566,113 268,334 EUR 604 Kinepolis Group NV 28,819 37,147 BRL 10,560 Construtora Tenda SA 31,842 81,751 EUR 7 Lotus Bakeries 24,246 30,253 BRL 7,997 Cosan Logistica SA 19,031 38,012 EUR 645 Melexis NV 29,120 66,610 BRL 16,900 Cosan SA Industria e Comercio 208,434 299,214 EUR 3,633 Mobistar SA 92,617 80,469 CVC Brasil Operadora e Agencia de EUR 7,352 Newbelco SA 887,261 492,035 BRL 5,112 Viagens SA 88,116 23,150 EUR 6,763 Ontex Group NV 286,039 134,962 BRL 27,924 Cyrela Brazil Realty SA 163,119 159,291 EUR 6,682 Recticel SA 66,736 80,706 BRL 16,400 Direcional Engenharia SA 35,144 64,361 EUR 69 Resilux 14,521 13,348 BRL 38,544 Duratex SA 112,007 123,744 EUR 314 Roularta Media Group NV 8,011 5,931 Ecorodovias Infraestrutura e EUR 471 Sioen Industries NV 18,420 12,231 BRL 16,900 Logistica SA 64,469 54,721 EUR 439 Sipef SA 31,687 29,455 BRL 12,538 EDP - Energias do Brasil SA 62,202 54,526 EUR 6,064 Solvay SA 850,282 660,463 BRL 56,700 Embraer SA 398,855 114,514 EUR 1,238 Telenet Group Holding NV 68,755 69,251 USD 3,500 Embraer SA, ADR 89,957 28,415 EUR 57 TER Beke SA 15,276 8,831 BRL 14,300 Enauta Participacoes SA 62,859 36,913

The accompanying notes are an integral part of these financial statements 167 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

BRL 19,500 Equatorial Energia SA 40,916 113,038 USD 3,842 Ultrapar Participacoes SA, ADR 24,045 17,682 BRL 18,000 Even Construtora e Incorporadora SA 35,350 49,700 BRL 5,727 Unipar Participacoes SA 22,382 34,229 Ez Tec Empreendimentos e Usinas Siderurgicas de Minas BRL 10,665 Participacoes SA 91,837 106,233 BRL 3,200 Gerais SA 14,716 6,463 BRL 7,700 Ferbasa-Ferro Ligas DA Bahia 47,754 36,716 Usinas Siderurgicas de Minas Gerais BRL 11,400 Fleury SA 46,472 69,983 BRL 33,564 SA, PFD, Class A 66,243 60,917 BRL 227 Gafisa SA 1,023 340 BRL 106,477 Vale SA 1,094,061 1,486,449 BRL 6,800 Gerdau SA 30,642 22,833 Valid Solucoes e Servicos de BRL 69,248 Gerdau SA, Preferred 301,205 276,774 BRL 9,400 Seguranca em Meios de 61,369 25,321 BRL 9,336 Grendene SA 23,938 17,084 BRL 46,600 YDUQS Part 296,545 391,470 BRL 5,600 Guararapes Confeccoes SA 36,899 24,689 14,674,599 12,624,363 1.72 BRL 20,500 Helbor Empreendimentos SA 31,001 15,097 Chile BRL 5,800 Hypera SA 66,465 48,217 CLP 1,236 Banco de Credito e Inversiones 80,890 56,998 International Meal Company BRL 18,500 Alimentacao SA 35,446 18,474 CLP 12,329 Besalco SA 16,903 8,570 BRL 17,000 Iochpe-Maxion SA 124,018 57,379 CLP 10,790 CAP SA 109,173 94,875 BRL 9,009 IRB Brasil Resseguros S/A 95,601 24,740 Centros Comerciales CLP 55,643 Sudamericanos SA 187,699 105,762 Itau Unibanco Banco Multiplo USD 13,372 SA, ADR 140,319 85,142 CLP 5,883 Cia Cervecerias Unidas SA 101,851 57,514 BRL 62,697 Itau Unibanco Holding SA 613,981 398,347 CLP 1,698,944 Cia Sud Americana de Vapores SA 92,892 52,847 BRL 6,435 Itau Unibanco Holdings SA 60,941 38,556 CLP 3,891 Coca-Cola Embonor SA 14,635 7,203 BRL 82,068 JBS SA 268,181 433,322 CLP 18,121 Embotelladora Andina SA 90,744 60,200 BRL 17,378 JHSF Participacoes SA 17,264 30,802 Empresa Nacional De BRL 4,200 JSL SA 13,848 24,305 CLP 19,799 Telecomunicaciones S.A. 283,514 173,436 BRL 6,408 Light SA 58,071 26,524 CLP 36,292 Empresas CMPC SA 118,163 97,893 BRL 30,512 Localiza Rent a Car SA 144,231 311,624 CLP 9,363 Empresas COPEC SA 132,940 85,268 Log Commercial Properties e CLP 446,844 Empresas La Polar S.A. 61,039 5,742 BRL 3,090 Participacoes SA 19,571 25,418 CLP 232,475 Enel Americas SA 48,717 47,645 BRL 1,776 Lojas Americanas SA 10,103 12,091 USD 8,475 Enersis Chile SA, ADR 79,811 43,377 BRL 6,084 Lojas Americanas SA, Preferred 36,908 48,877 USD 17,737 Enersis SA, ADR 188,313 180,840 BRL 22,843 Lojas Renner SA 182,681 238,367 CLP 14,000 Forus SA 33,453 23,025 Mahle-Metal Leve SA Industria e CLP 79,380 Grupo Security SA 37,711 19,285 BRL 2,900 Comercio 33,774 12,966 CLP 62,269 Inversiones Aguas Metropolitanas SA 95,555 72,541 BRL 65,315 Marcopolo SA 96,563 47,776 CLP 3,737 Inversiones La Construccion SA 79,756 33,971 Mills Estruturas e Servicos de CLP 7,910,499 Itau Corp.Banca 105,033 29,012 BRL 13,800 Engenharia SA 21,622 18,604 USD 8,801 Latam Airlines Group Sp, ADR 149,653 16,130 BRL 8,031 Movida Participacoes SA 28,842 26,365 CLP 348,056 Masisa S.A. 52,295 9,020 BRL 33,360 MRV Engenharia e Participacoes SA 144,975 149,908 CLP 5,711 Parque Arauco SA 14,483 14,064 BRL 18,756 Natura & Co Holding SA 275,348 186,827 CLP 57,921 PAZ Corp., SA 69,981 59,226 BRL 7,560 Odontoprev SA 23,975 26,857 CLP 55,643 Ripley Corp. SA 64,190 24,555 BRL 23,330 Petro Rio SA 62,284 206,121 BRL 13,537 Petrobras Distribuidora SA 109,528 72,828 CLP 44,122 Salfacorp SA 80,291 31,815 BRL 145,830 Petroleo Brasileiro SA 1,166,962 813,312 CLP 19,446 Sigdo Koppers SA 42,528 26,320 BRL 231,084 Petroleo Brasileiro SA, Preferred 1,736,004 1,243,209 CLP 386,670 Sociedad Matriz Saam SA 51,951 34,191 BRL 8,300 Porto Seguro SA 99,074 104,474 CLP 61,000 Socovesa SA 34,132 23,464 BRL 26,600 QualiCorp. SA 247,255 192,578 CLP 19,205 Sonda SA 39,990 17,145 BRL 4,200 Raia Drogasil SA 32,856 115,987 CLP 36,197 Vina Concha y Toro SA 81,448 76,452 Randon SA Implementos 2,639,734 1,588,386 0.22 BRL 29,700 e Participacoes 51,888 71,254 BRL 22,277 Rumo SA 71,033 125,076 China Sao Carlos Empreendimentos e HKD 78,000 361 Degrees International Ltd. 33,332 13,748 BRL 1,000 Participacoes SA 14,310 9,229 HKD 74,000 3SBio Inc. 147,238 127,869 BRL 28,084 Sao Martinho SA 145,611 148,705 USD 500 51job Inc. 37,982 48,731 BRL 15,700 Ser Educacional SA 85,073 58,792 USD 446 58.com Inc., ADR 41,259 32,660 BRL 14,200 SLC Agricola SA 67,877 83,662 HKD 58,500 AAC Technologies Holdings Inc. 447,544 490,482 BRL 2,600 Smiles Fidelidade SA 61,721 9,548 HKD 209,250 Agile Property Holdings Ltd. 225,683 336,733 BRL 22,533 Sul America SA 157,260 253,532 Agricultural Bank of China Ltd., BRL 11,221 Suzano Papel e Celulose SA 69,739 103,060 HKD 835,000 Class H 393,811 458,819 BRL 4,200 Terna Participacoes SA 40,327 29,463 HKD 188,000 Air China Ltd. 169,128 153,445 BRL 8,900 Tupy SA 49,944 42,438 HKD 71,000 Ajisen China Holdings Ltd. 38,430 13,342 BRL 24,000 Ultrapar Participacoes SA 223,199 110,124 USD 2,630 Alibaba Group Holding Ltd., ADR 324,171 770,158

The accompanying notes are an integral part of these financial statements 168 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 530,000 Alibaba Pictures Group Ltd. 94,982 96,329 HKD 157,000 China Aoyuan Group Ltd. 69,008 260,507 HKD 400,000 Aluminum Corp. of China Ltd. 200,991 102,424 HKD 304,000 China BlueChemical Ltd., Class H 127,318 61,672 HKD 208,000 Angang Steel Co., Ltd., Class H 168,305 69,449 China Chengtong Development Anhui Conch Cement Co., Ltd., HKD 286,000 Group Ltd. 17,983 9,426 HKD 48,000 Class H 200,100 441,569 China Cinda Asset Management HKD 16,000 Anta Sports Products Ltd. 24,626 193,260 HKD 644,000 Co., Ltd. 283,384 172,462 HKD 304,000 Anton Oilfield Services Group 37,818 24,878 HKD 321,000 China Citic Bank Corp. Ltd., Class H 252,359 190,968 HKD 108,000 Anxin-China Holdings Ltd. 25,014 – HKD 140,000 China Coal Energy Co., Ltd., Class H 131,222 43,402 HKD 25,500 APT Satellite Holdings Ltd. 26,361 8,960 China Communications Construction HKD 172,000 Co., Ltd., Class H 229,307 132,442 HKD 50,500 Asia Cement China Holdings Corp. 49,112 67,744 China Communications Services Corp. USD 6,156 Atlas Corp. 68,798 63,516 HKD 190,000 Ltd., Class H 136,363 161,651 HKD 36,000 Ausnutria Dairy Corp Ltd. 57,183 109,926 HKD 76,000 China Conch Venture Holdings Ltd. 203,938 437,928 HKD 862,976 AVIC International Holding HK Ltd. 53,203 18,194 China Construction Bank Corp., AviChina Industry & Technology Co., HKD 3,238,950 Class H 2,747,140 3,576,627 HKD 165,000 Ltd., Class H 131,902 102,182 HKD 250,500 China COSCO Holdings Co., Ltd. 121,889 98,217 HKD 274,000 BAIC Motor Corp. Ltd. 288,423 162,791 China Development Bank Financial USD 2,915 Baidu Inc., ADR 571,493 474,456 HKD 68,000 Leasing Co Ltd. 19,804 12,441 HKD 2,169,000 Bank of China Ltd., Class H 1,064,046 1,090,796 HKD 137,000 China Dili Group 77,022 39,690 HKD 54,000 Bank of Chongqing Co., Ltd. 58,860 36,826 China Distance Education Bank of Communications Co., Ltd., USD 2,608 Holdings Ltd. 27,993 30,556 HKD 271,160 Class H 226,310 227,935 HKD 442,000 China Dongxiang Group Co., 180,542 53,588 HKD 18,000 Baoye Group Co., Ltd. 16,970 19,650 HKD 230,000 China Eastern Airlines Corp. Ltd. 126,442 112,424 USD 2,043 Baozun Inc. 104,659 106,645 China Electronics Huada HKD 177,000 BBMG Corp. 68,766 47,127 HKD 180,000 Technology Co Ltd. 36,030 28,238 Beijing Capital International Airport China Electronics Optics Valley Union HKD 170,000 Co., Ltd., Class H 160,460 144,440 HKD 292,000 Holding Co. Ltd. 34,146 23,898 HKD 190,000 China Energy Engineering Corp. 37,274 24,401 HKD 159,000 Beijing Capital Land Ltd., Class H 61,638 41,017 HKD 213,000 China Everbright Bank Co., Ltd. 131,991 109,190 HKD 44,500 Beijing Enterprises Holdings Ltd. 326,007 202,873 HKD 72,000 China Everbright Greentech Ltd. 52,374 38,687 Beijing Enterprises Medical & Health HKD 432,000 Group Ltd. 25,950 7,952 HKD 99,000 China Everbright International Ltd. 95,713 71,311 HKD 284,000 Beijing Enterprises Water Group Ltd. 262,196 151,301 HKD 102,000 China Everbright Ltd. 289,831 201,742 HKD 176,000 Beijing Gas Blue Sky Holdings 14,659 3,500 HKD 200,000 China Evergrande Group 282,386 706,539 HKD 84,000 Beijing North Star Company Ltd. 35,241 25,183 China Fiber Optic Network System HKD 122,400 Group Ltd. 32,696 1,126 Beijing Urban Construction Design & HKD 39,000 Development Group Co., Ltd. 32,370 12,404 HKD 184,000 China Galaxy Securities Co., Ltd. 161,716 135,989 Best Pacific International HKD 104,200 China Gas Holdings Ltd. 318,159 438,233 HKD 28,000 Holdings Ltd. 32,169 5,400 China Greenland Broad Greenstate USD 4,241 Bitauto Holdings Ltd., ADR 92,205 91,258 HKD 220,000 Group Co., Ltd. 48,663 21,249 HKD 280,000 Bosideng International Holdings Ltd. 102,816 118,358 China Harmony New Energy Auto HKD 145,000 Holding Ltd. 93,018 98,468 HKD 100,000 Boyaa Interactive International Ltd. 50,475 14,787 China High Speed Transmission Brilliance China Automotive HKD 49,000 Equipment Group Co. Ltd. 60,956 38,612 HKD 216,000 Holdings Ltd. 333,647 265,410 HKD 135,500 China Hongqiao Group Ltd. 99,051 81,911 HKD 33,500 Byd Co., Ltd. 304,662 354,575 China Huarong Asset Management BYD Electronic (International) HKD 1,054,000 Co., Ltd. 421,591 144,913 HKD 66,500 Co., Ltd. 67,713 208,567 HKD 77,000 China Huiyuan Juice Group Ltd. 53,560 4,729 HKD 166,500 C C Land Holdings Ltd. 65,990 51,713 China Insurance International Holdings HKD 600,000 Capital Environment Holdings Ltd. 33,785 11,963 HKD 135,370 Co., Ltd. 424,228 296,875 HKD 102,000 CAR Inc. 126,485 41,677 HKD 46,400 China International Capital Corp Ltd. 99,907 124,635 HKD 136,000 Carrianna Group Holdings Co., Ltd. 26,987 11,966 China International Marine Containers HKD 72,000 Central China Real Estate Ltd. 20,462 45,806 HKD 68,160 Group Co., Ltd. 99,191 75,446 HKD 52,000 Central China Securities Co., Ltd. 38,583 11,521 HKD 26,000 China Kepei Education Group Ltd. 28,700 28,546 HKD 272,000 CGN New Energy Holdings Co., Ltd. 57,968 71,307 HKD 160,000 china Lesso Group Holdings Ltd. 133,050 285,115 Changsha Zoomlion Heavy Ind. Co., HKD 70,000 China Life Insurance Co., Ltd. 231,068 191,753 HKD 97,600 Ltd., Class H 63,400 102,590 HKD 32,000 China Lilang Ltd. 24,957 23,396 HKD 95,000 Chaowei Power Holdings Ltd. 88,889 57,720 China Longyuan Power Group USD 6,718 Cheetah Mobile Inc. 59,751 15,687 HKD 58,000 Corp. Ltd. 70,682 44,395 China Aerospace International China Lumena New Materials HKD 268,000 Holdings Ltd. 39,680 22,874 HKD 4,700 Corp., Rights – – China Aircraft Leasing Group HKD 72,000 China Machinery Engineering Corp. 63,074 25,869 HKD 35,500 Holdings Ltd. 48,534 39,292 China Maple Leaf Educational HKD 110,000 China Animation Characters Co. Ltd. 51,188 38,985 HKD 136,000 Systems Ltd. 58,569 56,616

The accompanying notes are an integral part of these financial statements 169 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 110,000 China Medical System Holdings Ltd. 183,111 176,607 China Shenhua Energy Co., HKD 36,000 China Meidong Auto Holdings Ltd. 20,946 120,549 HKD 179,500 Ltd., Class H 540,155 378,202 HKD 114,000 China Mengniu Dairy Co., Ltd. 370,630 593,468 China Shineway Pharmaceutical HKD 39,000 Group Ltd. 51,606 34,951 China Merchants Bank Co., Ltd., HKD 115,000 Class H 244,326 723,505 China Shipping Container Lines HKD 247,000 Co., Ltd. 61,858 32,174 China Merchants Holdings HKD 102,890 International Co., Ltd. 369,230 165,685 China Shipping Development Co., Ltd., HKD 84,000 Class H 98,054 51,076 HKD 114,000 China Merchants Land Ltd. 23,444 23,948 HKD 148,000 China Silver Group Ltd. 34,496 14,767 China Minsheng Banking Corp. HKD 277,980 Ltd., Class H 243,264 259,779 HKD 516,000 China South City Holdings Ltd. 172,844 71,842 China Minsheng Financial Holding China Southern Airlines Co., Ltd., HKD 530,000 Corp Ltd. 27,281 8,478 HKD 172,000 Class H 119,660 104,421 HKD 273,500 China Mobile Ltd. 3,415,768 2,507,078 China State Construction International HKD 170,750 Holdings Ltd. 288,142 136,190 USD 11,200 China Mobile Ltd., ADR 574,894 511,503 China Sunshine Paper Holdings HKD 92,000 China Modern Dairy Holdings Ltd. 22,784 14,099 HKD 53,500 Co., Ltd. 24,359 9,442 HKD 162,000 China Molybdenum Co., Ltd. 109,683 72,613 China Suntien Green Energy China National Building Material Co., HKD 113,000 Corp., Ltd. 29,604 35,303 HKD 731,450 Ltd., Class H 684,828 1,065,119 China Traditional Chinese China New Higher Education HKD 156,000 Medicine Co., Ltd. 134,778 102,453 HKD 27,000 Group Ltd. 14,645 24,430 China Travel International Investment China New Town Development HKD 278,000 HK Ltd. 82,467 53,845 HKD 557,500 Co., Ltd. 41,036 12,216 HKD 320,000 China Unicom Hong Kong Ltd. 519,602 236,374 HKD 318,000 China Oceanwide Holdings Ltd. 45,560 11,416 USD 33,598 China Unicom Hong Kong Ltd., ADR 551,698 248,590 HKD 462,000 China Oil and Gas Group Ltd. 52,053 19,826 HKD 53,500 China Vanke Co., Ltd. 192,478 231,816 HKD 120,000 China Oilfield Services Ltd., Class H 197,860 148,462 China Vast Industrial Urban HKD 134,000 China Oriental Group Co. Ltd. 126,014 49,888 HKD 29,000 Development Co Ltd. 15,763 17,122 China Overseas Grand Oceans HKD 34,000 China Water Affairs Group Ltd. 33,443 33,390 HKD 233,000 Group Ltd. 151,981 180,271 HKD 156,000 China Water Industry Group Ltd. 35,087 6,518 China Overseas Land & HKD 61,000 China XLX Fertiliser Ltd. 19,838 19,386 HKD 365,000 Investment Ltd. 1,454,972 1,513,060 China Yongda Automobiles Services China Overseas Property HKD 43,500 Holdings Ltd. 56,407 71,503 HKD 70,000 Holdings Ltd. 45,530 101,310 HKD 82,000 China Yuhua Education Corp Ltd. 53,418 91,934 China Pacific Insurance Group HKD 109,000 Co Ltd. 499,229 397,722 HKD 318,000 China Yurun Food Group Ltd. 46,913 27,398 HKD 957,000 China Petroleum & Chemical Corp. 840,520 543,415 China ZhengTong Auto Services HKD 145,500 Holdings Ltd. 122,908 28,473 China Petroleum & Chemical USD 3,850 Corp., ADR 266,288 219,316 HKD 199,200 China Zhongwang Holdings Ltd. 105,488 51,167 HKD 387,600 China Pharmaceutical Group Ltd. 721,455 996,580 HKD 164,000 Chinasoft International Ltd. 111,995 122,666 HKD 35,000 China Pioneer Pharma Holdings Ltd. 14,057 6,824 HKD 223,000 Chongqing Rural Commercial Bank 129,242 119,729 China Power International HKD 300,834 CIFI Holdings Group Co., Ltd. 128,674 321,733 HKD 233,333 Development Ltd. 98,163 58,300 HKD 58,000 CIMC Enric Holdings Ltd. 42,439 31,396 China Railway Construction Corp. HKD 449,000 Citic Pacific Ltd. 840,612 575,604 HKD 185,500 Ltd., Class H 267,717 199,479 HKD 254,000 Citic Resources Holdings Ltd. 80,083 11,161 HKD 206,000 China Railway Group Ltd. 207,965 144,361 HKD 46,500 CITIC Securities Co., Ltd. 133,683 120,417 China Railway Signal & Citychamp Watch & Jewellery HKD 78,000 Communication Corp. 73,868 45,730 HKD 108,000 Group Ltd. 32,372 29,355 HKD 432,000 China Reinsurance Group Corp. 127,201 60,087 HKD 449,000 CNOOC Ltd. 737,498 684,133 China Resources Cement USD 4,676 CNOOC Ltd., ADR 813,299 716,328 HKD 266,000 Holdings Ltd. 173,713 445,382 HKD 386,000 CNPC Hong Kong Ltd. 432,155 343,206 HKD 32,828 China Resources Enterprise 94,748 248,776 HKD 132,000 Cofco International Ltd. 88,477 68,198 HKD 72,000 China Resources Gas Group Ltd. 307,233 478,261 HKD 35,000 Colour Life Services Group Co., Ltd. 32,074 22,828 HKD 239,777 China Resources Land Ltd. 871,268 1,244,213 HKD 500,000 Concord New Energy Group Ltd. 34,993 28,536 China Resources Pharmaceutical HKD 30,000 Consun Pharmaceutical Group Ltd. 20,997 16,805 HKD 129,500 Group Ltd. 205,566 101,840 HKD 56,000 COSCO International Holdings Ltd. 33,790 22,628 China Resources Phoenix Healthcare HKD 134,000 Holdings Co., Ltd. 150,081 104,092 HKD 178,252 COSCO Pacific Ltd. 267,181 130,533 China Resources Power Holdings HKD 94,000 Cosmo Lady China Holdings Co., Ltd. 50,388 7,922 HKD 32,000 Co Ltd. 59,528 51,246 HKD 306,334 Country Garden Holdings Co., Ltd. 378,157 515,818 China Sanjiang Fine Chemicals Country Garden Services Holdings HKD 69,000 Co., Ltd. 32,047 25,452 HKD 24,837 Co., Ltd. 50,894 157,412 HKD 336,800 China SCE Group Holdings Ltd. 167,502 199,746 HKD 840,000 CP Pokphand Co., Ltd. 138,295 98,962 HKD 43,000 China Shanshui Cement Group Ltd. 14,069 15,306 HKD 33,000 CPMC Holdings Ltd. 21,757 17,055 HKD 130,000 China Shengmu Organic Milk Ltd. 45,244 5,616

The accompanying notes are an integral part of these financial statements 170 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

CRCC High-Tech Equipment Guangzhou Shipyard International HKD 32,500 Corp. Ltd. 13,318 6,056 HKD 14,000 Co Ltd. 18,164 12,830 HKD 66,000 CRRC Corp. Ltd. 80,939 38,040 HKD 43,000 Guolian Securities Co., Ltd. 31,938 19,682 HKD 16,000 CSC Financial Co Ltd. 14,094 24,759 HKD 56,000 Guorui Properties Ltd. 18,774 11,449 HKD 244,000 CT Environmental Group Ltd. 85,700 2,727 HKD 119,000 Haichang Holdings Ltd. 38,523 9,654 HKD 153,000 Dali Foods Group Co., Ltd. 133,047 126,595 HKD 57,000 Haier Electronics Group Co., Ltd. 160,322 235,594 Dawnrays Pharmaceutical USD 457 Hailiang Education Group Inc., ADR 25,465 25,710 HKD 96,000 Holdings Ltd. 39,567 15,336 Hainan Meilan International Airport HKD 146,500 Digital China Holdings Ltd. 140,346 129,093 HKD 10,000 Co. Ltd. 13,942 18,963 HKD 30,400 Dongfang Electric Corp. Ltd. 32,288 21,658 HKD 66,000 Haitian International Holdings Ltd. 192,194 182,466 Dongfeng Motor Group Co., Ltd., HKD 89,600 Haitong Securities Co., Ltd. 163,121 98,827 HKD 184,000 Class H 285,674 150,653 HKD 57,000 Harbin Bank Co. Ltd. 21,337 11,537 HKD 15,400 Dongjiang Environmental Co., Ltd. 36,634 14,262 Harbin Power Equipment Co., Ltd., HKD 175,000 Dongyue Group 95,084 97,118 HKD 78,000 Class H 76,318 41,451 HKD 13,000 EEKA Fashion Holdings Ltd. 16,459 19,566 HKD 28,000 Harmonicare Medical Holdings Ltd. 13,349 1,876 HKD 2,500 ENN Energy Holdings Ltd. 33,042 38,354 HKD 56,500 HC Group Inc. 60,040 12,688 HKD 18,000 Essex Bio-technology Ltd. 15,026 17,380 Health and Happiness H&H EVA Precision Industrial HKD 24,500 International Holdings Ltd. 125,331 151,181 HKD 148,000 Holdings Ltd. 22,413 10,671 HKD 56,500 Hengan International Group Co., Ltd. 572,981 603,760 HKD 15,600 Everbright Securities Co. Ltd. 26,399 15,382 HKD 156,000 Hi Sun Technology China Ltd. 37,944 23,897 USD 800 Fanhua Inc. 22,251 21,733 HKD 54,000 Hilong Holding Ltd. 22,114 2,221 HKD 160,500 Fantasia Holdings Group Co., Ltd. 31,476 41,107 Hisense Kelon Electrical Holdings HKD 251,000 Far East Horizon Ltd. 286,790 290,899 HKD 20,000 Co Ltd. 25,283 31,713 HKD 23,000 Flat Glass Group Co., Ltd. 27,232 33,901 HKD 23,000 HKC Holdings Ltd. 23,530 18,319 HKD 81,032 Fosun International Ltd. 127,516 140,991 HKD 630,000 HNA Holding Group Co., Ltd. 34,956 2,737 HKD 298,000 Franshion Properties China Ltd. 118,811 287,915 HKD 296,000 Honghua Group Ltd. 40,062 12,647 Fu Shou Yuan International HKD 26,000 Honworld Group Ltd. 15,539 10,899 HKD 71,000 Group Ltd. 55,384 88,614 HKD 76,000 Hopson Development Holdings Ltd. 133,472 107,630 HKD 209,400 Fufeng Group Ltd. 126,530 91,114 HKD 28,000 HOSA International Ltd. 13,842 267 HKD 46,000 Fuyao Glass Industry Group Co., Ltd. 154,337 149,523 Hua Han Bio-Pharmaceutical HKD 602,000 GCL New Energy Holdings Ltd. 55,043 11,702 HKD 280,480 Holdings Ltd. 52,195 9,767 HKD 1,576,000 GCL-Poly Energy Holdings Ltd. 356,738 60,890 HKD 29,000 Hua Hong Semiconductor Ltd. 37,739 138,020 HKD 346,000 Geely Automobile Holdings Ltd. 227,029 746,289 HKD 98,000 Huadian Fuxin Energy Corp., Ltd. 32,064 42,868 Gemdale Properties & Investment HKD 38,800 Huatai Securities Co., Ltd. 102,952 84,322 HKD 610,000 Corp. Ltd. 87,620 154,400 USD 1,211 Huazhu Group Ltd. 64,168 57,624 HKD 23,800 GF Securities Co., Ltd. 60,614 34,799 HKD 58,300 Huishang Bank Corp. Ltd. 35,406 27,525 HKD 280,000 Glorious Property Holdings Ltd. 48,222 9,948 HKD 5,900 IMAX China Holding Inc. 15,042 11,624 HKD 41,000 Golden Eagle Retail Group Ltd. 72,015 53,229 Industrial & Commercial Bank of HKD 26,000 Golden Holdings Ltd. 14,206 7,350 HKD 2,176,015 China, Class H 1,685,697 1,786,000 HKD 40,000 Goldpac Group Ltd. 16,581 9,784 HKD 18,700 Inner Mongolia Yitai Coal Co. Ltd. 30,732 16,277 GOME Electrical Appliances HKD 426,000 Jiangnan Group Ltd. 64,862 22,853 HKD 882,000 Holdings Ltd. 179,486 200,712 HKD 32,000 Jiangsu Expressway Co. Ltd. 54,039 51,060 HKD 90,500 Grand Baoxin Auto Group Ltd. 51,577 18,628 HKD 102,000 Jiangxi Copper Co., Ltd., Class H 169,292 141,092 HKD 183,750 Great Wall Motor Co., Ltd., Class H 191,383 157,003 HKD 164,000 Jiayuan International Group Ltd. 112,538 92,089 Greatview Aseptic Packaging HKD 90,000 Jingrui Holdings Ltd. 50,867 34,984 HKD 50,000 Co., Ltd. 35,516 24,058 USD 5,847 JinkoSolar Holding Co., Ltd.,ADR 125,973 140,581 HKD 88,000 Greenland Hong Kong Holdings Ltd. 29,884 42,675 HKD 24,000 JNBY Design Ltd. 62,744 32,803 HKD 104,500 Greentown China Holdings Ltd. 133,757 142,797 USD 2,883 JOYY Inc. 171,200 346,583 Greentown China Holdings HKD 76,000 Ju Teng International Holdings Ltd. 45,494 37,861 HKD 1,971 Ltd., Rights – – HKD 166,525 K Wah International Holdings Ltd. 63,827 97,916 HKD 70,000 Greentown Service Group Co., Ltd. 65,034 112,643 HKD 383,000 Kaisa Group Holdings 174,348 197,969 HKD 40,000 Guangdong Land Holdings Ltd. 14,338 6,066 Kangda International Environmental HKD 114,000 Guangshen Railway Co., Ltd. 79,091 29,062 HKD 101,000 Co. Ltd. 25,562 13,666 USD 1,001 Guangshen Railway Co., Ltd., ADR 22,765 12,380 HKD 47,000 Kasen International Holdings Ltd. 11,768 8,049 Guangzhou Automobile Group HKD 70,000 Kingboard Chemical Holdings Ltd. 207,348 248,054 HKD 42,000 Co. Ltd. 73,362 41,543 HKD 113,000 Kingboard Laminates Holdings Ltd. 82,201 155,035 Guangzhou Baiyunshan HKD 10,000 Pharmaceutical Holdings Co. Ltd. 31,504 34,289 Kingdee International Software Group HKD 56,000 Co., Ltd. 20,872 177,892 HKD 993,096 Guangzhou Investment Co., Ltd. 279,756 241,825 HKD 7,000 Kingsoft Corp Ltd. 34,984 44,514 Guangzhou R&F Properties Co., HKD 131,600 Ltd., Class H 208,801 210,251 HKD 139,000 KWG Property Holding Ltd. 111,659 320,625

The accompanying notes are an integral part of these financial statements 171 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 16,000 Lee & Man Chemical Co., Ltd. 16,384 8,402 HKD 26,000 Q Technology Group Co Ltd. 55,791 46,493 HKD 223,000 Lee & Man Paper Manufacturing Ltd. 185,492 164,553 HKD 29,000 Qingdao Port International Co., Ltd. 21,255 20,968 HKD 13,500 Lee’s Pharmaceutical Holdings Ltd. 15,926 9,746 HKD 70,000 Qingling Motors Co., Ltd., Class H 22,249 17,351 HKD 70,700 Legend Holdings Corp. 185,083 112,559 HKD 45,000 Qinhuangdao Port Co. Ltd. 15,653 9,375 HKD 2,561 Legend Holdings Corp. Rights – – USD 22,900 Qudian Inc. 64,643 52,852 HKD 598,000 Lenovo Group Ltd. 486,485 452,965 HKD 24,813 Red Star Macalline Group Corp. Ltd. 29,484 18,962 USD 5,658 LexinFintech Holdings Ltd. 84,364 81,729 HKD 100,000 Redco Properties Group Ltd. 48,158 62,853 HKD 67,500 Li Ning Co Ltd. 61,955 293,467 HKD 20,000 Road King Infrastructure Ltd.. 42,115 36,922 HKD 72,000 Lifestyle China Group Ltd. 28,580 23,277 HKD 35,000 Ronshine China Holdings Ltd. 48,104 42,160 HKD 250,000 Lifetech Scientific Corp. 86,561 107,092 Sany Heavy Equipment International USD 13,297 Link Motion Inc., ADR 59,854 – HKD 138,000 Holdings Co., Ltd. 31,239 87,568 HKD 9,447 Livzon Pharmaceutical Group Inc. 35,685 65,099 HKD 232,000 Seazen Group Ltd. 57,554 273,494 HKD 226,000 Logan Property Holdings Co. Ltd. 198,183 548,168 Semiconductor Manufacturing HKD 98,500 International Corp. 110,624 469,099 HKD 119,500 Longfor Properties Co., Ltd. 183,287 776,588 Shandong Chenming Paper HKD 312,000 Lonking Holdings Ltd. 114,376 129,024 HKD 24,000 Holdings Ltd. 25,234 11,762 HKD 4,700 Lumena Resources Corp. 39,449 – Shandong Weigao Group Medical HKD 113,500 Luye Pharma Group Ltd. 108,306 94,740 HKD 128,000 Polymer Co., Ltd. 139,713 388,011 LVGEM China Real Estate Shandong Xinhua Pharmaceutical Co., HKD 42,000 Investment Co Ltd. 19,331 17,304 HKD 18,200 Ltd., Class H 18,741 13,405 HKD 64,000 Metallurgical Corp of China Ltd. 22,774 13,866 HKD 122,000 Shanghai Electric Group Co., Ltd. 78,406 47,235 HKD 8,000 Min Xin Holdings Ltd. 10,816 3,787 Shanghai Fosun Pharmaceutical Group HKD 37,000 Mingfa Group International Co., Ltd. 10,219 365 HKD 27,500 Co Ltd. 121,231 125,165 HKD 130,000 Minmetals Land Ltd. 21,317 21,844 Shanghai Fudan-Zhangjiang Bio- HKD 11,000 Pharmaceutical Co., Ltd. 11,846 10,210 HKD 66,000 Minth Group Ltd. 231,655 257,203 Shanghai Haohai Biological HKD 125,400 Modern Land China Co. Ltd. 27,169 24,136 HKD 1,600 Technology Co. Ltd. 14,136 10,025 USD 12,775 Momo Inc., ADR 407,347 303,163 HKD 58,000 Shanghai Industrial Holdings Ltd. 218,947 121,623 HKD 850,000 Nan Hai Corp Ltd. 28,299 8,781 Shanghai Jin Jiang International Hotels HKD 327,000 NEO-CHINA GROUP HKD0.01 96,699 51,358 HKD 136,000 Group Co., Ltd. CL H 45,924 32,761 HKD 14,000 NetDragon Websoft Inc. 50,990 53,596 Shanghai Pharmaceuticals Holding USD 1,111 NetEase Inc., ADR 368,534 647,635 HKD 53,300 Co., Ltd. 164,056 121,611 HKD 33,500 New China Life Insurance Co., Ltd. 185,222 153,373 HKD 2,335,000 Shanghai Zendai Property Ltd. 48,915 11,905 New Oriental Education & HKD 58,000 Shengjing Bank Co Ltd. 54,862 72,193 USD 1,059 Technology Group Inc., ADR 116,803 187,232 HKD 120,507 Shenzen International Holdings Ltd. 183,492 261,885 HKD 85,000 Nexteer Automotive Group Ltd. 147,013 79,969 HKD 10,000 Shenzhen Expressway Co., Ltd. 13,536 13,796 HKD 185,000 Nine Dragons Paper Holdings Ltd. 223,963 229,633 HKD 340,731 Shenzhen Investment Ltd. 155,931 147,267 USD 1,800 Noah Holdings Ltd., ADR 64,259 62,241 Shenzhou International Group HKD 126,000 NVC Lighting Holding Ltd. 15,073 2,977 HKD 10,000 Holdings Ltd. 11,979 165,047 OneSmart International Education HKD 87,500 Shimao Property Holdings Ltd. 182,040 507,862 USD 2,800 Group Ltd. 19,673 14,939 Shougang Concord International HKD 38,000 O-Net Communications Group Ltd. 32,915 34,108 HKD 264,800 Enterprises Co Ltd. 55,767 71,316 HKD 38,800 Orient Securities Co Ltd/China 35,998 29,287 Shougang Fushan Resources HKD 444,000 Oriental Metals Ltd. 127,303 125,955 HKD 330,000 Group Ltd. 67,852 94,099 Overseas Chinese Town Asia HKD 427,301 Shui On Land Ltd. 198,243 97,811 HKD 28,000 Holdings Ltd. 15,962 7,844 Sihuan Pharmaceutical Holdings HKD 192,000 Panda Green Energy Group Ltd. 33,538 4,549 HKD 410,000 Group Ltd. 124,549 53,234 HKD 155,000 Parkson Retail Group Ltd. 16,557 12,885 HKD 160,000 Silver Grant International 44,792 27,316 HKD 184,000 PAX Global Technology Ltd. 127,538 109,426 USD 646 SINA Corp/China 30,089 31,494 People’s Insurance Co., Group of HKD 356,000 Sino Biopharmaceutical 222,789 910,938 HKD 270,000 China Ltd. 133,379 107,492 HKD 390,000 Sinofert Holdings Ltd. 60,426 47,425 HKD 892,000 PetroChina Co., Ltd. 751,971 404,943 HKD 278,000 Sinolink Worldwide Holdings Ltd. 51,526 24,315 USD 1,200 PetroChina Co., Ltd., ADR 147,991 53,875 HKD 331,546 Sino-Ocean Land Holdings Ltd. 275,623 108,326 Phoenix Media Investment HKD 137,500 Sinopec Engineering Group Co., Ltd. 140,195 80,152 HKD 140,000 Holdings Ltd. 26,217 10,852 HKD 160,000 Sinopec Kantons Holdings Ltd. 107,333 83,376 HKD 268,780 PICC Property & Casualty Co., Ltd. 386,778 303,254 HKD 310,000 Sinopec Oilfield Service Corp. 27,624 27,404 Ping An Insurance Group Co of China Sinopec Shanghai Petrochemical HKD 94,500 Ltd., Class H 635,829 1,278,961 HKD 224,000 Co., Ltd. 157,776 73,224 HKD 321,000 Poly Hong Kong Investment Ltd. 203,267 132,032 HKD 116,400 Sinopharm Group Co., Ltd. 542,938 406,277 HKD 171,000 Pou Sheng International Holdings Ltd. 44,717 53,500 HKD 73,000 Sinosoft Technology Group Ltd. 41,306 14,386 HKD 179,000 Powerlong Real Estate Holdings Ltd. 88,479 137,008 HKD 194,000 Sinotrans Ltd., Class H 107,187 53,571 HKD 75,000 PW Medtech Group Ltd. 31,924 21,625 HKD 73,000 Sinotruk Hong Kong Ltd. 95,210 258,640

The accompanying notes are an integral part of these financial statements 172 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 516,000 Skyfame Realty Holdings Ltd. 45,514 90,527 Xinjiang Goldwind Science & HKD 240,988 Skyworth Digital Holdings Ltd. 213,017 91,941 HKD 42,697 Technology Co., Ltd. 64,053 49,877 HKD 51,537 SMI Holdings Group Ltd. 28,093 1,693 HKD 306,278 Xinyi Solar Holdings Ltd. 157,814 399,852 HKD 232,000 Soho China Ltd. 118,595 111,268 USD 9,087 Xinyuan Real Estate Co. Ltd.,ADR 39,399 27,017 USD 1,088 Sohu.com Ltd.,ADR 51,797 13,604 HKD 209,828 XTEP International Holdings Ltd. 104,413 95,529 HKD 488,000 Sparkle Roll Group Ltd. 33,390 23,058 HKD 88,000 Yadea Group Holdings Ltd. 37,712 81,906 HKD 146,000 SSY Group Ltd. 64,578 135,797 HKD 204,000 Yanzhou Coal Mining Co., Ltd. 233,761 208,580 HKD 132,000 Sun Art Retail Group Ltd. 176,456 307,447 HKD 212,000 Yashili International Holdings Ltd. 50,988 19,022 HKD 118,000 Sunac China Holdings Ltd. 544,376 677,955 YiChang HEC ChangJiang HKD 14,800 Pharmaceutical Co. Ltd. 50,463 41,239 Sunny Optical Technology Group HKD 11,000 Co., Ltd. 16,563 240,350 HKD 16,000 Yihai International Holding Ltd. 54,099 223,843 HKD 106,000 Sunshine 100 China Holdings Ltd. 65,435 25,258 HKD 30,000 Yip’s Chemical Holdings Ltd. 13,812 11,141 HKD 160,000 Symphony Holdings Ltd. 20,599 24,958 USD 6,909 Yirendai Ltd.,ADR 82,161 38,738 USD 2,240 TAL Education Group ADR 34,861 207,946 HKD 37,000 Youyuan International Holdings Ltd. 12,440 316 HKD 1,490,000 Taung Gold International Ltd. 25,947 6,293 HKD 577,000 YuanShengtai Dairy Farm Ltd. 31,320 47,191 TCL Multimedia Technology HKD 34,000 Yuexiu Transport Infrastructure Ltd. 31,443 32,380 HKD 100,666 Holdings Ltd. 63,717 67,270 USD 3,405 Yum China Holdings Inc. 157,676 222,211 HKD 55,000 Tenwow International Holdings Ltd. 19,970 687 HKD 238,190 Yuzhou Properties Co., Ltd. 131,811 140,885 HKD 19,500 Texhong Textile Group Ltd. 15,512 21,296 HKD 63,500 Zhaojin Mining Industry Co., Ltd. 71,711 102,391 HKD 71,000 Tian An China Investments Co., Ltd. 49,398 42,991 HKD 28,000 Zhejiang Expressway Co. Ltd. 38,854 26,996 HKD 45,000 Tian Ge Interactive Holdings Ltd. 45,909 8,027 Zhengzhou Coal Mining Machinery HKD 54,000 Tiangong International Co Ltd. 15,419 23,681 HKD 22,200 Group Co. Ltd. 18,857 13,054 Tianjin Capital Environmental HKD 310,000 Zhong An Group Ltd. 64,504 11,984 HKD 36,000 Protection Group Co. Ltd. 25,517 14,942 HKD 91,000 Zhongsheng Group Holdings Ltd. 95,937 690,939 Tianjin Port Development Zhou Hei Ya International Holdings HKD 286,000 Holdings Ltd. 70,350 27,111 HKD 105,500 Co Ltd. 66,248 122,676 HKD 130,000 Tianneng Power International Ltd. 84,275 302,677 HKD 66,000 Zhuguang Holdings Group Co., Ltd. 16,282 12,497 HKD 79,000 Tibet Water Resources Ltd. 42,018 6,940 Zhuzhou CSR Times Electric Co., Ltd., HKD 164,000 Tingyi Cayman Islands Holding Corp. 356,914 346,833 HKD 34,400 Class H 168,791 119,762 HKD 88,532 TOMSON GROUP HKD0.50 50,035 26,598 HKD 314,000 Zijin Mining Group Co., Ltd. 130,304 201,390 Tong Ren Tang Technologies USD 4,924 ZTO Express Cayman Inc. 159,127 245,401 HKD 40,000 Co., Ltd. 99,067 41,308 66,241,669 70,316,119 9.59 HKD 640,000 Tongda Group Holdings Ltd. 141,586 52,026 Top Spring International Colombia HKD 44,500 Holdings Ltd. 29,044 8,833 COP 3,714 Banco Davivienda SA 50,120 37,568 HKD 37,980 Towngas China Co., Ltd. 28,384 23,386 COP 2,036 Banco de Bogota SA 63,002 44,514 HKD 44,000 Travelsky Technology Ltd. 125,548 105,762 COP 3,595 Bancolombia SA 59,289 31,169 USD 7,602 Trip.com Group Ltd. 439,811 267,508 USD 1,529 BanColombia SA, ADR 97,921 54,614 HKD 330,000 Truly International Holdings 64,644 47,322 COP 4,185 Bolsa de Valores de Colombia 33,283 16,177 HKD 22,000 Tsingtao Brewery Co., Ltd. 142,945 222,905 COP 6,479 Celsia SA ESP 21,380 9,632 HKD 146,600 Uni-President China Holdings Ltd. 136,980 199,086 COP 11,108 Cemex Latam Holdings SA 62,790 6,100 HKD 790,000 United Energy Group Ltd. 59,886 194,522 COP 10,713 Grupo Argos SA 86,466 38,315 Universal Medical Financial & COP 3,272 Grupo Argos SA/Colombia 25,979 9,043 HKD 129,500 Technical Advisory Services Co., 142,832 106,830 COP 5,063 Grupo de Inversiones Suramericana SA 83,852 34,093 HKD 30,000 Vinda International Holdings Ltd. 87,877 146,307 COP 2,363 Grupo de Inversiones Suramericana 54,182 13,735 USD 30,538 Vipshop Holdings Ltd.,ADR 335,105 825,441 COP 4,863 Grupo Nutresa SA 54,301 36,717 HKD 405,000 Want Want China Holdings Ltd. 349,405 417,657 COP 16,924 Mineros S.A. 39,370 20,145 HKD 36,000 Wasion Group Holdings Ltd. 30,470 15,727 USD 5,658 Weibo Corp. 271,847 258,093 731,935 351,822 0.05 HKD 168,800 Weichai Power Co., Ltd., Class H 139,351 431,775 Czech Republic HKD 34,000 Weiqiao Textile Co., Class H 25,337 8,224 CZK 5,345 CEZ A.S. 140,780 155,376 HKD 394,000 West China Cement Ltd. 63,667 98,048 CZK 50,622 Moneta Money Bank AS 230,380 155,652 Wisdom Education International HKD 28,000 Holdings Co., Ltd. 14,496 15,741 371,160 311,028 0.04 HKD 69,000 Wison Engineering Services Co Ltd. 13,880 9,660 Denmark Xiabuxiabu Catering Management HKD 57,500 China Holdings Co. Ltd. 73,909 77,434 DKK 591 ALK-Abello A/S 105,231 214,778 HKD 126,000 Xiamen International Port Co., Ltd. 40,255 13,922 DKK 9,946 Alm Brand A/S, Registered Shares 59,867 126,406 HKD 92,412 Xingda International Holdings Ltd. 41,652 24,407 DKK 1,332 Ambu A/S 3,218 57,166 Xinhua Winshare Publishing and DKK 92 AP Moeller - Maersk A/S 141,898 136,573 HKD 16,000 Media Co. Ltd. 15,963 14,769 DKK 121 AP Moller - Maersk A/S 222,545 192,526

The accompanying notes are an integral part of these financial statements 173 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

DKK 11,514 Bang & Olufsen A/S 56,693 32,032 EUR 7,800 Finnair OYJ 47,329 9,426 DKK 2,122 Bavarian Nordic A/S 88,335 78,966 EUR 3,624 Fiskars OYJ Abp 44,335 56,724 DKK 931 Brodrene Hartmann A/S 61,260 67,290 EUR 16,886 Fortum OYJ 416,881 437,358 DKK 3,361 Carlsberg A/S, Class B 304,491 605,081 EUR 5,223 F-Secure OYJ 21,291 22,908 DKK 4,187 Chr Hansen Holding A/S 237,572 586,310 EUR 8,279 Huhtamaki OYJ 234,013 444,650 DKK 10,820 Columbus A/S 34,850 16,608 EUR 14,930 Kemira OYJ 266,866 261,680 DKK 4,147 D/S Norden 106,141 75,961 EUR 3,964 Kesko OYJ, Class A 58,728 87,250 DKK 17,897 Den Danske Bank A/S 633,965 324,815 EUR 22,272 Kesko OYJ, Class B 210,047 517,572 DKK 4,317 Dfds A/S 190,168 181,905 EUR 1,700 Kojamo OYJ 48,179 48,775 DKK 532 Drilling Co of 1972 A/S 66,666 15,314 EUR 5,794 Konecranes OYJ 199,172 178,495 DKK 5,808 DSV A/S 192,524 968,552 EUR 3,660 Lassila & Tikanoja OYJ 83,517 73,253 DKK 4,705 FLSmidth & Co., A/S 280,009 185,794 EUR 8,374 Metso OYJ 278,180 373,613 DKK 581 Genmab A/S 124,313 265,968 EUR 21,124 M-real OYJ 104,291 194,666 DKK 10,435 GN Store Nord 102,944 758,346 EUR 873 Munksjo OYJ 8,394 17,788 DKK 2,094 H Lundbeck A/S 128,352 107,415 EUR 5,194 Neste Oil OYJ 30,004 276,952 DKK 1,798 H+H International A/S 31,122 39,287 EUR 102,423 Nokia OYJ 635,264 607,632 DKK 15,848 ISS A/S 671,667 341,632 EUR 8,173 Nokian Renkaat OYJ 292,657 243,900 DKK 7,153 Jyske Bank 357,332 285,752 EUR 82,624 Nordea Bank Abp 1,081,935 775,795 DKK 3,073 Matas A/S 82,223 37,018 EUR 508 Olvi OYJ 31,198 32,684 DKK 2,969 Nilfisk Holding A/S 88,303 55,714 EUR 8,612 Oriola-KD OYJ 27,015 26,325 DKK 2,511 NKT Holding A/S 71,757 76,461 EUR 3,482 Orion Corp., Series B 108,165 229,242 DKK 594 NNIT A/S 21,703 14,256 EUR 1,080 Orion OYJ 28,396 71,033 DKK 6,208 Novo Nordisk A/S 532,655 549,067 EUR 26,430 Outokumpu OYJ 374,488 102,745 DKK 3,974 Novozymes AS 209,599 312,788 EUR 11,000 Raisio PLC, Class V 43,671 51,126 DKK 14,072 Pandora A/S 944,041 1,043,370 EUR 5,167 Sampo OYJ 326,056 241,798 DKK 2,413 PER Aarsleff A/S 48,460 118,055 EUR 5,006 Sanoma-WSOY OYJ 30,740 68,916 DKK 2,848 Ringkjoebing Landbobank A/S 132,120 273,925 EUR 39,428 Stora Enso OYJ, Class R 532,834 640,693 DKK 46 Rockwool International A/S 14,109 15,254 EUR 8,946 Telefonica SA 59,992 67,346 DKK 605 Rockwool International AS, Series B 99,437 223,535 EUR 2,002 Terveystalo OYJ 27,338 26,763 DKK 4,558 Royal Unibrew A/S 188,961 515,842 EUR 5,148 Tieto OYJ 140,332 191,320 DKK 738 RTX TeleCom A/S 15,665 32,362 EUR 1,952 Tikkurila OYJ 6,288 36,900 DKK 6,743 Scandinavian Tobacco Group A/S 124,859 135,179 EUR 3,528 Tokmanni Group Corp. 50,347 71,057 DKK 1,195 Schouw & Co., 59,259 129,608 EUR 29,949 UPM-Kymmene OYJ 650,252 1,177,677 DKK 3,200 SimCorp. A/S 109,520 469,851 EUR 4,023 Uponor OYJ 87,251 73,966 DKK 509 Solor A/S 26,914 26,919 EUR 684 Vaisala OYJ 17,564 34,820 DKK 8,901 Spar Nord Bank A/S 94,302 96,308 EUR 10,974 Valmet Corp. 230,247 390,484 DKK 6,491 Sydbank A/S 199,344 163,497 EUR 7,653 Wartsila OYJ 65,882 86,184 DKK 288 Tivoli A/S 19,586 41,437 EUR 19,283 YIT OYJ 206,360 142,883 DKK 4,372 Topdanmark A/S 87,078 245,857 7,811,862 9,252,352 1.26 DKK 1,803 TORM PLC 17,977 16,896 DKK 4,138 Tryg A/S 88,183 163,221 France DKK 143 United International Enterprises Ltd. 24,458 38,309 EUR 1,499 Accor SA 84,320 55,540 DKK 5,882 Vestas Wind Systems A/S 386,299 817,733 EUR 434 Aeroports de Paris, ADP 68,947 60,830 DKK 9,200 William Demant Holdings A/S 201,339 330,999 EUR 24,587 Air France-KLM 413,099 151,613 DKK 2,002 Zealand Pharma A/S 35,300 93,897 EUR 1,531 Air Liquide SA 174,887 300,563 8,124,614 11,701,835 1.60 EUR 642 Akka Technologies SA 25,877 28,192 EUR 1,774 ALD SA 27,486 23,913 Finland EUR 5,818 Alstom SA 258,702 368,081 EUR 6,181 Aktia Bank OYJ 86,773 83,279 EUR 2,461 Alten 156,735 288,695 EUR 6,300 Alma Media OYJ 72,472 65,980 EUR 2,012 Amundi SA 206,294 214,733 EUR 555 Asiakastieto Group OYJ 21,717 31,183 EUR 7,574 Arkema 616,285 988,398 EUR 2,857 Aspo OYJ 24,535 25,585 EUR 787 Assystem 10,930 26,677 EUR 1,046 Atria OYJ 17,874 13,904 EUR 7,547 Atos Origin SA 577,874 878,411 EUR 385 Bank of Aland PLC 12,237 9,916 EUR 535 Aubay Technology SA 15,567 22,902 EUR 44 BasWare OYJ 2,507 2,007 EUR 52,588 AXA SA 1,628,999 1,502,338 EUR 6,334 Cargotec Corp., Class B 281,521 200,782 EUR 941 Axway Software SA 27,151 25,599 EUR 2,081 Citycon OYJ 31,467 19,698 EUR 159 Bastide le Confort Medical 13,175 8,420 EUR 4,047 Elisa OYJ, Class A 107,309 334,333 EUR 2,225 Beneteau SA 35,981 21,609 EUR 78,000 Finnair OYJ 47,951 73,286 EUR 843 Bigben Interactive 18,387 14,489

The accompanying notes are an integral part of these financial statements 174 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 767 BioMerieux 30,632 143,004 EUR 4,572 Ipsos SA 175,471 156,478 EUR 29,347 BNP Paribas 2,376,373 1,591,838 EUR 7,436 JC Decaux SA 235,011 188,581 EUR 480 Boiron SA 22,628 26,887 EUR 1,980 Kaufman & Broad SA 114,035 93,050 EUR 40,461 Bollore 180,817 173,325 EUR 6,851 Korian SA 275,609 341,375 EUR 1,616 Bonduelle SCA 49,410 52,864 EUR 10,722 Lagardere SCA 608,980 207,958 EUR 599 Bongrain SA 51,907 49,383 EUR 212 Laurent-Perrier 18,912 24,899 EUR 21,179 Bouygues 951,973 984,913 EUR 353 Le Noble Age 15,923 25,555 EUR 3,916 Bureau Veritas SA 83,413 112,758 EUR 1,816 Lectra 58,345 44,657 EUR 4,619 Cap Gemini SA 448,997 723,659 EUR 3,524 Legrand SA 309,255 363,517 EUR 28,404 Carrefour SA 873,808 598,014 EUR 213 Linedata Services 13,276 9,009 EUR 3,889 Casino Guichard Perrachon SA 408,784 195,605 EUR 2,060 LISI 21,958 58,434 EUR 330 Cegedim SA 13,810 14,551 LVMH Moet Hennessy Louis EUR 121,231 CGG SA 280,332 181,791 EUR 109 Vuitton SE 56,677 65,332 EUR 3,506 Chargeurs SA 42,664 72,004 EUR 3,739 M6 Metropole Television 106,609 57,419 EUR 27,523 Cie de Saint-Gobain 1,468,975 1,348,183 EUR 3,264 Maisons du Monde SA 81,507 58,503 Cie Generale des Etablissements EUR 321 Maisons France Confort 28,852 16,374 EUR 12,517 Michelin, Class B 1,393,740 1,771,253 EUR 1,513 Manitou BF SA 39,526 40,127 Cie Generale d’Optique Essilor EUR 95 Manutan International 11,550 7,480 EUR 3,355 International SA 592,375 585,783 EUR 2,789 Mersen 124,119 90,850 EUR 11,049 CNP Assurances 271,874 173,979 EUR 1,060 MGI Coutier 17,859 23,363 EUR 8,493 Coface SA 110,860 76,082 EUR 43,108 Natixis 333,861 154,359 EUR 1,237 Compagnie des Alpes 38,169 33,475 EUR 4,530 Neopost SA 215,163 89,883 EUR 7,914 Compagnie Plastic-Omnium SA 190,522 220,109 EUR 3,878 Nexans SA 258,936 244,952 EUR 28,530 Credit Agricole SA 610,567 367,793 EUR 4,936 Nexity 265,151 217,973 EUR 2,200 Danone SA 214,357 207,319 EUR 1,754 Nicox 19,607 10,910 EUR 16 Dassault Aviation SA 38,541 19,930 EUR 1,491 NRJ Group 18,549 12,502 EUR 10,777 Derichebourg 40,405 42,153 USD 15,800 Orange SA 468,240 255,257 EUR 324 Devoteam SA 19,418 36,268 EUR 2,344 Orpea 191,519 367,559 EUR 6,268 Eiffage SA 644,409 780,037 EUR 1,964 Paris Orleans SA 75,438 64,702 EUR 31,640 Electricite de France 603,420 399,354 EUR 448 Pernod-Ricard SA 48,162 95,772 EUR 49 Electricite de Strasbourg 8,814 7,997 EUR 67,051 Peugeot SA 1,635,092 1,492,798 EUR 9,722 Elior Participations SCA 244,782 75,511 EUR 1,132 Pierre & Vacances SA 47,988 27,760 EUR 20,822 Elis SA 528,291 331,649 EUR 1,023 Plastivaloire 35,156 5,818 EUR 1,190 Eramet 57,450 58,266 EUR 17,790 Publicis Groupe 1,251,439 784,574 EUR 356 Esso SA Francaise 31,496 8,015 EUR 11,225 Renault SA 1,163,774 390,026 EUR 1,076 Etablissements Maurel et Prom 5,679 2,903 EUR 38,937 Rexel Promesses 756,394 605,850 EUR 376 Eurofins Scientific 143,645 321,966 EUR 88 Robertet SA 51,834 125,364 EUR 2,779 Euronext NV 197,056 379,748 EUR 1,052 Rubis SCA 45,030 68,856 EUR 11,654 Europcar Groupe SA 156,812 37,787 EUR 2,698 SA des Ciments Vicat 205,678 112,616 EUR 21,486 Eutelsat Communications 650,780 269,828 EUR 1,103 Sabate Diosos S.A. 15,894 18,643 EUR 50 Exel Industries 5,560 2,892 EUR 104 Samse SA 9,253 20,618 EUR 8,494 Faurecia 337,899 453,058 EUR 8,285 Sanofi 954,317 1,147,103 EUR 243 Fleury Michon SA 13,513 8,555 USD 11,539 Sanofi-Aventis, ADR 425,705 799,720 EUR 86,838 France Telecom SA 1,546,649 1,409,750 EUR 8,367 Schneider Electric SA 709,336 1,263,551 EUR 1,792 Gaztransport Et Technigaz SA 87,192 186,691 EUR 13,851 SCOR SE 555,334 519,341 EUR 52,861 GDF Suez SA 1,487,478 890,020 EUR 1,346 SEB SA 110,637 303,119 EUR 1,470 GL Events 43,430 27,755 EUR 340 Seche Environnement SA 15,517 16,976 EUR 357 Groupe Crit 31,166 28,666 EUR 2,626 Sechilienne-Sidec 94,298 147,373 EUR 14,974 Groupe Eurotunnel SA 190,255 293,970 EUR 25,596 SES SA 676,348 237,439 EUR 1,603 Groupe Fnac 141,168 90,383 EUR 2,188 Societe BIC SA 238,585 151,252 EUR 441 GROUPE OPEN 17,874 6,557 Societe des Bains de Mer et du Cercle EUR 676 Guerbet 26,973 34,692 EUR 837 des Etrangers a Monaco 57,625 66,320 EUR 876 Haulotte Group SA 19,066 6,740 EUR 32,392 Societe Generale 1,718,804 735,260 EUR 172 ID Logistics Group 33,104 45,327 EUR 820 Societe Pour l’Informatique Industrielle 33,613 25,740 EUR 1,698 Iliad SA 335,177 450,002 EUR 9,730 Societe Television Francaise 1 93,806 71,675 EUR 3,654 Imerys SA 284,221 170,332 EUR 3,515 Sodexho Alliance SA 363,404 323,579 EUR 1,320 IMS-Intl Metal Service 49,517 23,605 EUR 633 SOITEC 65,158 95,731 EUR 4,114 Ingenico 189,741 897,399 EUR 14,653 Solocal Group 19,307 3,596 EUR 1,620 Ipsen SA 119,771 186,572 EUR 1,335 Somfy SA 59,636 183,237

The accompanying notes are an integral part of these financial statements 175 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 1,538 Sopra Group SA 189,669 258,306 EUR 2,380 Comdirect Bank AG 23,249 49,413 EUR 9,333 SPIE SA 247,581 190,389 EUR 70,340 Commerzbank AG 954,711 425,605 EUR 484 STEF-TFE 31,028 53,449 EUR 1,161 CompuGroup Medical SE & Co. KgaA 44,288 124,048 EUR 21,530 STMicroelectronics NV 186,748 796,742 EUR 4,661 Continental AG 870,845 622,096 EUR 4,206 Suez Environnement SA 70,500 67,114 EUR 1,745 Corestate Capital Holding SA 89,066 48,171 EUR 384 Sword Group 13,821 16,742 EUR 12,923 Covestro AG 862,845 668,235 EUR 493 Synergie SA 8,274 17,046 EUR 5,779 CropEnergies AG 40,276 78,954 EUR 3,812 Tarkett SA 156,762 60,437 EUR 2,991 CTS Eventim AG 110,748 169,555 EUR 1,374 Technicolor SA 40,471 5,797 EUR 43,294 Daimler AG 3,712,090 2,391,249 EUR 1,234 Teleperformance 43,758 426,666 EUR 539 Delivery Hero SE 28,563 75,200 EUR 1,216 Thales SA 131,472 133,613 EUR 73,518 Deutsche Bank AG, Registered Shares 1,517,463 952,185 EUR 694 Thermador Groupe 46,128 55,327 EUR 1,677 Deutsche Beteiligungs AG 66,296 77,309 EUR 63 Total Gabon 13,714 9,943 EUR 3,750 Deutsche Euroshop AG 150,499 71,946 EUR 82,262 Total SA 5,391,608 4,306,191 EUR 28,192 Deutsche Lufthansa AG 683,735 383,981 EUR 971 Trigano SA 21,754 138,719 EUR 14,277 Deutsche Pfandbriefbank AG 250,201 141,820 EUR 2,082 Ubisoft Entertainment SA 25,307 234,067 EUR 4,112 Deutsche Post AG 67,788 204,988 EUR 17,139 Valeo SA 484,436 613,704 Deutsche Telekom AG, EUR 50,395 Registered Shares 927,917 1,147,980 EUR 235 Vetoquinol SA 18,265 21,978 EUR 18,584 Deutz AG 157,754 118,726 EUR 3,069 Viel et Compagnie 14,989 23,849 EUR 5,065 Dialog Semiconductor PLC 191,343 314,306 EUR 596 Vilmorin Clause & Cie 57,827 42,808 EUR 1,041 DIC Asset AG 11,116 18,987 EUR 7,643 VInc.i SA 548,566 962,116 EUR 416 Dr Hoenle AG 54,021 30,646 EUR 368 Virbac SA 77,193 109,510 EUR 1,096 Draegerwerk AG & Co., KGaA 92,153 121,761 EUR 12,325 Vivendi SA 333,566 432,364 Draegerwerk AG & Co., EUR 2,171 Worldline SA 104,469 256,980 EUR 515 KGaA, Preferred 47,591 46,941 47,273,403 45,034,575 6.14 EUR 2,953 Drillisch AG 97,023 104,437 EUR 5,611 Duerr AG 286,428 198,842 Germany EUR 10,652 E.ON AG 173,259 163,234 EUR 7,001 Aareal Bank AG 292,213 185,686 EUR 516 Eckert & Ziegler AG 26,428 117,322 EUR 804 ADO Properties SA 53,398 29,772 EUR 958 EDAG Engineering Group AG 25,166 9,507 EUR 9,176 ADVA AG Optical Networking 76,898 82,553 EUR 417 Elmos Semiconductor AG 7,414 13,786 EUR 4,484 AIXTRON SE 53,171 25,518 EUR 4,450 ElringKlinger AG 145,296 36,112 EUR 367 Allgeier SE 13,502 18,653 EUR 7,171 Evonik Industries AG 319,718 247,961 EUR 10,841 Allianz SE 2,082,585 3,007,480 EUR 1,342 Fielmann AG 53,969 122,919 USD 1,161 Allianz SE, ADR 28,423 32,343 Fraport AG Frankfurt Airport EUR 191 Amadeus Fire AG 22,749 32,188 EUR 3,018 Services Worldwide 205,022 179,480 EUR 8,949 Aroundtown SA 58,267 69,637 EUR 14,927 Freenet AG 395,233 325,434 EUR 15,675 BASF SE 1,584,477 1,195,313 Fresenius Medical Care AG & EUR 1,534 Bauer AG 41,869 22,743 EUR 6,147 Co KGaA 558,742 717,939 EUR 17,713 Bayer AG 2,053,632 1,782,474 EUR 13,547 Fresenius SE 836,865 914,112 EUR 18,297 Bayerische Motoren Werke AG 2,010,487 1,585,814 EUR 1,914 Fuchs Petrolub AG 97,140 87,507 Bayerische Motoren Werke EUR 3,767 Fuchs Petrolub SE 223,760 205,556 EUR 3,418 AG, Preferred 332,541 225,413 EUR 7,078 GEA Group AG 263,042 304,978 EUR 2,100 BayWa AG 97,598 92,173 EUR 2,763 Gerresheimer AG 143,009 346,657 EUR 1,617 Bechtle AG 198,787 389,089 EUR 996 Gesco AG 19,894 23,210 EUR 1,072 Befesa SA 56,477 56,754 EUR 1,395 GFT Technologies AG 21,464 23,022 EUR 1,038 Beiersdorf AG 159,129 160,246 EUR 1,279 Gildemeister AG 27,319 79,145 EUR 548 Bertrandt AG 85,313 29,380 EUR 1,593 Grand City Properties SA 53,231 50,019 EUR 342 Bijou Brigitte AG 29,939 14,918 EUR 2,154 Hamburger Hafen und Logistik AG 57,424 49,662 EUR 4,018 Bilfinger Berger SE 275,427 104,492 EUR 1,505 Hannover Rueck SE 248,952 353,115 EUR 1,452 Biotest AG, Preferred 28,308 44,996 EUR 2,147 Hapag-Lloyd AG 102,460 170,641 Borussia Dortmund GmbH & EUR 5,289 HeidelbergCement AG 642,800 384,379 EUR 7,088 Co KGaA 47,125 62,381 EUR 31,423 Heidelberger Druckmaschinen AG 134,549 27,557 EUR 6,642 Brenntag AG 404,247 478,095 EUR 4,405 Hella KGaA Hueck & Co., 240,172 245,662 EUR 2,254 Cancom SE 58,611 163,127 EUR 1,722 HelloFresh SE 113,297 125,061 EUR 1,226 Carl Zeiss Meditec AG 41,490 162,069 EUR 853 Henkel AG & Co KGaA 106,557 96,882 EUR 9,560 CECONOMY AG 76,002 45,284 EUR 1,270 Henkel AG & Co. KGaA, Preferred 176,422 160,854 EUR 798 Cenit AG 22,705 11,651 EUR 2,661 Highlight Communications AG 21,829 15,885 EUR 512 CENTROTEC Sustainable AG 10,838 10,902 EUR 609 Hochtief AG 49,057 73,567 EUR 508 Cewe Stiftung & Co KGAA 30,549 76,262 EUR 3,576 HolidayCheck Group AG 14,972 8,041

The accompanying notes are an integral part of these financial statements 176 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 810 Hornbach Baumarkt AG 38,610 35,451 EUR 1,149 Siltronic AG 68,071 159,958 EUR 541 Hornbach Holding AG & Co KGaA 52,428 60,894 EUR 1,458 Sixt AG 24,122 151,976 EUR 4,976 Hugo Boss AG 467,857 204,730 EUR 1,020 Sixt Leasing SE 26,384 28,136 EUR 89 Hypoport AG 44,772 53,748 EUR 1,800 Sixt SE 78,467 127,274 EUR 1,544 Indus Holding AG 54,266 70,784 EUR 587 SMA Solar Technology AG 14,603 24,718 EUR 20,518 Infineon Technologies AG 324,229 652,714 EUR 1,946 Software AG 92,682 106,707 EUR 2,011 Jenoptik AG 90,695 63,782 EUR 1,308 Stabilus SA 106,677 93,201 EUR 5,157 Jungheinrich AG 159,752 164,611 EUR 108 Sto AG 17,764 16,647 EUR 18,922 K+S AG 598,283 162,831 EUR 286 STRATEC Biomedical AG 31,977 38,045 EUR 6,251 KION Group AG 379,767 522,508 EUR 1,746 Stroeer Media SE 77,140 159,958 EUR 10,723 Kloeckner & Co SE 179,728 79,786 EUR 9,068 Suedzucker AG 203,500 194,296 EUR 1,471 Koenig & Bauer AG 63,683 44,730 EUR 1,610 Surteco SE 65,003 49,160 EUR 845 Krones AG 50,927 73,677 EUR 2,546 Suss Microtec AG 27,169 56,158 EUR 355 KWS Saat AG 24,270 36,140 EUR 1,832 Symrise AG 42,137 290,614 EUR 9,045 Lanxess AG 590,858 649,363 EUR 2,761 TAG Immobilien AG 71,362 89,526 EUR 695 LEG Immobilien AG 69,970 119,674 EUR 2,341 Takkt AG 50,586 32,546 EUR 376 Leifheit AG 25,910 14,190 EUR 3,687 Talanx AG 155,289 186,026 EUR 4,442 Leoni AG 159,338 45,314 EUR 418 Technotrans 18,768 10,538 EUR 414 LPKF Laser & Electronics AG 9,267 12,197 EUR 9,837 Tele Columbus AG 54,730 46,479 EUR 104 Manz AG 8,657 2,793 EUR 95,522 Telefonica Deutschland Holding AG 480,031 382,455 EUR 904 Merck KGaA 104,472 142,914 EUR 4,667 ThyssenKrupp AG 111,101 45,203 Metro Wholesale & Food EUR 5,272 Uniper SE 120,781 230,960 EUR 13,636 Specialist AG 362,830 175,686 EUR 8,358 United Internet AG, Registered Shares 536,781 482,096 EUR 4,739 MLP AG 31,689 39,508 EUR 6,318 VERBIO Vereinigte BioEnergie AG 51,004 89,802 EUR 1,438 MTU Aero Engines Holdings AG 132,101 339,886 EUR 1,411 Villeroy & Boch AG 29,109 24,230 EUR 2,883 Muenchener Rueckversicherungs AG 635,809 1,019,183 EUR 1,971 Volkswagen AG 376,573 432,036 EUR 2,064 Nemetschek AG 20,529 192,539 EUR 10,659 Volkswagen AG, Preferred 2,695,431 2,199,557 EUR 140 New Work SE 18,539 58,621 EUR 615 Vossloh AG 58,156 36,620 EUR 368 Nexus AG 14,518 21,962 EUR 1,621 Wacker Chemie AG 175,254 151,317 EUR 5,223 Norddeutsche Affinerie AG 333,768 438,345 EUR 4,633 Wacker Neuson SE 109,552 95,232 EUR 7,498 Nordex SE 125,760 101,692 EUR 282 Washtec AG 24,054 15,777 EUR 3,208 NORMA Group AG 262,845 116,576 EUR 2,644 Wuestenrot & Wuerttembergische AG 85,910 61,167 EUR 350 OHB SE 16,141 22,355 EUR 1,559 Zeal Network SE 82,077 76,168 EUR 4,846 OSRAM Licht AG 275,857 301,529 43,849,406 42,690,333 5.82 EUR 5,247 Patrizia Immobilien AG 93,188 172,787 EUR 522 Pfeiffer Vacuum Technology AG 41,539 130,861 Great Britain EUR 6,330 PNE AG 21,267 48,244 GBP 27,382 3i Group PLC 307,005 382,778 EUR 5,815 Porsche AG 551,226 457,239 GBP 235 4imprint Group PLC 13,369 9,727 EUR 8,779 ProSiebenSat.1 Media AG 267,007 142,428 GBP 17,109 888 Holdings PLC 58,198 50,236 EUR 2,370 Puma SE 174,623 249,471 GBP 6,747 A.G.BARR PLC 33,921 51,261 EUR 2,233 QIAGEN NV 101,223 130,686 GBP 24,989 AA PLC 55,385 9,593 EUR 5,103 QSC AG 16,621 10,434 GBP 4,774 Admiral Group PLC 122,088 183,799 EUR 203 Rational AG 70,768 154,440 GBP 55,728 Afren PLC 124,521 – EUR 4,248 Rheinmetall AG 273,324 501,147 GBP 27,632 Aggreko PLC 538,556 206,302 EUR 1,872 Rhoen Klinikum AG 62,849 51,861 GBP 4,266 AJ Bell PLC 27,517 27,828 EUR 3,647 RIB Software SE 72,779 161,299 GBP 36,979 Anglo American PLC 929,016 1,157,331 EUR 7,373 Rocket Internet AG 303,958 215,662 GBP 19,686 Anglo Pacific Group PLC 49,916 44,467 EUR 1,418 RTL Group SA 124,972 61,762 GBP 1,450 Anglo-Eastern Plantations PLC 14,323 12,072 EUR 19,292 RWE AG 572,962 916,870 GBP 19,148 Antofagasta PLC 238,885 300,879 EUR 5,567 S&T AG 163,703 194,458 GBP 18,339 Ashmore Group PLC 120,315 128,555 EUR 5,312 SAF-Holland SA 73,929 42,562 GBP 21,308 Ashtead Group PLC 54,793 975,819 EUR 4,707 Salzgitter AG 198,071 89,918 GBP 3,565 ASOS PLC 199,793 205,705 EUR 367 SAP SE 66,867 69,649 GBP 7,866 Associated British Foods PLC 279,671 252,493 EUR 1,182 Sartorius AG 107,742 529,626 GBP 18,612 Auto Trader Group PLC 125,964 164,511 EUR 4,232 Schaeffler AG 86,632 43,121 GBP 20,344 Avast PLC 169,765 180,514 EUR 601 Schaltbau Holding AG 33,556 23,323 GBP 1,508 Aveva Group PLC 52,697 103,803 EUR 1,871 Scout24 Holding GmbH 127,428 196,521 GBP 143,863 Aviva PLC 1,440,859 661,972 EUR 527 Shop Apotheke Europe NV 43,072 85,586 GBP 784 Avon Rubber PLC 17,632 42,108 EUR 8,251 Siemens AG 1,140,502 1,321,089 GBP 55,768 B&M European Value Retail SA 293,760 372,678

The accompanying notes are an integral part of these financial statements 177 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

GBP 46,383 Babcock International Group PLC 579,057 241,333 GBP 16,620 Devro PLC 71,510 42,062 GBP 29,550 BAE Systems PLC 193,906 239,878 GBP 11,390 DFS Furniture Ltd. 42,018 31,740 GBP 41,117 Balfour Beatty PLC 201,613 179,711 GBP 1,815 Dialight PLC 15,981 10,178 GBP 3,410 Bank of Georgia Group PLC 94,986 61,730 GBP 2,457 Dignity PLC 31,616 10,218 GBP 148,882 Barclays PLC 626,157 285,153 GBP 9,963 Diploma PLC 30,849 300,687 USD 28,519 Barclays PLC, ADR 306,232 219,142 GBP 88,356 Direct Line Insurance Group PLC 600,181 402,205 GBP 25,734 Barratt Developments PLC 215,347 214,724 GBP 2,386 DiscoverIE Group PLC 14,884 20,560 GBP 37,640 Beazley PLC 229,835 259,059 GBP 95,713 Dixons Carphone PLC 377,489 144,414 GBP 11,540 Bellway PLC 359,881 493,441 GBP 20,637 Dominos Pizza Group PLC 66,407 107,540 GBP 7,436 Berkeley Group Holdings PLC 253,930 519,899 GBP 53,845 Drax Group PLC 365,240 233,294 USD 19,538 BHP Billiton PLC, ADR 1,090,998 1,091,501 GBP 54,517 DS Smith PLC 203,799 300,450 GBP 15,513 Biffa PLC 54,750 52,623 GBP 1,940 Dunelm Group PLC 34,771 38,801 GBP 5,780 Bloomsbury Publishing PLC 21,649 19,409 GBP 17,427 EasyJet PLC 212,663 199,735 GBP 19,277 Bodycote International PLC 117,685 202,906 GBP 40,753 Electrocomponents PLC 184,162 460,555 GBP 7,811 boohoo Group PLC 54,407 54,303 GBP 71,312 Elementis PLC 304,534 77,278 GBP 1,918 EMIS Group PLC 34,578 34,739 GBP 3,115 Boot (Henry) Plc 10,707 13,251 GBP 220,030 Enquest PLC 129,175 54,179 GBP 30,226 Bovis Homes Group PLC 485,932 361,444 GBP 11,273 Equiniti Group PLC 42,011 27,645 GBP 600,411 BP PLC 4,316,158 3,122,746 GBP 9,306 Euromoney Institutional Investor PLC 200,942 123,231 USD 48,105 BP PLC, ADR 2,311,485 1,522,976 GBP 7,230 Evraz PLC 17,281 34,777 GBP 2,611 Braemar Shipping Services PLC 13,477 5,304 GBP 1,975 FDM Group Holdings PLC 24,237 30,133 GBP 26,744 Brewin Dolphin Holdings PLC 105,328 117,010 GBP 4,955 Ferguson PLC 160,725 550,035 GBP 36,585 British American Tobacco PLC 2,445,817 1,904,896 GBP 41,300 Ferrexpo PLC 187,831 120,414 GBP 20,695 Britvic PLC 283,291 267,552 GBP 2,276 Fevertree Drinks PLC 80,270 78,327 GBP 557,301 BT Group PLC 1,739,361 1,070,008 GBP 20,825 Filtrona PLC 115,858 102,207 GBP 2,335 Bunzl PLC 25,677 85,029 GBP 2,229 Findel PLC 9,231 8,327 GBP 8,757 Burberry Group PLC 167,833 234,918 GBP 200,325 Firstgroup PLC 448,914 170,396 GBP 34,654 C&C Group PLC 174,423 134,108 GBP 22,844 Foxtons Group plc 21,002 14,790 GBP 81,223 Cairn Energy PLC 360,729 160,471 GBP 4,245 Fresnillo PLC 66,294 60,218 GBP 15,107 Capita PLC 41,039 11,219 GBP 870 Fuller Smith & Turner 11,860 11,236 GBP 21,442 Card Factory PLC 87,157 18,181 GBP 20,794 Galliford Try Holdings PLC 33,823 41,275 GBP 5,022 Caretech Holdings PLC 29,330 36,632 GBP 627 Games Workshop Group PLC 72,834 84,581 GBP 738 Carnival PLC 57,789 12,256 GBP 1,257 Gamma Communications PLC 26,535 27,306 USD 1,523 Carnival PLC, ADR 86,858 26,011 GBP 17,438 Gem Diamonds Ltd. 44,609 7,664 GBP 8,800 Carr’s Group PLC 23,818 16,201 GBP 12,421 Genel Energy Plc 47,087 27,085 GBP 129,570 Centamin PLC 156,235 401,531 GBP 2,723 Genus PLC 69,778 161,826 GBP 365,459 Centrica PLC 817,141 235,744 GBP 2,849 Georgia Capital PLC 38,617 22,130 GBP 22,124 Chemring Group PLC 68,574 89,481 GBP 8,960 GlaxoSmithKline PLC 251,839 245,711 GBP 8,932 Chesnara PLC 47,258 43,776 USD 4,158 GlaxoSmithKline PLC, ADR 215,179 230,257 GBP 91,610 Cineworld Group PLC 331,344 93,365 GBP 28,160 Glencore Xstrata PLC 358,333 350,412 GBP 9,750 Circassia Pharmaceuticals Plc 13,820 4,029 GBP 442,905 Go-Ahead Group PLC 2,062,509 1,280,864 GBP 1,534 Clarkson PLC 76,163 57,995 GBP 5,512 Gocompare.Com Group PLC 170,786 77,624 GBP 17,449 Close Brothers Group PLC 337,084 324,312 GBP 20,211 Grafton Group PLC 26,902 32,822 GBP 1,930 CLS Holdings PLC 6,952 6,026 GBP 17,875 Grainger Trust PLC 138,333 198,442 GBP 68,499 Coats Group PLC 67,890 64,725 GBP 39,674 Greencore Group PLC. 138,269 191,123 GBP 11,102 Coca-Cola HBC AG 264,948 377,300 GBP 79,222 Greene King PLC 229,232 167,310 GBP 4,933 Computacenter PLC 53,288 135,732 GBP 7,517 Group 4 Securicor PLC 91,255 204,673 GBP 8,374 ContourGlobal PLC 27,084 26,716 GBP 11,087 Gulf Keystone Petroleum Ltd. 26,763 16,643 GBP 26,033 ConvaTec Group PLC 91,144 85,355 GBP 103,629 Gulf Marine Services PLC 455,336 199,030 GBP 7,526 Costain Group PLC 52,864 9,036 GBP 3,565 Gym Group PLC 17,913 9,136 GBP 12,780 Countryside Properties PLC 69,676 71,047 GBP 20,735 Halfords Group PLC 155,322 53,171 GBP 3,739 Cranswick PLC 70,112 227,377 GBP 8,939 Halma PLC 59,389 345,745 GBP 38,440 Crest Nicholson Holdings plc 337,355 127,569 GBP 1,419 Hargreaves Lansdown PLC 7,100 38,849 GBP 4,029 Croda International PLC 123,109 355,266 GBP 3,442 Hargreaves Services PLC 18,135 11,716 GBP 4,205 CVS Group PLC 71,160 72,976 GBP 21,839 Hastings Group Holdings PLC 70,647 70,794 GBP 88,681 CYBG PLC 354,570 136,811 GBP 108,655 Hays PLC 250,473 218,431 GBP 7,435 Daily Mail & General Trust PLC 144,599 86,230 GBP 6,795 Headlam Group PLC 38,020 32,370 GBP 1,268 Dart Group PLC 17,642 17,886 GBP 15,223 Helical Bar PLC 88,632 79,584 GBP 1,605 DCC PLC 42,899 181,819 GBP 8,765 Highland Gold Mining Ltd. 30,209 34,439 GBP 15,537 Development Securities PLC 58,985 20,556 GBP 5,744 Hikma Pharmaceuticals PLC 112,330 213,987

The accompanying notes are an integral part of these financial statements 178 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

GBP 6,033 Hill & Smith Holdings PLC 76,523 126,240 GBP 48,271 Meggitt PLC 308,616 238,693 GBP 3,671 Hilton Food Group PLC 77,084 77,978 GBP 186,573 Melrose Industries PLC 649,791 357,025 GBP 20,810 Hiscox Ltd. 242,131 275,756 GBP 18,262 Michael Page International PLC 130,266 116,420 GBP 20,531 Hochschild Mining PLC 51,645 67,354 GBP 7,063 Micro Focus International PLC 170,146 51,156 GBP 17,831 HomeServe PLC 125,264 391,359 USD 1,327 Micro Focus International PLC, ADR 40,972 9,872 GBP 45,935 Howden Joinery Group PLC 274,416 426,936 GBP 19,149 Mitchells & Butlers PLC 83,803 60,536 USD 111,678 HSBC Holdings PLC, ADR 6,742,023 3,537,175 GBP 40,315 Mitie Group PLC 192,993 56,533 GBP 32,766 Hunting PLC 284,598 116,374 ZAR 8,937 MONDI ORD EUR0.20 211,879 227,685 GBP 18,243 Hyve Group PLC 89,468 30,523 GBP 15,225 Mondi PLC 235,172 386,621 GBP 15,151 Ibstock PLC 64,213 45,765 GBP 23,687 Moneysupermarket.com Group PLC 109,070 128,996 GBP 27,032 IG Group Holdings PLC 218,929 370,586 GBP 20,245 Morgan Crucible Co., PLC 63,686 82,204 GBP 20,576 IMI PLC 305,138 318,691 GBP 2,820 Morgan Shindall PLC 58,296 58,309 GBP 19,259 Imperial Tobacco Group PLC 573,994 497,732 GBP 63,428 National Express Group PLC 311,295 200,425 GBP 44,290 Inc.hcape PLC 371,251 365,410 GBP 3,264 NCC Group PLC 14,009 9,810 GBP 19,327 Informa PLC 265,788 151,703 GBP 1,504 Next PLC 68,068 123,622 GBP 4,850 IntegraFin Holdings PLC 38,713 37,333 GBP 22,336 Ninety One PLC 75,845 77,884 GBP 9,239 Intermediate Capital Group PLC 70,384 200,106 GBP 14,000 Non-Standard Finance PLC 14,246 1,581 International Consolidated Airlines GBP 3,458 Norcros PLC 14,109 8,905 GBP 35,046 Group SA 197,892 131,229 GBP 20,818 Northgate PLC 135,344 58,108 GBP 23,516 International Personal Finance PLC 94,901 20,677 GBP 3,454 Ocado Group PLC 20,949 117,840 GBP 2,892 Intertek Group PLC 160,532 264,432 GBP 5,888 On the Beach Group PLC 42,989 29,122 GBP 44,673 Investec PLC 307,200 121,695 GBP 19,876 OneSavings Bank PLC 137,534 88,703 GBP 23,248 IP Group PLC 54,345 25,116 GBP 2,686 Oxford Instruments PLC 10,653 64,804 GBP 58,935 ITV PLC 98,588 73,948 GBP 32,848 Paragon Group of Companies PLC 219,000 193,711 GBP 54,658 IWG PLC 205,886 243,928 GBP 2,597 PayPoint PLC 52,897 26,178 GBP 113,811 J. Sainsbury PLC 599,335 399,864 GBP 11,949 Pearson PLC 165,782 115,481 GBP 2,337 Jackpotjoy PLC 33,048 33,666 USD 20,132 Pearson PLC, ADR 269,984 197,606 GBP 4,010 James Fisher & Sons PLC 30,371 92,347 GBP 150,044 Pendragon PLC 91,407 22,588 GBP 29,180 JD Sports Fashion PLC 100,370 304,901 GBP 7,125 Pennon Group PLC 84,085 133,947 GBP 6,296 John Laing Group PLC 30,658 37,025 GBP 17,324 Persimmon PLC 352,869 665,625 GBP 6,838 John Menzies PLC 54,622 14,269 GBP 17,978 Petrofac Ltd. 318,566 53,982 GBP 86,666 John Wood Group PLC 903,283 282,117 GBP 348,222 Petropavlovsk PLC 41,618 146,453 GBP 11,264 Johnson Matthey PLC 516,726 398,263 GBP 37,613 Pets at Home Group Plc 133,262 151,072 GBP 34,662 Jupiter Fund Management PLC 272,149 149,209 GBP 41,441 Phoenix Group Holdings PLC 402,112 449,572 GBP 861 Just Eat Takeaway.com NV 76,203 121,887 GBP 9,021 Photo-Me International PLC 27,680 8,323 GBP 72,097 Just Retirement Group PLC 133,191 63,832 GBP 30,001 Playtech Plc 315,045 142,309 GBP 1,011 Kainos Group PLC 13,686 12,738 GBP 6,715 Plus500 Ltd. 90,537 148,693 GBP 25,136 Kazakhmys PLC 183,817 210,236 GBP 13,282 Polypipe Group PLC 91,504 96,449 GBP 7,151 Keller Group PLC 117,476 76,044 GBP 86,063 Premier Foods PLC 110,909 100,728 GBP 4,422 Kier Group PLC 62,611 7,251 GBP 134,713 Premier Oil 237,548 120,028 GBP 148,957 Kingfisher PLC 637,302 556,355 GBP 4,934 Provident Financial PLC 92,673 14,646 GBP 25,116 Lamprell PLC 57,363 8,419 USD 11,832 Prudential PLC, ADR 443,438 488,000 GBP 15,112 Lancashire Holdings Ltd. 147,365 205,730 GBP 27,154 PZ Cussons PLC 137,562 84,404 GBP 204,046 Legal & General Group PLC 727,060 755,204 GBP 39,996 QinetiQ PLC 123,412 200,005 GBP 1,054 Liontrust Asset Management PLC 17,288 23,077 GBP 116,008 Quilter PLC 259,457 271,036 GBP 1,137,090 Lloyds Banking Group PLC 1,184,732 595,502 GBP 9,568 Rank Group PLC 48,057 23,575 USD 340,889 Lloyds Banking Group PLC, ADR 1,598,093 694,190 GBP 2,881 Rathbone Brothers PLC 45,293 68,897 GBP 31,835 Lookers PLC 87,256 11,285 GBP 1,107 Reckitt Benckiser Group PLC 127,054 138,261 GBP 3,524 LSL Property Services PLC 15,966 11,810 GBP 27,565 Redrow PLC 194,265 199,575 GBP 188,199 M&G PLC 514,825 530,529 EUR 713 RELX PLC 11,116 22,426 GBP 145,497 Man Group PLC/Jersey 375,204 319,790 GBP 4,669 Renishaw PLC 188,877 315,294 GBP 114,688 Marks & Spencer Group PLC 792,986 190,930 GBP 34,305 Rentokil Initial PLC 85,953 294,485 GBP 12,773 Marshalls PLC 49,409 132,198 GBP 35,305 Restaurant Group PLC 167,822 33,589 GBP 94,559 Marston’s PLC 169,083 84,958 GBP 5,853 Ricardo PLC 25,847 41,185 GBP 11,742 Mcbride PLC 41,632 12,334 GBP 26,060 Rightmove PLC 26,291 239,146 GBP 7,945 McCarthy & Stone PLC 21,337 9,546 USD 20,502 Rio Tinto PLC, ADR 1,201,544 1,563,695 GBP 9,778 Mears Group PLC 57,119 26,170 GBP 6,889 RM PLC 21,399 27,496 GBP 26,869 Mediclinic International PLC 236,268 119,832 GBP 4,307 Robert Walters PLC 13,094 29,073 ZAR 10,906 Mediclinic International PLC 67,883 48,866 GBP 53,320 Rotork PLC 159,955 250,532

The accompanying notes are an integral part of these financial statements 179 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

GBP 14,868 Royal Bank of Scotland Group PLC 69,122 30,302 GBP 1,983 Trifast PLC 2,694 3,785 Royal Bank of Scotland Group GBP 39,202 Trinity Mirror PLC 113,149 51,078 USD 58,622 PLC, ADR 556,559 242,736 GBP 11,742 TT electronics PLC 17,460 32,510 USD 32,847 Royal Dutch Shell PLC, ADR-A 2,367,891 1,457,756 GBP 26,942 TUI AG 418,154 173,329 USD 37,888 Royal Dutch Shell PLC, ADR-B 2,735,462 1,566,257 GBP 29,028 Tullett Prebon PLC 143,277 171,157 GBP 72,713 Royal Dutch Shell PLC, Class A 2,274,991 1,580,551 GBP 174,665 Tullow Oil PLC 721,027 93,927 GBP 5,942 Royal Dutch Shell PLC, Class B 215,429 122,296 GBP 8,965 Tyman PLC 46,214 28,488 USD 72,713 Royal Dutch Shell PLC, Rights – – GBP 9,010 Ultra Electronics Holdings PLC 263,537 301,644 GBP 5,942 Royal Dutch Shell PLC, Rights – – GBP 67,433 Vectura Group PLC 131,346 109,648 GBP 79,308 Royal Mail PLC 629,413 242,665 GBP 21,084 Vesuvius PLC 146,950 137,338 GBP 19,901 RPS Group PLC 84,406 16,305 GBP 9,385 Victrex PLC 320,915 308,005 GBP 41,465 RSA Insurance Group PLC 398,782 285,091 GBP 980,985 Vodafone Group PLC 4,592,918 2,117,215 GBP 75,174 Saga PLC 145,941 19,597 USD 10,637 Vodafone Group PLC, ADR 581,639 230,187 GBP 14,180 Sage Group PLC 115,100 159,799 GBP 4,232 Volution Group PLC 16,408 13,289 GBP 12,085 Savills PLC 106,125 167,330 GBP 4,609 Weir Group PLC 130,839 82,227 GBP 13,155 Scapa Group PLC 40,086 21,889 GBP 6,833 Wetherspoon (JD) PLC 79,072 115,408 GBP 2,951 Schroders PLC 108,668 146,220 GBP 5,349 WH Smith PLC 72,792 98,865 GBP 1,134 Schroders PLC, Non-Voting Shares 52,478 39,553 GBP 6,205 Whitbread PLC 154,213 231,762 GBP 36,586 Scottish & Southern Energy PLC 969,586 841,052 GBP 74,883 William Hill PLC 325,208 143,629 GBP 4,377 SDL PLC 30,992 36,992 GBP 169,889 William Morrison Supermarkets PLC 642,630 543,329 GBP 560 Secure Trust Bank PLC 17,471 6,851 GBP 5,338 Wilmington Group PLC 13,697 11,098 GBP 42,259 Senior PLC 123,952 49,567 GBP 59,609 WPP PLC 1,042,480 630,917 GBP 1,149 Severfield-Rowen PLC 880 1,181 GBP 46,180 Yule Catto & Co., PLC 262,705 216,088 GBP 68,952 Shanks Group PLC 107,431 30,388 94,422,249 73,741,562 10.05 GBP 73,957 SIG PLC 165,256 38,116 GBP 18,489 SIG PLC, Rights – 156 Greece GBP 71,292 Signature Aviation PLC 281,332 276,689 EUR 2,151 Aegean Airlines SA 14,818 13,125 GBP 9,407 Smith & Nephew PLC 211,899 237,969 EUR 13,803 Alpha Bank AE 36,455 14,077 USD 3,750 Smith & Nephew PLC, ADR 75,906 194,070 EUR 2,225 Bank of Greece 118,848 43,022 GBP 10,168 Smiths Group PLC 216,753 241,321 EUR 417 Folli Follie Group 14,302 572 GBP 31,142 Soco International PLC 104,901 9,276 EUR 259 Fourlis Holdings SA 4,244 1,684 GBP 5,134 Softcat PLC 69,366 94,269 GEK Terna Holding Real Estate GBP 7,202 Spectris PLC 260,919 305,374 EUR 5,765 Construction SA 53,736 53,330 GBP 43,749 Speedy Hire PLC 19,426 41,975 Hellenic Exchanges - Athens Stock EUR 2,114 Exchange SA Holding 15,100 10,239 GBP 1,302 Spirax-Sarco Engineering PLC 35,863 217,608 Hellenic Technodomiki Tev SA, GBP 5,803 Spire Healthcare Group PLC 13,765 8,335 EUR 1,111 Registered Shares 10,121 1,830 GBP 28,651 Spirent Communications PLC 50,191 116,374 EUR 2,527 Jumbo SA 53,638 61,789 GBP 36,892 Sports Direct International PLC 170,876 189,782 Motor Oil Hellas Corinth GBP 29,559 SSP Group Plc 175,135 127,888 EUR 2,686 Refineries SA 18,595 50,372 GBP 24,490 St Ives PLC 32,315 25,336 Mytilineos Holdings SA, GBP 24,339 St Jamess Place PLC 394,320 388,530 EUR 7,732 Registered Shares 57,199 86,414 GBP 26,154 St. Modwen Properties PLC 141,105 152,511 EUR 10,501 National Bank of Greece SA 39,419 20,174 GBP 27,105 Stagecoach Group PLC 118,808 27,259 EUR 27,334 Piraeus Bank SA 123,533 65,921 GBP 94,634 Standard Chartered PLC 1,502,625 696,436 EUR 1,374 Sarantis SA 17,755 17,198 GBP 61,359 Standard Life Aberdeen PLC 316,034 276,034 EUR 2,039 Terna Energy SA 10,642 29,891 GBP 3,621 Sthree PLC 24,773 16,404 EUR 100 Titan Cement International Trading SA 3,014 1,628 GBP 25,366 Stobart Group Ltd. 39,366 14,638 591,419 471,266 0.06 GBP 3,382 Stobart Group Ltd., Rights – – GBP 11,532 Stock Spirits Group PLC 45,433 45,314 Hong Kong GBP 4,150 SuperGroup PLC 107,022 9,918 HKD 42,000 Aeon Credit Service Asia Co. Ltd. 42,168 40,250 GBP 24,757 TalkTalk Telecom Group PLC 47,842 35,698 HKD 75,400 AIA Group Ltd. 347,389 957,878 GBP 42,887 Tate & Lyle PLC 431,056 481,316 HKD 17,600 Allied Group Ltd. 43,656 145,167 GBP 253,353 Taylor Wimpey PLC 546,045 607,077 HKD 88,000 Allied Properties HK Ltd. 26,108 29,206 GBP 5,779 Telecom Plus PLC 95,242 138,884 HKD 68,000 Apollo Future Mobility Grp Ltd. 10,295 5,785 GBP 207,425 Tesco PLC 834,881 792,045 HKD 240,000 Applied Development Holdings Ltd. 28,339 6,602 GBP 20,984 Thomas Cook Group PLC 76,454 – HKD 76,000 Asia Standard International Group Ltd. 20,791 12,050 GBP 5,928 TI Fluid Systems PLC 20,662 18,496 HKD 17,300 ASM Pacific Technology Ltd. 224,768 248,206 GBP 5,530 Topps Tiles PLC 17,776 4,119 HKD 14,000 Associated International Hotels 34,002 36,286 GBP 21,356 Travis Perkins PLC 405,556 404,218 HKD 56,853 Bank of East Asia Ltd. 230,732 176,929

The accompanying notes are an integral part of these financial statements 180 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 17,400 BOC Aviation Ltd. 156,081 152,070 HKD 20,000 Harbour Centre Development Ltd. 18,189 29,135 HKD 127,500 BOC Hong Kong Holdings Ltd. 484,828 554,232 Henderson Land Development HKD 12,000 BOE Varitronix Ltd. 13,916 5,209 HKD 41,361 Co., Ltd. 231,146 214,147 Bright Smart Securities & HK Electric Investments & HK Electric HKD 62,000 Commodities Group Ltd. 25,300 16,641 HKD 17,500 Investments Ltd. 22,611 24,677 HKD 177,000 Brightoil Petroleum Holdings Ltd. 42,179 8,721 HKD 7,000 HKBN Ltd. 15,113 16,665 HKD 36,000 Cafe de Coral Holdings Ltd. 121,294 101,596 HKD 90,640 HKR International Ltd. 51,271 55,144 HKD 93,000 Cathay Pacific Airways Ltd. 197,147 122,070 HKD 183,000 HKT Trust & HKT Ltd. 301,436 364,581 Century City International HKD 20,000 Hon Kwok Land Investment Co., Ltd. 15,711 8,931 HKD 188,000 Holdings Ltd. 22,340 13,230 HKD 13,000 Hong Kong Ferry Holdings 19,025 13,375 HKD 170,000 China Star Entertainment Ltd. 17,359 50,778 HKD 44,057 Hongkong & Shanghai Hotels Ltd. 82,991 54,223 China Tonghai International HKD 52,000 Hongkong Chinese Ltd. 15,062 6,673 HKD 100,000 Financial Ltd. 17,177 5,122 HKD 156,000 Hsin Chong Construction Group Ltd. 23,086 1,793 HKD 43,000 Chinese Estates Holdings Ltd. 74,288 38,909 Hutchison Telecommunications Hong HKD 20,000 Chong Hing Bank Ltd. 47,105 33,414 HKD 220,000 Kong Holdings Ltd. 68,680 47,620 HKD 29,000 Chow Sang Sang Holdings 78,190 41,873 HKD 3,000 Hysan Development Co., Ltd. 13,361 13,148 HKD 45,200 Chow Tai Fook Jewellery Group Ltd. 56,786 58,767 HKD 50,966 I-CABLE Communications Ltd. 890 606 Chuangs Consortium HKD 31,000 IGG Inc. 33,104 34,612 HKD 56,000 International Ltd. 6,832 10,620 HKD 92,000 IT Ltd. 48,375 18,337 Citic Telecom International HKD 57,000 ITC Properties Group Ltd. 38,366 9,298 HKD 203,000 Holdings Ltd. 77,085 87,801 HKD 41,408 Johnson Electric Holdings Ltd. 162,278 99,981 HKD 51,000 CK Asset Holdings Ltd. 509,842 415,206 HKD 49,500 Kerry Logistics Network Ltd. 82,798 89,589 HKD 116,308 CK Hutchinson Holdings Ltd. 1,387,349 1,022,499 HKD 40,000 Kerry Properties Ltd. 159,553 141,063 HKD 10,000 CK Infrastructure Holdings Ltd. 107,584 70,178 HKD 100,000 Kingston Financial Group Ltd. 64,076 12,198 CK Life Sciences Intl., HKD 30,000 Kowloon Development Co., Ltd. 38,957 44,434 HKD 242,000 (Holdings) Inc. 22,655 39,575 HKD 19,886 Lai Sun Development Co. Ltd. 38,520 28,358 HKD 30,000 CNQC International Holdings Ltd. 14,810 3,599 HKD 11,452 Lai Sun Garment International Ltd. 12,235 15,979 HKD 1,188,000 Convoy Global Holdings Ltd. 49,265 6,513 Landing International HKD 19,653 Cross-Harbour Holdings Ltd. 35,862 37,865 HKD 194,400 Development Ltd. 90,151 8,550 HKD 500,000 CSI Properties Ltd. 24,782 21,357 HKD 135,000 Leyou Technologies Holdings Ltd. 35,376 60,508 HKD 1,264,000 CST Group Ltd. 21,638 4,843 HKD 26,500 Lifestyle International Holdings Ltd. 47,578 29,691 HKD 37,440 Dah Sing Banking Group Ltd. 55,026 46,643 HKD 28,000 Liu Chong Hing Investment 47,703 34,794 HKD 18,696 Dah Sing Financial Holdings Ltd. 112,478 71,453 HKD 31,750 LOccitane International SA 74,256 72,667 HKD 4,420 Dan Form Holdings Co., Ltd. 1,020 986 HKD 37,000 Luk Fook Holdings International Ltd. 126,563 109,207 HKD 29,000 Dickson Concepts International Ltd. 15,000 22,925 HKD 199,000 Macau Legend Development Ltd. 45,802 36,739 HKD 35,000 Emperor Entertainment Hotel Ltd. 10,631 6,409 HKD 238,400 Man Wah Holdings Ltd. 126,561 311,705 HKD 168,000 Emperor International Holdings 43,403 38,132 HKD 3,960,000 Mason Financial Holdings Ltd. 78,795 17,460 HKD 250,000 Emperor Watch & Jewellery Ltd. 14,739 5,359 HKD 94,000 Melco International Development 222,321 248,811 HKD 126,450 Esprit Holdings Ltd. 152,473 18,753 HKD 10,400 MGM China Holdings Ltd. 41,470 18,349 HKD 146,282 Far East Consortium 64,952 65,108 HKD 34,734 Midland Holdings Ltd. 14,149 4,887 HKD 693,000 FIH Mobile Ltd. 103,270 101,423 HKD 20,000 Miramar Hotel & Investment 23,483 48,439 HKD 196,000 First Pacific Co., Ltd. 179,048 51,052 HKD 16,318 MTR Corp. 72,255 115,214 HKD 96,000 First Shanghai Investments Ltd. 14,264 6,186 HKD 138,000 NagaCorp. Ltd. 133,633 218,553 HKD 72,000 Fountain SET Holdings Ltd. 13,909 12,368 HKD 58,762 New World Development Co., Ltd. 394,507 378,782 HKD 20,000 Galaxy Entertainment Group Ltd. 161,186 186,257 HKD 106,000 Newocean Energy Holdings Ltd. 20,527 13,591 HKD 180,000 Genting Hong Kong Ltd. 43,354 18,052 HKD 57,532 NWS Holdings Ltd. 108,206 67,940 HKD 1,279,000 Get Nice Holdings Ltd. 66,776 29,832 HKD 48,000 OP Financial Investments Ltd. 17,230 7,346 HKD 120,000 Giordano International Ltd. 35,866 24,773 HKD 48,000 Oriental Watch Holdings 24,041 16,695 HKD 98,000 Goodbaby International Holdings Ltd. 50,428 15,016 HKD 469,198 Oshidori International Holdings Ltd. 72,123 79,278 HKD 29,939 Great Eagle Holdings Ltd. 120,155 102,602 Pacific Andes International HKD 1,272,000 G-Resources Group Ltd. 16,856 8,495 HKD 318,000 Holdings Ltd. 12,785 1,526 HKD 1,000 Guoco Group Ltd. 18,978 19,485 HKD 729,000 Pacific Basin Shipping Ltd. 261,546 145,501 Guotai Junan International HKD 57,000 Pacific Textile Holdings Ltd. 78,357 37,509 HKD 298,800 Holdings Ltd. 75,796 53,234 HKD 36,000 Paliburg Holdings Ltd. 13,198 12,529 Haitong International HKD 317,000 PCCW Ltd. 211,485 246,065 HKD 355,739 Securities Group Ltd. 179,035 115,916 HKD 60,000 Peace Mark Holdings Ltd. – – HKD 75,000 Hang Lung Group Ltd. 395,089 238,280 HKD 52,000 Pico Far East Holdings Ltd. 21,116 10,782 HKD 74,000 Hang Lung Properties Ltd. 252,042 238,828 HKD 80,000 Playmates Holdings Ltd. 9,144 12,201 HKD 14,200 Hang Seng Bank Ltd. 333,093 324,686 HKD 113,000 Polytec Asset Holdings Ltd. 13,240 15,308 HKD 8,466 Hanison Construction Holdings Ltd. 1,533 1,558 HKD 14,200 Prada SpA 62,957 67,363

The accompanying notes are an integral part of these financial statements 181 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

HKD 28,000 Public Financial Holdings Ltd.. 15,575 10,475 India HKD 478,000 PYI Corp. Ltd. 14,990 5,682 INR 1,530 Aarti Industries 13,710 25,650 Regal Hotels International INR 2,694 ACC Ltd. 73,981 64,573 HKD 46,000 Holdings Ltd. 30,562 24,707 INR 17,726 Adani Enterprises Ltd. 23,983 50,390 Regina Miracle International INR 17,726 Adani Gas Ltd. 11,224 48,679 HKD 17,000 Holdings Ltd. 20,310 6,591 INR 13,489 Adani Green Energy Ltd. 5,640 87,380 HKD 116,213 SA SA International Holdings Ltd. 78,269 26,763 Adani Ports & Special Economic HKD 8,000 Safety Godown Co., Ltd. 25,206 14,172 INR 32,098 Zone Ltd. 124,589 197,916 HKD 181,500 Samsonite International SA 464,869 251,344 INR 104,953 Adani Power Ltd. 105,042 68,087 HKD 21,072 SEA Holdings Ltd. 19,604 20,953 INR 13,342 Adani Transmissions Ltd. 20,379 62,358 HKD 79,666 Shangri-La Asia Ltd. 136,361 93,456 INR 57,795 Aditya Birla Capital Ltd. 106,316 65,787 HKD 80,000 Shenyin Wanguo HK Ltd. 53,010 12,389 INR 20,560 Aditya Birla Fashion and Retail Ltd. 45,204 46,342 HKD 188,500 Shun Tak Holdings Ltd. 105,919 95,816 Aditya Birla Fashion and Retail HKD 178,000 Singamas Container Holdings Ltd. 39,239 15,919 INR 2,403 Ltd., Rights – 661 HKD 110,488 Sino Land Co., Ltd. 239,405 189,779 INR 1,964 AIA Engineering Ltd. 36,614 56,567 HKD 94,000 SITC International Co., Ltd. 75,948 136,643 INR 3,542 Ajanta Pharma Ltd. 68,911 90,227 HKD 131,000 SJM Holdings Ltd. 212,722 199,390 INR 2,612 Alembic Pharmaceuticals Ltd. 27,283 42,793 SmarTone Telecommunications INR 3,094 Allcargo Logistics Ltd. 12,369 4,388 HKD 42,500 Holding Ltd. 51,367 30,980 INR 3,339 Amara Raja Batteries Ltd. 23,602 39,010 HKD 6,000 Soundwill Holdings Ltd. 14,729 7,259 INR 18,977 Ambuja Cements Ltd. 62,078 66,019 HKD 38,000 Stella International Holdings Ltd. 123,481 52,910 INR 796 Apar Industries Ltd. 13,075 4,599 HKD 100,000 Summit Ascent Holdings Ltd. 31,675 10,062 INR 3,135 Apollo Hospitals Enterprise Ltd. 76,536 76,126 HKD 46,000 Sun Hung Kai & Co., Ltd. 29,540 24,582 INR 57,778 Apollo Tyres Ltd. 196,193 112,176 HKD 36,560 Sun Hung Kai Properties Ltd. 542,269 634,088 INR 76 Arti Surfactants Ltd. – 195 HKD 45,000 SUNeVision Holdings Ltd. 40,891 48,102 INR 2,000 Arvind Fashions Ltd. – 6,047 HKD 20,500 Swire Pacific Ltd., Class A 263,890 147,915 INR 680 Arvind Fashions Ltd., Rights – 764 HKD 57,500 Swire Pacific Ltd., Class B 142,793 74,721 INR 10,004 Arvind Ltd. 18,785 5,814 HKD 25,000 TAI Cheung Holdings 25,327 21,625 INR 1,843 Asahi India Glass Ltd. 13,581 5,857 HKD 46,000 Tao Heung Holdings Ltd. 16,061 8,088 HKD 24,500 Techtronic Industries Co., 88,977 329,107 INR 65,799 Ashok Leyland Ltd. 59,625 55,617 HKD 11,600 Television Broadcasts Ltd. 78,347 18,355 INR 4,887 Ashoka Buildcon Ltd. 13,605 5,449 HKD 94,000 TexwInc.a Holdings Ltd. 87,607 18,885 INR 912 Astral Polytechnik Ltd. 13,603 15,686 Town Health International Medical INR 1,269 Atul Ltd. 50,579 104,040 HKD 98,000 Group Ltd. 15,181 2,214 INR 22,601 Aurobindo Pharma Ltd. 218,939 313,412 HKD 50,000 Tradelink Electronic Commerce Ltd. 13,152 7,906 INR 2,910 Avanti Feeds Ltd. 27,204 26,389 HKD 23,023 Transport International Holdings Ltd. 77,184 60,748 INR 39,896 Axis Bank Ltd. 294,787 292,869 HKD 113,000 UNITED LABORATORIEHKD0.01 58,908 132,855 INR 2,240 Bajaj Auto Ltd. 125,220 113,707 HKD 28,000 Vitasoy International Holdings Ltd. 41,852 146,111 INR 469 Bajaj Finserv Ltd. 16,091 49,317 HKD 136,800 VST Holdings Ltd. 26,139 100,387 INR 1,859 Bajaj Holdings and Investment Ltd. 59,476 85,059 HKD 9,600 VTech Holdings Ltd. 121,763 78,513 INR 6,930 Balkrishna Industries Ltd. 50,095 157,862 HKD 491,000 WH Group Ltd. 517,068 576,059 INR 4,267 Balmer Lawrie And Comp Ltd. 13,718 8,419 HKD 80,000 Wharf Holdings Ltd. 291,552 222,232 INR 18,373 Balrampur Chini Mills Ltd. 51,374 44,540 HKD 26,000 Wheelock & Co., Ltd. 101,695 294,934 INR 5,862 Bandhan Bank Ltd. 67,780 33,922 HKD 6,000 Wing On Co International Ltd. 17,278 18,474 INR 31,991 Bank of Baroda 98,971 27,920 HKD 18,000 Wing Tai Properties Ltd. 15,657 12,348 INR 102,683 Bank of Maharashtra 23,272 20,342 Wonderful Sky Financial Group INR 82,933 Bharat Electronics Ltd. 110,122 132,452 HKD 84,000 Holdings Ltd. 31,211 10,274 INR 19,806 Bharat Forge Ltd. 129,813 113,667 HKD 208,000 Xinyi Glass Holdings Co., Ltd. 240,803 348,494 INR 67,343 Bharat Heavy Electricals Ltd. 172,669 43,326 HKD 24,816 YT Realty Group Ltd. 4,275 9,116 INR 50,030 Bharti Airtel Ltd. 304,385 504,206 HKD 78,000 Yue Yuen Industrial Holdings 235,012 161,410 INR 21,885 Bharti Infratel Ltd. 85,553 87,288 HKD 18,000 Yunfeng Financial Group Ltd. 14,388 10,290 INR 11,538 Biocon Ltd. 32,698 80,669 16,099,795 14,920,538 2.04 INR 1,942 Birla Corp. Ltd. 34,442 20,282

Hungary INR 123 Blue Dart Express Ltd. 14,273 4,507 Magyar Telekom INR 1,630 Blue Star Ltd. 23,074 14,694 HUF 29,632 Telecommunications PLC 68,400 48,865 INR 60 Bosch Ltd. 15,151 12,327 HUF 47,504 MOL Hungarian Oil & Gas PLC 461,200 381,284 INR 4,213 Brigade Enterprises Ltd. 15,868 10,357 HUF 2,477 OTP Bank PLC 74,473 118,220 INR 3,494 BSE Ltd. 57,783 27,863 Richter Gedeon Vegyeszeti Gyar INR 10,991 Cadila Healthcare Ltd. 45,568 69,786 HUF 5,868 Nyilvanosan Mukodo Rt 150,291 165,301 INR 2,525 Can Fin Homes Ltd. 19,817 15,342 754,364 713,670 0.10 INR 48,279 Canara Bank 252,459 87,475

The accompanying notes are an integral part of these financial statements 182 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

INR 1,676 Carborundum Universal Ltd. 12,902 8,419 INR 28,150 Granules India Ltd. 59,246 102,360 INR 522 Care Ratings Ltd. 12,769 3,947 INR 9,710 Grasim Industries Ltd. 167,849 108,232 INR 40,426 Castrol India Ltd. 157,573 91,341 INR 5,863 Great Eastern Shipping Co., Ltd. 44,123 22,352 INR 2,594 CCL Products India Ltd. 16,158 11,017 INR 1,214 Grindwell Norton Ltd. 12,765 10,628 INR 4,800 Ceat Ltd. 95,443 78,842 INR 1,006 Gujarat Alkalies & Chemicals Ltd. 12,807 6,023 INR 5,318 Century Plyboards India Ltd. 34,604 11,264 Gujarat Mineral Development INR 3,044 Century Textiles & Industries Ltd. 25,958 16,200 INR 14,111 Corp Ltd. 38,449 10,218 INR 1,632 CESC Ltd. 14,478 18,253 Gujarat Narmada Valley Fertilizers & INR 2,723 Chemicals Ltd. 14,433 7,517 Chambal Fertilizers and INR 13,382 Chemicals Ltd. 28,029 34,209 INR 13,843 Gujarat Pipavav Port Ltd. 33,618 18,762 INR 29,928 Chennai Super Kings Cricket Ltd. – 227 Gujarat State Fertilisers & INR 23,427 Chemicals Ltd. 50,298 22,577 Cholamandalam Investment and INR 8,220 Finance Co Ltd. 19,723 27,977 INR 9,567 Gujarat State Petronet Ltd. 24,192 37,917 INR 5,425 Havells India Ltd. 21,371 56,481 INR 16,162 Cipla Ltd. 159,445 185,988 INR 40,440 HCL Technologies Ltd. 381,385 404,975 INR 13,297 City Union Bank Ltd. 44,645 29,023 INR 22,280 HDFC Bank Ltd. 93,327 424,940 INR 1,972 Cochin Shipyard Ltd. 13,922 10,670 INR 1,549 HEG Ltd. 10,939 23,122 INR 6,046 Colgate-Palmolive India Ltd. 112,848 153,041 INR 4,710 HeidelbergCement India Ltd. 13,461 15,051 INR 2,400 Container Corp Of India Ltd. 15,547 18,008 INR 3,341 Hemisphere Properties India Ltd. – 1,822 INR 4,706 Coromandel International Ltd. 26,387 63,814 INR 5,275 Hero MotoCorp Ltd. 232,535 241,888 INR 1,910 CreditAccess Grameen Ltd. 14,515 17,836 INR 19,533 Hexaware Technologies Ltd. 88,771 117,133 Crompton Greaves Consumer INR 21,614 Electricals Ltd. 59,842 92,767 Himachal Futuristic INR 40,176 Communications Ltd. 13,536 11,488 INR 8,612 Cummins India Ltd. 132,058 60,860 INR 62,551 Hindalco Industries Ltd. 210,769 166,216 INR 158 Cyient Ltd. 1,618 786 INR 1,053 Hinduja Global Solutions Ltd. 16,168 12,401 INR 7,930 Dabur India Ltd. 32,241 66,462 INR 3,103 Hindustan Petroleum Corp Ltd. 15,926 12,120 INR 2,602 Dalmia Bharat Ltd. 40,662 31,575 INR 1,839 Hindustan Unilever Ltd. 51,278 72,145 INR 4,004 DCM Shriram Ltd. 27,083 22,869 INR 14,756 Housing Development Finance Corp. 240,886 465,583 INR 8,131 Delta Corp. Ltd. 39,323 12,660 INR 54,696 ICICI Bank Ltd. 322,388 346,025 INR 24,572 Development Credit Bank Ltd. 78,529 33,470 USD 6,876 ICICI Bank Ltd., ADR 50,362 86,721 INR 2,480 Dilip Buildcon Ltd. 28,251 12,184 INR 159,144 IDFC Bank Ltd. 167,072 73,675 INR 2,807 Dishman Carbogen Amcis Ltd. 13,523 6,179 INR 100,618 IFCI Ltd. 53,235 13,567 INR 3,025 Divis Laboratories Ltd. 68,077 123,980 INR 506 I-Flex Solutions Ltd. 24,535 26,077 INR 39,357 DLF Ltd. 166,522 104,826 INR 10,610 IIFL Securities Ltd. – 8,166 INR 3,044 Dr Reddys Laboratories Ltd. 86,800 216,359 INR 1,515 IIFL Wealth Management Ltd. – 27,839 INR 2,188 eClerx Services Ltd. 40,359 17,534 INR 38,812 India Cements Ltd. 74,857 89,655 INR 25,846 Edelweiss Financial Services Ltd. 32,437 29,068 INR 14,727 India InfoLine Ltd. 41,175 19,520 INR 189 Eicher Motors Ltd. 60,438 62,273 INR 24,841 Indiabulls Housing Finance Ltd. 249,775 92,436 INR 5,379 EID Parry India Ltd. 31,128 26,927 INR 33,401 Indiabulls Real Estate Ltd. 69,809 29,258 INR 4,394 EIH Ltd. 13,764 5,014 INR 25,013 Indian Bank 183,692 27,959 INR 9,128 Emami Ltd. 93,782 36,304 INR 10,945 Indian Hotels Co. Ltd. 29,687 15,737 INR 1,105 Endurance Technologies Ltd. 16,590 17,341 INR 62,419 Indian Overseas Bank 17,691 13,689 INR 10,202 Engineers India Ltd. 32,603 13,830 INR 3,103 IndusInd Bank Ltd. 71,050 26,531 INR 2,130 Eris Lifesciences Ltd. 17,899 17,527 INR 29,367 Infibeam Avenues Ltd. 26,391 31,405 INR 9,977 Escorts Ltd. 62,811 186,539 INR 33,004 Infosys Ltd. 344,491 435,342 INR 1,136 Essel Propack Ltd. 2,802 3,679 USD 18,648 Infosys Technologies Ltd., ADR 106,932 244,559 INR 40,523 Exide Industries Ltd. 135,954 107,809 Infrastructure Development Finance INR 133 FAG Bearings India Ltd. 13,570 8,516 INR 154,629 Co., Ltd. 148,530 50,992 INR 153,486 Federal Bank Ltd. 213,807 141,123 INR 2,100 Inox Fluorochemicals Ltd. – 13,533 INR 4,964 Finolex Cables Ltd. 39,631 25,502 INR 2,672 Inox Leisure Ltd. 14,923 10,918 INR 4,588 Finolex Industries Ltd. 45,766 41,117 INR 4,403 Ipca Laboratories Ltd. 73,795 132,614 INR 16,970 FIRSTSOURCE SOLUTIINR10 13,473 10,906 INR 5,383 IRB Infrastructure Developers Ltd. 27,002 8,603 INR 22,501 Fortis Healthcare Ltd. 82,117 49,248 INR 27,090 ITC Ltd. 88,187 94,918 INR 1,615 Future Lifestyle Fashions Ltd. 8,665 4,260 INR 5,017 Jagran Prakashan Ltd. 19,787 3,568 INR 76,600 GAIL India Ltd. 209,298 141,509 INR 526 Jindal Poly Films Ltd. 4,499 3,483 INR 5,684 Gateway Distriparks Ltd. 38,349 8,540 INR 24,954 Jindal Saw Ltd. 58,501 26,215 INR 2,486 GE T&D India Ltd. 13,620 3,373 INR 47,280 Jindal Steel & Power Ltd. 59,730 139,553 INR 193 Gillette India Ltd. 17,897 17,293 INR 806 JK Cements Ltd. 15,923 19,961 INR 11,508 Glenmark Pharmaceuticals Ltd. 88,025 93,200 INR 2,209 JK Lakshmi Cement Ltd. 13,781 10,062 INR 3,458 Godfrey Phillips India Ltd. 54,292 63,480 INR 5,791 JK Paper Ltd. 15,427 10,514

The accompanying notes are an integral part of these financial statements 183 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

INR 7,295 JK Tyre & Industries Ltd. 25,483 8,400 INR 16,226 Oil India Ltd. 54,281 27,455 INR 16,570 JM Financial Ltd. 27,281 20,738 INR 3,182 OMAXE Ltd. 14,074 8,088 Johnson Controls-Hitachi Air INR 4,757 Orient Cement Ltd. 13,458 6,130 INR 264 Conditioning India Ltd. 13,643 10,704 INR 202 Page Industries Ltd. 25,781 72,302 INR 58,162 JSW Energy Ltd. 83,548 49,566 INR 4,287 Persistent Systems Ltd. 54,985 48,866 INR 129,860 JSW Steel Ltd. 315,667 446,280 INR 35,068 Petronet LNG Ltd. 65,234 162,851 INR 1,478 Jubilant Foodworks Ltd. 17,437 45,899 INR 538 Pfizer Ltd. 18,879 38,328 INR 12,294 Jubilant Life Sciences Ltd. 128,227 145,642 INR 5,965 Phillips Carbon Black Ltd. 30,012 9,499 INR 4,359 Just Dial Ltd. 52,787 31,560 INR 2,793 Phoenix Mills Ltd. 30,619 29,414 INR 4,255 Kajaria Ceramics Ltd. 40,352 30,086 INR 7,402 PI Industries Ltd. 119,072 199,807 INR 2,462 Kalpataru Power Transmission Ltd. 14,427 9,600 INR 6,196 Piramal Enterprises Ltd. 230,516 151,325 INR 38,049 Karnataka Bank Ltd. 79,034 28,473 INR 2,333 PNB Housing Finance Ltd. 28,944 8,691 INR 28,880 Karur Vysya Bank Ltd. 50,421 17,582 INR 5,698 PNC Infratech Ltd. 14,743 14,750 INR 1,410 Kaveri Seed Co., Ltd. 14,202 14,601 INR 69,246 Power Finance Corp. Ltd. 189,094 104,689 INR 4,193 KEC International Ltd. 15,058 20,445 INR 9,433 Prestige Estates Projects Ltd. 36,072 35,546 INR 2,786 Kotak Mahindra Bank Ltd. 12,311 68,238 Procter & Gamble Hygiene & Health INR 20,010 KPIT Engineering Ltd. 20,142 22,794 INR 221 Care Ltd. 29,272 40,389 INR 20,010 KPIT Technologies Ltd. 43,638 32,109 INR 12,584 PTC India Ltd. 28,249 10,992 INR 533 KPR Mill Ltd. 6,958 4,676 INR 147,897 Punjab National Bank 273,807 92,551 INR 4,700 KRBL Ltd. 21,909 20,880 INR 1,067 PVR Ltd. 26,545 19,282 INR 73,527 L&T Finance Holdings Ltd. 122,233 87,073 INR 1,733 Quess Corp Ltd. 20,176 11,370 INR 662 L&T Technology Services Ltd. 14,389 15,274 INR 1,829 Radico Khaitan Ltd. 13,978 12,307 INR 1,248 Larsen & Toubro Infotech Ltd. 42,212 43,961 INR 7,948 Rain Industries Ltd. 33,764 10,872 INR 10,533 Larsen & Toubro Ltd. 115,320 179,375 INR 6,828 Rajesh Exports Ltd. 63,580 57,160 INR 1,757 Laurus Labs Ltd. 16,001 16,421 INR 8,145 Rallis India Ltd. 37,282 39,909 INR 21,889 LIC Housing Finance Ltd. 120,476 104,549 INR 16,301 Rashtriya Chemicals & Fert 27,550 13,631 INR 1,591 Linde India Ltd. 13,812 17,538 INR 900 Ratnamani Metals & Tubes Ltd. 15,858 17,064 INR 15,341 Lupin Ltd. 222,861 251,533 INR 3,440 Raymond Ltd./India 44,244 17,210 INR 4,339 Madras Cements Ltd. 41,098 49,479 INR 8,400 RBL Bank Ltd. 68,166 26,296 INR 10,601 Magma Fincorp Ltd. 34,565 5,153 INR 26,683 Redington India Ltd. 56,056 42,151 INR 1,795 Mahanagar Gas Ltd. 26,578 34,063 INR 61,205 Reliance Industries Ltd. 828,545 1,889,147 INR 189 Maharashtra Scooters Ltd. 10,647 8,498 USD 10,670 Reliance Industries Ltd., ADR 157,257 669,554 INR 1,449 Maharashtra Seamless Ltd. 13,237 5,701 INR 6,237 Repco Home Finance Ltd. 63,592 13,652 Mahindra & Mahindra Financial INR 88,093 Rural Electrification Corp. Ltd. 151,972 171,629 INR 33,100 Services Ltd. 216,641 99,821 INR 5,299 Sadbhav Engineering Ltd. 41,248 4,315 INR 28,793 Mahindra & Mahindra Ltd. 316,097 265,202 INR 1,101 Sanofi India Ltd. 93,463 155,854 INR 3,821 Mahindra CIE Automotive Ltd. 16,214 8,056 INR 114,229 Sesa Goa Ltd. 592,651 221,442 INR 1,541 Mahindra Lifespace Developers Ltd. 13,257 5,875 INR 8,632 Shipping Corporation of India Ltd. 14,085 8,844 INR 65,134 Manappuram Finance Ltd. 71,091 177,808 INR 1,920 Shriram City Union Finance Ltd. 45,058 23,052 INR 431 Maruti Suzuki India Ltd. 10,073 45,274 INR 10,141 Shriram Transport Finance Co., Ltd. 219,876 125,580 INR 21,662 Meghmani Organics Ltd. 49,049 20,070 INR 1,619 Simran Wind Project Ltd. 12,746 5,572 INR 2,210 Minda Industries Ltd. 14,102 10,922 INR 3,453 Sobha Ltd. 26,839 14,137 INR 2,332 Mindtree Ltd. 26,579 38,823 INR 1,429 Somany Ceramics Ltd. 15,660 3,050 INR 2,925 MOIL Ltd. 13,522 7,420 INR 1,766 Somany Home Innovation Ltd. – 2,483 INR 57,939 Motherson Sumi Systems Ltd. 104,417 98,930 INR 206,946 South Indian Bank Ltd. 76,291 30,057 INR 1,705 Motilal Oswal Financial Services Ltd. 22,165 18,171 INR 2,599 SRF Ltd. 41,161 168,644 INR 9,474 Mphasis Ltd. 104,580 149,992 INR 50,728 State Bank of India 255,673 163,070 INR 109 MRF Ltd. 84,224 132,130 INR 56,960 Steel Authority of India Ltd. 55,735 31,542 INR 18,217 Muthoot Finance Ltd. 89,929 355,945 INR 6,385 Sterlite Technologies Ltd. 32,145 12,658 INR 58,630 Nagarjuna Construction Co., Ltd. 81,592 30,806 INR 11,355 Strides ArcoLab Ltd. 125,956 83,272 INR 5,625 Narayana Hrudayalaya Ltd. 27,314 27,181 INR 21,215 Sun Pharmaceutical Industries Ltd. 203,578 180,716 INR 1,972 Natco Pharma Ltd. 27,864 22,493 INR 16,554 Sun TV Network Ltd. 126,384 120,597 INR 49,798 National Aluminium Co., Ltd. 41,301 28,706 INR 1,157 Sundaram Finance Holdings Ltd. 5,160 1,009 INR 4,885 Nava Bharat Ventures Ltd. 13,452 4,490 INR 1,157 Sundaram Finance Ltd. 26,651 30,210 INR 1,462 NESCO Ltd. 15,487 11,190 INR 1,220 Sundram Fasteners Ltd. 8,279 8,209 INR 5,824 NIIT Ltd. 11,744 9,934 INR 3,684 Sunteck Realty Ltd. 27,403 12,555 INR 348 NIIT Technologies Ltd. 3,976 8,831 INR 1,255 Supreme Industries Ltd. 15,897 25,414 INR 19,628 NMDC Ltd. 28,778 28,838 INR 6,159 Syngene International Ltd. 40,751 44,561 INR 9,951 Oberoi Realty Ltd. 77,927 65,292 INR 4,200 TAKE Solutions Ltd. 13,317 3,739

The accompanying notes are an integral part of these financial statements 184 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

INR 4,654 Tata Chemicals Ltd. 17,263 26,031 IDR 270,700 Charoen Pokphand Indonesia Tbk PT 84,462 144,105 INR 3,341 Tata Communications Ltd. 27,574 36,920 IDR 1,117,353 Ciputra Development Tbk PT 89,813 65,400 INR 1,168 Tata Metaliks Ltd. 13,896 10,120 IDR 393,700 Delta Dunia Makmur Tbk PT 34,456 5,124 INR 237,917 Tata Motors Ltd. 925,846 423,418 IDR 196,800 Erajaya Swasembada Tbk PT 33,286 23,622 INR 24,014 Tata Power Co., Ltd. 41,685 19,423 IDR 1,060,600 Garuda Indonesia Persero Tbk PT 53,790 24,863 INR 35,362 Tata Steel Ltd. 382,667 210,096 IDR 837,500 Global Mediacom Tbk PT 68,309 14,774 INR 35,593 Tata Tea 102,546 248,040 IDR 17,800 Gudang Garam Tbk PT 92,333 80,021 INR 22,214 Tech Mahindra Ltd. 225,662 216,886 IDR 8,676,000 Hanson International Tbk PT 90,185 30,920 INR 2,790 Thomas Cook India Ltd. 5,716 1,332 IDR 60,700 Harum Energy TBK PT 13,479 6,888 INR 6,560 TI Financial Holdings Ltd. 43,153 34,842 IDR 251,900 Indika Energy Tbk PT 60,230 16,227 INR 10,188 Time Technoplast Ltd. 31,329 6,877 IDR 66,800 Indo Tambangraya Megah Tbk PT 99,302 45,437 INR 2,090 Torrent Pharmaceuticals Ltd. 26,600 89,174 IDR 52,200 Indocement Tunggal Prakarsa Tbk PT 90,522 58,828 INR 73,980 Trident Ltd/India 13,510 9,253 IDR 388,900 Indofood Sukses Makmur Tbk PT 247,725 242,446 INR 4,870 Tube Investments of India Ltd. 14,168 38,927 IDR 1,895,800 Intiland Development Tbk PT 117,749 33,825 INR 77,698 TV18 Broadcast Ltd. 60,762 47,255 IDR 523,900 Japfa Comfeed Indonesia TBK 73,397 59,519 INR 3,107 Uflex Ltd. 28,489 11,691 IDR 532,000 Kalbe Farma TBK PT 76,331 74,094 INR 970 Ultratech Cement Ltd. 46,532 68,046 IDR 1,206,392 Kawasan Industri Jababeka Tbk PT 30,589 16,464 INR 5,109 Unichem Laboratories Ltd. 28,330 16,124 IDR 934,200 Kresna Graha Investama PT Tbk 44,801 13,794 INR 92,323 Union Bank of India 181,388 52,901 IDR 35,700 Link Net Tbk PT 13,861 7,638 INR 42,773 Utd Phosphorous 153,536 327,449 IDR 140,910 Lippo Cikarang Tbk PT 28,106 11,545 INR 1,895 VA Tech Wabag Ltd. 27,055 3,686 IDR 5,544,350 Lippo Karawaci Tbk 191,852 90,299 INR 16,409 Vakrangee Ltd. 15,213 10,261 IDR 504,966 Medco Energi Internasional Tbk PT 28,013 21,988 INR 1,659 Vardhman Textiles Ltd. 35,426 19,565 IDR 851,000 Media Nusantara Citra Tbk PT 108,499 73,597 INR 3,303 Varun Beverages Ltd. 35,255 40,497 IDR 812,000 Mitra Adiperkasa Tbk PT 38,505 60,378 INR 543,496 Vodafone Idea Ltd. 186,813 103,370 IDR 126,700 Pabrik Kertas Tjiwi Kimia Tbk PT 36,918 62,695 INR 1,671 VRL Logistics Ltd. 14,029 4,827 IDR 314,400 Pakuwon Jati Tbk PT 15,635 12,508 INR 5,796 Welspun Corp., Ltd. 15,021 8,361 IDR 281,400 Pan Brothers Tbk PT 13,531 7,495 INR 5,571 Welspun Enterprises Ltd. 16,118 6,374 IDR 2,236,000 Panin Financial Tbk PT 33,644 39,362 INR 39,260 Welspun India Ltd. 65,547 26,299 IDR 154,500 Paninvest Tbk PT 19,287 11,069 INR 56,296 Wipro Ltd. 221,680 222,995 Pembangunan Perumahan Persero INR 2,921 Wockhardt Ltd. 47,226 14,772 IDR 288,852 Tbk PT 71,318 24,128 INR 26,046 Yes Bank Ltd. 65,063 12,162 Perusahaan Perkebunan London IDR 354,300 Sumatra Indonesia Tbk PT 61,219 28,192 INR 78,140 Yes Bank Ltd. 195,189 35,951 IDR 1,060,058 PT Aneka Tambang Tbk 115,634 61,431 INR 38,402 Zee Entertainment 100,343 118,380 IDR 238,000 PT Bank Danamon Indonesia Tbk 119,595 61,210 INR 3,646 Zensar Technologies Ltd. 13,917 8,141 IDR 207,200 PT Bank Negara Indonesia Tbk 129,101 90,888 22,420,560 22,612,233 3.09 IDR 586,300 PT Bumi Serpong Damai 105,488 41,616 Indonesia PT Indah Kiat Pulp and Paper IDR 237,200 Corp. Tbk 45,782 135,853 IDR 171,000 Ace Hardware Indonesia Tbk PT 20,056 24,584 IDR 169,900 PT United Tractors Tbk 278,195 268,397 IDR 1,316,500 Adaro Energy Tbk PT 113,231 125,741 RAMAYANA LESTARI IDR 279,000 Adhi Karya Persero Tbk PT 75,769 16,309 IDR 270,000 SENTOSA PT 34,073 15,343 IDR 169,400 AKR Corp.orindo Tbk PT 85,351 41,178 IDR 1,736,600 Rimo International Lestari Tbk PT 32,612 6,189 IDR 1,088,000 Alam Sutera Realty Tbk PT 69,079 13,407 IDR 590,100 Salim Ivomas pratama PT 27,967 14,295 IDR 48,122 Astra Agro Lestari Tbk PT 71,945 37,953 IDR 552,600 Sarana Menara Nusantara Tbk PT 55,591 53,784 IDR 248,300 Astra International Tbk PT 164,925 114,018 IDR 292,400 Sawit Sumbermas Sarana Tbk PT 39,707 21,681 IDR 459,000 Bank Bukopin 29,517 8,116 IDR 110,900 Semen Indonesia Persero Tbk PT 123,675 102,007 IDR 23,500 Bank Central Asia Tbk PT 29,461 63,833 IDR 3,500 Sinar Mas Multiartha Tbk PT 1,432 6,081 IDR 425,800 Bank Mandiri Persero Tbk PT 292,115 200,723 IDR 1,328,400 Sri Rejeki Isman Tbk PT 52,700 23,920 IDR 418,500 Bank Pan Indonesia Tbk PT 38,956 32,662 IDR 858,000 Summarecon Agung Tbk PT 107,783 48,126 Bank Pembangunan Daerah Jawa IDR 124,700 Surya Citra Media Tbk PT 13,871 13,907 IDR 213,700 Barat Dan Banten Tbk PT 44,064 15,494 IDR 171,000 Surya Semesta Internusa PT 20,715 6,377 Bank Pembangunan Daerah Jawa IDR 772,800 Timur Tbk PT 50,924 36,777 IDR 272,000 Tambang Batubara Bukit Asam Tbk PT 61,097 52,771 IDR 483,100 Bank Permata Tbk PT 32,013 58,477 IDR 481,500 Tiga Pilar Sejahtera Food 62,360 1,441 IDR 1,572,000 Bank Rakyat Indonesia 239,053 455,522 IDR 399,900 Timah Persero Tbk PT 46,636 22,837 Bank Tabungan Negara Persero IDR 244,500 Tower Bersama Infrastructure Tbk PT 34,695 25,845 IDR 311,100 Tbk PT 85,112 37,196 IDR 145,500 Tunas Baru Lampung Tbk Pt 19,188 7,728 IDR 3,082,000 Barito Pacific Tbk PT 48,231 342,385 IDR 32,500 Tunas Ridean Tbk PT 2,117 4,218 IDR 771,500 Bhakti Investama Tbk PT 24,357 3,668 IDR 161,500 Vale Indonesia Tbk PT 41,529 43,570 IDR 1,187,400 BW Plantation Tbk Pt 25,278 10,122 IDR 611,600 Visi Media Asia Tbk PT 16,173 2,908

The accompanying notes are an integral part of these financial statements 185 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

IDR 906,900 Waskita Beton Precast Tbk PT 35,304 17,001 ILS 2,026 Matrix IT Ltd. 12,063 58,777 IDR 380,000 Waskita Karya Persero Tbk PT 63,777 25,867 ILS 45 Mehadrin Ltd. 1,507 2,067 IDR 351,800 Wijaya Karya Persero Tbk PT 61,620 40,350 ILS 437 Melisron Ltd. 12,150 22,404 IDR 213,000 XL Axiata Tbk PT 80,909 56,444 ILS 2,952 Menorah Mivtachim Holdings Ltd. 36,156 40,326 5,429,910 4,317,495 0.59 ILS 551 Mivtach Shamir Holdings Ltd. 21,624 12,163 ILS 11,348 Mizrahi Tefahot Bank Ltd. 113,888 289,483 Ireland ILS 1,896 Naphtha Israel Petroleum Corp. Ltd. 15,043 8,473 EUR 1,948 AIB Group PLC, Preferred 14,681 3,244 ILS 1,662 Nova Measuring Instruments Ltd. 24,009 108,701 EUR 23,888 AIB Group PLC 136,235 40,948 ILS 132,039 Oil Refineries Ltd. 57,901 33,470 EUR 62,063 Bank of Ireland Group PLC 631,043 173,614 ILS 5,928 Partner Communications Co Ltd. 41,422 35,768 USD 43,648 CRH PLC, ADR 1,433,937 2,033,102 ILS 612 Paz Oil Co., Ltd. 100,038 66,779 EUR 1,909 FBD Holdings PLC 19,885 19,726 ILS 230 Plasson Industries Ltd. 14,690 10,831 EUR 12,883 Glanbia PLC 125,605 198,755 Rami Levy Chain Stores Hashikma EUR 6,062 Irish Continental Group PLC 26,974 32,938 ILS 619 Marketing 2006 Ltd. 41,940 46,610 EUR 1,571 Kerry Group PLC 128,074 264,953 ILS 401 Scope Metals Group Ltd. 14,006 8,138 EUR 7,089 Kingspan Group PLC 170,384 621,296 ILS 3,330 Shapir Engineering and Industry Ltd. 27,207 27,515 EUR 3,793 Paddy Power PLC 400,037 679,880 ILS 16,103 Shikun & Binui Ltd. 41,456 78,212 EUR 4,246 Permanent TSB Group Holdings PLC 13,787 3,301 ILS 8,314 Shufersal Ltd. 65,657 73,739 EUR 18,401 Smurfit Kappa Group PLC 471,069 839,517 ILS 845 Strauss Group Ltd. 13,247 31,807 3,571,711 4,911,274 0.67 ILS 6,368 Summit Real Estate Holdings Ltd. 37,158 79,231 ILS 1,777 Teva Pharmaceutical Industries Ltd. 39,810 29,491 Israel Teva Pharmaceutical Industries ILS 1,161 Airport City Ltd. 14,441 16,974 USD 21,123 Ltd., ADR 350,930 353,584 ILS 392 Alrov Properties and Lodgings Ltd. 15,853 12,804 ILS 8,400 The Phoenix Holdings Ltd. 38,138 42,348 ILS 2,417 Amot Investments Ltd. 13,767 14,960 USD 3,000 Tower Semiconductor Ltd. 32,501 77,750 ILS 2,996 Ashtrom Properties Ltd. 14,408 13,838 ILS 4,898 Union Bank of Israel 28,734 31,672 Azorim-Investment Development & 3,280,290 4,073,541 0.56 ILS 14,231 Construction Co. Ltd. 21,063 35,096 ILS 48,814 Bank Hapoalim BM 304,201 396,174 Italy ILS 87,351 Bank Leumi Le-Israel BM 503,398 596,252 EUR 5,342 ACEA SpA 110,464 139,446 ILS 42 Bayside Land Corp. 26,396 29,744 EUR 16,197 Actelios SpA 24,076 134,901 Bezeq Israeli Telecommunication EUR 120,781 AEM SpA 241,218 233,078 ILS 27,774 Corp. Ltd. 55,477 34,227 EUR 3,651 Amplifon SpA 44,895 132,417 ILS 112 Brack Capital Properties NV 14,828 9,946 EUR 26,409 Anima Holding SpA 170,835 154,861 ILS 2,848 Carasso Motors Ltd. 17,082 11,267 EUR 21,084 Arnoldo Mondadori Editore SpA 31,970 30,990 ILS 5,322 Cellcom Israel Ltd. 67,599 28,609 EUR 11,981 Ascopiave SpA 43,456 68,533 Clal Insurance Enterprises EUR 26,786 Assicurazioni Generali SpA 488,797 552,393 ILS 3,761 Holdings Ltd. 79,258 42,882 EUR 19,970 Atlantia SpA 479,695 438,537 ILS 161 Delek Group Ltd. 36,662 5,273 EUR 6,706 Autogrill SpA 39,480 48,069 ILS 672 Delta-Galil Industries Ltd. 10,660 10,493 EUR 638 Avio SpA 13,622 14,921 ILS 68,716 El Al Israel Airlines 62,248 15,464 EUR 8,676 Azimut Holding SpA 148,394 202,154 USD 340 Elbit Systems Ltd. 21,860 63,260 EUR 6,863 Banca Farmafactoring SpA 51,060 53,088 ILS 576 Electra Consumer Products 1970 Ltd. 14,310 18,186 EUR 2,569 Banca Generali SpA 80,229 104,870 ILS 193 Electra Ltd. 30,871 111,742 EUR 1,858 Banca IFIS SpA 61,927 24,370 ILS 1,586 Equital Ltd. 62,239 39,534 Banca Popolare dellEmilia ILS 4,336 First International Bank Of Israel Ltd. 73,886 124,938 EUR 43,081 Romagna Scrl 342,262 146,212 ILS 1,267 Formula Systems 1985 Ltd. 38,955 134,062 EUR 41,018 Banca Popolare Di Sondrio 238,129 105,570 ILS 846 Fox Wizel Ltd. 23,664 42,334 EUR 166,579 Banco BPM SpA 971,622 338,730 ILS 1,970 Gilat Satellite Networks Ltd. 20,636 17,353 EUR 2,010 Biesse SpA 29,444 34,649 ILS 174 Hadera Paper Ltd. 9,786 7,252 EUR 9,485 Brembo SpA 44,455 119,599 Harel Insurance Investments & EUR 603 Brunello Cucinelli SpA 15,473 24,387 ILS 12,728 Financial Services Ltd. 65,629 93,952 EUR 7,150 Buzzi Unicem SpA 128,683 209,744 ILS 1,541 Hilan Ltd. 31,708 84,688 EUR 4,482 Cairo Communication SpA 21,353 10,025 ILS 458 IDI Insurance Co., Ltd. 28,455 14,513 EUR 7,173 Cementir Holding NV 22,614 69,535 ILS 2,413 Isracard Ltd. 6,433 7,457 EUR 9,928 Cerved Information Solutions SpA 108,240 96,944 ILS 2,474 Israel Chemicals Ltd. 12,871 10,005 EUR 22,971 CNH Industrial NV 227,455 219,098 ILS 86,992 Israel Discount Bank Ltd. 249,554 360,204 EUR 97,993 Cofide SpA 113,889 62,273 USD 2,100 Kamada Ltd. 21,262 22,124 EUR 8,719 Credito Emiliano SpA 76,382 58,640 ILS 1,075 Kenon Holdings Ltd. 22,397 28,871 EUR 7,587 Credito Valtellinese SpA 231,349 61,144 ILS 70,194 Leumi Insurance Holdings 107,158 49,724 EUR 1,510 Danieli & C. Officine Meccaniche SpA 43,906 26,278

The accompanying notes are an integral part of these financial statements 186 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 13,978 Davide Campari-Milano SpA 39,529 160,485 Japan EUR 2,305 De’ Longhi 71,030 82,078 JPY 5,800 77th Bank Ltd. 184,863 117,433 EUR 985 DiaSorin SPA 37,678 256,812 JPY 800 ABC-Mart Inc. 50,803 63,714 EUR 49,071 Enel SpA 253,215 576,153 JPY 2,900 Access Co., Ltd. 29,279 36,260 EUR 52,284 ENI SpA 932,878 680,427 JPY 1,700 Achilles Corp. 26,946 41,670 EUR 6,693 ERG SpA 91,388 196,345 JPY 2,500 Advan Co., Ltd. 30,303 42,309 EUR 4,054 Esprinet SpA 22,518 23,375 JPY 11,085 Aeon Co., Ltd. 141,695 350,110 EUR 2,110 Eurotech SpA 7,086 17,967 JPY 7,700 Aeon Credit Service Co., Ltd. 147,575 114,653 EUR 121,888 Fiat Chrysler Automobiles NV 2,479,703 1,674,307 JPY 2,000 Aeon Delight Co., Ltd. 77,414 75,697 EUR 58,266 FInc.antieri SpA 30,728 54,653 JPY 1,152 Aeon Fantasy Co., Ltd. 14,640 22,376 EUR 13,914 FineCoBank Banca FineCoSpA 176,897 255,656 JPY 2,300 Ahresty Corp. 21,746 10,364 EUR 21,708 Finmeccanica SpA 271,343 196,464 JPY 3,300 Aica Kogyo Co., Ltd. 35,559 147,228 EUR 26,279 Fondiaria-Sai SpA 101,577 85,470 JPY 1,300 Aichi Bank Ltd. 88,491 45,651 EUR 4,767 Geox SpA 21,615 5,254 JPY 3,200 Aichi Corp. 12,978 30,025 EUR 66,560 Hera SpA 262,421 339,289 JPY 1,100 Aichi Steel Corp. 57,314 42,479 EUR 1,953 Illimity Bank SpA 27,180 21,930 JPY 400 Aichi Tei Denki Co., Ltd. 12,399 22,582 JPY 5,700 Aida Engineering Ltd. 66,822 52,363 EUR 20,610 IMMSI SpA 29,505 12,278 JPY 24,000 Aiful Corp. 75,734 72,010 EUR 841 Industria Macchine Automatiche SpA 52,739 68,737 JPY 1,800 Ain Pharmaciez Inc. 99,469 160,425 EUR 5,001 Interpump Group SpA 27,335 202,419 JPY 1,300 Aiphone Co., Ltd. 23,583 25,784 EUR 348,210 Intesa Sanpaolo SpA 1,506,675 908,447 JPY 11,900 Air Water Inc. 219,558 228,261 EUR 41,927 Iren SPA 78,889 141,348 JPY 3,500 Airport Facilities Co., Ltd. 23,409 18,674 EUR 6,751 Italgas SpA 54,343 53,338 JPY 3,500 Aisan Industry Co., Ltd. 28,330 23,347 EUR 1,621 Italmobiliare SpA 42,216 71,993 JPY 10,440 Aisin Seiki Co., Ltd. 384,720 415,450 JUVENTUS FOOTBALL EUR 37,791 CLUB SPA 50,021 53,299 JPY 3,900 Aizawa Securities Co., Ltd. 26,656 33,632 EUR 50,338 KME Group SpA 28,608 20,102 JPY 7,400 Ajinomoto Co., Inc. 165,558 166,718 EUR 1,872 MARR SpA 46,440 38,235 JPY 8,100 Akebono Brake Industry Co., Ltd. 34,254 17,565 JPY 900 Albis Co Ltd. 37,544 24,832 EUR 42,914 Mediaset SpA 149,497 103,725 JPY 3,600 Alconix Corp. 35,181 52,812 EUR 44,829 Mediobanca SpA 453,730 439,490 JPY 2,600 Alfresa Holdings Corp. 46,843 73,989 EUR 2,391 Moncler SpA 51,571 124,822 JPY 2,900 Alinco Inc. 40,434 34,060 EUR 53,598 OVS SpA 125,912 79,424 JPY 2,200 Alpen Co., Ltd. 51,351 46,458 EUR 14,590 Piaggio & C SpA 47,837 48,010 JPY 1,300 Alpha Corp. 32,569 15,440 EUR 16,743 Pirelli & C SpA 132,219 96,703 JPY 16,668 Alps Electric Co., Ltd. 311,211 291,666 EUR 30,152 Poste Italiane SpA 326,214 357,574 JPY 2,400 Alps Logistics Co., Ltd. 22,953 23,257 EUR 3,570 Prysmian SpA 99,327 112,435 JPY 18,200 Amada Holdings Co., Ltd. 252,031 202,309 EUR 3,719 RAI Way SpA 27,045 33,210 JPY 3,900 Amano Corp. 35,474 110,162 EUR 1,675 Recordati SpA 13,386 113,788 JPY 800 Amuse Inc. 23,305 22,269 EUR 1,292 Reply SpA 32,239 142,339 JPY 2,300 Anest Iwata Corp. 26,707 24,320 EUR 692 SAES Getters SpA 13,189 25,358 JPY 6,200 AOKI Holdings Inc. 65,109 48,895 EUR 61,613 Saipem SpA 573,820 209,878 JPY 2,200 Aomori Bank Ltd. 78,095 62,237 EUR 10,561 Salini Impregilo SpA 57,456 22,557 JPY 6,000 Aoyama Trading Co., Ltd. 188,046 55,595 EUR 1,599 Salvatore Ferragamo SpA 47,857 29,437 JPY 6,500 Aozora Bank Ltd. 238,360 153,873 EUR 54,577 Saras SpA 132,565 58,408 JPY 1,740 Arakawa Chemical Industries Ltd. 20,837 27,207 EUR 557 Sesa SpA 22,982 45,888 JPY 2,200 Arata Corp. 93,361 134,186 EUR 9,101 Snam SpA 61,232 60,235 JPY 5,000 Arcland Sakamoto Co., Ltd. 42,242 119,010 Societa Cattolica di JPY 3,000 Arcs Co., Ltd. 72,205 82,067 EUR 18,882 Assicurazioni SCRL 281,779 147,547 JPY 3,000 Arealink Co Ltd. 45,194 33,502 EUR 4,220 SOL SpA 26,038 67,750 JPY 2,800 Argo Graphics Inc. 59,591 119,062 EUR 4,711 Tamburi Investment Partners SpA 44,553 41,810 JPY 400 Ariake Japan Co Ltd. 27,669 34,398 EUR 2,853 Technogym SpA 44,810 32,416 JPY 5,100 Arisawa Manufacturing Co., Ltd. 40,479 51,579 EUR 892,692 Telecom Italia SpA 1,089,812 477,907 JPY 2,800 Artnature Inc. 24,715 21,666 USD 5,866 Telecom Italia SpA, Sponsored ADR 190,168 31,297 JPY 1,600 Asahi Breweries Ltd. 48,979 76,292 EUR 5,161 Tenaris SA 87,068 45,533 JPY 1,800 Asahi Co., Ltd. 27,119 33,807 EUR 837 Tod’s SpA 65,986 33,852 JPY 11,100 Asahi Denka Co., Ltd. 144,492 200,308 EUR 62,778 UniCredit SpA 1,308,937 786,588 JPY 7,800 Asahi Diamond Industrial Co., Ltd. 82,449 48,237 EUR 131,189 Unione di Banche Italiane SCPA 808,943 584,613 JPY 15,200 Asahi Glass Co., Ltd. 651,822 591,614 EUR 45,401 Unipol Gruppo Finanziario SpA 252,316 240,783 JPY 4,100 Asahi Holdings Inc. 99,412 148,178 17,957,419 14,705,694 2.01 JPY 4,500 Asahi Intecc Co., Ltd. 24,353 174,360

The accompanying notes are an integral part of these financial statements 187 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 60,200 Asahi Kasei Corp. 483,399 669,008 JPY 14,000 Chugoku Bank Ltd. 189,434 176,348 JPY 600 Asahi Kogyosha Co., Ltd. 12,333 24,896 JPY 8,700 Chugoku Marine Paints Ltd. 75,298 87,953 Asahi Organic Chemicals Industry JPY 7,500 Chuo Mitsui Trust Holdings Inc. 284,955 286,934 JPY 2,800 Co., Ltd. 47,247 50,618 JPY 500 Chuo Spring Co., Ltd. 14,789 17,677 JPY 1,700 Asahi Printing Co. Ltd. 26,703 18,793 JPY 29,000 Citizen Holdings Co., Ltd. 219,891 128,340 JPY 1,000 Asanuma Corp. 26,367 52,137 JPY 500 CK-San-Etsu Co. Ltd. 15,987 21,263 JPY 55,800 Ashikaga Holdings Co., Ltd. 232,856 176,467 JPY 3,300 Cleanup Corp. 26,706 23,829 JPY 4,000 Asics Corp. 75,477 62,086 JPY 1,400 CMIC Holdings Co., Ltd. 24,016 25,141 JPY 3,100 ASKA Pharmaceutical Co., Ltd. 50,971 47,486 JPY 8,100 CMK Corp. 37,717 42,568 JPY 700 ASKUL Corp. 34,377 30,524 JPY 4,200 Coca-Cola Bottlers Japan Holdings Inc. 167,922 103,414 JPY 1,700 Ateam Inc. 52,719 18,493 JPY 1,270 Cocokara fine Inc. 33,606 93,202 JPY 3,800 Atom Corp. 30,108 39,244 JPY 2,900 Colowide Co., Ltd. 56,924 53,744 JPY 1,400 Atsugi Co., Ltd. 17,674 10,789 Computer Engineering & JPY 2,900 Autobacs Seven Co., Ltd. 38,196 49,747 JPY 1,800 Consulting Ltd. 31,565 38,738 JPY 3,200 Avex Group Holdings Inc. 47,326 34,368 JPY 4,042 COMSYS Holdings Corp. 85,120 162,731 JPY 4,199 Awa Bank Ltd. 127,638 128,433 JPY 34,474 ConCordia Financial Group Ltd. 177,623 150,472 JPY 600 Axial Retailing Inc. 28,090 32,609 JPY 3,400 CoNEXIO Corp. 41,995 61,104 JPY 900 Bandai Namco Holdings Inc. 61,045 64,316 JPY 1,500 Corona Corp. 19,985 19,526 JPY 3,500 Bando Chemical Industries Ltd. 20,644 28,917 JPY 3,000 Cosel Co., Ltd. 34,393 35,569 JPY 1,800 Bank of Iwate Ltd. 116,558 59,224 JPY 7,100 Cosmo Energy Holdings Co., Ltd. 204,199 141,623 JPY 1,200 Bank of Kochi Ltd. 17,610 10,003 JPY 400 Cosmos Pharmaceutical Corp. 30,892 83,322 JPY 4,200 Bank of Kyoto Ltd. 213,219 202,590 JPY 600 CREATE SD HOLDINGS Co., Ltd. 17,460 25,414 JPY 1,400 Bank of Nagoya Ltd. 69,903 40,869 JPY 11,000 Credit Saison Co., Ltd. 214,203 171,590 JPY 2,520 Bank of Okinawa Ltd. 82,284 98,636 JPY 1,200 CTI Engineering Co., Ltd. 14,081 25,858 JPY 1,900 Bank of Saga Ltd. 65,851 28,112 JPY 7,600 Dai Nippon Printing Co., Ltd. 209,637 237,210 JPY 7,700 Bank of the Ryukyus Ltd. 107,949 93,120 JPY 4,400 Dai Nippon Toryo Co., Ltd. 61,315 52,264 JPY 600 BayCurrent Consulting Inc. 70,650 68,109 JPY 24,000 Daicel Chemical Industries Ltd. 293,194 252,527 JPY 800 Belc Co., Ltd. 17,756 74,378 JPY 1,000 Dai-Dan Co., Ltd. 22,225 35,540 JPY 800 Bell System24 Holdings Inc. 15,380 14,134 JPY 1,000 Daido Kogyo Co., Ltd. 18,503 8,439 JPY 4,800 Belluna Co., Ltd. 28,264 36,832 JPY 5,000 Daido Metal Co., Ltd. 34,178 34,496 JPY 6,400 Benefit One Inc. 48,783 175,194 JPY 3,100 Daido Steel Co., Ltd. 148,302 129,214 JPY 4,400 Benesse Holdings Inc. 145,633 160,206 JPY 1,000 Daidoh Ltd. 7,127 2,739 JPY 5,100 Bic Camera Inc. 36,253 73,555 Daihatsu Diesel Manufacturing JPY 3,600 Co. Ltd. 32,513 19,673 JPY 2,000 BML Inc. 64,574 70,721 JPY 2,000 Daihen Corp. 33,763 97,194 JPY 11,300 Bridgestone Corp. 536,789 495,137 JPY 1,400 Daiho Corp. 36,091 42,877 JPY 5,200 Broadleaf Co., Ltd. 16,883 34,642 JPY 1,600 Daiichi Jitsugyo Co., Ltd. 62,155 73,733 JPY 15,200 Brother Industries Ltd. 219,505 372,826 JPY 800 Daiichi Kensetsu Corp. 13,065 17,871 JPY 7,000 Bunka Shutter Co., Ltd. 40,020 65,815 Daiichi Kigenso Kagaku-Kogyo JPY 400 C. Uyemura & Co., Ltd. 22,303 32,833 JPY 4,500 Co., Ltd. 39,635 44,933 JPY 1,800 Canon Electronics Inc. 35,294 36,628 JPY 900 Dai-Ichi Kogyo Seiyaku Co., Ltd. 15,470 59,019 JPY 11,500 Canon Inc. 410,490 311,438 JPY 25,700 Dai-ichi Life Insurance Co., Ltd. 450,876 417,639 JPY 3,000 Canon Marketing Japan Inc. 56,982 83,283 JPY 1,200 Dai-ichi Seiko Co., Ltd. 18,316 32,895 JPY 1,800 Capcom Co., Ltd. 16,755 89,448 JPY 3,100 Daiichikosho Co., Ltd. 104,218 125,915 JPY 2,500 Carlit Holdings Co., Ltd. 16,189 15,971 JPY 1,000 Daiken Corp. 14,976 22,865 JPY 9,900 Casio Computer Company Ltd. 162,104 234,474 JPY 3,900 Daiki Aluminium Industry Co., Ltd. 31,506 27,992 JPY 2,600 Cawachi Ltd. 74,425 91,170 JPY 1,200 Daikoku Denki Co., Ltd. 26,023 19,416 JPY 5,300 Central Glass Co., Ltd. 123,987 122,386 JPY 300 Daikutenbussan Co., Ltd. 9,085 18,272 JPY 3,045 Century Leasing System Inc. 32,820 211,682 JPY 2,800 Daikyonishikawa Corp. 36,493 17,102 JPY 21,100 Chiba Bank Ltd. 158,287 135,429 Dainichiseika Color & Chemicals JPY 5,700 Chiba Kogyo Bank Ltd. 44,727 16,882 JPY 1,800 Manufacturing Co., Ltd. 32,035 53,036 Chilled & Frozen Logistics Holdings Dainippon Screen Manufacturing JPY 1,300 Co., Ltd. 23,330 25,891 JPY 3,000 Co., Ltd. 125,764 191,346 JPY 1,100 Chiyoda Integre Co., Ltd. 19,968 22,992 JPY 9,900 Daio Paper Corp. 82,904 179,575 JPY 1,800 Chofu Seisakusho Co., Ltd. 38,613 51,306 JPY 3,300 Daiseki Co., Ltd. 75,667 120,099 JPY 900 Chori Co., Ltd. 9,737 20,896 JPY 3,950 Daishi Hokuetsu Financial Group Inc. 189,961 108,799 JPY 2,000 Chubu Shiryo Co., Ltd. 18,757 41,152 JPY 1,200 Daishinku Corp. 20,567 32,379 JPY 3,300 Chudenko Corp. 82,842 96,311 JPY 1,600 Daiso Co., Ltd. 21,064 48,056 JPY 800 Chuetsu Pulp & Paper Co., Ltd. 14,698 15,670 JPY 700 Daito Pharmaceutical Co., Ltd. 18,008 35,222 JPY 500 Chugai Ro Co., Ltd. 14,233 9,649 JPY 11,300 Daiwa House Industry Co., Ltd. 368,190 362,275

The accompanying notes are an integral part of these financial statements 188 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 3,300 Daiwa Industries Ltd. 44,600 37,702 JPY 2,800 Fuji Corp. Ltd. 17,263 18,979 JPY 52,500 Daiwa Securities Group Inc. 397,548 299,417 JPY 5,600 Fuji Electric Holdings Co., Ltd. 134,461 209,254 JPY 2,000 Daiwabo Holdings Co., Ltd. 76,897 178,199 JPY 10,000 Fuji Heavy Industries Ltd. 354,052 284,279 JPY 12,000 DCM Japan Holdings Co., Ltd. 108,633 186,803 JPY 1,000 Fuji Kyuko Co., Ltd. 28,853 42,463 JPY 7,000 Dena Co., Ltd. 181,601 118,651 JPY 6,500 Fuji Media Holdings Inc. 105,860 85,306 JPY 7,000 Denki Kagaku Kogyo KK 136,219 232,923 JPY 5,000 Fuji Oil Holdings Inc. 82,730 174,659 JPY 1,200 Denki Kogyo Co., Ltd. 27,138 39,404 JPY 4,000 Fuji Oil Co., Ltd. 15,876 8,684 JPY 8,100 Denso Corp. 339,861 431,255 JPY 3,000 Fuji Seal International Inc. 85,271 79,261 JPY 6,300 Dentsu Inc. 326,514 202,889 JPY 1,300 Fuji Soft Inc. 67,897 70,050 JPY 2,600 Denyo Co., Ltd. 55,898 62,700 JPY 800 Fujibo Holdings Inc. 20,123 32,920 JPY 2,100 Descente Ltd. 11,002 39,486 JPY 1,100 Fujicco Co. Ltd. 31,408 27,761 JPY 3,900 Dexerials Corp. 52,723 41,739 JPY 8,000 FUJIFILM Holdings Corp. 359,043 464,863 JPY 9,000 DIC Corp. 263,867 307,547 JPY 2,100 Fujikura Kasei Co., Ltd. 15,859 13,757 JPY 1,100 Digital Arts Inc. 54,578 121,440 JPY 36,500 Fujikura Ltd. 203,258 143,447 JPY 1,200 Dip Corp. 45,052 33,093 JPY 1,200 Fujimori Kogyo Co., Ltd. 33,274 56,789 JPY 300 Disco Corp. 76,401 99,332 JPY 1,500 Fujishoji Co., Ltd. 21,897 12,925 JPY 10,300 DMG Mori Seiki Co., Ltd. 165,361 170,864 JPY 1,100 Fujita Kanko Inc. 45,029 23,610 JPY 900 Doshisha Co Ltd. 18,687 18,495 JPY 3,100 Fujitec Co., Ltd. 23,821 77,440 JPY 3,000 Doutor Nichires Holdings Co., Ltd. 76,574 65,871 JPY 5,000 Fujitsu General Ltd. 66,392 139,459 JPY 6,100 DOWA HOLDINGS Co., Ltd. 272,939 251,362 JPY 3,100 Fujitsu Ltd. 186,410 492,755 JPY 2,000 DTS Corp. 28,811 56,028 JPY 1,000 Fukuda Corp. 68,266 61,572 JPY 3,100 Duskin Co., Ltd. 64,831 107,229 JPY 500 Fukuda Denshi Co., Ltd. 41,723 45,571 JPY 800 Dydo Drinco Inc. 24,346 49,177 JPY 9,768 Fukuoka Financial Group Inc. 258,840 209,670 JPY 3,000 Eagle Industry Co., Ltd. 51,862 27,352 JPY 2,300 Fukushima Bank Ltd. 21,877 4,955 JPY 700 Earth Corp. 51,015 72,473 JPY 1,600 Fukushima Industries Corp. 59,542 68,982 JPY 4,300 Ebara Corp. 145,903 137,753 JPY 1,900 Fukuyama Transporting Co., Ltd. 58,027 90,386 JPY 900 Ebara Jitsugyo Co. Ltd. 17,248 32,275 JPY 1,900 Furukawa Battery Co., Ltd. 21,223 31,630 JPY 8,800 EDION Corp. 82,015 121,342 JPY 4,700 Furukawa Co., Ltd. 99,701 65,043 JPY 2,800 Ehime Bank Ltd. 40,630 41,150 JPY 8,900 Furukawa Electric Co., Ltd. 252,134 293,430 JPY 4,000 Eidai Co., Ltd. 25,699 15,849 JPY 5,522 Furukawa-Sky Aluminum Co., 152,883 135,048 JPY 800 Eiken Chemical Co Ltd. 20,659 17,385 JPY 1,800 Furuno Electric Co., Ltd. 18,515 22,127 JPY 1,500 Eizo Corp. 79,163 76,526 JPY 1,300 Furusato Industries Ltd. 24,104 22,959 JPY 600 Elecom Co., Ltd. 18,527 39,903 JPY 1,700 Fuso Chemical Co., Ltd. 50,114 84,264 JPY 1,800 Elematec Corp. 22,011 19,920 JPY 900 Fuso Pharmaceutical Industries Ltd. 28,255 28,412 JPY 600 Endo Lighting Corp. 9,514 4,668 JPY 4,400 Futaba Corp. 77,080 54,683 JPY 2,100 en-japan Inc. 99,780 70,965 JPY 8,600 Futaba Industrial Co., Ltd. 75,189 49,080 JPY 1,300 Enplas Corp. 60,923 39,057 JPY 3,000 Fuyo General Lease Co., Ltd. 122,028 226,934 JPY 900 EPS Holdings Inc. 14,968 11,732 JPY 2,400 G-7 Holdings Inc. 29,446 71,108 JPY 2,200 eRex Co. Ltd. 27,194 39,355 JPY 1,600 Gecoss Corp. 21,163 18,703 JPY 1,600 ESPEC Corp. 27,703 36,082 JPY 5,600 Geo Corp. 77,352 95,538 JPY 4,200 Exedy Corp. 103,962 85,120 JPY 1,100 GLOBERIDE Inc. 13,255 28,042 JPY 1,400 Ezaki Glico Co., Ltd. 65,334 90,612 JPY 5,400 Glory Ltd. 154,639 167,225 JPY 1,800 F@N Communications Inc. 29,843 10,156 JPY 3,900 GMO internet Inc. 47,731 147,087 JPY 1,300 FALCO HOLDINGS Co. Ltd. 25,862 25,564 JPY 800 GMO Payment Gateway Inc. 21,234 113,598 JPY 8,704 FamilyMart Co., Ltd. 189,613 202,866 JPY 1,000 Godo Steel Ltd. 24,185 23,147 JPY 6,200 FCC Co., Ltd. 140,615 144,716 JPY 2,120 Goldcrest Co., Ltd. 48,415 39,501 JPY 11,100 Feed One Co. Ltd. 27,960 28,214 JPY 14,700 Gree Inc. 89,377 85,782 JPY 8,000 Ferrotec Corp. 114,874 65,883 JPY 9,500 GS Yuasa Corp. 254,047 229,053 JPY 19,700 FIDEA Holdings Co., Ltd. 49,011 25,069 JPY 16,500 Gulliver International Co., Ltd. 78,025 103,239 JPY 1,100 Fields Corp. 16,931 4,645 JPY 300 Gun-Ei Chemical Industry Co., Ltd. 12,637 9,870 JPY 3,300 Financial Products Group Co., Ltd. 10,806 24,824 JPY 2,790 GungHo Online Entertainment Inc. 106,387 67,722 JPY 4,000 First Bank of Toyama Ltd. 23,104 13,524 JPY 29,700 Gunma Bank Ltd. 179,719 128,371 JPY 2,500 FJ Next Co., Ltd. 28,778 27,064 JPY 1,900 Gunze Ltd. 89,508 95,859 JPY 2,000 Foster Electric Co., Ltd. 60,064 26,576 JPY 5,500 Gurunavi Inc. 44,047 51,330 JPY 1,800 FP Corp. 45,907 195,686 JPY 9,375 H2O Retailing Corp. 155,339 85,151 JPY 4,000 France Bed Holdings Co., Ltd. 48,097 42,636 JPY 27,900 Hachijuni Bank Ltd. 212,662 144,171 JPY 2,000 F-Tech Inc. 33,460 12,674 JPY 1,200 Hagihara Industries Inc. 16,500 21,589 JPY 2,160 Fudo Tetra Corp. 35,582 38,702 JPY 1,000 Hagiwara Electric Co. Ltd. 36,867 25,699 JPY 2,700 Fuji Co., Ltd. 66,189 63,790 JPY 5,600 Hakuhodo DY Holdings Inc. 39,794 90,737

The accompanying notes are an integral part of these financial statements 189 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 800 Hakuto Co. Ltd. 17,727 9,933 JPY 3,500 IBJ Leasing Co., Ltd. 82,099 104,737 JPY 1,200 Hamakyorex Co., Ltd. 24,183 47,002 JPY 200 ICHIBANYA Co., Ltd. 4,439 11,966 JPY 6,400 Hankyu Hanshin Holdings Inc. 192,127 293,489 JPY 26,000 Ichigo Inc. 123,177 89,001 JPY 4,300 Hanwa Co., Ltd. 146,341 107,166 JPY 4,000 Ichikoh Industries Ltd. 17,508 24,818 JPY 1,000 Happinet Corp. 6,188 14,195 JPY 2,000 ICHINEN HOLDINGS Co., Ltd. 32,662 30,244 JPY 2,000 Harima Chemicals Group Inc. 11,291 24,861 JPY 2,000 Ichiyoshi Securities Co., Ltd. 28,819 11,502 JPY 31,900 Haseko Corp. 348,670 546,815 JPY 1,000 Icom Inc. 23,152 39,036 JPY 17,200 Hazama Corp. 98,811 135,451 JPY 2,600 Idec Corp. 45,988 56,482 JPY 6,100 Heiwa Corp. 141,885 138,508 JPY 15,454 Idemitsu Kosan Co., Ltd. 431,472 447,766 JPY 2,100 Heiwa Real Estate Co., Ltd. 35,853 81,680 JPY 14,600 IHI Corp. 334,691 287,579 JPY 4,100 Heiwado Co., Ltd. 69,440 97,509 JPY 4,660 Iida Group Holdings Co., Ltd. 77,397 97,227 JPY 1,700 Hibiya Engineering Ltd. 24,046 40,057 JPY 14,700 Iino Kaiun Kaisha Ltd. 78,307 63,100 JPY 2,052 Hiday Hidaka Corp. 22,009 43,454 JPY 2,300 IJT Technology Holdings Co., Ltd. 18,796 12,904 JPY 7,700 Higashi Nihon House Co., Ltd. 39,401 26,685 JPY 1,000 Imasen Electric Industrial 13,492 9,310 JPY 1,100 HI-LEX Corp. 29,050 16,529 JPY 2,600 Inaba Denki Sangyo Co., Ltd. 43,273 78,709 JPY 20,900 Hino Motors Ltd. 249,657 192,506 JPY 1,200 Inaba Seisakusho Co., Ltd. 12,799 21,015 JPY 700 Hioki EE Corp. 21,860 25,428 JPY 4,500 Inabata & Co., Ltd. 75,140 74,048 JPY 1,300 Hirakawa Hewtech Corp. 19,795 17,444 JPY 600 Inageya Co., Ltd. 12,340 12,795 JPY 4,800 Hiramatsu Inc. 30,814 10,881 JPY 800 Ines Corp. 6,142 13,755 JPY 530 Hirose Electric Co., Ltd. 70,377 79,011 JPY 3,800 InfoCom Corp. 36,156 141,477 JPY 22,900 Hiroshima Bank Ltd. 218,364 147,062 JPY 16,200 Infomart Corp. 62,618 152,212 JPY 1,500 Hiroshima Electric Railway Co., Ltd. 11,510 19,025 Information Services International- JPY 2,700 HIS Co., Ltd. 30,134 54,635 JPY 1,200 Dentsu Ltd. 15,196 75,771 JPY 2,100 Hisaka Works Ltd. 27,244 19,735 JPY 1,500 Innotech Corp. 12,249 17,807 JPY 800 Hisamitsu Pharmaceutical Co Inc. 44,441 58,709 JPY 66,700 Inpex Holdings Inc. 744,508 565,433 JPY 8,100 Hitachi Capital Corp. 194,021 243,428 JPY 2,300 Intage Inc. 23,245 25,590 Hitachi Construction Machinery JPY 4,200 Internet Initiative Japan Inc. 109,228 195,093 JPY 6,600 Co., Ltd. 131,674 248,905 JPY 2,210 Inui Global Logistics Co., Ltd. 25,009 23,200 JPY 42,200 Hitachi Ltd. 1,367,198 1,820,986 JPY 1,800 Iriso Electronics Co., Ltd. 68,082 80,415 JPY 6,200 Hitachi Maxell Ltd. 137,188 78,677 JPY 1,500 Iseki & Co., Ltd. 51,732 21,006 JPY 4,460 Hitachi Metals Ltd. 70,791 72,573 JPY 19,100 Isetan Misukoshi Holdings Ltd. 228,832 149,229 JPY 4,200 Hitachi Transport System Ltd. 67,538 152,498 JPY 600 ISHIHARA CHEMICAL CO., LTD. 14,221 15,176 JPY 20,100 Hitachi Zosen Corp. 134,753 99,823 JPY 6,200 Ishihara Sangyo Kaisha Ltd. 79,703 55,491 JPY 2,000 Hochiki Corp. 10,795 30,900 JPY 32,700 Isuzu Motors Ltd. 447,157 403,421 JPY 600 Hodogaya Chemical Co., Ltd. 18,761 33,160 JPY 11,400 IT Holdings Corp. 41,924 327,683 JPY 1,800 Hogy Medical Co., Ltd. 49,098 75,435 JPY 1,300 Ito En Ltd. 29,660 99,626 JPY 3,100 Hokkaido Electric Power Co., Inc. 33,610 16,142 JPY 11,400 ITOCHU Corp. 135,942 334,883 JPY 800 Hokkan Holdings Ltd. 17,658 18,374 JPY 6,900 Itochu Enex Co., Ltd. 51,239 76,118 JPY 5,100 Hokko Chemical Industry Co. Ltd. 41,321 39,598 JPY 1,600 Itochu Techno-Science Corp. 19,384 81,688 JPY 2,300 Hokkoku Bank Ltd. 108,911 83,029 JPY 500 Itochu-Shokuhin Co., Ltd. 23,151 32,268 JPY 900 Hokuetsu Industries Co., Ltd. 13,195 11,717 JPY 11,000 Itoham Yonekyu Holdings Inc. 41,451 90,001 JPY 20,600 Hokuetsu Paper Mills Ltd. 115,865 99,020 JPY 3,800 Itoki Corp. 21,475 16,407 JPY 13,900 Hokuhoku Financial Group Inc. 221,367 156,750 JPY 1,700 Iwai Cosmo Holdings Inc. 17,562 23,582 JPY 3,100 Hokuriku Electric Power Co., 47,182 26,777 JPY 1,400 Iwasaki Electric Co., Ltd. 28,294 34,240 Hokuriku Electrical Construction JPY 4,600 Iwatani Corp. 134,833 218,421 JPY 3,000 Co. Ltd. 43,415 34,854 JPY 300 Iwatsuka Confectionery Co., Ltd. 21,587 14,151 JPY 53,800 Honda Motor Co., Ltd. 1,940,088 1,869,343 JPY 23,300 Iyo Bank Ltd. 194,195 193,626 JPY 4,700 H-One Co., Ltd. 61,188 32,852 JPY 2,600 Izumi Co., Ltd. 83,352 111,893 JPY 2,650 Honeys Co, Ltd. 32,667 38,266 JPY 17,800 J Front Retailing Co., Ltd. 239,279 161,671 JPY 4,000 Hoosiers Holdings Co., Ltd. 24,346 26,798 JPY 6,300 J Trust Co., Ltd. 77,316 24,406 JPY 2,700 Horiba Ltd. 113,868 193,924 JPY 2,600 Jaccs Co., Ltd. 61,007 57,818 JPY 500 Hoshizaki Corp. 52,835 58,181 JPY 2,700 Jafco Co., Ltd. 115,767 123,958 JPY 5,700 Hosiden Corp. 77,658 68,052 JPY 1,200 Jalux Inc. 17,510 26,975 JPY 600 Hosokawa Micron Corp. 20,802 43,143 JPY 2,000 Jamco Corp. 11,317 19,493 JPY 2,200 House Foods Group Inc. 94,494 96,541 JPY 1,700 Janome Sewing Machine Co., Ltd. 13,066 9,785 JPY 2,400 Huto Corp. 43,838 61,323 JPY 11,900 Japan Airlines Co., Ltd. 431,771 291,535 JPY 24,500 Hyakugo Bank Ltd. 152,412 101,511 JPY 1,800 Japan Airport Terminal Co., Ltd. 86,354 104,277 JPY 2,300 Hyakujushi Bank Ltd. 101,425 56,420 Japan Aviation Electronics JPY 5,400 Ibiden Co., Ltd. 95,417 214,580 JPY 7,400 Industry Ltd. 112,666 135,954

The accompanying notes are an integral part of these financial statements 190 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 3,900 Japan Cash Machine Co. Ltd. 51,037 28,971 Kawai Musical Instruments JPY 36,700 Japan Display Inc. 121,556 22,858 JPY 900 Manufacturing Co., Ltd. 17,571 31,580 JPY 2,200 Japan Exchange Group Inc. 28,130 69,173 JPY 13,199 Kawasaki Heavy Industries Ltd. 425,714 258,817 Japan Foundation Engineering JPY 8,800 Kawasaki Kisen Kaisha Ltd. 210,959 113,355 JPY 3,600 Co., Ltd. 16,063 18,578 JPY 1,700 Kawasumi Laboratories Inc. 16,277 18,581 JPY 5,000 Japan Lifeline Co., Ltd. 65,915 89,987 JPY 2,400 Kayaba Industry Co., Ltd. 110,501 61,093 Japan Medical Dynamic JPY 28,900 KDDI Corp. 1,090,739 1,170,656 JPY 6,200 Marketing Inc. 64,655 127,481 JPY 3,500 Keihan Electric Railway Co., Ltd. 115,765 212,204 JPY 3,400 Japan Pile Corp. 23,862 20,311 JPY 1,500 Keihanshin Real Estate Co., Ltd. 8,416 26,253 JPY 37,900 Japan Post Holdings Co. Ltd. 578,162 367,206 JPY 7,100 Keihin Corp. 116,828 225,669 JPY 1,000 Japan Pulp & Paper Co., Ltd. 38,891 49,639 JPY 13,500 Keiyo Bank Ltd. 141,792 88,510 JPY 13,700 Japan Securities Finance Co., Ltd. 95,984 88,385 JPY 15,100 Kenedix Inc. 97,627 101,315 JPY 8,500 Japan Steel Works Ltd. 194,224 164,971 JPY 1,600 Kenko Mayonnaise Co., Ltd. 56,868 38,971 JPY 13,200 Japan Tobacco Inc. 373,803 332,831 JPY 2,500 KFC Holdings Japan Ltd. 55,575 94,345 JPY 4,000 Japan Transcity Corp. 11,855 25,437 JPY 1,600 KH Neochem Co., Ltd. 48,903 41,161 JPY 6,000 Japan Wool Textile Co., Ltd. 36,420 80,896 JPY 3,000 Kikuchi Co 47,931 39,520 JPY 1,900 JBCC Holdings Inc. 16,060 35,855 JPY 6,200 Kinden Corp. 131,791 139,110 JPY 4,000 JCU Corp. 58,296 170,068 JPY 8,000 Kintetsu World Express Inc. 143,142 187,554 JPY 18,900 JFE Holdings Inc. 384,530 185,501 JPY 2,280 Kirin Holdings Co., Ltd. 33,949 65,249 JPY 12,100 JGC Corp. 216,926 173,222 JPY 2,700 Kissei Pharmaceutical Co., Ltd. 70,647 92,607 JPY 13,300 Jimoto Holdings Inc. 31,424 15,959 JPY 500 Kitagawa Iron Works Co., Ltd. 10,598 10,081 JPY 1,200 Jin Co., Ltd. 43,288 99,252 JPY 700 Kitano Construction Corp. 18,139 23,646 JPY 1,400 JK Holdings Co., Ltd. 15,886 13,812 JPY 1,100 Kito Corp. 13,181 18,729 JPY 2,000 JMS Co., Ltd. 17,156 20,347 JPY 10,000 Kitz Corp. 50,340 86,835 JPY 500 Joban Kosan Co., Ltd. 7,520 9,009 JPY 6,400 Kiyo Bank Ltd. 86,989 132,290 JPY 2,000 J-Oil Mills Inc. 80,414 100,361 JPY 6,900 KLab Inc. 44,788 63,653 JPY 1,500 Joshin Denki Co., Ltd. 23,030 40,933 JPY 5,600 Koa Corp. 92,843 71,083 JPY 14,300 JS Group Corp. 297,850 272,653 JPY 3,000 Koatsu Gas Kogyo Co., Ltd. 17,649 27,910 JPY 1,753 JSP Corp. 16,918 32,206 JPY 28,700 Kobe Steel Ltd. 479,485 135,007 JPY 3,900 JSR Corp. 74,786 102,716 JPY 3,700 Kohnan Shoji Co., Ltd. 87,151 158,366 JPY 17,700 JTEKT Corp. 256,641 187,628 JPY 1,300 Kohsoku Corp. 16,541 23,999 JPY 2,800 Juki Corp. 52,194 19,583 JPY 3,900 Koito Manufacturing Co Ltd. 202,871 214,220 JPY 3,400 Juroku Bank Ltd. 152,742 84,121 JPY 5,000 Kojima Co. Ltd. 28,975 34,804 JPY 1,100 Justsystems Corp. 9,744 106,194 JPY 7,700 Kokuyo Co., Ltd. 133,862 126,746 JPY 26,180 JVC KENWOOD Holdings, Inc. 70,143 54,043 JPY 20,200 Komatsu Ltd. 536,747 561,651 JPY 147,810 JX Holdings Inc. 859,900 715,294 JPY 2,600 Komatsu Seiren Co., Ltd. 15,184 24,224 JPY 2,000 K&O Energy Group Inc. 33,288 38,352 JPY 1,000 Komatsu Wall Industry Co., Ltd. 26,588 22,649 JPY 3,352 Kadokawa Dwango 66,027 93,510 JPY 1,600 KOMEDA Holdings Co., Ltd. 35,471 36,861 JPY 1,700 Kaga Electronics Co., Ltd. 40,653 41,986 JPY 4,300 Komeri Co., Ltd. 122,909 149,725 JPY 27,900 Kajima Corp. 436,977 452,893 JPY 6,200 Komori Corp. 82,144 55,140 JPY 2,800 Kakaku.com Inc. 57,373 96,835 JPY 2,400 Konaka Co., Ltd. 15,937 9,609 JPY 1,500 Kaken Pharmaceutical Co., Ltd. 26,631 104,287 JPY 1,400 Konami Corp. 29,621 63,423 JPY 2,500 Kamei Corp. 28,058 32,136 JPY 37,000 Konica Minolta Holdings Inc. 363,761 174,686 JPY 7,000 Kamigumi Co., Ltd. 145,297 186,896 JPY 1,600 Konishi Co., Ltd. 9,308 30,383 JPY 2,200 Kanaden Corp. 29,485 35,818 JPY 3,600 Konoike Transport Co., Ltd. 58,060 52,879 JPY 800 Kanagawa Chuo Kotsu Co., Ltd. 24,442 41,479 JPY 2,400 Kosaido Co., Ltd. 15,652 23,555 JPY 4,300 Kanamoto Co., Ltd. 116,788 127,869 JPY 400 Kose Corp. 72,175 65,734 JPY 11,000 Kandenko Co., Ltd. 101,406 126,933 JPY 800 Kotobuki Spirits Co., Ltd. 50,281 44,716 JPY 4,600 Kaneka Corp. 167,919 162,533 JPY 800 Krosaki Harima Corp. 38,297 36,736 JPY 9,600 Kanematsu Corp. 67,504 156,586 JPY 500 KRS Corp. 13,752 10,020 JPY 6,826 Kansai Mirai Financial Group Inc. 67,403 34,890 JPY 18,816 K’s Holdings Corp. 135,540 348,944 JPY 2,100 Kansai Paint Co., Ltd. 42,742 60,246 JPY 4,000 Kubota Corp. 57,069 81,232 JPY 1,400 Kansai Super Market Ltd. 19,609 19,273 JPY 3,600 Kumagai Gumi Co., Ltd. 107,761 117,382 JPY 6,000 Kanto Denka Kogyo Co., Ltd. 71,873 64,830 JPY 8,800 Kumiai Chemical Industry Co. Ltd. 71,102 111,679 JPY 2,000 Kasai Kogyo Co., Ltd. 15,564 11,496 JPY 1,300 Kura Corp. 73,699 86,045 JPY 1,900 Kato Sangyo Co., Ltd. 35,691 84,531 JPY 2,500 Kurabo Industries Ltd. 71,020 71,448 JPY 1,000 Kato Works Co., Ltd. 21,933 15,377 JPY 37,800 Kuraray Co., Ltd. 584,427 537,024 JPY 6,200 Fuji Corp/Aichi 87,394 147,883 JPY 2,100 KUREHA Corp. 133,682 125,349 JPY 400 Kawada Technologies Inc. 17,515 24,474 JPY 800 Kurimoto Ltd. 15,665 17,511

The accompanying notes are an integral part of these financial statements 191 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 5,000 Kurita Water Industries Ltd. 123,128 188,830 JPY 3,000 Meidensha Corp. 65,906 66,214 JPY 700 Kusuri no Aoki Holdings Co., Ltd. 13,125 74,708 JPY 1,300 MEIJI Holdings Co. Ltd. 128,506 140,443 JPY 5,500 Kyocera Corp. 405,328 407,574 JPY 6,900 Meiko Electronics Co. 68,313 120,125 JPY 700 Kyodo Printing Co., Ltd. 18,625 25,102 JPY 4,000 Meisei Industrial Co., Ltd. 16,925 40,388 JPY 1,600 Kyoei Steel Ltd. 34,882 26,208 JPY 1,400 Meitec Corp. 22,015 91,956 JPY 800 Kyokuto Boeki Kaisha Ltd. 22,553 13,440 JPY 800 Meito Sangyo Co. Ltd. 13,214 13,263 JPY 4,700 Kyokuto Kaihatsu Kogyo Co., Ltd. 71,321 77,852 JPY 3,500 Meiwa Corp. 18,587 21,065 JPY 1,600 Kyokuto Securities Co., Ltd. 35,174 10,313 JPY 1,000 Meiwa Estate Co., Ltd. 4,902 5,215 JPY 1,200 Kyokuyo Co., Ltd. 41,807 41,044 JPY 3,600 Menicon Co., Ltd. 59,861 241,566 JPY 3,600 KYORIN Holdings Inc. 59,724 100,090 JPY 1,900 METAWATER Co., Ltd. 62,001 118,819 JPY 3,040 Kyoritsu Maintenance Co., Ltd. 72,801 141,192 JPY 2,000 Michinoku Bank Ltd. 42,527 28,486 Kyosan Electric Manufacturing JPY 2,400 Micronics Japan Co Ltd. 26,369 34,430 JPY 4,000 Co., Ltd. 18,047 27,013 JPY 3,700 Mie Kotsu Group Holdings Inc. 16,617 22,013 Kyowa Electronic Instruments JPY 7,800 Mikuni Corp. 50,928 26,920 JPY 2,700 Co. Ltd. 13,547 14,709 JPY 1,200 Milbon Co., Ltd. 21,687 77,871 JPY 4,000 Kyowa Exeo Corp. 35,571 130,379 Mimasu Semiconductor Industry JPY 3,700 Kyudenko Corp. 83,566 148,272 JPY 1,300 Co., Ltd. 16,376 38,189 JPY 5,900 Kyushu Electric Power Co Inc. 68,954 67,132 JPY 11,644 Minebea Co., Ltd. 145,938 288,142 JPY 24,410 Kyushu Financial Group Inc. 163,017 140,340 JPY 1,400 Ministop Co., Ltd. 18,978 26,648 JPY 4,400 Laox Co., Ltd. 28,084 10,246 JPY 6,400 Miraca Holdings Inc. 269,678 205,237 JPY 1,300 Lasertec Corp. 7,520 166,836 JPY 5,310 Mirait Holdings Corp. 43,824 107,981 JPY 1,000 Lawson Inc. 64,110 68,288 JPY 1,800 MISUMI Group Inc. 10,111 61,357 JPY 12,200 Leopalace21 Corp. 70,616 32,482 JPY 1,200 Mitani Corp. 7,063 100,434 JPY 1,000 Life Corp. 19,151 43,629 JPY 900 Mitani Sekisan Co., Ltd. 27,344 61,951 JPY 5,500 Lintec Corp. 128,987 177,960 JPY 5,400 Mito Securities Co., Ltd. 19,594 13,438 JPY 2,000 Lion Corp. 12,197 65,305 JPY 131,500 Mitsubishi Chemical Holdings Corp. 694,544 1,041,100 JPY 1,400 M&A Capital Partners Co Ltd. 59,064 70,652 JPY 30,000 Mitsubishi Corp. 770,719 860,658 JPY 1,600 Mabuchi Motor Co., Ltd. 111,008 69,318 JPY 24,000 Mitsubishi Electric Corp. 312,977 425,570 Macnica Fuji Electronics JPY 15,700 Mitsubishi Estate Co., Ltd. 367,887 317,624 JPY 6,150 Holdings Inc. 112,787 121,011 JPY 11,500 Mitsubishi Gas Chemical Co., Inc. 111,407 237,457 JPY 5,200 Macromill Inc. 83,506 48,766 JPY 23,000 Mitsubishi Heavy Industries Ltd. 1,064,008 737,225 JPY 10,000 Maeda Corp. 28,071 103,907 JPY 600 Mitsubishi Kakoki Kaisha Ltd. 16,267 13,279 JPY 3,200 Maeda Road Construction Co., Ltd. 44,836 81,929 JPY 3,700 Mitsubishi Logistics Corp. 106,876 129,643 JPY 1,400 Maezawa Kasei Industries Co., Ltd. 14,576 17,309 JPY 7,300 Mitsubishi Materials Corp. 257,567 209,266 JPY 1,300 Maezawa Kyuso Industries Co., Ltd. 20,142 32,879 JPY 30,700 Mitsubishi Motors Corp. 248,901 103,297 JPY 2,600 Makino Milling Machine Co. Ltd. 156,479 108,628 JPY 200 Mitsubishi Research Institute Inc. 8,049 10,863 JPY 1,100 Mars Engineering Corp. 29,174 22,519 Mitsubishi Steel Manufacturing JPY 39,100 Marubeni Corp. 308,658 241,122 JPY 1,300 Co., Ltd. 27,333 11,031 JPY 1,900 Marubun Corp. 16,595 13,994 JPY 210,300 Mitsubishi UFJ Financial Group Inc. 1,446,999 1,123,611 JPY 1,799 Marudai Food Co., Ltd. 51,144 43,067 Mitsubishi UFJ Financial Group JPY 4,833 Maruha Nichiro Corp. 114,012 134,381 USD 57,909 Inc., ADR 305,345 308,968 JPY 6,200 Marui Group Co., Ltd. 90,693 152,261 Mitsubishi UFJ Lease & Finance JPY 57,500 Co., Ltd. 313,604 372,502 JPY 2,400 Maruichi Steel Tube Ltd. 92,574 81,213 JPY 2,500 Mitsuboshi Belting Co., Ltd. 18,383 53,168 JPY 3,600 Marusan Securities Co., Ltd. 25,842 18,598 JPY 38,000 Mitsui & Co., Ltd. 604,765 764,376 JPY 1,500 Maruwa Co., Ltd./Aichi 70,763 154,128 USD 200 Mitsui & Co., Ltd., ADR 66,855 80,126 JPY 1,300 Maruzen Showa Unyu Co., Ltd. 29,435 54,904 JPY 13,400 Mitsui Chemicals Inc. 356,813 380,505 JPY 2,300 Marvelous Inc. 25,060 20,345 Mitsui Engineering & Shipbuilding JPY 1,936 Matsuda Sangyo Co., Ltd. 33,676 32,762 JPY 10,900 Co., Ltd. 203,716 57,121 JPY 2,100 Matsui Construction Co., Ltd. 16,535 17,015 JPY 7,700 Mitsui Fudosan Co., Ltd. 236,933 185,705 JPY 4,800 Matsui Securities Co., Ltd. 46,362 50,405 JPY 1,800 Mitsui High-Tec Inc. 17,084 36,465 JPY 2,000 Matsumotokiyoshi Holdings Co., Ltd. 34,111 98,667 JPY 1,700 MITSUI MATSUSHIMA Co., Ltd. 29,706 18,154 JPY 1,500 Matsuya Foods Co., Ltd. 61,741 69,084 JPY 7,100 Mitsui Mining & Smelting Co., Ltd. 194,235 197,527 JPY 2,900 Max Co., Ltd. 35,742 55,781 JPY 9,200 Mitsui OSK Lines Ltd. 350,007 222,238 JPY 800 Maxvalu Tokai Co., Ltd. 17,724 24,966 JPY 1,400 Mitsui Sugar Co Ltd. 47,538 34,883 JPY 20,600 Mazda Motor Corp. 436,667 168,972 Mitsui Sumitomo Insurance Group JPY 10,200 MCJ Co., Ltd. 60,566 110,662 JPY 9,700 Holdings, Inc. 387,974 362,651 JPY 3,900 Mediceo Paltac Holdings Co., Ltd. 67,794 102,190 JPY 2,000 Mitsui-Soko Co., Ltd. 47,146 37,656 JPY 2,200 Megachips Corp. 50,629 57,832 JPY 2,900 Mitsuuroko Co., Ltd. 23,222 42,281 JPY 4,100 Megmilk Snow Brand Co., Ltd. 97,751 129,648 JPY 3,300 Mixi Inc. 131,004 79,240

The accompanying notes are an integral part of these financial statements 192 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 700 Miyaji Engineering Group Inc. 15,838 14,872 JPY 1,600 Nihon Tokushu Toryo Co., Ltd. 17,614 19,988 JPY 542,040 Mizuho Financial Group Inc. 1,023,914 905,162 JPY 5,100 Nihon Unisys Ltd. 62,837 217,693 USD 27,731 Mizuho Financial Group Inc., ADR 108,654 92,990 JPY 700 Nihon Yamamura Glass Co., Ltd. 22,868 7,448 JPY 1,800 Mizuno Corp. 48,839 47,086 JPY 6,000 Nikkiso Co., Ltd. 35,092 77,848 Mobilephone Telecommunications JPY 3,000 Nikko Co., Ltd. 14,923 24,240 JPY 2,900 International Ltd. 23,009 23,362 JPY 11,700 Nikon Corp. 210,623 133,399 JPY 1,800 Modec Inc. 41,415 34,992 JPY 4,000 Nippo Corp. 48,141 137,161 JPY 1,000 Mondelez International Inc. 13,492 31,069 Nippon Beet Sugar Manufacturing JPY 28,600 Monex Group Inc. 98,192 78,837 JPY 1,300 Co., Ltd. 34,012 30,780 JPY 2,700 MonotaRO Co., Ltd. 35,685 147,276 JPY 1,300 Nippon Carbide Industries Co., Inc. 22,769 20,387 JPY 1,000 Morinaga & Co., Ltd. 11,308 52,720 JPY 900 Nippon Carbon Co Ltd. 56,300 39,190 JPY 4,700 Morinaga Milk Industry Co., Ltd. 165,031 284,092 JPY 2,700 Nippon Chemi-Con Corp. 79,067 61,694 JPY 1,800 Morita Holdings Corp. 32,774 42,657 JPY 40,600 Nippon Coke & Engineering Co., Ltd. 56,791 34,392 JPY 2,900 Morito Co. 31,170 24,219 Nippon Commercial Development JPY 500 Mory Industries Inc. 13,551 15,886 JPY 2,300 Co. Ltd. 42,236 44,227 JPY 2,500 Mr Max Corp. 12,813 19,107 JPY 5,000 Nippon Concrete Industries Co., Ltd. 21,236 17,089 JPY 1,800 Murata Manufacturing Co., Ltd. 94,155 144,052 JPY 17,600 Nippon Denko Co., Ltd. 63,164 37,632 JPY 6,400 Musashi Seimitsu Industry Co., Ltd. 92,514 77,999 JPY 2,800 Nippon Densetsu Kogyo Co., Ltd. 69,380 84,151 JPY 2,900 Musashino Bank Ltd. 103,595 56,442 JPY 5,800 Nippon Electric Glass Co., Ltd. 205,077 123,689 JPY 2,400 Nabtesco Corp. 56,366 100,834 JPY 6,900 Nippon Express Co., Ltd. 431,628 485,737 JPY 2,099 Nachi-Fujikoshi Corp. 75,516 89,893 JPY 1,600 Nippon Fine Chemical Co., Ltd. 16,785 29,814 JPY 9,500 Nagase & Co., Ltd. 130,698 161,334 JPY 5,800 Nippon Flour Mills Co., Ltd. 84,746 118,208 JPY 1,000 Nagatanien Holdings Co., Ltd. 30,561 27,211 JPY 3,100 Nippon Gas Co., Ltd. 71,797 180,956 JPY 3,300 Nakabayashi Co. Ltd. 25,531 24,254 JPY 1,500 Nippon Hume Corp. 10,955 14,508 JPY 500 Nakamuraya Co., Ltd. 27,035 25,328 JPY 10,000 Nippon Kayaku Co., Ltd. 103,760 142,024 JPY 2,400 Nakanishi Inc. 33,828 42,590 JPY 2,300 Nippon Koei Co. Ltd. 90,959 87,360 JPY 1,900 Nakano Corp/Tokyo 15,602 9,122 JPY 7,100 Nippon Konpo Unyu Soko Co., Ltd. 123,607 191,638 JPY 1,600 Nakayama Steel Works Ltd. 13,853 7,321 JPY 76,300 Nippon Light Metal Holdings Co., Ltd. 144,453 181,461 JPY 7,212 Namura Shipbuilding Co., Ltd. 69,036 14,306 JPY 2,200 Nippon Meat Packers Inc. 89,298 120,188 JPY 400 Nankai Electric Railway Co., Ltd. 8,914 12,436 JPY 10,729 Nippon Paper Industries Co., Ltd. 272,263 204,296 JPY 12,000 NEC Corp. 498,935 782,726 JPY 2,300 Nippon Pillar Packing Co., Ltd. 26,082 40,197 JPY 2,000 NEC Leasing Ltd. 26,197 50,040 JPY 1,200 Nippon Piston Ring Co., Ltd. 20,923 18,280 NEC Networks & System JPY 600 Nippon Road Co. Ltd. 41,869 54,835 JPY 4,200 Integration Corp. 36,350 116,646 JPY 6,000 Nippon Seiki Co., Ltd. 103,389 95,793 JPY 7,700 NET One Systems Co., Ltd. 61,864 348,903 JPY 400 Nippon Seisen Co., Ltd. 14,054 17,632 JPY 4,000 Neturen Co., Ltd. 38,949 27,644 JPY 600 Nippon Sharyo Ltd. 17,565 19,038 JPY 12,500 NGK Insulators Ltd. 301,527 235,131 JPY 14,700 Nippon Sheet Glass Co., Ltd. 285,228 69,687 JPY 6,100 NGK Spark Plug Co., Ltd. 139,152 119,028 JPY 2,000 Nippon Shokubai Co., Ltd. 121,584 142,325 JPY 19,900 NHK Spring Co., Ltd. 230,447 175,706 JPY 4,800 Nippon Signal Co., Ltd. 49,982 68,601 JPY 900 Nice Holdings Inc. 19,126 9,034 JPY 2,400 Nippon Soda Co., Ltd. 66,563 85,437 JPY 4,000 Nichia Steel Works Ltd. 13,059 13,833 JPY 27,503 Nippon Steel Corp. 701,322 352,826 JPY 7,200 Nichias Corp. 119,712 204,285 JPY 2,064 Nippon Steel Trading Co., Ltd. 80,722 88,552 JPY 7,200 Nichicon Corp. 77,808 68,226 JPY 33,800 Nippon Suisan Kaisha Ltd. 182,315 199,734 JPY 1,600 Nichiden Corp. 40,405 47,497 JPY 5,000 Nippon Thompson Co., Ltd. 24,090 21,411 JPY 2,300 Nichiha Corp. 60,693 66,707 JPY 1,200 Nippon Valqua Industries Ltd. 13,020 29,295 JPY 4,100 Nichii Gakkan Co., 34,934 86,114 JPY 1,920 Nippon Yakin Kogyo Co., Ltd. 55,858 38,840 JPY 4,700 Nichi-iko Pharmaceutical Co., Ltd. 92,078 77,375 JPY 15,600 Nippon Yusen KK 487,316 299,745 JPY 6,800 Nichirei Corp. 69,585 269,010 JPY 4,900 Nippon Yusoki Co., Ltd. 29,042 58,957 JPY 3,000 Nichireki Co., Ltd. 11,960 60,799 JPY 19,600 Nipro Corp. 262,779 294,899 JPY 390 Nichirin Co., Ltd. 8,618 6,643 JPY 1,000 Nishikawa Rubber Co., Ltd. 8,290 17,828 JPY 4,800 Nifco Inc. 66,255 139,410 JPY 6,000 Nishimatsu Construction Co., Ltd. 158,187 162,580 JPY 800 Nihon Chouzai Co., Ltd. 18,870 16,064 JPY 3,300 Nishimatsuya Chain Co Ltd. 35,168 46,225 JPY 1,800 Nihon Dempa Kogyo Co., Ltd. 18,499 7,696 JPY 14,100 Nishi-Nippon Financial Holdings Inc. 181,371 129,378 JPY 1,000 Nihon Eslead Corp. 10,210 17,108 JPY 1,200 Nishi-Nippon Railroad Co., Ltd. 30,167 44,206 JPY 500 Nihon Kagaku Sangyo Co., Ltd. 7,823 6,064 JPY 2,600 Nishio Rent All Co., Ltd. 101,227 72,942 JPY 3,000 Nihon M&A Center Inc. 51,414 185,224 JPY 1,500 Nissan Chemical Industries Ltd. 23,231 104,771 JPY 5,500 Nihon Nohyaku Co., Ltd. 38,080 32,500 JPY 108,300 Nissan Motor Co., Ltd. 1,155,592 545,249 JPY 8,000 Nihon Parkerizing Co., Ltd. 47,293 109,097 JPY 6,300 Nissan Shatai Co., Ltd. 60,615 73,822 JPY 1,500 Nihon Plast Co. Ltd. 20,584 8,857 JPY 3,500 Nissan Tokyo Sales Holdings Co. Ltd. 16,167 11,299

The accompanying notes are an integral part of these financial statements 193 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 700 Nissei ASB Machine Co., Ltd. 43,511 28,305 JPY 3,200 Okumura Corp. 113,128 100,150 JPY 800 Nissei Corp. 5,712 11,530 JPY 2,200 Okura Industrial Co., Ltd. 61,720 44,861 JPY 1,800 Nissei Plastic Industrial Co. Ltd. 29,434 18,643 JPY 2,000 Okuwa Co., Ltd. 20,116 41,703 JPY 3,500 Nissha Printing Co Ltd. 56,037 44,758 JPY 1,400 Olympic Corp. 9,867 14,803 JPY 3,000 Nisshin Fudosan Co., 12,535 13,764 JPY 1,400 Omron Corp. 96,380 127,302 JPY 3,100 Nisshin Oillio Group Ltd. 93,180 131,710 JPY 1,000 ONO Ski Co., Ltd. 9,745 6,484 JPY 2,800 Nisshin Seifun Group Inc. 71,942 56,759 JPY 1,900 Onoken Co., Ltd. 35,796 29,389 JPY 17,982 Nisshinbo Holdings Inc. 206,967 177,599 JPY 13,000 Onward Holdings Co., Ltd. 116,400 52,160 JPY 1,800 Nissin Corp. 21,331 34,501 JPY 5,400 Open House Co., Ltd. 86,157 251,398 JPY 7,500 Nissin Electric Co., Ltd. 84,147 99,453 JPY 900 Optex Group Co Ltd. 14,320 13,927 JPY 4,100 Nissin Kogyo Co., Ltd. 67,258 113,214 JPY 800 Organo Corp. 27,484 58,759 JPY 1,400 Nissin Sugar Co., Ltd. 26,507 32,801 JPY 69,100 Orient Corp. 119,539 103,244 JPY 2,200 Nissui Pharmaceutical Co., Ltd. 32,776 32,326 JPY 63,100 ORIX Corp. 972,976 1,063,724 JPY 1,700 Nitta Corp. 60,924 50,238 JPY 1,400 Osaka Organic Chemical Industry Ltd. 16,120 45,232 JPY 600 Nittetsu Mining Co., Ltd. 28,007 33,235 JPY 1,400 Osaka Steel Co., Ltd. 25,207 21,358 JPY 2,300 Nitto Denko Corp. 117,200 177,015 JPY 7,200 OSG Corp. 101,904 149,963 JPY 2,600 Nitto Kogyo Corp. 27,961 63,421 JPY 9,900 OSJB Holdings Corp. 28,777 28,882 JPY 800 Nitto Kohki Co., Ltd. 17,030 17,961 JPY 1,200 Otsuka Corp. 10,336 86,044 JPY 3,500 Nitto Seiko Co., Ltd. 16,582 20,275 JPY 3,100 Otsuka Holdings Co., Ltd. 171,153 183,418 JPY 1,300 Nittoc Construction Co., Ltd. 7,077 12,350 JPY 800 OUG Holdings Inc. 24,109 27,232 JPY 7,200 NKSJ Holdings Inc. 221,019 336,500 JPY 10,700 Outsourcing Inc. 111,262 92,601 JPY 900 Noevir Holdings Co., Ltd. 18,642 52,237 JPY 2,500 Oyo Corp. 45,828 44,361 JPY 5,000 NOF Corp. 42,073 235,020 JPY 6,000 Pacific Industrial Co., Ltd. 27,756 71,829 JPY 900 Nohmi Bosai Ltd. 13,717 23,741 JPY 2,300 Pacific Metals Co., Ltd. 94,415 44,789 JPY 1,900 Nojima Corp. 31,551 65,279 JPY 3,000 PAL GROUP Holdings Co. Ltd. 56,036 49,130 JPY 7,700 NOK Corp. 151,053 130,203 JPY 1,100 Paltac Corp. 28,057 68,894 JPY 4,400 Nomura Co., Ltd. 64,116 49,907 JPY 43,872 Panasonic Corp. 570,467 522,293 JPY 35,800 Nomura Holdings Inc. 216,695 218,399 JPY 1,000 Paramount Bed Holdings Co., Ltd. 33,433 55,468 JPY 10,100 Nomura Real Estate Holdings Inc. 203,311 255,279 JPY 1,200 Paris Miki Inc. 6,708 4,613 JPY 900 Noritake Co., Ltd. 24,503 39,931 JPY 4,900 Park24 Co., Ltd. 98,874 114,054 JPY 1,200 Noritsu Koki Co. Ltd. 35,830 22,817 JPY 2,800 Parker Corp. 22,341 15,285 JPY 2,900 Noritz Corp. 64,583 47,959 JPY 1,800 Pasona Group Inc. 10,746 27,141 USD 33,584 Normura Holdings Inc., ADR 210,685 202,437 JPY 37,600 Penta-Ocean Construction Co., Ltd. 189,207 275,669 JPY 32,000 North Pacific Bank Ltd. 181,898 83,986 JPY 600 Pepper Food Service Co. Ltd. 40,025 4,041 JPY 2,400 NS Solutions Corp. 38,926 89,132 JPY 2,100 Pigeon Corp. 14,766 110,347 JPY 800 NS United Kaiun Kaisha Ltd. 25,182 15,027 JPY 2,300 Pilot Corp. 111,540 94,993 JPY 4,400 NSD Co., Ltd. 22,063 102,111 JPY 1,500 Piolax Inc. 21,270 30,463 JPY 25,200 NSK Ltd. 232,040 255,309 JPY 3,020 Point Inc. 65,672 65,189 JPY 61,400 NTN Corp. 245,466 167,434 JPY 1,200 Pola Orbis Holdings Inc. 9,269 28,442 JPY 7,000 NTT Data Corp. 43,572 106,250 JPY 8,000 Press Kogyo Co., Ltd. 25,873 29,513 JPY 11,500 NTT DoCoMo Inc. 192,900 414,481 JPY 4,700 Pressance Corp. 76,034 70,353 JPY 1,300 Obara Group Inc. 62,457 53,840 JPY 8,000 Prestige International Inc. 17,488 81,833 JPY 49,200 Obayashi Corp. 535,896 627,964 JPY 2,900 Prima Meat Packers Ltd. 40,639 105,736 JPY 6,000 Oenon Holdings Inc. 12,162 30,544 JPY 2,000 Pronexus Inc. 13,859 30,749 JPY 4,499 Ogaki Kyoritsu Bank Ltd. 165,409 129,183 JPY 2,200 Proto Corp. 17,694 27,866 JPY 1,000 Ohashi Technica Inc. 15,936 19,296 JPY 3,500 PS Mitsubishi Construction Co., Ltd. 15,866 23,096 JPY 400 Ohsho Food Service Corp. 11,621 30,296 JPY 3,500 Qol Co., Ltd. 58,397 49,949 JPY 1,400 Oiles Corp. 33,130 24,622 JPY 5,200 QP Corp. 116,266 133,030 JPY 1,000 Oita Bank Ltd. 41,920 30,036 JPY 4,200 RAIT Financial Trust 26,656 74,712 JPY 75,000 OJI Paper Co., Ltd. 375,838 475,030 JPY 2,400 Raito Kogyo Co., Ltd. 12,140 43,193 JPY 2,700 Okabe Co., Ltd. 28,107 27,679 JPY 3,200 Rakuten Inc. 29,173 38,374 JPY 1,200 Okamoto Industries Inc. 24,463 60,091 JPY 1,100 Raysum Co Ltd. 22,467 13,174 JPY 2,600 Okamura Corp. 43,044 24,524 JPY 2,300 Relia Inc. 26,145 29,081 JPY 18,000 Okasan Securities Group Inc. 106,872 73,943 JPY 3,400 Relo Holdings Inc. 25,090 87,100 JPY 12,900 Oki Electric Industry Co., Ltd. 229,802 169,195 JPY 14,400 Renesas Electronics Corp. 78,588 100,493 JPY 900 Okinawa Cellular Telephone Co. 41,100 46,774 JPY 24,950 Rengo Co., Ltd. 138,197 276,121 JPY 2,598 Okinawa Electric Power Co., Inc. 45,028 58,741 JPY 58,000 Resona Holdings Inc. 295,659 269,444 JPY 1,100 OKK Corp. 18,160 5,800 JPY 6,680 Resorttrust Inc. 98,103 117,700 JPY 1,400 OKUMA Corp. 63,459 81,739 JPY 900 Retail Partners Co Ltd. 16,421 19,251

The accompanying notes are an integral part of these financial statements 194 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 1,000 Rhythm Watch Co., Ltd. 14,386 7,715 JPY 800 Sanyo Trading Co., Ltd. 11,372 10,181 JPY 30,900 Ricoh Co., Ltd. 382,500 301,016 JPY 7,800 Sapporo Holdings Ltd. 192,248 199,132 JPY 1,700 Ricoh Leasing Co., Ltd. 43,434 63,694 JPY 2,300 Sato Corp. 43,353 67,904 JPY 800 Riken Corp. 25,029 30,153 JPY 1,800 Sato Shoji Corp. 24,716 19,906 JPY 1,200 Riken Keiki Co. Ltd. 32,122 36,072 JPY 1,000 Satori Electric Co. Ltd. 13,576 10,482 JPY 3,000 Riken Technos Corp. 7,256 16,067 JPY 2,800 Sawada Holdings Co., Ltd. 33,291 32,107 JPY 2,000 Riken Vitamin Co., Ltd. 25,599 57,394 JPY 3,100 Sawai Pharmaceutical Co., Ltd. 165,260 216,313 JPY 2,000 Ringer Hut Co., Ltd. 59,863 59,038 JPY 800 Saxa Holdings Inc. 19,326 17,049 JPY 1,000 Rinnai Corp. 92,377 113,690 JPY 13,790 SBI Holdings Inc. 175,927 406,264 JPY 700 Rion Co., Ltd. 18,211 19,365 JPY 6,800 SBS Holdings Inc. 54,645 190,579 JPY 1,300 Riso Kagaku Corp. 15,933 24,400 JPY 300 SEC Carbon Ltd. 38,856 25,211 JPY 2,600 Rock Field Co., Ltd. 18,373 42,627 JPY 800 Secom Co., Ltd. 40,328 95,296 JPY 1,300 Rohm Co., Ltd. 143,586 117,350 JPY 525 Secom Joshinetsu Co. Ltd. 21,537 22,954 JPY 3,300 Rohto Pharmaceutical Co., Ltd. 48,058 142,312 JPY 2,400 Seed Co., Ltd. 16,577 22,268 JPY 1,100 Rokko Butter Co., Ltd. 28,584 21,302 JPY 14,400 Sega Sammy Holdings Inc. 226,581 234,345 JPY 1,700 Roland DG Corp. 58,445 26,533 JPY 17,300 Seibu Holdings Inc. 293,129 255,820 JPY 2,600 Rorze Corp. 66,014 176,281 JPY 700 Seika Corp. 19,344 10,937 JPY 5,100 Round One Corp. 33,539 50,070 JPY 3,100 Seikagaku Corp. 58,939 44,214 JPY 2,000 Royal Holdings Co., Ltd. 23,017 47,293 JPY 7,200 Seikitokyu Kogyo Co., Ltd. 41,360 68,790 JPY 4,600 Ryobi Ltd. 70,824 70,072 JPY 24,400 Seiko Epson Corp. 403,043 379,477 JPY 2,000 Ryoden Trading Co., Ltd. 21,547 36,935 JPY 4,200 Seiko Holdings Corp. 85,006 90,913 JPY 10,400 Ryohin Keikaku Co., Ltd. 146,817 200,824 JPY 8,100 Seino Holdings Corp. 91,186 143,346 JPY 2,300 Ryosan Co., Ltd. 71,373 64,365 JPY 5,000 Seiren Co., Ltd. 34,146 85,778 JPY 1,300 Ryoshoku Ltd. 44,406 45,088 JPY 19,000 Sekisui Chemical Co., Ltd. 166,962 369,577 JPY 900 Ryoyo Electro Corp. 11,790 33,133 JPY 18,800 Sekisui House Ltd. 268,389 487,290 JPY 1,500 S Foods Inc. 13,894 49,750 JPY 2,000 Sekisui Jushi Corp. 45,582 54,629 JPY 700 Sac’s Bar Holdings Inc. 9,060 5,318 JPY 2,000 Sekisui Plastics Co., Ltd. 11,410 14,606 JPY 1,600 Sagami Railway Co., Ltd. 32,978 57,976 JPY 14,400 Senko Co., Ltd. 96,478 145,309 JPY 1,500 Saibu Gas Co., Ltd. 43,224 50,861 JPY 700 Senshu Electric Co., Ltd. 19,282 25,007 JPY 3,800 Saizeriya Co., Ltd. 94,136 99,974 JPY 25,910 Senshu Ikeda Holdings Inc. 165,986 52,487 JPY 1,800 Sakai Chemical Industry Co., Ltd. 37,137 46,249 JPY 1,600 Seria Co., Ltd. 56,377 77,474 JPY 600 Sakai Heavy Industries Ltd. 28,882 15,877 JPY 15,800 Seven & I Holdings Co., Ltd. 758,104 701,711 JPY 600 Sakai Moving Service Co., Ltd. 11,453 41,562 JPY 30,000 Seven Bank Ltd. 123,372 111,629 JPY 2,000 Sakata INX Corp. 35,890 25,945 JPY 3,900 Sharp Corp/Japan 48,016 56,783 JPY 7,200 Sala Corp. 46,291 51,503 JPY 1,400 Shibaura Electronics Co., Ltd. 38,571 36,073 JPY 5,050 SAMTY Co., Ltd. 80,704 87,341 JPY 400 Shibaura Mechatronics Corp. 22,296 14,396 JPY 1,000 San Holdings Inc. 15,756 15,375 JPY 1,400 Shibusawa Warehouse Co., Ltd. 23,625 36,662 JPY 1,310 San ju San Financial Group Inc. 42,945 21,851 JPY 1,200 Shibuya Kogyo Co., Ltd. 10,828 42,522 JPY 1,400 San-A Co., Ltd. 75,040 72,859 JPY 4,500 Shiga Bank Ltd. 151,979 136,064 JPY 5,700 San-Ai Oil Co., Ltd. 61,262 69,966 JPY 700 Shikibo Ltd. 12,722 8,789 JPY 3,400 Sanden Holdings Corp. 73,062 14,790 JPY 4,700 Shikoku Bank Ltd. 84,241 46,615 JPY 1,000 Sanei Architecture Planning Co. Ltd. 22,595 16,387 JPY 3,000 Shikoku Chemicals Corp. 18,108 41,173 JPY 2,400 Sangetsu Corp. 60,085 46,138 JPY 3,100 Shikoku Electric Power Co., Inc. 43,611 30,968 JPY 3,900 Sanken Electric Company, Ltd. 83,371 104,260 JPY 2,900 Shima Seiki Manufacturing Ltd. 109,221 56,313 JPY 6,500 Sanki Engineering Co., Ltd. 78,597 101,156 JPY 3,300 Shimachu Co., Ltd. 90,459 124,515 JPY 2,700 Sankyo Co., Ltd. 118,043 88,726 JPY 1,400 Shimadzu Corp. 9,568 50,742 JPY 4,000 Sankyo Seiko Co., Ltd. 11,083 22,353 JPY 1,400 Shimamura Co., Ltd. 186,021 128,735 JPY 2,000 Sankyo Tateyama Inc. 40,560 24,206 JPY 15,200 Shimizu Corp. 106,825 169,998 JPY 4,200 Sankyu Inc. 74,062 214,910 Shin Nippon Air Technologies JPY 4,000 Sanoh Industrial Co., Ltd. 23,466 34,047 JPY 1,100 Co., Ltd. 18,548 32,904 JPY 1,800 Sansei Yusoki Company Ltd. 31,474 15,323 JPY 600 Shinagawa Refractories Co., Ltd. 11,666 16,691 JPY 6,600 Santen Pharmaceutical Co., Ltd. 115,786 164,953 Shindengen Electric Manufacturing JPY 15,000 Sanwa Shutter Corp. 57,766 183,004 JPY 700 Co., Ltd. 37,625 19,000 JPY 1,400 Sanyo Chemical Industries Ltd. 48,628 81,906 JPY 3,000 Shin-Etsu Chemical Co., Ltd. 209,357 477,993 JPY 1,000 Sanyo Denki Co., Ltd. 50,172 61,358 JPY 4,100 Shin-Etsu Polymer Co Ltd. 35,494 45,589 JPY 400 Sanyo Electric Railway Co., Ltd. 13,533 11,077 JPY 3,600 Shinko Electric Industries Co., Ltd. 30,584 66,346 JPY 1,300 Sanyo Housing Nagoya Co Ltd. 18,253 14,234 JPY 4,000 Shinko Plantech Co., Ltd. 40,772 61,373 JPY 1,500 Sanyo Shokai Ltd. 46,464 13,494 JPY 2,500 Shinko Shoji Co., Ltd. 18,946 26,438 JPY 2,800 Sanyo Special Steel Co., Ltd. 72,330 31,335 JPY 10,000 Shinmaywa Industries Ltd. 59,635 127,573

The accompanying notes are an integral part of these financial statements 195 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 5,200 Shinnihon Corp. 53,599 55,173 Sumitomo Mitsui Construction JPY 2,800 Shinoken Group Co., Ltd. 31,670 30,745 JPY 17,740 Co., Ltd. 112,362 105,023 JPY 7,500 Shinsei Bank Ltd. 134,162 123,154 JPY 30,059 Sumitomo Mitsui Financial Group Inc. 1,232,336 1,151,684 JPY 600 Shinsho Corp. 16,879 14,982 JPY 4,500 Sumitomo Osaka Cement Co., Ltd. 156,131 215,259 JPY 3,600 Ship Healthcare Holdings Inc. 55,631 204,543 JPY 300 Sumitomo Precision Products Co., Ltd. 12,743 8,373 JPY 1,900 Shizuki Electric Co. Inc. 16,529 14,021 Sumitomo Realty & Development JPY 7,700 Co., Ltd. 301,053 288,547 JPY 5,600 Shizuoka Gas Co., Ltd. 42,851 69,679 JPY 21,313 Sumitomo Rubber Industries Ltd. 342,033 286,584 JPY 5,740 Shoei Co., Ltd. 71,170 73,571 JPY 600 Sumitomo Seika Chemicals Co., Ltd. 11,666 26,535 JPY 1,200 Shoei Foods Corp. 60,518 63,540 JPY 7,000 Sumitomo Warehouse Co., Ltd. 66,042 114,734 JPY 6,700 Showa Corp. 64,263 188,004 JPY 5,800 SUN FRONTIER FUDOSNPV 66,721 62,727 JPY 16,600 Showa Denko KK 266,904 508,676 JPY 3,700 Suncall Corp. 29,043 20,505 JPY 2,000 Showa Sangyo Co., Ltd. 33,209 83,195 JPY 1,600 Sundrug Co., Ltd. 37,476 71,890 JPY 3,800 Siix Corp. 40,466 47,483 JPY 2,000 SURUGA CO., LTD. 27,204 40,876 JPY 600 Sinanen Co., Ltd. 14,477 20,682 JPY 1,990 Suzuken Co., Ltd. 83,375 100,932 JPY 2,800 Sinfonia Technology Co., Ltd. 30,866 36,314 JPY 3,100 Suzuki Co., Ltd. 35,247 27,890 JPY 1,400 Sinko Industries Ltd. 11,814 25,690 JPY 17,700 Suzuki Motor Corp. 559,002 820,519 JPY 5,000 Sintokogio Ltd. 36,343 49,913 JPY 1,600 SWCC Showa Holdings Co., Ltd. 13,796 23,233 JPY 1,700 SK-Electronics Co. Ltd. 52,563 23,792 JPY 2,600 T Hasegawa Co., Ltd. 61,013 79,014 JPY 15,900 Sky Perfect Jsat Corp. 91,112 80,241 JPY 400 T RAD Co., Ltd. 11,421 6,701 JPY 7,700 Skylark Co., Ltd. 161,268 166,087 JPY 17,900 T&D Holdings Inc. 257,902 208,728 JPY 200 SMC Corp/Japan 88,392 139,541 JPY 1,500 T&K Toka Co., Ltd. 18,131 15,484 JPY 600 SMK Corp. 36,212 19,677 JPY 1,860 Tachibana Eletech Co., Ltd. 29,991 40,699 JPY 2,200 SMS Co., Ltd. 33,459 67,212 JPY 1,500 Tachikawa Corp. 21,039 24,573 JPY 2,900 SNT Corp. 15,423 8,686 JPY 4,800 Tachi-S Co., Ltd. 79,422 52,588 JPY 1,500 Soda Nikka Co., Ltd. 13,506 9,647 JPY 11,900 Tadano Ltd. 180,404 134,994 JPY 9,000 Sodick Co., Ltd. 73,960 90,582 JPY 2,000 Taihei Dengyo Kaisha Ltd. 43,088 58,074 JPY 33,500 Softbank Corp. 1,641,461 2,293,443 JPY 9,900 Taiheiyo Cement Corp. 352,621 312,274 JPY 1,000 Sohgo Security Services Co., Ltd. 45,771 63,391 JPY 900 Taiho Kogyo Co., Ltd. 12,679 6,008 JPY 61,300 Sojitz Corp. 195,974 181,895 JPY 800 Taikisha Ltd. 32,938 30,103 Soken Chemical & Engineering JPY 1,100 Co., Ltd. 28,997 17,123 JPY 1,200 Taiko Bank Ltd. 30,532 23,393 JPY 9,100 Sony Corp. 196,501 852,814 JPY 6,540 Taisei Corp. 274,091 323,596 JPY 3,000 Sony Financial Holdings Inc. 40,281 98,338 JPY 700 Taisei Lamick Co., Ltd. 24,326 24,472 JPY 1,500 Space Value Holdings Co Ltd. 17,590 6,631 Taisho Pharmaceutical Holdings JPY 600 Co., Ltd. 65,826 49,987 JPY 9,400 Sparx Group Co., Ltd. 24,200 25,683 JPY 1,100 Taiyo Holdings Co., Ltd. 57,666 68,962 JPY 1,400 Square Enix Co., Ltd. 31,005 96,295 JPY 10,100 Taiyo Nippon Sanso Corp. 124,189 229,301 JPY 2,200 SRA Holdings 59,929 66,324 JPY 9,100 Taiyo Yuden Co., Ltd. 117,983 386,322 JPY 2,100 St Marc Holdings Co., Ltd. 70,240 43,985 Takamatsu Construction Group JPY 3,400 Stanley Electric Co., Ltd. 81,422 111,739 JPY 900 Co., Ltd. 28,322 27,363 JPY 5,200 Star Micronics Co., Ltd. 68,934 78,931 JPY 885 Takaoka Toko Holdings Co., Ltd. 23,743 11,351 JPY 4,300 Starts Corp., Inc. 102,349 119,829 JPY 15,500 Takara Leben Co., Ltd. 81,132 70,559 JPY 1,000 Starzen Co., Ltd. 39,144 53,446 JPY 1,500 Takara Standard Co., Ltd. 21,936 28,883 JPY 1,300 Stella Chemifa Corp. 49,800 39,783 JPY 1,200 Takasago International Corp. 31,429 32,566 JPY 700 Studio Alice Co., Ltd. 18,359 13,886 Takasago Thermal Engineering JPY 1,200 Sugi Pharmacy Co., Ltd. 61,994 110,478 JPY 2,000 Co., Ltd. 38,149 39,935 JPY 1,000 Sugimoto & Co., Ltd. 18,859 23,447 JPY 9,000 Takashimaya Co., Ltd. 170,044 102,311 JPY 17,800 Sumco Corp. 262,841 371,522 JPY 1,300 Take And Give Needs Co., Ltd. 18,605 10,281 JPY 2,100 Sumida Corp. 19,710 20,374 JPY 1,100 TAKEBISHI CORP. 22,997 20,695 JPY 600 Suminoe Textile Co., Ltd. 17,609 15,645 USD 1,006 Takeda Pharmaceutical Co Ltd. 25,740 24,488 JPY 3,400 Sumitomo Bakelite Co., Ltd. 75,858 130,365 JPY 15,707 Takeda Pharmaceutical Co., Ltd. 797,971 766,126 JPY 135,500 Sumitomo Chemical Co., Ltd. 595,943 553,486 JPY 1,300 Takeei Corp. 15,170 17,607 JPY 27,500 Sumitomo Corp. 437,541 429,397 TAKEUCHI MANUFACTURING Sumitomo Dainippon Pharma JPY 5,300 Co., Ltd. 93,824 120,045 JPY 5,000 Co., Ltd. 79,180 94,066 JPY 600 Takihyo Co., Ltd. 16,637 14,049 JPY 3,300 Sumitomo Densetsu Co., Ltd. 16,985 99,534 JPY 3,000 Takiron Co., Ltd. 8,520 26,514 JPY 39,600 Sumitomo Electric Industries Ltd. 598,662 620,174 JPY 800 Takisawa Machine Tool Co. Ltd. 17,635 10,170 JPY 11,300 Sumitomo Forestry Co., Ltd. 127,038 193,005 JPY 5,200 Takuma Co., Ltd. 70,673 97,360 JPY 9,200 Sumitomo Heavy Industries Ltd. 223,609 273,169 JPY 1,900 Tamron Co., Ltd. 40,149 44,619 JPY 7,300 Sumitomo Metal Mining Co., Ltd. 250,652 279,178 JPY 7,000 Tamura Corp. 19,809 40,305

The accompanying notes are an integral part of these financial statements 196 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 6,700 Tanseisha Co., Ltd. 61,893 63,561 JPY 3,000 Tokyo Energy & Systems Inc. 24,124 29,747 Tatsuta Electric Wire and Cable JPY 800 Tokyo Keiki Inc. 10,397 9,928 JPY 5,500 Co., Ltd. 32,508 39,814 JPY 2,200 Tokyo Ohka Kogyo Co., Ltd. 89,907 149,786 JPY 2,000 Tayca Corp. 23,718 34,907 JPY 1,200 Tokyo Rope Manufacturing Co., Ltd. 25,811 8,606 JPY 5,100 TDK Corp. 223,473 689,274 JPY 4,000 Tokyo Seimitsu Co., Ltd. 97,765 174,194 JPY 19,900 Teijin Ltd. 385,740 430,145 JPY 8,500 Tokyo Steel Manufacturing Co., Ltd. 94,148 66,456 JPY 1,600 Teikoku Piston Ring Co., Ltd. 35,430 27,100 JPY 17,200 Tokyo Tatemono Co., Ltd. 258,776 268,767 JPY 1,800 Teikoku Sen-I Co., Ltd. 32,083 51,945 JPY 2,814 Tokyo TY Financial Group Inc. 95,239 39,146 JPY 1,400 Tekken Corp. 49,645 36,490 JPY 1,900 Tokyotokeiba Co., Ltd. 48,767 85,962 JPY 4,700 Temp Holdings Co., Ltd. 102,097 87,971 JPY 46,070 Tokyu Fudosan Holdings Corp. 295,120 294,241 JPY 1,800 Tenma Corp. 45,197 37,692 JPY 3,700 Toli Corp. 15,728 12,664 JPY 900 T-Gaia Corp. 16,880 23,094 JPY 500 Tomato Bank Ltd. 9,945 6,454 JPY 1,600 The Akita Bank Ltd. 66,378 29,264 JPY 3,400 Tomoe Corp. 15,458 14,578 JPY 700 The Chukyo Bank Ltd. 21,025 18,953 JPY 800 Tomoe Engineering Co., Ltd. 17,051 18,598 JPY 2,500 The Fukui Bank Ltd. 82,340 52,847 JPY 1,400 Tomoku Co., Ltd. 15,915 31,162 JPY 8,200 The Kanto Tsukuba Bank Ltd. 29,730 18,223 JPY 18,900 TOMONY Holdings Inc. 124,097 82,523 JPY 700 The Kita-Nippon Bank Ltd. 21,256 17,165 JPY 10,000 Tomy Co., Ltd. 55,417 107,333 JPY 3,200 The Nanto Bank Ltd. 136,234 84,583 JPY 400 Tonami Transportation Co., Ltd. 9,848 28,538 JPY 900 The Pack Corp. 13,747 35,510 JPY 11,700 Topcon Corp. 181,881 128,479 JPY 14,700 The San-In Godo Bank Ltd. 134,628 100,726 JPY 5,000 Toppan Forms Company Ltd. 51,367 67,411 JPY 17,500 The Shizuoka Bank Ltd. 198,629 152,837 JPY 9,500 Toppan Printing Co., Ltd. 177,142 215,629 JPY 22,000 The Toho Bank Ltd. 79,985 61,983 JPY 4,000 Topre Corp. 34,039 60,871 JPY 3,200 The Yamagata Bank Ltd. 84,582 53,689 JPY 1,600 Topy Industries Ltd. 29,866 24,679 JPY 13,700 The Yokohama Rubber Co., Ltd. 238,272 262,993 JPY 71,200 Toray Industries Inc. 580,677 456,246 JPY 5,300 THK Co., Ltd. 133,064 179,146 JPY 1,000 Torex Semiconductor Ltd. 17,471 16,987 JPY 2,200 TKC 45,335 158,343 JPY 2,000 Toridoll.Corp. 9,389 30,550 JPY 1,300 Toa Corp. 27,854 25,620 JPY 1,500 Torigoe Co., Ltd. 17,528 16,786 JPY 2,000 Toa Corp. 17,205 18,339 JPY 1,200 Torii Pharmaceutical Co., Ltd. 35,954 46,816 JPY 600 Toa Oil Co., Ltd. 7,426 15,409 Torishima Pump Manufacturing JPY 500 TOA ROAD Corp. 21,384 20,598 JPY 1,100 Co., Ltd. 16,761 11,160 JPY 10,300 Toagosei Co., Ltd. 121,250 137,346 JPY 5,100 Tosei Corp. 38,339 73,241 JPY 2,140 Tobishima Corp. 50,586 28,307 JPY 3,800 Toshiba Machine Co Ltd. 110,388 103,596 JPY 3,800 TOC Co., Ltd. 38,791 32,658 JPY 2,400 Toshiba TEC Corp. 50,953 124,929 JPY 4,400 Tocalo Co., Ltd. 15,691 64,523 JPY 900 Tosho Co Ltd. 31,868 14,532 JPY 14,800 Tochigi Bank Ltd. 58,748 30,420 JPY 25,900 Tosoh Corp. 243,816 483,018 JPY 13,000 Toda Corp. 107,926 114,170 JPY 700 Totetsu Kogyo Co. Ltd. 26,236 23,990 JPY 300 Toda Kogyo Corp. 9,859 7,333 JPY 2,600 TOTO Ltd. 91,676 135,714 JPY 600 Toei Co., Ltd. 76,391 109,065 JPY 700 Tottori Bank Ltd. 20,934 10,822 JPY 800 Toenec Corp. 28,441 37,656 JPY 3,600 Towa Bank Ltd. 42,088 31,712 JPY 700 Toho Co., Ltd. 11,154 34,327 JPY 2,100 Towa Corp. 11,606 31,000 JPY 800 Toho Co., Ltd./Kobe 15,873 19,053 JPY 2,100 Towa Pharmaceutical Co., Ltd. 32,177 52,804 JPY 6,000 Toho Holdings Co., Ltd. 144,486 152,238 JPY 12,600 Toyo Construction Co., Ltd. 59,948 63,823 JPY 6,300 Toho Titanium Co., Ltd. 76,265 51,825 JPY 1,900 Toyo Corp. 15,824 23,766 JPY 2,000 Toho ZInc. Co., Ltd. 82,066 38,878 JPY 1,000 Toyo Denki Seizo KK 18,846 14,627 JPY 500 Tohu Bank Ltd. 7,605 6,110 JPY 3,900 Toyo Ink Manufacturing Co., Ltd. 98,757 100,382 JPY 12,500 Tokai Carbon Co Ltd. 196,387 160,367 JPY 1,300 Toyo Kanetsu KK 45,790 34,696 JPY 1,000 Tokai Corp./Gifu 13,626 29,966 JPY 2,100 Toyo Machinery & Metal Co., Ltd. 18,200 10,961 JPY 6,900 Tokai Holdings Corp. 22,096 86,635 JPY 4,000 Toyo Securities Co., Ltd. 6,809 5,953 JPY 7,300 Tokai Rika Co., Ltd. 143,686 144,199 JPY 10,900 Toyo Seikan Kaisha Ltd. 211,969 166,880 JPY 5,500 Tokai Rubber Industries Inc. 66,634 43,363 JPY 1,400 Toyo Suisan Kaisha Ltd. 45,019 106,197 JPY 22,200 Tokai Tokyo Securities Co., Ltd. 129,360 66,810 JPY 900 Toyo Tanso Co., Ltd. 23,971 19,269 JPY 1,000 Token Corp. 94,313 88,570 JPY 14,600 Toyo Tire & Rubber Co., Ltd. 166,251 267,490 JPY 11,000 Tokio Marine Holdings Inc. 595,503 653,692 JPY 600 Toyo Wharf & Warehouse Co., Ltd. 11,883 10,343 JPY 738 Tokushu Tokai Holdings Co., Ltd. 19,585 43,055 JPY 10,600 Toyobo Co., Ltd. 194,608 200,503 JPY 7,500 Tokuyama Corp. 166,722 240,913 JPY 7,200 Toyoda Gosei Co., Ltd. 146,678 204,230 Tokyo Broadcasting System JPY 9,900 Toyota Boshoku Corp. 158,799 181,243 JPY 2,300 Holdings Inc. 61,675 49,949 JPY 3,100 Toyota Industries Corp. 154,422 223,697 JPY 9,500 Tokyo Dome Corp. 78,842 92,684 JPY 46,421 Toyota Motor Corp. 3,087,949 3,963,049 JPY 1,000 Tokyo Electron Device Ltd. 24,124 45,280 JPY 11,400 Toyota Tsusho Corp. 259,341 394,677

The accompanying notes are an integral part of these financial statements 197 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

JPY 400 Trancom Co., Ltd. 24,511 34,925 JPY 3,600 Yamatake Corp. 42,713 149,381 JPY 1,400 Trend Micro Inc. 51,231 106,217 JPY 800 Yamatane Corp. 11,298 12,033 JPY 4,000 Trusco Nakayama Corp. 85,870 140,937 JPY 1,700 Yamato Corp. 16,858 14,567 JPY 5,300 TS Tech Co., Ltd. 166,576 198,345 JPY 6,800 Yamato Holdings Co., Ltd. 150,248 200,397 JPY 7,495 TSI Holdings Co., Ltd. 66,691 43,737 JPY 2,200 Yamato International Inc. 15,673 11,077 JPY 4,100 Tsubaki Nakashima Co Ltd. 60,397 43,717 JPY 4,600 Yamato Kogyo Co., Ltd. 149,970 127,709 JPY 3,300 Tsubakimoto Chain Co., 117,308 109,218 JPY 5,800 Yamazaki Baking Co., Ltd. 117,792 135,256 JPY 400 Tsubakimoto Kogyo Co. Ltd. 15,674 19,553 JPY 2,000 Yamazen Corp. 6,978 22,931 JPY 6,000 Tsugami Corp. 74,381 68,331 JPY 1,000 Yaoko Co., Ltd. 54,532 97,176 JPY 4,100 Tsukada Global Holdings Inc. 31,176 15,467 JPY 1,400 Yashima Denki Co. Ltd. 14,560 16,652 JPY 2,800 Tsukishima Kikai Co., Ltd. 40,929 41,436 JPY 1,800 Yaskawa Electric Corp. 20,111 84,950 JPY 6,600 Tsukui Corp. 31,201 42,108 JPY 800 Yasunaga Corp. 18,879 10,822 JPY 2,300 Tsumura & Co., 83,434 81,780 JPY 4,600 Yellow Hat Ltd. 77,894 86,022 JPY 2,000 Tsurumi Manufacturing Co., Ltd. 27,990 46,547 JPY 2,900 Yodogawa Steel Works Ltd. 68,791 68,621 JPY 300 Tsutsumi Jewelry Co., Ltd. 6,324 7,091 JPY 2,800 Yokogawa Bridge Holdings Corp. 45,107 79,100 JPY 4,800 TV Asahi Corp. 96,593 94,942 JPY 8,000 Yokogawa Electric Corp. 76,211 170,175 JPY 1,000 Tv Tokyo Holdings Corp. 30,474 29,928 JPY 4,200 Yokohama Reito Co., Ltd. 55,599 47,265 JPY 10,800 Tyu Construction Co., Ltd. 108,952 76,176 JPY 1,600 Yokowo Co. Ltd. 26,801 50,738 JPY 8,960 Ube Industries Ltd. 188,668 209,644 JPY 1,000 Yomeishu Seizo Co., Ltd. 20,407 23,220 JPY 1,000 Uchida Yoko Co Ltd. 31,867 79,458 JPY 900 Yomiuri Land Co., Ltd. 51,587 40,315 JPY 2,200 UKC Holdings Corp. 52,250 58,122 JPY 600 Yondenko Corp. 17,108 19,921 JPY 3,900 Ulvac Inc. 116,510 153,714 JPY 1,800 Yondoshi Holdings Inc. 60,737 40,296 JPY 400 Uniden Corp. 13,461 9,243 JPY 2,000 Yorozu Corp. 33,667 26,783 JPY 400 Union Tool Co., 10,384 13,272 JPY 1,300 Yoshinoya Holdings Co., Ltd. 37,763 36,475 JPY 7,400 Unipres Corp. 157,509 88,108 JPY 4,100 Yotai Refractories Co. Ltd. 38,157 37,343 JPY 2,200 United Arrows Ltd. 79,182 50,720 JPY 700 Yuasa Trading Co., Ltd. 6,196 25,690 JPY 500 UNITED Inc/Japan 14,961 7,293 JPY 5,000 Yurtec Corp. 29,190 41,332 JPY 5,200 United Super Markets Holdings Inc. 57,839 74,473 JPY 1,100 Yushiro Chemical Industry Co., Ltd. 13,257 18,460 JPY 8,400 Unitika Ltd. 42,715 37,800 JPY 500 Zenitaka Corp. 29,500 25,699 JPY 2,100 Universal Entertainment Corp. 76,415 55,661 JPY 1,700 Zenkoku Hosho Co., Ltd. 47,178 87,189 JPY 7,900 Ushio Inc. 115,153 143,286 JPY 1,500 Zenrin Co., Ltd. 12,845 23,005 JPY 1,600 USS Co., Ltd. 10,015 34,821 JPY 4,000 Zensho Holdings Co., Ltd. 28,879 109,828 JPY 800 V Technology Co., Ltd. 59,114 37,117 JPY 12,000 Zeon Corp. 78,615 150,450 JPY 5,600 Valor Co., Ltd. 115,459 148,672 JPY 1,600 ZIGExN Co., Ltd. 15,256 6,832 JPY 3,500 Vector Inc. 66,138 38,643 125,680,942 141,206,777 19.26 JPY 3,500 Vital KSK Holdings Inc. 25,011 45,617 JPY 4,300 VT Holdings Co., Ltd. 27,439 19,100 Malaysia JPY 4,700 Wacoal Holdings Corp. 132,867 118,285 MYR 43,000 Aeon Co M BHD 22,430 13,821 JPY 18,800 Wacom Co Ltd. 78,428 130,376 MYR 3,300 AEON Credit Service M BHD 13,371 9,994 JPY 1,100 Wakachiku Construction Co., Ltd. 17,959 16,077 MYR 16,640 Affin Holdings BHD 17,202 8,336 JPY 4,400 Wakita & Co., Ltd. 52,639 51,445 MYR 149,200 AirAsia BHD 95,991 41,865 JPY 1,300 Warabeya Nichiyo Co., Ltd. 15,999 27,815 MYR 254,100 AirAsia X BHD 30,948 8,155 JPY 700 Watahan & Co Ltd. 23,707 16,834 MYR 4,300 Allianz Malaysia BHD 18,593 19,274 JPY 1,500 WATAMI Co., Ltd. 25,334 17,983 MYR 115,900 AMMB Holdings BHD 248,500 114,661 JPY 102 Welcia Holdings Co., Ltd. 1,361 11,187 MYR 12,200 Ann Joo Resources BHD 13,333 2,823 JPY 1,560 West Holdings Corp. 13,336 42,923 MYR 5,000 Asiatic Development BHD 13,313 15,671 JPY 1,300 Wood One Co. Ltd. 26,047 19,121 MYR 39,902 Axiata Group BHD 47,600 45,105 JPY 1,400 World Co., Ltd. 28,403 29,032 MYR 6,400 Batu Kawan BHD 20,449 29,431 JPY 500 Wowow Inc. 17,806 15,261 MYR 537,091 Berjaya Corp. BHD 69,649 32,307 JPY 2,900 Xebio Co., Ltd. 60,101 30,674 MYR 1,700 Berjaya Land BHD 531 92 JPY 3,000 Yahagi Construction Co., Ltd. 20,398 29,761 MYR 39,000 Berjaya Sports Toto BHD 36,165 27,272 Yaizu Suisankagaku Industry MYR 68,200 Bermaz Auto BHD 27,195 32,159 JPY 1,100 Co., Ltd. 14,113 12,818 MYR 9,800 BIMB Holdings BHD 13,644 10,643 JPY 700 YAKUODO Holdings Co Ltd. 27,513 23,221 MYR 50,764 Boustead Holdings BHD 63,388 9,815 JPY 3,500 YAMABIKO Corp. 31,745 39,679 MYR 86,380 Boustead Plantations BHD 34,638 9,790 JPY 24,500 Yamada Denki Co., Ltd. 133,947 164,990 British American Tobacco JPY 13,000 Yamaguchi Financial Group Inc. 129,674 108,456 MYR 3,400 Malaysia BHD 53,810 11,677 JPY 30,100 Yamaha Motor Co., Ltd. 544,792 643,606 MYR 351,150 Bumi Armada BHD 119,963 26,407 JPY 5,000 Yamanashi Chuo Bank Ltd. 122,173 53,736 MYR 12,450 Bursa Malaysia BHD 21,444 28,854

The accompanying notes are an integral part of these financial statements 198 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

MYR 35,800 Cahya Mata Sarawak BHD 42,197 17,869 MYR 366,300 SapuraKencana Petroleum BHD. 301,279 11,324 MYR 9,500 Carlsberg Brewery Malaysia Bhd 49,599 74,986 MYR 14,000 Scientex BHD 38,438 39,607 MYR 20,400 CB Industrial Product Holding BHD 8,617 5,942 MYR 74,550 Serba Dinamik Holdings BHD 46,634 39,396 MYR 195,005 CIMB Group Holdings BHD 397,353 220,856 MYR 209,200 Sime Darby BHD. 153,300 143,196 MYR 88,000 Dagang NeXchange Bhd 13,629 5,068 MYR 24,000 Sime Darby Plantation Bhd 46,452 37,615 MYR 132,660 Dayang Enterprise Holdings BHD 56,990 54,056 MYR 24,000 Sime Darby Property Bhd 10,784 5,189 MYR 82,736 Dialog Group BHD 66,061 95,192 MYR 131,403 Sunway BHD 56,736 57,258 MYR 128,300 DRB-Hicom BHD 54,164 70,148 MYR 1,733 Sunway Construction Group BHD 440 1,034 MYR 70,841 Eastern & Oriental BHD 34,484 8,956 MYR 62,337 Supermax Corp., BHD 19,140 158,892 MYR 149,000 Eco World Development Group BHD 66,958 19,805 MYR 11,800 Syarikat Takaful Malaysia BHD 13,267 16,707 MYR 136,600 Ekovest BHD 50,985 22,358 MYR 47,100 Ta Ann Holdings Bhd 49,402 35,449 MYR 187,100 Felda Global Ventures Holdings BHD 157,619 59,385 MYR 95,900 TA Enterprise BHD 21,769 15,412 MYR 2,700 Fraser & Neave Holdings BHD 27,582 27,838 MYR 18,640 TIME dotCOM BHD 16,233 64,340 MYR 109,596 Gamuda BHD 165,115 127,127 MYR 20,000 Top Globe Corp., BHD 10,901 102,470 MYR 67,600 Genting BHD. 180,558 88,394 MYR 20,300 UEM Edgenta BHD 15,424 12,515 MYR 99,500 Genting Malaysia BHD 101,308 80,340 MYR 136,200 UEM Sunrise Bhd 46,861 18,955 MYR 19,800 George Kent Malaysia BHD 25,433 3,921 MYR 33,800 UMW Holdings BHD 62,030 27,559 MYR 40,300 Globetronics Technology BHD 27,335 27,547 MYR 132,445 UMW Oil & Gas Corp. BHD 13,489 6,232 MYR 13,000 Hap Seng Consolidated BHD 8,172 36,342 MYR 6,300 United Malacca Berhad 13,664 9,390 MYR 8,700 Heineken Malaysia BHD 41,448 62,485 MYR 5,600 United Plantations BHD 11,857 23,638 MYR 12,400 Hengyuan Refining Co. BHD 45,076 13,797 MYR 104,820 UOA Development BHD 74,973 61,593 MYR 12,760 Hong Leong Bank BHD 57,097 57,191 MYR 215,475 VS Industry BHD 81,688 67,019 MYR 15,731 Hong Leong Financial Group BHD 77,817 65,712 MYR 44,758 WAH SEONG MYR0.50 23,911 7,180 MYR 223,600 IJM Corp. BHD. 162,802 129,070 MYR 108,867 WCT Holdings BHD 73,045 16,821 MYR 187,800 Inari Amertron BHD 65,355 101,651 MYR 24,800 Westports Holdings BHD 28,999 29,884 MYR 114,100 IOI Properties Group BHD 65,331 35,542 MYR 37,200 Yinson Holdings BHD 45,103 69,859 MYR 12,100 Keck Seng BHD 26,875 14,293 MYR 495,550 YTL Corp. BHD 268,573 130,864 MYR 350,400 KNM Group BHD 32,335 23,950 6,432,983 5,094,859 0.70 MYR 66,000 Kossan Rubber Industries 71,772 179,043

MYR 172,500 KPJ Healthcare BHD 51,872 45,979 Mexico MYR 31,000 KSL Holdings BHD 9,433 5,887 MXN 7,000 ALEATICA SAB de CV 13,785 8,265 MYR 3,757 Kuala Lumpur Kepong BHD 25,982 26,414 MXN 362,473 Alfa SAB de CV, Class A 512,429 277,258 MYR 142,100 LBS Bina Group Bhd 40,923 16,742 MXN 40,481 Alpek SAB de CV 77,153 41,820 MYR 12,100 LPI Capital Bhd 55,957 51,458 MXN 33,100 Alsea SAB de CV 127,444 44,205 MYR 46,050 Mah Sing Group BHD 25,223 7,808 MXN 68,500 America Movil SAB de CV 59,564 59,679 MYR 43,080 Malayan Banking BHD 136,886 102,765 MXN 17,786 Axtel SAB De CV 17,454 4,139 MYR 48,240 Malaysia Airports Holdings BHD 96,235 83,641 MXN 41,295 Banco del Bajio SA 112,244 48,002 MYR 160,111 Malaysia Building Society 70,510 31,630 Bolsa Mexicana de Valores SAB MYR 8,800 Malaysian Pacific Industries BHD 26,876 30,819 MXN 50,200 de CV 62,527 127,560 MYR 75,600 Malaysian Plantations BHD 67,156 52,454 MXN 292,806 Cemex SAB de CV 293,249 112,071 MYR 151,500 Malaysian Resources Corp. BHD 47,403 22,760 USD 29,420 Cemex SAB de CV, ADR 251,003 115,030 MYR 42,200 Matrix Concepts Holdings BHD 28,520 24,242 MXN 10,359 Coca-Cola Femsa SAB de CV 122,873 61,566 MYR 14,900 Mega First Corp. BHD 16,157 29,828 USD 838 Coca-Cola Femsa SAB de CV, ADR 69,602 49,887 MYR 30,600 MISC BHD 77,396 74,422 MXN 49,623 Consorcio ARA SAB de CV 27,078 7,357 MYR 26,300 Muhibbah Engineering M BHD 20,860 7,869 Controladora Vuela Cia de Aviacion MYR 64,600 Multi-Purpose Holdings BHD 38,655 45,189 MXN 10,400 SAB de CV 14,917 7,378 MYR 24,900 Oriental Holdings BHD 51,154 44,670 MXN 35,000 Corp Inmobiliaria Vesta SAB de CV 68,028 70,496 MYR 61,650 OSK Holdings BHD 20,115 15,786 MXN 56,904 Corp. Comerci SAB de CV 66,477 107,589 MYR 9,300 Padini Holdings BHD 13,711 7,377 MXN 24,700 Corp.oracion Mectezuma, SA de C.V. 67,234 70,612 Petron Malaysia Refining & MXN 17,099 Credito Real SAB de CV 36,179 12,069 MYR 9,500 Marketing BHD 38,150 12,127 MXN 5,700 El Puerto de Liverpool SAB de CV 58,704 18,975 MYR 68,200 Petronas Chemicals Group BHD 120,829 134,906 MXN 15,294 Embotelladoras Arca SAB de CV 68,938 91,013 MYR 5,200 Petronas Dagangan BHD 34,288 34,024 Fomento Economico Mexicano SAB MYR 20,500 POS MALAYSIA MYR1 33,715 6,107 MXN 12,414 de CV 144,453 104,481 MYR 21,260 PPB Group BHD. 92,550 120,125 Genomma Lab Internacional SAB de MYR 21,560 Press Metal Aluminium Holdings Bhd 7,532 31,143 MXN 34,400 CV, Class B 81,464 47,688 MYR 51,100 Public Bank BHD 314,189 267,878 MXN 73,522 Gentera SAB de CV 126,252 47,813 MYR 75,630 QL Resources BHD 82,001 229,948 MXN 22,175 Groupo Aeromexico SAB de CV 40,195 7,636 MYR 62,065 RHB Capital BHD 82,089 94,447 MXN 4,871 Gruma SAB de CV 76,174 71,367

The accompanying notes are an integral part of these financial statements 199 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

Grupo Aeroportuario del Centro Norte USD 928 ASML Holding NV NY Reg Shs 110,051 463,666 MXN 21,043 Sab de CV 121,913 132,807 EUR 20,280 ASR Nederland NV 1,049,389 847,097 Grupo Aeroportuario del Pacifico EUR 3,417 Basic-Fit NV 140,528 122,763 USD 2,142 SAB de CV, ADR 45,838 208,852 EUR 4,262 BE Semiconductor Industries NV 25,431 256,555 Grupo Aeroportuario del Sureste SAB EUR 7,883 Boskalis Westminster CVA 335,471 211,331 USD 869 de CV 42,990 132,475 EUR 2,436 Brunel International NV 43,708 23,751 MXN 38,000 Grupo Bimbo SAB de CV, Class A 67,676 86,347 EUR 4,946 Coca-Cola European Partners PLC 225,430 254,820 MXN 31,677 Grupo Carso SAB de CV 113,345 83,860 EUR 6,040 Corbion NV 170,990 295,490 Grupo Cementos de Chihuahua SAB MXN 10,158 de CV 70,490 58,019 EUR 5,289 Flow Traders 205,977 256,912 MXN 41,463 Grupo Comercial Chedraui SA de CV 112,977 66,051 EUR 1,647 ForFarmers NV 24,817 13,688 MXN 1,833 Grupo Elektra SAB DE CV 61,259 136,455 EUR 8,691 Fugro NV 211,738 46,749 Grupo Financiero Banorte SA de CV, EUR 1,002 GrandVision BV 34,992 38,756 MXN 121,702 Series O 836,361 573,065 EUR 2,692 Heijmans NV 40,447 27,573 MXN 105,094 Grupo Financiero Inbursa SA 213,400 99,010 EUR 5,477 Heineken NV 594,361 685,623 MXN 15,257 Grupo Herdez SAB de CV 35,373 30,613 EUR 561 Hunter Douglas NV 41,478 40,671 MXN 28,499 Grupo Hotelero Santa Fe SAB de CV 19,028 6,918 EUR 2,612 IMCD Group NV 138,528 334,393 MXN 21,302 Grupo Industrial Saltillo SAB de CV 58,538 21,012 EUR 53,759 ING Groep NV 1,357,872 508,763 MXN 111,883 Grupo Mexico SA de CV 412,631 353,092 USD 43,600 ING Groep NV, ADR 902,877 408,423 MXN 24,677 Grupo Rotoplas SAB de CV 47,999 21,295 EUR 3,629 Intertrust NV 89,120 84,009 MXN 8,400 Grupo Sanborns SAB de CV 12,540 9,923 EUR 1,780 Kendrion NV 65,085 32,105 MXN 11,942 Grupo Simec SAB de CV, Series B 61,926 34,478 EUR 56,890 Koninklijke Ahold Delhaize NV 1,498,423 2,104,951 MXN 88,877 Grupo Televisa SAB 348,726 126,674 EUR 36,432 Koninklijke BAM Groep NV 259,844 89,786 MXN 29,104 Hoteles City Express SAB de CV 37,402 12,824 EUR 4,705 Koninklijke DSM NV 306,923 886,707 MXN 19,633 Industrias Bachoco SAB de CV 109,611 77,789 EUR 18,298 Koninklijke Philips Electronics NV 542,774 1,160,545 MXN 21,026 Industrias CH SAB de CV, Class B 83,644 106,942 EUR 18,298 Koninklijke Philips NV, Rights – 23,723 MXN 7,972 Industrias Penoles SAB de CV 229,335 110,491 EUR 5,520 Koninklijke Vopak NV 269,828 396,675 Kimberly-Clark de Mexico SAB de EUR 188,508 KPN NV 637,107 680,726 MXN 48,300 CV, Class A 101,367 102,362 EUR 686 Lucas Bols NV 15,613 8,687 MXN 51,748 Megacable Holdings SAB de CV 169,629 205,615 EUR 170 Nederland Apparatenfabriek 9,806 10,652 MXN 18,444 Minera Frisco SAB de CV-A2 5,052 2,179 EUR 10,940 NN Group NV 467,431 499,151 MXN 31,299 Minera Frisco SAB de CV-A1 28,111 5,916 EUR 3,472 OCI NV 68,671 49,514 MXN 52,917 Nemak SAB de CV 47,908 15,034 EUR 14,943 Ordina NV 34,893 41,669 MXN 70,094 Orbia Advance Corp SAB de CV 211,740 140,684 EUR 4,487 Prosus NV 482,642 567,965 MXN 12,700 Organizacion Cultiba SAB de CV 13,349 10,149 EUR 9,729 Randstad Holding NV 486,525 590,604 MXN 39,754 Organizacion Soriana SAB de CV 116,444 42,266 EUR 18,797 SBM Offshore NV 335,970 376,036 Promotora y Operadora de EUR 18,078 Signify NV 619,409 630,996 MXN 13,532 Infraestructura SAB de CV 183,644 132,329 EUR 2,500 Sligro Food Group NV 88,039 52,512 MXN 16,324 Qualitas Controladora SAB de CV 33,402 87,096 EUR 923 SNS Reaal 4,864 – MXN 26,916 Regional SAB de CV 180,645 98,315 EUR 4,433 TKH Group NV 158,184 237,078 MXN 112,530 Telesites SAB de CV 96,341 96,843 EUR 35,014 TNT NV 184,469 102,514 MXN 161,050 TV Azteca SAB de CV 38,120 2,996 EUR 5,816 TomTom NV 111,108 62,459 Unifin Financiera SAB de CV USD 602 Unilever NV 42,660 43,536 MXN 7,752 SOFOM ENR 27,419 7,981 EUR 1,533 Van Lanschot NV 48,390 30,154 6,991,593 5,052,713 0.69 EUR 12,051 Wolters Kluwer NV 348,795 1,278,809 16,949,674 18,799,376 2.57 Netherlands

EUR 10,542 Aalberts Industries NV 264,302 469,300 New Zealand EUR 17,838 ABN AMRO Group NV 652,518 208,403 NZD 53,894 Air New Zealand Ltd. 88,429 62,750 EUR 3,537 Accell Group 93,107 119,402 NZD 25,757 Auckland International Airport Ltd. 146,829 148,710 EUR 3,613 Advanced Metallurgical Group NV 48,290 87,445 NZD 32,361 Chorus Ltd. 94,804 212,816 EUR 87,623 Aegon NV 824,833 351,636 USD 61 Chorus Ltd., ADR 719 1,959 EUR 7,898 Akzo Nobel NV 613,909 963,307 NZD 3,654 Comvita Ltd. 23,638 8,175 EUR 13,970 ALTICE EUROPE NV 63,815 73,351 NZD 5,292 Ebos Group Ltd. 79,010 100,599 EUR 1,384 Amsterdam Commodities NV 35,562 41,160 NZD 53,147 Fletcher Building Ltd. 278,778 173,631 EUR 5,135 Aperam SA 177,872 195,437 NZD 3,178 Fonterra Shareholders Fund 18,049 10,411 EUR 9,768 Arcadis NV 256,342 240,382 NZD 10,203 Freightways Ltd. 64,750 64,677 EUR 26,185 ArcelorMittal 804,379 376,530 NZD 3,416 Gentrack Group Ltd. 20,843 4,247 USD 1,738 ArcelorMittal, ADR 69,567 25,318 NZD 59,812 Heartland Group Holdings Ltd. 68,839 64,813 EUR 3,680 ASM International NV 214,520 769,118 NZD 12,205 Infratil Ltd. 32,537 50,549

The accompanying notes are an integral part of these financial statements 200 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

NZD 43,615 Kathmandu Holdings Ltd. 49,138 43,596 NOK 56,123 NEL ASA, Rights – 3,166 NZD 3,781 Mainfreight Ltd. 59,854 131,042 NOK 7,977 Nordic Semiconductor ASA 46,238 83,001 NZD 15,084 Metlifecare Ltd. 67,268 68,572 NOK 50,040 Norsk Hydro AS 353,814 189,530 NZD 15,803 New Zealand Refining Co., Ltd. 36,927 10,200 NOK 1,281 Norway Royal Salmon ASA 26,334 45,593 NZD 35,539 NZX Ltd. 35,251 43,769 NOK 6,435 Norwegian Air Shuttle AS 89,146 2,468 NZD 14,582 Port of Tauranga Ltd. 15,676 99,136 NOK 12,253 Norwegian Finans Holding ASA 146,811 114,824 NZD 1,192 Restaurant Brands New Zealand Ltd. 6,657 12,378 NOK 4,961 Ocean Yield ASA 51,801 15,234 NZD 9,004 Ryman Healthcare Ltd. 68,601 103,707 NOK 13,674 Odfjell Drilling Ltd. 41,529 21,270 NZD 3,349 Sanford Ltd. 23,513 18,467 NOK 8,560 Orkla ASA 107,330 102,029 NZD 4,905 Scales Corp. Ltd. 14,938 21,114 NOK 29,918 Petroleum Geo-Services ASA 149,591 16,677 NZD 8,652 Skellerup Holdings Ltd. 12,809 16,310 NOK 5,085 Protector Forsikring ASA 60,807 26,580 NZD 43,218 Sky City Entertainment Group Ltd. 138,848 91,253 NOK 1,531 Salmar ASA 20,117 99,571 NZD 5,320 Steel & Tube Holdings Ltd. 9,601 2,943 NOK 1,406 Sbanken ASA 18,692 12,500 NZD 19,561 Summerset Group Holdings Ltd. 65,208 111,280 NOK 5,134 Scatec Solar ASA 38,446 113,918 NZD 3,056 Synlait Milk Ltd. 19,404 19,085 NOK 400 Schibsted ASA, Class A 5,062 14,221 NZD 40,273 Telecom Corp. of New Zealand Ltd. 101,116 161,765 NOK 400 Schibsted ASA, Class B 5,062 12,827 NZD 9,903 The Warehouse Group Ltd. 29,047 17,966 NOK 3,425 Selvaag Bolig ASA 31,401 27,601 NZD 8,764 Tourism Holdings Ltd. 29,233 15,314 NOK 13,326 SpareBank 1 SR Bank ASA 130,503 132,357 NZD 15,798 Tower Ltd. 23,220 8,685 NOK 38,883 Statoil ASA 911,610 760,445 NZD 7,702 Vista Group International Ltd. 17,139 9,857 NOK 2,532 Stolt-Nielsen Ltd. 57,777 31,400 NZD 45,664 Z Energy Ltd. 218,836 108,735 NOK 17,901 Storebrand ASA 161,922 126,646 1,959,509 2,018,511 0.28 NOK 17,509 Subsea 7 SA 286,167 151,581 NOK 10,298 TGS Nopec Geophysical Co., ASA 274,993 206,236 Norway NOK 2,958 Tomra Systems ASA 16,467 148,337 NOK 18,871 ABG Sundal Collier Holding ASA 14,422 11,232 NOK 6,556 Veidekke ASA 60,074 108,069 NOK 804 Adevinta ASA 15 11,048 NOK 4,726 Wilh Wilhelmsen ASA 19,134 8,435 NOK 11,331 Akastor ASA 15,989 7,796 NOK 1,300 Wilh Wilhelmsen Holding ASA 30,001 21,668 NOK 1,101 Aker ASA 29,654 55,069 NOK 4,696 XXL ASA 15,013 12,583 NOK 11,963 Aker Solutions ASA 119,723 14,347 NOK 5,596 Yara International ASA 271,425 264,855 NOK 7,314 American Shipping ASA 18,074 26,578 5,165,287 4,962,871 0.68 NOK 10,837 Austevoll Seafood ASA 72,725 122,185 NOK 5,881 Avance Gas Holding Ltd. 27,014 14,953 Philippines NOK 952 Bakkafrost P/F 35,192 81,718 PHP 193,000 8990 Holdings Inc. 33,723 51,160 NOK 1,949 Bonheur A/S 31,123 65,053 PHP 248,300 Alliance Global Group, Inc. 76,646 46,212 NOK 1,705 Borr Drilling Ltd. 17,505 2,601 PHP 3,582 Altus Property Ventures Inc. – 4,060 NOK 8,115 Borregaard ASA 60,625 117,443 PHP 5,510 Ayala Corp. 111,394 117,416 NOK 4,918 BW Energy Ltd. 6,436 12,092 PHP 19,202 Bank of the Philippine Islands 52,418 37,774 NOK 11,419 BW LPG Ltd. 50,061 48,813 PHP 4,850 BDO Unibank Inc. 18,037 12,993 NOK 24,105 BW Offshore Ltd. 58,433 109,525 PHP 245,000 Belle Corp. 24,483 9,422 NOK 4,617 Det Norske Oljeselskap Asa 67,523 115,996 PHP 196,300 Benpres Holdings Corp. 35,174 14,651 NOK 21,356 DnB NOR ASA 405,391 386,985 PHP 371,000 Bloomberry Resorts Corp. 91,252 75,635 NOK 44,375 DNO ASA 59,016 37,172 PHP 51,070 Cebu Air Inc. 154,565 55,320 NOK 6,000 Ementor ASA 40,852 78,836 PHP 37,300 Century Pacific Food Inc. 13,775 14,862 NOK 847 Entra ASA 11,518 14,740 PHP 31,020 China Banking Corp. 26,930 17,777 USD 5,235 Equinor ASA 122,819 102,910 PHP 128,000 Cosco Capital Inc. 28,130 17,623 NOK 9,520 Europris ASA 30,057 62,656 PHP 182,400 DMCI Holdings Inc. 86,335 20,462 NOK 2,485 Fjordkraft Holding ASA 27,368 27,655 PHP 11,200 DoubleDragon Properties Corp. 11,151 5,229 NOK 1,087 FLEX LNG Ltd. 20,442 6,845 PHP 43,500 East West Banking Corp. 25,189 8,718 NOK 10,775 Frontline Ltd. 105,967 101,857 PHP 860,000 Filinvest Land Inc. 34,048 23,247 NOK 1,176 Gjensidige Forsikring ASA 22,704 29,498 PHP 46,200 First Gen Corp. 27,273 30,961 NOK 5,173 Grieg Seafood ASA 59,667 72,194 PHP 71,270 First Philippine Holdings Corp. 101,010 118,894 NOK 3,988 Hexagon Composites ASA 15,577 22,769 PHP 890 Globe Telecom Inc. 42,040 50,220 NOK 38,186 Kongsberg Automotive ASA, Rights – 1,330 PHP 4,162 GT Capital Holdings Inc. 80,635 51,860 NOK 38,186 Kongsberg Automotive Holding ASA 36,144 1,886 International Container Terminal NOK 1,228 Kongsberg Gruppen AS 21,230 23,466 PHP 11,630 Services Inc. 6,351 32,490 NOK 11,145 Kvaerner ASA 22,273 9,838 PHP 57,420 JG Summit Holdings Inc. 93,998 101,750 NOK 9,307 Leroy Seafood Group ASA 31,498 76,256 PHP 9,640 Jollibee Foods Corp. 44,932 36,950 NOK 2,479 Marine Harvest ASA 54,032 64,152 PHP 138,300 LT Group Inc. 48,487 30,287 NOK 56,123 NEL ASA 26,951 151,755 PHP 28,300 Manila Water Co., Inc. 23,426 9,750

The accompanying notes are an integral part of these financial statements 201 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

PHP 85,800 Megawide Construction Corp. 39,211 17,077 Portugal PHP 596,600 Megaworld Corp. 67,220 49,821 EUR 13,305 Altri SGPS SA 95,237 86,984 PHP 46,980 Metropolitan Bank & Trust Co., 102,197 47,647 EUR 701,262 Banco Comercial Portugues SA 265,226 114,371 PHP 149,940 Nickel Asia Corp. 14,438 7,464 EUR 83,764 Banco Espirito Santo SA 520,684 — PHP 174,800 Petron Corp. 51,061 14,779 EUR 8,190 EDP Renovaveis SA 50,233 153,693 PHP 65,765 Philippine National Bank 106,145 35,985 EUR 16,614 Galp Energia SGPS SA 243,227 261,642 PHP 4,310 Pilipinas Shell Petroleum Corp. 6,639 2,111 EUR 3,694 Jeronimo Martins SGPS SA 37,406 87,762 PHP 4,760 PLDT Inc. 178,231 160,904 EUR 17,782 Mota-Engil SGPS SA 63,668 30,978 PHP 64,000 Puregold Price Club Inc. 62,616 81,088 Portucel Empresa Produtora de Pasta e PHP 265,791 Robinsons Land Corp. 98,459 127,364 EUR 20,636 Papel SA 104,705 68,181 PHP 14,530 Robinsons Retail Holdings Inc. 28,489 25,717 REN—Redes Energeticas Nacionais EUR 17,404 SGPS SA 61,175 64,475 PHP 43,090 Sam Miguel Corp. 104,144 117,654 Semapa-Sociedade de Investimento PHP 13,410 Security Bank Corp. 43,867 37,879 EUR 4,590 e Gestao 81,371 56,679 PHP 44,100 Semirara Mining & Power Corp. 30,046 15,295 EUR 126,080 Sonae Industria SGPS SA 197,451 123,813 PHP 4,699 Top Frontier Investment Holdings Inc. 11,571 16,597 ZON Multimedia Servicos de PHP 11,698 Union Bank of Philippines 24,879 17,374 Telecomunicacoes e Multimedia PHP 308,200 Vista Land & Lifescapes Inc. 42,489 31,083 EUR 22,010 SGPS SA 137,443 130,516 2,303,104 1,801,562 0.25 1,857,826 1,179,094 0.16

Poland Russia PLN 1,650 Agora SA 9,051 4,586 USD 9,904 Etalon Group Ltd., GDR 57,486 18,145 PLN 7,827 Alior Bank SA 159,165 43,781 USD 64,295 Gazprom OAO, ADR 534,787 471,346 PLN 456 Amica Wronki SA 19,541 19,252 USD 2,425 Globaltrans Investment PLC, GDR 23,048 17,768 PLN 2,089 Bank Handlowy W Warszawie 52,602 27,581 USD 4,460 Lukoil PJSC 303,383 450,088 PLN 58,752 Bank Millenium SA 82,185 61,419 Magnitogorsk Iron & Steel USD 3,144 Works, GDR 10,499 28,682 PLN 681 Bank Pekao SA 31,925 12,668 USD 1,677 Mail.ru Group Ltd. 51,627 51,355 PLN 4,585 Boryszew SA 16,372 5,559 USD 1,500 Mobile TeleSystems PJSC 19,183 18,715 PLN 526 BRE Bank SA 41,141 41,755 USD 1,132 Novolipetsk Steel OJSC 37,653 30,588 PLN 532 BUDIMEX 38,982 39,134 USD 649 Ros Agro PLC 9,031 7,934 PLN 424 CCC SA 24,878 8,765 USD 21,636 Rosneft Oil Co., GDR 157,072 147,621 PLN 2,248 Ciech SA 22,395 24,770 USD 1,351 Rostelecom PJSC 14,860 13,494 PLN 10,470 Cyfrowy Polsat SA 93,024 94,974 USD 41,015 RusHydro PJSC 61,456 54,729 PLN 46,077 Enea SA 160,529 113,961 USD 17,093 Sberbank of Russia, ADR 242,220 263,795 PLN 4,520 Eurocash SA 28,559 26,942 USD 1,566 Tatneft PAO 66,928 99,010 PLN 5,738 Famur SA 13,146 4,361 USD 38,763 VEON Ltd. 209,049 94,725 PLN 41,462 Getin Noble Bank SA 23,156 3,953 USD 35,974 VTB Bank OJSC, Class S, GDR 107,071 45,578 PLN 884 Grupa Kety SA 85,089 133,034 USD 3,991 X5 Retail Group NV 121,816 192,171 PLN 12,957 Grupa Lotos SA 148,549 268,135 2,027,169 2,005,744 0.27 PLN 2,359 Jastrzebska Spolka Weglowa SA 62,918 15,333 PLN 5,774 Kernel Holding SA 101,729 82,996 Singapore PLN 13,519 KGHM Polska Miedz SA 418,043 426,451 SGD 113,400 Accordia Golf Trust 59,714 71,035 PLN 499 KRUK SA 28,417 18,581 SGD 16,100 Ascendas India Trust 15,799 21,195 PLN 21,426 LC Corp. SA 21,345 14,314 SGD 160,000 Asia Food & Properties Ltd. 68,338 27,435 PLN 16 LPP SA 43,594 33,148 SGD 88,800 Banyan Tree Holdings Ltd. 51,509 21,397 PLN 1,081 Lubelski Wegiel Bogdanka SA 31,123 8,238 SGD 5,328 Banyan Tree Holdings Ltd., Rights – – PLN 15,589 NETIA SA 29,395 20,343 SGD 3,000 Boustead Projects Pte Ltd. 1,884 2,173 PLN 124 Neuca SA 22,011 21,783 SGD 10,000 Boustead Singapore Ltd. 11,063 6,105 PLN 37,213 PGE Polska Grupa Energetyczna SA 210,121 88,338 SGD 12,800 Bukit Sembawang Estates Ltd. 63,709 48,230 PLN 1,611 PKP CARGO SA 37,529 7,614 SGD 23,500 Bund Center Investment Ltd. – 11,150 PLN 162 PlayWay SA 27,108 26,520 SGD 57,900 CapitaLand Ltd. 191,716 166,066 PLN 10,227 Polski Koncern Naftowy Orlen 202,043 220,642 China Aviation Oil Singapore Powszechna Kasa Oszczednosci Bank SGD 30,800 Corp. Ltd. 47,882 30,205 PLN 9,206 Polski SA 97,479 72,780 SGD 105,600 China Sunsine Chemical Holdings Ltd. 60,658 36,239 PLN 164,158 Tauron Polska Energia SA 174,088 134,166 SGD 31,000 Chip Eng Seng Corp. Ltd. 22,247 17,482 PLN 24,122 Vistula Group SA 29,747 18,971 SGD 16,700 City Developments Ltd. 158,340 138,551 Zaklady Azotowe w Tarnowie— SGD 49,500 Comfortdelgro Corp. Ltd. 88,302 70,623 PLN 1,784 Moscicach SA 41,540 18,850 SGD 39,000 CSE Global Ltd. 27,048 15,286 2,628,519 2,163,698 0.30 SGD 6,211 DBS Group Holdings Ltd. 85,635 126,877

The accompanying notes are an integral part of these financial statements 202 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

SGD 50,400 Del Monte Pacific Ltd. 15,557 5,066 SGD 108,000 Valuetronics Holdings Ltd. 64,930 58,318 SGD 141,402 Ezion Holdings Ltd. – – SGD 17,200 Venture Corp. Ltd. 125,101 272,895 SGD 34,400 First Capital Corp. Ltd. 60,678 49,176 SGD 42,394 Wing Tai Holdings Ltd. 62,878 74,158 SGD 43,000 First Resources Ltd. 35,653 58,647 Yangzijiang Shipbuilding SGD 19,100 Frasers Centrepoint Ltd. 29,400 23,586 SGD 248,300 Holdings Ltd. 259,359 226,930 SGD 72,200 Frencken Group Ltd. 36,629 62,470 6,395,590 5,240,331 0.72 SGD 15,500 GL Ltd. 12,016 9,075 South Africa SGD 559,100 Golden Agri-Resources Ltd. 237,924 81,230 ZAR 60,788 Absa Group Ltd. 953,482 407,416 SGD 2,000 Great Eastern Holdings Ltd. 35,978 38,433 ZAR 6,831 Adcock Ingram Holdings Ltd. 53,646 25,570 SGD 16,426 Halcyon Agri Corp. Ltd. 17,670 3,490 ZAR 10,584 Adcorp Holdings Ltd. 16,573 3,302 SGD 10,800 Haw Par Corp. Ltd. 47,683 103,697 ZAR 25,499 Advtech Ltd. 42,602 14,374 SGD 18,000 Hi-P International Ltd. 12,019 18,777 ZAR 14,812 Aeci Ltd. 122,718 89,371 SGD 17,600 Ho Bee Land Ltd. 40,700 36,250 ZAR 6,609 African Oxygen Ltd. 17,940 9,077 SGD 17,600 Hong Fok Corp. Ltd. 7,787 12,226 ZAR 22,271 African Rainbow Minerals Ltd. 184,138 296,037 SGD 23,000 Hong Leong Finance Ltd. 52,520 56,045 ZAR 720 Afrimat Ltd. 1,935 1,774 USD 31,000 Hongkong Land Holdings Ltd. 270,865 175,057 ZAR 47,666 Alexander Forbes Group Holdings Ltd. 26,238 17,778 SGD 17,100 Hotel Grand Central Ltd. 22,739 16,208 ZAR 14,082 Allied Electronics Corp Ltd. 21,341 22,300 USD 362,500 Hutchison Port Holdings Trust 251,704 47,426 ZAR 14,961 Alviva Holdings Ltd. 29,024 7,831 SGD 48,100 Hyflux Ltd. 45,943 858 USD 12,486 AngloGold Ashanti Ltd., ADR 203,366 499,888 SGD 28,000 Indofood Agri Resources Ltd. 31,332 8,286 ZAR 21,272 Aspen Pharmacare Holdings Ltd. 317,128 239,876 SGD 38,390 Japfa Ltd. 30,941 25,777 ZAR 4,114 Astral Foods Ltd. 67,677 47,154 SGD 3,300 Jardine Cycle & Carriage Ltd. 80,286 65,381 ZAR 38,149 AVI Ltd. 218,516 210,649 SGD 51,800 Keppel Corp. Ltd. 338,793 302,881 ZAR 27,208 Barloworld Ltd. 206,375 147,246 SGD 80,160 Keppel Infrastructure Trust 35,381 42,344 ZAR 14,218 Bid Corp. Ltd. 240,046 316,961 SGD 60,900 Lian Beng Group Ltd. 36,134 25,053 ZAR 23,658 Bidvest Group Ltd. 294,952 263,523 SGD 69,000 Metro Holdings Ltd. 50,581 50,173 ZAR 65,772 Brait SA 101,578 17,210 SGD 259,700 Midas Holdings Ltd. 81,663 9,108 ZAR 2,057 Cashbuild Ltd. 65,235 23,019 SGD 63,300 NetLink NBN Trust 53,075 60,028 ZAR 1,589 City Lodge Hotels Ltd. 23,267 2,956 SGD 16,000 NSL Ltd./Singapore 23,981 11,638 ZAR 27,259 Coronation Fund Managers Ltd. 199,710 85,413 SGD 34,000 Olam International Ltd. 63,342 46,396 ZAR 3,634 Curro Holdings Ltd. 13,095 2,564 SGD 10,000 Orchard Parade Holdings Ltd. 17,110 10,264 ZAR 36,625 DataTec Ltd. 133,437 76,238 SGD 44,038 Oversea-Chinese Banking Corp. 353,383 389,675 ZAR 29,626 Discovery Holdings Ltd. 242,381 242,968 SGD 88,892 Oxley Holdings Ltd. 41,775 20,547 ZAR 3,428 Distell Group Holdings Ltd. 47,975 20,498 SGD 12,800 QAF Ltd. 16,121 9,778 ZAR 21,491 Exxaro Resources Ltd. 215,897 220,222 SGD 15,326 Raffles Medical Group Ltd. 14,538 13,778 ZAR 4,345 Famous Brands Ltd. 49,415 13,472 SGD 42,700 SembCorp Marine Ltd. 71,646 17,851 ZAR 105,362 FirstRand Ltd. 383,820 314,555 SGD 78,100 SembCorp. Industries Ltd. 217,156 134,218 ZAR 18,194 Foschini Ltd. 187,720 91,809 SGD 70,000 Sheng Siong Group Ltd. 38,049 112,926 ZAR 18,960 Gold Fields Ltd. 87,205 243,043 SGD 92,100 SIIC Environment Holdings Ltd. 51,481 18,511 USD 89,292 Gold Fields Ltd., ADR 561,641 1,139,501 SGD 1,111 Sing Holdings Ltd. 248 381 ZAR 47,045 Grindrod Ltd. 58,903 11,253 SGD 134,167 Singapore Airlines Ltd. 730,810 491,654 ZAR 1,176 Grindrod Shipping Holdings Ltd. 35,050 4,413 Singapore Airport Terminal SGD 34,942 Services Ltd. 58,289 98,330 USD 20,800 Harmony Gold Mining Co Ltd., ADR 59,583 117,753 SGD 3,000 Singapore Exchange Ltd. 18,116 24,509 ZAR 46,874 Harmony Gold Mining Co Ltd. 120,790 266,072 SGD 90,400 Singapore Post Ltd. 95,884 68,231 ZAR 1,885 Hudaco Industries Ltd. 26,503 10,775 SGD 139,200 Singapore Press Holdings Ltd. 337,791 173,153 ZAR 49,783 Impala Platinum Holdings Ltd. 239,171 455,158 Singapore Technologies ZAR 26,569 Imperial Holdings Ltd. 124,765 81,650 SGD 12,800 Engineering Ltd. 39,551 41,475 ZAR 15,056 Investec Ltd. 103,137 40,833 SGD 50,000 Stamford Land Corp. Ltd. 23,179 16,879 ZAR 38,847 Italtile Ltd. 49,360 34,923 SGD 17,300 StarHub Ltd. 46,656 22,004 ZAR 11,881 JSE Ltd. 161,602 113,334 SGD 11,100 Straits Trading Co. Ltd. 24,826 17,342 ZAR 221,626 KAP Industrial Holdings Ltd. 135,716 43,360 SGD 22,280 Sunningdale Tech Ltd. 20,759 21,681 ZAR 2,744 Kumba Iron Ore Ltd. 43,370 99,616 SGD 42,000 Swiber Holdings Ltd. 30,657 835 ZAR 16,618 Lewis Group Ltd. 128,230 16,801 SGD 103,409 Tuan Sing Holdings Ltd. 24,455 28,428 ZAR 20,760 Liberty Holdings Ltd. 213,024 107,950 SGD 69,000 UMS Holdings Ltd. 27,928 60,874 ZAR 182,774 Life Healthcare Group Holdings Ltd. 458,430 239,025 SGD 19,800 United Industrial Corp. 37,977 42,600 ZAR 8,045 Massmart Holdings Ltd. 88,006 14,490 SGD 15,349 United Overseas Bank Ltd. 301,036 304,481 ZAR 30,335 Metair Investments Ltd. 64,542 42,852 SGD 44,591 UOB-Kay Hian Holdings Ltd. 50,047 50,592 ZAR 59,969 MiX Telematics Ltd. 35,348 28,684 SGD 24,300 UOL Group Ltd. 181,036 162,202 ZAR 150,246 Momentum Metropolitan Holdings 312,560 207,576

The accompanying notes are an integral part of these financial statements 203 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

ZAR 11,902 Motus Holdings Ltd. 81,014 28,643 KRW 18,760 BS Financial Group Inc. 237,215 106,980 ZAR 11,699 MPACT Ltd. 31,497 9,638 KRW 364 Busan City Gas Co., Ltd. 16,112 14,819 ZAR 5,640 Mr Price Group Ltd. 116,132 63,315 KRW 7,075 Capro Corp. 62,441 20,481 ZAR 122,624 MTN Group Ltd. 1,316,887 509,851 KRW 800 Changhae Ethanol Co. Ltd. 17,054 12,078 ZAR 32,212 MultiChoice Group Ltd. 233,515 267,424 KRW 4,099 Cheil Communications Inc. 67,563 76,807 ZAR 30,683 Murray & Roberts Holdings Ltd. 36,873 11,992 KRW 367 Chong Kun Dang Pharmaceutical Corp. 49,730 45,227 ZAR 74,501 Nampak Ltd. 151,963 7,577 KRW 197 Chosun Refactories Co. Ltd. 20,265 15,999 ZAR 776 Naspers Ltd. 146,733 193,612 KRW 1,811 CJ CGV Co., Ltd. 152,419 42,421 ZAR 31,319 Nedbank Group Ltd. 662,338 249,304 KRW 954 CJ CGV Co., Ltd., Rights – 3,446 ZAR 90,553 Network Healthcare Holdings Ltd. 184,531 96,376 KRW 520 CJ CheilJedang Corp. 99,169 192,758 ZAR 10,674 New Clicks Holdings Ltd. 80,064 175,930 KRW 1,891 CJ Corp. 184,318 185,494 ZAR 7,528 Ninety One Ltd. 42,042 25,879 KRW 1,036 CJ ENM Co Ltd. 190,417 130,359 ZAR 26,435 Northam Platinum Ltd. 121,449 242,050 KRW 1,280 CJ Hellovision Co., Ltd. 18,679 5,814 ZAR 8,539 Oceana Group Ltd. 58,209 47,657 KRW 270 CJ Korea Express Corp. 49,785 48,314 ZAR 277,074 Old Mutual Ltd. 569,228 262,178 KRW 986 Com2uS Corp. 114,353 131,339 ZAR 15,626 Omnia Holdings Ltd. 109,346 34,130 KRW 697 Cosmax Inc. 116,568 77,371 ZAR 16,699 PEREGRINE Holdings 41,947 25,660 KRW 1,263 Coway Co., Ltd. 136,084 103,659 ZAR 16,160 Pick n Pay Stores Ltd. 94,676 64,569 KRW 2,523 Daeduck Electronics Co., 19,631 16,460 ZAR 184,533 PPC Ltd. 254,946 14,461 KRW 4,362 Daeduck Electronics Co., Ltd. 42,179 38,204 ZAR 3,102 PSG Group Ltd. 67,419 38,501 KRW 2,579 Daehan Steel Co. Ltd. 30,901 20,358 ZAR 13,148 Raubex Group Ltd. 31,840 22,759 KRW 2,090 Daekyo Co. Ltd. 19,561 10,145 ZAR 19,941 Reunert Ltd. 121,095 53,295 KRW 2,022 Daelim Industrial Co., Ltd. 134,753 188,830 ZAR 10,570 Rhodes Food Group Pty Ltd. 18,521 12,198 KRW 2,500 Daesang Corp. 104,262 73,611 ZAR 5,302 Royal Bafokeng Platinum Ltd. 15,375 14,507 KRW 3,621 Daesang Holdings Co. Ltd. 42,265 33,370 ZAR 81,150 Sanlam Ltd. 350,835 374,761 KRW 2,762 Daewon San Up Co., Ltd. 23,228 16,325 ZAR 2,157 Santam Ltd. 28,988 45,266 Daewoo Engineering & Construction ZAR 86,399 Sappi Ltd., 376,422 183,447 KRW 6,220 Co., Ltd. 62,980 24,235 ZAR 6,357 Sasol Ltd. 223,229 66,270 KRW 7,487 Daewoo International Corp. 123,527 118,603 USD 16,100 Sasol Ltd., ADR 714,777 168,521 KRW 28,693 Daewoo Securities Co., Ltd. 265,870 218,534 ZAR 34,712 Shoprite Holdings Ltd. 348,935 289,570 Daewoo Shipbuilding & Marine USD 12,602 Sibanye Stillwater Ltd., ADR 74,428 147,989 KRW 4,244 Engineering Co. Ltd. 138,531 131,273 ZAR 184,515 Sibanye Stillwater Ltd. 296,643 543,898 KRW 862 Daihan Pharmaceutical Co., Ltd. 28,056 28,551 ZAR 68,366 Standard Bank Group Ltd. 977,170 560,245 KRW 3,460 Daishin Securities Co., Ltd. 50,024 38,029 ZAR 95,158 Steinhoff International Holdings NV 323,522 7,622 KRW 1,938 Daou Data Corp. 26,551 27,699 ZAR 4,963 Sun International Ltd./South Africa 57,466 6,525 KRW 2,650 Daou Technology Inc. 45,211 60,086 ZAR 54,349 Super Group Ltd. 92,774 68,107 KRW 1,123 DC Chemical Co., Ltd. 126,300 47,330 ZAR 31,306 Telkom SA Ltd. 165,461 72,902 KRW 7,518 Deutsch Motors Inc. 54,848 53,708 ZAR 9,588 The Spar Group Ltd. 107,148 128,784 KRW 15,322 DGB Financial Group Inc. 201,347 89,447 ZAR 8,882 Tiger Brands Ltd. 211,953 124,073 KRW 4,119 DMS Co. Ltd. 34,078 24,316 ZAR 13,497 Tongaat-Hulett 173,977 5,738 KRW 334 Dong Ah Tire & Rubber Co. Ltd. 5,771 4,312 ZAR 23,116 Transcation Capital Ltd. 35,897 33,746 KRW 243 Dong Ah Tire & Rubber Co., Ltd 11,406 6,802 ZAR 36,798 Truworths International Ltd. 264,448 97,898 KRW 358 Dong-A Socio Holdings Co., Ltd. 73,330 38,652 ZAR 69,169 Tsogo Sun Gaming Ltd. 163,589 23,939 KRW 455 Dong-A ST Co., Ltd. 51,065 44,694 ZAR 16,085 Vodacom Group Ltd. 187,880 154,946 KRW 7,737 Dongbu HiTek Co., Ltd. 133,231 254,628 ZAR 4,044 Wilson Bayly Holmes-Ovcon Ltd. 60,903 32,000 KRW 4,792 Dongbu Insurance Co., Ltd. 282,862 233,329 ZAR 32,532 Woolworths Holdings Ltd. 120,685 84,409 KRW 3,593 Dongjin Semichem Co. Ltd. 59,434 115,587 17,732,933 12,742,275 1.74 KRW 6,683 Dongkuk Steel Mill Co., Ltd. 39,959 40,347 KRW 2,015 Dongsung Holdings Co. Ltd. 13,422 8,834 South Korea KRW 8,155 Dongwon Development Co., Ltd. 39,391 30,389 KRW 467 AK Holdings Inc. 31,881 9,936 KRW 67 Dongwon F&B Co. Ltd. 20,013 13,609 KRW 665 Amorepacific Group 115,304 39,089 KRW 149 Dongwon Industries Co., Ltd. 48,344 33,843 KRW 45 Amorepacific Group, Preferred 1,688 1,741 KRW 1,022 Doosan Bobcat Inc. 37,564 30,861 KRW 291 Asia Cement Co. Ltd. 37,618 17,907 KRW 647 Doosan Corp. 59,079 28,038 KRW 568 Asia Paper Manufacturing Co., Ltd. 24,648 19,310 KRW 2,682 Doosan Engine Company Ltd. 8,583 15,045 KRW 27,165 Asiana Airlines 175,636 119,348 KRW 2,166 Doosan Fuel Cell Co Ltd. 9,100 79,785 KRW 4,017 BGF Co. Ltd. 62,341 19,317 Doosan Heavy Industries & KRW 353 BGF retail Co., Ltd. 54,404 55,552 KRW 17,553 Construction Co Ltd. 148,703 97,019 KRW 2,770 BH Co Ltd. 54,738 62,606 KRW 18,368 Doosan Infracore Co., Ltd. 122,644 152,278 KRW 443 Binggrae Co., Ltd. 42,666 30,280 KRW 1,194 Doosan Solus Co Ltd. 5,016 45,613

The accompanying notes are an integral part of these financial statements 204 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

KRW 982 DoubleUGames Co Ltd. 53,848 88,903 KRW 183 Hyosung Advanced Materials Corp. 28,135 23,866 KRW 1,730 DuzonBIzon Co., Ltd. 49,823 200,671 KRW 130 Hyosung Chemical Corp. 10,332 15,548 KRW 115 e Tec E&C Ltd. 16,430 9,232 KRW 912 Hyosung Corp. 46,028 65,057 KRW 4,441 Easy Bio Inc. 28,458 25,376 KRW 177 Hyosung TNC Co Ltd. 27,788 22,549 KRW 182 Easy Bio Inc. 3,221 10,682 Hyundai Construction Equipment KRW 1,050 Ecopro Co. Ltd. 50,120 35,309 KRW 2,162 Co., Ltd. 99,100 54,245 KRW 1,624 E-Mart Co., Ltd. 337,650 194,945 KRW 855 Hyundai Corp. 20,857 12,859 KRW 1,464 Hyundai Department Store Co., Ltd. 151,628 93,522 KRW 2,139 ENF Technology Co., Ltd. 43,954 85,719 KRW 5,773 Hyundai Development Co., 95,800 55,417 KRW 267 Eo Technics Co Ltd. 17,737 28,833 KRW 746 Hyundai Elevator Co., Ltd. 33,066 58,931 KRW 10,429 Eugene Corp. 64,450 43,141 Hyundai Engineering & Construction Eugene Investment & Securities KRW 3,524 Co., Ltd. 155,031 132,528 KRW 9,165 Co., Ltd. 31,817 29,757 KRW 2,357 Hyundai Engineering Plastics Co. Ltd. 19,085 9,958 KRW 1,027 Farmsco 13,432 7,017 KRW 1,898 Hyundai Glovis Co Ltd. 246,563 219,070 KRW 6,775 Fila Korea Ltd. 96,959 268,398 KRW 4,588 Hyundai Greenfood Co., Ltd. 84,779 40,233 KRW 5,053 Foosung Co. Ltd. 56,647 46,465 KRW 1,191 Hyundai Heavy Industries Co. Ltd. 188,823 119,025 KRW 377 Gamevil Inc. 26,887 12,173 Hyundai Home Shopping KRW 3,144 GOLFCONNEWDIN Co. Ltd. 19,875 18,360 KRW 738 Network Corp. 96,169 53,713 KRW 3,145 Grand Korea Leisure Co., Ltd. 54,291 46,064 Hyundai HY Communications & KRW 667 Green Cross Holdings Corp. 26,898 18,222 KRW 3,685 Network Co., Ltd. 16,037 17,941 KRW 5,534 GS Engineering & Construction Corp. 173,093 154,685 KRW 8,485 Hyundai Marine & Fire Insurance Co., 226,174 221,130 KRW 6,697 GS Holdings Corp. 330,634 275,396 KRW 8,646 Hyundai Merchant Marine Co. Ltd. 40,911 46,299 KRW 381 GS Home Shopping Inc. 82,632 47,204 KRW 1,332 Hyundai Mipo Dockyard 66,742 47,517 KRW 1,675 GS Retail Co., Ltd. 59,751 69,487 KRW 1,628 Hyundai Mobis 445,647 354,777 KRW 127 Gwangju Shinsegae Co., Ltd. 34,509 19,641 KRW 3,817 Hyundai Motor Co., 674,549 425,666 KRW 643 HAESUNG DS Co. Ltd. 13,631 11,005 KRW 443 Hyundai Robotics Co., Ltd. 150,299 124,122 KRW 1,233 Halla Holdings Corp. 76,151 37,472 KRW 1,953 Hyundai Rotem Co. Ltd. 38,233 34,249 KRW 3,891 Han Kuk Carbon Co., Ltd. 29,292 33,384 KRW 5,973 Hyundai Steel Co., 368,969 140,237 KRW 15,327 Hana Financial Holdings Inc. 637,055 473,224 KRW 1,280 Hyundai Wia Corp. 131,031 50,592 KRW 1,134 Handsome Co., Ltd. 33,449 45,145 KRW 236 Ilshin Spinning Co., Ltd. 32,093 16,088 KRW 296 Hanil Cement Co Ltd/New 24,267 27,337 KRW 2,818 iMarketKorea Inc. 29,718 27,734 KRW 242 Hanil Cement Manufacturing 12,375 12,596 KRW 12,341 Industrial Bank of Korea 162,044 113,848 KRW 1,475 Hanjin Transportation Co., Ltd. 56,119 73,944 KRW 2,290 Intops Co. Ltd. 27,371 28,876 KRW 5,888 Hankook Tire Co., 245,813 165,438 KRW 1,001 IS Dongseo Co., Ltd. 43,955 32,007 KRW 141 Hanmi Pharm Co Ltd. 68,071 39,058 KRW 1,570 ISU Chemical Co. Ltd. 28,248 15,538 KRW 2,495 Hansae Co. Ltd. 65,205 30,029 KRW 842 ISU Chemical Co., Ltd., Rights – 1,502 KRW 1,362 Hansae Yes24 Holdings Co. Ltd. 17,438 6,542 KRW 19,658 JB Financial Group Co., Ltd. 107,350 105,830 KRW 1,700 Hanshin Construction 51,559 22,172 KRW 520 JEJUAIR Co. Ltd. 30,862 9,580 KRW 208 Hansol Chemical Co., Ltd. 14,320 30,125 KRW 190 Jejuair Co., Ltd., Rights – 654 KRW 1,468 Hansol Paper Co., Ltd. 25,757 23,324 KRW 4,865 Jusung Engineering Co. Ltd. 59,689 31,068 KRW 288 Hanssem Co., Ltd. 27,165 28,193 KRW 2,267 JYP Entertainment Corp. 55,799 54,641 KRW 9,955 Hanwha Chem Corp. 197,812 219,421 KRW 1,490 Kangwon Land Inc. 50,994 36,455 KRW 2,600 Hanwha Corp. 102,277 65,920 KRW 11,629 KB Financial Group Inc. 633,323 446,941 KRW 4,742 Hanwha General Insurance Co., Ltd. 40,384 13,996 USD 342 KB Financial Group Inc., ADR 16,259 12,917 Hanwha Investment & Securities KRW 743 KC Tech Co., Ltd. 11,462 15,929 KRW 11,756 Co., Ltd. 31,444 22,192 KRW 881 KC Tech Co., Ltd./New 19,352 22,394 HDC Hyundai Development Co- KRW 351 KCC Corp. 117,231 53,042 KRW 4,773 Engineering & Construction 109,316 114,579 KRW 329 KCC Glass Corp. 42,805 12,265 Heungkuk Fire & Marine Insurance KEPCO Plant Service & Engineering KRW 2,054 Co. Ltd. 13,450 5,193 KRW 1,603 Co., Ltd. 54,107 52,858 KRW 917 Hite Jinro Co., Ltd. 26,777 45,630 KRW 9,186 Kia Motors Corp. 501,750 336,998 KRW 659 Honam Petrochemical Corp. 178,806 125,035 KRW 1,695 KISCO Corp. 14,632 8,522 KRW 583 Hotel Shilla Co Ltd. 54,297 47,073 KRW 647 KISWIRE Ltd. 41,654 11,222 KRW 4,463 HS Industries Co. Ltd. 42,054 35,125 KRW 1,602 KIWOOM Securities Co., Ltd. 110,787 159,009 KRW 1,284 Huchems Fine Chemical Corp. 37,102 23,224 KRW 2,250 KMH Co. Ltd. 22,107 19,175 KRW 2,074 Humax Co., Ltd. 29,323 7,213 KRW 401 Koh Young Technology Inc. 48,064 45,500 KRW 2,293 Huons Co., Ltd. 129,067 82,103 KRW 1,384 Kolmar Korea Holdings Co Ltd. 34,216 34,607 KRW 3,760 Hwa Shin Co., Ltd. 35,313 8,299 KRW 486 Kolon Corp. 31,473 9,883 KRW 1,764 HwaSung Industrial Co. Ltd. 32,265 19,102 KRW 2,455 Kolon Industries Inc. 149,775 89,565 KRW 1,050 Hy-Lok Corp. 27,815 15,411 KRW 2,968 Korea Asset In Trust Co., Ltd. 20,952 9,475

The accompanying notes are an integral part of these financial statements 205 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

KRW 1,669 Korea Autoglass Corp. 32,945 25,479 KRW 8,102 Moorim P&P Co Ltd. 54,051 26,635 KRW 426 Korea Electric Terminal Co., Ltd. 33,780 15,458 KRW 1,966 Muhak Co. Ltd. 40,537 11,852 KRW 777 Korea Gas Corp. 53,308 23,162 KRW 34 Namyang Dairy Products Co., Ltd. 25,830 10,916 KRW 3,245 Korea Investment Holdings Co., Ltd. 113,492 165,165 KRW 152 NCSoft Corp. 61,798 153,514 KRW 22,287 Korea Life Insurance Co., Ltd. 159,044 34,706 KRW 2,596 NEPES Corp. 25,947 84,649 KRW 3,621 Korea Line Corp. 66,936 70,962 KRW 2,317 Nexen Corp. 21,751 10,246 KRW 554 Korea Petrochemical Ind Co., Ltd. 79,511 71,301 KRW 3,681 Nexen Tire Corp. 63,715 22,272 Korea Real Estate Investment KRW 1,407 NHN Entertainment Corp. 124,095 132,019 KRW 17,587 Trust Co. 65,631 33,922 KRW 1,589 NICE Holdings Co., Ltd. 37,965 38,371 KRW 234 Korea Zinc Co., Ltd. 116,349 89,013 Nice Information & KRW 6,195 Korean Air Lines Co., Ltd. 186,023 123,308 KRW 598 Telecommunication Inc. 16,257 17,519 KRW 4,099 Korean Air Lines Co., Ltd., Rights – 7,980 KRW 5,329 NICE Information Service Co. Ltd. 69,577 110,547 KRW 11,850 Korean Reinsurance Co., 134,276 98,938 KRW 131 Nong Shim Holdings Co., Ltd. 15,985 12,289 KRW 1,500 Kortek Corp. 22,309 15,199 KRW 140 NongShim Co. Ltd. 50,478 57,924 KRW 277 KPX Chemical Co. Ltd. 22,192 15,131 KRW 1,350 NS Shopping Co., Ltd. 27,025 19,818 KRW 1,817 KSS LINE Ltd. 18,207 16,151 KRW 353 OCI Materials Co., Ltd. 35,065 80,063 KRW 2,815 KT Skylife Co., Ltd. 50,434 25,292 KRW 2,497 Orion Corp./Republic of South Korea 72,881 37,669 KRW 1,472 KT&G Corp. 175,607 130,508 KRW 175 Orion Corp/Republic of Korea 19,062 26,597 KRW 7,390 KTB Investment & Securities Co Ltd. 29,762 18,869 KRW 1,842 Osstem Implant Co., Ltd. 167,049 62,961 KRW 5,249 Kumho Industrial Co. Ltd. 59,460 39,707 KRW 7,548 Pan Ocean Co. Ltd. 51,231 32,726 KRW 48,341 Kumho Investment Bank 34,984 31,646 KRW 2,217 Paradise Co., Ltd. 51,016 33,820 KRW 2,106 Kumho Petrochemical Co., Ltd. 165,177 178,807 KRW 4,175 Partron Co., Ltd. 57,628 42,259 KRW 8,491 Kumho Tire Co., Inc. 94,485 29,013 KRW 2,390 Poongsan Corp. 42,665 59,588 KRW 502 Kunsul Chemical Industrial Co. Ltd. 20,931 8,061 KRW 436 Poongsan Holdings Corp. 26,247 13,253 KRW 2,573 Kwang Dong Pharmaceutical Co. Ltd. 24,603 20,555 KRW 1,662 POSCO 497,236 328,651 Kyeryong Construction Industrial USD 3,670 POSCo., ADR 295,738 184,549 KRW 474 Co Ltd. 13,686 8,229 KRW 2,273 Power Logics Co. Ltd. 15,323 18,274 KRW 676 Kyung Dong Navien Co. Ltd. 51,059 31,811 KRW 2,294 S & T Dynamics Co., Ltd. 24,217 13,194 KRW 1,409 Kyungbang Ltd. 25,658 19,313 KRW 1,370 S&T Holdings Co., Ltd. 19,861 23,781 KRW 2,768 Kyungdong Pharm Co. Ltd. 31,171 30,428 KRW 1,770 S&T Motiv Co., Ltd. 82,396 76,575 KRW 283 LG Chem Ltd. 83,966 158,553 KRW 356 S-1 Corp. 32,564 34,634 KRW 2,805 LG Corp. 200,658 227,271 KRW 1,717 Sam Young Electronics Co. Ltd. 24,838 13,904 KRW 20,937 LG Display Co., Ltd. 576,030 272,142 KRW 544 Samjin Pharmaceutical Co. Ltd. 30,177 16,734 USD 1,752 LG Display Co., Ltd., ADR 25,678 11,488 KRW 416 Samkwang Glass 23,801 13,603 KRW 13,177 LG Electronics Inc. 791,631 948,050 KRW 262 Samlip General Foods Co. Ltd. 37,015 18,671 KRW 2,715 LG Fashion Corp. 81,804 38,146 KRW 1,208 Samsung C&T Corp. 162,506 159,533 KRW 568 LG Hausys Ltd. 57,922 41,525 KRW 1,882 Samsung Card Co., Ltd. 86,096 58,394 KRW 1,187 LG Innotek Co., Ltd. 118,079 236,331 KRW 1,000 Samsung Electro-Mechanics Co., Ltd. 66,164 147,287 KRW 6,135 LG International Corp. 151,687 108,653 KRW 94,300 Samsung Electronics Co., Ltd. 2,382,629 5,667,247 KRW 27,276 LG Telecom Ltd. 291,987 378,419 KRW 8,249 Samsung Engineering Co., Ltd. 89,995 115,419 KRW 740 LIG Nex1 Co., Ltd. 50,532 25,164 KRW 1,830 Samsung Fine Chemicals Co., Ltd. 77,278 71,710 KRW 1,688 Livart Furniture Co. Ltd. 50,877 32,528 Samsung Fire & Marine Insurance KRW 120 Lotte Chilsung Beverage Co Ltd. 19,664 13,882 KRW 2,780 Co., Ltd. 688,421 554,892 KRW 1,661 Lotte Confectionery Co., Ltd. 83,664 59,637 KRW 30,600 Samsung Heavy Industries Co., Ltd. 372,545 208,005 KRW 16 Lotte Food Co. Ltd. 13,976 6,375 KRW 2,340 Samsung Life Insurance Co., Ltd. 236,854 119,442 KRW 940 LOTTE Himart Co., Ltd. 63,403 41,080 KRW 4,687 Samsung Securities Co., Ltd. 204,816 140,671 KRW 1,119 Lotte Shopping Co., Ltd. 223,476 101,531 KRW 2,891 Samsung Techwin Co., Ltd. 100,363 80,900 KRW 2,290 LS Cable Ltd. 153,518 90,698 KRW 513 Samyang Corp. 56,818 33,091 KRW 1,276 LS Industrial Systems Co., Ltd. 77,473 69,770 KRW 4,249 SBS Media Holdings Co., Ltd. 16,519 8,999 KRW 1,959 Macquarie Korea Infrastructure Fund 19,855 25,288 KRW 1,843 Seah Besteel Corp. 60,798 21,362 KRW 301 Maeil Dairies Co., Ltd. 28,055 27,050 KRW 222 SEAH STEEL 23,064 8,484 KRW 5,537 Mando Corp. 150,637 141,421 KRW 199 SeAH Steel Corp/New 34,712 11,027 KRW 42 Medy-Tox Inc. 21,257 6,967 KRW 2,455 Sebang Co. Ltd. 37,229 28,483 KRW 455 MegaStudyEdu Co. Ltd. 14,560 18,433 KRW 563 Sebang Global Battery Co., Ltd. 24,352 19,505 Meritz Fire & Marine Insurance KRW 429 Seegene Inc. 52,783 54,241 KRW 7,355 Co., Ltd. 102,808 105,825 KRW 7,264 Seohan Co. Ltd. 20,367 7,721 KRW 45,787 Meritz Securities Co., Ltd. 160,477 158,082 KRW 18,090 Seohee Construction Co., Ltd. 31,883 21,626 KRW 2,224 Mirae Asset Life Insurance Co. Ltd. 12,907 6,681 KRW 3,172 Seoul Semiconductor Co., Ltd. 131,729 48,622 KRW 3,956 MK Electron Co., Ltd. 42,692 34,234 KRW 1,430 SFA Engineering Corp. 46,278 53,115

The accompanying notes are an integral part of these financial statements 206 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

KRW 21,165 SFA Semicon Co. Ltd. 58,742 120,525 ACS Actividades de Construccion y KRW 308 Shindaeyang Paper Co Ltd. 18,499 18,831 EUR 12,185 Servicios SA 436,127 425,124 KRW 6,609 Shinhan Financial Group Co., Ltd. 296,773 216,830 ACS Actividades de Construccion y EUR 10,309 Servicios SA, Rights – 21,833 Shinhan Financial Group Co., USD 6,000 Ltd., ADR 240,945 195,984 EUR 741 Alantra Partners SA 14,759 12,309 KRW 660 Shinsegae Co., Ltd. 146,173 165,920 EUR 5,346 Antena 3 de Television SA 64,139 18,970 KRW 307 Shinsegae International Inc. 52,606 54,812 EUR 5,490 Applus Services SA 70,372 57,418 KRW 531 Shinyoung Securities Co., Ltd. 37,585 25,613 EUR 87,676 Banco Bilbao Vizcaya Argentaria SA 884,153 409,815 KRW 1,132 Silicon Works Co., Ltd. 51,661 49,706 Banco Bilbao Vizcaya Argentaria USD 15,827 SA, ADR 117,103 73,055 KRW 6,999 SIMMTECH Co., Ltd. 85,156 84,347 EUR 290,300 Banco Sabadell SA 705,774 138,469 KRW 186 Sindo Ricoh Co., Ltd. 11,578 5,145 EUR 475,250 Banco Santander SA 3,688,755 1,578,466 KRW 530 SK C&C Co., Ltd. 91,889 174,992 EUR 78,769 Bankia SA 419,344 114,330 KRW 2,089 SK Chemicals 58,431 93,097 EUR 37,292 Bankinter SA 370,542 242,666 KRW 679 SK Chemicals Co., Ltd. 51,860 99,094 KRW 2,308 SK Energy Co., Ltd. 302,418 346,397 EUR 1,885 Caja de Ahorros del Mediterraneo 15,390 – KRW 4,396 SK Hynix Inc. 251,535 426,109 EUR 1,580 Cellnex Telecom SAU 48,367 131,013 KRW 11,919 SK Networks Co., Ltd. 101,878 64,241 Cia de Distribucion Integral Logista EUR 1,818 Holdings SAU 50,567 46,238 KRW 74,633 Sk Securities Co., Ltd. 99,528 74,285 EUR 4,020 Cie Automotive SA 83,216 96,081 KRW 1,631 SKC Co., Ltd. 26,607 113,361 Construcciones y Auxiliar de KRW 1,199 SKCKOLONPI Inc. 62,593 39,278 EUR 1,140 Ferrocarriles SA 63,376 56,287 KRW 2,901 SL Corp. 63,883 45,185 EUR 88,358 Criteria CaixaCorp. SA 445,535 256,620 KRW 522 S-Oil Corp. 38,610 37,780 EUR 6,185 Ebro Puleva SA 134,267 174,199 KRW 1,426 Songwon Industrial Co., Ltd. 32,993 20,861 EUR 5,236 eDreams ODIGEO SA 27,524 19,780 KRW 1,047 Soulbrain Co., Ltd. 65,530 113,574 EUR 2,660 Elecnor SA 50,738 38,470 Ssangyong Cement Industrial EUR 13,711 Enagas 442,068 455,369 KRW 17,515 Co., Ltd. 54,328 101,332 EUR 6,721 Endesa SA 191,135 226,344 KRW 876 Suheung Co., Ltd. 53,717 53,199 EUR 15,326 Ercros SA 40,797 42,078 KRW 1,085 Sung Kwang Bend Co., Ltd. 23,771 8,497 EUR 6,057 Euskaltel SA 73,115 72,929 KRW 7,589 Sungchang Enterprise Holdings Ltd. 27,851 12,516 EUR 17,865 Faes Farma SA 82,469 98,886 KRW 2,728 Sungshin Cement Co. Ltd. 18,555 19,235 EUR 1,465 Ferrovial SA 18,168 53,163 KRW 10,739 Sungwoo Hitech Co., Ltd. 99,182 33,678 Fomento de Construcciones y KRW 1,614 Sunjin Co., Ltd. 29,276 17,872 EUR 5,511 Contratas SA 69,912 70,782 KRW 32 Taekwang Industrial Co., Ltd. 35,838 25,197 Fomento de Construcciones y Contratas Taeyoung Engineering & EUR 1,402 SA, Rights – 782 KRW 7,746 Construction Co., Ltd. 52,842 137,715 EUR 3,882 Gamesa Corp. Tecnologica SA 47,208 93,836 KRW 2,392 Texcell-NetCom Co. Ltd. 52,365 16,727 EUR 13,604 Gas Natural SDG SA 335,919 344,795 KRW 2,354 TK Corp. 24,781 19,513 EUR 12,538 Gestevision TelecInc.o SA 156,585 63,135 KRW 18,666 Tong Yang Cement Krw5000 73,129 25,043 EUR 10,321 Global Dominion Access SA 64,278 44,934 KRW 3,655 Tongyang Cement & Energy Corp. 13,453 13,306 EUR 5,363 Grifols SA 129,751 221,397 KRW 3,615 Tovis Co. Ltd. 32,827 27,351 Grupo Catalana Occidente SA, KRW 500 Unid Co., Ltd. 26,388 23,821 EUR 2,160 Post Subd 64,415 67,906 KRW 922 Vieworks Co. Ltd. 49,571 34,682 EUR 14,264 Grupo Empresarial Ence SA 35,435 63,619 KRW 5,748 WiSol Co. Ltd. 55,802 85,975 EUR 135,538 Iberdrola SA 809,351 2,148,231 KRW 4,117 Wonik IPS Co., Ltd., Rights 28,212 21,233 EUR 16,179 Indra Sistemas SA, Class A 231,250 173,941 KRW 22,595 Woori Financial Group Inc. 314,846 226,108 EUR 6,371 Laboratorios Almirall SA 92,991 114,166 USD 1,174 Woori Financial Group Inc., ADR 56,911 35,335 EUR 183,000 Liberbank SA 164,856 41,270 Woori Investment & Securities EUR 87,330 Mapfre SA 317,814 211,711 KRW 10,102 Co., Ltd. 130,404 95,409 EUR 1,436 Miquel y Costas 27,763 27,978 KRW 1,572 Y G-1 Co., Ltd. 26,044 8,437 EUR 29,046 Promotora de Informaciones SA 78,782 22,246 KRW 77 YG Entertainment Inc. 2,522 3,264 EUR 15,730 Prosegur Cia de Seguridad SA 78,179 49,812 KRW 29 Young Poong Corp. 35,715 15,212 EUR 14,656 Quabit Inmobiliaria SA 38,781 8,618 KRW 1,167 Youngone Corp. 55,638 33,807 EUR 2,618 Red Electrica Corp SA 66,986 66,498 KRW 771 Youngone Holdings Co., Ltd. 57,210 33,780 EUR 60,852 Repsol SA, Rights – 40,217 KRW 9,011 Yuanta Securities Korea Co., Ltd. 32,651 26,896 EUR 52,894 Repsol YPF SA 969,001 634,506 KRW 1,155 Yuhan Corp. 49,867 66,432 EUR 64,340 Sacyr Vallehermoso SA 168,058 181,977 31,550,931 30,069,319 4.10 EUR 13,886 Sol Melia SA 163,544 80,465 Spain EUR 8,639 Talgo SA 56,697 55,892 EUR 2,912 Acciona SA 289,711 388,913 EUR 1,339 Tecnicas Reunidas SA 83,471 27,826 EUR 11,353 Acerinox SA 189,021 125,311 EUR 81,198 Telefonica SA 683,229 527,230

The accompanying notes are an integral part of these financial statements 207 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

EUR 81,198 Telefonica SA, Rights – 21,686 SEK 3,166 Hexagon AB 50,452 252,414 EUR 22,821 Unicaja Banco SA 33,722 15,840 SEK 8,980 Hexpol AB 105,234 90,970 EUR 1,066 Vidrala SA 59,554 138,003 SEK 4,024 HIQ International AB 26,273 25,572 EUR 2,377 Viscofan SA 92,333 210,953 SEK 4,021 Hoist Finance AB 44,358 14,744 EUR 5,678 Zardoya Otis SA 86,094 52,882 SEK 4,373 Holmen AB 93,566 190,680 14,222,491 11,197,270 1.53 SEK 1,966 Husqvarna AB 13,725 21,961 SEK 24,471 Husqvarna AB, Class B 164,677 273,418 Sweden SEK 2,913 Indutrade AB 20,633 156,852 SEK 3,497 AAK AB 34,469 81,943 SEK 5,845 Intrum Justitia AB 209,018 146,077 SEK 4,804 AcadeMedia AB 32,174 44,320 SEK 5,488 Inwido AB 77,278 51,986 SEK 6,274 Adapteo Oyj 67,959 72,708 SEK 7,313 JM AB 132,686 224,682 SEK 3,748 Addlife AB 5,080 53,794 SEK 12,253 Klovern AB 16,852 26,460 SEK 2,074 AddNode Group AB 27,702 54,019 SEK 1,194 KNOW IT AB 21,444 26,960 SEK 3,000 AddTech AB 13,107 164,725 SEK 6,888 Kungsleden AB 44,522 69,987 SEK 8,224 AF AB 91,118 241,421 SEK 9,007 Lindab International AB 79,473 144,133 SEK 11,270 Alfa Laval AB 296,639 337,526 SEK 7,435 Loomis AB 248,316 241,128 SEK 2,178 Alimak Group AB 41,137 32,059 SEK 4,626 Mekonomen AB 58,191 44,912 SEK 14,315 Arjo AB 69,335 108,510 SEK 7,778 Micronic Laser Systems AB 17,170 200,195 SEK 3,915 Attendo AB 45,128 20,912 SEK 6,124 Millicom International Cellular SA 436,037 218,869 SEK 5,450 Avanza Bank Holding AB 54,889 105,422 SEK 5,036 Modern Times Group MTG AB 77,673 74,521 SEK 4,282 Axfood AB 35,344 127,090 SEK 2,500 Momentum Group AB 11,846 43,576 SEK 2,500 B&B Tools AB, Series B 24,488 26,275 SEK 9,031 New Wave Group AB, Series B 67,514 41,211 SEK 1,960 Beijer Alma AB 33,341 27,385 SEK 3,246 Nibe Industrier AB 18,393 97,742 SEK 7,200 Beijer Ref AB 32,741 296,433 SEK 14,834 Nobia AB 122,392 95,924 SEK 10,162 Betsson AB 110,273 96,183 SEK 6,464 Nobina AB 46,647 52,590 SEK 9,831 Bilia AB 65,666 108,147 SEK 2,800 Nolato AB, Class B 25,283 257,053 SEK 20,295 Billerud AB 245,091 395,460 SEK 1,847 Nordic Waterproofing Holding AS 22,404 27,486 SEK 471 BioGaia AB 12,814 35,190 SEK 6,005 Nyfosa AB 27,392 55,952 SEK 2,939 Biovitrum AB 61,915 92,515 SEK 4,955 Pandox AB 103,160 78,083 SEK 23,919 Boliden AB 424,088 744,807 SEK 19,934 Peab AB, Series B 169,339 223,699 SEK 5,793 Bonava AB 60,278 42,505 SEK 9,148 Pricer AB, Class B 11,962 32,805 SEK 8,603 Bravida Holding AB 92,951 111,647 SEK 837 Proact IT Group AB 16,140 21,413 SEK 2,031 Bufab AB 31,649 29,115 SEK 10,498 Qliro Group AB 14,968 9,941 SEK 1,850 Bulten AB 23,158 14,455 SEK 26,011 Ratos AB, Class B 233,829 94,960 SEK 7,255 Bure Equity AB 120,392 214,958 SEK 1,427 RaySearch Laboratories AB 27,327 18,159 SEK 11,283 Byggmax Group AB 34,595 72,475 SEK 5,317 Recipharm AB 105,561 89,534 SEK 500 Catena AB 6,912 26,841 SEK 10,398 Resurs Holding AB 83,216 58,232 SEK 1,079 Clas Ohlson AB 20,248 16,417 SEK 6,297 Saab AB, Class B 167,352 214,870 SEK 30,591 Cloetta Fazer AB, Class B 108,445 106,136 SEK 1,396 Sagax AB 7,845 25,620 SEK 2,200 Concentric AB 16,028 42,415 SEK 19,335 Sandvik AB 346,369 494,164 Coor Service Management SEK 33,888 SAS AB 129,807 38,496 SEK 4,617 Holding AB 43,358 41,452 SEK 4,064 Scandi Standard AB 35,599 38,215 SEK 3,189 Dios Fastigheter AB 23,058 29,000 SEK 12,509 Scandic Hotels Group AB 109,214 60,113 SEK 17,784 Dometic Group AB 211,415 218,185 SEK 348 Sectra AB 26,726 26,922 SEK 3,786 Doro AB 34,333 19,439 SEK 13,440 Securitas AB, Series B 167,377 246,730 SEK 2,266 Duni AB 20,211 32,248 Skandinaviska Enskilda Banken AB, SEK 1,685 Dustin Group AB 16,559 12,491 SEK 44,249 Class A 620,898 521,465 SEK 2,136 East Capital Explorer AB 22,436 36,467 SEK 12,187 Skanska AB, Series B 269,992 337,774 SEK 782 Elanders AB, Class B 12,077 5,977 SEK 786 SKF AB 24,103 20,055 SEK 8,328 Electrolux AB 172,469 190,225 SEK 16,162 SKF AB, Class B 418,356 410,167 SEK 8,328 Electrolux Professional AB 30,244 41,415 SEK 5,000 SkiStar AB 51,488 69,568 SEK 10,533 Elekta AB, Class B 60,638 133,207 SEK 49,089 SSAB AB 204,370 177,876 SEK 1,982 Essity AB 69,169 87,239 SEK 15,055 SSAB Svenskt Stal AB, Series A 107,086 56,604 SEK 135 Fenix Outdoor International AG 16,421 16,535 SEK 1,120 Svenska Cellulosa AB SCA 13,228 17,797 SEK 5,674 Getinge AB, Class B 90,018 143,542 SEK 25,454 Svenska Cellulosa AB, Series B 205,392 413,337 SEK 9,500 Granges AB 134,426 102,824 SEK 39,817 Svenska Handelsbanken AB, Class A 694,199 513,278 SEK 3,140 Gunnebo AB 14,785 8,365 SEK 1,310 Svenska Handelsbanken AB, Class B 20,210 17,766 SEK 2,912 Hakon Invest AB 82,032 187,921 SEK 2,263 Sweco AB 43,633 138,681 SEK 2,200 Haldex AB 14,288 12,147 SEK 25,699 Swedbank AB 718,583 448,008

The accompanying notes are an integral part of these financial statements 208 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

SEK 1,142 Systemair AB 16,197 26,991 CHF 10,493 EFG International 87,025 101,612 SEK 13,589 Tele2 AB 183,648 245,584 CHF 165 Emmi AG 51,860 196,064 Telefonaktiebolaget LM Ericsson, CHF 118 EMS-Chemie Holding AG 98,089 124,459 SEK 19,696 Series B 177,797 247,863 Energiedienst Holding AG, SEK 114,776 TeliaSonera AB 796,905 582,957 CHF 135 Registered Shares 5,812 5,834 SEK 3,340 Thule Group AB 59,382 115,136 CHF 234 Feintool International Holding AG 29,896 16,210 SEK 15,123 Trelleborg AB, Series B 191,728 301,228 CHF 2,035 Flughafen Zuerich AG 211,266 360,834 SEK 17,146 Unibet Group PLC 95,868 140,528 CHF 100 Forbo Holding AG 72,063 197,084 SEK 338 VBG Group AB 6,828 6,898 CHF 600 Geberit AG 245,214 408,698 SEK 1,135 Vitrolife AB 11,575 34,428 CHF 474 Georg Fischer AG, Registered Shares 248,983 554,769 SEK 6,331 Volvo AB, Series A 77,063 132,748 CHF 76 Givaudan 73,968 385,678 SEK 37,230 Volvo AB, Series B 538,336 795,300 CHF 72 Gurit Holding AG 83,283 143,182 12,989,196 15,974,535 2.18 CHF 3,675 Helvetia Holding AG 421,587 467,340 CHF 104 Hiag Immobilien Holding AG 16,984 13,796 Switzerland CHF 200 HOCHDORF Holding AG 72,951 17,540 CHF 41,266 ABB Ltd. 928,406 1,270,771 CHF 12,463 Holcim Ltd. 1,101,770 745,424 CHF 14,635 Adecco SA, Registered Shares 920,228 936,520 CHF 1,163 Huber & Suhner AG REg 62,711 111,030 CHF 122 Affichage Holding SA 43,542 30,942 CHF 3 Hypothekarbank Lenzburg AG 17,653 18,436 CHF 6,630 AFG Arbonia-Forster Holdings 141,857 93,266 CHF 2,217 Implenia AG 90,452 111,911 CHF 5,627 Alcon Inc. 308,810 438,947 CHF 443 Ina Invest Holding AG 13,031 13,330 USD 7,067 Alcon Inc., ADR 534,459 549,940 CHF 161 Inficon Holding AG 86,790 171,043 CHF 1,611 Allreal Holding AG 244,161 433,569 CHF 37 Interroll Holding AG 43,660 101,622 CHF 720 ALSO-Actebis Holding AG 39,876 240,113 CHF 21 Intershop Holdings AG 13,408 17,065 CHF 30,018 ams AG 692,253 607,565 CHF 13,337 Julius Baer Group Ltd. 787,263 760,428 CHF 101,902 Aryzta AG 138,853 62,579 CHF 7,328 Julius Baer Holding Ltd. 108,023 23,107 CHF 5,249 Ascom Holding AG 84,559 65,872 CHF 234 Kaba Holding AG, Class B 115,078 173,488 CHF 423 Autoneum Holding AG 50,981 56,206 CHF 371 Kardex AG 13,621 92,624 CHF 159 Bachem Holding AG 10,627 57,007 CHF 206 Komas Holding AG, Registered Shares 24,644 45,529 CHF 3,505 Baloise Holding AG 485,843 716,860 CHF 3,190 Kudelski SA 76,702 15,755 CHF 226 Banque Cantonale de Geneve 41,772 59,173 CHF 859 Kuehne + Nagel International AG 169,263 194,250 CHF 2,630 Banque Cantonale Vaudoise 185,179 347,706 CHF 7 Lem Holding SA 14,756 14,071 CHF 155 Barry Callebaut AG 203,262 401,676 CHF 1,401 Liechtensteinische Landesbank AG 86,584 116,840 CHF 48 Belimo Holding AG 50,640 482,271 USD 7,040 Logitech International SA 136,415 623,344 CHF 210 Bell AG 86,895 72,301 CHF 1,572 Lonza Group AG 632,943 1,130,463 CHF 1,145 Bellevue Group AG 26,437 36,204 CHF 320 Luzerner Kantonalbank 108,914 180,319 Berner Kantonalbank, CHF 19 Metall Zug AG 34,898 38,579 CHF 490 Registered Shares 116,438 161,391 CHF 1,742 Mobilezone Holding AG 30,317 20,659 CHF 227 BKW AG 19,538 27,669 CHF 799 Mobimo Holding AG 211,381 314,753 CHF 1,041 Bobst Group AG 57,835 83,693 CHF 24,639 Nestle SA 1,997,829 3,708,644 CHF 490 Bossard Holding AG 59,572 101,967 CHF 28,135 Novartis AG 2,381,765 3,327,711 Bucher Industries AG, CHF 842 Registered Shares 94,242 330,188 USD 2,022 Novartis AG, ADR 100,840 239,755 CHF 84 Burckhardt Compression Holding AG 15,595 27,939 CHF 24,656 OC Oerlikon Corp. AG 314,741 274,588 CHF 230 Burkhalter Holding AG 12,138 20,138 CHF 1,081 Orascom Development Holding AG 15,584 13,627 CHF 1,062 Calida Holding AG 54,274 43,936 CHF 615 Orior AG 34,195 68,677 CHF 61 Carlo Gavazzi Holding AG 20,305 15,756 CHF 257 Partners Group Holding AG 57,567 317,746 CHF 2,109 Cembra Money Bank AG 184,363 279,887 CHF 55 Phoenix Mecano AG 30,325 30,053 Chocoladefabriken Lindt & CHF 56 Plazza AG 6,089 22,073 CHF 2 Sprungli AG 209,337 234,206 CHF 1,026 PSP Swiss Property AG 114,672 156,891 CHF 192 Cicor Technologies Ltd. 13,074 11,237 CHF 423 Rieter Holding AG 106,518 53,098 CHF 12,587 Cie Financiere Richemont SA 1,206,232 1,102,198 CHF 6 Romande Energie Holding SA 8,717 8,780 CHF 193 Cie Financiere Tradition SA 18,984 29,134 CHF 67 Schaffner Holding AG 24,451 18,536 CHF 8,091 Clariant AG 123,259 216,183 CHF 363 Schindler Holding AG 102,513 116,832 CHF 225 Coltene Holding AG 14,189 23,035 CHF 70,697 Schmolz & Bickenbach AG 90,256 19,779 CHF 183 Conzzeta AG 225,876 222,720 CHF 105 Schweiter Technologies AG 55,824 176,698 CHF 64,147 Credit Suisse Group AG 1,466,356 906,126 CHF 898 SFS Group AG 124,682 114,892 CHF 683 Daetwyler Holding AG 36,403 181,804 CHF 17 SGS SA, Registered Shares 45,978 56,536 CHF 1,633 DKSH Holding AG 144,338 142,835 CHF 360 Siegfried Holding AG 133,577 222,412 CHF 29 Dottikon Es Holding AG 23,841 35,052 CHF 2,751 SIG Combibloc Group AG 60,176 60,771 CHF 3,855 Dufry Group 628,352 156,765 CHF 1,880 Sika AG 93,595 492,015

The accompanying notes are an integral part of these financial statements 209 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

CHF 980 Sonova Holding AG 155,811 266,325 TWD 26,549 Arcadyan Technology Corp. 69,728 102,748 St. Galler Kantonalbank, TWD 73,730 Ardentec Corp. 69,727 108,789 CHF 273 Registered Shares 141,869 165,937 TWD 131,710 ASE Industrial Holding Co. Ltd. 328,885 411,802 CHF 69 Straumann Holding AG 26,171 80,981 TWD 153,946 Asia Cement Corp. 161,425 309,964 CHF 2,335 Sulzer AG, Registered Shares 298,652 254,233 TWD 20,000 Asia Optical Co., Inc. 21,393 65,039 CHF 5,046 Sunrise Communications AG 503,137 609,331 TWD 120,599 Asia Pacific Telecom Co., Ltd. 75,049 43,894 CHF 1,126 Swatch Group AG 586,743 306,822 TWD 15,343 Asia Polymer Corp. 12,688 13,562 CHF 2,012 Swatch Group AG, Registered Shares 158,821 107,418 TWD 43,000 Asia Vital Components Co., Ltd. 38,570 83,261 CHF 1,209 Swiss Life Holding AG 537,870 610,614 TWD 23,052 Asustek Computer Inc. 254,327 229,941 CHF 4,593 Swiss Prime Site AG 521,197 578,439 TWD 678,000 AU Optronics Co., 376,697 290,524 CHF 7,840 Swiss Re AG 716,764 825,252 USD 1,767 AU Optronics Corp., ADR 20,929 7,293 CHF 2,119 Swisscom AG, Registered Shares 1,410,201 1,508,586 TWD 8,000 AURAS Technology Co Ltd. 60,718 63,724 CHF 1,079 Swissquote Group Holding SA 44,381 125,540 TWD 59,259 Bank of Kaohsiung 22,322 26,788 CHF 153 Tamedia AG 29,488 15,431 TWD 9,000 Basso Industry Corp. 25,805 16,848 CHF 1,565 Temenos Group AG 41,768 330,223 TWD 119,000 BES Engineering Corp. 38,687 39,012 CHF 273 The Jungfraubahn Holding AG 42,542 48,342 TWD 5,000 Bioteque Corp. 36,236 36,192 CHF 167 Thurgauer Kantonalbank 20,517 25,448 TWD 9,000 Bizlink Holding Inc. 85,857 87,655 CHF 870 U-Blox AG 78,544 81,011 Brighton-Best International CHF 58,358 UBS Group AG 1,167,478 915,003 TWD 22,000 Taiwan Inc. 26,165 27,227 USD 37,858 UBS Group AG, ADR 1,235,610 593,113 TWD 227,166 Capital Securities Corp. 88,234 108,397 CHF 1,889 Valiant Holding, Registered Shares 261,623 239,302 TWD 36,777 Career Technology (MFG) Co., Ltd. 48,011 52,272 Valora Holding AG, TWD 20,000 Casetek Holdings Ltd. 60,288 60,886 CHF 475 Registered Shares 155,879 123,880 TWD 35,000 Catcher Technology Co., Ltd. 289,080 360,086 CHF 820 VAT Group AG 118,717 204,472 TWD 237,312 Cathay Financial Holding Co., Ltd. 476,441 458,292 CHF 109 Vaudoise Assurances Holding SA 57,864 69,721 TWD 62,100 Cathay Real Estate Development 43,659 56,907 CHF 900 Vetropack Holding AG 39,930 67,631 TWD 12,054 Center Laboratories Inc. 29,941 41,715 CHF 2,244 Vifor Pharma AG 199,058 460,893 TWD 54,997 Chailease Holding Co., Ltd. 153,662 318,304 CHF 6,897 Von Roll Holding AG 12,946 8,596 TWD 189,120 Chang Hwa Commercial Bank 84,400 168,925 CHF 4,170 Vontobel Holding AG 190,788 398,650 TWD 15,000 Channel Well Techonology Co. Ltd. 19,648 19,063 CHF 421 VP Bank AG 58,206 74,437 TWD 12,000 CHAROEN POK PHAND TWD10 28,547 37,809 CHF 775 VZ Holding AG 50,348 78,959 TWD 150,000 CHENG LOONG TWD10 86,409 161,220 CHF 190 V-ZUG Holding AG 16,751 21,236 TWD 80,000 Cheng Shin Rubber Industry Co., Ltd. 168,099 124,802 CHF 456 Walliser Kantonalbank 24,953 67,274 TWD 68,721 Cheng Uei Precision Industry Co., Ltd. 120,123 127,169 CHF 150 Ypsomed Holding AG 36,210 28,923 TWD 10,000 Cheng Yeh Holdings Co., Ltd. 20,438 20,384 CHF 880 Zehnder Group AG 26,533 47,040 TWD 43,000 Chia Hsin Cement Corp. 22,261 35,071 CHF 21 Zug Estates Holding AG 39,450 60,498 TWD 23,671 Chicony Electronics Co., Ltd. 62,864 93,149 CHF 16 Zuger Kantonalbank AG 69,611 140,646 TWD 7,035 Chicony Power Technology Co. Ltd. 15,626 21,891 CHF 3,962 Zurich Financial Services AG 1,142,536 1,905,893 TWD 25,000 Chilisin Electronics Corp. 109,040 104,363 31,781,300 40,286,731 5.50 TWD 91,000 Chimei Materials Technology Corp. 52,964 32,797 TWD 469,000 China Airlines Ltd. 186,409 177,784 Taiwan TWD 87,000 China Bills Finance Corp. 31,376 61,569 TWD 22,195 Ability Enterprise Co., Ltd. 26,921 12,497 China Chemical & Pharmaceutical TWD 19,000 AcBel Polytech Inc. 26,641 17,309 TWD 47,000 Co., Ltd. 36,788 54,999 TWD 14,500 Accton Technology Corp. 10,204 152,868 China Development Financial TWD 188,000 Acer Inc. 115,148 155,566 TWD 537,520 Holding Corp. 154,141 234,660 TWD 8,050 Acter Co., Ltd. 63,067 77,847 TWD 40,500 China Electric Manufacturing Corp. 21,422 21,133 TWD 10,538 Actron Technology Corp. 49,081 42,609 TWD 66,200 China General Plastics Corp. 67,678 57,975 TWD 21,000 A-DATA Technology Co. Ltd. 63,845 55,868 TWD 125,634 China Life Insurance Co., Ltd. 87,186 126,716 Advanced International Multitech TWD 187,860 China Manmade Fibers Corp. 78,332 57,810 TWD 11,000 Co. Ltd. 19,389 15,795 TWD 32,252 China Metal Products Co., Ltd. 42,547 41,334 TWD 20,000 Advancetek Enterprise Co., Ltd. 17,076 16,164 TWD 32,400 China Motor Corp. 51,245 55,078 Aerospace Industrial China Petrochemical TWD 17,000 Development Corp. 27,334 23,388 TWD 398,761 Development Corp. 193,090 153,019 TWD 6,581 Airtac International Group 62,635 157,828 TWD 11,000 China Steel Chemical Corp. 64,186 53,306 TWD 13,362 Ali Corp. 16,681 13,626 TWD 431,729 China Steel Corp. 429,174 412,765 TWD 50,000 Altek Corp. 62,617 57,756 TWD 98,914 China Synthetic Rubber Co., 98,803 92,233 TWD 17,000 Ambassador Hotel 16,388 22,973 TWD 483,705 Chinatrust Financial Holding Co., Ltd. 291,369 455,106 TWD 89,435 AmTRAN Technology Co., Ltd. 71,066 33,190 TWD 44,000 Chin-Poon Industrial Co., 46,303 53,949 TWD 15,000 APCB INC. TWD10 17,289 15,637 TWD 64,000 Chipbond Technology Co., 147,142 190,679 TWD 18,000 Apex International Co Ltd. 24,333 57,519 TWD 96,445 ChipMOS Technologies Inc. 109,803 150,801

The accompanying notes are an integral part of these financial statements 210 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

TWD 3,000 Chlitina Holding Ltd. 18,460 30,093 TWD 11,800 Faraday Technology Corp. 28,843 25,394 TWD 13,615 Chong Hong Construction Co., 47,660 54,575 TWD 34,730 Farglory Land Development Co., Ltd. 57,399 75,841 TWD 10,000 Chroma Ate Inc. 24,862 70,259 TWD 77,486 Federal Corp. 59,582 67,463 TWD 32,000 Chun Yuan Steel 15,659 14,679 TWD 29,000 Feng Hsin Iron & Steel Co., 46,558 69,599 TWD 59,500 CHUNG HSIN ELEC TWD10 52,369 76,057 TWD 9,300 Feng TAY Enterprise Co., Ltd. 43,177 71,607 TWD 170,000 CHUNG HUNG STEEL CORP. 74,799 65,120 TWD 352,196 First Financial Holding Co., Ltd. 197,300 368,623 TWD 62,000 Chung HWA Pulp 30,025 25,676 TWD 43,703 FIRST STEAMSHIP 26,381 20,204 TWD 6,000 Cleanaway Co. Ltd. 50,069 46,235 TWD 50,489 Flexium Interconnect Inc. 119,672 285,104 TWD 39,000 Clevo Co 74,136 53,371 TWD 8,000 Flytech Technology Co., Ltd. 35,286 26,209 TWD 106,084 CMC Magnetics Corp. 27,498 36,141 TWD 22,000 FocalTech Systems Co., Ltd. 29,599 32,796 TWD 325,677 Compal Electronics Inc. 264,772 289,404 TWD 42,260 Formosa Chemicals & Fibre Corp. 98,301 147,770 Compeq Manufacturing TWD 8,977 Formosa Laboratories Inc. 32,254 22,877 TWD 118,000 Company Ltd. 50,687 261,474 TWD 6,000 Formosa Petrochemical Corp. 31,637 24,654 TWD 74,978 Concord Securities Corp. 24,944 25,607 TWD 42,000 Formosa Plastics Corp. 164,017 169,774 TWD 8,000 Concraft Holding Co., Ltd. 41,678 41,602 TWD 54,000 Formosa Taffeta Co., Ltd. 52,511 90,814 TWD 55,000 Continental Holdings Corp. 29,320 32,724 TWD 29,160 Formosan Rubber Group Inc. 24,496 24,409 TWD 45,800 Coretronic Corp. 46,598 67,556 TWD 33,250 FORMOSAN UNION CHETWD10 25,195 20,421 TWD 39,000 CTCI Corp. 79,300 70,200 TWD 68,552 Foxconn Technology Co., Ltd. 202,388 179,210 TWD 6,000 CyberPower Systems Inc. 24,261 22,561 TWD 4,000 Foxsemicon Integrated Technology Inc. 30,065 33,413 TWD 30,000 CyberTan Technology Inc. 26,105 22,639 TWD 195,917 Fubon Financial Holding Co., Ltd. 258,011 397,110 TWD 50,000 DA CIN Construction Co. Ltd. 51,739 52,185 Fulgent Sun International Holding TWD 15,749 Da-Li Development Co., Ltd. 24,121 23,037 TWD 12,369 Co Ltd. 27,126 59,854 TWD 16,000 Darfon Electronics Corp. 8,329 28,010 TWD 76,760 Fulltech Fiber Glass Corp. 49,778 38,787 TWD 45,000 Darwin Precisions Corp. 29,254 22,101 TWD 15,000 G SHANK ENTERPRISETWD10 17,206 13,988 TWD 49,890 De Licacy Industrial Co. Ltd. 51,664 49,124 Gamania Digital Entertainment TWD 22,000 Delta Electronics Inc. 129,255 170,435 TWD 7,000 Co., Ltd. 17,951 23,838 TWD 12,000 DEPO AUTO PARTS INTWD10 56,058 28,332 TWD 19,000 Gemtek Technology Corp. 23,595 21,190 TWD 34,272 D-Link Corp. 20,223 30,294 TWD 38,000 General Interface Solution Holding Ltd. 169,706 198,289 Dynapack International TWD 4,317 Genius Electronic Optical Co. Ltd. 65,150 140,175 TWD 31,000 Technology Corp. 70,369 109,261 TWD 61,000 Getac Technology Corp. 44,261 122,272 TWD 47,000 E Ink Holdings Inc. 63,095 88,607 TWD 21,000 Giant Manufacturing Co., Ltd. 162,433 256,262 TWD 405,119 E.Sun Financial Holding Co., Ltd. 189,511 520,957 TWD 34,000 GIANTPLUS TECHNOLOTWD10 27,204 14,699 TWD 44,000 Eastern Media International Corp. 21,748 32,635 TWD 45,000 Gigabyte Technology Co., Ltd. 70,976 136,360 TWD 5,100 Eclat Textile Co., Ltd. 66,099 80,656 TWD 4,000 Ginko International Co., Ltd. 49,627 27,186 TWD 9,000 Egis Technology Inc. 51,724 80,395 TWD 5,000 Globalwafers Co Ltd. 69,237 93,493 TWD 21,000 Elan Microelectronics Corp. 67,774 117,118 TWD 18,000 Globe Union Industrial Corp. 15,279 10,975 TWD 20,909 Elite Advanced Laser Corp. 50,958 72,521 TWD 74,000 Gloria Material Technology Corp. 62,355 54,164 TWD 20,000 Elite Material Co., Ltd. 19,514 147,774 TWD 60,000 Gold Circuit Electronics Ltd. 29,556 93,157 Elite Semiconductor Memory Goldsun Development & Construction TWD 30,000 Technology Inc. 52,941 53,737 TWD 115,740 Co., Ltd. 49,197 80,746 TWD 39,120 ELITEGROUP COMPUT TWD10 29,436 21,410 TWD 5,000 Gourmet Master Co Ltd. 43,240 23,625 TWD 7,000 eMemory Technology Inc. 82,032 157,943 TWD 146,000 Grand Pacific Petrochemical Corp. 95,451 97,940 TWD 36,000 Entie Commercial Bank 22,362 23,693 TWD 9,000 Grape King Bio Ltd. 42,614 78,909 TWD 116,000 Epistar Corp. 179,946 198,124 TWD 65,725 Great Wall Enterprise Co., Ltd. 55,400 129,398 TWD 41,548 Eternal Chemical Co., Ltd. 42,003 59,832 TWD 17,000 Greatek Electronics Inc. 23,103 36,304 TWD 261,807 Eva Airways Corp. 148,082 135,819 TWD 54,069 Hannstar Board Corp. 47,989 97,254 TWD 33,541 EVEREST TEXTILE TWD10 23,842 16,307 TWD 371,000 HannStar Display Corp. 126,302 111,334 Evergreen International Storage & TWD 23,250 Hey Song Corp. 35,785 35,344 TWD 29,000 Transport Corp. 20,312 18,241 TWD 62,400 Highwealth Construction Corp. 106,078 125,499 Evergreen Marine Corp., TWD 11,000 Hiroca Holdings Ltd. 51,331 28,354 TWD 355,134 (Taiwan) Ltd. 186,039 176,388 TWD 7,256 Hiwin Technologies Co., 69,509 98,771 TWD 36,000 Everlight Chemical Industrial Corp. 26,864 24,500 TWD 50,538 HO TUNG CHEMICAL TWD10 23,424 17,050 TWD 36,000 Everlight Electronics Co., Ltd. 59,554 51,659 TWD 11,000 Holtek Semiconductor Inc. 21,990 33,882 TWD 15,065 Excelsior Medical Co. Ltd. 29,404 41,278 TWD 12,000 Holy Stone Enterprise Co Ltd. 58,810 67,306 Far Eastern Department Stores TWD 84,083 Co., Ltd. 70,038 96,610 TWD 291,118 Hon Hai Precision Industry Co., Ltd. 1,011,105 1,160,439 TWD 267,417 Far Eastern International Bank 107,775 137,010 TWD 7,446 Hota Industrial Manufacturing Co., Ltd. 36,993 34,950 TWD 183,863 Far Eastern New Century Corp. 194,517 237,055 TWD 4,000 Hotai Motor Co., Ltd. 47,266 130,204 Far EasTone Telecommunications TWD 10,000 Hu Lane Associate Inc. 42,872 38,325 TWD 14,000 Co., Ltd. 28,896 43,883 TWD 9,000 HUA ENG Wire & Cable 3,376 4,157

The accompanying notes are an integral part of these financial statements 211 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

TWD 241,998 Hua Nan Financial Holdings Co., Ltd. 131,751 223,607 TWD 30,000 Nan Kang Rubber Tire Co., Ltd. 38,629 61,628 TWD 34,300 Huaku Development Co., Ltd. 73,337 133,307 TWD 54,360 Nan Ya Plastics Corp. 136,834 162,093 TWD 19,000 Huang Hsiang Construction Co 24,174 30,524 TWD 39,000 Nan Ya Printed Circuit Board Corp. 54,986 143,274 TWD 27,000 HUNG CHING DEVELOPTWD10 38,074 26,291 TWD 76,000 Nanya Technology Corp. 182,118 215,270 Hung Poo Real Estate TWD 253,204 Neo Solar Power Corp. 164,305 76,788 TWD 21,000 Development Corp. 23,953 22,922 TWD 10,000 Nichidenbo Corp. 18,718 24,897 TWD 60,480 Hung Sheng Construction Ltd. 76,079 49,978 TWD 9,405 Nien Hsing Textile Co., Ltd. 17,207 7,257 TWD 25,000 Ichia Technologies Inc. 19,418 15,671 TWD 5,000 Nien Made Enterprise Co. Ltd. 58,650 66,531 TWD 9,180 IEI Integration Corp. 27,250 18,607 TWD 29,000 Novatek Microelectronics Corp. 132,194 305,977 TWD 547,857 Innolux Display Corp. 322,112 200,346 TWD 100,000 O-Bank Co., Ltd. 37,583 33,228 TWD 131,496 Inventec Co., Ltd. 75,575 152,405 TWD 25,894 OptoTech Corp. 22,466 24,590 TWD 9,000 Iron Force Industrial Co. Ltd. 55,388 38,733 TWD 84,286 Orient Semiconductor Electronics Ltd. 56,667 46,480 TWD 1,498 ITE Technology Inc. 1,264 4,266 TWD 74,000 Oriental Union Chemical Corp. 74,952 57,503 TWD 63,673 ITEQ Corp. 115,150 434,197 TWD 47,700 Pan Jit International Inc. 48,638 62,627 TWD 164,253 Jih Sun Financial Holdings Co., Ltd. 55,632 73,021 TWD 62,120 Pan-International Industrial 56,655 52,201 TWD 21,306 Jinli Group Holdings Ltd. 29,652 7,376 TWD 11,000 PChome Online Inc. 58,206 60,155 TWD 59,000 Kee Tai Properties Co., Ltd. 29,375 27,635 TWD 108,764 Pegatron Corp. 188,910 322,064 TWD 38,964 Kenda Rubber Industrial Co., Ltd. 98,379 52,709 TWD 5,000 Phison Electronics Corp. 32,436 68,309 TWD 46,000 Kindom Construction Co., Ltd. 56,971 66,057 TWD 182,620 Pou Chen Corp. 255,524 243,214 TWD 126,000 King Yuan Electronics Co., Ltd. 82,508 200,319 TWD 66,000 Powertech Technology Inc. 99,537 327,074 TWD 95,000 King’s Town Bank 68,418 157,382 TWD 4,000 Poya International Co., Ltd. 56,585 107,313 TWD 11,000 kinik Company 33,807 31,511 TWD 12,000 President Chain Store Corp. 104,132 163,885 TWD 24,000 Kinko Optical Co., Ltd. 37,369 34,728 TWD 74,537 President Securities Corp. 44,434 46,965 TWD 131,000 KINPO ELECTRONICS TWD10 69,224 65,673 TWD 53,000 Primax Electronics Ltd. 114,115 117,671 Kinsus Interconnect TWD 167,493 PrInc.e Housing & Development Corp. 108,827 77,997 TWD 26,000 Technology Corp. 56,349 84,717 TWD 202,160 Qisda Corp. 94,596 164,971 Kung Long Batteries Industrial TWD 10,000 Co. Ltd. 60,432 68,350 TWD 94,000 Quanta Computer Inc. 228,876 308,758 TWD 1 Kuo Toong International Co., Ltd. 1 1 TWD 30,000 Quanta Storage Inc. 53,517 47,368 TWD 31,495 Kuoyang Construction Co. Ltd. 21,835 34,599 TWD 98,390 Radiant Opto-Electronics Corp. 226,708 540,853 TWD 32,000 L&K Engineering Co., Ltd. 56,924 40,177 TWD 58,553 Radium Life Tech Co., Ltd. 40,496 27,832 TWD 5,000 Land Mark Optoelectronics Corp. 62,064 67,076 TWD 7,442 Realtek Semiconductor Corp. 11,306 102,978 TWD 1,000 Largan Precision Co., Ltd. 190,932 188,762 TWD 51,000 Rechi Precision Co., Ltd. 70,090 40,306 TWD 92,408 LEALEA ENTERPRISE TWD10 34,803 31,936 TWD 15,000 Rexon Industrial Corp., Ltd. 47,259 54,930 TWD 119,000 Li Peng Enterprise Co., Ltd. 43,122 36,298 TWD 9,300 RF-Link System Inc. 16,547 10,795 TWD 12,760 Lida Holdings Ltd. 43,826 22,125 TWD 111,000 Rich Development Co., Ltd. 57,343 51,784 TWD 32,555 Lien Hwa Industrial Corp. 21,675 63,838 TWD 307,449 Ritek Corp. 91,975 74,770 TWD 39,000 Lingsen Precision Industries Ltd. 25,534 18,567 TWD 73,000 Roo Hsing Co. Ltd. 60,720 45,128 TWD 41,000 LITE-ON SEMICONDUCTWD10 54,806 77,697 TWD 51,007 Ruentex Development Co., Ltd. 113,941 120,333 TWD 154,743 Lite-On Technology Corp. 208,893 330,804 TWD 41,200 Ruentex Industries Ltd. 123,525 134,516 TWD 18,040 LONG BON INTERNATITWD10 13,858 11,772 TWD 17,600 Sampo Corp. 18,574 17,498 TWD 77,086 Long Chen Paper Co., Ltd 67,729 50,997 TWD 44,000 Sanyang Industry Co., Ltd. 25,850 43,065 TWD 20,000 Longwell Company 30,519 53,718 TWD 20,000 Sercomm Corp. 52,014 72,158 TWD 15,000 Lung Yen Life Service Corp. 36,971 40,301 TWD 19,485 Sesoda Corp. 23,371 24,102 TWD 198,069 Macronix International 117,018 285,152 TWD 13,000 SHENG YU STEEL TWD10 18,438 10,548 TWD 33,243 Makalot Industrial Co., Ltd. 190,854 238,455 TWD 10,000 Shihlin Electric & Engineering Corp. 17,922 21,027 TWD 22,000 MediaTek Inc. 239,804 590,497 TWD 432,936 Shin Kong Financial Holding Co., Ltd. 162,233 172,180 TWD 155,698 Mega Financial Holding Co., Ltd. 97,822 222,188 TWD 9,000 Shin Zu Shing Co., Ltd. 28,551 62,158 TWD 27,518 Mercuries & Associates Ltd. 20,186 33,668 TWD 31,815 Shining Building Business Co. Ltd. 15,866 14,532 TWD 122,863 Mercuries Life Insurance Co., Ltd. 80,180 56,806 TWD 29,000 Shinkong Insurance Co. Inc. 33,207 47,784 TWD 3,000 Merida Industry Co Ltd. 22,837 27,842 TWD 135,209 Shinkong Synthetic Fibers Corp. 63,313 70,168 TWD 19,306 Merry Electronics Co., Ltd. 93,789 124,453 TWD 14,000 Shinkong Textile Co. Ltd. 28,571 28,276 TWD 29,000 Microbio Co., Ltd. 28,169 100,306 TWD 66,000 Shuttle Inc. 30,229 30,189 TWD 22,000 Micro-Star International Co., Ltd. 68,050 109,343 TWD 49,534 SIGURD MICROELECTRTWD10 36,877 93,048 TWD 16,000 Mirle Automation Corp. 27,784 28,832 TWD 3,000 Silergy Corp. 61,748 266,804 TWD 86,929 Mitac Holdings Corp. 76,245 130,413 TWD 51,119 Silicon Integrated Systems Corp. 20,742 28,978 TWD 2,000 momo.com Inc. 21,221 66,027 TWD 14,000 Simplo Technology Co., Ltd. 110,053 207,356 TWD 55,162 Motech Industries Inc. 57,960 18,856 TWD 45,000 Sinbon Electronics Co., Ltd. 131,574 310,746 Namchow Chemical Industrial TWD 22,660 SInc.ere Navigation Corp. 21,578 15,822 TWD 19,000 Co., Ltd. 37,015 40,299 TWD 43,000 Sino-American Silicon Products Inc. 50,414 189,313

The accompanying notes are an integral part of these financial statements 212 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

TWD 68,000 Sinon Corp. 50,469 56,967 TWD 43,650 Tong Yang Industry Co., Ltd. 56,872 73,817 TWD 383,938 SinoPac Financial Holdings Co., Ltd. 141,213 192,664 TWD 37,000 Tong-Tai Machine & Tool Co., Ltd. 32,379 22,535 TWD 102,039 Sintek Photronic Corp. 52,544 47,450 TWD 14,477 TOPBI International Holdings Ltd. 55,350 35,143 TWD 11,310 Sinyi Realty Inc. 18,947 14,150 TWD 30,742 Topco Scientific Co., Ltd. 99,615 155,079 TWD 20,000 Sitronix Technology Corp. 82,512 142,786 TWD 6,000 Topkey Corp. 33,277 39,545 TWD 8,000 Soft-World International Corp. 23,561 42,947 TWD 12,000 Toung Loong Textile Manufacturing 29,209 15,366 Solar Applied Materials TWD 62,000 TPK Holding Co., Ltd. 158,553 133,354 TWD 36,144 Technology Co 41,644 63,014 TWD 9,000 Transcend Information Inc. 31,928 29,894 TWD 5,000 St. Shine Optical Co., Ltd. 107,784 81,832 TWD 56,000 Tripod Technology Corp. 122,370 340,143 TWD 24,960 Standard Foods Taiwan Ltd. 77,285 72,535 TWD 43,197 TSRC Corp. 60,677 34,236 Sunny Friend Environmental TWD 28,000 TTY Biopharm Co., Ltd. 109,698 98,585 TWD 2,000 Technology Co. Ltd. 16,769 23,775 TWD 71,000 Tung Ho Steel Enterprise Corp. 82,212 73,497 Sunonwealth Electric Machine TWD 41,000 TXC Corp. 68,240 120,890 TWD 9,000 Industry Co. Ltd. 17,560 21,412 TWD 38,000 TYC BROTHER IND TWD10 54,290 42,623 TWD 83,000 Sunplus Technology Co., Ltd. 56,291 46,895 TWD 43,000 Tyntek Corp. 23,657 27,045 TWD 4,000 Swancor Holding Co., Ltd. 11,549 15,880 TWD 27,000 U-Ming Marine Transport Corp. 28,848 39,118 TWD 14,250 Syncmold Enterprise Corporation 48,855 53,322 TWD 119,000 Unimicron Technology Corp. 108,856 276,898 Synnex Technology TWD 72,450 International Corp. 100,488 139,352 TWD 58,411 UNION BK OF TAIWANTWD10 24,224 30,064 TWD 28,000 Systex Corp.oration 43,007 105,004 TWD 17,000 Uni-President Enterprises Corp. 54,024 55,917 TWD 35,694 TA Chen Stainless Pipe 23,523 44,769 TWD 56,467 Unitech Printed Circuit Board Corp. 34,496 67,387 TWD 75,920 TA YA ELEC WIR&CABTWD10 25,507 38,124 TWD 31,200 United Integrated Services Co., Ltd. 76,581 290,585 TWD 17,250 TA-I Technology Co Ltd. 52,951 60,900 TWD 1,044,000 United Microelectronics Corp. 495,835 766,273 TWD 172,063 Taichung Commercial Bank Co., Ltd. 72,835 92,508 TWD 58,000 Unity Opto Technology Co. Ltd. 24,943 10,995 TWD 3,000 TaiDoc Technology Corp. 18,396 37,928 TWD 38,962 Universal Cement Corp. 33,794 32,369 TWD 30,600 Taiflex Scientific Co., Ltd. 62,385 69,473 TWD 56,000 Unizyx Holding Corp. 39,527 48,280 TWD 97,359 Tainan Spinning Co., Ltd. 61,616 51,005 TWD 137,934 UPC Technology Corp. 72,897 63,768 TWD 370,856 Taishin Financial Holding Co., Ltd. 158,081 228,909 TWD 53,060 USI Corp. 40,728 30,136 TWD 23,000 TAISUN ENTERPRISE TWD10 16,922 24,580 Vanguard International TWD 26,400 Taiwan Acceptance Corp. 71,837 133,199 TWD 29,000 Semiconductor Corp. 63,317 104,686 TWD 238,689 Taiwan Business Bank 97,608 119,158 TWD 21,000 Visual Photonics Epitaxy Co., Ltd. 42,625 89,175 TWD 178,062 Taiwan Cement Corp. 247,411 351,737 TWD 2,000 Voltronic Power Technology Corp. 63,118 78,239 TWD 55,000 Taiwan Cogeneration 43,289 100,049 TWD 72,000 Wafer Works Corp. 109,721 111,600 TWD 238,751 Taiwan Cooperative Financial 139,816 228,810 TWD 17,000 Wah Lee Industrial Corp. 36,688 44,426 TWD 55,000 Taiwan Fertilizer Co., Ltd. 143,109 126,464 TWD 169,000 Walsin Lihwa Corp. 70,780 113,824 TWD 16,000 TAIWAN FU HSING TWD10 25,626 28,859 TWD 27,431 Walsin Technology Corp. 81,472 227,592 TWD 82,953 Taiwan Glass Industrial Corp. 75,087 38,334 TWD 75,000 Walton Advanced Engineering Inc. 45,349 34,114 Taiwan Hon Chuan Enterprise TWD 90,000 Wan Hai Lines Ltd. 56,733 68,445 TWD 62,312 Co., Ltd. 128,555 158,084 TWD 236,642 Waterland Financial Holdings 80,704 128,208 TWD 116,000 Taiwan Land Development Corp. 56,885 38,319 TWD 20,000 Wei Chuan Foods Corp. 21,689 21,244 TWD 28,000 TAIWAN PAIHO TWD10 43,008 83,592 TWD 38,437 WEIKENG INDUSTRIALTWD10 30,784 27,276 TWD 20,000 Taiwan PCB Techvest Co., Ltd. 24,923 32,306 TWD 11,000 WELL SHIN TECHNOLOTWD10 26,521 23,426 TWD 27,000 Taiwan Secom Co., Ltd. 97,339 108,492 TWD 15,151 Win Semiconductors Corp. 84,610 210,012 TWD 73,000 Taiwan Semiconductor Co., Ltd. 104,776 135,610 TWD 298,307 Winbond Electronics Corp. 127,949 184,776 Taiwan Semiconductor Manufacturing TWD 25,054 Wisdom Marine Lines Co., Ltd. 27,447 28,718 TWD 14,000 Co., Ltd. 193,962 202,980 TWD 210,251 Wistron Corp. 241,106 348,457 TWD 17,000 Taiwan Sogo Shin Kong SEC 27,055 29,045 TWD 21,517 Wistron NeWeb Corp. 46,227 64,106 TWD 37,800 Taiwan Styrene Monomer 24,290 28,666 TWD 5,000 Wowprime Corp. 28,773 18,608 Taiwan Surface Mounting Technology TWD 141,680 WPG Holdings Ltd. 190,790 256,641 TWD 33,961 Co., Ltd. 55,261 205,008 TWD 26,136 WT Microelectronics Co., Ltd. 34,575 47,726 TWD 122,000 Taiwan Tea Corp. 80,699 89,170 TWD 24,300 WUS PRINTD CIRCUITTWD10 21,591 35,902 TWD 31,000 Taiwan Union Technology Corp. 48,648 206,632 TWD 8,000 Xxentria Technology Materials Corp. 26,957 20,146 TWD 117,000 Tatung Co., Ltd. 69,575 113,496 TWD 8,840 Yageo Corp. 63,996 156,349 TWD 6,000 TCI Co., Ltd. 70,301 76,095 TWD 109,799 Yang Ming Marine Transport Corp. 60,267 32,909 TWD 141,000 Teco Electric and Machinery Co., Ltd. 153,431 176,051 TWD 24,000 YC INOX Co., Ltd. 26,608 27,589 TWD 17,000 Test-Rite International Co. 16,763 16,277 Yea Shin International Development TWD 6,000 Thinking Electronic Industrial Co Ltd. 20,224 24,453 TWD 38,445 Co., Ltd. 43,870 26,329 TWD 13,000 Thye Ming Industrial Co. Ltd. 22,166 18,215 TWD 17,418 YEM CHIO Co., Ltd. TWD10 11,551 9,080 TWD 134,000 Ton Yi Industrial Co., 85,792 56,710 Yeong Guan Energy Technology TWD 7,000 Tong Hsing Electronic Industries Ltd. 39,259 45,444 TWD 13,000 Group Co Ltd. 32,885 36,337

The accompanying notes are an integral part of these financial statements 213 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

TWD 138,009 Yieh Phui Enterprise Co., Ltd. 56,122 54,937 THB 60,400 Major Cineplex Group PCL 71,488 39,796 TWD 12,000 Youngtek Electronics Corp. 29,570 36,390 THB 33,300 Mega Lifesciences PCL 56,203 54,485 TWD 412,865 Yuanta Financial Holding Co., Ltd. 221,748 333,574 THB 226,800 Minor International PCL 215,855 202,232 Yuen Foong Yu Paper Manufacturing THB 27,658 Minor International PCL, Rights – 1,701 TWD 122,815 Co., Ltd. 56,636 78,403 THB 202,500 Plan B Media PCL 53,276 53,369 TWD 102,000 Yulon Motor Co.,Ltd. 112,216 101,946 THB 52,500 Polyplex Thailand PCL 29,494 38,281 TWD 15,000 YungShin Global Holding Corp. 25,852 33,928 THB 172,220 Power Solution Technologies PCL 27,182 13,843 TWD 5,000 Zeng Hsing Industrial Co., Ltd. 29,817 32,051 THB 130,500 Precious Shipping PCL 55,399 31,240 TWD 21,000 ZENITRON Corp. 16,061 18,938 THB 174,700 Prima Marine PCL 64,017 59,855 TWD 32,000 Zhen Ding Technology Holding Ltd. 92,924 190,651 THB 32,000 PTG Energy PCL 23,664 22,771 TWD 39,000 Zig Sheng Industrial Co. Ltd. 14,579 12,780 THB 93,854 PTT Exploration & Production PCL 269,667 378,241 TWD 27,000 Zinwell Corp. 31,863 25,160 THB 68,732 PTT Global Chemical PCL 125,652 139,631 ZongTai Real Estate Development THB 386,000 PTT PCL 416,339 640,051 TWD 20,700 Co. Ltd. 19,427 34,648 THB 84,125 Ratchthani Leasing PCL 22,671 13,229 30,519,665 40,998,323 5.59 THB 52,900 RS PCL 54,512 37,875 Saha-Union Public Company Thailand THB 18,000 Ltd. (Alien) 31,347 28,266 THB 7,100 AEON Thana Sinsap Thailand PCL 52,609 33,682 THB 29,200 Samart Corp. PCL 19,287 7,375 Allianz Ayudhya General THB 5,900 Siam Cement PCL 115,327 95,370 THB 6,600 Insurance PCL 8,641 10,147 THB 3,300 Siam City Cement PCL 15,077 18,844 THB 320,900 Asia Aviation PCL 89,233 28,050 THB 28,600 Siam Commercial Bank PCL 167,089 91,392 THB 66,900 Bangchak Corp PCL 82,119 61,710 THB 150,200 Siamgas & Petrochemicals PCL 65,911 56,079 THB 128,500 Bangkok Airways PCL 124,424 35,277 THB 32,200 Somboon Advance Technology PCL 18,620 15,134 THB 7,600 Bangkok Bank PCL 64,693 35,720 THB 39,500 SPCG PCL 32,589 28,281 THB 85,900 Bangkok Chain Hospital PCL 53,850 56,597 THB 47,760 Sri Trang Agro-Industry PCL 27,968 57,166 THB 143,679 Bangkok Expressway & Metro PCL 24,378 59,955 THB 51,590 Srisawad Corp PCL 67,949 116,703 THB 14,200 Bangkok Life Assurance PCL 15,919 9,668 THB 223,200 Star Petroleum Refining PCl 115,958 65,197 THB 157,750 Banpu PCL 168,008 42,268 THB 61,730 STP & I PCL 42,351 11,822 THB 54,500 BEC World PCL 45,575 11,922 THB 1,081,700 Super Energy Corp PCL 50,509 44,663 THB 28,000 Berli Jucker PCL 53,589 48,581 THB 101,700 Thai Airways International PCL 92,514 16,975 THB 8,400 Bumrungrad Hospital PCL 48,287 42,985 THB 78,400 Thai Oil PCL 216,710 152,384 CENTRL PLAZA THB 1,500 Thai Stanley Electric PCL 13,929 11,168 THB 57,200 HOTELTHB1(ALIEN MKT) 59,232 57,788 THB 74,800 Thai Union Group PCL 41,776 42,384 THB 25,900 CH Karnchang PCL 25,530 22,753 THB 23,100 Thai Vegetable Oil PCL 15,012 26,635 Charoen Pokphand Foods Public THB 20,000 Thanachart Capital PCL 13,126 31,187 THB 167,200 Company Ltd. 167,974 233,179 THB 105,280 Thoresen Thai Agencies PCL 67,358 14,613 THB 474,900 CIMB Thai Bank PCL 15,947 12,516 THB 54,200 Tipco Asphalt PCL 54,994 59,518 THB 31,900 Dhipaya Insurance PCL 29,119 31,247 THB 32,000 Tisco Financial Group PCL 41,215 97,689 THB 230,000 Dynasty Ceramic PCL 18,890 20,205 THB 1,902,952 TMB Bank PCL 138,659 87,766 THB 169,900 Eastern Polymer Group PCL 53,205 35,672 THB 22,600 Total Access Communication PCL 36,022 38,964 Eastern Water Resources Development and THB 545,000 TPI Polene PCL 30,670 28,487 THB 133,500 Management PCL 62,484 59,812 THB 965,500 True Corp. PCL 211,632 144,192 THB 193,900 Erawan Group PCL 63,669 32,024 Unique Engineering & THB 73,500 Esso Thailand PCL 34,081 22,599 THB 46,600 Construction PCL 24,259 10,644 THB 109,800 GFPT PCL THB1(ALIEN MKT) 55,978 62,698 THB 61,100 VGI PCL 21,176 20,129 THB 369,000 Gunkul Engineering PCL 47,558 42,141 THB 28,300 Vinythai PCL 17,651 27,472 THB 72,400 Hana Microelectronics PCL 91,352 88,249 THB 18,400 Workpoint Entertainment PCL 31,776 8,971 THB 19,900 Indorama Ventures PCL 15,964 24,256 5,847,871 5,167,775 0.71 THB 1,033,900 IRPC PCL, Foreign Registered Shares 207,500 118,984 Turkey THB 230,800 Italian-Thai Development PCL 35,799 11,557 Akbank TAS - (New THB 221,521 Jasmine International PCL 51,404 34,834 TRY 102,035 Lira Denominated) 207,867 123,176 THB 34,000 Kasikornbank PCL 269,999 139,264 TRY 8,872 Aksa Akrilik Kimya Sanayii 15,464 12,828 THB 90,500 KCE Electronics PCL 98,075 90,635 TRY 7,521 Aksigorta AS 7,672 10,191 THB 97,200 KGI Securities Thailand PCL 15,012 14,772 TRY 13,025 Anadolu Anonim Turk Sigorta Sirketi 13,228 15,964 THB 170,100 Khon Kaen Sugar Industry PCL 32,171 14,943 TRY 20,880 Anadolu Cam Sanayii AS 19,789 19,270 THB 43,300 Kiatnakin Bank PCL 81,198 76,078 Anadolu Efes Biracilik Ve Malt THB 141,275 Krung Thai Bank PCL 47,170 63,916 TRY 8,099 Sanayii AS 59,359 34,202 THB 128,300 Krungthai Card PCL 67,184 169,067 TRY 22,155 Arcelik AS 72,610 87,448 THB 668,566 LH Financial Group PCL 46,171 29,954 TRY 2,333 Aygaz AS 12,965 5,562

The accompanying notes are an integral part of these financial statements 214 DFA International Vector Equity Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of Number of Cost Value Net Number of Cost Value Net Currency Shares Description ($CAD) ($CAD) Assets Currency Shares Description ($CAD) ($CAD) Assets

TRY 2,850 CIMSA 17,038 5,610 United States Of America TRY 1,824 Coca-Cola Icecek AS 13,708 15,744 USD 224 Sundance Energy Inc. 16,487 876 TRY 907 Dogus Otomotiv Servis ve Ticaret 3,799 2,810 USD 1,995 Textainer Group Holdings Ltd. 47,246 22,155 TRY 29,614 Eczacibasi Ilac Sanayi Ve Ticaret AS 31,144 35,875 63,733 23,031 – TRY 17,099 Enka Insaat ve Sanayi AS 19,610 20,912 726,256,073 725,058,640 98.94 Eregli Demir ve Celik TRY 30,518 Fabrikalari TAS 73,422 51,902 Embedded Broker Commissions (881,218)

TRY 1,855 Ford Otomotiv Sanayi AS 24,628 26,133 Total Investments $725,374,855 725,058,640 98.94 Gozde Girisim Sermayesi Yatirim TRY 15,425 Ortakligi AS 24,226 15,703 Currency Forward Contracts (a) 1,080,834 0.15 Kardemir Karabuk Demir Celik TRY 96,756 Sanayi ve Ticaret AS 60,868 62,270 Other Assets Less Liabilities 6,699,426 0.91 TRY 1 KOC Holding 5 3 Net Assets Attributable to Holders of TRY 36,101 Kombassan Holdings AS 14,374 31,327 Redeemable units $732,838,900 100.00 TRY 19,983 Kordsa Teknik Tekstil AS 44,971 49,304 TRY 21,585 Koza Anadolu Metal Madencilik 61,157 57,176 (a) Currency Forward Contracts TRY 8,027 Pegasus Hava Tasimaciligi AS 60,810 88,359 Currency codes used above are as follows: TRY 156,474 Petkim Petrokimya Holding AS 161,430 131,947 AUD - Australian Dollar JPY - Japanese Yen TRY 54,529 Sekerbank 57,459 15,687 BRL - Brazilian Real TRY 28,104 SODA SANAYII 28,529 34,068 KRW - Korean Won TRY 7,965 TAV Havalimanlari Holding AS 64,396 30,635 CAD - Canadian Dollar TRY 14,765 Tekfen Holding AS 57,494 49,704 MXN - Mexican Peso CHF - Swiss Franc TRY 1,670 Tofas Turk Otomobil Fabrikasi AS 10,717 8,823 MYR - Malaysian Ringgit TRY 69,245 Trakya Cam Sanayi AS 64,861 49,350 CLP - Chilean Peso TRY 45,536 Turk Hava Yollari 136,243 112,528 NOK - Norwegian Kroner TRY 95,696 Turk Sise ve Cam Fabrikalari 129,084 105,391 COP - Columbia Peso NZD - New Zealand Dollar USD 2,719 Turkcell Iletisim Hizmet AS, ADR 32,798 21,262 CZK - Czech Koruna TRY 9,204 Turkcell Iletisim Hizmetleri AS 44,502 29,790 PHP - Philippine Peso TRY 91,213 Turkiye Garanti Bankasi 310,709 152,685 DKK - Danish Krone TRY 52,130 Turkiye Halk Bankasi AS 274,871 66,018 PLN - Polish Zloty EUR - Euro TRY 85,999 Turkiye Is Bankasi 232,526 95,359 SEK - Swedish Krona TRY 99,199 Turkiye Sinai Kalkinma Bankasi 61,347 25,360 GBP - British Pound TRY 53,918 Turkiye Vakiflar Bankasi Tao 141,283 56,980 SGD - Singapore Dollar TRY 7,064 Ulker Biskuvi Sanayi AS 33,333 34,041 HKD - Hong Kong Dollar THB - Thai Bhat Vestel Elektronik Sanayi ve HUF - Hungarian Forint TRY 24,627 Ticaret AS 62,293 79,159 TRY - Turkey Lira TRY 120,502 Yapi ve Kredi Bankasi 115,429 58,378 IDR - Indonesian Rupiah TRY 87,780 Zorlu Enerji Elektrik Uretim AS 44,445 35,803 TWD - Tawian Dollar ILS - Israeli Shekel 2,922,463 1,964,737 0.27 USD - United States Dollar INR - Indian Rupee ZAR - South African Rand

(a) Currency Forward Contracts Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counterparty Counterparty (1) July 14, 2020 CAD 7,554,117 AUD (8,119,546) (53,154) RBC AA- July 14, 2020 CAD 16,299,201 GBP (9,556,611) 222,822 CITI A+ July 14, 2020 CAD 951,768 GBP (559,985) 9,748 CITI A+ July 28, 2020 CAD 52,517,363 EUR (34,186,985) 344,803 BOA A+ July 14, 2020 CAD 32,041,877 JPY (2,525,841,998) 279,074 CITI A+ July 28, 2020 CAD 29,954,532 USD (21,861,973) 277,541 BOA A+ 1,080,834

(1) Source: Standard & Poor’s as at June 30, 2020 BOA = Bank of America CITI = Citibank RBC = Royal Bank of Canada

The accompanying notes are an integral part of these financial statements 215 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA International Vector Equity Fund is to achieve long- term capital appreciation by investing primarily in the stocks of non-Canadian and non-U.S companies. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund’s market risk is affected by two main components: changes in actual market prices and foreign currency movements. The Fund generally invests in a broad and diverse group of equity securities of non-Canadian and non-U.S. operating companies associated with countries with developed and emerging markets, with an increased emphasis on small capitalization and value companies. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, traded on global exchanges was 98.94% (December 31, 2019: 99.37%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $72,505,864 (December 31, 2019: $88,718,028). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash, that are denominated in currencies other than the CAD, the functional currency of the Fund. It is therefore exposed to currency risk, as the value of the assets and liabilities denominated in other currencies may fluctuate due to changes in exchange rates. The Fund’s hedged classes of units, generally aim to hedge a majority of these units’ exposure to foreign currency risk.

The accompanying notes are an integral part of these financial statements 216 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

The table below summarizes the Fund’s indirect exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets net of the impact of any underlying currency forward contracts. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

Currency Exposure for Class A, Class F and Class I Units

Aggregate (%) Aggregate (%) Financial of Unhedged Impact of 10% Financial of Unhedged Impact of 10% Instruments Currency Movement Instruments Currency Movement Exposure (CAD) Share Classes (CAD) Exposure (CAD) Share Classes (CAD) June 30, 2020 December 31, 2019 Euro 119,932,848 21.06 11,993,285 148,712,146 21.53 14,871,215 Japanese Yen 109,926,153 19.31 10,992,615 126,395,359 18.31 12,639,536 Hong Kong Dollar 60,753,561 10.66 6,075,356 66,883,306 9.69 6,688,331 British Pound 46,710,328 8.20 4,671,033 68,269,269 9.89 6,826,927 New Taiwan Dollar 32,226,973 5.66 3,222,697 32,990,158 4.78 3,299,016 Swiss Franc 30,163,932 5.29 3,016,393 33,441,502 4.84 3,344,150 United States Dollar 28,902,640 5.07 2,890,264 34,737,898 5.03 3,473,790 Australian Dollar 25,697,203 4.51 2,569,720 32,104,726 4.65 3,210,473 Korean Won 23,070,950 4.05 2,307,095 27,557,621 3.99 2,755,762 Indian Rupee 16,915,434 2.97 1,691,543 18,641,178 2.70 1,864,118 Swedish Krona 12,383,100 2.17 1,238,310 14,058,813 2.04 1,405,881 Brazilian Real 9,782,103 1.72 978,210 17,939,385 2.60 1,793,939 Danish Krone 9,181,071 1.61 918,107 9,912,203 1.44 991,220 South African Rand 8,491,981 1.49 849,198 12,952,293 1.88 1,295,229 Thai Baht 4,024,653 0.71 402,465 4,831,734 0.70 483,173 Singapore Dollar 3,955,845 0.69 395,585 5,263,661 0.76 526,366 Malaysian Ringgit 3,945,007 0.69 394,501 4,679,695 0.68 467,970 Norwegian Krone 3,779,426 0.66 377,943 5,535,834 0.80 553,583 Indonesian Rupiah 3,570,772 0.63 357,077 4,763,754 0.69 476,375 Mexican Peso 3,541,208 0.62 354,121 5,029,350 0.73 502,935 Israeli Shekel 2,750,828 0.48 275,083 3,441,744 0.50 344,174 Polish Zloty 1,786,633 0.31 178,663 2,401,032 0.35 240,103 Turkish Lira 1,588,590 0.28 158,859 2,033,289 0.29 203,329 New Zealand Dollar 1,572,167 0.28 157,217 1,854,902 0.27 185,490 Philippine Peso 1,418,802 0.25 141,880 1,906,907 0.28 190,691 Chilean Peso 1,088,548 0.19 108,855 1,346,471 0.20 134,647 Hungarian Forint 560,812 0.10 56,081 717,072 0.10 71,707 Colombian Peso 309,011 0.05 30,901 506,589 0.07 50,659 Czech Koruna 244,265 0.04 24,427 514,785 0.07 51,479 568,274,844 99.75 56,827,484 689,422,676 99.86 68,942,268

The accompanying notes are an integral part of these financial statements 217 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes in Financial Forward Aggregate that Impact of 10% Instruments Contracts are Exposed to Movement Exposure (CAD) Exposure (CAD) Net Exposure (CAD) Currency (%) (CAD) June 30, 2020 Hong Kong Dollar 17,310,435 – 17,310,435 10.61 1,731,042 New Taiwan Dollar 9,182,390 – 9,182,390 5.63 918,239 Swiss Franc 8,594,571 – 8,594,571 5.27 859,457 Korean Won 6,573,576 – 6,573,576 4.03 657,358 Indian Rupee 4,819,693 – 4,819,693 2.95 481,969 Swedish Krona 3,528,301 – 3,528,301 2.16 352,830 Brazilian Real 2,787,202 – 2,787,202 1.71 278,720 Danish Krone 2,615,951 – 2,615,951 1.60 261,595 South African Rand 2,419,609 – 2,419,609 1.48 241,961 Thai Baht 1,146,739 – 1,146,739 0.70 114,674 Singapore Dollar 1,127,134 – 1,127,134 0.69 112,713 Malaysian Ringgit 1,124,046 – 1,124,046 0.69 112,405 Norwegian Krone 1,076,867 – 1,076,867 0.66 107,687 Indonesian Rupiah 1,017,416 – 1,017,416 0.62 101,742 Mexican Peso 1,008,992 – 1,008,992 0.62 100,899 Israeli Shekel 783,790 – 783,790 0.48 78,379 Polish Zloty 509,063 – 509,063 0.31 50,906 Turkish Lira 452,635 – 452,635 0.28 45,264 New Zealand Dollar 447,955 – 447,955 0.27 44,796 Philippine Peso 404,258 – 404,258 0.25 40,426 Chilean Peso 310,159 – 310,159 0.19 31,016 Hungarian Forint 159,792 – 159,792 0.10 15,979 Colombian Peso 88,046 – 88,046 0.05 8,805 Czech Koruna 69,598 – 69,598 0.04 6,960 Australian Dollar 7,321,871 7,607,058 (285,187) -0.17 (28,519) Japanese Yen 31,321,119 31,758,291 (437,172) -0.27 (43,717) British Pound 13,309,114 17,018,127 (3,709,013) -2.27 (370,901) Euro 34,172,314 52,144,512 (17,972,198) -11.02 (1,797,220) United States Dollar 8,235,192 29,679,975 (21,444,783) -13.13 (2,144,478) 161,917,828 138,207,963 23,709,865 14.53 2,370,987

The accompanying notes are an integral part of these financial statements 218 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A(H), Class F(H) and Class I(H) Units

Percentage of Hedged Classes in Financial Forward Aggregate that Impact of 10% Instruments Contracts are Exposed to Movement Exposure (CAD) Exposure (CAD) Net Exposure (CAD) Currency (%) (CAD) December 31, 2019 Hong Kong Dollar 19,550,854 – 19,550,854 9.66 1,955,085 Swiss Franc 9,775,383 – 9,775,383 4.83 977,538 New Taiwan Dollar 9,643,449 – 9,643,449 4.76 964,345 Korean Won 8,055,448 – 8,055,448 3.98 805,545 Indian Rupee 5,449,057 – 5,449,057 2.69 544,906 Brazilian Real 5,243,914 – 5,243,914 2.59 524,391 Swedish Krona 4,109,573 – 4,109,573 2.03 410,957 South African Rand 3,786,123 – 3,786,123 1.87 378,612 Danish Krone 2,897,465 – 2,897,465 1.43 289,747 Norwegian Krone 1,618,196 – 1,618,196 0.80 161,820 Singapore Dollar 1,538,636 – 1,538,636 0.76 153,864 Mexican Peso 1,470,144 – 1,470,144 0.73 147,014 Thai Baht 1,412,378 – 1,412,378 0.70 141,238 Indonesian Rupiah 1,392,507 – 1,392,507 0.69 139,251 Malaysian Ringgit 1,367,935 – 1,367,935 0.68 136,794 Israeli Shekel 1,006,066 – 1,006,066 0.50 100,607 Polish Zloty 701,853 – 701,853 0.35 70,185 Turkish Lira 594,357 – 594,357 0.29 59,436 Philippine Peso 557,413 – 557,413 0.28 55,741 New Zealand Dollar 542,212 – 542,212 0.27 54,221 Chilean Peso 393,591 – 393,591 0.19 39,359 Hungarian Forint 209,609 – 209,609 0.10 20,961 Czech Koruna 150,478 – 150,478 0.07 15,048 Colombian Peso 148,082 – 148,082 0.07 14,808 Australian Dollar 9,384,626 10,051,147 (666,521) -0.33 (66,652) Japanese Yen 36,946,996 37,849,646 (902,650) -0.45 (90,265) British Pound 19,955,989 24,637,176 (4,681,187) -2.31 (468,119) Euro 43,470,481 63,323,096 (19,852,615) -9.81 (1,985,262) United States Dollar 10,154,336 31,102,873 (20,948,537) -10.35 (2,094,854) 201,527,151 166,963,938 34,563,213 17.07 3,456,321

If the foreign currencies the Fund is exposed to weakened (strengthened) versus the CAD by 10%, with all other variables held constant, net assets attributable to holders of redeemable units of the unhedged classes would have decreased (increased) by approximately 10% as at June 30, 2020 and would have decreased (increased) by approximately 10% as at December 31, 2019. For holders of redeemable units of hedged classes net assets would have decreased (increased) by approximately 1.5% as at June 30, 2020 and would have decreased (increased) by approximately 1.7% as at December 31, 2019. In practice, actual results may differ from this sensitivity analysis and the difference could be material. Certain currencies may be used to proxy-hedge exposure to other currencies. Also, for American Depository Receipts denominated in U.S. Dollars, the Fund attempts to hedge the currency exposure of the underlying security rather than U.S. Dollars. As a result, the net exposure amounts above may not reflect the actual economic currency exposure of the hedged classes of units.

The accompanying notes are an integral part of these financial statements 219 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

The accompanying notes are an integral part of these financial statements 220 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Australia 4.51% 4.65% Austria 0.38% 0.43% Belgium 0.94% 1.07% Brazil 1.72% 2.63% Chile 0.22% 0.24% China 9.59% 8.58% Colombia 0.05% 0.07% Czech Republic 0.04% 0.07% Denmark 1.60% 1.43% Finland 1.26% 1.36% France 6.14% 6.12% Germany 5.82% 5.80% Great Britain 10.05% 12.12% Greece 0.06% 0.08% Hong Kong 2.04% 1.94% Hungary 0.10% 0.10% India 3.09% 2.81% Indonesia 0.59% 0.68% Ireland 0.67% 0.61% Israel 0.56% 0.56% Italy 2.01% 2.23% Japan 19.26% 18.39% Malaysia 0.70% 0.68% Mexico 0.69% 0.81% Netherlands 2.57% 2.41% New Zealand 0.28% 0.27% Norway 0.68% 0.80% Philippines 0.25% 0.27% Poland 0.30% 0.32% Portugal 0.16% 0.18% Russia 0.27% 0.29% Singapore 0.72% 0.79% South Africa 1.74% 2.08% South Korea 4.10% 1.66% Spain 1.53% 2.04% Sweden 2.18% 5.01% Switzerland 5.50% 4.05% Taiwan 5.59% 4.75% Thailand 0.71% 0.70% Turkey 0.27% 0.29% Cash 0.32% 0.32% Currency Forwards 0.15% 0.13% Net Other Assets/Liabilities 0.59% 0.18% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 221 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Real Estate Note Securities Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 381,686,054 $ 442,075,841 Cash 1,895,519 2,586,101 Accrued interest and dividends 1,705,847 2,043,403 Subscriptions receivable 729,282 470,841 Total assets 386,016,702 447,176,186

Liabilities Current liabilities Payable for investments purchased – 471,122 Redemptions payable 539,629 31,989 Management fees payable 63,870 78,889 Accrued expenses 144,029 135,519 Total liabilities 747,528 717,519

Net Assets attributable to holders of redeemable units $ 385,269,174 $ 446,458,667

Net Assets attributable to holders of redeemable units per class

Class A $ 17,952,616 $ 22,424,196 Class F $ 173,080,898 $ 216,077,466 Class I $ 194,235,660 $ 207,957,005

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 14.48 $ 17.26 Class F $ 14.41 $ 17.19 Class I $ 14.27 $ 17.02

The accompanying notes are an integral part of these financial statements 222 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Real Estate Note Securities Fund 2020 2019

Income Net gain (loss) on investments Dividend income $ 7,401,317 $ 8,356,728 Interest income for distribution purposes 97,788 40,426 Net realized gain (loss) on sale of investments (2,854,355) 2,487,333 Change in unrealized appreciation (depreciation) in value of investments (69,386,003) 37,486,035 Net gain (loss) on investments (64,741,253) 48,370,522 Other income Securities lending income 11 71,312 62,028 Foreign exchange gain (loss) on cash (36,905) (49,814) Change in unrealized appreciation (depreciation) in foreign exchange on cash 333 (16,824) Total income (loss) (64,706,513) 48,365,912

Expenses Management fees 5 391,912 417,903 Custodian fees 16,953 15,131 Audit fees 8,040 7,972 Legal fees 3,836 3,110 Broker commission expense 7 34,797 13,478 Valuation fees 17,131 17,021 Transaction fees 12,250 7,891 Filing fees 22,478 22,680 Securityholder reporting costs 70,440 65,358 Independent Review Committee fees 5 3,187 5,982 Withholding taxes 925,904 938,366 Other expenses 16,328 18,095 Total expenses 1,523,256 1,532,987

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (66,229,769) $ 46,832,925

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (3,627,625) $ 2,351,459 Class F $ (33,739,257) $ 23,259,113 Class I $ (28,862,887) $ 21,222,353

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (2.86) $ 1.78 Class F $ (2.74) $ 1.86 Class I $ (2.26) $ 1.85 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 223 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Real Estate Securities Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 22,424,196 $ 19,778,709 $ 216,077,466 $ 186,958,915

Increase (Decrease) in Net Assets attributable to holders of redeemable units (3,627,625) 2,351,459 (33,739,257) 23,259,113

Redeemable unit transactions Proceeds from redeemable units issued 1,174,248 1,238,891 22,451,395 13,429,294 Redemption of redeemable units (2,004,631) (2,035,138) (31,005,014) (18,383,657) Reinvestments of distributions to holders of redeemable units 117,274 163,953 1,627,425 1,998,817 (713,109) (632,294) (6,926,194) (2,955,546)

Distributions to holders of redeemable units From net investment income (130,846) (174,785) (2,331,117) (2,799,822) (130,846) (174,785) (2,331,117) (2,799,822)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (4,471,580) 1,544,380 (42,996,568) 17,503,745

Net Assets attributable to holders of redeemable units at end of period $ 17,952,616 $ 21,323,089 $ 173,080,898 $ 204,462,660

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 207,957,005 $ 164,090,659 $ 446,458,667 $ 370,828,283

Increase (Decrease) in Net Assets attributable to holders of redeemable units (28,862,887) 21,222,353 (66,229,769) 46,832,925

Redeemable unit transactions Proceeds from redeemable units issued 31,949,693 10,812,861 55,575,336 25,481,046 Redemption of redeemable units (16,767,015) (6,020,339) (49,776,660) (26,439,134) Reinvestments of distributions to holders of redeemable units 2,726,760 2,797,052 4,471,459 4,959,822 17,909,438 7,589,574 10,270,135 4,001,734

Distributions to holders of redeemable units From net investment income (2,767,896) (2,856,285) (5,229,859) (5,830,892) (2,767,896) (2,856,285) (5,229,859) (5,830,892)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (13,721,345) 25,955,642 (61,189,493) 45,003,767

Net Assets attributable to holders of redeemable units at end of period $ 194,235,660 $ 190,046,301 $ 385,269,174 $ 415,832,050

The accompanying notes are an integral part of these financial statements 224 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Real Estate Securities Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (66,229,769) $ 46,832,925 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash (333) 16,824 Net realized (gain) loss on sale of investments 2,854,355 (2,487,333) Change in unrealized (appreciation) depreciation in value of investments 69,386,003 (37,486,035) Purchases of investments (35,931,810) (11,654,232) Proceeds from sales of investments 23,610,117 11,807,318 Decrease (increase) in accrued interest and dividends 337,556 60,873 Increase (decrease) in management fees payable (15,019) (1,088) Increase (decrease) in accrued expenses 8,510 7,682 Net cash from operating activities (5,980,390) 7,096,934

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (758,400) (871,070) Proceeds from redeemable units issued 54,961,564 22,937,052 Redemption of redeemable units (48,913,689) (25,776,163) Net cash from financing activities 5,289,475 (3,710,181)

Change in unrealized appreciation (depreciation) in foreign exchange on cash 333 (16,824) Net increase (decrease) in cash (690,915) 3,386,753 Cash (Bank overdraft) at beginning of period 2,586,101 (1,254,483) Cash (Bank overdraft) at end of period 1,895,519 2,115,446

Items classified as operating activities

Dividends received, net of withholding taxes $ 6,821,062 $ 7,483,646 Interest received 97,788 40,426

The accompanying notes are an integral part of these financial statements 225 DFA Global Real Estate Securities Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

Equities Canada Australia Allied Properties Real Estate CAD 15,073 Investment Trust 478,573 617,390 AUD 103,529 Abacus Property Group 313,239 262,531 CAD 16,805 Artis Real Estate Investment Trust 166,565 126,878 AUD 17,751 ALE Property Group 48,257 82,739 Automotive Properties Real Estate APN Convenience Retail Real Estate CAD 1,600 Investment Trust 19,010 14,816 AUD 10,093 Investment Trust 28,958 32,243 Boardwalk Real Estate APN Industria Real Estate CAD 6,524 Investment Trust 303,884 193,828 AUD 26,606 Investment Trust 61,389 59,261 USD 3,500 BSR Real Estate Investment Trust 49,893 50,130 AUD 61,299 Arena Real Estate Investment Trust 131,137 126,710 CAD 7,408 BTB Real Estate Investment Trust 36,345 22,743 AUD 15,232 Aspen Group 64,871 14,288 Canadian Apartment Properties Real AUD 50,083 Aventus Retail Property Fund Ltd. 118,023 98,753 CAD 20,588 Estate Investment Trust 702,069 1,000,371 AUD 136,406 BWP Trust 315,837 492,589 Choice Properties Real Estate AUD 2,901 Carindale Property Trust 18,044 10,116 CAD 38,861 Investment Trust 429,990 495,089 Centuria Industrial Real Estate CAD 24,386 Cominar Real Estate Investment Trust 316,347 199,477 AUD 67,395 Investment Trust 171,920 201,211 CAD 9,277 Crombie Real Estate Investment Trust 112,614 118,746 Centuria Office Real Estate CAD 8,308 CT Real Estate Investment Trust 114,639 112,823 AUD 110,284 Investment Trust 275,048 210,313 Dream Industrial Real Estate AUD 63,353 Charter Hall Education Trust 131,364 140,784 CAD 15,999 Investment Trust 138,850 170,869 AUD 120,157 Charter Hall Group 554,453 1,105,089 Dream Office Real Estate Charter Hall Long Wale Real Estate CAD 5,801 Investment Trust 117,458 119,037 AUD 121,257 Investment Trust 564,889 491,085 First Capital Real Estate Charter Hall Retail Real Estate CAD 23,933 Investment Trust 454,030 332,190 AUD 152,134 Investment Trust 614,908 480,814 CAD 6,756 Granite Real Estate Investment Trust 317,962 473,325 AUD 532,230 Cromwell Property Group 524,350 451,619 CAD 34,575 H&R Real Estate Investment Trust 612,371 337,452 AUD 292,455 Dexus 2,336,625 2,548,318 CAD 3,156 Inovalis Real Estate Investment Trust 29,939 24,017 AUD 114,100 GDI Property Group 128,568 119,754 CAD 12,874 InterRent Real Estate Investment Trust 110,781 184,484 AUD 449,284 Goodman Group 3,451,986 6,293,600 Killam Apartment Real Estate AUD 531,166 GPT Group 2,493,555 2,094,916 CAD 11,839 Investment Trust 156,603 207,419 AUD 68,768 Growthpoint Properties Australia Ltd. 224,935 207,648 Morguard North American Residential AUD 39,182 Hotel Property Investments 112,677 106,979 CAD 4,600 Real Estate Investment 54,080 67,114 AUD 92,810 Ingenia Communities Group 280,346 393,876 CAD 5,817 Morguard Real Estate Investment Trust 51,078 29,958 AUD 57,076 Investec Australia Property Fund 59,025 65,160 Northview Apartment Real Estate AUD 1,054,333 Mirvac Group 2,295,054 2,162,227 CAD 6,900 Investment Trust 128,626 239,982 National Storage Real Estate NorthWest Healthcare Properties Real AUD 298,654 Investment Trust 462,609 518,884 CAD 16,503 Estate Investment Trust 158,871 178,232 AUD 1,345,516 Scentre Group 4,747,449 2,773,157 Plaza Retail Real Estate CAD 13,200 Investment Trust 57,661 43,032 Shopping Centres Australasia AUD 275,319 Property Group 538,078 563,503 CAD 3,088 PRO Real Estate Investment Trust 21,900 13,309 AUD 621,778 Stockland 2,606,421 1,957,367 CAD 40,215 RioCan Real Estate Investment Trust 812,975 617,702 AUD 1,019,216 Vicinity Centres 2,265,117 1,386,881 Slate Office Real Estate CAD 6,200 Investment Trust 40,009 22,692 AUD 81,066 Waypoint REIT Ltd. 162,101 198,765 Slate Retail Real Estate 26,101,233 25,651,180 6.66 CAD 4,500 Investment Trust 54,657 43,695 CAD 19,915 SmartCentres Real Estate Inves 470,997 416,423 Belgium Summit Industrial Income Real Estate EUR 6,727 Aedifica SA 704,716 1,000,114 CAD 14,805 Investment Trust 147,606 169,517 EUR 1,110 Ascencio 91,305 79,983 True North Commercial Real Estate EUR 6,371 Befimmo SA 536,997 387,846 CAD 9,582 Investment Trust 51,879 53,276 EUR 4,486 Care Property Invest 133,797 181,477 WPT Industrial Real Estate EUR 4,486 Care Property Invest NV, Rights – – USD 6,810 Investment Trust 103,126 119,264 EUR 6,251 Cofinimmo SA 971,154 1,170,317 6,821,388 6,815,280 1.77 EUR 209 Home Invest Belgium 27,076 37,615 EUR 5,134 Intervest Offices & Warehouses NV 176,187 179,616 France EUR 373 Leasinvest Real Estate SCA 36,359 52,182 EUR 731 Altarea SCA 182,566 146,842 EUR 2,525 Montea SCA 198,780 344,841 EUR 2,667 Argan SA 201,051 332,618 EUR 1,951 Retail Estates 195,172 178,741 EUR 12,323 Carmila SA 424,422 230,225 EUR 30,559 Warehouses De Pauw CVA 540,008 1,139,779 EUR 13,138 Covivio 1,413,744 1,293,729 EUR 408 Wereldhave Belgium NV 46,209 34,297 EUR 11,741 Gecina SA 1,927,506 1,968,666 EUR 7,731 ICADE 821,838 732,893 3,657,760 4,786,808 1.24 EUR 54,421 Klepierre 2,813,423 1,476,823 EUR 11,776 Mercialys SA 322,271 134,026

The accompanying notes are an integral part of these financial statements 226 DFA Global Real Estate Securities Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

EUR 535 Societe de la Tour Eiffel 50,659 24,358 Italy 8,157,480 6,340,180 1.65 EUR 2,411 COIMA RES SpA 32,082 23,353 Immobiliare Grande Distribuzione Germany EUR 10,927 SIIQ SpA 122,439 58,718 EUR 37,475 Alstria Office REIT-AG 631,724 757,204 154,521 82,071 0.02 EUR 1,516,416 BGP Holdings – – EUR 21,460 Hamborner REIT AG 288,802 285,756 Japan 920,526 1,042,960 0.27 JPY 171 Activia Properties Inc. 986,132 804,432 JPY 378 Advance Residence Investment Corp. 1,056,708 1,527,089 Great Britain JPY 427 AEON REIT Investment Corp. 670,448 616,340 GBP 658,419 Assura PLC 718,297 867,378 JPY 150 Comforia Residential REIT Inc. 386,786 607,424 GBP 42,213 Big Yellow Group PLC 498,739 713,340 JPY 71 CRE Logistics REIT Inc. 127,283 135,290 GBP 240,560 British Land Co PLC 2,591,624 1,562,201 JPY 484 Daiwa House REIT Investment Corp. 1,314,983 1,545,853 GBP 102,240 Capital & Counties Properties PLC 272,450 251,708 JPY 92 Daiwa Office Investment Corp. 496,827 689,822 GBP 7,469 Capital & Regional PLC 76,289 10,673 JPY 116 Frontier Real Estate Investment Corp. 492,199 498,210 GBP 80,630 Custodian Reit PLC 150,782 123,141 JPY 150 Fukuoka REIT Corp. 240,204 248,598 GBP 27,923 Derwent London PLC 1,196,390 1,303,997 Global One Real Estate GBP 22,470 Ediston Property Investment Co PLC 41,188 20,255 JPY 226 Investment Corp. 292,882 284,794 GBP 130,045 Empiric Student Property PLC 205,646 127,294 JPY 838 GLP J-Reit 1,144,663 1,643,997 GBP 103,766 GCP Student Living PLC 340,615 216,833 JPY 124 Hankyu Reit Inc. 180,066 194,232 GBP 58,117 Great Portland Estates PLC 617,831 618,125 Health Care & Medical GBP 205,144 Hammerson PLC 1,799,473 276,017 JPY 75 Investment Corp. 100,392 114,554 GBP 214,511 Intu Properties PLC 1,439,605 6,481 JPY 190 Heiwa Real Estate REIT Inc. 168,017 244,892 GBP 192,138 Land Securities Group PLC 3,212,597 1,782,261 JPY 48 Hoshino Resorts REIT Inc. 320,185 281,526 GBP 208,717 LondonMetric Property PLC 545,469 739,639 JPY 279 Hulic Reit Inc. 522,340 470,799 GBP 10,278 McKay Securities PLC 44,249 31,008 JPY 48 Ichigo Hotel REIT Investment Corp. 78,503 40,944 GBP 89,909 NewRiver REIT PLC 446,403 95,076 JPY 366 Ichigo Office REIT Investment 318,978 345,257 GBP 296,383 Primary Health Properties PLC 593,204 779,775 Industrial & Infrastructure Fund GBP 70,718 RDI REIT PLC 283,666 98,056 JPY 432 Investment Corp. 545,619 946,870 GBP 89,222 Regional REIT Ltd. 153,823 106,307 JPY 1,895 Invesco Office J-Reit Inc. 305,456 334,460 GBP 53,737 Safestore Holdings PLC 323,306 657,570 JPY 1,447 Invincible Investment Corp. 789,809 509,900 Schroder Real Estate Investment JPY 319 Japan Excellent Inc. 444,742 503,401 GBP 124,901 Trust Ltd. 123,065 63,425 JPY 1,129 Japan Hotel REIT Investment Corp. 761,910 635,802 GBP 15,390 Secure Income REIT Plc 68,752 69,835 JPY 244 Japan Logistics Fund Inc. 511,865 899,659 GBP 309,977 Segro PLC 3,181,953 4,654,305 JPY 206 Japan Prime Realty Investment Corp. 810,854 820,437 GBP 40,587 Shaftesbury PLC 358,345 360,609 JPY 330 Japan Real Estate Investment Corp. 2,073,378 2,299,240 Standard Life Investment Property JPY 426 Japan Rental Housing Investments Inc. 369,096 538,622 GBP 105,104 Income Trust Ltd. 151,516 106,828 JPY 652 Japan Retail Fund Investment Corp. 1,301,718 1,107,140 GBP 56,105 Target Healthcare REIT PLC 110,668 103,959 JPY 123 Kenedix Office Investment Corp. 710,553 933,051 GBP 429,991 Tritax Big Box REIT PLC 1,012,359 1,048,740 Kenedix Residential Next GBP 82,163 UNITE Group PLC 1,171,303 1,298,876 JPY 235 Investment Corp. 413,278 551,307 GBP 35,325 Workspace Group PLC 418,116 389,021 JPY 130 Kenedix Retail REIT Corp. 401,467 330,441 22,147,723 18,482,733 4.80 LaSalle Logiport Real Estate JPY 309 Investment Trust 430,846 646,113 Hong Kong JPY 36 Marino Regional Revitalization Inc. 46,961 48,448 Champion Real Estate JPY 404 MCUBS MidCity Investment Corp. 313,101 399,616 HKD 479,280 Investment Trust 284,721 339,868 JPY 454 Mirai Corp. 276,438 217,613 HKD 336,247 Fortune Real Estate Investment Trust 360,732 412,816 Mitsubishi Estate Logistics REIT HKD 548,834 Link Real Estate Investment Trust 4,720,409 6,117,405 JPY 12 Investment Corp. 50,388 59,936 Prosperity Real Estate JPY 104 Mitsui Fudosan Logistics Park Inc. 463,944 631,282 HKD 248,242 Investment Trust 60,288 100,570 JPY 411 Mori Hills REIT Investment Corp. 573,905 702,864 HKD 214,259 Regal Real Estate Investment Trust 63,008 45,915 JPY 54 Mori Trust Hotel Reit Inc. 89,122 66,887 HKD 107,000 Spring Real Estate Investment Trust 60,403 47,277 JPY 235 Mori Trust Sogo Reit Inc. 433,002 393,543 HKD 263,851 Sunlight Real Estate Investment Trust 110,602 178,577 JPY 121 Nippon Accommodations Fund Inc. 562,397 949,917 HKD 352,739 Yuexiu Real Estate Investment Trust 249,826 219,488 JPY 349 Nippon Building Fund Inc. 2,506,285 2,698,399 5,909,989 7,461,916 1.94 JPY 532 Nippon Prologis REIT Inc. 1,573,923 2,194,645

Ireland JPY 115 NIPPON REIT Investment Corp. 420,500 504,689 EUR 161,722 Hibernia REIT PLC 337,564 277,190 JPY 1,074 Nomura Real Estate Master Fund Inc. 2,035,987 1,746,327 EUR 102,168 Irish Residential Properties REIT Plc 198,697 219,695 JPY 55 Ooedo Onsen Reit Investment Corp. 56,508 45,668 536,261 496,885 0.13 JPY 659 Orix JREIT Inc. 1,158,894 1,179,285

The accompanying notes are an integral part of these financial statements 227 DFA Global Real Estate Securities Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

JPY 318 Premier Investment Corp. 335,114 479,627 SGD 162,170 CDL Hospitality Trusts 225,517 162,964 JPY 53 Samty Residential Investment Corp. 64,058 70,673 SGD 64,100 EC World Estate Investment Trust Unit 45,121 43,372 JPY 899 Sekisui House Reit Inc. 677,690 783,334 SGD 470,358 ESR Real Estate Investment Trust 225,759 182,713 JPY 54 SIA Reit Inc. 158,003 176,344 SGD 186,740 Far East Hospitality Trust 128,113 91,003 JPY 100 Star Asian Investment Corp. 116,964 120,103 SGD 108,598 First Real Estate Investment Trust 80,460 73,993 JPY 56 Starts Proceed Investment Corp. 102,786 144,848 SGD 153,556 Frasers Centrepoint Trust 258,739 349,330 Takara Leben Real Estate SGD 186,640 Frasers Hospitality Trust 123,045 85,273 JPY 88 Investment Corp. 103,535 99,114 SGD 684,139 Frasers Logistics & Industrial Trust 704,022 800,100 JPY 223 Tokyu REIT Inc. 334,800 414,371 Keppel DC Real Estate JPY 57 Tosei Reit Investment Corp. 80,562 75,929 SGD 308,562 Investment Trust 453,091 767,155 JPY 750 United Urban Investment Corp. 1,158,476 1,096,658 SGD 439,367 Keppel Real Estate Investment Trust 454,458 474,198 JPY 35 XYMAX REIT Investment Corp. 49,572 40,157 Keppel-KBS US Real Estate 32,511,102 36,690,773 9.52 USD 153,800 Investment Trust 151,318 147,822 SGD 445,153 Lippo Malls Indonesia Retail Trust 143,610 59,108 Mexico Manulife US Real Estate Asesor de Activos Prisma SAPI USD 382,832 Investment Trust 435,153 394,923 MXN 151,104 de CV 128,876 46,411 SGD 507,719 Mapletree Commercial Trust 670,365 964,451 Concentradora Fibra Danhos SA Mapletree Greater China MXN 78,051 de CV 164,924 100,686 SGD 502,700 Commercial Trust 449,357 458,728 Concentradora Fibra Hotelera SGD 372,449 Mapletree Industrial Trust 591,668 1,051,844 MXN 165,871 Mexicana SA de CV 180,538 45,558 SGD 628,136 Mapletree Logistics Trust 604,694 1,197,200 Fibra Shop Portafolios Inmobiliarios OUE Commercial Real Estate MXN 64,264 SAPI de CV 63,111 23,724 SGD 468,131 Investment Trust 245,611 175,414 MXN 897,807 Fibra Uno Administracion SA de CV 2,062,727 967,799 Parkway Life Real Estate Macquarie Mexico Real Estate SGD 85,045 Investment Trust 91,992 277,430 MXN 220,201 Management SA de CV 338,526 306,822 Sabana Shari’ah Compliant Industrial PLA Administradora Industrial S de SGD 137,740 Real Estate Investment 97,057 47,209 MXN 226,136 RL de CV 433,339 357,300 Soilbuild Business Space Real Estate MXN 115,655 Prologis Property Mexico SA de CV 278,499 280,835 SGD 196,788 Investment Trust 119,070 75,403 3,650,540 2,129,135 0.55 SGD 169,400 SPH Real Estate Investment Trust 156,998 145,156 Starhill Global Real Estate Netherlands SGD 376,150 Investment Trust 222,754 188,649 HI Stock Index-Linked Derivatives SGD 457,270 Suntec Real Estate Investment Trust 544,501 634,170 EUR 13,489 Investment Trust 21 600,485 236,181 11,603,782 14,214,217 3.69 EUR 5,380 NSI NV 399,441 281,927 EUR 32,827 Unibail-Rodamco-Westfield 7,429,978 2,511,902 South Africa AUD 143,071 Unibail-Rodamco-Westfield 2,077,830 553,563 ZAR 135,632 Arrowhead Properties Ltd. 107,408 18,047 EUR 2,896 Vastned Retail NV 188,398 84,145 ZAR 98,052 Attacq Ltd. 139,993 38,574 EUR 11,842 Wereldhave NV 628,116 148,181 ZAR 123,207 Emira Property Fund Ltd. 181,703 62,592 11,324,248 3,815,899 0.99 ZAR 125,282 Equites Property Fund Ltd. 206,992 163,761 ZAR 795,554 Growthpoint Properties Ltd. 1,915,293 834,397 New Zealand ZAR 70,465 Hyprop Investments Ltd. 610,130 123,646 NZD 201,529 Argosy Property Ltd. 179,128 207,478 ZAR 135,700 Investec Property Fund Ltd. 197,019 99,629 NZD 278,291 Goodman Property Trust 315,024 496,230 ZAR 32,795 Octodec Investments Ltd. 75,137 15,732 NZD 411,212 Kiwi Property Group Ltd. 460,837 379,811 ZAR 1,553,874 Redefine Properties Ltd. 1,468,894 405,536 NZD 270,177 Precinct Properties New Zealand Ltd. 304,179 373,674 ZAR 66,925 Resilient REIT Ltd. 607,633 226,837 NZD 112,391 Property for Industry Ltd. 155,091 231,813 SA Corporate Real Estate Fund NZD 82,905 Stride Property Group 120,052 128,913 ZAR 532,721 Nominees Pty Ltd. 219,805 53,551 NZD 57,314 Vital Healthcare Property Trust 87,913 125,728 ZAR 195,046 Vukile Property Fund Ltd. 358,685 117,778 1,622,224 1,943,647 0.50 6,088,692 2,160,080 0.56

Singapore Spain AIMS AMP Capital Industrial Real EUR 63,499 Inmobiliaria Colonial Socimi SA 783,989 762,235 SGD 122,430 Estate Investment Trust 145,752 146,693 EUR 24,348 Lar Espana Real Estate Socimi SA 293,370 172,778 Ascendas Real Estate EUR 104,058 Merlin Properties Socimi SA 1,667,485 1,177,240 SGD 725,670 Investment Trust 1,519,157 2,260,402 2,744,844 2,112,253 0.55 SGD 394,040 Ascott Trust 412,108 388,191

SGD 210,052 Cache Logistics Trust 179,133 116,440 United States Of America SGD 578,741 CapitaLand Commercial Trust 787,303 961,594 USD 15,713 Acadia Realty Trust 513,334 276,890 SGD 644,679 CapitaLand Mall Trust 1,069,717 1,241,880 USD 8,475 Agree Realty Corp. 496,413 756,041 SGD 202,930 CapitaLand Retail China Trust 268,139 251,409 USD 452 Alexander’s Inc. 165,288 147,826

The accompanying notes are an integral part of these financial statements 228 DFA Global Real Estate Securities Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Average Fair %of No. of Cost Value Net No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets Currency Units Description ($CAD) ($CAD) Assets

USD 22,316 Alexandria Real Estate Equities Inc. 2,854,173 4,915,585 USD 22,936 Healthcare Realty Trust Inc. 655,218 912,034 USD 8,354 American Assets Trust Inc. 373,005 315,746 USD 34,214 Healthcare Trust of America Inc. 1,113,827 1,231,832 USD 24,640 American Campus Communities Inc. 1,054,968 1,169,463 USD 96,537 Healthpeak Properties Inc. 3,499,487 3,611,995 USD 9,437 American Finance Trust Inc. 152,990 101,661 USD 18,580 Highwoods Properties Inc. 693,202 941,625 USD 48,804 American Homes 4 Rent 1,210,869 1,782,304 USD 119,419 Host Hotels & Resorts Inc. 2,254,741 1,749,319 USD 79,940 American Tower Corp. 14,350,111 28,058,604 USD 27,766 Hudson Pacific Properties Inc. 1,053,466 948,414 Apartment Investment & USD 15,279 Independence Realty Trust Inc. 194,651 238,336 USD 26,239 Management Co. 1,013,623 1,340,822 USD 12,169 Industrial Logistics Properties Trust 357,857 339,501 USD 39,339 Apple Hospitality REIT Inc. 947,073 515,911 USD 2,496 Investors Real Estate Trust 199,118 238,862 USD 19,804 Ashford Hospitality Trust Inc. 106,433 19,428 USD 100,117 Invitation Homes Inc. 3,391,423 3,741,866 USD 26,101 AvalonBay Communities Inc. 4,241,458 5,479,654 USD 50,102 Iron Mountain Inc. 2,136,970 1,775,292 Bluerock Residential Growth USD 22,427 JBG SMITH Properties 882,311 900,320 USD 2,600 REIT Inc. 40,299 28,521 USD 18,948 Kilroy Realty Corp. 1,353,746 1,509,996 USD 27,485 Boston Properties Inc. 3,493,025 3,372,425 USD 78,507 Kimco Realty Corp. 2,018,379 1,368,509 USD 5,517 Braemar Hotels & Resorts Inc. 77,240 21,421 USD 15,751 Kite Realty Group Trust 450,999 246,768 USD 29,618 Brandywine Realty Trust 431,912 437,883 USD 14,827 Lamar Advertising Co. 1,469,893 1,343,828 USD 51,359 Brixmor Property Group Inc. 1,636,132 893,879 USD 41,654 Lexington Realty Trust 383,499 596,600 USD 9,501 Brookfield Property REIT Inc. 245,945 128,470 USD 8,002 Life Storage Inc. 729,801 1,031,496 USD 1,536 BRT Apartments Corp. 34,651 22,563 USD 6,682 LTC Properties Inc. 261,714 341,725 USD 17,721 Camden Property Trust 1,333,764 2,194,585 USD 18,346 Macerich Co 886,313 223,413 USD 16,063 Caretrust REIT Inc. 320,361 374,212 USD 16,936 Mack-Cali Realty Corp. 467,531 351,554 USD 20,988 Cedar Realty Trust Inc. 158,827 28,209 USD 90,275 Medical Properties Trust Inc. 1,630,250 2,304,090 USD 9,565 Chatham Lodging Trust 243,509 79,471 USD 22,465 MGM Growth Properties LLC 868,982 829,868 USD 8,317 City Office REIT Inc. 143,301 113,590 Mid-America Apartment USD 20,497 Columbia Property Trust Inc. 615,650 365,645 USD 20,682 Communities Inc. 2,086,831 3,219,708 USD 3,678 Community Healthcare Trust Inc. 170,944 204,225 Monmouth Real Estate USD 7,065 CorePoint Lodging Inc. 149,501 40,380 USD 18,312 Investment Corp. 258,993 360,229 USD 6,715 Coresite Realty Corp. 527,658 1,103,623 USD 7,390 National Health Investors Inc. 508,497 609,187 USD 21,111 Corporate Office Properties Trust 709,289 726,256 USD 30,196 National Retail Properties Inc. 1,277,585 1,454,478 USD 25,115 Cousins Properties Inc. 1,071,159 1,017,093 USD 10,407 National Storage Affiliates Trust 315,454 404,926 USD 76,367 Crown Castle International Corp. 10,505,682 17,350,245 USD 14,643 New Senior Investment Group Inc. 158,861 71,964 USD 32,536 Cubesmart 616,071 1,192,178 USD 3,366 NexPoint Residential Trust Inc. 130,627 161,539 USD 21,176 Cyrusone Inc. 1,128,446 2,091,467 USD 8,694 Office Properties Income Trust 476,463 306,525 USD 38,000 DiamondRock Hospitality Co. 410,523 285,288 USD 40,078 Omega Healthcare Investors Inc. 1,359,542 1,617,615 USD 42,970 Digital Realty Trust Inc. 4,571,391 8,290,183 USD 2,128 One Liberty Properties Inc. 50,806 50,904 USD 46,981 Diversified Healthcare Trust 895,776 282,234 USD 25,806 Outfront Media Inc. 785,089 496,438 USD 29,348 Douglas Emmett Inc. 896,124 1,221,588 USD 30,332 Paramount Group Inc. 637,745 317,490 USD 65,549 Duke Realty Corp. 1,820,019 3,149,349 USD 43,474 Park Hotels & Resorts Inc. 1,508,614 583,714 USD 14,009 Easterly Government Properties Inc. 372,652 439,713 USD 24,461 Pebblebrook Hotel Trust 800,130 453,627 USD 6,843 EastGroup Properties Inc. 476,828 1,101,900 USD 35,719 Physicians Realty Trust 841,258 849,586 USD 26,563 Empire State Realty Trust Inc. 606,414 252,435 USD 21,144 Piedmont Office Realty Trust Inc. 380,193 476,794 USD 13,189 EPR Properties 741,234 593,209 USD 967 Plymouth Industrial REIT Inc. 20,272 16,804 USD 15,760 Equinix Inc. 8,219,608 15,026,334 USD 5,957 Preferred Apartment Communities Inc. 106,581 61,463 USD 21,737 Equity Commonwealth 659,916 950,232 USD 134,754 Prologis Inc. 9,358,634 17,074,071 USD 30,976 Equity Lifestyle Properties Inc. 892,074 2,627,487 USD 3,459 PS Business Parks Inc. 249,458 621,746 USD 68,151 Equity Residential 4,243,309 5,442,162 USD 28,630 Public Storage 5,232,240 7,458,437 USD 17,467 Essential Properties Realty Trust Inc. 566,450 351,906 USD 10,721 QTS Realty Trust Inc. 658,612 932,824 USD 11,781 Essex Property Trust Inc. 2,663,192 3,665,339 USD 63,334 Realty Income Corp. 3,851,405 5,115,971 USD 23,143 Extra Space Storage Inc. 1,696,321 2,902,183 USD 31,079 Regency Centers Corp. 2,088,850 1,936,240 USD 12,743 Federal Realty Investment Trust 1,555,359 1,474,132 USD 19,499 Retail Opportunity Investments Corp. 339,201 299,928 USD 21,340 First Industrial Realty Trust Inc. 450,021 1,113,658 USD 41,889 Retail Properties of America Inc. 650,343 416,280 USD 13,022 Four Corners Property Trust Inc. 363,551 431,362 USD 2,793 Retail Value Inc. 145,383 46,867 USD 22,387 Franklin Street Properties Corp. 278,997 154,699 USD 19,157 Rexford Industrial Realty Inc. 658,442 1,077,498 USD 8,400 Front Yard Residential Corp. 120,237 99,214 USD 29,342 RLJ Lodging Trust 673,171 376,042 USD 36,172 Gaming and Leisure Properties Inc. 1,563,378 1,699,115 USD 14,744 RPT Realty 247,545 139,315 USD 5,887 Getty Realty Corp. 135,925 237,210 USD 8,216 Ryman Hospitality Properties Inc. 464,093 385,932 USD 5,619 Gladstone Commercial Corp. 126,960 143,032 USD 36,911 Sabra Health Care REIT Inc. 950,202 723,097 USD 5,408 Global Medical REIT Inc. 77,850 83,184 USD 2,574 Saul Centers Inc. 111,489 112,767 USD 17,055 Global Net Lease Inc. 490,974 387,366 USD 20,452 SBA Communications Corp. 4,274,303 8,271,983

The accompanying notes are an integral part of these financial statements 229 DFA Global Real Estate Securities Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

USD 8,485 Seritage Growth Properties 473,517 131,320 USD 30,059 Service Properties Trust 851,443 289,331 USD 56,386 Simon Property Group Inc. 9,222,806 5,234,491 USD 29,251 SITE Centers Corp. 759,011 321,662 USD 13,904 SL Green Realty Corp. 1,451,549 930,407 Spirit MTA Real Estate USD 8,847 Investment Trust 16,896 6,915 USD 17,941 Spirit Realty Capital Inc. 1,058,180 849,079 USD 22,350 STAG Industrial Inc. 707,196 889,643 USD 41,533 STORE Capital Corp. 1,581,608 1,342,539 USD 17,894 Summit Hotel Properties Inc. 255,184 144,058 USD 17,570 Sun Communities Inc. 1,585,420 3,236,397 USD 37,797 Sunstone Hotel Investors Inc. 488,028 418,205 USD 14,472 Tanger Factory Outlet Centers Inc. 342,244 140,085 USD 14,618 Taubman Centers Inc. 797,329 749,366 USD 11,564 Terreno Realty Corp. 453,538 826,415 USD 50,773 UDR Inc. 1,791,710 2,576,596 USD 4,671 UMH Properties Inc. 62,087 81,994 USD 28,576 Uniti Group Inc. 620,708 362,733 USD 2,497 Universal Health Realty Income Trust 151,449 269,467 USD 20,377 Urban Edge Properties 422,038 328,371 USD 5,524 Urstadt Biddle Properties Inc. 123,458 89,093 USD 67,986 Ventas Inc. 4,348,981 3,379,964 USD 177,397 VEREIT Inc. 2,311,165 1,548,572 USD 29,525 Vornado Realty Trust 2,339,676 1,531,585 USD 34,392 Washington Prime Group Inc. 345,129 39,258 Washington Real Estate USD 14,453 Investment Trust 418,833 435,597 USD 20,548 Weingarten Realty Investors 594,822 528,073 USD 75,572 Welltower Inc. 5,049,887 5,309,399 Whitestone Real Estate USD 6,787 Investment Trust 102,730 66,986 USD 30,624 WP Carey Inc. 2,494,462 2,812,574 USD 18,935 Xenia Hotels & Resorts Inc. 425,600 239,840 196,285,161 247,460,037 64.23 340,237,474 381,686,054 99.07

Embedded Broker Commissions (225,735)

Total Investments $340,011,739 381,686,054 99.07

Other Assets Less Liabilities 3,583,120 0.93

Net Assets Attributable to Holders of Redeemable units $385,269,174 100.00

Currency codes used above are as follows: AUD - Australian Dollar CAD - Canadian Dollar EUR - Euro Dollar GBP - British Pound HKD - Hong Kong Dollar JPY - Japanese Yen MXN - Mexican Peso NZD - New Zealand Dollar SGD - Singapore Dollar USD - U.S. Dollar ZAR - South African Rand

The accompanying notes are an integral part of these financial statements 230 DFA Global Real Estate Securities Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Real Estate Securities Fund is to achieve long-term capital appreciation primarily through exposure to investments in securities of companies and other entities from around the world that are principally engaged in the real estate industry. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Schedule of Investment Portfolio classifies securities by geographic region. The significant country as a percentage of net assets attributable to holders of redeemable units is as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Country June 30, 2020 December 31, 2019 United States of America 64.23 63.52

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund generally invests in a broad and diverse group of securities of companies and other entities from around the world that are principally engaged in the real estate industry. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, traded on global exchanges was 99.07% (December 31, 2019: 99.02%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $38,168,605 (December 31, 2019: $44,207,584). In practice, actual results may differ from this sensitivity analysis and the difference could be material. The exclusive focus of a fund on the real estate industry will subject the Fund to the general risks of direct real estate ownership in addition to other risks. The value of securities in the real estate industry can be affected by changes in real estate values and rental income, property taxes, interest rates, and tax and regulatory requirements and other factors not necessarily related to the equities market. As a result, the performance of the Fund may be materially different from that of the broad equity market.

(b) Currency risk The Fund holds assets and liabilities, including cash that are denominated in currencies other than the CAD, the functional currency. It is therefore exposed to currency risk, as the value of the securities denominated in other currencies fluctuate due to changes in exchange rates. The table below summarizes the Fund’s exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 231 DFA Global Real Estate Securities Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

(c) Interest rate risk As at June 30, 2020 and December 31, 2019, the majority of the Fund’s financial assets and liabilities were non-interest bearing. The Fund, however, may be indirectly exposed to interest rate risk because of the sensitivity that the underlying real estate investments may have to changes in interest rates.

The accompanying notes are an integral part of these financial statements 232 DFA Global Real Estate Securities Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Australia 6.66% 6.47% Belgium 1.24% 1.00% Canada 1.77% 1.65% France 1.65% 1.90% Germany 0.27% 0.24% Great Britain 4.80% 4.95% Hong Kong 1.94% 1.77% Ireland 0.13% 0.13% Italy 0.02% 0.03% Japan 9.52% 8.83% Mexico 0.55% 0.74% Netherlands 0.99% 2.23% New Zealand 0.50% 0.49% Singapore 3.69% 3.30% South Africa 0.56% 1.08% Spain 0.55% 0.69% United States of America 64.23% 63.52% Cash 0.49% 0.58% Net Other Assets/Liabilities 0.44% 0.40% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 233 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Five-Year Global Note Fixed Income Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 1,631,582,054 $ 1,684,552,311 Cash 15,559,596 23,707,359 Derivative assets 12 4,090,863 10,940,944 Accrued interest and dividends 4,510,579 5,729,772 Subscriptions receivable 2,357,643 3,273,014 Total assets 1,658,100,735 1,728,203,400

Liabilities Current liabilities Derivative liabilities 12 5,302,723 6,607,084 Payable for investments purchased 7,662,904 – Redemptions payable 734,036 82,648 Management fees payable 205,341 230,744 Accrued expenses 502,735 483,649 Total liabilities 14,407,739 7,404,125

Net Assets attributable to holders of redeemable units $ 1,643,692,996 $ 1,720,799,275

Net Assets attributable to holders of redeemable units per class

Class A $ 61,789,752 $ 65,549,359 Class F $ 532,634,511 $ 609,193,337 Class I $ 1,049,268,733 $ 1,046,056,579

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 9.82 $ 9.80 Class F $ 9.94 $ 9.89 Class I $ 10.28 $ 10.21

The accompanying notes are an integral part of these financial statements 234 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Five-Year Global Note Fixed Income Fund 2020 2019

Income Net gain (loss) on investments Interest income for distribution purposes $ 8,730,038 $ 9,039,891 Net realized gain (loss) on sale of investments 7,287,776 (2,217,147) Net realized gain (loss) on currency forward contracts (30,144,327) 12,138,217 Change in unrealized appreciation (depreciation) in value of investments and forward contracts 31,673,166 24,956,858 Net gain (loss) on investments 17,546,653 43,917,819 Other income Securities lending income 11 52,045 59,676 Foreign exchange gain (loss) on cash (203,548) (98,865) Change in unrealized appreciation (depreciation) in foreign exchange on cash (33,706) 71,257 Total income (loss) 17,361,444 43,949,887

Expenses Management fees 5 1,221,627 1,389,589 Custodian fees 205,820 173,096 Audit fees 31,731 33,227 Legal fees 13,617 9,786 Valuation fees 17,391 17,231 Transaction fees 16,821 14,997 Filing fees 32,737 34,489 Securityholder reporting costs 120,211 142,687 Independent Review Committee fees 5 12,405 24,473 Other expenses 30,975 24,801 Total expenses 1,703,335 1,864,376

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ 15,658,109 $ 42,085,511

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (5,033) $ 1,423,771 Class F $ 4,954,278 $ 16,787,284 Class I $ 10,708,864 $ 23,874,456

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ – $ 0.19 Class F $ 0.09 $ 0.25 Class I $ 0.11 $ 0.27 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 235 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Five-Year Global Fixed Income Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 65,549,359 $ 75,734,918 $ 609,193,337 $ 677,833,306

Increase (Decrease) in Net Assets attributable to holders of redeemable units (5,033) 1,423,771 4,954,278 16,787,284

Redeemable unit transactions Proceeds from redeemable units issued 27,982,433 5,929,719 47,913,786 59,957,992 Redemption of redeemable units (31,732,907) (12,595,436) (128,865,652) (98,857,630) Reinvestments of distributions to holders of redeemable units 75,571 – 1,377,866 1,850,777 (3,674,903) (6,665,717) (79,574,000) (37,048,861)

Distributions to holders of redeemable units From net investment income (79,671) – (1,939,104) (2,533,689) (79,671) – (1,939,104) (2,533,689)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (3,759,607) (5,241,946) (76,558,826) (22,795,266)

Net Assets attributable to holders of redeemable units at end of period $ 61,789,752 $ 70,492,972 $ 532,634,511 $ 655,038,040

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 1,046,056,579 $ 807,173,067 $ 1,720,799,275 $ 1,560,741,291

Increase (Decrease) in Net Assets attributable to holders of redeemable units 10,708,864 23,874,456 15,658,109 42,085,511

Redeemable unit transactions Proceeds from redeemable units issued 222,740,162 133,522,866 298,636,381 199,410,577 Redemption of redeemable units (230,175,754) (18,962,248) (390,774,313) (130,415,314) Reinvestments of distributions to holders of redeemable units 4,399,860 4,846,451 5,853,297 6,697,228 (3,035,732) 119,407,069 (86,284,635) 75,692,491

Distributions to holders of redeemable units From net investment income (4,460,978) (4,925,800) (6,479,753) (7,459,489) (4,460,978) (4,925,800) (6,479,753) (7,459,489)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 3,212,154 138,355,725 (77,106,279) 110,318,513

Net Assets attributable to holders of redeemable units at end of period $ 1,049,268,733 $ 945,528,792 $ 1,643,692,996 $ 1,671,059,804

The accompanying notes are an integral part of these financial statements 236 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Five-Year Global Fixed Income Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ 15,658,109 $ 42,085,511 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash 33,706 (71,257) Net realized (gain) loss on sale of investments (7,287,776) 2,217,147 Change in unrealized (appreciation) depreciation in value of investments and forward contracts (31,673,166) (24,956,858) Purchases of investments (624,542,194) (360,851,476) Proceeds from sales of investments 729,682,017 263,636,402 Decrease (increase) in accrued interest and dividends 1,219,193 663,788 Increase (decrease) in management fees payable (25,403) (39,971) Increase (decrease) in accrued expenses 19,086 29,144 Net cash used in operating activities 83,083,572 (77,287,570)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (626,456) (762,261) Proceeds from redeemable units issued 296,408,833 200,110,979 Redemption of redeemable units (386,980,006) (128,774,652) Net cash from financing activities (91,197,629) 70,574,066

Change in unrealized appreciation (depreciation) in value of investments (33,706) 71,257 Net increase (decrease) in cash (8,114,057) (6,713,504) Cash at beginning of period 23,707,359 16,363,430 Cash at end of period 15,559,596 9,721,183

Items classified as operating activities

Interest received, net of witholding taxes $ 9,946,269 $ 9,702,405

The accompanying notes are an integral part of these financial statements 237 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Bonds Federal Bonds USD 20,000,000 CPPIB Capital Inc. 16-Oct-20 1.206% 26,442,488 27,166,198 26,442,488 27,166,198 1.65

Provincial Bonds GBP 2,000,000 Province of Alberta 15-Nov-21 1.000% 3,505,402 3,394,196 GBP 8,713,000 Province of Manitoba 15-Dec-21 0.750% 14,695,183 14,723,762 GBP 375,000 Province of Manitoba 15-Dec-22 1.500% 661,215 647,560 CAD 45,000,000 Province of Ontario 27-Oct-21 0.928% 45,251,501 45,254,850 GBP 2,250,000 Province of Quebec 24-May-22 0.875% 3,693,038 3,822,803 EUR 1,000,000 Province of Quebec 22-Jan-24 2.375% 1,670,281 1,663,578 69,476,620 69,506,749 4.23

Corporate Bonds CAD 43,054,000 Bank of Montreal 31-Mar-21 1.880% 42,165,964 43,472,620 EUR 750,000 Bank of Montreal 28-Sep-21 0.098% 1,095,093 1,148,345 EUR 1,000,000 Bank of Montreal 17-Nov-21 0.250% 1,516,675 1,529,631 EUR 280,000 Bank of Montreal 14-Mar-22 0.142% 413,589 427,903 CAD 20,000,000 Bank of Nova Scotia 11-Jan-21 3.270% 20,213,600 20,291,683 USD 2,669,000 Bank of Nova Scotia 7-Mar-22 2.700% 3,606,305 3,755,589 EUR 2,000,000 Bank of Nova Scotia 6-Apr-22 0.375% 2,935,521 3,061,482 GBP 1,000,000 Bank of Nova Scotia 23-Dec-22 1.750% 1,779,915 1,726,195 CAD 38,800,000 Canadian Imperial Bank of Commerce 14-Jul-20 1.850% 38,737,208 38,818,257 CAD 5,200,000 Canadian Imperial Bank of Commerce 26-Apr-21 1.900% 5,178,860 5,256,001 EUR 3,201,000 Canadian Imperial Bank of Commerce 22-Mar-23 0.750% 4,911,876 4,979,874 GBP 1,240,000 Export Development Canada 15-Dec-20 1.000% 2,161,351 2,093,753 GBP 8,000,000 Export Development Canada 29-May-24 0.378% 13,701,791 13,442,452 GBP 9,000,000 Export Development Canada 17-Jan-25 0.396% 15,592,665 15,114,583 EUR 1,000,000 Royal Bank of Canada 19-Jan-21 0.376% 1,466,568 1,529,140 CAD 25,000,000 Royal Bank of Canada 4-Mar-21 2.860% 25,121,200 25,384,623 CAD 12,461,000 Royal Bank of Canada 2-Mar-22 1.968% 12,191,547 12,687,377 CAD 9,000,000 Royal Bank of Canada 21-Mar-22 2.000% 8,746,020 9,173,414 EUR 833,000 Toronto-Dominion Bank 8-Mar-21 0.625% 1,245,409 1,277,410 CAD 7,154,000 Toronto-Dominion Bank 22-Dec-21 2.621% 7,240,736 7,344,772 CAD 20,000,000 Toronto-Dominion Bank 23-Mar-22 1.994% 19,624,790 20,386,971 CAD 8,500,000 Toronto-Dominion Bank 30-May-23 3.005% 8,545,050 8,989,517 EUR 1,472,000 Toronto-Dominion Bank 20-Jul-23 0.625% 2,256,614 2,291,809 EUR 6,800,000 Total Capital Canada Ltd. 9-Jul-20 1.875% 10,162,402 10,374,787 EUR 4,824,000 Toyota Finance Australia Ltd. 9-Apr-21 0.000% 7,081,363 7,345,648 257,692,112 261,903,836 15.93 353,611,220 358,576,783 21.81

Australia EUR 4,300,000 ASB Finance Ltd. 10-Jun-22 0.500% 6,348,689 6,608,772 USD 1,700,000 Australia & New Zealand Banking Group Ltd. 17-May-21 0.846% 2,374,589 2,315,243 AUD 1,000,000 Australia & New Zealand Banking Group Ltd. 8-Feb-22 0.975% 948,591 945,867 AUD 1,000,000 Australia & New Zealand Banking Group Ltd. 7-Mar-22 1.101% 946,652 947,563 AUD 10,000,000 Australia & New Zealand Banking Group Ltd. 16-Jan-25 0.900% 9,269,690 9,431,663 AUD 1,000,000 Commonwealth Bank of Australia 17-Jan-22 1.238% 926,338 948,541 EUR 1,250,000 Commonwealth Bank of Australia 11-Jul-22 0.500% 1,871,525 1,929,044 AUD 500,000 Commonwealth Bank of Australia 25-Apr-23 0.913% 474,129 472,619 USD 20,000,000 National Australia Bank Ltd. 26-May-21 0.390% 27,608,600 27,155,528

The accompanying notes are an integral part of these financial statements 238 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets EUR 3,483,000 National Australia Bank Ltd. 20-Jan-22 0.875% 5,239,372 5,392,680 AUD 1,000,000 National Australia Bank Ltd. 5-Jul-22 1.140% 946,542 946,812 EUR 2,550,000 National Australia Bank Ltd. 7-Sep-22 0.350% 3,724,602 3,927,502 AUD 2,500,000 National Australia Bank Ltd. 26-Sep-23 1.030% 2,326,412 2,373,710 AUD 6,000,000 National Australia Bank Ltd. 21-Jan-25 0.897% 5,583,483 5,664,122 EUR 2,100,000 Westpac Banking Corp. 17-Jan-22 0.250% 3,094,000 3,217,757 AUD 500,000 Westpac Banking Corp. 7-Feb-22 1.205% 476,039 474,406 AUD 500,000 Westpac Banking Corp. 16-May-22 0.718% 471,310 470,789 AUD 1,500,000 Westpac Banking Corp. 16-Nov-23 1.048% 1,429,076 1,425,485 AUD 1,000,000 Westpac Banking Corp. 24-Apr-24 1.255% 933,860 956,606 AUD 3,000,000 Westpac Banking Corp. 16-Aug-24 0.978% 2,827,266 2,843,754 77,820,765 78,448,463 4.77

Austria EUR 2,000,000 OeBB-Infrastruktur AG 19-Oct-20 3.500% 3,027,534 3,086,581 USD 28,000,000 Oesterreichische Kontrollbank AG 22-Nov-21 0.368% 39,451,724 38,193,620 GBP 1,500,000 Oesterreichische Kontrollbank AG 7-Mar-22 0.750% 2,470,620 2,546,260 44,949,878 43,826,461 2.67

Belgium USD 1,650,000 Dexia Credit Local SA 4-Sep-20 1.574% 2,318,541 2,241,956 EUR 4,350,000 Dexia Credit Local SA 22-Jan-21 2.000% 6,521,914 6,722,098 EUR 1,000,000 Dexia Credit Local SA 16-Mar-21 0.200% 1,514,265 1,531,419 GBP 3,700,000 Dexia Credit Local SA 7-Sep-21 0.875% 6,090,025 6,266,431 EUR 550,000 Dexia Credit Local SA 21-Jan-22 0.625% 839,728 851,021 EUR 6,650,000 Dexia Credit Local SA 2-Jun-22 0.250% 9,834,045 10,247,960 GBP 5,400,000 Dexia Credit Local SA 15-Jun-22 1.125% 8,891,973 9,223,067 EUR 2,000,000 Dexia Credit Local SA 25-Jan-23 0.750% 3,140,150 3,131,174 EUR 400,000 Dexia Credit Local SA 1-Jun-23 0.250% 598,605 619,860 EUR 2,850,000 Dexia Credit Local SA 3-Feb-24 0.625% 4,357,780 4,485,679 EUR 866,000 Euroclear Bank SA 7-Sep-22 0.250% 1,285,619 1,327,800 45,392,645 46,648,465 2.84

Denmark EUR 750,000 Kommunekredit 8-Sep-22 0.000% 1,145,454 1,153,328 EUR 8,456,000 Kommunekredit 15-May-23 0.250% 12,873,786 13,139,934 EUR 2,193,000 Kommunekredit 28-Aug-23 0.125% 3,299,334 3,399,628 17,318,574 17,692,890 1.08

Finland GBP 3,500,000 Municipality Finance PLC 7-Dec-22 1.250% 5,974,241 6,027,812 EUR 4,766,000 OP Corporate Bank plc 3-Mar-22 0.750% 7,299,359 7,361,043 EUR 450,000 OP Corporate Bank plc 11-Oct-22 0.375% 668,423 692,107 13,942,023 14,080,962 0.86

France EUR 8,000,000 Agence Francaise de Developpement 30-Apr-22 0.125% 11,916,285 12,314,035 EUR 2,700,000 Agence Francaise de Developpement EPIC 31-Mar-21 0.125% 3,956,323 4,133,028 USD 17,000,000 Agence Francaise de Developpement EPIC 7-Jun-21 0.438% 23,864,363 23,087,926 USD 4,600,000 Agence Francaise de Developpement EPIC 17-Dec-21 0.480% 6,275,580 6,244,994 EUR 1,000,000 Bpifrance Financement SA 19-Feb-21 0.100% 1,543,377 1,529,789 EUR 1,170,000 Caisse d’Amortissement de la Dette Sociale 25-Oct-20 3.750% 1,812,318 1,807,979 EUR 23,800,000 Caisse d’Amortissement de la Dette Sociale 25-Nov-22 0.125% 36,170,659 36,774,380 EUR 1,600,000 Caisse d’Amortissement de la Dette Sociale 25-May-23 0.500% 2,474,958 2,504,292 EUR 400,000 Caisse D’Amortissement de la Dette Sociale 25-Oct-23 0.125% 597,712 621,096

The accompanying notes are an integral part of these financial statements 239 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets EUR 1,000,000 Sanofi 22-Sep-21 0.875% 1,529,688 1,539,339 EUR 5,500,000 Sanofi 21-Mar-22 0.000% 8,082,582 8,407,663 EUR 200,000 Sanofi 13-Sep-22 0.000% 297,960 305,669 EUR 14,900,000 Sanofi 21-Mar-23 0.500% 23,073,118 23,078,841 EUR 1,000,000 SNCF Reseau 12-Oct-20 6.000% 1,558,504 1,552,395 EUR 1,000,000 SNCF Reseau 27-May-21 0.100% 1,528,074 1,531,558 EUR 2,800,000 Total Capital Canada Ltd. 18-Mar-22 1.125% 4,364,494 4,349,289 EUR 2,000,000 Total Capital International SA 15-Mar-23 2.125% 3,490,879 3,219,554 EUR 5,000,000 Total Capital International SA 12-Jul-23 0.250% 7,557,668 7,671,030 EUR 800,000 UNEDIC ASSEO 25-Nov-20 0.000% 1,222,653 1,222,102 EUR 12,200,000 UNEDIC ASSEO 25-May-22 0.125% 17,823,635 18,773,973 EUR 6,000,000 UNEDIC ASSEO 25-Oct-22 0.875% 9,411,904 9,408,529 168,552,734 170,077,461 10.35

Germany EUR 1,700,000 Allianz Finance II BV 7-Dec-20 0.148% 2,597,568 2,596,629 EUR 297,000 Deutsche Bahn Finance GMBH 23-Jul-20 0.067% 433,212 453,085 GBP 100,000 FMS Wertmanagement 14-Jan-22 0.346% 169,802 168,407 EUR 3,200,000 Kreditanstalt fuer Wiederaufbau 7-Nov-23 0.125% 4,838,996 4,992,975 EUR 1,500,000 Kreditanstalt fuer Wiederaufbau 15-Jan-24 0.125% 2,271,190 2,342,300 GBP 2,500,000 Landeskreditbank Baden-Wuerttemberg Foerderbank 7-Mar-22 0.875% 4,403,749 4,249,386 USD 13,000,000 Landeskreditbank Baden-Wuerttemberg Foerderbank 15-Mar-22 0.442% 18,126,921 17,642,366 EUR 5,000,000 Landwirtschaftliche Rentenbank 15-Jan-21 0.000% 7,303,673 7,635,521 EUR 11,300,000 Landwirtschaftliche Rentenbank 12-Jun-23 0.050% 16,819,176 17,496,920 AUD 2,500,000 Landwirtschaftliche Rentenbank 9-Jan-25 4.250% 2,578,869 2,706,464 EUR 2,000,000 NRW Bank 18-Jan-21 0.125% 2,965,995 3,058,869 EUR 4,561,000 NRW Bank 11-Nov-22 0.000% 7,080,113 7,024,004 EUR 10,000,000 NRW Bank 10-Mar-23 0.125% 15,645,919 15,464,248 EUR 1,000,000 NRW Bank 7-Jul-23 0.125% 1,495,501 1,549,905 GBP 10,800,000 State of North Rhine-Westphalia Germany 29-Oct-21 0.678% 18,346,431 18,150,925 EUR 12,150,000 State of North Rhine-Westphalia Germany 5-Dec-22 0.000% 18,872,401 18,720,459 EUR 801,000 State of North Rhine-Westphalia Germany 16-Mar-23 0.125% 1,271,827 1,239,625 EUR 6,000,000 State of North Rhine-Westphalia Germany 17-Apr-23 0.200% 9,207,525 9,311,284 134,428,868 134,803,372 8.20

Japan CAD 5,000,000 Toyota Credit Canada Inc. 25-Feb-21 2.200% 4,928,500 5,042,053 CAD 2,000,000 Toyota Credit Canada Inc. 28-Feb-22 2.020% 1,977,000 2,030,193 EUR 3,363,000 Toyota Finance Australia Ltd. 6-Apr-23 0.500% 5,052,040 5,159,707 EUR 1,750,000 Toyota Finance Australia Ltd. 9-Apr-24 0.250% 2,626,155 2,666,803 USD 2,932,000 Toyota Motor Credit Corp. 8-Apr-21 1.900% 3,848,535 4,026,410 EUR 800,000 Toyota Motor Credit Corp. 21-Jul-21 0.000% 1,166,849 1,218,337 EUR 294,000 Toyota Motor Credit Corp. 21-Jul-22 0.750% 440,114 453,424 EUR 1,128,000 Toyota Motor Credit Corp. 10-Sep-21 1.000% 1,679,739 1,737,375 EUR 3,000,000 Toyota Motor Credit Corp. 1-Feb-23 2.375% 4,751,728 4,825,277 EUR 2,544,000 Toyota Motor Finance Netherlands BV 10-Jan-22 0.250% 3,828,955 3,883,215 EUR 4,500,000 Toyota Motor Finance Netherlands BV 26-Sep-23 0.625% 6,790,862 6,942,246 37,090,477 37,985,040 2.31

Netherlands GBP 3,000,000 Bank Nederlandse Gemeenten NV 24-May-21 1.125% 5,214,185 5,088,055 GBP 4,000,000 Bank Nederlandse Gemeenten NV 15-Mar-22 1.000% 6,660,749 6,816,001 EUR 2,000,000 Bank Nederlandse Gemeenten NV 22-Feb-23 0.250% 3,118,054 3,101,839 EUR 12,800,000 Bank Nederlandse Gemeenten NV 11-Jul-23 0.050% 19,184,002 19,778,638 GBP 7,800,000 BNG Bank NV 15-Dec-21 1.250% 13,752,929 13,311,815

The accompanying notes are an integral part of these financial statements 240 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 3,450,000 Cooperatieve Rabobank UA/NY 10-Jan-22 2.750% 4,534,268 4,845,156 USD 21,000,000 Nederlandse Waterschapsbank NV 15-Dec-21 0.383% 29,201,843 28,506,574 EUR 9,500,000 Nederlandse Waterschapsbank NV 25-Sep-23 0.125% 14,376,015 14,750,738 EUR 4,820,000 Shell International Finance BV 24-Mar-21 1.625% 7,275,690 7,449,143 EUR 4,900,000 Shell International Finance BV 15-Mar-22 1.250% 7,734,722 7,650,914 EUR 4,606,000 Shell International Finance BV 6-Apr-22 1.000% 6,964,405 7,156,386 118,016,862 118,455,259 7.21

Norway EUR 322,000 Equinor ASA 10-Sep-20 2.000% 486,096 493,178 GBP 1,795,000 Kommunalbanken AS 8-Dec-20 0.875% 3,129,013 3,035,792 USD 3,900,000 Kommunalbanken AS 8-Sep-21 0.448% 5,491,893 5,300,875 USD 1,522,000 Kommunalbanken AS 8-Sep-21 0.448% 2,128,785 2,068,122 USD 12,000,000 Kommunalbanken AS 24-Feb-22 0.440% 16,222,712 16,280,675 SEK 64,000,000 Kommunalbanken AS 21-Mar-22 0.125% 9,218,424 9,349,765 NOK 65,000,000 Kommunalbanken AS 19-Apr-22 1.500% 9,900,993 9,344,508 GBP 987,000 Kommunalbanken AS 30-Nov-22 1.125% 1,742,864 1,695,360 EUR 380,000 Statoil ASA 17-Feb-23 0.875% 608,279 591,608 48,929,059 48,159,883 2.93

Singapore AUD 1,600,000 DBS Bank Ltd/Australia 13-Sep-22 0.730% 1,435,560 1,501,299 AUD 2,000,000 Oversea-Chinese Banking Corp Ltd/Sydney 6-Oct-20 0.840% 1,809,587 1,875,209 AUD 1,000,000 Oversea-Chinese Banking Corp Ltd/Sydney 6-Sep-21 0.821% 902,766 939,971 EUR 4,350,000 Temasek Financial I Ltd. 1-Mar-22 0.500% 6,608,710 6,671,075 AUD 1,500,000 United Overseas Bank Ltd/Sydney 6-Apr-21 1.050% 1,349,024 1,410,146 AUD 4,000,000 United Overseas Bank Ltd/Sydney 25-Jul-22 0.643% 3,586,190 3,744,490 15,691,837 16,142,190 0.98

Sweden SEK 109,200,000 Kommuninvest I Sverige AB 22-Feb-23 0.750% 16,093,746 16,193,892 SEK 56,880,000 Kommuninvest I Sverige AB 13-Nov-23 1.000% 8,402,306 8,547,872 EUR 1,550,000 Skandinaviska Enskilda Banken AB 17-Feb-22 0.300% 2,318,759 2,377,052 GBP 18,000,000 Svensk ExportKredit AB 7-Dec-20 0.625% 30,691,337 30,336,023 GBP 1,800,000 Svensk Exportkredit AB 15-Dec-22 1.375% 3,204,243 3,108,386 GBP 1,000,000 Svensk Exportkredit AB 15-Dec-23 1.375% 1,757,919 1,740,856 EUR 4,143,000 Svenska Handelsbanken AB 30-Jul-20 0.268% 6,326,318 6,322,748 USD 500,000 Svenska Handelsbanken AB 8-Sep-20 0.678% 696,992 679,308 USD 7,000,000 Svenska Handelsbanken AB 11-May-21 0.555% 9,813,370 9,512,546 EUR 3,722,000 Svenska Handelsbanken AB 28-Feb-22 0.250% 5,527,245 5,707,337 EUR 500,000 Svenska Handelsbanken AB 23-Aug-22 2.625% 812,280 805,951 EUR 5,368,000 Svenska Handelsbanken AB 14-Dec-22 1.125% 8,903,454 8,425,489 94,547,969 93,757,460 5.70

Switzerland EUR 1,004,000 Nestle Finance International Ltd. 8-Nov-21 0.750% 1,502,367 1,548,160 EUR 2,000,000 Nestle Finance International Ltd. 16-May-23 0.750% 3,154,758 3,121,003 GBP 2,000,000 Nestle Holdings Inc. 9-Dec-20 1.750% 3,462,537 3,384,228 EUR 3,294,000 Novartis Finance SA 9-Nov-21 0.750% 4,903,426 5,086,241 EUR 10,000,000 Novartis Finance SA 14-Aug-23 0.500% 15,274,721 15,520,256 28,297,809 28,659,888 1.74

The accompanying notes are an integral part of these financial statements 241 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets United States Of America EUR 2,000,000 3M Co. 15-Nov-21 1.875% 3,037,258 3,132,150 EUR 9,557,000 3M Co. 15-Feb-22 0.375% 14,632,511 14,675,536 EUR 2,300,000 3M Co. 15-May-23 0.950% 3,517,127 3,613,654 USD 500,000 Apple Inc. 23-Feb-21 1.490% 672,844 683,751 EUR 2,000,000 Apple Inc. 17-Jan-24 1.375% 3,160,619 3,217,917 EUR 768,000 Berkshire Hathaway Inc. 17-Jan-23 0.625% 1,185,149 1,188,508 EUR 400,000 Berkshire Hathaway Inc. 16-Mar-23 0.750% 632,254 621,364 EUR 840,000 Berkshire Hathaway Inc. 15-Mar-24 1.300% 1,329,549 1,336,442 USD 2,651,000 Cisco Systems Inc. 20-Sep-21 1.850% 3,381,355 3,663,836 EUR 1,750,000 Johnson & Johnson 20-Jan-22 0.250% 2,592,008 2,692,532 EUR 250,000 Merck & Co Inc. 15-Oct-21 1.125% 386,294 385,935 EUR 1,250,000 Oracle Corp. 10-Jan-21 2.250% 1,956,348 1,928,261 USD 2,716,000 Oracle Corp. 15-Sep-21 1.900% 3,591,398 3,751,110 USD 2,072,000 Oracle Corp. 15-May-22 2.500% 2,580,242 2,909,274 USD 426,000 Pfizer Inc. 15-Dec-21 2.200% 585,159 592,793 EUR 11,100,000 Pfizer Inc. 6-Mar-22 0.250% 16,599,915 17,013,877 EUR 2,400,000 Procter & Gamble Co 7-Dec-20 4.125% 3,667,465 3,724,323 EUR 1,500,000 Procter & Gamble Co 5-Nov-21 2.000% 2,363,058 2,354,315 EUR 5,600,000 Procter & Gamble Co. 16-Aug-22 2.000% 9,251,717 8,930,056 GBP 2,500,000 Tennessee Valley Authority 7-Jun-21 5.350% 4,477,599 4,396,343 EUR 1,000,000 Walmart Inc. 8-Apr-22 1.900% 1,536,430 1,572,243 81,136,299 82,384,220 5.01

Supranational USD 10,000,000 African Development Bank 15-Dec-21 0.323% 13,563,800 13,575,472 GBP 4,463,000 Asian Development Bank 15-Dec-22 1.000% 7,762,719 7,657,146 EUR 23,286,000 Asian Development bank 25-May-23 0.200% 35,612,720 36,135,140 GBP 500,000 Asian Development Bank 12-Oct-23 0.316% 867,325 840,619 GBP 2,233,000 Asian Development Bank 19-Mar-24 0.353% 3,788,313 3,756,256 EUR 28,869,000 Council Of Europe Development Bank 25-May-23 0.125% 43,841,648 44,795,958 USD 5,000,000 EUROFIMA 15-Nov-21 0.482% 7,078,572 6,814,374 USD 10,000,000 EUROFIMA 11-Mar-22 0.415% 13,477,032 13,564,330 USD 11,500,000 EUROFIMA 11-Mar-22 0.415% 15,241,064 15,688,830 GBP 6,494,000 European Bank for Reconstruction & Development 28-Feb-24 0.366% 11,114,496 10,932,601 EUR 14,700,000 European Financial Stability Facility 17-Jan-24 0.200% 22,413,391 23,006,614 NOK 25,200,000 European Investment Bank 12-May-22 1.500% 3,894,538 3,632,789 USD 3,900,000 European Investment Bank 10-Jun-22 0.371% 5,405,483 5,293,875 GBP 3,000,000 European Investment Bank 29-Jun-23 0.413% 5,152,789 5,064,144 USD 10,000,000 European Investment Bank 5-Mar-24 0.365% 13,952,980 13,571,044 GBP 11,700,000 European Investment Bank 15-Jan-25 0.376% 20,013,990 19,734,081 EUR 1,240,600 European Stability Mechanism 4-Mar-21 1.375% 1,924,118 1,916,606 EUR 21,389,000 European Stability Mechanism 31-Jul-23 0.100% 32,403,322 33,250,235 USD 252,000 Inter-American Development Bank 15-Jul-21 1.419% 355,996 342,607 USD 1,500,000 Inter-American Development Bank 25-Oct-21 0.971% 2,120,712 2,035,804 USD 1,989,000 Inter-American Development Bank 15-Jan-22 1.219% 2,792,599 2,697,617 USD 5,000,000 Inter-American Development Bank 16-Sep-22 0.344% 6,978,479 6,768,368 AUD 4,500,000 Inter-American Development Bank 27-Aug-24 4.750% 4,696,849 4,914,754 GBP 8,300,000 International Bank for Reconstruction & Development 19-Dec-22 1.000% 14,260,790 14,254,593 GBP 5,000,000 International Bank for Reconstruction & Development 4-Oct-23 0.302% 8,655,033 8,410,028 GBP 15,149,000 International Bank for Reconstruction & Development 15-May-24 0.336% 25,880,268 25,466,431 USD 5,000,000 International Finance Corp. 23-Aug-21 0.320% 6,620,932 6,787,261 GBP 1,000,000 International Finance Corp. 18-Jan-22 0.316% 1,690,505 1,683,890 NOK 8,930,000 Nordic Investment Bank 15-Jul-20 1.375% 1,305,638 1,260,092

The accompanying notes are an integral part of these financial statements 242 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets SEK 55,000,000 Nordic Investment Bank 22-Mar-22 0.125% 7,939,046 8,031,698 340,805,147 341,883,257 20.80 1,266,920,946 1,273,005,271 77.45

Total Investment $1,620,532,166 1,631,582,054 99.26

Currency Forward Contracts (a) (1,211,860) (0.07)

Other Assets Less Liabilities 13,322,802 0.81

Net Assets Attributable to Holders of Redeemable units $1,643,692,996 100.00

(a) Currency Forward Contracts Currency codes used above are as follows: CAD - Canadian Dollar DKK - Danish Krone EUR - Euro GBP - British Pound SGD - Singapore Dollar SEK - Swedish Krona USD - U.S. Dollar (a) Currency Forward Contracts Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counterparty Counterparty (1) July 2, 2020 CAD 27,195,518 AUD (29,445,397) (391,387) JPM A+ July 2, 2020 CAD 1,869,343 AUD (2,008,809) (12,677) CITI A+ July 2, 2020 CAD 2,905,024 AUD (3,108,350) (7,140) RBC AA- July 2, 2020 CAD 6,624,561 AUD (7,050,862) 18,721 JPM A+ July 2, 2020 CAD 2,353,682 AUD (2,514,019) (1,662) RBC AA- July 2, 2020 CAD 950,218 AUD (1,011,358) 2,693 RBC AA- July 2, 2020 CAD 1,407,948 AUD (1,501,318) 1,387 RBC AA- August 7, 2020 CAD 43,816,474 AUD (46,640,113) 117,100 UBS - NY AA- July 2, 2020 AUD 46,640,113 CAD (43,816,054) (119,674) UBS - NY AA- August 7, 2020 CAD 1,389,990 AUD (1,480,542) 2,800 SSBT AA- July 16, 2020 CAD 121,069,270 GBP (70,736,145) 2,074,784 SSBT AA- July 16, 2020 CAD 8,571,907 GBP (5,040,258) 93,041 HSBC A+ July 16, 2020 CAD 2,585,007 GBP (1,530,759) 9,923 RBC AA- July 16, 2020 CAD 823,172 GBP (488,007) 2,234 RBC AA- September 22, 2020 CAD 142,363,621 GBP (84,550,018) 93,174 JPM A+ July 27, 2020 DKK 5,109,939 CAD (1,053,650) (7,139) BOA A+ July 27, 2020 DKK 66,709,409 CAD (13,579,839) 82,141 BOA A+ July 27, 2020 DKK 43,371,839 CAD (8,867,807) 14,686 JPM A+ July 27, 2020 DKK 13,273,637 CAD (2,716,542) 1,881 BOA A+ July 27, 2020 CAD 27,920,825 DKK (136,799,499) (95,512) JPM A+ July 27, 2020 DKK 8,334,675 CAD (1,691,335) 15,592 UBS - NY AA- July 30, 2020 EUR 3,205,082 CAD (4,911,923) (20,480) SST AA- July 28, 2020 CAD 105,419,178 EUR (68,835,508) 369,795 HSBC A+ July 30, 2020 EUR 1,613,153 CAD (2,440,052) 21,856 RBC AA- July 30, 2020 EUR 16,974,441 CAD (25,757,351) 148,162 HSBC A+ July 28, 2020 EUR 4,559,307 CAD (6,992,541) (34,612) CITI A+ July 30, 2020 CAD 2,406,102 EUR (1,581,575) (7,618) SSBT AA- July 27, 2020 CAD 2,803,113 EUR (1,838,546) (2,622) SSBT AA- July 27, 2020 CAD 2,586,025 EUR (1,703,911) (14,245) SSBT AA- July 8, 2020 CAD 102,660,856 EUR (67,165,615) 199,681 JPM A+ July 13, 2020 CAD 102,208,041 EUR (67,107,216) (173,927) JPM A+ August 19, 2020 CAD 2,441,946 EUR (1,589,355) 15,575 HSBC A+ July 16, 2020 CAD 99,414,547 EUR (64,739,956) 638,316 SSBT AA- August 14, 2020 CAD 92,587,164 EUR (60,753,450) (153,645) CITI A+ August 19, 2020 CAD 100,494,602 EUR (65,905,014) (118,087) CITI A+ July 27, 2020 EUR 423,240 CAD (644,920) 970 RBC AA-

The accompanying notes are an integral part of these financial statements 243 DFA Five-Year Global Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counterparty Counterparty (1) July 27, 2020 EUR 7,172,674 CAD (10,987,647) (41,692) BNY A- July 30, 2020 CAD 36,649,550 EUR (24,178,289) (250,092) JPM A+ July 27, 2020 CAD 100,231,995 EUR (65,876,009) (298,801) CITI A+ July 29, 2020 CAD 8,651,522 NOK (60,709,502) 88,131 JPM A+ August 21, 2020 CAD 5,776,075 NOK (40,615,697) 46,436 UBS - NY AA- July 9, 2020 CAD 41,468,846 SEK (289,012,511) (642,961) HSBC A+ July 9, 2020 CAD 13,314,382 USD (9,868,299) (82,392) CITI A+ July 9, 2020 CAD 127,798,619 USD (94,466,781) (445,414) HSBC A+ August 7, 2020 CAD 167,385,254 USD (125,064,100) (2,380,944) JPM A+ July 9, 2020 CAD 6,302,524 USD (4,619,132) 31,784 BNY A- (1,211,860)

(1) Source: Standard & Poor’s as at June 30, 2020 BNY = Bank of New York BOA = Bank of America CITI = Citibank HSBC = HSBC Bank PLC JPM = JP Morgan RBC = Royal Bank of Canada SSBT = State Street Bank & Trust Company SST = State Street Trust Company of Canada UBS - NY = UBS Warburg NY

The accompanying notes are an integral part of these financial statements 244 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Five-Year Global Fixed Income Fund is to provide a market rate of return for a global fixed income portfolio with relative low volatility of returns, while maintaining its eligibility for investments by registered plans. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

% of Fund’s % of Fund’s Net Assets Net Assets Country June 30, 2020 December 31, 2019 Canada 21.81 24.95

The Fund’s market risk is affected by three main components: changes in actual market prices, interest rates, and foreign currency movements. The Fund generally purchases high-quality fixed income securities issued or guaranteed by the Canadian government or its agencies or instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations.

(b) Currency risk The Fund holds assets and liabilities, including cash, that are denominated in currencies other than the CAD, the functional currency. Although the Fund hedges most of its currency exposure, a portion of the Fund’s non-Canadian denominated assets and liabilities may remain exposed to currency risk, as the value of these assets and liabilities denominated in other currencies fluctuate due to changes in exchange rates. The table below summarizes the Fund’s indirect exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets net of the impact of any underlying currency forward contracts. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 245 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

Financial Forward Percentage of Impact of 10% Instruments Contracts Net Assets Movement Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) (CAD) June 30, 2020 Euro 697,695,911 697,548,194 147,717 0.01% 14,772 Swedish Krona 42,224,567 42,107,454 117,113 0.01% 11,711 Australian Dollar 45,189,890 45,083,387 106,503 0.01% 10,650 Danish Krone 424 – 424 0.00% 42 Swiss Franc 221 – 221 0.00% 22 Japanese Yen 116 – 116 0.00% 12 Norwegian Krone 14,288,188 14,291,566 (3,378) 0.00% (338) British Pound 273,082,974 273,096,906 (13,932) 0.00% (1,393) United States Dollar 312,009,830 317,704,981 (5,695,151) -0.35% (569,515) 1,384,492,121 1,389,832,488 (5,340,367) -0.32% (534,037) December 31, 2019 United States Dollar 73,171,257 73,123,300 47,957 0.00% 4,796 British Pound 215,096,130 215,081,648 14,482 0.00% 1,448 Singapore Dollar 17,331,440 17,329,672 1,768 0.00% 177 Swiss Franc 208 – 208 0.00% 21 Japanese Yen 111 – 111 0.00% 11 Australian Dollar 4 – 4 0.00% – Norwegian Krone 24,354,022 24,389,883 (35,861) 0.00% (3,586) Danish Krone 44,258,620 44,389,263 (130,643) -0.01% (13,064) Euro 852,472,205 852,672,609 (200,404) -0.01% (20,040) Swedish Krona 118,475,217 118,959,981 (484,764) -0.03% (48,477) 1,345,159,214 1,345,946,356 (787,142) -0.05% (78,714)

Less than 3 months 1-5 3 months - 1 year years Total June 30, 2020 Debt Instruments $ 60,643,411 $306,592,629 $1,264,346,014 $1,631,582,054

December 31, 2019 Debt Instruments $198,060,171 $211,674,776 $1,274,817,364 $1,684,552,311

As at June 30, 2020 had global interest rates decreased by 1%, with all other variables remaining constant, based on the duration and convexity of the Fund’s investments, the increase in net assets for the year would amount to approximately $22,423,000 (December 31, 2019: $35,731,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Fund’s investments, the decrease in net assets would amount to approximately $21,692,000 (December 31, 2019: $33,482,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 246 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

(d) Credit risk As at June 30, 2020 and December 31, 2019 the Fund held forward foreign currency contracts to facilitate the settlement of its fixed income securities traded, as well as to hedge against adverse changes in the relationship of the CAD to foreign currencies. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts. The Fund invests in financial assets that have an investment grade credit rating as rated primarily by Dominion Bond Rating Services, Standard & Poor’s and Moody’s. The Fund may also invest in securities with credit ratings below investment grade. The Fund will generally invest in fixed income securities issued or guaranteed by the Canadian government or its agencies or other instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. Securities will be selected from the entire spectrum of investment-grade issues. Ratings for securities that subject the Fund to credit risk at June 30, 2020 and December 31, 2019 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 30.91% 38.55% AA 55.07% 50.10% A 13.28% 9.24% Total 99.26% 97.89%

All transactions in listed securities are settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements 247 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Canadian Corporate Bonds 15.93% 15.24% Canadian Federal Bonds 1.65% 5.98% Canadian Provincial Bonds 4.23% 3.73% Australia 4.77% 1.58% Austria 2.67% 2.30% Belgium 2.84% 2.38% Denmark 1.08% 3.55% Finland 0.86% 2.71% France 10.35% 8.41% Germany 8.20% 8.78% Great Britain – 2.91% Japan 2.31% 2.44% Netherlands 7.21% 5.06% Norway 2.93% 1.38% Singapore 0.98% 1.27% Supranational 20.80% 16.02% Sweden 5.70% 7.16% Switzerland 1.74% 1.41% United States of America 5.01% 5.58% Cash 0.95% 1.38% Currency Forwards -0.07% 0.25% Net Other Assets/Liabilities -0.14% 0.48% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 248 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Investment Grade Note Fixed Income Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 1,115,980,189 $ 1,098,827,954 Cash 10,683,141 10,377,045 Derivative assets 12 2,116,176 7,414,366 Accrued interest and dividends 8,457,353 9,323,698 Subscriptions receivable 1,590,049 4,074,772 Total assets 1,138,826,908 1,130,017,835

Liabilities Current liabilities Derivative liabilities 12 4,521,954 5,626,513 Payable for investments purchased – 4,921,511 Redemptions payable 142,859 9,790 Management fees payable 99,889 96,559 Accrued expenses 240,625 231,487 Total liabilities 5,005,327 10,885,860

Net Assets attributable to holders of redeemable units $ 1,133,821,581 $ 1,119,131,975

Net Assets attributable to holders of redeemable units per class

Class A $ 37,777,821 $ 33,887,701 Class F $ 234,768,129 $ 237,958,670 Class I $ 861,275,631 $ 847,285,604

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 11.08 $ 10.86 Class F $ 11.16 $ 10.93 Class I $ 11.09 $ 10.87

The accompanying notes are an integral part of these financial statements 249 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Investment Grade Note Fixed Income Fund 2020 2019

Income Net gain (loss) on investments Interest income for distribution purposes $ 12,458,940 $ 9,795,169 Net realized gain (loss) on sale of investments 17,172,605 6,150,768 Net realized gain (loss) on currency forward contracts (24,899,802) 5,483,121 Change in unrealized appreciation (depreciation) in value of investments and forward contracts 28,095,817 51,276,537 Net gain (loss) on investments 32,827,560 72,705,595 Other income Securities lending income 11 56,972 59,855 Foreign exchange gain (loss) on cash (379,546) 50,997 Change in unrealized appreciation (depreciation) in foreign exchange on cash 24,741 5,189 Total income (loss) 32,529,727 72,821,636

Expenses Management fees 5 560,554 528,173 Custodian fees 139,709 100,419 Audit fees 20,334 18,758 Legal fees 9,310 5,799 Valuation fees 17,300 17,161 Transaction fees 8,777 7,419 Filing fees 26,940 25,302 Securityholder reporting costs 54,189 54,105 Independent Review Committee fees 5 7,888 14,212 Other expenses 15,748 11,439 Total expenses 860,749 782,787

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ 31,668,978 $ 72,038,849

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ 792,346 $ 2,331,956 Class F $ 6,509,459 $ 16,354,702 Class I $ 24,367,173 $ 53,352,191

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ 0.24 $ 0.72 Class F $ 0.30 $ 0.78 Class I $ 0.32 $ 0.80 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 250 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Investment Grade Fixed Income Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 33,887,701 $ 33,921,798 $ 237,958,670 $ 231,085,671

Increase (Decrease) in Net Assets attributable to holders of redeemable units 792,346 2,331,956 6,509,459 16,354,702

Redeemable unit transactions Proceeds from redeemable units issued 6,636,634 3,608,991 25,511,236 26,359,397 Redemption of redeemable units (3,527,722) (5,221,203) (34,687,544) (46,003,042) Reinvestments of distributions to holders of redeemable units 127,255 93,256 1,560,892 1,366,656 3,236,167 (1,518,956) (7,615,416) (18,276,989)

Distributions to holders of redeemable units From net investment income (138,393) (102,965) (2,084,584) (1,855,012) (138,393) (102,965) (2,084,584) (1,855,012)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 3,890,120 710,035 (3,190,541) (3,777,299)

Net Assets attributable to holders of redeemable units at end of period $ 37,777,821 $ 34,631,833 $ 234,768,129 $ 227,308,372

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 847,285,604 $ 645,280,762 $ 1,119,131,975 $ 910,288,231

Increase (Decrease) in Net Assets attributable to holders of redeemable units 24,367,173 53,352,191 31,668,978 72,038,849

Redeemable unit transactions Proceeds from redeemable units issued 113,060,990 94,600,939 145,208,860 124,569,327 Redemption of redeemable units (123,388,491) (26,174,036) (161,603,757) (77,398,281) Reinvestments of distributions to holders of redeemable units 8,704,645 7,254,383 10,392,792 8,714,295 (1,622,856) 75,681,286 (6,002,105) 55,885,341

Distributions to holders of redeemable units From net investment income (8,754,290) (7,310,183) (10,977,267) (9,268,160) (8,754,290) (7,310,183) (10,977,267) (9,268,160)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 13,990,027 121,723,294 14,689,606 118,656,030

Net Assets attributable to holders of redeemable units at end of period $ 861,275,631 $ 767,004,056 $ 1,133,821,581 $ 1,028,944,261

The accompanying notes are an integral part of these financial statements 251 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Investment Grade Fixed Income Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ 31,668,978 $ 72,038,849 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash (24,741) (5,189) Net realized (gain) loss on sale of investments (17,172,605) (6,150,768) Change in unrealized (appreciation) depreciation in value of investments and forward contracts (28,095,817) (51,276,537) Purchases of investments (404,346,519) (186,438,485) Proceeds from sales of investments 431,734,826 114,345,073 Decrease (increase) in accrued interest and dividends 866,345 202,859 Increase (decrease) in management fees payable 3,330 (10,978) Increase (decrease) in accrued expenses 9,138 10,508 Net cash used in operating activities 14,642,935 (57,284,668)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (584,475) (553,865) Proceeds from redeemable units issued 147,466,699 126,971,330 Redemption of redeemable units (161,243,804) (76,249,382) Net cash from financing activities (14,361,580) 50,168,083

Change in unrealized appreciation (depreciation) in foreign exchange on cash 24,741 5,189 Net increase (decrease) in cash 281,355 (7,116,585) Cash at beginning of period 10,377,045 13,526,015 Cash at end of period 10,683,141 6,414,619

Items classified as operating activities

Interest received, net of witholding taxes $ 13,324,659 $ 9,995,838

The accompanying notes are an integral part of these financial statements 252 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Bonds Canada Federal Bonds EUR 2,000,000 CPPIB Capital Inc. 06-Feb-29 0.875% 3,128,713 3,246,127 3,128,713 3,246,127 0.29

Provincial Bonds AUD 3,500,000 Province of Alberta 11-Apr-28 3.600% 3,592,474 3,797,147 CAD 12,200,000 Province of Alberta 20-Sep-29 2.900% 12,582,741 13,670,744 CAD 4,900,000 Province of Alberta 01-Jun-30 2.050% 5,094,432 5,116,218 CAD 5,000,000 Province of Alberta 01-Dec-33 3.900% 6,185,050 6,194,987 CAD 14,500,000 Province of Manitoba 05-Sep-29 3.250% 15,549,261 16,828,917 EUR 6,000,000 Province of Quebec 15-Oct-29 0.000% 8,561,132 9,027,546 CAD 6,000,000 Province of Saskatchewan 05-Sep-31 6.400% 8,890,900 8,995,656 60,455,990 63,631,215 5.61

Corporate Bonds EUR 1,300,000 Alimentation Couche-Tard Inc. 06-May-26 1.875% 2,071,013 2,086,054 CAD 1,000,000 Bank of Nova Scotia 02-Dec-26 2.620% 970,900 1,083,805 USD 1,000,000 Canadian Pacific Railway Co. 01-Feb-26 3.700% 1,321,209 1,507,851 USD 1,000,000 Nutrien Ltd. 01-Apr-25 3.000% 1,252,602 1,456,444 CAD 5,000,000 Royal Bank of Canada 04-Mar-21 2.860% 5,052,050 5,076,925 CAD 6,000,000 Toronto-Dominion Bank 23-Mar-22 1.994% 5,898,000 6,116,091 EUR 8,700,000 Total Capital Canada Ltd. 18-Sep-29 2.125% 14,800,009 15,184,903 31,365,783 32,512,073 2.87 94,950,486 99,389,415 8.77

Australia EUR 4,700,000 Australia & New Zealand Banking Group Ltd. 29-Sep-26 0.750% 6,739,957 7,480,923 EUR 500,000 BHP Billiton Finance Ltd. 24-Sep-27 3.250% 895,744 903,687 USD 4,000,000 Commonwealth Bank of Australia 18-May-26 2.850% 5,235,883 5,964,186 USD 1,000,000 Macquarie Bank Ltd. 15-Jan-26 3.900% 1,339,489 1,528,224 EUR 1,000,000 National Australia Bank Ltd. 18-May-26 1.250% 1,539,150 1,628,163 USD 2,000,000 National Australia Bank Ltd. 10-Jan-27 3.500% 2,708,279 3,055,927 AUD 5,000,000 New South Wales Treasury Corp. 20-Apr-29 3.000% 5,335,358 5,389,347 AUD 4,500,000 New South Wales Treasury Corp. 20-Mar-31 2.000% 4,440,963 4,451,820 AUD 19,500,000 Queensland Treasury Corp. 21-Aug-31 1.750% 17,583,544 18,729,317 GBP 1,400,000 Rio Tinto Finance PLC 11-Dec-29 4.000% 2,849,097 2,938,890 AUD 11,500,000 South Australian Government Financing Authority 24-May-30 2.750% 11,916,282 12,116,356 AUD 4,000,000 South Australian Government Financing Authority 24-May-32 1.750% 3,757,996 3,795,546 AUD 4,400,000 Western Australian Treasury Corp. 24-Jul-29 2.750% 4,352,802 4,658,614 AUD 3,000,000 Western Australian Treasury Corp. 24-Oct-34 2.000% 2,763,062 2,857,597 USD 4,045,000 Westpac Banking Corp. 13-May-26 2.850% 5,261,983 6,049,604 EUR 1,000,000 Westpac Banking Corp. 17-Apr-27 0.875% 1,444,633 1,603,040 78,164,222 83,151,241 7.34

Belgium USD 2,500,000 Anheuser-Busch InBev Worldwide Inc. 13-Apr-28 4.000% 3,225,081 3,919,642 USD 2,000,000 Anheuser-Busch InBev Worldwide Inc. 23-Jan-31 4.900% 3,125,013 3,405,113 EUR 500,000 Dexia Credit Local SA 17-Jan-26 0.625% 762,717 794,326 7,112,811 8,119,081 0.72

Denmark GBP 700,000 AP Moeller – Maersk A/S 04-Apr-25 4.000% 1,324,092 1,224,476 1,324,092 1,224,476 0.11

The accompanying notes are an integral part of these financial statements 253 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Finland EUR 2,000,000 Nordea Bank AB 12-Feb-25 1.125% 3,031,779 3,215,960 3,031,779 3,215,960 0.28

France EUR 5,500,000 Action Logement Services 30-Oct-34 0.500% 8,660,330 8,561,484 EUR 3,400,000 Agence Francaise de Developpement 25-May-31 0.875% 4,802,290 5,578,724 EUR 800,000 Credit Agricole SA/London 03-May-27 1.375% 1,220,626 1,319,702 USD 1,500,000 Electricite de France SA 13-Oct-25 3.625% 1,965,025 2,288,278 GBP 900,000 Electricite de France SA 30-May-28 6.250% 2,039,777 2,019,160 EUR 500,000 Electricite de France SA 26-Apr-30 4.625% 968,389 1,035,443 GBP 1,000,000 Electricite de France SA 18-Jul-31 5.875% 2,288,018 2,346,338 EUR 5,300,000 Sanofi 10-Sep-26 1.750% 8,499,054 8,904,111 EUR 6,000,000 Sanofi 13-Jan-27 0.500% 8,692,320 9,388,780 EUR 1,400,000 Sanofi 21-Mar-29 0.875% 2,158,624 2,251,432 EUR 3,200,000 Sanofi 21-Mar-30 1.375% 5,208,040 5,394,173 GBP 3,400,000 Societe National Chemins Fer Fra 18-Mar-27 5.375% 7,666,185 7,373,406 EUR 700,000 Total Capital International SA 31-May-28 0.696% 1,062,671 1,084,936 EUR 6,500,000 Total Capital International SA 12-Jul-28 0.750% 9,980,437 10,121,062 EUR 1,500,000 Total Capital International SA 04-Oct-29 1.375% 2,416,273 2,464,192 EUR 400,000 Total Capital International SA 04-Sep-30 1.491% 647,209 663,673 68,275,268 70,794,894 6.24

Germany EUR 6,500,000 Allianz Finance II BV 15-Jan-30 1.500% 10,496,320 11,053,361 USD 2,500,000 Bayer US Finance II LLC 15-Dec-28 4.375% 3,968,087 3,969,242 USD 1,500,000 BMW US Capital LLC 11-Apr-26 2.800% 1,931,760 2,159,646 USD 1,000,000 BMW US Capital LLC 06-Apr-27 3.300% 1,322,026 1,461,684 EUR 1,500,000 BMW US Capital LLC 20-Apr-27 1.000% 2,197,502 2,358,623 EUR 2,847,000 Daimler AG 15-Nov-27 1.000% 4,148,307 4,213,783 USD 1,365,000 Daimler Finance North America LLC 01-Aug-24 3.250% 1,784,952 1,956,543 GBP 2,500,000 Deutsche Bahn Finance BV 24-Jul-26 3.125% 4,714,495 4,801,637 EUR 5,000,000 Deutsche Bahn Finance GMBH 16-Aug-33 1.625% 8,467,598 8,580,062 EUR 400,000 Deutsche Telekom International Finance BV 30-Jan-27 1.375% 613,796 646,498 GBP 1,800,000 Deutsche Telekom International Finance BV 13-Apr-29 2.250% 2,835,686 3,223,128 EUR 1,500,000 E.ON SE 22-May-29 1.625% 2,337,907 2,480,475 EUR 1,500,000 Volkswagen International Finance NV 30-Mar-27 1.875% 2,381,419 2,348,886 47,199,855 49,253,568 4.34

Great Britain EUR 3,100,000 AstraZeneca PLC 12-May-28 1.250% 4,552,182 5,077,308 USD 1,000,000 Barclays PLC 16-Mar-25 3.650% 1,225,012 1,475,054 GBP 500,000 Barclays PLC 12-Feb-27 3.250% 888,443 894,993 USD 1,000,000 BAT International Finance PLC 15-Jun-25 3.950% 1,416,305 1,498,355 GBP 500,000 BAT International Finance PLC 04-Sep-26 4.000% 1,022,150 942,424 EUR 1,000,000 BAT International Finance PLC 06-Mar-29 3.125% 1,747,934 1,704,030 USD 1,000,000 BP Capital Markets America Inc. 16-Jan-27 3.017% 1,212,356 1,473,447 USD 153,000 BP Capital Markets America Inc. 06-Nov-28 4.234% 243,108 241,520 EUR 2,400,000 BP Capital Markets PLC 16-Feb-27 1.573% 3,733,244 3,814,438 EUR 500,000 BP Capital Markets PLC 03-Jul-28 1.594% 749,748 789,842 EUR 1,800,000 British Telecommunications PLC 23-Jun-27 1.500% 2,746,375 2,860,611 USD 1,000,000 British Telecommunications PLC 04-Dec-28 5.125% 1,345,824 1,680,338 GBP 1,000,000 Centrica PLC 13-Mar-29 4.375% 1,922,667 1,981,130 EUR 1,500,000 Coca-Cola European Partners PLC 26-May-28 1.750% 2,333,783 2,485,103 USD 3,000,000 Diageo Capital PLC 29-Apr-32 2.125% 4,201,607 4,229,554

The accompanying notes are an integral part of these financial statements 254 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets EUR 2,000,000 Diageo Finance PLC 22-Oct-27 1.500% 3,144,626 3,299,332 GBP 2,500,000 GlaxoSmithKline Capital PLC 20-Dec-27 3.375% 4,599,746 4,959,287 USD 300,000 HSBC Holdings PLC 08-Mar-26 4.300% 397,527 460,093 GBP 2,200,000 HSBC Holdings PLC 16-Aug-28 2.625% 3,656,791 3,866,898 USD 3,000,000 HSBC Holdings PLC 31-Mar-30 4.950% 4,924,167 4,905,432 USD 1,000,000 Janus Capital Group Inc. 01-Aug-25 4.875% 1,390,499 1,500,898 EUR 2,000,000 Lloyds Banking Group PLC 12-Sep-27 1.500% 2,878,031 3,212,851 USD 1,500,000 Nationwide Building Society 21-Jul-25 3.900% 2,210,670 2,286,492 GBP 1,000,000 Rolls-Royce PLC 18-Jun-26 3.375% 1,856,907 1,611,253 EUR 2,900,000 Rolls-Royce PLC 09-May-28 1.625% 4,395,141 3,888,783 GBP 2,000,000 Transport for London 12-Sep-33 4.000% 4,266,462 4,503,033 EUR 3,100,000 Vodafone Group PLC 24-Jul-27 1.500% 4,647,825 5,001,770 EUR 400,000 Vodafone Group PLC 20-Nov-29 1.875% 608,354 672,685 68,317,484 71,316,954 6.29

Italy EUR 1,300,000 Enel Finance International NV 01-Jun-26 1.375% 2,038,996 2,113,324 EUR 1,500,000 Eni SpA 17-Jan-27 1.500% 2,277,530 2,416,510 EUR 1,000,000 Eni SpA 17-May-28 1.625% 1,492,492 1,632,988 5,809,018 6,162,822 0.54

Japan USD 650,000 American Honda Finance Corp. 15-Feb-28 3.500% 998,516 1,000,526 USD 1,000,000 Beam Suntory Inc. 15-Jun-23 3.250% 991,956 1,421,241 USD 1,000,000 Mitsubishi UFJ Financial Group Inc. 01-Mar-26 3.850% 1,339,354 1,545,581 USD 1,500,000 Mitsubishi UFJ Financial Group Inc. 07-Mar-29 3.741% 2,298,234 2,322,275 USD 2,900,000 Mitsubishi UFJ Financial Group Inc. 18-Jul-29 3.195% 4,292,322 4,308,743 USD 1,000,000 Mizuho Financial Group Inc. 11-Sep-27 3.170% 1,449,581 1,466,916 USD 400,000 Nomura Holdings Inc. 16-Jan-30 3.103% 550,173 566,330 USD 1,000,000 Sumitomo Mitsui Financial Group Inc. 09-Mar-26 3.784% 1,332,994 1,537,670 EUR 500,000 Sumitomo Mitsui Financial Group Inc. 14-Jun-27 1.413% 772,532 807,433 USD 404,000 Sumitomo Mitsui Financial Group Inc. 17-Jan-28 3.544% 613,122 612,669 USD 2,550,000 Sumitomo Mitsui Financial Group Inc. 16-Jul-29 3.040% 3,499,400 3,730,356 USD 1,100,000 Sumitomo Mitsui Financial Group Inc. 15-Jan-30 2.750% 1,582,871 1,583,962 19,721,055 20,903,702 1.84

Netherlands AUD 9,000,000 BNG Bank NV 26-Apr-29 3.300% 9,274,030 9,822,829 EUR 6,100,000 Cooperatieve Rabobank UA 23-Mar-26 1.250% 8,945,156 9,958,737 EUR 1,500,000 Heineken NV 29-Jan-27 1.375% 2,365,731 2,423,855 EUR 1,500,000 ING Groep NV 11-Jan-28 1.375% 2,311,740 2,431,466 USD 3,000,000 ING Groep NV 09-Apr-29 4.050% 4,423,501 4,787,480 EUR 1,800,000 Koninklijke Philips NV 02-May-28 1.375% 2,703,841 2,954,283 EUR 4,500,000 Shell International Finance BV 08-Nov-27 0.125% 6,473,048 6,723,973 EUR 2,000,000 Shell International Finance BV 12-May-28 1.250% 3,168,939 3,237,016 EUR 2,000,000 Shell International Finance BV 15-Aug-28 0.750% 3,021,902 3,119,792 42,687,888 45,459,431 4.01

Norway GBP 11,450,000 Statoil ASA 11-Mar-31 6.875% 30,052,898 29,850,922 30,052,898 29,850,922 2.63

Singapore EUR 1,320,000 Temasek Financial I Ltd. 20-Nov-31 0.500% 1,963,467 1,989,193 1,963,467 1,989,193 0.18

The accompanying notes are an integral part of these financial statements 255 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Spain EUR 1,700,000 Iberdrola Finanzas SA 13-Sep-27 1.250% 2,574,681 2,781,993 USD 1,000,000 Santander Holdings USA Inc. 17-Jul-25 4.500% 1,339,454 1,469,673 GBP 1,500,000 Santander UK PLC 15-Oct-29 3.875% 2,796,217 3,008,112 EUR 2,300,000 Spain Government Bond 30-Apr-27 1.500% 3,371,515 3,845,375 EUR 1,500,000 Telefonica Emisiones SAU 22-Jan-27 1.447% 2,270,186 2,407,314 EUR 400,000 Telefonica Emisiones SAU 17-Oct-29 2.932% 639,312 721,383 12,991,365 14,233,850 1.26

Switzerland EUR 1,900,000 Novartis Finance SA 20-Sep-28 0.625% 2,820,974 3,023,641 EUR 2,300,000 Novartis Finance SA 14-Aug-30 1.375% 3,705,482 3,867,236 USD 1,000,000 UBS Group Funding Jersey Ltd. 24-Sep-25 4.125% 1,329,003 1,540,617 EUR 700,000 UBS Group Funding Jersey Ltd. 01-Sep-26 1.250% 1,066,632 1,111,156 8,922,091 9,542,650 0.84

United States Of America EUR 2,500,000 3M Co. 09-Nov-26 1.500% 4,022,066 4,152,931 USD 1,000,000 AbbVie Inc. 15-Mar-25 3.800% 1,310,733 1,455,344 EUR 2,400,000 AbbVie Inc. 17-Nov-28 2.125% 3,765,433 4,061,371 EUR 1,000,000 AbbVie Inc. 01-Jun-29 2.125% 1,650,257 1,577,347 USD 1,000,000 Activision Blizzard Inc. 15-Jun-27 3.400% 1,396,139 1,511,978 USD 1,000,000 Aetna Inc. 15-Nov-24 3.500% 1,234,911 1,472,829 USD 1,000,000 Affiliated Managers Group Inc. 01-Aug-25 3.500% 1,234,834 1,468,839 USD 1,300,000 Affiliated Managers Group Inc. 15-Jun-30 3.300% 1,757,355 1,803,705 USD 545,000 Aflac Inc. 15-Jun-23 3.625% 636,704 809,812 USD 3,550,000 Aflac Inc. 01-Apr-30 3.600% 5,513,651 5,615,523 EUR 2,000,000 American International Group Inc. 21-Jun-27 1.875% 2,990,389 3,212,364 USD 3,200,000 American International Group Inc. 30-Jun-30 3.400% 4,527,115 4,706,745 USD 1,050,000 American Water Capital Corp. 01-Sep-27 2.950% 1,317,644 1,571,908 USD 5,800,000 AmerisourceBergen Corp. 15-May-30 2.800% 8,179,868 8,305,261 USD 500,000 Amgen Inc. 01-May-25 3.125% 660,617 746,855 GBP 1,000,000 Amgen Inc. 07-Dec-26 5.500% 2,048,787 2,158,578 GBP 1,800,000 Amgen Inc. 13-Sep-29 4.000% 3,404,164 3,724,086 USD 1,500,000 Amgen Inc. 15-Mar-32 6.750% 2,524,808 2,479,499 USD 330,000 Amgen Inc. 15-Apr-33 6.375% 568,205 599,138 USD 1,500,000 Anthem Inc. 15-May-30 2.250% 2,080,085 2,091,836 USD 961,000 Aon Corp. 15-Dec-28 4.500% 1,299,871 1,554,456 USD 3,000,000 Aon Corp. 02-May-29 3.750% 4,629,440 4,670,192 USD 500,000 Aon Corp. 15-May-30 2.800% 717,010 727,800 EUR 1,300,000 Aon PLC 14-May-26 2.875% 2,209,962 2,209,600 EUR 6,500,000 Apple Inc. 24-May-29 1.375% 10,301,610 10,924,158 GBP 8,300,000 Apple Inc. 31-Jul-29 3.050% 15,884,063 16,741,577 EUR 500,000 Apple Inc. 15-Nov-31 0.500% 734,977 779,480 USD 945,000 Applied Materials Inc. 01-Apr-27 3.300% 1,285,326 1,466,340 EUR 3,800,000 Archer-Daniels-Midland Co. 12-Sep-25 1.000% 5,633,630 5,968,905 USD 1,000,000 Arizona Public Service Co. 15-May-25 3.150% 1,261,194 1,491,948 USD 300,000 Arrow Electronics Inc. 01-Apr-25 4.000% 378,711 440,576 USD 1,000,000 Assurant Inc. 15-Mar-23 4.000% 1,335,943 1,449,208 USD 1,500,000 AT&T Inc. 15-May-25 3.400% 1,922,565 2,239,378 USD 1,000,000 AT&T Inc. 15-Jul-25 3.600% 1,367,285 1,509,138 GBP 1,500,000 AT&T Inc. 14-Sep-29 4.375% 2,783,661 3,003,659 USD 1,000,000 Avnet Inc. 15-Apr-26 4.625% 1,340,083 1,537,825 EUR 1,000,000 Bank of America Corp. 26-Mar-25 1.375% 1,560,145 1,592,441 EUR 3,400,000 Baxter International Inc. 15-May-29 1.300% 5,300,118 5,426,859

The accompanying notes are an integral part of these financial statements 256 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets EUR 10,306,000 Berkshire Hathaway Inc. 16-Mar-27 1.125% 15,075,874 16,594,908 USD 2,000,000 Best Buy Co Inc. 01-Oct-28 4.450% 2,545,029 3,152,460 USD 5,300,000 Biogen Inc. 01-May-30 2.250% 7,372,416 7,269,629 GBP 1,600,000 BK OF AMERICA CORP 7% 31JUL28 31-Jul-28 7.000% 3,781,627 3,847,838 USD 618,000 Black Hills Corp. 15-Oct-29 3.050% 880,291 889,444 EUR 1,700,000 BlackRock Inc. 06-May-25 1.250% 2,552,219 2,741,821 USD 1,000,000 Boeing Co 01-Mar-25 2.500% 1,266,813 1,354,788 USD 3,000,000 Booking Holdings Inc. 13-Apr-30 4.625% 4,753,411 4,816,713 USD 1,000,000 Broadcom Inc. 15-Nov-32 4.300% 1,443,588 1,493,099 USD 1,000,000 Brown & Brown Inc. 15-Sep-24 4.200% 1,292,229 1,472,896 USD 500,000 Brown-Forman Corp. 15-Jan-23 2.250% 652,815 695,146 EUR 878,000 Brown-Forman Corp. 07-Jul-26 1.200% 1,384,786 1,373,052 USD 1,500,000 CA Inc. 15-Mar-27 4.700% 2,147,955 2,244,167 USD 3,000,000 Camden Property Trust 15-May-30 2.800% 4,354,791 4,415,399 USD 1,300,000 Campbell Soup Co. 19-Mar-25 3.300% 1,801,916 1,908,173 USD 3,000,000 Capital One Financial Corp. 31-Jan-28 3.800% 3,960,433 4,537,316 USD 2,260,000 Cargill Inc. 23-Apr-30 2.125% 3,203,821 3,220,472 USD 921,000 CBS Corp. 15-Jan-25 3.500% 1,132,359 1,364,226 USD 1,000,000 CBS Corp. 15-Jan-27 2.900% 1,241,597 1,427,183 USD 370,000 Charles Schwab Corp 01-Feb-29 4.000% 555,128 593,129 USD 2,800,000 Charles Schwab Corp. 22-Mar-30 4.625% 4,657,171 4,752,388 USD 4,000,000 Chevron Corp. 11-May-30 2.236% 5,599,966 5,694,448 EUR 2,500,000 Chubb INA Holdings Inc. 15-Mar-28 1.550% 3,787,781 4,025,213 USD 950,000 Cigna Corp. 15-Jun-24 3.500% 1,305,792 1,409,493 USD 1,000,000 Cigna Corp. 01-Mar-27 3.400% 1,358,648 1,496,773 USD 2,200,000 Cigna Corp. 15-Oct-28 4.375% 3,388,275 3,537,213 USD 2,228,000 Cigna Corp. 15-Mar-30 2.400% 3,139,200 3,142,505 EUR 1,000,000 Citigroup Inc. 21-Mar-28 1.625% 1,525,290 1,645,249 EUR 500,000 Citigroup Inc. 26-Oct-28 1.500% 765,350 811,995 EUR 3,680,000 Coca-Cola Co 09-Mar-27 1.125% 5,557,962 5,892,541 GBP 1,000,000 Comcast Corp. 23-Nov-29 5.500% 2,217,379 2,328,057 USD 1,000,000 Comcast Corp. 15-Oct-30 4.250% 1,668,492 1,665,014 USD 2,000,000 Comcast Corp. 15-Jan-33 4.250% 3,333,681 3,336,129 USD 650,000 Comerica Inc. 01-Feb-29 4.000% 974,516 992,237 USD 1,000,000 Conagra Brands Inc. 01-Nov-28 4.850% 1,584,455 1,632,188 USD 2,000,000 ConocoPhillips Co. 15-Apr-29 6.950% 3,614,391 3,786,731 USD 1,000,000 Constellation Brands Inc. 01-Aug-29 3.150% 1,453,079 1,458,549 USD 1,500,000 Cox Communications Inc. 01-Feb-25 3.850% 1,955,497 2,225,904 USD 500,000 CVS Health Corp. 20-Jul-25 3.875% 680,037 763,376 USD 833,000 DENTSPLY SIRONA Inc. 01-Jun-30 3.250% 1,165,904 1,191,390 EUR 3,000,000 DH Europe Finance SA 30-Jun-27 1.200% 4,487,067 4,745,801 USD 500,000 Discovery Communications LLC 15-Nov-24 3.900% 615,175 743,655 USD 1,000,000 Discovery Communications LLC 11-Mar-26 4.900% 1,454,413 1,564,401 USD 1,000,000 Discovery Communications LLC 15-May-29 4.125% 1,463,126 1,551,230 EUR 2,000,000 Dover Corp. 09-Nov-26 1.250% 2,820,170 3,064,641 EUR 1,600,000 Eastman Chemical Co. 23-Nov-26 1.875% 2,431,554 2,507,030 USD 500,000 Eaton Corp. 02-Nov-32 4.000% 787,117 803,864 USD 500,000 EI du Pont de Nemours and Co. 15-Jul-30 2.300% 703,954 706,051 USD 1,500,000 EOG Resources Inc. 15-Apr-30 4.375% 2,422,690 2,434,369 USD 500,000 ERP Operating LP 15-Feb-30 2.500% 726,249 725,488 USD 2,000,000 Estee Lauder Cos Inc. 15-Apr-30 2.600% 2,899,338 2,957,827 USD 1,000,000 Exelon Corp. 15-Apr-26 3.400% 1,304,972 1,512,997 USD 1,500,000 Expedia Group Inc. 15-Feb-30 3.250% 1,981,829 1,902,494 USD 544,000 FedEx Corp. 01-Feb-35 3.900% 773,683 800,352 USD 400,000 Fidelity National Financial Inc. 15-Jun-30 3.400% 534,870 566,500

The accompanying notes are an integral part of these financial statements 257 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 1,000,000 Fortune Brands Home & Security Inc. 15-Sep-29 3.250% 1,424,731 1,450,239 EUR 3,000,000 General Mills Inc. 27-Apr-27 1.500% 4,536,660 4,736,282 USD 1,000,000 General Motors Co. 01-Oct-27 6.800% 1,618,770 1,584,235 USD 360,000 General Motors Financial Co Inc. 17-Jan-27 4.350% 495,176 506,393 USD 1,000,000 Georgia Power Co. 30-Mar-27 3.250% 1,234,918 1,472,627 EUR 500,000 Goldman Sachs Group Inc. 27-Jul-26 1.625% 782,976 798,056 EUR 4,000,000 Goldman Sachs Group Inc. 22-Mar-28 2.000% 6,267,266 6,595,394 USD 1,000,000 Goldman Sachs Group Inc. 15-Feb-33 6.125% 1,762,186 1,904,590 USD 1,123,000 Harley-Davidson Inc. 28-Jul-25 3.500% 1,451,178 1,613,819 USD 1,500,000 Hasbro Inc. 15-Sep-27 3.500% 2,050,641 2,116,254 USD 1,800,000 Health Care Service Corp. A Mutual Legal Reserve Co. 01-Jun-30 2.200% 2,438,355 2,449,704 USD 2,000,000 Hewlett Packard Enterprise Co. 15-Oct-25 4.900% 2,851,594 3,136,226 EUR 1,500,000 Honeywell International Inc. 22-Feb-28 2.250% 2,492,675 2,589,827 USD 695,000 Huntington Bancshares Inc/OH 04-Feb-30 2.550% 958,579 976,579 USD 500,000 Intercontinental Exchange Inc. 01-Dec-25 3.750% 683,580 776,667 USD 3,000,000 Intercontinental Exchange Inc. 15-Jun-30 2.100% 4,159,932 4,159,858 USD 1,840,000 International Business Machines Corp. 15-May-30 1.950% 2,566,884 2,560,660 USD 829,000 INTERSTATE POWER 2.3 01JUN 01-Jun-30 2.300% 1,145,500 1,149,154 USD 804,000 Johnson Controls International plc 02-Jul-24 3.625% 1,043,027 1,167,289 EUR 1,000,000 JPMorgan Chase & Co. 27-Jan-25 1.500% 1,427,419 1,603,218 GBP 1,200,000 JPMorgan Chase & Co. 18-Dec-26 3.500% 2,232,467 2,314,887 USD 1,000,000 Juniper Networks Inc. 15-Mar-24 4.500% 1,331,548 1,505,187 USD 314,000 Kraft Heinz Foods Co. 15-Jul-25 3.950% 428,377 452,602 USD 171,000 L3Harris Technologies Inc. 28-May-24 3.950% 194,883 254,566 USD 2,500,000 Lam Research Corp. 15-Mar-29 4.000% 4,070,246 4,036,555 USD 1,500,000 Legg Mason Inc. 15-Mar-26 4.750% 2,040,079 2,307,465 USD 3,300,000 Leggett & Platt Inc. 15-Mar-29 4.400% 4,746,221 4,815,486 EUR 1,000,000 Liberty Mutual Group Inc. 04-May-26 2.750% 1,453,564 1,685,543 USD 1,000,000 Liberty Mutual Group Inc. 01-Feb-29 4.569% 1,573,108 1,592,513 USD 560,000 Lincoln National Corp. 15-Jan-31 3.400% 825,606 826,993 USD 1,000,000 Loews Corp. 01-Apr-26 3.750% 1,361,810 1,523,202 USD 500,000 Loews Corp. 01-Feb-35 6.000% 925,640 922,247 USD 1,500,000 LYB International Finance II BV 02-Mar-27 3.500% 2,004,224 2,219,826 USD 1,525,000 Marsh & McLennan Cos Inc. 15-Mar-29 4.375% 2,468,729 2,466,979 USD 2,300,000 Marsh & Mclennan Cos Inc. 15-Nov-30 2.250% 3,213,129 3,247,712 EUR 1,600,000 McDonald’s Corp. 03-May-28 1.750% 2,547,131 2,629,328 EUR 500,000 McDonald’s Corp. 11-Jun-29 2.625% 849,114 865,838 GBP 900,000 McKesson Corp. 17-Feb-29 3.125% 1,473,349 1,588,898 GBP 1,500,000 McKesson Corp. 17-Feb-29 3.125% 2,632,382 2,648,163 EUR 1,500,000 Mondelez International Inc. 08-Mar-27 1.625% 2,364,580 2,420,422 EUR 1,500,000 Morgan Stanley 30-Jan-25 1.750% 2,258,050 2,413,195 EUR 200,000 Morgan Stanley 27-Oct-26 1.375% 298,394 319,475 GBP 1,000,000 Morgan Stanley 09-Mar-27 2.625% 1,735,703 1,829,603 EUR 1,000,000 Morgan Stanley 27-Apr-27 1.875% 1,539,846 1,655,537 USD 500,000 Morgan Stanley 01-Apr-32 7.250% 1,013,809 1,022,385 USD 2,300,000 Motorola Solutions Inc. 23-May-29 4.600% 3,538,795 3,605,957 USD 500,000 NetApp Inc. 29-Sep-24 3.300% 636,575 732,699 USD 3,700,000 NetApp Inc. 22-Jun-30 2.700% 5,006,594 5,032,139 USD 6,300,000 Northern Trust Corp. 01-May-30 1.950% 8,759,175 8,845,549 USD 3,500,000 Nucor Corp. 01-Jun-30 2.700% 4,883,520 4,999,230 USD 3,000,000 Omnicom Group Inc. 01-Jun-30 4.200% 4,510,166 4,748,017 USD 2,000,000 Parker-Hannifin Corp. 14-Jun-29 3.250% 2,715,002 3,005,825 EUR 1,700,000 PepsiCo Inc. 18-Jul-28 0.875% 2,494,828 2,714,008 USD 925,000 PerkinElmer Inc. 15-Sep-29 3.300% 1,321,440 1,348,584 EUR 1,700,000 Philip Morris International Inc. 14-May-29 2.875% 2,862,847 3,016,363

The accompanying notes are an integral part of these financial statements 258 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 3,000,000 Philip Morris International Inc. 15-Aug-29 3.375% 4,670,115 4,634,594 USD 1,250,000 Philip Morris International Inc. 01-May-30 2.100% 1,716,304 1,750,864 USD 3,000,000 PNC Financial Services Group Inc. 23-Apr-29 3.450% 4,626,392 4,686,318 EUR 1,500,000 PPG Industries Inc. 13-Mar-27 1.400% 2,254,108 2,355,768 USD 1,710,000 PPG Industries Inc. 15-Aug-29 2.800% 2,252,120 2,478,776 USD 3,800,000 PPG Industries Inc. 15-Jun-30 2.550% 5,324,317 5,343,174 USD 768,000 Priceline Group Inc 01-Jun-26 3.600% 1,004,104 1,145,101 EUR 2,500,000 Priceline Group Inc 03-Mar-27 1.800% 3,628,879 3,959,548 USD 1,000,000 Principal Financial Group Inc. 15-May-29 3.700% 1,514,573 1,546,911 EUR 1,600,000 Procter & Gamble Co. 11-May-27 4.875% 3,287,125 3,259,120 EUR 500,000 Procter & Gamble Co. 30-Oct-28 1.200% 790,651 835,479 GBP 8,300,000 Procter & Gamble Co. 03-May-29 1.800% 14,356,803 15,304,219 USD 400,000 Progress Energy Inc. 01-Mar-31 7.750% 765,930 783,662 USD 1,298,000 Reinsurance Group of America Inc. 15-Sep-26 3.950% 1,703,984 1,954,369 USD 1,200,000 Reinsurance Group of America Inc. 15-Jun-30 3.150% 1,611,927 1,693,723 USD 4,600,000 Ross Stores Inc. 15-Apr-30 4.800% 7,447,592 7,489,377 USD 500,000 Sempra Energy 15-Jun-24 3.550% 635,118 730,741 USD 1,200,000 Sherwin-Williams Co 01-Aug-25 3.450% 1,557,158 1,799,446 EUR 1,500,000 Sky PLC 15-Sep-26 2.500% 2,349,041 2,580,157 USD 1,000,000 Southwest Gas Corp. 15-Jun-30 2.200% 1,355,234 1,395,368 USD 2,800,000 Stanley Black & Decker Inc. 15-Mar-30 2.300% 3,807,663 3,957,712 USD 1,500,000 Steel Dynamics Inc. 15-Jan-31 3.250% 2,065,628 2,081,560 USD 2,000,000 Steelcase Inc. 18-Jan-29 5.125% 3,112,582 2,886,466 EUR 2,325,000 Stryker Corp. 30-Nov-27 2.125% 3,740,684 3,890,539 CAD 5,261,000 Sysco Canada Inc. 25-Apr-25 3.650% 5,325,296 5,405,513 USD 1,200,000 Sysco Corp. 15-Jul-26 3.300% 1,512,332 1,746,122 USD 3,000,000 TD Ameritrade Holding Corp. 01-Oct-29 2.750% 4,017,296 4,481,303 EUR 1,000,000 Thermo Fisher Scientific Inc. 15-Apr-25 2.000% 1,485,386 1,635,406 EUR 500,000 Thermo Fisher Scientific Inc. 12-Sep-28 1.375% 708,281 804,348 USD 3,022,000 TJX Cos Inc. 15-Apr-30 3.875% 4,686,437 4,831,225 USD 1,000,000 Total System Services Inc. 01-Apr-26 4.800% 1,478,508 1,590,899 USD 670,000 Total System Services Inc. 01-Jun-28 4.450% 871,990 1,054,847 USD 1,500,000 Toyota Motor Credit Corp. 13-Feb-30 2.150% 2,104,867 2,144,668 EUR 1,600,000 United Parcel Service Inc. 15-Nov-25 1.625% 2,586,961 2,607,076 EUR 1,000,000 United Parcel Service Inc. 15-Nov-28 1.000% 1,451,302 1,567,585 USD 500,000 UnitedHealth Group Inc. 15-Mar-26 3.100% 633,515 758,734 USD 500,000 UnitedHealth Group Inc. 15-Jun-28 3.850% 781,570 803,438 USD 1,000,000 Unum Group 05-Nov-25 3.875% 1,246,957 1,411,218 USD 1,500,000 Ventas Realty LP 15-Jan-26 4.125% 2,074,782 2,186,990 EUR 1,500,000 Verizon Communications Inc. 27-Oct-26 1.375% 2,325,911 2,397,005 USD 1,300,000 Verizon Communications Inc. 21-Sep-28 4.329% 2,134,618 2,125,588 USD 1,718,000 VF Corp. 23-Apr-30 2.950% 2,475,879 2,496,978 USD 620,000 Viacom Inc. 01-Apr-24 3.875% 810,535 906,751 USD 2,000,000 ViacomCBS Inc. 19-May-32 4.200% 2,831,341 3,060,105 USD 2,700,000 VMware Inc. 15-May-27 4.650% 4,016,839 4,057,645 USD 500,000 VMware Inc. 21-Aug-27 3.900% 717,612 720,804 GBP 310,000 Walgreens Boots Alliance Inc. 20-Nov-25 3.600% 550,475 541,502 EUR 1,000,000 Walgreens Boots Alliance Inc. 20-Nov-26 2.125% 1,615,388 1,572,420 GBP 6,245,000 Walmart Inc. 19-Dec-30 5.750% 15,146,035 15,579,425 GBP 4,000,000 Walmart Inc. 27-Mar-34 5.625% 9,801,867 10,550,745 EUR 2,535,000 Wal-Mart Stores Inc. 21-Sep-29 4.875% 5,291,987 5,443,487 USD 5,300,000 Walt Disney Co 13-Jan-31 2.650% 7,561,226 7,642,164 USD 2,000,000 Wells Fargo & Co. 22-Apr-26 3.000% 2,523,784 2,967,405 CAD 1,000,000 Wells Fargo & Co. 19-May-26 2.975% 961,000 1,048,924 EUR 1,500,000 Wells Fargo & Co. 26-Oct-26 1.375% 2,250,635 2,365,583

The accompanying notes are an integral part of these financial statements 259 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 300,000 Wells Fargo & Co. 24-Jan-29 4.150% 472,682 479,678 GBP 550,000 Wells Fargo & Co. 02-May-29 2.500% 952,347 981,310 USD 400,000 Westlake Chemical Corp. 15-Jun-30 3.375% 534,466 554,900 EUR 1,500,000 Whirlpool Finance Luxembourg Sarl 02-Nov-26 1.250% 2,157,142 2,290,109 EUR 1,000,000 Whirlpool Finance Luxembourg Sarl 09-Nov-27 1.100% 1,441,180 1,497,149 USD 500,000 Zimmer Biomet Holdings Inc. 01-Apr-25 3.550% 677,699 738,035 544,804,668 571,595,566 50.41

Supranational AUD 7,500,000 Asian Development Bank 08-Aug-28 3.300% 7,905,350 8,189,239 AUD 2,000,000 EUROFIMA 21-May-29 3.350% 2,029,878 2,153,535 AUD 10,000,000 Inter-American Development Bank 22-Feb-28 3.100% 10,043,140 10,699,904 AUD 8,000,000 International Finance Corp. 26-Jun-29 3.150% 8,172,590 8,733,786 28,150,958 29,776,464 2.63 968,528,919 1,016,590,774 89.66

Total Investments $1,063,479,405 1,115,980,189 98.43

Currency Forward Contracts (a) (2,405,778) (0.21)

Other Assets Less Liabilities 20,247,170 1.78

Net Assets Attributable to Holders of Redeemable units $1,133,821,581 100.00

(a) Currency Forward Contracts Currency codes used above are as follows: CAD - Canadian Dollar DKK - Danish Krone EUR - Euro SEK - Swedish Krona SGD - Singapore Dollar GBP - British Pound USD - United States Dollar

The accompanying notes are an integral part of these financial statements 260 DFA Global Investment Grade Fixed Income Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

(a) Currency Forward Contracts Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counterparty Counterparty (1) July 27, 2020 CAD 80,466,729 AUD (86,149,586) (249,938) CITI A+ July 27, 2020 CAD 4,908,742 AUD (5,274,627) (33,243) CITI A+ July 27, 2020 CAD 5,587,902 AUD (5,984,733) (19,410) JPM A+ July 27, 2020 CAD 4,154,308 AUD (4,422,441) 10,757 RBC AA- July 27, 2020 CAD 83,267,416 GBP (48,635,870) 1,449,757 SSBT AA- September 22, 2020 CAD 78,330,073 GBP (46,511,442) 66,283 JPM A+ July 30, 2020 EUR 5,261,504 CAD (7,958,383) 71,445 RBC AA- July 30, 2020 EUR 5,723,072 CAD (8,684,693) 49,564 HSBC A+ July 27, 2020 CAD 5,069,629 EUR (3,295,085) 41,115 SSBT AA- July 30, 2020 EUR 886,145 CAD (1,340,666) 11,721 SSBT AA- July 8, 2020 CAD 117,666,344 EUR (76,932,194) 306,241 JPM A+ July 8, 2020 CAD 4,568,773 EUR (2,968,158) 40,844 HSBC A+ July 30, 2020 EUR 9,893,994 CAD (15,195,045) (95,292) SSBT AA- July 27, 2020 EUR 4,794,211 CAD (7,315,645) 618 CITI A+ August 19, 2020 CAD 116,361,265 EUR (76,335,466) (174,860) JPM A+ July 8, 2020 EUR 15,187,373 CAD (23,272,310) (103,961) CITI A+ July 30, 2020 CAD 82,542,091 EUR (54,456,173) (566,075) JPM A+ July 27, 2020 CAD 120,251,931 EUR (79,011,541) (324,494) CITI A+ July 9, 2020 CAD 167,289,161 USD (123,590,063) (491,395) HSBC A+ July 9, 2020 CAD 2,735,904 USD (2,026,046) (14,569) RBC AA- July 7, 2020 CAD 167,902,241 USD (125,201,719) (2,067,293) SSBT AA- July 7, 2020 CAD 9,750,088 USD (7,295,589) (154,149) RBC AA- July 9, 2020 CAD 9,262,868 USD (6,910,386) (118,366) BOA A+ July 7, 2020 CAD 935,422 USD (697,788) (11,871) RBC AA- July 9, 2020 CAD 5,134,411 USD (3,844,374) (84,539) BOA A+ July 7, 2020 CAD 14,566,555 USD (10,715,844) 19,078 SSBT AA- July 9, 2020 CAD 1,590,334 USD (1,173,035) (2,128) BOA A+ July 9, 2020 CAD 11,700,987 USD (8,624,505) (7,273) RBC AA- July 7, 2020 CAD 5,012,066 USD (3,694,230) (3,098) HSBC A+ July 9, 2020 CAD 5,063,927 USD (3,722,664) 10,196 HSBC A+ July 7, 2020 CAD 3,844,297 USD (2,827,026) 6,420 BOA A+ July 9, 2020 CAD 6,373,538 USD (4,671,182) 32,137 CITI A+ (2,405,778)

(1) Source: Standard & Poor’s as at June 30, 2020 BOA = Bank of America CITI = Citibank HSBC = HSBC Bank PlC JPM = JP Morgan RBC = Royal Bank of Canada SSBT = State Street Bank & Trust Company of Canada

The accompanying notes are an integral part of these financial statements 261 DFA Global Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Investment Grade Fixed Income Fund is to provide exposure to a diversified portfolio of Canadian and foreign government and corporate debt securities with an investment grade credit rating. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Schedule of Investment Portfolio classifies securities by geographic region. The significant countries as a percentage of net assets attributable to holders of redeemable units are as follows:

Net Assets Net Assets Country June 30, 2020 December 31, 2019 United States of America 50.41 33.11

(b) Currency risk The Fund holds assets and liabilities, including cash and cash that are denominated in currencies other than the CAD, the functional currency. Although the Fund hedges most of its currency exposure, a portion of the Fund’s non-Canadian denominated assets and liabilities may remain exposed to currency risk, as the value of these assets and liabilities denominated in other currencies fluctuate due to changes in exchange rates. The table below summarizes the Fund’s indirect exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets net of the impact of any underlying currency forward contracts. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 262 DFA Global Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

Financial Forward Percentage of Impact of 10% Instruments Contracts Net Assets Movement Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) (CAD) June 30, 2020 United States Dollar 415,141,937 414,061,352 1,080,585 0.09% 108,059 British Pound 161,055,003 160,056,710 998,293 0.09% 99,829 Australian Dollar 96,050,837 95,404,018 646,819 0.06% 64,682 Danish Krone 278 – 278 0.00% 28 Swedish Krone 132 – 132 0.00% 13 Euro 382,813,456 383,228,574 (415,118) -0.04% (41,512) 1,055,061,643 1,052,750,654 2,310,989 0.20% 231,099 December 31, 2019 Australian Dollar 42,453,542 42,302,586 150,956 0.01% 15,096 Danish Krone 31,380,374 31,637,429 (257,055) -0.02% (25,706) United States Dollar 177,745,016 178,116,186 (371,170) -0.04% (37,117) Swedish Krone 49,737,877 50,219,017 (481,140) -0.04% (48,114) British Pound 196,920,571 197,951,273 (1,030,702) -0.09% (103,070) Euro 547,072,802 549,068,703 (1,995,901) -0.18% (199,590) 1,045,310,182 1,049,295,194 (3,985,012) -0.36% (398,501)

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $– $5,076,925 $61,071,256 $1,049,832,008 $1,115,980,189

December 31, 2019 Debt Instruments $– $ – $56,637,706 $1,042,190,248 $1,098,827,954

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Fund’s investments, the increase in net assets for the period would amount to approximately $85,680,000 (December 31, 2019: $83,883,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Fund’s investments, the decrease in net assets would amount to approximately $78,229,000 (December 31, 2019: $76,581,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund held forward foreign currency contracts to facilitate the settlement of its fixed income securities trades as well as to generally hedge against adverse changes in the relationship of the CAD to foreign currencies. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts.

The accompanying notes are an integral part of these financial statements 263 DFA Global Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

The Fund invests in financial assets that have an investment grade credit rating as rated primarily by Dominion Bond Rating Services, Standard & Poor’s and Moody’s. The Fund may also invest in securities with credit ratings below investment grade. The Fund will generally invest in fixed income securities issued or guaranteed by the Canadian government or its agencies or other instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. Securities will be selected from the entire spectrum of investment-grade issues. Ratings for securities that subject the Fund to credit risk at June 30, 2020 and December 31, 2019 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 4.63% 12.78% AA 29.39% 39.14% A 36.05% 26.31% BBB 27.71% 19.96% BB 0.65% – Total 98.43% 98.19%

All transactions in listed securities are settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements 264 DFA Global Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Canadian Corporate Bonds 2.87% 3.17% Canadian Federal Bonds 0.29% 0.89% Canadian Provincial Bonds 5.61% 5.46% Australia 7.34% 5.06% Belgium 0.72% 4.04% Denmark 0.11% 3.19% Finland 0.28% 0.50% France 6.24% 9.06% Germany 4.34% 5.51% Great Britain 6.29% 8.56% Italy 0.54% 0.53% Japan 1.84% 0.74% Norway 2.63% 3.25% Netherlands 4.01% 4.62% Singapore 0.18% – Spain 1.26% 1.66% Sweden – 2.47% Supranational 2.63% 5.89% Switzerland 0.84% 0.48% United States of America 50.41% 33.11% Cash 0.94% 0.93% Currency Forwards -0.21% 0.16% Net Other Assets 0.84% 0.72% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 265 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note Targeted Credit Fund June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 779,021,266 $ 779,817,466 Cash 20,549,272 11,479,131 Derivative assets 12 2,043,267 8,578,967 Accrued interest and dividends 5,342,273 5,683,108 Subscriptions receivable 1,190,731 3,044,102 Total assets 808,146,809 808,602,774

Liabilities Current liabilities Derivative liabilities 12 2,626,479 141,299 Payable for investments purchased 5,188,598 4,756,572 Redemptions payable 89,174 26,712 Management fees payable 52,323 55,592 Accrued expenses 93,586 94,876 Total liabilities 8,050,160 5,075,051

Net Assets attributable to holders of redeemable units $ 800,096,649 $ 803,527,723

Net Assets attributable to holders of redeemable units per class

Class A $ 12,658,661 $ 11,811,782 Class F $ 155,658,398 $ 173,102,700 Class I $ 631,779,590 $ 618,613,241

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 9.49 $ 9.57 Class F $ 9.56 $ 9.63 Class I $ 9.57 $ 9.65

The accompanying notes are an integral part of these financial statements 266 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note Targeted Credit Fund 2020 2019

Income Net gain (loss) on investments Interest income for distribution purposes $ 9,506,308 $ 9,433,924 Net realized gain (loss) on sale of investments 5,363,173 212,785 Net realized gain (loss) on currency forward contracts (28,535,702) 72,623 Change in unrealized appreciation (depreciation) in value of investments and forward contracts 14,757,830 19,339,194 Net gain (loss) on investments 1,091,609 29,058,526 Other income Securities lending income 11 22,685 17,901 Foreign exchange gain (loss) on cash 117,393 41,011 Change in unrealized appreciation (depreciation) in foreign exchange on cash (6,415) (5,677) Total income (loss) 1,225,272 29,111,761

Expenses Management fees 5 303,560 314,706 Custodian fees 51,865 30,901 Audit fees 13,907 13,464 Legal fees 6,403 4,259 Valuation fees 16,462 16,365 Transaction fees 7,632 4,504 Filing fees 25,408 35,924 Securityholder reporting costs 34,965 42,241 Independent Review Committee fees 5 5,715 10,821 Withholding taxes 281 – Other expenses 9,912 8,889 Total expenses 476,110 482,074

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ 749,162 $ 28,629,687

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (61,159) $ 302,845 Class F $ 19,214 $ 7,234,037 Class I $ 791,107 $ 21,092,805

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (0.05) $ 0.31 Class F $ – $ 0.37 Class I $ 0.01 $ 0.38 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 267 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Targeted Credit Fund 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 11,811,782 $ 9,111,632 $ 173,102,700 $ 202,260,670

Increase (Decrease) in Net Assets attributable to holders of redeemable units (61,159) 302,845 19,214 7,234,037

Redeemable unit transactions Proceeds from redeemable units issued 2,383,911 1,506,938 17,929,154 14,225,801 Redemption of redeemable units (1,475,683) (1,126,109) (34,596,106) (44,568,864) Reinvestments of distributions to holders of redeemable units 59,551 53,391 754,361 1,043,657 967,779 434,220 (15,912,591) (29,299,406)

Distributions to holders of redeemable units From net investment income (59,741) (53,666) (1,550,925) (2,053,563) (59,741) (53,666) (1,550,925) (2,053,563)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 846,879 683,399 (17,444,302) (24,118,932)

Net Assets attributable to holders of redeemable units at end of period $ 12,658,661 $ 9,795,031 $ 155,658,398 $ 178,141,738

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 618,613,241 $485,312,458 $ 803,527,723 $ 696,684,760

Increase (Decrease) in Net Assets attributable to holders of redeemable units 791,107 21,092,805 749,162 28,629,687

Redeemable unit transactions Proceeds from redeemable units issued 89,701,956 75,195,426 110,015,021 90,928,165 Redemption of redeemable units (77,258,542) (21,075,442) (113,330,331) (66,770,415) Reinvestments of distributions to holders of redeemable units 6,998,270 6,847,261 7,812,182 7,944,309 19,441,684 60,967,245 4,496,872 32,102,059

Distributions to holders of redeemable units From net investment income (7,066,442) (6,938,916) (8,677,108) (9,046,145) (7,066,442) (6,938,916) (8,677,108) (9,046,145)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 13,166,349 75,121,134 (3,431,074) 51,685,601

Net Assets attributable to holders of redeemable units at end of period $ 631,779,590 $560,433,592 $ 800,096,649 $ 748,370,361

The accompanying notes are an integral part of these financial statements 268 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Targeted Credit Fund 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ 749,162 $ 28,629,687 Adjustments for: Change in unrealized (appreciation) depreciation in foreign exchange on cash 6,415 5,677 Net realized (gain) loss on sale of investments (5,363,173) (212,785) Change in unrealized (appreciation) depreciation in value of investments and forward contracts (14,757,830) (19,339,194) Purchases of investments (217,637,687) (75,710,967) Proceeds from sales of investments 248,007,796 39,602,485 Increase (decrease) in accrued interest and dividends 340,835 389,689 Increase (decrease) in management fees payable (3,269) (12,010) Increase (decrease) in accrued expenses (1,290) 1,399 Net cash used in operating activities 11,340,959 (26,646,019)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (864,926) (1,101,836) Proceeds from redeemable units issued 108,476,348 86,920,595 Redemption of redeemable units (109,875,825) (59,761,736) Net cash from financing activities (2,264,403) 26,057,023

Change in unrealized appreciation (depreciation) in foreign exchange on cash (6,415) (5,677) Net increase (decrease) in cash 9,076,556 (588,996) Cash at beginning of period 11,479,131 10,510,824 Cash at end of period 20,549,272 9,916,151

Items classified as operating activities

Interest received, net of witholding taxes $ 9,845,680 $ 9,808,347

The accompanying notes are an integral part of these financial statements 269 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Bonds Canada Federal Bonds CAD 6,000,000 Canadian Government Bond 1-Aug-21 1.500% 6,087,840 6,083,175 0.76

Provincial Bonds CAD 2,000,000 Bank of Montreal 28-Oct-21 1.610% 1,983,480 2,021,952 CAD 3,000,000 Province of Alberta 1-Jun-24 3.100% 3,182,790 3,265,434 CAD 8,600,000 Province of Ontario 2-Jun-21 4.000% 8,923,102 8,889,342 CAD 1,500,000 Province of Ontario 8-Mar-22 1.350% 1,446,664 1,524,065 CAD 5,000,000 Province of Ontario 2-Jun-22 3.150% 5,240,750 5,260,348 CAD 8,000,000 Province of Quebec 1-Dec-20 4.500% 8,193,120 8,139,618 CAD 1,000,000 Province of Quebec 3-Mar-22 1.650% 971,128 1,021,300 29,941,034 30,122,059 3.76

Corporate Bonds USD 690,000 Alimentation Couche-Tard Inc. 26-Jul-22 2.700% 837,596 959,656 USD 500,000 Canadian Imperial Bank of Commerce 16-Jun-22 2.550% 635,011 707,421 CAD 3,000,000 Canadian Imperial Bank of Commerce 11-Jul-22 2.300% 2,967,050 3,082,506 EUR 3,500,000 Canadian Imperial Bank of Commerce 3-May-24 0.375% 5,096,578 5,313,741 CAD 1,000,000 Canadian Natural Resources Ltd. 14-Aug-20 2.890% 1,004,800 1,001,896 USD 977,000 Canadian Natural Resources Ltd. 15-Nov-21 3.450% 1,319,150 1,358,768 USD 250,000 Canadian Natural Resources Ltd. 15-Jan-23 2.950% 353,364 351,104 USD 300,000 Canadian Natural Resources Ltd. 1-Feb-25 3.900% 439,688 437,563 USD 580,000 Enbridge Energy Partners LP 15-Sep-21 4.200% 811,168 814,133 USD 2,833,000 Enbridge Inc. 15-Jul-22 2.900% 3,578,103 3,991,522 USD 1,800,000 Kinross Gold Corp. 1-Sep-21 5.125% 2,425,319 2,512,468 USD 911,000 Nutrien Ltd. 15-Mar-24 3.625% 1,309,982 1,338,058 CAD 1,000,000 Penske Truck Leasing Canada Inc. 7-Dec-22 2.850% 1,003,800 1,011,136 CAD 2,300,000 Rogers Communications Inc. 6-Jun-22 4.000% 2,446,080 2,429,096 CAD 2,000,000 Royal Bank of Canada 17-Jul-20 1.920% 1,985,200 2,001,224 CAD 800,000 Royal Bank of Canada 2-Mar-22 1.968% 790,640 814,533 CAD 4,000,000 Royal Bank of Canada 21-Mar-22 2.000% 3,945,200 4,077,073 USD 3,000,000 Suncor Energy Inc. 15-May-23 2.800% 4,232,352 4,256,693 CAD 2,000,000 Toronto-Dominion Bank 30-May-23 3.005% 2,010,000 2,115,181 USD 1,600,000 Videotron Ltd. 15-Jul-22 5.000% 2,147,611 2,249,534 39,338,692 40,823,306 5.10 75,367,566 77,028,540 9.62

Australia EUR 400,000 BHP Billiton Finance Ltd. 25-Sep-20 2.250% 622,622 613,079 EUR 1,400,000 BHP Billiton Finance Ltd. 28-Oct-22 0.750% 2,128,200 2,154,392 USD 310,000 BHP Billiton Finance USA Ltd. 24-Feb-22 2.875% 430,524 435,963 USD 1,442,000 FMG Resources August 2006 Pty Ltd. 15-May-22 4.750% 1,860,502 1,999,750 USD 500,000 FMG Resources August 2006 Pty Ltd. 15-May-24 5.125% 689,751 700,936 EUR 1,976,000 Glencore Finance Europe Ltd. 11-Sep-24 0.625% 2,899,695 2,901,868 EUR 2,500,000 National Australia Bank Ltd. 30-Aug-23 0.625% 3,696,641 3,891,957 EUR 2,000,000 Westpac Securities NZ Ltd. 25-Jun-24 0.300% 2,954,035 3,071,883 EUR 400,000 Westpack Banking Corp. 17-Oct-23 0.750% 609,701 625,230 15,891,671 16,395,058 2.05

Belgium EUR 2,285,000 Anheuser-Busch InBev SA/NV 17-Mar-22 0.875% 3,466,777 3,530,162 EUR 2,500,000 Anheuser-Busch InBev SA/NV 25-Sep-24 2.875% 4,150,605 4,204,429 7,617,382 7,734,591 0.97

The accompanying notes are an integral part of these financial statements 270 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Denmark USD 900,000 Danske Bank A/S 17-Sep-20 2.750% 1,202,938 1,227,272 USD 700,000 Danske Bank A/S 10-Mar-21 2.800% 937,946 965,119 USD 2,195,000 Danske Bank A/S 2-Mar-22 2.700% 2,730,840 3,077,242 4,871,724 5,269,633 0.66

Finland USD 1,522,000 Nokia OYJ 12-Jun-22 3.375% 1,904,918 2,113,958 EUR 500,000 Nordea Bank AB 22-Feb-23 1.000% 785,340 784,421 EUR 3,000,000 Nordea Bank AB 26-Jun-23 0.875% 4,561,446 4,647,744 7,251,704 7,546,123 0.94

France EUR 700,000 BNP Paribas 24-Oct-22 2.875% 1,180,780 1,138,047 EUR 2,450,000 BNP Paribas SA 1-Jun-22 0.500% 3,727,481 3,775,057 EUR 900,000 BPCE SA 14-Dec-22 1.125% 1,427,772 1,404,424 EUR 2,400,000 BPCE SA 26-Sep-24 0.625% 3,554,164 3,663,853 USD 390,000 EADS Finance BV 17-Apr-23 2.700% 486,767 549,266 USD 718,000 Orange SA 14-Sep-21 4.125% 1,046,192 1,018,939 USD 1,000,000 Societe Generale SA 16-Sep-20 2.625% 1,336,564 1,364,023 USD 700,000 Societe Generale SA 8-Apr-21 2.500% 904,617 962,133 USD 2,300,000 Societe Generale SA 16-Oct-24 2.625% 3,186,594 3,190,600 16,850,931 17,066,342 2.13

Germany EUR 2,500,000 Bayer Capital Corp BV 15-Dec-22 0.625% 3,795,356 3,850,790 EUR 1,090,000 BMW Finance NV 12-Jan-21 0.125% 1,605,522 1,664,158 EUR 1,000,000 BMW Finance NV 5-Sep-22 1.250% 1,507,261 1,560,175 EUR 1,000,000 BMW Finance NV 10-Jul-23 0.375% 1,473,521 1,527,147 EUR 1,500,000 BMW US Capital LLC 20-Apr-22 0.625% 2,306,908 2,309,392 CAD 1,000,000 Daimler Canada Finance Inc. 16-Dec-21 2.230% 992,590 1,004,722 USD 500,000 Daimler Finance North America LLC 3-Aug-20 2.700% 645,419 679,784 USD 2,000,000 Daimler Finance North America LLC 6-Jan-22 2.850% 2,612,963 2,777,162 EUR 500,000 Daimler International Finance BV 13-Sep-21 0.200% 741,793 761,742 EUR 500,000 Deutsche Telekom International Finance BV 3-Apr-23 0.625% 761,711 772,397 EUR 2,971,000 E.ON SE 24-Oct-22 0.000% 4,327,005 4,514,885 USD 1,700,000 EMD Finance LLC 19-Mar-22 2.950% 2,165,930 2,383,030 EUR 3,000,000 Siemens Financieringsmaatschappij NV 6-Sep-23 0.375% 4,431,358 4,630,388 USD 1,039,000 T-Mobile USA Inc. 15-Apr-22 4.000% 1,444,959 1,448,829 USD 1,500,000 Volkswagen Group of America Finance LLC 13-Nov-20 1.204% 1,991,817 2,037,728 EUR 400,000 Volkswagen Leasing GmbH 4-Apr-22 2.125% 633,576 622,619 EUR 1,000,000 Volkswagen Leasing GmbH 4-Apr-22 2.125% 1,571,279 1,556,546 EUR 900,000 Volkswagen Leasing GmbH 6-Sep-22 2.375% 1,426,000 1,412,634 USD 1,099,000 ZF North America Capital Inc. 29-Apr-22 4.500% 1,506,595 1,537,144 35,941,563 37,051,272 4.63

Great Britain USD 2,500,000 AstraZeneca PLC 12-Jun-22 2.375% 3,073,233 3,515,331 USD 1,000,000 BAE Systems Holdings Inc. 15-Dec-20 2.850% 1,338,814 1,366,606 USD 500,000 Barclays PLC 12-Jan-21 3.250% 645,425 688,022 EUR 780,000 Barclays PLC 23-Mar-21 1.875% 1,171,928 1,203,655 EUR 900,000 Barclays PLC 1-Apr-22 1.500% 1,368,811 1,391,752 GBP 1,000,000 Barclays PLC 17-Jan-24 3.125% 1,796,797 1,751,685 EUR 400,000 Bat International Finance PLC 9-Nov-21 3.625% 680,739 634,547 EUR 667,000 BAT International Finance PLC 23-May-22 1.000% 1,032,479 1,025,139

The accompanying notes are an integral part of these financial statements 271 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 2,000,000 BAT International Finance PLC 7-Jun-22 3.250% 2,683,772 2,829,521 USD 1,000,000 BP Capital Markets America Inc. 16-Sep-21 2.112% 1,309,111 1,383,830 USD 138,000 BP Capital Markets PLC 16-Sep-21 1.191% 185,074 188,162 EUR 2,500,000 BP Capital Markets PLC 3-Mar-22 1.373% 3,835,857 3,887,408 EUR 1,000,000 BP Capital Markets PLC 25-Jan-24 1.117% 1,518,209 1,565,184 EUR 2,650,000 British Telecommunications PLC 23-Jun-22 0.500% 3,884,112 4,061,567 EUR 1,000,000 British Telecommunications PLC 10-Mar-23 1.125% 1,513,270 1,556,161 USD 364,000 CNH Industrial Capital LLC 15-Oct-21 3.875% 462,203 506,778 USD 900,000 CNH Industrial Capital LLC 5-Apr-22 4.375% 1,208,932 1,278,160 EUR 2,619,000 Coca-Cola European Partners PLC 24-Feb-22 0.750% 4,014,112 4,032,857 EUR 300,000 Coca-Cola EUropean Partners PLC 6-Nov-23 2.625% 488,849 493,215 EUR 3,000,000 Diageo Finance PLC 12-Oct-23 0.125% 4,435,980 4,581,365 USD 514,000 GlaxoSmithKline Capital Inc. 18-Mar-23 2.800% 654,809 739,209 EUR 889,000 GlaxoSmithKline Capital PLC 23-Sep-23 0.000% 1,307,690 1,352,085 EUR 800,000 HSBC France SA 20-Mar-23 0.600% 1,212,769 1,238,571 USD 1,900,000 HSBC Holdings PLC 25-May-21 2.020% 2,556,977 2,608,445 USD 900,000 Lloyds Banking Group PLC 11-Jan-22 3.000% 1,166,963 1,263,943 EUR 3,000,000 National Grid North America Inc. 8-Aug-23 0.750% 4,516,286 4,643,823 EUR 1,700,000 Nationwide Building Society 19-Apr-23 0.625% 2,579,574 2,633,824 EUR 500,000 Natwest Markets PLC 14-Jun-23 1.125% 737,377 767,128 EUR 2,200,000 NatWest Markets PLC 28-May-24 1.000% 3,250,036 3,346,643 EUR 1,640,000 Praxair Inc. 12-Feb-24 1.200% 2,583,294 2,613,480 EUR 2,400,000 Rolls-Royce PLC 9-May-24 0.875% 3,527,143 3,327,673 USD 1,000,000 TechnipFMC PLC 1-Oct-22 3.450% 1,258,019 1,381,737 EUR 600,000 Vodafone Group PLC 25-Aug-21 1.250% 896,425 927,807 EUR 250,000 Vodafone Group PLC 25-Aug-23 1.750% 390,346 399,142 63,285,415 65,184,455 8.15

Italy USD 1,500,000 Enel Finance International NV 25-May-22 2.875% 1,922,043 2,107,332 EUR 848,000 Enel Finance International NV 14-Sep-22 5.000% 1,581,290 1,435,704 EUR 919,000 Intesa Sanpaolo SpA 27-Jun-22 0.875% 1,377,375 1,404,376 USD 1,000,000 Intesa Sanpaolo SpA 14-Jul-22 3.125% 1,215,677 1,383,935 EUR 2,000,000 Intesa Sanpaolo SpA 4-Jul-24 1.000% 2,969,853 3,038,004 EUR 400,000 Italy Buoni Poliennali Del Tesoro 1-Mar-23 0.950% 633,964 622,074 USD 1,500,000 Republic of Italy Government International Bond 27-Sep-23 6.875% 2,358,206 2,357,308 USD 1,462,000 Republic of Italy Government International Bond 17-Oct-24 2.375% 2,017,710 2,017,787 14,076,118 14,366,520 1.80

Japan EUR 2,000,000 American Honda Finance Corp. 17-Mar-23 0.550% 3,074,469 3,054,111 EUR 1,868,000 Bank of Tokyo-Mitsubishi UFJ Ltd 11-Mar-22 0.875% 2,785,932 2,889,938 USD 2,500,000 Daiwa Securities Group Inc. 19-Apr-22 3.129% 3,319,009 3,501,871 CAD 3,500,000 Honda Canada Finance Inc. 15-Jul-22 2.268% 3,466,550 3,566,727 EUR 1,000,000 Mitsubishi UFJ Financial Group Inc. 26-Jan-23 0.680% 1,525,141 1,541,153 EUR 1,000,000 Mitsubishi UFJ Financial Group Inc. 19-Jul-24 0.339% 1,465,590 1,516,035 USD 1,000,000 Mizuho Financial Group Inc. 13-Sep-21 1.453% 1,334,190 1,370,158 USD 1,500,000 Nissan Motor Acceptance Corp. 28-Sep-20 0.696% 1,974,994 2,021,203 USD 1,000,000 Nissan Motor Acceptance Corp. 8-Mar-21 2.550% 1,343,182 1,348,223 USD 270,000 Nissan Motor Acceptance Corp. 14-Sep-21 1.900% 358,763 360,094 USD 4,000,000 Nomura Holdings Inc. 16-Jan-25 2.648% 5,652,015 5,668,119 EUR 900,000 Sumitomo Mitsui Banking Corp. 19-Jan-22 1.000% 1,358,712 1,393,003 EUR 381,000 Sumitomo Mitsui Financial Group Inc. 23-Jul-23 0.819% 583,686 590,397 EUR 1,200,000 Takeda Pharmaceutical Co Ltd. 21-Nov-22 1.125% 1,805,477 1,863,767 CAD 10,000,000 Toyota Credit Canada Inc. 18-Jul-22 2.350% 10,014,800 10,236,265 40,062,510 40,921,064 5.11

The accompanying notes are an integral part of these financial statements 272 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Netherlands EUR 2,000,000 ABN AMRO Bank NV 17-Jul-23 0.500% 3,004,728 3,098,020 EUR 2,100,000 Cooperatieve Rabobank UA 29-Aug-23 0.750% 3,179,738 3,247,221 EUR 1,000,000 ING Bank NV 21-Feb-22 4.500% 1,741,637 1,637,500 EUR 1,400,000 ING Groep NV 9-Mar-22 0.750% 2,082,943 2,154,341 EUR 4,000,000 LeasePlan Corp NV 2-May-23 1.000% 5,980,813 6,059,864 15,989,859 16,196,946 2.02

Spain USD 3,000,000 Banco Santander SA 12-Apr-23 3.848% 3,795,715 4,339,696 USD 1,000,000 Santander Holdings USA Inc. 28-Mar-22 3.700% 1,290,228 1,398,479 USD 500,000 Santander Holdings USA Inc. 18-Jan-23 3.400% 630,158 706,334 USD 1,000,000 Santander UK Group Holdings PLC 5-Aug-21 2.875% 1,360,982 1,388,322 EUR 500,000 Telefonica Emisiones SA 5-Feb-24 1.069% 761,567 783,926 7,838,650 8,616,757 1.08

Sweden EUR 900,000 Svenska Handelsbanken AB 21-Mar-23 0.500% 1,333,965 1,393,935 EUR 3,000,000 Swedbank AB 7-Nov-22 0.250% 4,553,232 4,589,503 USD 1,629,000 Telefonaktiebolaget LM Ericsson 15-May-22 4.125% 2,044,435 2,322,374 7,931,632 8,305,812 1.04

Switzerland EUR 2,000,000 ABB Finance BV 12-Oct-20 0.096% 2,927,016 3,050,812 USD 1,058,000 Credit Suisse AG 29-Oct-21 3.000% 1,411,794 1,485,120 EUR 1,500,000 Credit Suisse Group Funding Guernsey Ltd. 14-Apr-22 1.250% 2,309,872 2,328,537 6,648,682 6,864,469 0.86

United States Of America EUR 1,000,000 Abbott Ireland Financing DAC 27-Sep-20 0.000% 1,500,187 1,524,972 EUR 3,000,000 Abbott Ireland Financing DAC 27-Sep-23 0.875% 4,538,931 4,684,012 USD 1,000,000 AbbVie Inc. 15-Mar-22 3.450% 1,431,374 1,412,524 USD 2,000,000 AbbVie Inc. 1-Oct-22 3.250% 2,866,340 2,846,821 USD 2,000,000 AbbVie Inc. 6-Nov-22 2.900% 2,484,478 2,849,784 USD 1,300,000 Activision Blizzard Inc. 15-Jun-22 2.600% 1,631,779 1,832,265 USD 2,000,000 AECOM 15-Oct-24 5.875% 2,974,764 2,939,505 USD 1,222,000 Aetna Inc. 15-Nov-22 2.750% 1,548,354 1,728,734 EUR 1,786,000 Albemarle Corp. 8-Dec-21 1.875% 2,687,536 2,725,046 USD 1,000,000 Ally Financial Inc. 21-May-24 3.875% 1,373,550 1,404,969 USD 1,500,000 Ally Financial Inc. 30-Sep-24 5.125% 2,214,519 2,201,196 USD 2,000,000 Altria Group Inc. 9-Aug-22 2.850% 2,507,225 2,830,001 EUR 1,000,000 Altria Group Inc. 15-Feb-23 1.000% 1,486,887 1,540,037 USD 1,200,000 Ameren Corp. 15-Nov-20 2.700% 1,670,189 1,639,192 USD 4,500,000 American Express Co. 1-Aug-22 2.500% 5,566,988 6,329,451 USD 850,000 American International Group Inc. 1-Mar-21 3.300% 1,132,979 1,173,464 USD 2,500,000 American International Group Inc. 15-Feb-24 4.125% 3,771,636 3,790,167 USD 1,000,000 Amgen Inc. 15-Nov-21 3.875% 1,132,437 1,167,144 EUR 3,140,000 Amgen Inc. 25-Feb-22 1.250% 4,890,645 4,868,197 USD 1,450,000 Anixter Inc. 1-Oct-21 5.125% 1,958,328 2,073,060 USD 383,000 Apache Corp. 15-Apr-22 3.250% 499,971 503,274 USD 2,000,000 Ares Capital Corp. 10-Jun-24 4.200% 2,642,074 2,781,672 USD 2,000,000 Arrow Electronics Inc. 8-Sep-24 3.250% 2,869,524 2,881,522 EUR 1,250,000 AT&T Inc. 1-Jun-22 1.450% 1,982,727 1,941,283 USD 1,500,000 AT&T Inc. 15-Jun-22 3.400% 2,030,405 2,142,755 USD 1,000,000 Avnet Inc. 1-Dec-22 4.875% 1,330,602 1,453,391

The accompanying notes are an integral part of these financial statements 273 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 1,000,000 Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc. 15-Dec-22 2.773% 1,412,880 1,415,989 CAD 1,000,000 Bank of America Corp. 22-Jun-22 3.228% 1,007,700 1,039,637 EUR 1,600,000 Bank of America Corp. 14-Sep-22 1.625% 2,562,475 2,514,117 EUR 212,000 Bank of America Corp. 26-Jul-23 0.750% 324,446 327,022 EUR 1,700,000 Baxter International Inc. 15-May-24 0.400% 2,564,635 2,611,228 USD 1,000,000 Bayer US Finance LLC 8-Oct-24 3.375% 1,443,313 1,482,503 USD 142,000 Becton Dickinson and Co. 12-Nov-20 3.250% 196,520 194,323 USD 750,000 Bemis Co Inc. 15-Oct-21 4.500% 1,098,832 1,044,021 USD 3,000,000 Boeing Co. 1-Mar-23 2.800% 4,087,553 4,150,400 EUR 1,750,000 Booking Holdings Inc. 25-Nov-22 2.150% 2,709,756 2,760,274 USD 2,500,000 Boston Scientific Corp. 15-May-22 3.375% 3,177,582 3,548,163 USD 318,000 Boston Scientific Corp. 15-May-25 3.850% 476,598 486,074 USD 3,570,000 Broadcom Inc. 15-Apr-25 4.700% 5,419,339 5,466,916 USD 1,841,000 Brown & Brown Inc. 15-Sep-24 4.200% 2,717,100 2,711,602 USD 4,000,000 Bunge Ltd Finance Corp. 15-Mar-24 4.350% 5,536,955 5,941,186 USD 1,223,000 Campbell Soup Co. 19-Mar-25 3.300% 1,766,204 1,795,151 USD 1,900,000 Capital One Financial Corp. 15-Jul-21 4.750% 2,689,171 2,690,231 EUR 777,000 Capital One Financial Corp. 12-Jun-24 0.800% 1,148,755 1,157,491 USD 1,000,000 Capital One Financial Corp. 5-Feb-25 3.200% 1,433,951 1,459,507 USD 900,000 Carpenter Technology Corp. 15-Jul-21 5.200% 1,257,635 1,233,753 USD 1,854,000 CF Industries Inc. 1-Jun-23 3.450% 2,304,163 2,568,867 USD 1,490,000 Choice Hotels International Inc. 1-Jul-22 5.750% 2,060,581 2,158,496 USD 1,500,000 Cigna Corp. 15-Feb-22 3.900% 2,057,103 2,141,083 USD 515,000 CIT Group Inc. 1-Aug-23 5.000% 684,705 714,903 EUR 300,000 Citigroup Inc. 27-Oct-21 1.375% 471,646 465,868 EUR 2,000,000 Citigroup Inc. 26-Oct-23 0.750% 2,969,444 3,092,709 USD 1,307,000 CNH Industrial Capital LLC 15-Jan-24 4.200% 1,857,269 1,892,180 EUR 1,870,000 Coca-Cola Co. 22-Sep-22 1.125% 2,935,367 2,919,652 EUR 750,000 Coca-Cola Co. 8-Mar-24 0.500% 1,135,564 1,161,274 USD 1,000,000 Comerica Inc. 31-Jul-23 3.700% 1,468,949 1,464,343 USD 1,000,000 Consolidated Edison Inc. 15-May-21 2.000% 1,284,616 1,374,472 USD 1,000,000 Constellation Brands Inc. 9-May-22 2.700% 1,368,599 1,408,523 USD 1,000,000 Constellation Brands Inc. 15-Feb-23 3.200% 1,252,815 1,439,609 USD 596,000 COX Communications Inc. 15-Dec-22 3.250% 738,409 853,194 USD 900,000 CVS Health Corp. 20-Jul-20 2.800% 1,211,078 1,222,952 USD 700,000 CVS Health Corp. 1-Jun-21 2.125% 893,189 962,924 USD 1,000,000 DCP Midstream Operating LP 1-Apr-22 4.950% 1,349,056 1,369,805 USD 1,198,000 Discover Financial Services 21-Nov-22 3.850% 1,726,933 1,724,043 USD 150,000 Discover Financial Services 4-Mar-25 3.750% 219,457 219,464 USD 1,500,000 Dollar General Corp. 15-Apr-23 3.250% 1,876,340 2,175,154 USD 3,548,000 Dollar Tree Inc. 15-May-23 3.700% 4,694,825 5,164,335 USD 585,000 Dr Pepper Snapple Group Inc. 15-Nov-21 3.200% 826,286 816,441 USD 1,000,000 Dr Pepper Snapple Group Inc. 15-Nov-22 2.700% 1,207,577 1,412,776 USD 4,250,000 DuPont de Nemours Inc. 1-May-23 2.169% 5,807,194 5,884,977 USD 1,000,000 DXC Technology Co. 15-Apr-25 4.125% 1,397,700 1,450,055 USD 3,300,000 E*TRADE Financial Corp. 24-Aug-22 2.950% 4,149,732 4,668,506 USD 2,000,000 Eastman Chemical Co. 15-Aug-22 3.600% 2,910,334 2,835,569 USD 1,500,000 Eaton Corp. 2-Nov-22 2.750% 1,929,931 2,142,910 USD 1,000,000 eBay Inc. 9-Mar-22 3.800% 1,389,293 1,426,365 USD 500,000 eBay Inc. 15-Jul-22 2.600% 623,194 701,643 USD 817,000 eBay Inc. 30-Jan-23 2.750% 1,077,535 1,159,603 USD 2,159,000 Edison International 15-Sep-22 2.400% 2,621,825 2,970,661 USD 600,000 Edison International 15-Mar-23 2.950% 744,393 834,090 USD 1,300,000 Edison International 15-Apr-25 4.950% 1,963,307 1,937,285

The accompanying notes are an integral part of these financial statements 274 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 675,000 Electronic Arts Inc. 1-Mar-21 3.700% 899,115 933,670 EUR 780,000 Emerson Electric Co. 22-May-24 0.375% 1,157,645 1,198,524 USD 1,550,000 Energizer Holdings Inc. 24-May-22 4.700% 2,068,442 2,184,539 USD 1,000,000 Enterprise Products Operating LLC 15-Apr-21 2.850% 1,352,433 1,379,272 USD 1,400,000 Evergy Inc. 1-Jun-21 4.850% 1,953,011 1,953,145 USD 200,000 Exelon Corp. 1-Dec-20 5.150% 280,640 273,496 USD 300,000 Exelon Generation Co., LLC 1-Oct-20 4.000% 422,994 407,282 USD 2,000,000 Exelon Generation Co., LLC 15-Mar-22 3.400% 2,564,248 2,823,125 USD 500,000 Exelon Generation Co., LLC 15-Jun-22 4.250% 702,002 719,300 USD 1,000,000 Exelon Generation Co., LLC 1-Jun-25 3.250% 1,466,786 1,466,786 USD 467,000 Expedia Group Inc. 15-Aug-24 4.500% 664,204 656,833 EUR 2,250,000 FedEx Corp. 13-May-22 0.700% 3,328,003 3,450,105 USD 2,200,000 Fidelity & Guaranty Life Holdings Inc. 1-May-25 5.500% 3,286,017 3,234,979 USD 516,000 Fifth Third Bancorp 15-Mar-22 3.500% 689,275 733,467 USD 3,000,000 Flextronics International Ltd. 15-Feb-23 5.000% 4,201,588 4,388,625 EUR 3,400,000 Fluor Corp. 21-Mar-23 1.750% 5,265,370 3,915,367 CAD 2,500,000 Ford Credit Canada Co. 22-Jun-22 2.766% 2,446,070 2,381,630 USD 500,000 Ford Motor Credit Co LLC 15-Jan-21 3.200% 645,608 670,319 USD 1,000,000 Ford Motor Credit Co LLC 9-Jan-22 3.219% 1,318,980 1,327,346 USD 2,000,000 Freeport-McMoRan Inc. 15-Mar-23 3.875% 2,769,473 2,720,645 USD 3,000,000 GATX Corp. 15-Jun-22 4.750% 4,109,757 4,295,602 EUR 3,400,000 General Electric Co. 17-May-22 0.375% 5,142,880 5,146,666 USD 2,000,000 General Mills Inc. 16-Apr-21 1.716% 2,655,724 2,721,156 USD 1,379,000 General Mills Inc. 15-Dec-21 3.150% 1,892,352 1,929,939 USD 2,300,000 General Motors Financial Co., Inc. 6-Jul-21 3.200% 3,078,181 3,157,640 USD 1,000,000 General Motors Financial Co., Inc. 5-Jan-23 3.250% 1,234,818 1,387,667 USD 800,000 General Motors Financial Co., Inc. 20-Jun-25 2.750% 1,079,443 1,071,760 USD 195,000 Gilead Sciences Inc. 1-Sep-20 2.550% 256,907 265,696 USD 1,900,000 Glencore Funding LLC 29-Apr-24 4.625% 2,828,433 2,849,285 USD 1,000,000 Goldman Sachs Group Inc 15-Sep-20 2.750% 1,334,511 1,361,040 CAD 2,000,000 Goldman Sachs Group Inc 12-Feb-21 3.550% 2,039,700 2,030,305 USD 447,000 Goldman Sachs Group Inc 27-Jul-21 5.250% 649,626 637,331 USD 1,383,000 Goldman Sachs Group Inc 24-Jan-22 5.750% 1,957,112 2,026,058 EUR 291,000 Goldman Sachs Group Inc 1-Feb-23 3.250% 486,143 475,342 USD 500,000 Graphic Packaging International Inc. 15-Nov-22 4.875% 661,324 703,251 USD 824,000 Graphic Packaging International Inc. 15-Aug-24 4.125% 1,150,630 1,159,103 USD 2,500,000 Halliburton Co. 1-Aug-23 3.500% 3,510,755 3,556,626 USD 750,000 Harley-Davidson Financial Services Inc. 15-Jan-21 2.850% 1,026,163 1,023,731 USD 1,400,000 Harley-Davidson Financial Services Inc. 9-Jun-22 2.550% 1,763,684 1,908,294 EUR 1,500,000 Harley-Davidson Financial Services Inc. 19-Nov-24 0.900% 2,210,413 2,153,219 USD 300,000 Hewlett Packard Enterprise Co. 15-Oct-20 3.600% 407,340 409,852 USD 2,000,000 Hewlett Packard Enterprise Co. 12-Mar-21 0.998% 2,640,036 2,713,896 USD 1,500,000 Hewlett Packard Enterprise Co. 1-Oct-24 4.650% 2,250,042 2,288,883 EUR 977,000 Honeywell International Inc. 22-Feb-23 1.300% 1,490,233 1,532,106 USD 400,000 Huntington Bancshares Inc/OH 14-Mar-21 3.150% 526,363 552,120 USD 800,000 Huntington Bancshares Inc/OH 14-Jan-22 2.300% 1,015,093 1,115,004 USD 866,000 Hyatt Hotels Corp. 15-Jul-23 3.375% 1,150,719 1,186,685 EUR 500,000 Illinois Tool Works Inc. 22-May-23 1.250% 774,939 786,874 EUR 750,000 International Business Machines Corp. 7-Sep-21 0.500% 1,104,936 1,150,270 EUR 625,000 International Business Machines Corp. 31-Jan-23 0.375% 942,031 958,104 EUR 800,000 International Business Machines Corp. 26-May-23 1.250% 1,272,014 1,257,682 EUR 2,651,000 Johnson Controls International plc 15-Sep-23 1.000% 3,978,966 4,090,354 USD 205,000 JPMorgan Chase & Co. 10-May-21 4.625% 299,971 288,452 EUR 500,000 JPMorgan Chase & Co. 25-Jan-24 0.625% 764,809 770,259

The accompanying notes are an integral part of these financial statements 275 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 179,000 Kellogg Co. 15-Dec-20 4.000% 251,232 246,696 EUR 1,200,000 Kellogg Co. 17-Nov-22 0.800% 1,844,592 1,848,632 EUR 740,000 Kellogg Co. 17-May-24 1.000% 1,112,236 1,146,491 USD 500,000 KeyBank NA/Cleveland OH 22-Nov-21 2.500% 664,315 697,972 USD 707,000 Kinder Morgan Energy Partners LP 1-Sep-22 3.950% 1,000,331 1,012,379 USD 333,000 Kroger Co 15-Jan-21 3.300% 449,301 457,929 USD 1,390,000 Kroger Co 15-Apr-22 3.400% 1,811,961 1,967,491 USD 600,000 Laboratory Corp of America Holdings 1-Feb-22 3.200% 792,184 845,128 USD 779,000 Laboratory Corp of America Holdings 23-Aug-22 3.750% 1,099,778 1,116,182 USD 500,000 Lazard Group LLC 13-Feb-25 3.750% 716,006 721,652 USD 595,000 Leidos Holdings Inc. 1-Dec-20 4.450% 794,657 808,382 USD 400,000 Lennar Corp. 1-Apr-21 4.750% 579,581 550,838 USD 600,000 Lennar Corp. 15-Jan-22 4.125% 835,021 826,559 USD 300,000 LG&E & KU Energy LLC 15-Nov-20 3.750% 421,019 408,831 USD 382,000 Liberty Mutual Group Inc. 1-May-22 4.950% 519,771 551,109 USD 1,000,000 Lincoln National Corp. 9-Mar-25 3.350% 1,476,019 1,479,591 USD 2,000,000 Lloyds Banking Group PLC 8-May-25 4.450% 3,092,094 3,073,364 USD 547,000 LyondellBasell Industries NV 15-Nov-21 6.000% 825,246 786,249 USD 1,732,000 Marathon Petroleum Corp. 15-Dec-20 3.400% 2,357,762 2,374,145 USD 300,000 Marathon Petroleum Corp. 1-May-23 4.500% 439,649 439,217 USD 1,302,000 Marathon Petroleum Corp. 1-May-25 4.700% 1,956,775 1,980,887 USD 800,000 Marriott International Inc/MD 1-Mar-21 2.875% 1,057,356 1,091,572 USD 1,000,000 Marriott International Inc/MD 1-Dec-23 4.150% 1,382,691 1,409,520 EUR 3,000,000 McDonald’s Corp. 29-Jan-24 0.625% 4,465,903 4,618,623 EUR 2,500,000 Medtronic Global Holdings SCA 7-Mar-21 0.000% 3,631,791 3,813,959 EUR 1,862,000 Medtronic Global Holdings SCA 2-Dec-22 0.000% 2,720,098 2,823,837 USD 619,000 Meritage Homes Corp. 1-Apr-22 7.000% 892,250 887,432 USD 3,000,000 Micron Technology Inc. 24-Apr-23 2.497% 4,265,151 4,236,298 USD 495,000 Molson Co.ors Brewing Co. 15-Jul-21 2.100% 660,857 680,395 EUR 1,000,000 Molson Co.ors Brewing Co. 15-Jul-24 1.250% 1,494,043 1,478,399 USD 2,000,000 Mondelez International Holdings Netherlands BV 28-Oct-21 2.000% 2,611,613 2,763,836 EUR 1,000,000 Morgan Stanley 10-Aug-20 5.375% 1,574,582 1,534,255 CAD 1,400,000 Morgan Stanley 5-Aug-21 3.125% 1,438,015 1,430,822 EUR 1,500,000 Morgan Stanley 30-Mar-23 1.875% 2,388,559 2,377,402 USD 665,000 MPLX LP 1-Dec-24 4.875% 982,319 1,003,290 USD 1,000,000 Mylan Inc/PA 15-Jan-23 3.125% 1,216,042 1,428,046 EUR 1,642,000 Mylan NV 22-Nov-24 2.250% 2,586,440 2,627,470 USD 342,000 National OilWell Varco Inc. 1-Dec-22 2.600% 426,072 467,612 USD 200,000 NatWest Markets PLC 29-Sep-22 3.625% 288,658 284,776 USD 1,000,000 NetApp Inc. 15-Jun-21 3.375% 1,340,338 1,387,869 USD 1,000,000 Netflix Inc. 15-Feb-25 5.875% 1,501,939 1,503,693 USD 340,000 NextEra Energy Capital Holdings Inc. 1-Jun-21 4.500% 476,071 473,944 USD 500,000 Nordstrom Inc. 15-Oct-21 4.000% 702,527 680,357 USD 951,000 NuStar Logistics LP 1-Feb-21 6.750% 1,388,647 1,286,082 USD 1,802,000 Omnicom Group Inc. 1-May-22 3.625% 2,480,920 2,580,088 USD 2,046,000 ONE Inc. 1-Feb-22 4.250% 2,750,037 2,873,346 USD 400,000 O’Reilly Automotive Inc. 15-Sep-21 4.625% 563,631 562,789 USD 1,629,000 Penske Truck Leasing Co., L.P./PTL Finance Corp. 1-Feb-22 3.375% 2,153,982 2,269,603 USD 671,000 Penske Truck Leasing Co., L.P./PTL Finance Corp. 17-Jan-23 4.250% 869,117 969,348 USD 500,000 Penske Truck Leasing Co., L.P./PTL Finance Corp. 1-Aug-23 4.125% 726,742 725,496 USD 759,000 Perrigo Finance Unlimited Co. 15-Mar-21 3.500% 1,008,702 1,031,588 USD 1,000,000 Perrigo Finance Unlimited Co. 15-Dec-24 3.900% 1,446,109 1,445,404 EUR 2,000,000 Philip Morris International Inc. 3-Mar-21 1.875% 3,007,443 3,084,949 USD 1,000,000 Philip Morris International Inc. 15-Nov-21 2.900% 1,357,954 1,405,867

The accompanying notes are an integral part of these financial statements 276 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 1,500,000 Phillips 66 1-Apr-22 4.300% 2,200,591 2,159,432 USD 1,800,000 Phillips 66 15-Dec-24 2.450% 2,519,507 2,518,378 USD 1,200,000 PolyOne Corp. 15-Mar-23 5.250% 1,596,612 1,764,534 EUR 1,500,000 PPG Industries Inc. 13-Mar-22 0.875% 2,242,764 2,302,508 EUR 2,750,000 Priceline Group Inc 10-Mar-22 0.800% 4,129,038 4,215,702 USD 400,000 Progress Energy Inc. 15-Jan-21 4.400% 570,097 549,311 USD 250,000 Quest Diagnostics Inc. 1-Apr-21 4.700% 359,863 349,657 USD 2,000,000 Radian Group Inc. 1-Oct-24 4.500% 2,793,111 2,630,079 USD 2,000,000 Raytheon Technologies Corp. 15-Mar-22 2.800% 2,838,901 2,802,127 USD 500,000 Reynolds American Inc. 12-Jun-25 4.450% 764,332 765,328 USD 1,000,000 Roper Technolgies Inc. 15-Dec-20 3.000% 1,345,230 1,370,016 USD 465,000 Ryder System Inc. 1-Sep-20 2.875% 618,714 632,115 USD 390,000 Ryder System Inc. 15-Nov-21 3.450% 535,618 545,825 USD 3,000,000 Ryder System Inc. 1-Sep-22 2.500% 4,192,709 4,195,036 EUR 1,850,000 Schlumberger Finance BV 15-Oct-24 0.000% 2,695,230 2,759,091 USD 300,000 Sempra Energy 15-Nov-20 2.850% 401,432 409,818 USD 1,000,000 Sensata Technologies BV 1-Nov-24 5.625% 1,468,939 1,444,012 USD 54,000 Sherwin-Williams Co 1-Jun-22 2.750% 68,327 75,752 EUR 2,000,000 Sky Ltd. 24-Nov-23 1.875% 3,145,476 3,214,836 USD 270,000 Southern Power Co. 15-Dec-21 2.500% 351,580 375,944 EUR 1,000,000 Southern Power Co. 20-Jun-22 1.000% 1,503,957 1,544,886 USD 1,100,000 Southwest Airlines Co. 5-Nov-20 2.650% 1,450,653 1,494,340 USD 1,500,000 Southwest Airlines Co. 4-May-23 4.750% 2,079,706 2,093,327 USD 2,250,000 Spirit AeroSystems Inc. 15-Jun-23 3.950% 3,040,357 2,596,424 EUR 967,000 Stryker Corp. 30-Nov-23 1.125% 1,490,719 1,513,981 USD 425,000 Sunoco Logistics Partners Operations LP 1-Apr-21 4.400% 587,577 588,348 USD 1,500,000 SunTrust Bank/Atlanta GA 1-Aug-22 2.450% 1,849,811 2,111,084 USD 800,000 Symantec Corp. 15-Jun-22 3.950% 1,016,441 1,106,450 EUR 2,125,000 Sysco Corp. 23-Jun-23 1.250% 3,304,918 3,227,241 USD 500,000 Sysco Corp. 15-Mar-25 3.550% 735,634 729,821 USD 1,000,000 Sysco Corp. 1-Apr-25 5.650% 1,589,620 1,586,344 USD 1,824,000 The Mosaic Co. 15-Nov-21 3.750% 2,440,085 2,535,072 EUR 1,000,000 Thermo Fisher Scientific Inc. 21-Jul-22 2.150% 1,620,101 1,577,270 USD 600,000 Toll Brothers Finance Corp. 15-Jan-24 5.625% 868,236 874,553 USD 1,000,000 Total System Services Inc. 1-Apr-21 3.800% 1,353,839 1,382,292 USD 1,000,000 Tyson Foods Inc. 15-Jun-22 4.500% 1,315,540 1,448,161 EUR 3,000,000 United Parcel Service Inc. 15-Nov-23 0.375% 4,572,594 4,608,991 USD 605,000 US Bancorp. 15-Mar-22 3.000% 780,139 857,415 USD 2,000,000 Valero Energy Corp. 15-Apr-23 2.700% 2,823,401 2,819,002 USD 365,000 Ventas Realty LP 15-Jan-23 3.100% 503,966 507,654 USD 1,000,000 Ventas Realty LP 15-Apr-24 3.500% 1,378,679 1,414,234 EUR 1,521,000 VF Corp. 20-Sep-23 0.625% 2,340,683 2,332,472 USD 3,800,000 ViacomCBS Inc. 15-May-25 4.750% 5,828,397 5,904,979 USD 1,296,000 Walgreen Co. 15-Sep-22 3.100% 1,695,980 1,844,557 USD 1,250,000 Walgreens Boots Alliance Inc. 18-Nov-21 3.300% 1,729,510 1,750,610 USD 978,000 Wells Fargo & Co. 26-Jul-21 2.016% 1,310,742 1,338,189 CAD 2,000,000 Wells Fargo & Co. 25-Apr-22 2.094% 1,965,400 2,029,011 EUR 750,000 Wells Fargo & Co. 12-Sep-22 1.500% 1,197,619 1,171,424 USD 524,000 Whirlpool Corp. 15-Jun-21 4.850% 762,660 740,175 USD 954,000 Williams Cos Inc 1-Sep-21 7.875% 1,430,660 1,392,808 USD 1,958,000 Williams Partners LP 15-Nov-21 4.000% 2,706,010 2,746,145 USD 975,000 WR Berkley Corp. 15-Mar-22 4.625% 1,316,100 1,395,432 USD 1,180,000 WR Grace & Co-Conn 1-Oct-21 5.125% 1,629,016 1,688,163 USD 1,800,000 Wyndham Worldwide Corp. 1-Mar-22 4.250% 2,520,632 2,409,016

The accompanying notes are an integral part of these financial statements 277 DFA Global Targeted Credit Fund Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 829,000 Xerox Corp. 1-Sep-20 2.750% 1,080,291 1,126,706 USD 85,000 Xerox Corp. 17-Mar-22 4.070% 118,474 114,937 USD 691,000 Zimmer Holdings Inc. 1-Apr-22 3.150% 882,312 973,532 USD 1,000,000 Zoetis Inc. 1-Feb-23 3.250% 1,289,046 1,433,982 439,975,895 450,473,684 56.30 684,233,736 701,992,726 87.74

Total Investment $759,601,302 779,021,266 97.36

Currency Forward Contracts (a) (583,212) (0.07)

Other Assets Less Liabilities 21,658,595 2.71

Net Assets Attributable to Holders of Redeemable units $800,096,649 100.00

(a) Currency Forward Contracts Currency codes used above are as follows: CAD - Canadian Dollar DKK - Danish Krone EUR - Euro GBP - British Pound SGD - Singapore Dollar SEK - Swedish Krona USD - U.S. Dollar (a) Currency Forward Contracts Unrealized Rating of the Settlement Date Purchased Currency Notional Sold Currency Notional Gain (Loss) Counter party Counterparty (1) July 29, 2020 CAD 1,801,348 GBP (1,050,329) 34,428 CITI A+ July 27, 2020 EUR 898,024 CAD (1,358,234) 12,203 RBC AA- July 8, 2020 CAD 73,631,611 EUR (48,224,114) 65,710 JPM A+ July 22, 2020 CAD 61,188,989 EUR (39,843,476) 391,183 SSBT AA- August 19, 2020 CAD 71,660,475 EUR (46,997,779) (87,826) CITI A+ July 8, 2020 EUR 562,340 CAD (851,928) 5,921 RBC AA- July 27, 2020 CAD 72,551,017 EUR (47,662,900) (185,474) JPM A+ July 10, 2020 CAD 126,413,273 USD (92,045,754) 1,456,157 BNY A- July 10, 2020 USD 843,886 CAD (1,144,898) 721 RBC AA- July 9, 2020 CAD 125,039,364 USD (92,434,158) (445,266) BNY A- July 10, 2020 CAD 2,730,024 USD (2,023,354) (16,783) CITI A+ July 7, 2020 CAD 125,067,077 USD (93,266,738) (1,548,629) JPM A+ July 9, 2020 CAD 12,759,405 USD (9,548,187) (202,787) RBC AA- July 10, 2020 CAD 3,589,172 USD (2,677,286) (45,380) RBC AA- July 7, 2020 CAD 5,498,364 USD (4,104,286) (73,472) BOA A+ July 10, 2020 CAD 2,503,360 USD (1,839,848) 5,669 SSBT AA- July 7, 2020 CAD 6,445,522 USD (4,737,404) 14,179 RBC AA- July 7, 2020 USD 3,129,961 CAD (4,248,521) 610 BOA A+ July 10, 2020 CAD 3,701,422 USD (2,727,548) (1,368) BOA A+ July 7, 2020 CAD 4,288,746 USD (3,162,263) (4,237) RBC AA- July 10, 2020 CAD 317,609 USD (233,554) 547 RBC AA- July 10, 2020 CAD 4,445,780 USD (3,285,181) (14,026) JPM A+ July 10, 2020 USD 1,025,685 CAD (1,389,660) 2,762 RBC AA- July 9, 2020 CAD 4,390,910 USD (3,222,225) 16,553 RBC AA- July 9, 2020 USD 185,893 CAD (253,591) (1,231) RBC AA- July 10, 2020 CAD 4,035,118 USD (2,953,891) 25,053 RBC AA- July 7, 2020 CAD 1,442,548 USD (1,054,074) 11,571 RBC AA- (583,212)

(1) Source: Standard & Poor’s as at June 30, 2020 BNY = Bank of New York BOA = Bank of America CITI = Citibank JPM = JP Morgan RBC = Royal Bank of Canada SSBT = State Street Bank & Trust Company of Canada

The accompanying notes are an integral part of these financial statements 278 DFA Global Targeted Credit Fund Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Targeted Credit Fund is to maximize total returns from the universe of debt securities in which the Fund invests. Total return is comprised of income and capital appreciation. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

% of Fund’s % of Fund’s Net Assets Net Assets Country June 30, 2020 December 31, 2019 United States of America 56.30 54.35

The Fund’s market risk is affected by three main components: changes in actual market prices, interest rates, and foreign currency movements. The Fund generally purchases fixed income securities issued or guaranteed by the Canadian government or its agencies or instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations.

(b) Currency risk The Fund holds assets and liabilities, including cash that are denominated in currencies other than the CAD, the functional currency. Although the Fund hedges most of its currency exposure, a portion of the Fund’s non-Canadian denominated assets and liabilities may remain exposed to currency risk, as the value of these assets and liabilities denominated in other currencies fluctuate due to changes in exchange rates.

The accompanying notes are an integral part of these financial statements 279 DFA Global Targeted Credit Fund Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units Financial Forward Percentage of Impact of 10% Instruments Contracts Net Assets Movement Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) (CAD) June 30, 2020 United States Dollar 426,922,388 426,465,640 456,748 0.06% 45,675 Euro 276,702,700 276,483,184 219,516 0.03% 21,952 British Pound 1,775,397 1,766,862 8,535 0.00% 854 705,400,485 704,715,686 684,799 0.09% 68,481 December 31, 2019 United States Dollar 422,954,816 422,777,918 176,898 0.02% 17,690 British Pound 2,698,392 2,697,321 1,071 0.00% 107 Euro 297,448,178 297,593,009 (144,831) -0.02% (14,483) 723,101,386 723,068,248 33,138 0.00% 3,314

(c) Interest rate risk The table below summarizes the Fund’s exposure to interest rate risk as at June 30, 2020 and December 31, 2019, categorized by the earlier of contractual re-pricing or maturity dates. Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $16,576,216 $77,525,671 $684,919,379 $– $779,021,266 December 31, 2019 Debt Instruments $ 3,357,261 $56,925,726 $719,534,479 $– $779,817,466

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Fund’s investments, the increase in net assets for the period would amount to approximately $17,680,000 (December 31, 2019: $17,548,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Fund’s investments, the decrease in net assets would amount to approximately $17,062,000 (December 31, 2019: $16,952,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Fund held forward foreign currency contracts to facilitate the settlement of its fixed income securities traded, as well as to hedge against adverse changes in the relationship of the CAD to foreign currencies. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts.

The accompanying notes are an integral part of these financial statements 280 DFA Global Targeted Credit Fund Discussion of Financial Risk Management (note 9) (unaudited)

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 0.76% – AA 4.03% 6.39% A 27.77% 37.55% BBB 57.67% 47.05% BB 6.61% 5.80% B 0.53% 0.26% Total 97.37% 97.05%

The accompanying notes are an integral part of these financial statements 281 DFA Global Targeted Credit Fund Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Country segment 2020 2019 Canadian Corporate Bonds 5.10% 5.11% Canadian Federal Bonds 0.76% – Canadian Provincial Bonds 3.76% 1.45% Australia 2.05% 2.28% Belgium 0.97% 0.94% Denmark 0.66% 0.62% Finland 0.94% 0.90% France 2.13% 3.10% Germany 4.63% 5.27% Great Britain 8.15% 9.10% Ireland – 0.68% Italy 1.80% 1.61% Japan 5.11% 5.53% Netherlands 2.02% 2.02% Spain 1.08% 2.22% Switzerland 0.86% 0.88% Sweden 1.04% 0.99% United States of America 56.30% 54.35% Cash 2.57% 1.43% Currency Forwards -0.07% 1.05% Net Other Assets/Liabilities 0.14% 0.47% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 282 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note 40EQ-60FI Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 502,016,026 $ 519,459,472 Cash 258,047 967,624 Due from Manager – 1,500 Subscriptions receivable 414,308 380,231 Total assets 502,688,381 520,808,827

Liabilities Current liabilities Payable for investments purchased – 365,657 Redemptions payable 171,865 62,828 Management fees payable 273,555 295,317 Accrued expenses 93,658 90,976 Total liabilities 539,078 814,778

Net Assets attributable to holders of redeemable units $ 502,149,303 $ 519,994,049

Net Assets attributable to holders of redeemable units per class

Class A $ 133,360,825 $ 152,183,680 Class F $ 365,219,723 $ 365,656,446 Class I $ 3,568,755 $ 2,153,923

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 12.81 $ 13.32 Class F $ 12.90 $ 13.42 Class I $ 9.89 $ 10.29

The accompanying notes are an integral part of these financial statements 283 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note 40EQ-60FI Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 4,799,234 $ 4,797,078 Net realized gain (loss) on sale of investments (401,509) 1,252,371 Change in unrealized appreciation (depreciation) in value of investments (20,082,737) 25,818,005 Net gain (loss) on investments (15,685,012) 31,867,454 Other income Foreign exchange gain (loss) on cash (59) (275) Change in unrealized appreciation (depreciation) in foreign exchange on cash 421 (74) Total income (loss) (15,684,650) 31,867,105

Expenses Management fees 5 1,556,285 1,541,207 Custodian fees 1,815 1,659 Audit fees 9,244 9,206 Legal fees 4,165 2,614 Valuation fees 13,474 13,338 Transaction fees 2,925 2,029 Filing fees 31,146 33,747 Securityholder reporting costs 61,009 56,526 Independent Review Committee fees 5 3,711 6,993 Other expenses 22,180 15,683 Total expenses 1,705,954 1,683,002

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (17,390,604) $ 30,184,103

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (5,479,757) $ 9,124,987 Class F $ (11,985,603) $ 20,988,362 Class I $ 74,756 $ 70,754

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (0.50) $ 0.78 Class F $ (0.43) $ 0.85 Class I $ 0.26 $ 0.67 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 284 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 40EQ-60FI Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 152,183,680 $ 145,440,287 $ 365,656,446 $ 303,293,719

Increase (Decrease) in Net Assets attributable to holders of redeemable units (5,479,757) 9,124,987 (11,985,603) 20,988,362

Redeemable unit transactions Proceeds from redeemable units issued 17,398,823 9,111,383 54,736,969 36,528,350 Redemption of redeemable units (30,733,510) (14,813,714) (42,832,584) (32,437,015) Reinvestments of distributions to holders of redeemable units 318,420 420,090 2,516,789 2,305,616 (13,016,267) (5,282,241) 14,421,174 6,396,951

Distributions to holders of redeemable units From net investment income (326,831) (429,260) (2,872,294) (2,672,520) (326,831) (429,260) (2,872,294) (2,672,520)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (18,822,855) 3,413,486 (436,723) 24,712,793

Net Assets attributable to holders of redeemable units at end of period $ 133,360,825 $ 148,853,773 $ 365,219,723 $ 328,006,512

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 2,153,923 $ 1,005,753 $ 519,994,049 $ 449,739,759

Increase (Decrease) in Net Assets attributable to holders of redeemable units 74,756 70,754 (17,390,604) 30,184,103

Redeemable unit transactions Proceeds from redeemable units issued 1,356,746 – 73,492,538 45,639,733 Redemption of redeemable units (10,662) (4,414) (73,576,756) (47,255,143) Reinvestments of distributions to holders of redeemable units 19,526 10,698 2,854,735 2,736,404 1,365,610 6,284 2,770,517 1,120,994

Distributions to holders of redeemable units From net investment income (25,534) (10,698) (3,224,659) (3,112,478) (25,534) (10,698) (3,224,659) (3,112,478)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 1,414,832 66,340 (17,844,746) 28,192,619

Net Assets attributable to holders of redeemable units at end of period $ 3,568,755 $ 1,072,093 $ 502,149,303 $ 477,932,378

The accompanying notes are an integral part of these financial statements 285 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 40EQ-60FI Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (17,390,604) $ 30,184,103 Adjustments for: Underlying funds’ distributions reinvested (4,799,234) (4,797,078) Change in unrealized (appreciation) depreciation in foreign exchange on cash (421) 74 Net realized (gain) loss on sale of investments 401,509 (1,252,371) Change in unrealized (appreciation) depreciation in value of investments 20,082,737 (25,818,005) Purchases of investments (56,235,215) (11,728,821) Proceeds from sales of investments 57,627,992 15,194,227 Decrease (increase) in due from manager 1,500 – Increase (decrease) in management fees payable (21,762) (16,381) Increase (decrease) in accrued expenses 2,682 12,858 Net cash used in operating activities (330,816) 1,778,606

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (369,924) (376,074) Proceeds from redeemable units issued 71,175,202 42,570,262 Redemption of redeemable units (71,184,460) (44,527,956) Net cash from financing activities (379,182) (2,333,768)

Change in unrealized appreciation (depreciation) in foreign exchange on cash 421 (74) Net increase (decrease) in cash (709,998) (555,162) Cash at beginning of period 967,624 660,098 Cash at end of period 258,047 104,862

The accompanying notes are an integral part of these financial statements 286 DFA Global 40EQ-60FI Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 2,717,665 Class I 44,883,695 46,037,251 9.17 DFA Canadian Vector Equity Fund CAD 2,299,149 Class I 21,517,152 20,784,310 4.14 DFA Five-Year Global Fixed Income CAD 14,133,575 Fund Class I 146,448,313 145,293,151 28.93 DFA Global Real Estate Securities CAD 504,732 Fund Class I 5,957,262 7,202,527 1.43 DFA Global Targeted Credit Fund CAD 7,856,914 Class I 77,593,103 75,190,670 14.97 DFA International Core Equity Fund CAD 1,746,689 Class I 16,646,005 19,789,986 3.94 DFA International Core Equity Fund CAD 1,372,105 Class I(H) 17,534,905 20,019,019 3.99 DFA International Vector Equity CAD 1,104,467 Fund Class I 13,992,376 15,849,104 3.16 DFA Investment Grade Fixed Income CAD 6,601,057 Fund Class I 69,983,240 73,205,720 14.58 CAD 1,106,825 DFA U.S. Core Equity Fund Class I 21,852,052 27,725,956 5.52 DFA U.S. Core Equity Fund CAD 1,179,499 Class I(H) 20,946,788 27,529,503 5.48 CAD 883,598 DFA U.S. Vector Equity Fund Class I 20,865,465 23,388,829 4.66 478,220,356 502,016,026 99.97

Total Investments $478,220,356 502,016,026 99.97

Other Assets Less Liabilities 133,277 0.03

Net Assets Attributable to Holders of Redeemable units $502,149,303 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 287 DFA Global 40EQ-60FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 40EQ-60FI Portfolio is to seek total return consisting of long-term capital appreciation and income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 40% in equity securities and 60% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements, and interest rates. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global equity exchanges is 41.14% (December 31, 2019: 39.79%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $20,657,012 (December 31, 2019: $20,692,938). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 288 DFA Global 40EQ-60FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 56,033,784 11.16 5,603,378 55,025,597 10.59 5,502,560 Japanese Yen 7,407,640 1.48 740,764 7,387,815 1.43 738,781 Hong Kong Dollar 5,852,792 1.17 585,279 5,530,799 1.06 553,080 Euro 5,506,158 1.10 550,616 6,047,010 1.17 604,701 Swiss Franc 3,178,770 0.63 317,877 2,881,518 0.55 288,152 British Pound 2,768,118 0.55 276,812 3,405,121 0.65 340,512 New Taiwan Dollar 2,738,352 0.55 273,835 2,464,146 0.47 246,415 Australian Dollar 2,163,701 0.43 216,370 2,295,794 0.44 229,579 Korean Won 2,143,747 0.43 214,375 2,223,171 0.43 222,317 Indian Rupee 1,605,842 0.32 160,584 1,564,169 0.30 156,417 Swedish Krona 1,217,533 0.24 121,753 1,070,806 0.21 107,081 Brazilian Real 987,385 0.20 98,739 1,509,419 0.29 150,942 Danish Krone 870,905 0.17 87,091 746,689 0.14 74,669 South African Rand 766,320 0.15 76,632 1,052,482 0.20 105,248 Singapore Dollar 727,759 0.14 72,776 746,723 0.14 74,672 Thai Baht 403,217 0.08 40,322 419,654 0.08 41,965 Mexican Peso 363,629 0.07 36,363 460,834 0.09 46,083 Malaysian Ringgit 358,057 0.07 35,806 359,066 0.07 35,907 Norwegian Krone 319,244 0.06 31,924 406,857 0.08 40,686 Indonesian Rupiah 306,963 0.06 30,696 363,642 0.07 36,364 New Zealand Dollar 220,622 0.04 22,062 222,563 0.04 22,256 Israeli Shekel 217,724 0.04 21,772 257,324 0.05 25,732 Polish Zloty 148,231 0.03 14,823 173,198 0.03 17,320 Turkish Lira 136,959 0.03 13,696 153,800 0.03 15,380 Philippine Peso 131,418 0.03 13,142 148,729 0.03 14,873 Chilean Peso 92,268 0.02 9,227 109,488 0.02 10,949 Hungarian Forint 46,911 0.01 4,691 54,587 0.01 5,459 Colombian Peso 32,386 0.01 3,239 49,311 0.01 4,931 Czech Koruna 22,534 – 2,253 34,461 0.01 3,446 96,768,969 19.27 9,676,897 97,164,773 18.69 9,716,477

The accompanying notes are an integral part of these financial statements 289 DFA Global 40EQ-60FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

(c) Interest rate risk The Fund’s holdings in the Underlying Funds indirectly expose it to risks associated with the effects of fluctuation in prevailing levels of market interest rates or its financial position and cash flows. The table below summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2020 and December 31, 2019, categorized by the earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $ 6,918,317 $34,714,475 $180,070,778 $67,782,894 $289,486,464

December 31, 2019 Debt Instruments $18,243,528 $24,656,263 $188,852,995 $72,256,021 $304,008,807

As at December 31, 2019, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the year would amount to approximately $9,190,000 (December 31, 2019: $10,728,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $8,586,000 (December 31, 2019: $10,044,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk The Fund invests in the Underlying Funds and is exposed to indirect credit risk in the event that one or more of the Underlying Funds invest in debt instruments. Ratings for securities that are primarily rated by Standard & Poor’s that subject the Fund to indirect credit risk at June 30, 2020 and December 31, 2019 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 9.73% 13.44% AA 20.83% 21.80% A 13.26% 12.30% BBB 12.67% 10.01% BB 1.08% 0.87% B 0.08% 0.04% Total 57.65% 58.46%

All transactions of the Underlying Funds in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts. In addition, the Fund is also indirectly exposed to counterparty risk to the extent the Underlying Funds utilize currency forward contracts.

The accompanying notes are an integral part of these financial statements 290 DFA Global 40EQ-60FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

(e) Liquidity risk As at June 30, 2020 and December 31, 2019, the Underlying Funds’ investments are considered readily realizable and highly liquid; therefore, the Fund’s indirect liquidity risk is considered minimal. All liabilities mature within 3 months except for unitholders’ capital, which is due on demand.

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 13.31% 12.81% Global Equity Funds 11.09% 11.06% Global REIT Fund 1.43% 1.56% Fixed Income Funds 58.48% 59.80% U.S. Equity Funds 15.66% 14.67% Cash 0.05% 0.19% Net Other Assets/Liabilities -0.02% -0.09% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 291 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note 50EQ-50FI Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 389,988,230 $ 394,403,735 Cash 583,051 458,276 Subscriptions receivable 283,223 356,109 Total assets 390,854,504 395,218,120

Liabilities Current liabilities Payable for investments purchased 215,311 120,086 Redemptions payable 89,126 67,381 Management fees payable 170,664 171,082 Accrued expenses 69,072 67,027 Total liabilities 544,173 425,576

Net Assets attributable to holders of redeemable units $ 390,310,331 $ 394,792,544

Net Assets attributable to holders of redeemable units per class

Class A $ 62,952,149 $ 62,876,793 Class F $ 327,358,182 $ 331,915,751

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 11.02 $ 11.61 Class F $ 11.08 $ 11.67

The accompanying notes are an integral part of these financial statements 292 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note 50EQ-50FI Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 3,888,532 $ 3,687,968 Net realized gain (loss) on sale of investments (269,027) 186,452 Change in unrealized appreciation (depreciation) in value of investments (19,720,491) 21,086,068 Net gain (loss) on investments (16,100,986) 24,960,488 Other income Foreign exchange gain (loss) on cash (10,397) (945) Change in unrealized appreciation (depreciation) in foreign exchange on cash 765 (2,447) Total income (loss) (16,110,618) 24,957,096

Expenses Management fees 5 956,890 827,886 Custodian fees 1,816 1,668 Audit fees 6,983 6,016 Legal fees 3,141 1,752 Valuation fees 13,494 13,394 Transaction fees 3,759 4,771 Filing fees 29,113 28,093 Securityholder reporting costs 41,937 34,413 Independent Review Committee fees 5 2,762 4,689 Other expenses 14,121 10,040 Total expenses 1,074,016 932,722

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (17,184,634) $ 24,024,374

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (2,834,144) $ 3,634,605 Class F $ (14,350,490) $ 20,389,769

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (0.50) $ 0.75 Class F $ (0.49) $ 0.81 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 293 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 50EQ-50FI Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 62,876,793 $ 48,673,180 $ 331,915,751 $ 251,465,488

Increase (Decrease) in Net Assets attributable to holders of redeemable units (2,834,144) 3,634,605 (14,350,490) 20,389,769

Redeemable unit transactions Proceeds from redeemable units issued 8,743,610 11,240,599 50,559,336 50,722,215 Redemption of redeemable units (5,818,277) (5,638,064) (40,262,378) (23,578,761) Reinvestments of distributions to holders of redeemable units 175,719 190,707 2,234,005 2,099,151 3,101,052 5,793,242 12,530,963 29,242,605

Distributions to holders of redeemable units From net investment income (191,552) (206,855) (2,738,042) (2,574,904) (191,552) (206,855) (2,738,042) (2,574,904)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 75,356 9,220,992 (4,557,569) 47,057,470

Net Assets attributable to holders of redeemable units at end of period $ 62,952,149 $ 57,894,172 $ 327,358,182 $ 298,522,958

2020 2019

Total

Net Assets attributable to holders of redeemable units at beginning of period $ 394,792,544 $ 300,138,668

Increase (Decrease) in Net Assets attributable to holders of redeemable units (17,184,634) 24,024,374

Redeemable unit transactions Proceeds from redeemable units issued 59,302,946 61,962,814 Redemption of redeemable units (46,080,655) (29,216,825) Reinvestments of distributions to holders of redeemable units 2,409,724 2,289,858 15,632,015 35,035,847

Distributions to holders of redeemable units From net investment income (2,929,594) (2,781,759) (2,929,594) (2,781,759)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (4,482,213) 56,278,462

Net Assets attributable to holders of redeemable units at end of period $ 390,310,331 $ 356,417,130

The accompanying notes are an integral part of these financial statements 294 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 50EQ-50FI Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (17,184,634) $ 24,024,374 Adjustments for: Underlying funds’ distributions reinvested (3,888,532) (3,687,968) Change in unrealized (appreciation) depreciation in foreign exchange on cash (765) 2,447 Net realized (gain) loss on sale of investments 269,027 (186,452) Change in unrealized (appreciation) depreciation in value of investments 19,720,491 (21,086,068) Purchases of investments (59,948,984) (36,665,023) Proceeds from sales of investments 48,358,728 5,784,002 Increase (decrease) in management fees payable (418) 8,122 Increase (decrease) in accrued expenses 2,045 7,927 Net cash used in operating activities (12,673,042) (31,798,639)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (519,870) (491,901) Proceeds from redeemable units issued 58,854,979 61,077,225 Redemption of redeemable units (45,538,057) (28,084,599) Net cash from financing activities 12,797,052 32,500,725

Change in unrealized appreciation (depreciation) in foreign exchange on cash 765 (2,447) Net increase (decrease) in cash 124,010 702,086 Cash at beginning of period 458,276 353,303 Cash at end of period 583,051 1,052,942

The accompanying notes are an integral part of these financial statements 295 DFA Global 50EQ-50FI Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 2,513,933 Class I 44,327,726 42,586,033 10.91 DFA Canadian Vector Equity Fund CAD 2,124,927 Class I 20,094,209 19,209,343 4.92 DFA Five-Year Global Fixed Income CAD 8,653,714 Fund Class I 89,806,687 88,960,176 22.79 DFA Global Real Estate Securities CAD 502,617 Fund Class I 7,323,366 7,172,350 1.84 DFA Global Targeted Credit Fund CAD 5,115,964 Class I 50,075,885 48,959,780 12.54 DFA International Core Equity Fund CAD 1,649,359 Class I 18,689,231 18,687,242 4.79 DFA International Core Equity Fund CAD 1,271,416 Class I(H) 18,709,003 18,549,965 4.75 DFA International Vector Equity CAD 948,660 Fund Class I 14,087,670 13,613,268 3.49 DFA International Vector Equity CAD 108,752 Fund Class I(H) 1,524,489 1,432,259 0.37 DFA Investment Grade Fixed Income CAD 5,387,018 Fund Class I 57,995,389 59,742,032 15.31 CAD 994,266 DFA U.S. Core Equity Fund Class I 22,183,840 24,906,373 6.38 DFA U.S. Core Equity Fund CAD 1,073,919 Class I(H) 22,756,761 25,065,261 6.42 CAD 719,504 DFA U.S. Vector Equity Fund Class I 18,643,277 19,045,263 4.88 DFA U.S. Vector Equity Fund CAD 129,571 Class I(H) 2,157,988 2,058,885 0.53 388,375,521 389,988,230 99.92

Total Investments $388,375,521 389,988,230 99.92

Other Assets Less Liabilities 322,101 0.08

Net Assets Attributable to Holders of Redeemable units $390,310,331 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 296 DFA Global 50EQ-50FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 50EQ-50FI Portfolio is to seek total return consisting of long-term capital appreciation and income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 50% in equity securities and 50% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements, and interest rates. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global equity exchanges is 48.86% (December 31, 2019: 49.90%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $19,070,440 (December 31, 2019: $19,701,446). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 297 DFA Global 50EQ-50FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 48,784,241 12.49 4,878,423 50,155,880 12.71 5,015,587 Japanese Yen 6,767,859 1.73 676,786 6,727,258 1.70 672,725 Hong Kong Dollar 5,506,149 1.41 550,615 5,266,989 1.33 526,699 Euro 4,809,037 1.23 480,904 5,284,810 1.35 528,480 Swiss Franc 2,984,741 0.76 298,474 2,744,421 0.70 274,442 New Taiwan Dollar 2,573,541 0.66 257,354 2,347,025 0.59 234,703 British Pound 2,489,104 0.64 248,910 3,055,735 0.77 305,574 Korean Won 2,013,917 0.52 201,392 2,117,447 0.54 211,745 Australian Dollar 1,998,041 0.51 199,804 2,100,418 0.53 210,042 Indian Rupee 1,508,452 0.39 150,845 1,489,766 0.38 148,977 Swedish Krona 1,140,182 0.29 114,018 1,043,296 0.26 104,330 Brazilian Real 927,272 0.24 92,727 1,437,618 0.36 143,762 Danish Krone 818,075 0.21 81,808 719,227 0.18 71,923 South African Rand 722,493 0.19 72,249 1,001,978 0.25 100,198 Singapore Dollar 697,745 0.18 69,775 709,751 0.18 70,975 Thai Baht 378,680 0.10 37,868 399,687 0.10 39,969 Mexican Peso 343,931 0.09 34,393 438,594 0.11 43,859 Malaysian Ringgit 336,407 0.09 33,641 341,996 0.09 34,200 Norwegian Krone 300,135 0.08 30,014 388,770 0.10 38,877 Indonesian Rupiah 288,472 0.07 28,847 346,356 0.09 34,636 New Zealand Dollar 209,171 0.05 20,917 211,753 0.05 21,175 Israeli Shekel 204,691 0.05 20,469 245,093 0.06 24,509 Polish Zloty 139,326 0.04 13,933 164,968 0.04 16,497 Turkish Lira 128,708 0.03 12,871 146,489 0.04 14,649 Philippine Peso 123,460 0.03 12,346 141,658 0.04 14,166 Chilean Peso 86,715 0.02 8,672 104,281 0.03 10,428 Hungarian Forint 44,091 0.01 4,409 51,992 0.01 5,199 Colombian Peso 30,410 0.01 3,041 46,963 0.01 4,696 Czech Koruna 21,170 0.01 2,117 32,824 0.01 3,282 86,376,216 22.13 8,637,622 89,263,043 22.61 8,926,304

The accompanying notes are an integral part of these financial statements 298 DFA Global 50EQ-50FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

The table below summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2020 and December 31, 2019, categorized by the earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $ 4,296,488 $21,604,932 $113,558,818 $55,316,549 $194,776,788

December 31, 2019 Debt Instruments $10,370,574 $14,327,954 $112,176,350 $54,678,194 $191,553,072

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the period would amount to approximately $6,819,000 (December 31, 2019: $7,289,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $6,349,000 (December 31, 2019: $6,802,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 7.85% 10.52% AA 17.56% 17.82% A 12.03% 10.63% BBB 11.47% 8.80% BB 0.93% 0.72% B 0.07% 0.03% Total 49.90% 48.52%

The accompanying notes are an integral part of these financial statements 299 DFA Global 50EQ-50FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 15.83% 15.96% Global Equity Funds 13.40% 13.88% Global REIT Fund 1.84% 1.94% Fixed Income Funds 50.64% 49.63% U.S. Equity Funds 18.21% 18.49% Cash 0.15% 0.12% Net Other Assets/Liabilities -0.07% -0.02% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 300 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note 60EQ-40FI Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 2,364,731,253 $ 2,371,573,574 Cash 2,673,030 10,571,288 Subscriptions receivable 2,724,518 1,262,206 Total assets 2,370,128,801 2,383,407,068

Liabilities Current liabilities Payable for investments purchased – 7,060,961 Redemptions payable 1,392,688 616,761 Management fees payable 1,036,801 1,117,408 Accrued expenses 315,526 314,613 Total liabilities 2,745,015 9,109,743

Net Assets attributable to holders of redeemable units $ 2,367,383,786 $ 2,374,297,325

Net Assets attributable to holders of redeemable units per class

Class A $ 454,450,832 $ 532,699,476 Class F $ 1,637,307,876 $ 1,651,641,533 Class I $ 275,625,078 $ 189,956,316

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 13.97 $ 14.95 Class F $ 14.09 $ 15.09 Class I $ 11.37 $ 12.16

The accompanying notes are an integral part of these financial statements 301 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note 60EQ-40FI Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 24,984,144 $ 24,029,185 Net realized gain (loss) on sale of investments 7,912,089 58,567 Change in unrealized appreciation (depreciation) in value of investments (149,079,049) 148,717,938 Net gain (loss) on investments (116,182,816) 172,805,690 Other income Foreign exchange gain (loss) on cash (44,226) 6,003 Change in unrealized appreciation (depreciation) in foreign exchange on cash (213) (1,988) Total income (loss) (116,227,255) 172,809,705

Expenses Management fees 5 5,953,554 5,911,568 Custodian fees 2,426 1,688 Audit fees 42,533 40,457 Legal fees 18,079 11,583 Valuation fees 13,607 13,434 Transaction fees 2,768 3,562 Filing fees 64,388 75,269 Securityholder reporting costs 236,603 222,016 Independent Review Committee fees 5 16,797 30,536 Other expenses 58,122 41,011 Total expenses 6,408,877 6,351,124

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (122,636,132) $ 166,458,581

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (34,343,512) $ 38,847,669 Class F $ (86,950,338) $ 119,006,311 Class I $ (1,342,282) $ 8,604,601

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (1.00) $ 1.07 Class F $ (0.76) $ 1.15 Class I $ (0.07) $ 0.85 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 302 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 60EQ-40FI Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 532,699,476 $ 483,145,936 $ 1,651,641,533 $ 1,364,047,799

Increase (Decrease) in Net Assets attributable to holders of redeemable units (34,343,512) 38,847,669 (86,950,338) 119,006,311

Redeemable unit transactions Proceeds from redeemable units issued 31,572,411 37,672,444 273,200,865 202,594,496 Redemption of redeemable units (75,444,868) (36,223,696) (198,537,092) (154,303,006) Reinvestments of distributions to holders of redeemable units 1,664,475 2,071,657 12,913,720 11,975,748 (42,207,982) 3,520,405 87,577,493 60,267,238

Distributions to holders of redeemable units From net investment income (1,697,150) (2,112,604) (14,960,812) (14,145,347) (1,697,150) (2,112,604) (14,960,812) (14,145,347)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (78,248,644) 40,255,470 (14,333,657) 165,128,202

Net Assets attributable to holders of redeemable units at end of period $ 454,450,832 $ 523,401,406 $ 1,637,307,876 $ 1,529,176,001

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 189,956,316 $ 85,197,022 $ 2,374,297,325 $ 1,932,390,757

Increase (Decrease) in Net Assets attributable to holders of redeemable units (1,342,282) 8,604,601 (122,636,132) 166,458,581

Redeemable unit transactions Proceeds from redeemable units issued 101,955,301 52,679,764 406,728,577 292,946,704 Redemption of redeemable units (14,922,134) (6,729,478) (288,904,094) (197,256,180) Reinvestments of distributions to holders of redeemable units 2,417,444 1,390,865 16,995,639 15,438,270 89,450,611 47,341,151 134,820,122 111,128,794

Distributions to holders of redeemable units From net investment income (2,439,567) (1,390,865) (19,097,529) (17,648,816) (2,439,567) (1,390,865) (19,097,529) (17,648,816)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 85,668,762 54,554,887 (6,913,539) 259,938,559

Net Assets attributable to holders of redeemable units at end of period $ 275,625,078 $ 139,751,909 $ 2,367,383,786 $ 2,192,329,316

The accompanying notes are an integral part of these financial statements 303 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 60EQ-40FI Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (122,636,132) $ 166,458,581 Adjustments for: Underlying funds’ distributions reinvested (24,984,144) (24,029,185) Change in unrealized (appreciation) depreciation in foreign exchange on cash 213 1,988 Net realized (gain) loss on sale of investments (7,912,089) (58,567) Change in unrealized (appreciation) depreciation in value of investments 149,079,049 (148,717,938) Purchases of investments (421,612,644) (100,971,840) Proceeds from sales of investments 305,211,188 16,077,113 Increase (decrease) in management fees payable (80,607) (23,235) Increase (decrease) in accrued expenses 913 41,911 Net cash used in operating activities (122,934,253) (91,221,172)

Cash flows used in financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (2,101,890) (2,210,546) Proceeds from redeemable units issued 395,673,536 254,240,749 Redemption of redeemable units (278,535,438) (161,639,237) Net cash from financing activities 115,036,208 90,390,966

Change in unrealized appreciation (depreciation) in foreign exchange on cash (213) (1,988) Net increase (decrease) in cash (7,898,045) (830,206) Cash (Bank overdraft) at beginning of period 10,571,288 (909,162) Cash (Bank overdraft) at end of period 2,673,030 (1,741,356)

The accompanying notes are an integral part of these financial statements 304 DFA Global 60EQ-40FI Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 18,426,982 Class I 316,254,285 312,153,075 13.18 DFA Canadian Vector Equity Fund CAD 14,725,650 Class I 140,260,693 133,119,877 5.62 DFA Five-Year Global Fixed CAD 37,319,789 Income Fund Class I 386,054,819 383,647,431 16.21 DFA Global Real Estate Securities CAD 3,886,398 Fund Class I 48,692,894 55,458,903 2.34 DFA Global Targeted Credit Fund CAD 25,172,304 Class I 247,462,016 240,898,949 10.18 DFA International Core Equity CAD 11,595,048 Fund Class I 114,997,653 131,371,898 5.55 DFA International Core Equity CAD 8,985,329 Fund Class I(H) 118,919,295 131,095,945 5.54 DFA International Vector Equity CAD 6,232,011 Fund Class I 81,081,525 89,429,361 3.78 DFA International Vector Equity CAD 1,693,768 Fund Class I(H) 22,205,056 22,306,930 0.94 DFA Investment Grade Fixed CAD 30,310,862 Income Fund Class I 323,658,865 336,147,462 14.20 CAD 7,507,659 DFA U.S. Core Equity Fund Class I 144,796,134 188,066,848 7.94 DFA U.S. Core Equity Fund CAD 7,939,133 Class I(H) 163,280,974 185,299,367 7.83 DFA U.S. Vector Equity Fund CAD 4,722,684 Class I 112,433,860 125,009,433 5.28 DFA U.S. Vector Equity Fund CAD 1,933,655 Class I(H) 30,142,853 30,725,774 1.30 2,250,240,922 2,364,731,253 99.89

Total Investments $2,250,240,922 2,364,731,253 99.89

Other Assets Less Liabilities 2,652,533 0.11

Net Assets Attributable to Holders of Redeemable units $2,367,383,786 100.00

Currency codes used above are as follows: CAD – Canadian Dollar

The accompanying notes are an integral part of these financial statements 305 DFA Global 60EQ-40FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 60EQ-40FI Portfolio is to seek total return consisting of long-term capital appreciation and income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 60% in equity securities and 40% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements, and interest rates. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global equity exchanges is 58.81% (December 31, 2019: 59.80%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $139,217,051 (December 31, 2019: $141,989,667). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 306 DFA Global 60EQ-40FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 349,440,260 14.76 34,944,027 343,506,864 14.48 34,350,686 Japanese Yen 46,814,373 1.98 4,681,437 46,440,145 1.97 4,644,015 Hong Kong Dollar 39,507,406 1.67 3,950,741 37,972,933 1.60 3,797,293 Euro 31,278,366 1.32 3,127,837 34,753,822 1.47 3,475,382 Swiss Franc 21,335,713 0.90 2,133,571 19,770,146 0.83 1,977,015 New Taiwan Dollar 18,457,776 0.78 1,845,778 16,907,623 0.71 1,690,762 British Pound 16,858,624 0.71 1,685,862 20,768,096 0.87 2,076,810 Korean Won 14,422,872 0.61 1,442,287 15,253,678 0.64 1,525,368 Australian Dollar 14,023,665 0.59 1,402,367 14,658,955 0.62 1,465,896 Indian Rupee 10,799,327 0.46 1,079,933 10,731,951 0.45 1,073,195 Swedish Krona 8,141,476 0.34 814,148 7,629,051 0.32 762,905 Brazilian Real 6,632,452 0.28 663,245 10,356,290 0.44 1,035,629 Danish Krone 5,856,762 0.25 585,676 5,222,421 0.22 522,242 South African Rand 5,204,429 0.22 520,443 7,236,485 0.30 723,649 Singapore Dollar 5,131,973 0.22 513,197 5,165,597 0.22 516,560 Thai Baht 2,708,859 0.11 270,886 2,879,254 0.12 287,925 Mexican Peso 2,486,932 0.11 248,693 3,172,092 0.13 317,209 Malaysian Ringgit 2,410,113 0.10 241,011 2,463,683 0.10 246,368 Norwegian Krone 2,153,314 0.09 215,331 2,806,042 0.12 280,604 Indonesian Rupiah 2,068,551 0.09 206,855 2,495,090 0.11 249,509 New Zealand Dollar 1,514,782 0.06 151,478 1,533,688 0.06 153,369 Israeli Shekel 1,469,920 0.06 146,992 1,765,614 0.07 176,561 Polish Zloty 999,675 0.04 99,968 1,188,409 0.05 118,841 Turkish Lira 922,879 0.04 92,288 1,055,287 0.04 105,529 Philippine Peso 884,218 0.04 88,422 1,020,477 0.04 102,048 Chilean Peso 621,961 0.03 62,196 751,222 0.03 75,122 Hungarian Forint 316,313 0.01 31,631 374,540 0.02 37,454 Colombian Peso 217,394 0.01 21,739 338,308 0.01 33,831 Czech Koruna 151,630 0.01 15,163 236,464 0.01 23,646 612,832,015 25.89 61,283,202 618,454,227 26.05 61,845,423

The accompanying notes are an integral part of these financial statements 307 DFA Global 60EQ-40FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

The table below summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2020 and December 31, 2019, categorized by the earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $19,145,410 $96,407,656 $519,432,168 $311,246,823 $946,232,057 December 31, 2019 Debt Instruments $44,399,482 $63,037,588 $506,376,053 $306,441,098 $920,254,221

As at December 31, 2019, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the year would amount to approximately $35,998,000 (December 31, 2019: $37,555,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $33,430,000 (December 31, 2019: $34,946,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk The Fund invests in the Underlying Funds and is exposed to indirect credit risk in the event that one or more of the other Underlying Funds invest in debt instruments. Ratings for securities that are primarily rated by Standard & Poor’s that subject the Fund to indirect credit risk at June 30, 2020 and December 31, 2019 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 5.74% 7.89% AA 13.51% 14.02% A 10.10% 8.83% BBB 9.80% 7.42% BB 0.76% 0.57% B 0.05% 0.03% Total 39.97% 38.76%

The accompanying notes are an integral part of these financial statements 308 DFA Global 60EQ-40FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 18.80% 19.20% Global Equity Funds 15.81% 16.62% Global REIT Fund 2.34% 2.40% Fixed Income Funds 40.59% 39.64% U.S. Equity Funds 22.35% 22.03% Cash 0.11% 0.45% Net Other Assets/Liabilities – -0.34% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 309 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note 70EQ-30FI Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 685,475,272 $ 710,290,730 Cash 551,188 1,060,088 Receivables for investments sold 1,446,723 – Subscriptions receivable 226,880 359,490 Total assets 687,700,063 711,710,308

Liabilities Current liabilities Redemptions payable 1,148,949 339,797 Management fees payable 279,287 283,665 Accrued expenses 124,715 119,928 Total liabilities 1,552,951 743,390

Net Assets attributable to holders of redeemable units $ 686,147,112 $ 710,966,918

Net Assets attributable to holders of redeemable units per class

Class A $ 95,499,255 $ 100,893,414 Class F $ 550,085,725 $ 556,274,226 Class I $ 40,562,132 $ 53,799,278

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 11.26 $ 12.26 Class F $ 11.33 $ 12.34 Class I $ 10.63 $ 11.58

The accompanying notes are an integral part of these financial statements 310 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note 70EQ-30FI Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 7,686,078 $ 7,766,355 Net realized gain (loss) on sale of investments (3,778,118) 1,159,353 Change in unrealized appreciation (depreciation) in value of investments (55,071,554) 49,757,316 Net gain (loss) on investments (51,163,594) 58,683,024 Other income Foreign exchange gain (loss) on cash (41) 323 Change in unrealized appreciation (depreciation) in foreign exchange on cash 339 (477) Total income (loss) (51,163,296) 58,682,870

Expenses Management fees 5 1,539,422 1,513,092 Custodian fees 1,822 1,681 Audit fees 12,664 12,346 Legal fees 5,702 3,577 Valuation fees 13,527 13,425 Transaction fees 2,760 4,347 Filing fees 46,042 35,746 Securityholder reporting costs 74,727 69,236 Independent Review Committee fees 5 5,065 9,493 Other expenses 27,529 16,242 Total expenses 1,729,260 1,679,185

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (52,892,556) $ 57,003,685

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (7,705,074) $ 7,865,118 Class F $ (40,579,995) $ 45,647,933 Class I** $ (4,607,487) $ 3,490,634

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (0.92) $ 0.94 Class F $ (0.86) $ 1.02 Class I $ (1.09) $ 0.92 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 311 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 70EQ-30FI Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 100,893,414 $ 87,995,293 $ 556,274,226 $ 485,773,261

Increase (Decrease) in Net Assets attributable to holders of redeemable units (7,705,074) 7,865,118 (40,579,995) 45,647,933

Redeemable unit transactions Proceeds from redeemable units issued 9,875,770 13,009,911 99,196,143 86,003,181 Redemption of redeemable units (7,539,112) (12,174,377) (63,772,308) (91,461,494) Reinvestments of distributions to holders of redeemable units 374,891 389,276 4,215,034 3,991,747 2,711,549 1,224,810 39,638,869 (1,466,566)

Distributions to holders of redeemable units From net investment income (400,634) (425,422) (5,247,375) (5,166,070) (400,634) (425,422) (5,247,375) (5,166,070)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (5,394,159) 8,664,506 (6,188,501) 39,015,297

Net Assets attributable to holders of redeemable units at end of period $ 95,499,255 $ 96,659,799 $ 550,085,725 $ 524,788,558

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 53,799,278 $ 29,112,908 $ 710,966,918 $ 602,881,462

Increase (Decrease) in Net Assets attributable to holders of redeemable units (4,607,487) 3,490,634 (52,892,556) 57,003,685

Redeemable unit transactions Proceeds from redeemable units issued 18,148,017 11,751,549 127,219,930 110,764,641 Redemption of redeemable units (26,669,544) (140,152) (97,980,964) (103,776,023) Reinvestments of distributions to holders of redeemable units 394,215 503,654 4,984,140 4,884,677 (8,127,312) 12,115,051 34,223,106 11,873,295

Distributions to holders of redeemable units From net investment income (502,347) (503,654) (6,150,356) (6,095,146) (502,347) (503,654) (6,150,356) (6,095,146)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (13,237,146) 15,102,031 (24,819,806) 62,781,834

Net Assets attributable to holders of redeemable units at end of period $ 40,562,132 $ 44,214,939 $ 686,147,112 $ 665,663,296

The accompanying notes are an integral part of these financial statements 312 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 70EQ-30FI Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (52,892,556) $ 57,003,685 Adjustments for: Underlying funds’ distributions reinvested (7,686,078) (7,766,355) Change in unrealized (appreciation) depreciation in foreign exchange on cash (339) 477 Net realized (gain) loss on sale of investments 3,778,118 (1,159,353) Change in unrealized (appreciation) depreciation in value of investments 55,071,554 (49,757,316) Purchases of investments (96,834,127) (43,206,821) Proceeds from sales of investments 69,039,268 39,633,875 Increase (decrease) in management fees payable (4,378) (5,632) (Decrease) increase in accrued expenses 4,787 15,085 Net cash used in operating activities (29,523,751) (5,242,355)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (1,166,216) (1,210,469) Proceeds from redeemable units issued 120,702,463 95,683,053 Redemption of redeemable units (90,521,735) (88,068,956) Net cash from financing activities 29,014,512 6,403,628

Change in unrealized appreciation (depreciation) in foreign exchange on cash 339 (477) Net increase (decrease) in cash (509,239) 1,161,273 Cash (bank overdraft) at beginning of period 1,060,088 (459,818) Cash (bank overdraft) at end of period 551,188 700,978

The accompanying notes are an integral part of these financial statements 313 DFA Global 70EQ-30FI Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 6,359,957 Class I 114,044,797 107,737,676 15.69 DFA Canadian Vector Equity Fund CAD 5,219,609 Class I 51,002,084 47,185,264 6.88 DFA Five-Year Global Fixed Income CAD 6,839,072 Fund Class I 70,878,323 70,305,665 10.25 DFA Global Real Estate Securities CAD 1,234,077 Fund Class I 17,978,045 17,610,274 2.57 DFA Global Targeted Credit Fund CAD 5,172,610 Class I 50,449,605 49,501,882 7.21 DFA International Core Equity Fund CAD 3,932,210 Class I 45,170,457 44,551,939 6.49 DFA International Core Equity Fund CAD 3,100,574 Class I(H) 46,360,666 45,237,376 6.59 DFA International Vector Equity CAD 1,892,031 Fund Class I 28,615,410 27,150,641 3.96 DFA International Vector Equity CAD 854,478 Fund Class I(H) 11,968,846 11,253,481 1.64 DFA Investment Grade Fixed Income CAD 7,274,865 Fund Class I 78,013,946 80,678,256 11.76 CAD 2,584,922 DFA U.S. Core Equity Fund Class I 59,307,011 64,752,287 9.44 DFA U.S. Core Equity Fund CAD 2,791,503 Class I(H) 59,578,326 65,153,671 9.50 CAD 1,440,578 DFA U.S. Vector Equity Fund Class I 38,055,374 38,132,094 5.56 DFA U.S. Vector Equity Fund CAD 1,021,068 Class I(H) 16,954,048 16,224,766 2.36 688,376,938 685,475,272 99.90

Total Investments $688,376,938 685,475,272 99.90

Other Assets Less Liabilities 671,840 0.10

Net Assets Attributable to Holders of Redeemable units $686,147,112 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 314 DFA Global 70EQ-30FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 70EQ-30FI Portfolio is to seek total return consisting of long-term capital appreciation and income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 70% in equity securities and 30% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements, and interest rates. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global equity exchanges is 70.09% (December 31, 2019: 69.84%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $48,089,604 (December 31, 2019: $49,651,918). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 315 DFA Global 70EQ-30FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 114,011,709 16.61 11,401,171 113,982,958 16.04 11,398,296 Japanese Yen 15,133,247 2.21 1,513,325 15,376,325 2.16 1,537,633 Hong Kong Dollar 13,505,186 1.97 1,350,519 13,275,412 1.87 1,327,541 Euro 9,381,688 1.37 938,169 10,840,400 1.52 1,084,040 Swiss Franc 7,307,244 1.06 730,724 6,919,193 0.97 691,919 New Taiwan Dollar 6,323,332 0.92 632,333 5,918,213 0.83 591,821 British Pound 5,266,352 0.77 526,635 6,732,482 0.95 673,248 Korean Won 4,940,440 0.72 494,044 5,338,854 0.75 533,885 Australian Dollar 4,497,680 0.66 449,768 4,854,320 0.68 485,432 Indian Rupee 3,699,122 0.54 369,912 3,756,086 0.53 375,609 Swedish Krona 2,784,271 0.41 278,427 2,699,967 0.38 269,997 Brazilian Real 2,271,659 0.33 227,166 3,624,599 0.51 362,460 Danish Krone 2,006,110 0.29 200,611 1,839,489 0.26 183,949 South African Rand 1,774,984 0.26 177,498 2,523,782 0.35 252,378 Singapore Dollar 1,708,165 0.25 170,817 1,781,211 0.25 178,121 Thai Baht 927,811 0.14 92,781 1,007,681 0.14 100,768 Mexican Peso 844,045 0.12 84,405 1,103,975 0.16 110,398 Malaysian Ringgit 825,591 0.12 82,559 862,344 0.12 86,234 Norwegian Krone 737,821 0.11 73,782 983,432 0.14 98,343 Indonesian Rupiah 708,640 0.10 70,864 873,342 0.12 87,334 New Zealand Dollar 511,717 0.07 51,172 532,571 0.07 53,257 Israeli Shekel 503,623 0.07 50,362 618,021 0.09 61,802 Polish Zloty 342,484 0.05 34,248 415,997 0.06 41,600 Turkish Lira 316,157 0.05 31,616 369,380 0.05 36,938 Philippine Peso 302,883 0.04 30,288 357,184 0.05 35,718 Chilean Peso 213,074 0.03 21,307 262,929 0.04 26,293 Hungarian Forint 108,366 0.02 10,837 131,098 0.02 13,110 Colombian Peso 74,456 0.01 7,446 118,389 0.02 11,839 Czech Koruna 51,940 0.01 5,194 82,780 0.01 8,278 201,079,797 29.31 20,107,980 207,182,414 29.14 20,718,241

The accompanying notes are an integral part of these financial statements 316 DFA Global 70EQ-30FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $3,619,468 $18,271,641 $100,801,327 $74,701,890 $197,394,327

December 31, 2019 Debt Instruments $8,691,739 $12,761,804 $105,641,786 $78,355,665 $205,450,994

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the period would amount to approximately $8,156,000 (December 31, 2019: $8,960,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $7,556,000 (December 31, 2019: $8,317,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 3.77% 5.50% AA 9.39% 10.29% A 7.60% 6.83% BBB 7.42% 5.83% BB 0.55% 0.43% B 0.04% 0.02% Total 28.77% 28.90%

The accompanying notes are an integral part of these financial statements 317 DFA Global 70EQ-30FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 22.57% 22.29% Global Equity Funds 18.68% 19.43% Global REIT Fund 2.57% 2.68% Fixed Income Funds 29.22% 29.54% U.S. Equity Funds 26.86% 25.96% Cash 0.08% 0.15% Net Other Assets/Liabilities 0.02% -0.05% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 318 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note 80EQ-20FI Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 757,549,434 $ 844,073,053 Cash 758,555 1,941,023 Subscriptions receivable 393,279 1,627,319 Total assets 758,701,268 847,641,395

Liabilities Current liabilities Payable for investments purchased – 1,196,059 Redemptions payable 445,794 34,108 Management fees payable 334,712 349,590 Accrued expenses 132,645 127,844 Total liabilities 913,151 1,707,601

Net Assets attributable to holders of redeemable units $ 757,788,117 $ 845,933,794

Net Assets attributable to holders of redeemable units per class

Class A $ 115,630,179 $ 129,147,596 Class F $ 617,857,626 $ 625,820,360 Class I $ 24,300,312 $ 90,965,838

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 14.15 $ 15.68 Class F $ 14.24 $ 15.78 Class I $ 10.46 $ 11.59

The accompanying notes are an integral part of these financial statements 319 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note 80EQ-20FI Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 9,082,887 $ 9,515,721 Net realized gain (loss) on sale of investments (7,370,695) 1,055,617 Change in unrealized appreciation (depreciation) in value of investments (84,394,392) 61,730,538 Net gain (loss) on investments (82,682,200) 72,301,876 Other income Foreign exchange gain (loss) on cash (10) (86) Change in unrealized appreciation (depreciation) in foreign exchange on cash 366 (382) Total income (loss) (82,681,844) 72,301,408

Expenses Management fees 5 1,860,672 1,815,616 Custodian fees 1,823 1,662 Audit fees 14,922 13,473 Legal fees 6,722 3,955 Valuation fees 13,471 13,317 Transaction fees 3,612 4,260 Filing fees 48,300 46,360 Security holder reporting costs 93,374 87,430 Independent Review Committee fees 5 5,966 10,349 Other expenses 45,414 17,500 Total expenses 2,094,276 2,013,922

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (84,776,120) $ 70,287,486

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (12,791,819) $ 10,703,338 Class F $ (55,131,563) $ 52,421,329 Class I $ (16,852,738) $ 7,162,819

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (1.54) $ 1.31 Class F $ (1.34) $ 1.36 Class I $ (3.47) $ 1.03 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 320 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 80EQ-20FI Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 129,147,596 $ 109,241,279 $ 625,820,360 $ 497,239,094

Increase (Decrease) in Net Assets attributable to holders of redeemable units (12,791,819) 10,703,338 (55,131,563) 52,421,329

Redeemable unit transactions Proceeds from redeemable units issued 12,786,001 16,334,273 131,378,615 108,165,902 Redemption of redeemable units (13,488,913) (14,021,312) (83,069,619) (59,926,765) Reinvestments of distributions to holders of redeemable units 512,738 558,323 4,902,893 4,624,626 (190,174) 2,871,284 53,211,889 52,863,763

Distributions to holders of redeemable units From net investment income (535,424) (587,234) (6,043,060) (6,003,766) (535,424) (587,234) (6,043,060) (6,003,766)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (13,517,417) 12,987,388 (7,962,734) 99,281,326

Net Assets attributable to holders of redeemable units at end of period $ 115,630,179 $ 122,228,667 $ 617,857,626 $ 596,520,420

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 90,965,838 $ 67,018,922 $ 845,933,794 $ 673,499,295

Increase (Decrease) in Net Assets attributable to holders of redeemable units (16,852,738) 7,162,819 (84,776,120) 70,287,486

Redeemable unit transactions Proceeds from redeemable units issued 3,493,000 11,618,574 147,657,616 136,118,749 Redemption of redeemable units (53,230,976) (1,426,645) (149,789,508) (75,374,722) Reinvestments of distributions to holders of redeemable units 547,868 846,842 5,963,499 6,029,791 (49,190,108) 11,038,771 3,831,607 66,773,818

Distributions to holders of redeemable units From net investment income (622,680) (934,852) (7,201,164) (7,525,852) (622,680) (934,852) (7,201,164) (7,525,852)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (66,665,526) 17,266,738 (88,145,677) 129,535,452

Net Assets attributable to holders of redeemable units at end of period $ 24,300,312 $ 84,285,660 $ 757,788,117 $ 803,034,747

The accompanying notes are an integral part of these financial statements 321 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global 80EQ-20FI Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (84,776,120) $ 70,287,486 Adjustments for: Underlying funds’ distributions reinvested (9,082,887) (9,515,721) Change in unrealized (appreciation) depreciation in foreign exchange on cash (366) 382 Net realized (gain) loss on sale of investments 7,370,695 (1,055,617) Change in unrealized (appreciation) depreciation in value of investments 84,394,392 (61,730,538) Purchases of investments (100,107,889) (107,892,483) Proceeds from sales of investments 102,753,249 17,493,785 Increase (decrease) in management fees payable (14,878) 9,899 Increase (decrease) in accrued expenses 4,801 15,111 Net cash used in operating activities 540,997 (92,387,696)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (1,237,665) (1,496,061) Proceeds from redeemable units issued 147,235,075 126,766,530 Redemption of redeemable units (147,721,241) (65,420,438) Net cash from financing activities (1,723,831) 59,850,031

Change in unrealized appreciation (depreciation) in foreign exchange on cash 366 (382) Net increase (decrease) in cash (1,182,834) (32,537,665) Cash at beginning of period 1,941,023 34,824,006 Cash at end of period 758,555 2,285,959

The accompanying notes are an integral part of these financial statements 322 DFA Global 80EQ-20FI Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 7,947,435 Class I 143,318,314 134,629,545 17.78 DFA Canadian Vector Equity Fund CAD 6,390,619 Class I 63,465,334 57,771,194 7.62 DFA Five-Year Global Fixed Income CAD 4,492,528 Fund Class I 46,404,623 46,183,188 6.09 DFA Global Real Estate Securities CAD 1,659,054 Fund Class I 23,448,373 23,674,698 3.12 DFA Global Targeted Credit Fund CAD 4,005,205 Class I 38,964,963 38,329,808 5.06 DFA International Core Equity Fund CAD 4,928,164 Class I 54,897,882 55,836,104 7.37 DFA International Core Equity Fund CAD 3,835,218 Class I(H) 56,207,567 55,955,834 7.38 DFA International Vector Equity CAD 1,982,719 Fund Class I 29,149,018 28,452,024 3.75 DFA International Vector Equity CAD 1,445,557 Fund Class I(H) 19,928,308 19,037,983 2.51 DFA Investment Grade Fixed Income CAD 6,337,187 Fund Class I 67,920,127 70,279,408 9.27 CAD 3,200,283 DFA U.S. Core Equity Fund Class I 73,690,335 80,167,098 10.59 DFA U.S. Core Equity Fund CAD 3,431,666 Class I(H) 70,825,508 80,095,087 10.57 CAD 1,524,696 DFA U.S. Vector Equity Fund Class I 39,393,015 40,358,707 5.33 DFA U.S. Vector Equity Fund CAD 1,685,258 Class I(H) 27,750,130 26,778,756 3.53

755,363,497 757,549,434 99.97

Total Investments $755,363,497 757,549,434 99.97

Other Assets Less Liabilities 238,683 0.03

Net Assets Attributable to Holders of Redeemable units $757,788,117 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 323 DFA Global 80EQ-20FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 80EQ-20FI Portfolio is to seek total return consisting of long-term capital appreciation and income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 80% in equity securities and 20% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements, and interest rates. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global equity exchanges is 78.87% (December 31, 2019: 79.20%). If equity prices on the global stock exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $59,766,737 (December 31, 2019: $67,001,383). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 324 DFA Global 80EQ-20FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 134,845,390 17.78 13,484,537 145,218,960 17.16 14,521,895 Japanese Yen 18,035,785 2.38 1,803,579 19,781,679 2.34 1,978,168 Hong Kong Dollar 16,812,173 2.22 1,681,217 17,905,453 2.12 1,790,545 Euro 10,204,768 1.35 1,020,477 13,050,066 1.54 1,305,007 Swiss Franc 9,079,411 1.20 907,941 9,325,832 1.10 932,583 New Taiwan Dollar 7,853,102 1.04 785,310 7,976,920 0.94 797,692 Korean Won 6,136,956 0.81 613,696 7,195,913 0.85 719,591 British Pound 6,099,804 0.80 609,980 8,488,419 1.00 848,842 Australian Dollar 5,469,846 0.72 546,985 6,319,156 0.75 631,916 Indian Rupee 4,595,226 0.61 459,523 5,062,559 0.60 506,256 Swedish Krona 3,456,020 0.46 345,602 3,668,863 0.43 366,886 Brazilian Real 2,822,337 0.37 282,234 4,885,334 0.58 488,533 Danish Krone 2,492,063 0.33 249,206 2,491,631 0.29 249,163 South African Rand 2,214,755 0.29 221,476 3,409,125 0.40 340,913 Singapore Dollar 2,186,690 0.29 218,669 2,422,085 0.29 242,209 Thai Baht 1,152,705 0.15 115,271 1,358,171 0.16 135,817 Mexican Peso 1,058,611 0.14 105,861 1,493,046 0.18 149,305 Malaysian Ringgit 1,025,483 0.14 102,548 1,162,312 0.14 116,231 Norwegian Krone 916,391 0.12 91,639 1,326,540 0.16 132,654 Indonesian Rupiah 880,103 0.12 88,010 1,177,137 0.14 117,714 New Zealand Dollar 645,038 0.09 64,504 721,141 0.09 72,114 Israeli Shekel 625,348 0.08 62,535 833,005 0.10 83,301 Polish Zloty 425,314 0.06 42,531 560,710 0.07 56,071 Turkish Lira 392,657 0.05 39,266 497,870 0.06 49,787 Philippine Peso 376,235 0.05 37,624 481,429 0.06 48,143 Chilean Peso 264,621 0.03 26,462 354,385 0.04 35,439 Hungarian Forint 134,577 0.02 13,458 176,702 0.02 17,670 Colombian Peso 92,512 0.01 9,251 159,564 0.02 15,956 Czech Koruna 64,519 0.01 6,452 111,579 0.01 11,158 240,358,440 31.72 24,035,844 267,615,586 31.64 26,761,559

The accompanying notes are an integral part of these financial statements 325 DFA Global 80EQ-20FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

(c) Interest rate risk The table below summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2020 and December 31, 2019, categorized by the earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $2,498,019 $12,643,070 $72,122,141 $65,073,353 $152,336,583

December 31, 2019 Debt Instruments $6,020,392 $ 9,245,276 $79,376,785 $70,730,431 $165,372,884

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the period would amount to approximately $6,791,000 (December 31, 2019: $7,657,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $6,279,000 (December 31, 2019: $7,092,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 2.35% 3.46% AA 6.28% 6.84% A 5.56% 4.80% BBB 5.49% 4.15% BB 0.39% 0.29% B 0.03% 0.01% Total 20.10% 19.55%

The accompanying notes are an integral part of these financial statements 326 DFA Global 80EQ-20FI Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

All liabilities mature within 3 months except for unitholders’ capital, which is due on demand.

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 25.40% 25.46% Global Equity Funds 21.01% 22.02% Global REIT Fund 3.12% 3.12% Fixed Income Funds 20.42% 19.99% U.S. Equity Funds 30.02% 29.19% Cash 0.10% 0.23% Net Other Assets/Liabilities -0.07% -0.01% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 327 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note Equity Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 1,499,336,044 $ 1,702,051,843 Cash – 1,009,417 Receivables for investments sold 3,244,883 – Subscriptions receivable 1,146,193 1,090,902 Total assets 1,503,727,120 1,704,152,162

Liabilities Current liabilities Bank overdraft 2,049,153 – Payable for investments purchased 83,737 – Redemptions payable 444,942 527,646 Management fees payable 685,303 778,114 Accrued expenses 241,466 238,561 Total liabilities 3,504,601 1,544,321

Net Assets attributable to holders of redeemable units $ 1,500,222,519 $ 1,702,607,841

Net Assets attributable to holders of redeemable units per class

Class A $ 238,460,763 $ 289,092,125 Class F $ 1,229,195,951 $ 1,354,350,763 Class I $ 32,565,805 $ 59,164,953

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 15.86 $ 18.24 Class F $ 15.99 $ 18.39 Class I $ 12.75 $ 14.67

The accompanying notes are an integral part of these financial statements 328 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note Equity Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 19,042,113 $ 18,296,330 Net realized gain (loss) on sale of investments (848,508) 654,239 Change in unrealized appreciation (depreciation) in value of investments (228,767,706) 127,515,894 Net gain (loss) on investments (210,574,101) 146,466,463 Other income Foreign exchange gain (loss) on cash (61,034) (5,905) Change in unrealized appreciation (depreciation) in foreign exchange on cash 1,891 (34,387) Total income (loss) (210,633,244) 146,426,171

Expenses Management fees 5 3,876,861 3,778,871 Custodian fees 1,816 2,195 Audit fees 29,760 24,367 Legal fees 12,601 7,039 Valuation fees 13,416 13,275 Transaction fees 3,168 4,785 Filing fees 95,677 105,459 Securityholder reporting costs 199,510 170,267 Independent Review Committee fees 5 11,844 18,678 Other expenses 52,413 21,584 Total expenses 4,297,066 4,146,520

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ (214,930,310) $ 142,279,651

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (36,473,409) $ 28,029,002 Class F $ (166,258,891) $ 109,293,406 Class I $ (12,198,010) $ 4,957,243

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (2.32) $ 1.71 Class F $ (2.24) $ 1.77 Class I $ (3.60) $ 1.35 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 329 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Equity Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 289,092,125 $ 252,054,754 $ 1,354,350,763 $ 903,857,439

Increase (Decrease) in Net Assets attributable to holders of redeemable units (36,473,409) 28,029,002 (166,258,891) 109,293,406

Redeemable unit transactions Proceeds from redeemable units issued 22,464,176 28,742,607 345,214,363 266,946,022 Redemption of redeemable units (36,554,703) (26,993,777) (300,426,604) (103,528,950) Reinvestments of distributions to holders of redeemable units 1,225,188 1,450,209 9,590,404 8,948,689 (12,865,339) 3,199,039 54,378,163 172,365,761

Distributions to holders of redeemable units From net investment income (1,292,614) (1,531,703) (13,274,084) (12,058,419) (1,292,614) (1,531,703) (13,274,084) (12,058,419)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (50,631,362) 29,696,338 (125,154,812) 269,600,748

Net Assets attributable to holders of redeemable units at end of period $ 238,460,763 $ 281,751,092 $ 1,229,195,951 $ 1,173,458,187

2020 2019 2020 2019

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 59,164,953 $ 34,173,353 $ 1,702,607,841 $ 1,190,085,546

Increase (Decrease) in Net Assets attributable to holders of redeemable units (12,198,010) 4,957,243 (214,930,310) 142,279,651

Redeemable unit transactions Proceeds from redeemable units issued 10,681,557 19,549,360 378,360,096 315,237,989 Redemption of redeemable units (24,880,186) (6,242,751) (361,861,493) (136,765,478) Reinvestments of distributions to holders of redeemable units 353,881 494,341 11,169,473 10,893,239 (13,844,748) 13,800,950 27,668,076 189,365,750

Distributions to holders of redeemable units From net investment income (556,390) (660,577) (15,123,088) (14,250,699) (556,390) (660,577) (15,123,088) (14,250,699)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (26,599,148) 18,097,616 (202,385,322) 317,394,702

Net Assets attributable to holders of redeemable units at end of period $ 32,565,805 $ 52,270,969 $ 1,500,222,519 $ 1,507,480,248

The accompanying notes are an integral part of these financial statements 330 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Equity Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ (214,930,310) $ 142,279,651 Adjustments for: Underlying funds’ distributions reinvested (19,042,113) (18,296,330) Change in unrealized (appreciation) depreciation in foreign exchange on cash (1,891) 34,387 Net realized (gain) loss on sale of investments 848,508 (654,239) Change in unrealized (appreciation) depreciation in value of investments 228,767,706 (127,515,894) Purchases of investments (118,657,152) (182,942,482) Proceeds from sales of investments 107,637,704 4,462,242 Increase (decrease) in management fees payable (92,811) 38,036 Increase (decrease) in accrued expenses 2,905 27,109 Net cash used in operating activities (15,467,454) (182,567,520)

Cash flows used in financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (3,953,615) (3,357,460) Proceeds from redeemable units issued 367,818,344 287,176,992 Redemption of redeemable units (351,457,736) (105,069,592) Net cash from financing activities 12,406,993 178,749,940

Change in unrealized appreciation (depreciation) in foreign exchange on cash 1,891 (34,387) Net increase (decrease) in cash (3,060,461) (3,817,580) Cash at beginning of period 1,009,417 7,619,168 Cash (Bank overdraft) at end of period (2,049,153) 3,767,201

The accompanying notes are an integral part of these financial statements 331 DFA Global Equity Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 19,656,662 Class I 356,186,458 332,983,857 22.19 DFA Canadian Vector Equity Fund CAD 15,819,047 Class I 161,175,542 143,004,188 9.53 DFA Global Real Estate Securities CAD 4,171,124 Fund Class I 57,627,719 59,521,936 3.97 DFA International Core Equity Fund CAD 12,273,009 Class I 130,615,870 139,053,195 9.27 DFA International Core Equity Fund CAD 9,571,007 Class I(H) 135,051,852 139,640,989 9.31 DFA International Vector Equity CAD 4,146,969 Fund Class I 57,707,844 59,509,000 3.97 DFA International Vector Equity CAD 4,528,058 Fund Class I(H) 59,797,903 59,634,528 3.98 CAD 7,933,555 DFA U.S. Core Equity Fund Class I 176,539,908 198,735,561 13.24 DFA U.S. Core Equity Fund CAD 8,553,074 Class I(H) 179,290,674 199,628,755 13.30 DFA U.S. Vector Equity Fund CAD 3,165,867 Class I 81,103,767 83,800,511 5.59 DFA U.S. Vector Equity Fund CAD 5,275,238 Class I(H) 83,227,692 83,823,524 5.59 1,478,325,229 1,499,336,044 99.94

Total Investment $1,478,325,229 1,499,336,044 99.94

Other Assets Less Liabilities 886,475 0.06

Net Assets Attributable to Holders of Redeemable units $1,500,222,519 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 332 DFA Global Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Equity Portfolio is to seek long-term capital appreciation primarily through exposure to investments in equity securities. The Fund’s exposure to these securities may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by two main components: changes in actual market prices and foreign currency movements. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities and real estate securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global exchanges is 99.10% (December 31, 2019: 99.23%). If equity prices on the global exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $148,666,540 (December 31, 2019: $168,946,498). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 333 DFA Global Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A, Class F and Class I Units

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 316,821,256 21.13 31,682,126 346,554,801 20.36 34,655,480 Japanese Yen 42,745,843 2.85 4,274,584 47,232,986 2.77 4,723,299 Hong Kong Dollar 41,995,700 2.80 4,199,570 45,083,257 2.65 4,508,327 Swiss Franc 22,671,163 1.51 2,267,116 23,464,120 1.38 2,346,412 Euro 21,698,791 1.45 2,169,879 28,790,111 1.70 2,879,011 Taiwan Dollar 19,616,531 1.31 1,961,653 20,068,549 1.18 2,006,855 Korean Won 15,327,153 1.02 1,532,715 18,104,512 1.06 1,810,451 British Pound 13,848,275 0.92 1,384,828 19,865,299 1.17 1,986,530 Australian Dollar 13,019,283 0.87 1,301,928 15,285,953 0.90 1,528,595 Indian Rupee 11,476,221 0.76 1,147,622 12,737,399 0.75 1,273,740 Swedish Krona 8,622,507 0.57 862,251 9,348,856 0.55 934,886 Brazilian Real 7,047,833 0.47 704,783 12,291,519 0.72 1,229,152 Danish Krone 6,223,671 0.41 622,367 6,322,282 0.37 632,228 South African Rand 5,534,464 0.37 553,446 8,597,362 0.50 859,736 Singapore Dollar 5,474,021 0.36 547,402 6,153,323 0.36 615,332 Thai Baht 2,878,528 0.19 287,853 3,417,224 0.20 341,722 Mexican Peso 2,646,210 0.18 264,621 3,770,432 0.22 377,043 Malaysian Ringgit 2,561,271 0.17 256,127 2,924,224 0.17 292,422 Norwegian Krone 2,289,345 0.15 228,935 3,339,989 0.20 333,999 Indonesian Rupiah 2,198,390 0.15 219,839 2,961,512 0.17 296,151 New Zealand Dollar 1,612,510 0.11 161,251 1,823,770 0.11 182,377 Israeli Shekel 1,562,302 0.10 156,230 2,095,699 0.12 209,570 Polish Zloty 1,062,457 0.07 106,246 1,410,618 0.08 141,062 Turkish Lira 980,803 0.07 98,080 1,252,566 0.07 125,257 Philippine Peso 939,659 0.06 93,966 1,211,224 0.07 121,122 Chilean Peso 661,008 0.04 66,101 891,617 0.05 89,162 Hungarian Forint 336,176 0.02 33,618 444,556 0.03 44,456 Colombian Peso 231,002 0.02 23,100 401,494 0.02 40,149 Czech Koruna 161,138 0.01 16,114 280,692 0.02 28,069 572,243,511 38.14 57,224,351 646,125,946 37.95 64,612,595

The accompanying notes are an integral part of these financial statements 334 DFA Global Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

(c) Interest rate risk As at June 30, 2020 and December 31, 2019, the majority of the Underlying Funds’ financial assets and liabilities were non-interest bearing. As a result, the Fund was not subject to a significant amount of indirect interest rate risk.

(d) Credit Risk As at June 30, 2020 and December 31, 2019, the Underlying Funds had no significant investments in debt instruments and/or derivatives and, therefore, did not have any significant indirect exposure to credit risk. All transactions of the Underlying Funds in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts. In addition, the Fund is also indirectly exposed to counterparty risk to the extent the Underlying Funds utilize currency forward contracts.

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 31.72% 31.87% Global Equity Funds 26.53% 27.53% Global REIT Fund 3.97% 4.01% U.S. Equity Funds 37.72% 36.56% Cash -0.14% 0.06% Net Other Assets/Liabilities 0.20% -0.03% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 335 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA Global Note Fixed Income Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 674,512,577 $ 602,444,489 Cash 2,937,239 1,127,870 Subscriptions receivable 2,638,596 1,551,865 Total assets 680,088,412 605,124,224

Liabilities Current liabilities Payable for investments purchased 3,456,397 1,611,558 Redemptions payable 171,681 227,069 Management fees payable 184,308 165,105 Accrued expenses 65,640 64,347 Total liabilities 3,878,026 2,068,079

Net Assets attributable to holders of redeemable units $ 676,210,386 $ 603,056,145

Net Assets attributable to holders of redeemable units per class

Class A $ 35,792,540 $ 30,222,825 Class F $ 604,872,068 $ 545,916,194 Class I $ 35,545,778 $ 26,917,126

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 10.37 $ 10.30 Class F $ 10.41 $ 10.33 Class I $ 10.38 $ 10.30

The accompanying notes are an integral part of these financial statements 336 Dimensional Funds Statements of Comprehensive Income (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Note Fixed Income Portfolio 2020 2019

Income Net gain (loss) on investments Underlying funds’ distributions $ 5,316,061 $ 3,859,982 Net realized gain (loss) on sale of investments (456,137) 14,241 Change in unrealized appreciation (depreciation) in value of investments 3,546,152 15,026,883 Net gain (loss) on investments 8,406,076 18,901,106 Other income Foreign exchange gain (loss) on cash (225) 122 Change in unrealized appreciation (depreciation) in foreign exchange on cash 477 (308) Total income (loss) 8,406,328 18,900,920

Expenses Management fees 5 1,015,531 624,981 Custodian fees 1,777 1,782 Audit fees 10,335 7,510 Legal fees 4,593 1,362 Valuation fees 13,224 – Transaction fees 3,280 45 Filing fees 56,875 66,023 Securityholder reporting costs 71,802 5,463 Independent Review Committee fees 5 3,992 4,476 Other expenses 31,155 9,717 Total expenses 1,212,564 721,359

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ 7,193,764 $ 18,179,561

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ 337,233 $ 744,324 Class F $ 6,404,966 $ 16,911,497 Class I** $ 451,565 $ 523,740

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ 0.10 $ 0.41 Class F $ 0.11 $ 0.47 Class I** $ 0.14 $ 0.45 * Computed based on the weighted average units outstanding during the period. ** Class I units were first issued on January 7, 2019.

The accompanying notes are an integral part of these financial statements 337 Dimensional Funds Statements of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Fixed Income Portfolio 2020 2019 2020 2019

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 30,222,825 $ 12,989,588 $ 545,916,194 $ 292,937,356

Increase (Decrease) in Net Assets attributable to holders of redeemable units 337,233 744,324 6,404,966 16,911,497

Redeemable unit transactions Proceeds from redeemable units issued 8,459,777 10,766,756 197,391,277 182,495,038 Redemption of redeemable units (3,224,023) (1,254,739) (143,734,977) (41,575,673) Reinvestments of distributions to holders of redeemable units 53,626 53,774 2,854,374 2,242,848 5,289,380 9,565,791 56,510,674 143,162,213

Distributions to holders of redeemable units From net investment income (56,898) (58,206) (3,959,766) (3,064,352) (56,898) (58,206) (3,959,766) (3,064,352)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 5,569,715 10,251,909 58,955,874 157,009,358

Net Assets attributable to holders of redeemable units at end of period $ 35,792,540 $ 23,241,497 $ 604,872,068 $ 449,946,714

2020 2019 2020 2019

Class I* Total

Net Assets attributable to holders of redeemable units at beginning of period $ 26,917,126 $ – $ 603,056,145 $ 305,926,944

Increase (Decrease) in Net Assets attributable to holders of redeemable units 451,565 523,740 7,193,764 18,179,561

Redeemable unit transactions Proceeds from redeemable units issued 11,324,553 22,702,495 217,175,607 215,964,289 Redemption of redeemable units (2,928,764) (961,972) (149,887,764) (43,792,384) Reinvestments of distributions to holders of redeemable units 62,176 14,395 2,970,176 2,311,017 8,457,965 21,754,918 70,258,019 174,482,922

Distributions to holders of redeemable units From net investment income (280,878) (119,732) (4,297,542) (3,242,290) (280,878) (119,732) (4,297,542) (3,242,290)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 8,628,652 22,158,926 73,154,241 189,420,193

Net Assets attributable to holders of redeemable units at end of period $ 35,545,778 $ 22,158,926 $ 676,210,386 $ 495,347,137 * Class I units were first issued on January 7, 2019.

The accompanying notes are an integral part of these financial statements 338 Dimensional Funds Statements of Cash Flows (unaudited) For the six-month periods ended June 30, 2020 and 2019

DFA Global Fixed Income Portfolio 2020 2019

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ 7,193,764 $ 18,179,561 Adjustments for: Underlying funds’ distributions reinvested (5,316,061) (3,859,982) Change in unrealized (appreciation) depreciation in foreign exchange on cash (477) 308 Net realized (gain) loss on sale of investments 456,137 (14,241) Change in unrealized (appreciation) depreciation in value of investments (3,546,152) (15,026,883) Purchases of investments (125,772,143) (179,942,507) Proceeds from sales of investments 63,954,970 1,709,494 Increase (decrease) in management fees payable 19,203 46,030 Increase (decrease) in accrued expenses 1,293 5,565 Net cash used in operating activities (63,009,466) (178,902,655)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (1,327,366) (931,273) Proceeds from redeemable units issued 206,279,917 200,670,806 Redemption of redeemable units (140,134,193) (28,123,626) Net cash from financing activities 64,818,358 171,615,907

Change in unrealized appreciation (depreciation) in foreign exchange on cash 477 (308) Net increase (decrease) in cash 1,808,892 (7,286,748) Cash at beginning of period 1,127,870 10,693,460 Cash at end of period 2,937,239 3,406,404

The accompanying notes are an integral part of these financial statements 339 DFA Global Fixed Income Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Five-Year Global Fixed Income CAD 26,245,626 Fund Class I 266,421,840 269,805,031 39.90 DFA Global Targeted Credit Fund CAD 17,620,496 Class I 167,600,806 168,628,144 24.94 DFA Investment Grade Fixed Income CAD 21,287,593 Fund Class I 228,674,836 236,079,402 34.91 662,697,482 674,512,577 99.75

Total Investment $662,697,482 674,512,577 99.75

Other Assets Less Liabilities 1,697,809 0.25

Net Assets Attributable to Holders of Redeemable units $676,210,386 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 340 DFA Global Fixed Income Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Fixed Income Portfolio is to seek to maximize total returns comprised of income and capital appreciation, through exposure to investments in debt securities. The Fund’s exposure to these securities may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(b) Currency risk The Fund invests in the Underlying Funds and is exposed to indirect currency risk in the event that the Underlying Funds invest in financial instruments that are denominated in a currency other than the CAD. While some of the currency risk in the Underlying Funds may be managed by investing in units of funds that hedge a portion or majority of its currency risk, a significant portion of the Underlying Funds’ exposure to foreign currency remains unhedged. The table below summarizes the Fund’s indirect exposure to currency risk as at June 30, 2020 and December 31, 2019. Amounts shown are based on the fair value of monetary and non-monetary assets net of the impact of any underlying currency forward contracts. The table also illustrates the approximate impact on net assets had the CAD weakened by 10% in relation to these currencies. If the CAD were to strengthen relative to these currencies, the opposite would occur. In practice, actual results may differ from this sensitivity analysis and the difference could be material.

Financial Financial Instruments Percentage Impact of 10% Instruments Percentage Impact of 10% Exposure of Net Movement Exposure of Net Movement (CAD) Assets (%) (CAD) (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 British Pound 207,372 0.03 20,736 (191,966) (0.03) (19,197) Australian Dollar 152,160 0.02 15,216 28,442 – 2,844 Swedish Krona 19,251 – 1,925 (158,537) (0.03) (15,854) Danish Krone 128 – 13 (66,727) (0.01) (6,673) Swiss Franc 36 – 4 29 – 3 Japanese Yen 19 – 2 16 – 2 Singapore Dollar – – – 248 – 25 Norwegian Krone (554) – (55) (5,022) – (502) Euro (15,922) – (1,592) (431,259) (0.06) (43,126) United States Dollar (613,575) (0.09) (61,358) (30,059) (0.01) (3,006) (251,085) (0.04) (25,109) (854,835) (0.14) (85,484)

The accompanying notes are an integral part of these financial statements 341 DFA Global Fixed Income Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2020 Debt Instruments $13,447,950 $67,722,225 $364,606,286 $218,591,458 $664,367,920

December 31, 2019 Debt Instruments $28,365,285 $40,312,583 $324,062,005 $196,358,986 $589,098,859

As at June 30, 2020, had global interest rates decreased by 1% with all other variables remaining constant, based on the duration and convexity of the Underlying Funds’ investments, the increase in net assets for the period would amount to approximately $25,274,000 (December 31, 2019: $24,052,000). Conversely, had interest rates risen by 1%, based on the duration and convexity of the Underlying Funds’ investments, the decrease in net assets would amount to approximately $23,471,000 (December 31, 2019: $22,381,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2020 December 31, 2019 AAA 14.14% 19.87% AA 33.24% 35.30% A 24.81% 22.27% BBB 24.05% 18.73% BB 1.88% 1.45% B 0.13% 0.07% Total 98.25% 97.69%

The accompanying notes are an integral part of these financial statements 342 DFA Global Fixed Income Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

June 30, December 31, Investment Sector 2020 2019 Fixed Income Funds 99.75% 99.90% Cash 0.43% 0.19% Net Other Assets/Liabilities -0.18% -0.09% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 343 Dimensional Funds Statements of Financial Position (unaudited) As at June 30, 2020 and December 31, 2019

DFA World Note Equity Portfolio June 30, 2020 December 31, 2019

Assets Current assets Financial assets at fair value through profit or loss 10 $ 302,652,621 $ 57,034,201 Cash 171,065 805,594 Due from Manager 8 14,316 1,547 Subscriptions receivable 1,020,008 668,312 Total assets 303,858,010 58,509,654

Liabilities Current liabilities Payable for investments purchased 147,691 933,706 Redemptions payable 43,236 6,000 Management fees payable 102,832 9,707 Accrued expenses 5,109 4,613 Total liabilities 298,868 954,026

Net Assets attributable to holders of redeemable units $ 303,559,142 $ 57,555,628

Net Assets attributable to holders of redeemable units per class

Class A $ 15,963,578 $ 4,395,568 Class F $ 282,148,983 $ 37,306,292 Class I $ 5,446,581 $ 15,853,768

Net Assets attributable to holders of redeemable units per class per unit 4

Class A $ 8.80 $ 10.21 Class F $ 8.82 $ 10.22 Class I $ 8.84 $ 10.22

The accompanying notes are an integral part of these financial statements 344 Dimensional Funds Statement of Comprehensive Income (unaudited) For the six-month period ended June 30, 2020

DFA World Note Equity Portfolio 2020

Income Net gain (loss) on investments Underlying funds’ distributions $ 2,142,311 Net realized gain (loss) on sale of investments (4,101,144) Change in unrealized appreciation (depreciation) in value of investments 15,780,288 Net gain (loss) on investments 13,821,455 Other income Foreign exchange gain (loss) on cash 45,493 Change in unrealized appreciation (depreciation) in foreign exchange on cash 97 Total income (loss) 13,867,045

Expenses Management fees 5 344,352 Custodian fees 1,719 Audit fees 1,037 Legal fees 925 Transaction fees 20 Filing fees 56,599 Securityholder reporting costs 1,154 Independent Review Committee fees 5 277 Other expenses 12,914 418,997 Fees recovered or (waived) and expenses absorbed by manager 5 (15,975) Total expenses 403,022

Increase (Decrease) in Net Assets attributable to holders of redeemable units $ 13,464,023

Increase (Decrease) in Net Assets attributable to holders of redeemable units per class

Class A $ (49,271) Class F $ 17,894,692 Class I $ (4,381,398)

Increase (Decrease) in Net Assets attributable to holders of redeemable units per unit* 2

Class A $ (0.04) Class F $ 0.95 Class I $ (4.83) * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements 345 Dimensional Funds Statement of Changes in Net Assets Attributable to Holders of Redeemable Units (unaudited) For the six-month period ended June 30, 2020

DFA World Equity Portfolio 2020 2020

Class A Class F

Net Assets attributable to holders of redeemable units at beginning of period $ 4,395,568 $ 37,306,292

Increase (Decrease) in Net Assets attributable to holders of redeemable units (49,271) 17,894,692

Redeemable unit transactions Proceeds from redeemable units issued 11,978,229 268,684,788 Redemption of redeemable units (356,118) (41,248,135) Reinvestments of distributions to holders of redeemable units 64,207 1,291,145 11,686,318 228,727,798

Distributions to holders of redeemable units From net investment income (69,037) (1,779,799) (69,037) (1,779,799)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units 11,568,010 244,842,691

Net Assets attributable to holders of redeemable units at end of period $ 15,963,578 $ 282,148,983

2020 2020

Class I Total

Net Assets attributable to holders of redeemable units at beginning of period $ 15,853,768 $ 57,555,628

Increase (Decrease) in Net Assets attributable to holders of redeemable units (4,381,398) 13,464,023

Redeemable unit transactions Proceeds from redeemable units issued 6,157,589 286,820,606 Redemption of redeemable units (12,121,194) (53,725,447) Reinvestments of distributions to holders of redeemable units 17,569 1,372,921 (5,946,036) 234,468,080

Distributions to holders of redeemable units From net investment income (79,753) (1,928,589) (79,753) (1,928,589)

Net Increase (Decrease) in Net Assets attributable to holders of redeemable units (10,407,187) 246,003,514

Net Assets attributable to holders of redeemable units at end of period $ 5,446,581 $ 303,559,142

The accompanying notes are an integral part of these financial statements 346 Dimensional Funds Statement of Cash Flows (unaudited) For the six-month period ended June 30, 2020

DFA World Equity Portfolio 2020

Cash flows from operating activities Increase (Decrease) in Net Assets attributable to holders of redeemable units from operations $ 13,464,023 Adjustments for: Underlying funds’ distributions reinvested (2,142,311) Change in unrealized (appreciation) depreciation in foreign exchange on cash (97) Net realized (gain) loss on sale of investments 4,101,144 Change in unrealized (appreciation) depreciation in value of investments (15,780,288) Purchases of investments (255,716,750) Proceeds from sales of investments 23,133,770 (Decrease) increase in due from manager (12,769) Increase (decrease) in management fees payable 93,125 Increase (decrease) in accrued expenses 496 Net cash used in operating activities (232,859,657)

Cash flows from financing activities Distributions paid to holders of redeemable units, net of reinvested distributions (555,668) Proceeds from redeemable units issued 284,048,631 Redemption of redeemable units (51,267,932) Net cash from financing activities 232,225,031

Change in unrealized appreciation (depreciation) in foreign exchange on cash 97 Net increase (decrease) in cash (634,626) Cash at beginning of period 805,594 Cash at end of period 171,065

The accompanying notes are an integral part of these financial statements 347 DFA World Equity Portfolio Schedule of Investment Portfolio as at June 30, 2020 (unaudited)

Average Fair %of No. of Cost Value Net Currency Units Description ($CAD) ($CAD) Assets

Investment Funds DFA Canadian Core Equity Fund CAD 362,486 Class I 5,849,331 6,140,521 2.02 DFA Canadian Vector Equity Fund CAD 293,007 Class I 2,473,284 2,648,783 0.87 DFA Global Real Estate Securities CAD 843,850 Fund Class I 12,109,517 12,041,734 3.97 DFA International Core Equity Fund CAD 3,584,611 Class I 38,780,888 40,613,648 13.38 DFA International Core Equity Fund CAD 2,797,363 Class I(H) 38,994,534 40,813,524 13.44 DFA International Vector Equity CAD 1,211,802 Fund Class I 16,740,496 17,389,354 5.73 DFA International Vector Equity CAD 1,327,692 Fund Class I(H) 16,802,498 17,485,698 5.76 CAD 2,313,344 DFA U.S. Core Equity Fund Class I 53,824,211 57,949,269 19.09 DFA U.S. Core Equity Fund CAD 2,485,480 Class I(H) 53,300,853 58,011,102 19.11 CAD 934,374 DFA U.S. Vector Equity Fund Class I 23,776,861 24,732,891 8.15 DFA U.S. Vector Equity Fund CAD 1,562,372 Class I(H) 23,704,299 24,826,097 8.18 286,356,772 302,652,621 99.70

Total Investment $286,356,772 302,652,621 99.70

Other Assets Less Liabilities 906,521 0.30

Net Assets Attributable to Holders of Redeemable units $303,559,142 100.00

Currency codes used above are as follows: CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements 348 DFA World Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA World Equity Portfolio is to seek long-term capital appreciation primarily through exposure to investments in equity securities. The Fund’s exposure to these securities may be achieved through investments in other mutual funds (“Underlying Funds”) or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by two main components: changes in actual market prices and foreign currency movements. The Fund generally invests in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities and real estate securities. As at June 30, 2020, the Fund’s investments, as a percentage of net assets attributable to holders of redeemable units, indirectly traded on global exchanges is 98.76% (December 31, 2019: 98.31). If equity prices on the global exchanges had increased or decreased by 10%, with all other factors remaining constant, net assets attributable to holders of redeemable units would have increased (decreased) by approximately $29,980,839 (December 31, 2019: $5,658,078). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements 349 DFA World Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

Currency Exposure for Class A and Class F, Class I Units

Financial Percentage Impact of 10% Financial Percentage Impact of 10% Instruments of Net Movement Instruments of Net Movement Exposure (CAD) Assets (%) (CAD) Exposure (CAD) Assets (%) (CAD) June 30, 2020 December 31, 2019 United States Dollar 88,997,301 29.33 8,899,732 16,154,672 28.06 1,615,467 Hong Kong Dollar 12,170,532 4.01 1,217,053 2,175,510 3.78 217,551 Japanese Yen 11,973,231 3.94 1,197,323 2,210,452 3.84 221,045 Swiss Franc 6,627,312 2.18 662,731 1,142,047 1.98 114,205 Euro 6,074,486 2.00 607,449 1,347,130 2.34 134,713 New Taiwan Dollar 5,735,061 1.89 573,506 976,743 1.70 97,674 Korean Won 4,480,787 1.48 448,079 881,170 1.53 88,117 British Pound 3,785,529 1.25 378,553 917,594 1.59 91,759 Australian Dollar 3,433,919 1.13 343,392 672,758 1.17 67,276 Indian Rupee 3,354,953 1.11 335,495 619,952 1.08 61,995 Swedish Krona 2,520,663 0.83 252,066 455,022 0.79 45,502 Brazilian Real 2,060,292 0.68 206,029 598,250 1.04 59,825 Danish Krone 1,819,426 0.60 181,943 307,711 0.53 30,771 South African Rand 1,587,340 0.52 158,734 407,156 0.71 40,716 Singapore Dollar 1,409,101 0.46 140,910 266,983 0.46 26,698 Thai Baht 841,483 0.28 84,148 166,324 0.29 16,632 Malaysian Ringgit 748,780 0.25 74,878 142,324 0.25 14,232 Mexican Peso 743,264 0.24 74,326 175,816 0.31 17,582 Norwegian Krone 669,312 0.22 66,931 162,558 0.28 16,256 Indonesian Rupiah 642,713 0.21 64,271 144,139 0.25 14,414 Israeli Shekel 456,773 0.15 45,677 101,998 0.18 10,200 New Zealand Dollar 444,135 0.15 44,414 83,689 0.15 8,369 Polish Zloty 310,623 0.10 31,062 68,655 0.12 6,866 Turkish Lira 286,744 0.09 28,674 60,963 0.11 6,096 Philippine Peso 274,703 0.09 27,470 58,951 0.10 5,895 Chilean Peso 193,252 0.06 19,325 43,396 0.08 4,340 Hungarian Forint 98,285 0.03 9,829 21,637 0.04 2,164 Colombian Peso 67,528 0.02 6,753 19,542 0.03 1,954 Czech Koruna 47,108 0.02 4,711 13,661 0.02 1,366 161,854,636 53.32 16,185,464 30,396,803 52.81 3,039,680

The accompanying notes are an integral part of these financial statements 350 DFA World Equity Portfolio Discussion of Financial Risk Management (note 9) (unaudited)

(d) Credit risk As at June 30, 2020 and December 31, 2019, the Underlying Funds had no significant investments in debt instruments and/or derivatives and, therefore, did not have any significant indirect exposure to credit risk. All transactions of the Underlying Funds in listed securities are generally settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts. In addition, the Fund is also indirectly exposed to counterparty risk to the extent the Underlying Funds utilize currency forward contracts.

June 30, December 31, Investment Sector 2020 2019 Canadian Equity Funds 2.89% 3.08% Global Equity Funds 38.31% 39.63% Global REIT Fund 3.97% 3.96% U.S. Equity Funds 54.53% 52.42% Cash 0.06% 1.40% Net Other Assets/Liabilities 0.24% -0.49% Total 100.00% 100.00%

The accompanying notes are an integral part of these financial statements 351 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

1. Establishment of Trusts Each of the funds listed in the table below (collectively, the “Funds”) is an open-end investment trust established under the laws of the province of British Columbia by a Master Declaration of Trust (the “Declaration of Trust”) originally made as of October 20, 2003, as amended and restated on June 1, 2004, June 1, 2005, June 1, 2006, January 3, 2008, December 17, 2008, January 8, 2009, June 22, 2009, November 17, 2009, June 23, 2010, June 24, 2011, June 27, 2012, June 26, 2014, August 24, 2015, August 24, 2018 and October 24, 2019. Dimensional Fund Advisors Canada ULC (“Dimensional” or the “Manager”) is the trustee and manager of the Funds. The address of the Funds’ registered office is 745 Thurlow Street, Suite 2110, Vancouver, BC, Canada, V6E 0C5.

The following table summarizes the Funds included in this report and the start date of each Fund. The start date is the date the Fund was first offered by simplified prospectus.

Name of the Fund Start Date DFA Canadian Core Equity Fund June 18, 2004 DFA Canadian Vector Equity Fund July 11, 2011 DFA U.S. Core Equity Fund June 6, 2005 DFA U.S. Vector Equity Fund October 23, 2003 DFA International Core Equity Fund June 6, 2005 DFA International Vector Equity Fund October 24, 2003 DFA Global Real Estate Securities Fund January 8, 2008 DFA Five-Year Global Fixed Income Fund October 23, 2003 DFA Global Investment Grade Fixed Income Fund January 20, 2009 DFA Global Targeted Credit Fund August 31, 2015 DFA Global 40EQ-60FI Portfolio September 7, 2011 DFA Global 50EQ-50FI Portfolio July 27, 2014 DFA Global 60EQ-40FI Portfolio September 7, 2011 DFA Global 70EQ-30FI Portfolio July 27, 2014 DFA Global 80EQ-20FI Portfolio September 10, 2012 DFA Global Equity Portfolio September 7, 2011 DFA Global Fixed Income Portfolio September 19, 2018 DFA World Equity Portfolio November 21, 2019

Class A and A(H) units are available to all investors. Class F and F(H) units have lower fees than Class A and A(H) units and are usually only available to investors who have fee-based accounts with dealers who have signed an agreement with Dimensional. The Manager does not pay a trailer fee to dealers who sell Class F and F(H) units, which means the Manager can charge a lower management fee on the Class F and F(H) units. Class I and I(H) units are only available to large private or institutional investors who have entered into an agreement with the Manager and meet certain other conditions. No fees are payable by a Fund in respect of Class I and Class I(H) units. Holders of Class I and Class I(H) units pay management fees directly to the Manager.

Each of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, and the DFA International Vector Equity Fund use forward foreign currency contracts to hedge a majority of the foreign currency exposure of that portion of the respective Fund that is attributable to the economically hedged classes of units. The foreign currency exposure of the portion of the Fund that is attributable to the unhedged classes of units is not hedged. Accordingly, for the

352 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

unhedged classes, the return on these units is based on both the performance of the respective Fund’s portfolio investments and the performance of the foreign currency in which these investments were purchased relative to the Canadian Dollar. In contrast, the hedged classes of units will have a return that is generally based on the performance of the respective Fund’s portfolio investments, because a majority of the foreign currency exposure of the portion of the Fund that is attributable to the hedged classes of units is hedged using derivative instruments such as foreign currency forward contracts.

The Statements of Financial Position of each of the Funds are as at June 30, 2020, and December 31, 2019, as applicable. The Statements of Comprehensive Income, Changes in Net Assets Attributable to Holders of Redeemable Units and Cash Flows of each of the Funds are for the six-months periods ended June 30, 2020, and June 30, 2019, except for funds which started during either period, in which case they are for the period from the start date to June 30, 2020, or June 30, 2019, as applicable

In general, hedged classes for U.S.-based strategies have a higher percentage of direct currency hedging as the international hedged classes do not hedge against all currencies and also utilize cross- hedges against an alternate currency (rather than direct hedging) against some.

2. Summary of significant accounting policies (a) Basis of Presentation These financial statements have been prepared in compliance with International Financial Reporting Standards (“IFRS”) including International Accounting Standards (“IAS”) 34: Interim Financial Reporting, as issued by the International Accounting Standards Board (“IASB”).

These financial statements were authorized to issue by Dimensional on August 20, 2020.

(b) Financial Instruments The Funds’ financial instruments consist of cash, investments, derivative contracts, subscriptions receivable, receivables for investments sold, accrued interest and dividends, management fees payable to the Manager, accrued expenses, redemptions payable to investment dealers, and net assets attributable to holders of redeemable units. Cash is comprised of cash on deposit with commercial banks.

The Funds classify and measure financial instruments in accordance with IFRS 9, Financial Instruments – Classification and Measurement (“IFRS 9”). The standard requires financial assets to be classified as amortized cost, fair value through profit or loss (“FVTPL”), or fair value through other comprehensive income (“FVOCI”) based on the entity’s business model for managing the financial assets and the contractual cash flow characteristics of these assets. Assessment and decision on the business model approach used is an accounting judgement. The Funds classify investments based on both the Funds’ business models for managing those financial assets and the contractual cash flow characteristics of the financial assets. The portfolio of financial assets is managed and performance is evaluated on a fair value basis. The Funds are primarily focused on fair value information and use that information to assess performance and to make decisions. Consequently, all investments are measured at fair value through profit or loss. The Funds’ investments and derivative assets and liabilities are classified as FVTPL. The Funds’ obligations for net assets attributable to holders of redeemable units are presented at the redemption amounts. All other financial assets and liabilities are measured at amortized cost. Under this method, financial assets and liabilities reflect the amounts required to be received or paid, discounted when appropriate, at the financial instrument’s effective

353 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

interest rate. The Funds’ accounting policies for measuring the fair value of their investments and derivatives are identical to those used in measuring their published net asset value (“NAV”) per unit for transactions with unitholders. The fair values of the Funds’ financial assets and liabilities that are not carried at FVTPL approximate their carrying amounts due to their short-term nature.

(c) Fair value measurements and valuation of instruments The Funds use a three-tier hierarchy as a framework for disclosing fair value based on inputs used to value the Funds’ investments. The hierarchy of inputs is summarized below: • Level 1 – quoted prices (unadjusted) in active markets for identical assets or liabilities • Level 2 – inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly (i.e., as prices) or indirectly (i.e., derived from prices) • Level 3 – inputs for the asset or liability that are not based on observable market data (unobservable inputs)

The Funds’ policy is to recognize transfers into and out of the fair value hierarchy levels as of the date of the event or change in circumstances giving rise to the transfer. Changes in valuation methods may result in transfers into or out of an investment’s assigned level.

A valuation hierarchy table has been included in Note 10.

The fair value of investments is determined as follows: (i) Securities traded in an active market are valued at last traded market price for both financial assets and financial liabilities where the last traded price falls within that day’s bid-ask spread. In circumstances where the last traded price is not within the bid-ask spread, the Manager determines the point within the bid-ask spread that is most representative of fair value based on the specific facts and circumstances. Securities not traded in an active market are valued using valuation techniques, on such basis and in such manner established by the Manager. Non- Canadian securities, non-US securities and securities listed on US exchanges on a US holiday are valued as described in note 2(k) and are classified as level 2. (ii) Investments in Funds managed by Dimensional (“Underlying Funds”) are valued at the NAV per unit of each class as at the valuation date.

(d) Allocation of expenses Expenses generally are allocated among the classes on a pro-rata basis, with the exception of expenses related to currency hedging, which are allocated on a pro-rata basis to only the hedged classes of units.

(e) Transaction costs Transaction costs, such as brokerage commissions incurred in the purchase and sale of securities are expensed, and are included in “Broker commission expense” in the Statements of Comprehensive Income.

(f) Unit valuation and valuation date Units are issued and redeemed on a continuing basis at the NAV, which is determined for each class of units of each Fund on each valuation day. For each Fund, a “valuation day” is any day on which the

354 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

Toronto Stock Exchange is open for business, unless the Fund is not accepting orders to purchase, switch or redeem units on that day. To determine the NAV for a class of units of a Fund, the Manager or its agent determines the value of the proportionate share of the assets of the Fund attributable to the particular class less the liabilities of the Fund attributed to only that class and the proportionate share of the common liabilities of the Fund allocated to that class. This amount is then divided by the total number of units of that class then held by investors.

(g) Investment transactions Investment transactions are accounted for on the trade date. (i) The interest for distribution purposes shown on the Statements of Comprehensive Income represents the coupon interest received by the Funds accounted for on an accrual basis. The Funds do not amortize premiums paid or discounts received on the purchase of fixed income. (ii) Dividend income is recorded on the ex-dividend date. (iii) Realized gains and losses on investments and unrealized appreciation (depreciation) in investments are based on the average cost of the related investments. Average cost does not include amortization of premiums or discounts on fixed income securities, with the exception of zero coupon bonds. (iv) Income received from income trusts is recorded on the ex-dividend date. (v) Income, realized gain (loss) and unrealized appreciation (depreciation) are allocated among the classes on a pro-rata basis, with the exception of unrealized and realized appreciation (depreciation) on forward currency contracts relating to the hedged classes of units, which are allocated on a pro-rata basis to only the hedged classes of units. (vi) Income received from securities lending is recorded on the accrual basis. (vii) Distributions from Underlying Funds are recognized on the distribution date.

(h) Foreign exchange The Funds’ subscriptions and redemptions are denominated in the Canadian Dollar, which is also the functional and presentation currency. Foreign currency amounts are expressed in Canadian Dollars on the following basis: (i) fair value of investments, other assets and liabilities at the rate of exchange prevailing at period end, and (ii) value of investment transactions, income and expenses at the rates prevailing on the respective dates of such transactions.

Foreign exchange gains (loss) on cash are included in “Foreign exchange gain (loss) on cash” and “Change in unrealized appreciation (depreciation) in foreign exchange on cash.”

(i) Currency forward contracts Certain Funds buy and sell forward currency contracts, which are agreements between two parties to buy and sell currencies at a set price on a future date. The Canadian Dollar value of forward currency contracts is determined using current forward currency exchange rates supplied by a quotation service. The fair value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in fair value is recorded as an unrealized appreciation or

355 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

depreciation in the value of the contract. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

During the period ended June 30, 2020, the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund, the DFA Five-Year Global Fixed Income Fund, the DFA Global Investment Grade Fixed Income Fund and the DFA Global Targeted Credit Fund entered into forward foreign currency contracts to exchange one currency for another.

For the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund, the DFA Global Real Estate Securities Fund, the DFA Five-Year Global Fixed Income Fund, the DFA Global Investment Grade Fixed Income Fund and the DFA Global Targeted Credit Fund, these contracts are generally entered into in connection with the settlement of equity or fixed income security trades or to repatriate foreign currencies to the Canadian Dollar.

For the DFA Five-Year Global Fixed Income Fund, the DFA Global Investment Grade Fixed Income Fund, the DFA Global Targeted Credit Fund and for the Class A(H), Class F(H) and Class I(H) units of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund and the DFA International Vector Equity Fund, these contracts may also be entered into to economically hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. Accordingly, for the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund and the DFA International Vector Equity Fund, the unrealized and realized gains/losses and related expenses of currency contracts utilized for hedging purposes were allocated to the Funds’ respective Class A(H), F(H) units and I(H) units.

(j) Increase (decrease) in net assets attributable to holders of redeemable units per unit The increase/(decrease) in net assets attributable to holders of redeemable units per unit in the Statements of Comprehensive Income represents the net increase/(decrease) in net assets attributable to holders of redeemable units, divided by the weighted average units outstanding during the period of that class of units.

The weighted average numbers of units outstanding during the periods ended June 30, 2020 and 2019 are as follows:

2020 2019 DFA Canadian Core Equity Fund Class A 5,358,361 5,711,545 Class F 36,131,906 38,076,506 Class I 59,562,403 50,815,436

DFA Canadian Vector Equity Fund Class A 396,494 383,002 Class F 11,437,614 12,995,404 Class I 47,084,455 38,940,684

356 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

2020 2019 DFA U.S. Core Equity Fund Class A 5,869,116 5,985,414 Class A(H) 1,598,078 1,596,625 Class F 26,542,941 27,244,690 Class F(H) 9,222,322 9,316,407 Class I 28,259,857 24,975,862 Class I(H) 26,562,896 22,491,782

DFA U.S. Vector Equity Fund Class A 644,939 733,713 Class A(H) 155,170 189,326 Class F 10,336,473 10,998,486 Class F(H) 2,624,979 3,317,689 Class I 13,343,745 11,141,602 Class I(H) 10,673,490 8,108,041

DFA International Core Equity Fund Class A 8,969,607 8,984,640 Class A(H) 624,671 637,928 Class F 42,569,772 42,683,374 Class F(H) 12,887,229 12,788,801 Class I 47,331,579 39,664,417 Class I(H) 29,995,424 26,107,975

DFA International Vector Equity Fund Class A 700,404 766,795 Class A(H) 132,751 140,200 Class F 14,807,704 16,176,409 Class F(H) 3,532,533 4,239,844 Class I 24,108,330 22,117,285 Class I(H) 9,327,553 7,659,816

DFA Global Real Estate Securities Fund Class A 1,269,059 1,317,940 Class F 12,293,780 12,519,593 Class I 12,766,044 11,450,623

DFA Five-Year Global Fixed Income Fund Class A 6,623,317 7,359,816 Class F 57,013,277 67,604,310 Class I 99,759,032 87,035,610

DFA Global Investment Grade Fixed Income Fund Class A 3,337,642 3,234,673 Class F 21,541,066 20,854,607 Class I 76,652,079 66,740,744

DFA Global Targeted Credit Fund Class A 1,338,944 969,199 Class F 16,757,854 19,748,451 Class I 64,099,230 55,323,593

DFA Global 40EQ-60FI Portfolio Class A 10,937,354 11,654,701 Class F 27,983,724 24,766,182 Class I 283,944 106,177

357 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

2020 2019 DFA Global 50EQ-50FI Portfolio Class A 5,632,124 4,870,879 Class F 29,040,510 25,061,615

DFA Global 60EQ-40FI Portfolio Class A 34,423,564 36,151,762 Class F 114,071,479 103,460,894 Class I 19,948,352 10,074,934

DFA Global 70EQ-30FI Portfolio Class A 8,385,435 8,328,079 Class F 47,038,099 44,959,005 Class I 4,214,101 3,785,502

DFA Global 80EQ-20FI Portfolio Class A 8,324,803 8,186,530 Class F 41,205,907 38,467,667 Class I 4,852,505 6,977,213

DFA Global Equity Portfolio Class A 15,728,187 16,436,409 Class F 74,231,209 61,647,460 Class I 3,386,568 3,659,556

DFA Global Fixed Income Portfolio Class A 3,237,363 1,826,635 Class F 55,990,005 36,228,538 Class I 3,251,810 1,151,376

DFA World Equity Portfolio Class A 1,182,080 – Class F 18,874,153 – Class I 906,690 –

(k) Fair valuation on non-Canadian and non-U.S. securities and of securities listed on U.S. exchanges on a U.S. holiday Fair value pricing is designed to provide a more accurate NAV by making fair value factor adjustments to quoted or published prices of the non-Canadian and non-U.S. securities for significant events occurring between the last close of the relevant foreign securities exchanges and the time at which NAV is determined.

For these purposes, we have determined that movements in relevant indices or other appropriate market indicators after the close of the Tokyo Stock Exchange or London Stock Exchange demonstrate that last market quotations (in markets that have closed earlier or which remain closed) may be unreliable and may trigger fair value pricing. Consequently, fair valuation of such securities occurs on a daily basis. Hence, the fair value of securities for the purpose of calculating the NAV of the Funds may differ from the closing market price of the securities.

In addition to the above, the Funds holding equity securities listed on certain principal U.S. exchanges (the “U.S. Exchange Listed Securities”) apply fair value adjustments to the quoted prices of such securities on certain U.S. holidays when the U.S exchange is closed but the TSX is open using data provided by an independent pricing service. When the Funds use fair value pricing for these purposes,

358 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

the values assigned to the U.S. Exchange Listed Securities may not be the last quoted or published prices of the investments on their primary markets or exchanges.

(l) Investment in structured entities The Funds are investment companies under IFRS 10, Consolidated Financial Statements. The Funds listed in Note 13 are fund of funds (the “Fund of Funds”) which have multiple unrelated investors and hold multiple investments directly and indirectly through its investments in Underlying Funds managed by Dimensional. The Fund of Funds’ investments in the Underlying Funds represent interests in structured entities. A structured entity is an entity that has been designed so that voting or similar rights are not the dominant factor in deciding who controls the entity, such as when any voting rights relate to administrative tasks only and the relevant activities are directed by means of contractual arrangements such as those agreements executed by the Funds and the Manager.

The Fund of Funds have assessed their ability to control or significantly influence the Underlying Funds in accordance with IFRS 10 and IAS 28, Investments in Associates, and have determined that they do not have the ability to control nor significantly influence the Underlying Funds due to the Funds of Funds’ inability to practically exercise voting rights and direct or participate in the financial and operating policy decisions of the Underlying Funds.

(m) Taxation of the Funds and Allocation to Unitholders The Funds qualify as mutual fund trusts as defined in the Income Tax Act (Canada) (the “Act”). Pursuant to the terms of the Declaration of Trust, the Funds pay or make payable in the calendar year to the unitholders all the net income and such portion of the net capital gains which will result in the Funds paying no tax under the current provisions of the Act. As a result, under existing tax legislation, the net income and net capital gains are taxable in the hands of the unitholders of the Funds. Accordingly, no provision for Canadian income taxes has been made in these financial statements. Since the Funds do not record income taxes, the tax benefits of capital and non-capital losses have not been reflected in the Statements of Financial Position as deferred tax assets. The Funds currently incur withholding taxes imposed by certain countries on investment income and capital gains. Such income and gains are recorded on a gross basis and the related withholding taxes are shown separately in the Statements of Comprehensive Income.

(n) Offsetting of financial instruments In the normal course of business, the Funds enter into various master netting arrangements or other similar agreements that do not meet the criteria for offsetting in the Statements of Financial Position but still allow for the related amounts to be set off in certain circumstances, such as bankruptcy or termination of the contracts.

(o) Impairment IFRS 9 requires that an entity recognize a loss allowance for expected credit losses on financial assets which are measured at amortized costs or FVOCI. Financial assets held by the Fund which are measured at FVTPL will not be subject to the new impairment requirements.

With respect to loans and receivables, the Funds consider both historical analysis and forward looking information in determining any expected credit loss. As at the period end date, all loans and receivables are due to be settled within the short term. The Funds consider the probability of default to be close to zero as these instruments have a low risk of default and the counterparties have a strong

359 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

capacity to meet their contractual obligation in the near term. Given the limited exposure of the Funds to credit risk, no loss allowance has been recognized as any such impairment will not have a significant impact on the financial statements.

(p) Accounting standards issued but not yet adopted The Funds have determined there are no IFRS standards that are issued but not yet effective that could materially impact the Funds’ financial statements.

3. Critical Accounting Estimates and Judgments The preparation of financial statements requires management to use judgment in applying its accounting policies and to make estimates and assumptions about the future. The most significant accounting judgment and estimate that the Funds have made in preparing the financial statements are fair value measurement of derivatives and securities not quoted in an active market.

The Funds hold financial instruments that are not quoted in active markets, including derivatives. Fair values of such instruments are determined using valuation techniques and may be determined using reputable pricing sources (such as pricing agencies) or indicative prices from market makers. Broker quotes as obtained from the pricing sources may be indicative and not executable or binding. Where no market data is available, the Funds may value positions using their own models, which are usually based on valuation methods and techniques generally recognized as standard within the industry. The models used to determine fair values are validated and periodically reviewed by experienced personnel of the Manager, independent of the party that created them.

Models use observable data, to the extent practicable. However, areas such as credit risk (both own and counterparty), volatilities and corrections require the Manager to make estimates. Changes in assumptions about these factors could affect the reported fair values of financial instruments. The Funds consider observable data to be market data that is readily available, regularly distributed and updated, reliable and verifiable, not proprietary, and provided by independent sources that are actively involved in the relevant market.

In classifying and measuring the financial instruments held by the Funds, the Manager makes significant judgements in determining the appropriate classifications under IFRS 9. In making these judgements, the Manager has assessed the Funds’ business model for managing the portfolios and the contractual cash flow characteristics and determined that the investments are managed on a fair value basis and that fair value is used to assess performance and make investment decisions. The contractual cash flows of the Funds’ fixed income securities are solely for principal and interest. However these securities are not held for the purpose of collecting contractual cash flows or held both for collecting contractual cash flows and for sale. The collection of contractual cash flows is only incidental to achieving the Funds’ business model objectives. As a result, all investments and derivatives are classified as FVTPL.

4. Redeemable Units Each Fund has an unlimited number of redeemable units of each class authorized without par value. The Funds have no restrictions or specific capital requirements on the subscription or redemptions of redeemable units. The following redeemable units were issued and redeemed at the then current class net asset value during the periods ended June 30, 2020 and 2019, as applicable.

360 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

The Manager has policies and procedures in place to manage the capital of the Funds in accordance with each Fund’s investment objectives, strategies and restrictions.

DFA Canadian Core Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 5,442,240 37,364,061 55,768,608 5,760,552 38,015,836 49,201,962 Units issued 489,677 6,096,682 10,117,887 260,282 3,013,360 3,686,678 Units issued on reinvestment of distribution 56,955 445,892 1,048,408 39,009 347,873 705,693 Units redeemed (578,219) (8,431,274) (5,610,055) (467,731) (3,533,192) (699,851) Units outstanding – end of period 5,410,653 35,475,361 61,324,848 5,592,112 37,843,877 52,894,482

DFA Canadian Vector Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 360,359 12,256,065 43,001,447 400,599 13,548,443 37,197,248 Units issued 280,034 4,524,846 9,447,478 18,720 741,600 3,559,524 Units issued on reinvestment of distribution 6,364 175,026 999,902 2,207 118,052 543,637 Units redeemed (58,184) (5,978,653) (5,695,117) (50,696) (1,932,742) (387,891) Units outstanding – end of period 588,573 10,977,284 47,753,710 370,830 12,475,353 40,912,518

DFA U.S. Core Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 5,949,229 27,178,732 26,959,585 5,966,981 27,007,799 24,127,746 Units issued 495,778 3,370,797 4,544,467 389,288 2,524,523 1,844,996 Units issued on reinvestment of distribution 9,031 133,891 216,906 9,453 139,828 196,171 Units redeemed (474,358) (4,569,400) (2,476,059) (357,272) (2,454,841) (357,130) Units outstanding – end of period 5,979,680 26,114,020 29,244,899 6,008,450 27,217,309 25,811,783

DFA U.S. Core Equity Fund – Hedged Classes 2020 2019 Class A(H) Class F(H) Class I(H) Class A(H) Class F(H) Class F(H) Units outstanding – beginning of period 1,563,809 9,318,342 24,076,802 1,570,502 9,226,449 21,916,388 Units issued 193,301 2,245,567 5,864,413 108,079 826,242 1,445,340 Units issued on reinvestment of distribution 2,541 50,508 213,672 2,672 50,198 187,549 Units redeemed (125,370) (1,871,429) (2,550,910) (76,699) (728,049) (361,821) Units outstanding – end of period 1,634,281 9,742,988 27,603,977 1,604,554 9,374,840 23,187,456

DFA U.S. Vector Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 662,960 10,673,762 12,039,847 740,750 11,184,466 10,693,637 Units issued 34,936 1,502,798 2,907,035 26,657 717,301 948,550 Units issued on reinvestment of distribution 771 42,102 114,234 568 41,685 92,076 Units redeemed (65,473) (2,086,898) (1,137,074) (50,156) (994,509) (87,062) Units outstanding – end of period 633,194 10,131,764 13,924,042 717,819 10,948,943 11,647,201

361 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA U.S. Vector Equity Fund – Hedged Classes 2020 2019 Class A(H) Class F(H) Class I(H) Class A(H) Class F(H) Class F(H) Units outstanding – beginning of period 159,858 3,145,890 9,091,148 186,825 3,303,890 7,657,169 Units issued 3,156 353,994 3,247,584 6,128 260,500 916,180 Units issued on reinvestment of distribution 292 7,686 92,424 171 9,363 68,382 Units redeemed (11,505) (1,623,978) (823,995) (5,024) (372,412) (39,570) Units outstanding – end of year 151,801 1,883,592 11,607,161 188,100 3,201,341 8,602,161

DFA International Core Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 8,966,595 44,133,086 45,946,063 8,875,601 41,567,144 37,776,116 Units issued 696,086 5,214,530 7,600,331 630,574 4,854,560 3,627,923 Units issued on reinvestment of distribution 41,796 266,560 487,138 87,508 456,615 628,393 Units redeemed (573,287) (8,801,990) (6,229,896) (446,948) (3,245,846) (421,142) Units outstanding – end of period 9,131,190 40,812,186 47,803,636 9,146,735 43,632,473 41,611,290

DFA International Core Equity Fund – Hedged Classes 2020 2019 Class A(H) Class F(H) Class I(H) Class A(H) Class F(H) Class F(H) Units outstanding – beginning of period 613,282 12,790,438 28,145,563 635,295 12,711,589 25,026,504 Units issued 111,929 2,523,036 6,322,457 45,706 991,479 2,027,381 Units issued on reinvestment of distribution 3,144 84,922 334,664 6,371 136,992 451,904 Units redeemed (78,485) (2,113,172) (3,715,574) (52,592) (1,029,304) (362,368) Units outstanding – end of period 649,870 13,285,224 31,087,110 634,780 12,810,756 27,143,421

DFA International Vector Equity Fund 2020 2019 Class A Class F Class I Class A Class F Class F Units outstanding – beginning of period 732,664 15,760,879 23,841,683 780,216 16,237,132 21,374,600 Units issued 45,522 2,129,345 2,855,992 24,465 1,070,553 1,377,514 Units issued on reinvestment of distribution 3,127 70,155 278,931 7,594 127,835 386,789 Units redeemed (89,089) (4,024,996) (3,107,820) (50,909) (1,495,919) (131,539) Units outstanding – end of period 692,224 13,935,383 23,868,786 761,366 15,939,601 23,007,364

DFA International Vector Equity Fund – Hedged Classes 2020 2019 Class A(H) Class F(H) Class I(H) Class A(H) Class F(H) Class F(H) Units outstanding – beginning of period 134,221 4,140,569 8,585,225 141,324 4,526,165 7,182,781 Units issued 7,355 1,094,700 1,946,019 1,283 476,354 846,391 Units issued on reinvestment of distribution 590 11,197 112,817 1,453 28,107 137,126 Units redeemed (11,851) (2,958,209) (685,756) (6,228) (857,929) (57,093) Units outstanding – end of period 130,315 2,288,257 9,958,305 137,832 4,172,697 8,109,205

362 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA Global Real Estate Securities Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 1,298,868 12,570,897 12,220,789 1,328,123 12,609,578 11,179,519 Units issued 73,354 1,498,688 2,364,390 76,080 830,884 687,386 Units issued on reinvestment of distribution 7,391 102,448 173,933 9,836 120,695 170,693 Units redeemed (139,415) (2,163,974) (1,149,714) (123,711) (1,133,986) (369,685) Units outstanding – end of period 1,240,198 12,008,059 13,609,398 1,290,328 12,427,171 11,667,913

DFA Five-Year Global Fixed Income Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 6,691,156 61,627,043 102,432,762 7,820,310 69,525,489 80,138,966 Units issued 2,843,960 4,830,648 21,764,090 605,593 6,088,601 13,128,405 Units issued on reinvestment of distribution 7,680 138,758 428,836 – 187,361 474,871 Units redeemed (3,250,738) (13,016,340) (22,538,273) (1,289,749) (10,038,694) (1,855,236) Units outstanding – end of period 6,292,058 53,580,109 102,087,415 7,136,154 65,762,757 91,887,006

DFA Global Investment Grade Fixed Income Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 3,119,131 21,766,692 77,959,692 3,267,181 22,116,403 62,120,863 Units issued 606,169 2,316,151 10,381,835 337,021 2,436,245 8,863,085 Units issued on reinvestment of distribution 11,561 140,926 790,912 8,638 125,740 671,212 Units redeemed (328,458) (3,178,500) (11,487,154) (485,502) (4,279,597) (2,416,728) Units outstanding – end of period 3,408,403 21,045,269 77,645,285 3,127,338 20,398,791 69,238,432

DFA Global Targeted Credit Fund 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 1,234,209 17,966,831 64,114,211 980,092 21,624,822 51,808,951 Units issued 248,935 1,876,263 9,341,698 159,116 1,496,927 7,908,095 Units issued on reinvestment of distribution 6,258 78,808 729,630 5,646 109,764 718,755 Units redeemed (155,722) (3,635,679) (8,195,143) (119,650) (4,699,526) (2,217,122) Units outstanding – end of period 1,333,680 16,286,223 65,990,396 1,025,204 18,531,987 58,218,679

DFA Global 40EQ-60FI Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 11,424,443 27,252,426 209,332 11,849,606 24,532,213 106,075 Units issued 1,427,326 4,307,016 150,582 712,337 2,827,949 – Units issued on reinvestment of distribution 25,138 196,188 1,986 32,603 177,863 1,077 Units redeemed (2,467,027) (3,446,208) (1,075) (1,158,225) (2,516,491) (443) Units outstanding – end of period 10,409,880 28,309,422 360,825 11,436,321 25,021,534 106,709

363 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA Global 50EQ-50FI Portfolio 2020 2019 Class A Class F Class A Class F Units outstanding – beginning of period 5,416,284 28,453,007 4,610,771 23,717,133 Units issued 823,592 4,664,958 1,010,021 4,545,721 Units issued on reinvestment of distribution 16,069 202,810 17,084 187,413 Units redeemed (544,330) (3,766,493) (506,621) (2,111,836) Units outstanding – end of period 5,711,615 29,554,282 5,131,255 26,338,431

DFA Global 60EQ-40FI Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 35,627,570 109,486,958 15,618,809 36,061,308 100,918,672 7,819,316 Units issued 2,308,569 20,243,086 9,777,554 2,656,118 14,166,502 4,565,288 Units issued on reinvestment of distribution 119,648 918,660 212,365 145,307 833,692 120,121 Units redeemed (5,534,338) (14,485,425) (1,360,752) (2,556,500) (10,770,333) (584,156) Units outstanding – end of period 32,521,449 116,163,279 24,247,976 36,306,233 105,148,533 11,920,569

DFA Global 70EQ-30FI Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 8,227,459 45,079,586 4,647,078 8,117,768 44,542,667 2,845,121 Units issued 885,541 8,924,696 2,000,871 1,128,284 7,386,434 1,106,549 Units issued on reinvestment of distribution 33,295 372,471 37,527 33,515 341,681 45,970 Units redeemed (664,338) (5,825,243) (2,870,451) (1,057,579) (7,899,928) (12,758) Units outstanding – end of period 8,481,957 48,551,510 3,815,025 8,221,988 44,370,854 3,984,882

DFA Global 80EQ-20FI Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 8,237,690 39,667,161 7,850,455 7,985,123 36,116,158 6,628,877 Units issued 872,121 9,473,399 336,881 1,114,026 7,294,601 1,058,357 Units issued on reinvestment of distribution 36,160 343,872 53,258 37,841 311,556 77,713 Units redeemed (976,329) (6,098,970) (5,917,230) (956,519) (4,041,570) (130,323) Units outstanding – end of period 8,169,642 43,385,462 2,323,364 8,180,471 39,680,745 7,634,624

DFA Global Equity Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 15,848,568 73,649,941 4,033,571 16,191,843 57,596,360 2,730,735 Units issued 1,427,962 22,678,249 785,319 1,700,998 15,670,857 1,466,299 Units issued on reinvestment of distribution 76,473 595,861 28,012 85,458 523,147 36,222 Units redeemed (2,318,386) (20,030,246) (2,293,627) (1,588,159) (6,070,772) (450,950) Units outstanding – end of period 15,034,617 76,893,805 2,553,275 16,390,140 67,719,592 3,782,306

364 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA Global Fixed Income Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 2,935,571 52,849,295 2,613,233 1,297,285 29,199,626 – Units issued 826,543 19,085,065 1,089,361 1,057,862 17,847,960 2,226,560 Units issued on reinvestment of distribution 5,176 274,899 6,006 5,255 218,385 1,395 Units redeemed (314,468) (14,102,013) (284,950) (122,726) (4,066,215) (94,091) Units outstanding – end of period 3,452,822 58,107,246 3,423,650 2,237,676 43,199,756 2,133,864

DFA World Equity Portfolio 2020 2019 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 430,347 3,650,137 1,550,550 – – – Units issued 1,417,978 33,110,315 676,410 – – – Units issued on reinvestment of distribution 7,068 141,776 1,950 – – – Units redeemed (41,282) (4,909,095) (1,612,437) – – – Units outstanding – end of period 1,814,111 31,993,133 616,473 – – –

5. Management Fees and Expenses The Funds’ investment activities are managed by Dimensional. The Manager is entitled to a management fee from each class of units of each Fund based on the daily class NAV of the Fund, at the following annual rates:

Class A Class A(H) Class F Class F(H) Class I Class I(H) DFA Canadian Core Equity Fund 1.25% N/A 0.25% N/A –* N/A DFA Canadian Vector Equity Fund 1.30% N/A 0.30% N/A –* N/A DFA U.S. Core Equity Fund 1.20% 1.20% 0.20% 0.20% –* –* DFA U.S. Vector Equity Fund 1.30% 1.30% 0.30% 0.30% –* –* DFA International Core Equity Fund 1.35% 1.35% 0.35% 0.35% –* –* DFA International Vector Equity Fund 1.45% 1.45% 0.45% 0.45% –* –* DFA Global Real Estate Securities Fund 1.25% N/A 0.25% N/A –* N/A DFA Five-Year Global Fixed Income Fund 1.25% N/A 0.25% N/A –* N/A DFA Global Investment Grade Fixed Income Fund 1.25% N/A 0.25% N/A –* N/A DFA Global Targeted Credit Fund 1.25% N/A 0.25% N/A –* N/A DFA Global 40EQ-60FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global 50EQ-50FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global 60EQ-40FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global 70EQ-30FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global 80EQ-20FI Portfolio 1.32% N/A 0.32% N/A –* N/A DFA Global Equity Portfolio 1.32% N/A 0.32% N/A –* N/A DFA Global Fixed Income Portfolio 1.25% N/A 0.25% N/A –* N/A DFA World Equity Portfolio 1.32% N/A 0.32% N/A –* N/A * No fees are payable by a Fund in respect of Class I and Class I(H) units. Holders of Class I and Class I(H) units pay management fees directly to the Manager.

In addition to the management fee, each Fund pays its own operating expenses. These expenses include, but are not limited to, audit, accounting and legal fees, custodial, valuation, recordkeeping, and bank fees and charges, class action claim submission service fees, certain proxy voting service costs, fair value pricing services for Funds with international strategies, compensation and expenses payable

365 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

to members of the Independent Review Committee (“IRC”), including their compensation, travel expenses, insurance premiums, and fee associated with their continuing education, other costs and expenses reasonably associated with the IRC, filing fees and taxes. Brokerage commissions and transaction costs for buying and selling investments for a Fund’s portfolio are also paid by the Fund, as well as the costs and expenses related to holding any meeting convened by unitholders. Common expenses and other liabilities of a Fund are allocated among the classes of units of the Fund on a pro rata basis. Expenses and liabilities attributable only to one or more classes are allocated only to the applicable class or classes. The hedged classes of units of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, and the DFA International Vector Equity Fund will pay the expenses relating to the foreign currency hedging for those classes of units.

Funds that invest in forward foreign currency exchange contracts in connection with the purchase or sale of foreign securities to “lock in” the value of the transaction with respect to a different currency will also pay the expenses relating to these transactions.

The Manager waived all or a portion of its management fees and absorbed all or a portion of the operating expenses of the Funds where the total fees and expenses of a class of units of a Fund for the period exceeded the rate of maximum annual fees and expenses listed below for the Funds as an annual percentage of the average daily NAV per class of units of the Fund. Included in “Due from Manager” on the Statements of Financial Position are balances due from the Manager for such amounts. After May 31, 2020, the Manager may, but will not be obligated to, waive the management fees or pay the operating expenses of any Fund. If within 36 months of the date the Manager waives all or a portion of its fees or pays any expenses for a class of units of the Fund, the expenses of that class of units are less than the rate of maximum annual fees and expenses for that class of units on an annualized basis, the Manager will have the right to seek reimbursement for any fees previously waived or any expenses previously paid by the Manager (within that 36 month period) to the extent that such reimbursement will not cause the annualized expenses of that class to exceed the rate of maximum annual fees and expenses noted below.

The maximum annual fees and expenses for Class A, Class F, and Class I units of the Funds are as follows:

DFA Canadian Vector Equity Fund 1.55% 0.45% 0.11%* DFA World Equity Portfolio 1.55% 0.45% 0.10%* * For Class I Units, the percentage shown does not include fees paid directly to us by investors. In respect of sales charges, no sales commissions are charged if investors buy units directly from the Manager. A commission is charged if investors buy units from a dealer. These charges are negotiated between investors and the dealer.

366 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

6. Taxation of the Funds and Allocation to Unitholders As at December 31, 2019 and 2018, the Funds had accumulated non-capital losses and net capital losses as follows:

Non-Capital Losses Net Capital Losses 2019 2018 2019 2018 DFA Canadian Core Equity Fund $ – $ – $ 1,580,103 $ 1,580,103 DFA Canadian Vector Equity Fund $ – $ – $ 2,961,587 $ 2,961,587 DFA U.S. Core Equity Fund $ – $ – $ 5,549,724 $ 5,549,724 DFA U.S. Vector Equity Fund $ – $ – $ 1,790,387 $ 1,790,387 DFA International Core Equity Fund $ – $ – $ 19,627 $ 19,627 DFA International Vector Equity Fund $ – $ – $ 1,885,676 $ 1,885,676 DFA Global Real Estate Securities Fund $ – $ – $ – $ – DFA Five-Year Global Fixed Income Fund $ – $ – $ – $ 38,689,615 DFA Global Investment Grade Fixed Income Fund $ – $ – $ – $ 13,222,028 DFA Global Targeted Credit Fund $ – $ – $ 24,588,619 $ 28,759,917 DFA Global 40EQ-60FI Portfolio $ – $ – $ – $ – DFA Global 50EQ-50FI Portfolio $ – $ – $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – $ – $ – DFA Global 70EQ-30FI Portfolio $ – $ – $ – $ – DFA Global 80EQ-20FI Portfolio $ – $ – $ – $ – DFA Global Equity Portfolio $ – $ – $ – $ – DFA Global Fixed Income Portfolio $ – $ – $ – $ – DFA World Equity Portfolio $ – $ – $ – $ –

The net capital losses for tax purposes are available for carry forward indefinitely, and may be applied against net capital gains realized in the future.

367 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

7. Brokerage Commissions Commissions paid for portfolio transactions for the six-month periods ended June 30, 2020 and 2019 are as follows:

2020 2019 DFA Canadian Core Equity Fund $ 81,759 $ 39,018 DFA Canadian Vector Equity Fund $ 45,465 $ 33,816 DFA U.S. Core Equity Fund $ 47,662 $ 26,828 DFA U.S. Vector Equity Fund $ 28,724 $ 17,129 DFA International Core Equity Fund $ 275,754 $ 208,340 DFA International Vector Equity Fund $ 139,792 $ 79,550 DFA Global Real Estate Securities Fund $ 34,797 $ 13,478 DFA Five-Year Global Fixed Income Fund $ – $ – DFA Global Investment Grade Fixed Income Fund $ – $ – DFA Global Targeted Credit Fund $ – $ – DFA Global 40EQ-60FI Portfolio $ – $ – DFA Global 50EQ-50FI Portfolio $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – DFA Global 70EQ-30FI Portfolio $ – $ – DFA Global 80EQ-20FI Portfolio $ – $ – DFA Global Equity Portfolio $ – $ – DFA Global Fixed Income Portfolio $ – $ – DFA World Equity Portfolio $ – $ –

8. Related Party Transactions Dimensional is the manager, trustee and principal portfolio advisor of the Funds. As manager, Dimensional is responsible for the general management and administration of the Funds. As trustee, Dimensional holds legal title to the Funds’ investments in trust for unitholders. For its services, Dimensional receives a management fee that is calculated as a percentage of the average NAV of each Fund. This fee is calculated daily and payable monthly.

As principal portfolio advisor, Dimensional is responsible for managing the investment portfolios of the Funds directly or through sub-advisors. Dimensional has retained its ultimate parent company, Dimensional Fund Advisors LP (“Dimensional U.S.”), to act as each Fund’s portfolio advisor. Dimensional U.S. is responsible for investment analysis and decision making, implementing security transactions, selecting broker dealers, acquiring research information, voting proxies and monitoring Fund investment guidelines. For certain Funds, Dimensional has retained its affiliates, Dimensional Fund Advisors Ltd. and/or DFA Australia Limited to provide sub-advisory services with respect to international securities. The DFA Global 40EQ-60FI Portfolio, DFA Global 50EQ-50FI Portfolio, DFA Global 60EQ-40FI Portfolio, DFA Global 70EQ-30FI Portfolio, DFA Global 80EQ-20FI Portfolio, DFA Global Equity Portfolio, DFA Global Fixed Income Portfolio and DFA World Equity Portfolio generally seek to achieve their investment objectives by investing in Underlying Funds. Dimensional may serve as principal portfolio advisor to these Underlying Funds. Dimensional has engaged Dimensional U.S. to serve as the sub-advisor to the Underlying Funds and Dimensional Fund Advisor Ltd. and DFA Australia Limited to serve as sub-advisors to certain Underlying Funds. The fees of Dimensional U.S., Dimensional Fund Advisors Ltd. and/or DFA Australia Limited are paid by Dimensional.

368 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

9. Financial Risk Management Each Fund is exposed to various types of risks that are associated with its investment strategies, financial instruments, and markets in which it invests. The DFA Global 40EQ-60FI Portfolio, DFA Global 60EQ-40FI Portfolio, DFA Global Equity Portfolio, DFA Global 80EQ-20FI Portfolio, DFA 50EQ- 50FI Portfolio, DFA 70EQ-30FI Portfolio, DFA Global Fixed Income Portfolio and DFA World Equity Portfolio are indirectly exposed to these risks through investment in the Underlying Funds. These risks include market risk (which includes currency risk, interest rate risk and other market risk), credit risk and liquidity risk. The value of investments within a Fund’s portfolio can fluctuate on a daily basis as a result of corporate developments, changes in interest rates, changes in the level of inflation, and other political and economic developments. The level of risk depends on the Fund’s investment objectives and the type of securities it invests in. No changes affecting the overall level of risk of investing in the Funds were made during the year or period. These risks and related risk management practices employed by the Funds are discussed below and for each Fund specifically in the “Discussion of Financial Risk Management”. (a) Other market risk Market risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in market prices. The investments of the Funds are subject to normal market fluctuations and the risks inherent in investment in financial markets. The maximum risk resulting from financial instruments held by the Funds are determined by the fair value of the financial instruments. The value of investments in various markets can be affected by political, social and economic instability, diplomatic developments, imposition of taxes, expropriation of assets, and ability to invest in, and withdraw assets from these markets. The Manager moderates this risk through diversification of the Funds. The Manager monitors the Funds’ overall market positions on a regular basis and positions are maintained within established ranges. (b) Currency risk Currency risk is the risk that the value of investments denominated in currencies, other than the Canadian Dollar (the functional currency of the Funds), will fluctuate due to changes in foreign exchange rates. The Schedule of Investment Portfolios identify investments denominated in foreign currencies. Equities in foreign markets and foreign bonds are exposed to currency risk as the prices denominated in foreign currencies are converted to the Canadian Dollar in determining fair value. A Fund could be exposed to currency risk if the value of the currency changes unfavourably or if the Fund is unable to enter into a closing position with respect to forward currency contracts. In addition, such currency risk includes the risk that a foreign government will convert, or be forced to convert, its currency to another currency, changing its value against other currencies of the Fund’s investments. During the period, the DFA Five-Year Global Fixed Income Fund, the DFA Global Investment Grade Fixed Income Fund, the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund and the DFA Global Targeted Credit Fund entered into a significant amount of forward foreign currency contracts. For the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund, the DFA Global Targeted Credit Fund, the DFA Five-Year Global Fixed Income Fund and the DFA Global Investment Grade Fixed Income Fund, these forward contracts may be entered into in connection with the settlement of equity trades or to repatriate foreign currencies to the Canadian Dollar.

369 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

For the DFA Five-Year Global Fixed Income Fund, the DFA Global Targeted Credit Fund, the DFA Global Investment Grade Fixed Income Fund and for the Classes A(H), Class F(H) and Class I(H) units of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund and the DFA International Vector Equity Fund, these forward contracts may also be entered into to hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. For the DFA U.S. Core Equity Fund, the DFA International Core Equity Fund, the DFA U.S. Vector Equity Fund and the DFA International Vector Equity Fund, the gains and losses of these currency contracts used for economic hedging purposes were allocated to the Fund’s respective Class A(H), Class F(H) and Class I(H) units.

(c) Interest rate risk Interest rate risk arises from the possibility that changes in interest rates will affect future cash flows or fair values of financial instruments. Interest rate risk arises when the Funds invest in interest-bearing financial instruments. The Funds are exposed to the risk that the value of such financial instruments will fluctuate due to changes in the prevailing levels of market interest rates. In addition, as interest rates fall and fixed-income security issuers prepay principal, the Fund may have to reinvest this money in securities with lower interest rates. The Funds’ exposure to interest rate risk is concentrated in their investment in money market instruments and fixed income securities. Other assets and liabilities are short-term in nature and/or non-interest bearing.

(d) Credit risk Credit risk is the risk that the counterparty to a financial instrument will fail to discharge an obligation or commitment that is entered into with a Fund. The Funds’ main credit risk concentration is spread between short-term debt securities, fixed-income securities, and derivative contracts. The Funds attempt to limit their exposure to credit loss by placing their cash and cash equivalents, derivative instruments and fixed income securities with counterparties with higher credit quality.

All transactions in listed securities are settled following the applicable general market conventions, using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the broker/dealer. The trade will fail if either party fails to meet its obligation.

The Funds participate in a securities lending program wherein certain major brokers/dealers and institutions (“approved borrowers”) borrow securities from the Funds. Loans are required at all times to be secured by collateral to at least 102% of the current market value of the loaned securities measured each business day. In the event of default or bankruptcy by an approved borrower, realization and/or retention of the collateral may be subject to legal proceedings. In the event that an approved borrower fails to return loaned securities and the value of the collateral being maintained by the lending agent is insufficient to cover replacing the loaned securities, the lending agent has agreed to indemnify the Funds for the difference between market value of the loaned securities and the value of the collateral held against such loaned securities, provided that the collateral insufficiency is not the result of collateral investment losses. However, such indemnity may not continue to be available at all times. In the event of a borrower default, the Funds could experience a delay in recovering the loaned securities or only recover cash or a security of equivalent value. The Funds could lose money if they do not recover the loaned securities and/or the value of the collateral decreases, including the value of investments made with cash collateral.

370 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

(e) Liquidity risk The Funds are exposed to daily cash redemptions of redeemable units. The units of the Funds are redeemed on demand at the current NAV per unit at the option of the unitholder. Liquidity risk is the possibility that investments in a Fund cannot be readily converted into cash when required. Liquidity risk is managed by investing the majority of the Funds’ assets in investments that are traded in an active market and can be readily transacted. Each Fund may, from time to time, hold securities that are not traded in an active market and may be illiquid. All liabilities mature within 3 months, except the redeemable units of the Funds, which are redeemable in accordance with the terms discussed in note 9 (g).

(f) Concentration risk Concentration risk arises as a result of the concentration of exposures within the same category, whether it is geography region, asset type or sector.

(g) Capital risk management Units issued and outstanding are considered to be the capital of the Funds. The Funds do not have any specific capital requirements on the subscription and redemption of units, other than certain minimum subscription requirements. Unitholders are entitled to require payment of the NAV per unit of that Fund for all or any of the units of such unitholder by giving written notice to the Manager. The units are redeemable for cash equal to a pro rata share of the Fund’s NAV.

10. Fair Value Disclosure The following table illustrates the classification of the Fund’s assets and liabilities measured at fair value within the fair value hierarchy as at June 30, 2020 and December 31, 2019:

Financial Assets (Liabilities) at fair value Level 1 ($) Level 2 ($) Level 3 ($) Total ($)

DFA Canadian Core Equity Fund Equities June 30, 2020 1,709,310,531 382,387 – 1,709,692,918 December 31, 2019 1,967,164,540 231,977 – 1,967,396,517

DFA Canadian Vector Equity Fund Equities June 30, 2020 527,687,227 263,252 – 527,950,479 December 31, 2019 601,559,234 112,990 – 601,672,224

DFA U.S. Core Equity Fund Equities June 30, 2020 2,485,640,877 2,314,796 – 2,487,955,673 December 31, 2019 2,543,282,250 285,189 – 2,543,567,439 Forward Contracts June 30, 2020 – (5,393,605) – (5,393,605) December 31, 2019 – 15,398,907 – 15,398,907

371 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

Financial Assets (Liabilities) at fair value Level 1 ($) Level 2 ($) Level 3 ($) Total ($)

DFA U.S. Vector Equity Fund Equities June 30, 2020 843,254,630 385,364 – 843,639,994 December 31, 2019 947,066,681 199,552 – 947,266,233 Forward Contracts June 30, 2020 – (1,258,412) – (1,258,412) December 31, 2019 – 3,994,037 – 3,994,037

DFA International Core Equity Fund Equities June 30, 2020 84,922,787 1,819,553,362 – 1,904,476,149 December 31, 2019 207,253,145 1,920,812,673 – 2,128,065,818 Forward Contracts June 30, 2020 – 4,741,093 – 4,741,093 December 31, 2019 – 5,152,373 – 5,152,373

DFA International Vector Equity Fund Equities June 30, 2020 29,809,068 695,249,572 – 725,058,640 December 31, 2019 72,071,835 815,108,442 – 887,180,277 Forward Contracts June 30, 2020 – 1,080,834 – 1,080,834 December 31, 2019 – 1,149,769 – 1,149,769

DFA Global Real Estate Securities Fund Equities June 30, 2020 257,121,459 124,564,595 – 381,686,054 December 31, 2019 296,499,553 145,576,288 – 442,075,841

DFA Five-Year Global Fixed Income Fund Bonds June 30, 2020 – 1,631,582,054 – 1,631,582,054 December 31, 2019 – 1,595,319,947 – 1,595,319,947 Short-Term Investments June 30, 2020 – – – December 31, 2019 – 89,232,364 – 89,232,364 Forward Contracts June 30, 2020 – (1,211,860) – (1,211,860) December 31, 2019 – 4,333,860 – 4,333,860

DFA Global Investment Grade Fixed Income Fund Bonds June 30, 2020 – 1,115,980,189 – 1,115,980,189 December 31, 2019 – 1,098,827,954 – 1,098,827,954 Forward Contracts June 30, 2020 – (2,405,778) – (2,405,778) December 31, 2019 – 1,787,853 – 1,787,853

DFA Global Targeted Credit Fund Bonds June 30, 2020 – 779,021,266 – 779,021,266 December 31, 2019 – 779,817,466 – 779,817,466 Forward Contracts June 30, 2020 – (583,212) – (583,212) December 31, 2019 – 8,437,668 – 8,437,668

372 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

Financial Assets (Liabilities) at fair value Level 1 ($) Level 2 ($) Level 3 ($) Total ($)

DFA Global 40EQ-60FI Portfolio Investment Funds June 30, 2020 502,016,026 – – 502,016,026 December 31, 2019 519,459,472 – – 519,459,472

DFA Global 50EQ-50FI Portfolio Investments Funds June 30, 2020 389,988,230 – – 389,988,230 December 31, 2019 394,403,735 – – 394,403,735

DFA Global 60EQ-40FI Portfolio Investments Funds June 30, 2020 2,364,731,253 – – 2,364,731,253 December 31, 2019 2,371,573,574 – – 2,371,573,574

DFA Global 70EQ-30FI Portfolio Investments Funds June 30, 2020 685,475,272 – – 685,475,272 December 31, 2019 710,290,730 – – 710,290,730

DFA Global 80EQ-20FI Portfolio Investments Funds June 30, 2020 757,549,434 – – 757,549,434 December 31, 2019 844,073,053 – – 844,073,053

DFA Global Equity Portfolio Investments Funds June 30, 2020 1,499,336,044 – – 1,499,336,044 December 31, 2019 1,702,051,843 – – 1,702,051,843

DFA Global Fixed Income Portfolio Investments Funds June 30, 2020 674,512,577 – 674,512,577 December 31, 2019 602,444,489 – – 602,444,489

DFA World Equity Portfolio Investments Funds June 30, 2020 302,652,621 – 302,652,621 December 31, 2019 57,034,201 – – 57,034,201

All fair value measurements above are recurring. The carrying values of cash, investments, derivative contracts, subscriptions receivable, receivables for investments sold, accrued interest and dividends, management fees payable to the Manager, accrued expenses, redemptions payable to investment dealers and the Funds’ obligation for net assets attributable to holders of redeemable units approximates their fair values due to their short-term nature. Fair values are classified as Level 1 when the related security or derivative is actively traded and a quoted price is available. If an instrument classified as Level 1 subsequently ceases to be actively traded, it is transferred out of Level 1. In such cases, instruments are reclassified into Level 2, unless the measurement of its fair value requires the use of significant unobservable inputs, in which case it is classified as Level 3.

373 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

a) Equities The Funds’ equity positions are classified as Level 1 when the security is actively traded and a reliable price is observable. Certain of the Funds’ equities do not trade frequently and therefore observable prices may not be available. In such cases, fair value is determined using observable market data (e.g., transactions for similar securities of the same issuer) and the fair value is classified as Level 2, unless the determination of fair value requires significant unobservable data, in which case the measurement is classified as Level 3. When fair value factor adjustments are applied, as described in Note 2(m), the equities are classified as Level 2. b) Bonds Bonds include primarily government and corporate bonds, which are valued using models with inputs including interest rate curves, credit spreads and volatilities. The inputs that are significant to valuation are generally observable and therefore the Funds ‘bonds have been classified as Level 2. c) Investment Funds The Funds’ units held as investments are valued at their respective NAV per unit on the relevant valuation dates, as these values are most readily and regularly available, are classified as Level 1. d) Forward Contracts Forward currency contracts are valued based primarily on the contract notional amount, the difference between the contract rate and the forward market rate for the same currency, interest rates and credit spreads. Contracts for which counterparty credit spreads are observable and reliable, or for which the credit-related inputs are determined not to be significant to fair value, are classified as Level 2.

None of the Funds had significant financial instruments that would be classified as Level 3 as at June 30, 2020 and December 31, 2019. During the period, $87,571,552 (December 31, 2019: $37,900,800) was transferred from Level 1 to Level 2 for the DFA International Core Equity Fund and $25,865,319 (December 31, 2019: $13,989,673) was transferred from Level 1 to Level 2 for the DFA International Vector Equity Fund. The transfer of equity securities between Level 1 and Level 2 is generally due to availability of fair value factors for application on June 30, 2020 and December 31, 2019 (see Note 2 (d)). No other Funds had significant transfers.

11. Securities Lending The Funds may enter into securities lending transactions, as permitted by Canadian securities regulatory authorities, to earn additional income for the Funds. Each Fund receives the collateral as described below and securities on loan continue to be displayed in the Schedule of Investment. Pursuant to the agreement with the lending agent, loans of securities are required at all times to be secured by collateral equal to no less than 102% of the market value of the loaned securities measured each business day.

Collateral held to secure loans may be cash, qualified securities (as defined by National Instrument 81-102 Mutual Funds) and securities that are immediately convertible into, or exchangeable for, securities of the same issuer, class or type, and the same term, if applicable, as the securities that are being loaned by the Funds, and in at least the same number as those loaned by the Funds. The Funds do not hold cash collateral as at June 30, 2020 and December 31, 2019. Income from securities lending is included in the Statements of Comprehensive Income and recognized when earned.

374 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

As of June 30, 2020 and December 31, 2019 the Funds had the following assets outstanding involved in securities lending transactions:

Outstanding Collateral Outstanding Collateral loans ($) amounts ($) loans ($) amounts ($) 30-Jun-20 30-Jun-20 31-Dec-19 31-Dec-19 DFA Canadian Core Equity Fund 230,496,322 243,335,029 147,840,494 155,232,540 DFA Canadian Vector Equity Fund 54,155,293 56,863,073 64,176,089 67,384,909 DFA U.S. Core Equity Fund 371,314,317 389,880,053 357,855,554 375,748,347 DFA U.S. Vector Equity Fund 181,010,170 190,060,698 186,483,829 195,808,035 DFA International Core Equity Fund 309,212,127 324,672,761 332,471,168 349,094,756 DFA International Vector Equity Fund 104,417,450 109,638,349 134,641,336 141,373,433 DFA Global Real Estate Securities Fund 61,978,726 65,077,684 67,789,124 71,178,603 DFA Five-Year Global Fixed Income Fund 87,619,794 92,000,789 135,058,230 141,811,151 DFA Global Investment Grade Fixed Income Fund 69,956,119 73,453,931 79,881,945 83,876,045 DFA Global Targeted Credit Fund 24,372,563 25,591,198 47,167,816 49,526,214 DFA Global 40EQ-60FI Portfolio –––– DFA Global 50EQ-50FI Portfolio –––– DFA Global 60EQ-40FI Portfolio –––– DFA Global 70EQ-30FI Portfolio –––– DFA Global 80EQ-20FI Portfolio –––– DFA Global Equity Portfolio –––– DFA Global Fixed Income Portfolio –––– DFA World Equity Portfolio ––––

Securities lending income reported in the Statements of Comprehensive Income is net of a securities lending charge which the Funds’ custodian, RBC Investor Services Trust, is entitled to receive.

For the periods ended June 30, securities lending income was as follows:

DFA Canadian Core Equity Fund 2020 2019 Gross securities lending income $ 805,393 $ 877,660 Securities lending charges (210,977) (263,873) Securities lending income 594,416 613,787 Withholding taxes on securities lending income (80,028) (45,694) Net securities lending income received by the Fund $ 514,388 $ 568,093

Securities lending charges represents 26.2% (six months ended June 30, 2019 – 30.1%) of the gross securities lending income.

DFA Canadian Vector Equity Fund 2020 2019 Gross securities lending income $ 309,747 $ 396,960 Securities lending charges (81,006) (119,505) Securities lending income 228,741 277,455 Withholding taxes on securities lending income (47,292) (22,625) Net securities lending income received by the Fund $ 181,449 $ 254,830

Securities lending charges represents 26.2% (six months ended June 30, 2019 – 30.1%) of the gross securities lending income.

375 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA U.S. Core Equity Fund 2020 2019 Gross securities lending income $ 351,683 $ 294,196 Securities lending charges (86,459) (90,873) Securities lending income 265,224 203,323 Withholding taxes on securities lending income (31,266) (20,145) Net securities lending income received by the Fund $ 233,958 $ 183,178

Securities lending charges represents 24.6% (six months ended June 30, 2019 – 30.9%) of the gross securities lending income.

DFA U.S. Vector Equity Fund 2020 2019 Gross securities lending income $ 181,220 $ 122,066 Securities lending charges (44,431) (38,103) Securities lending income 136,789 83,963 Withholding taxes on securities lending income (14,664) (9,209) Net securities lending income received by the Fund $ 122,125 $ 74,754

Securities lending charges represents 24.5% (six months ended June 30, 2019 – 31.2%) of the gross securities lending income.

DFA International Core Equity Fund 2020 2019 Gross securities lending income $ 647,835 $ 814,358 Securities lending charges (166,770) (242,314) Securities lending income 481,065 572,044 Withholding taxes on securities lending income (3,696) (22,549) Net securities lending income received by the Fund $ 477,369 $ 549,495

Securities lending charges represents 25.7% (six months ended June 30, 2019 – 29.8%) of the gross securities lending income.

DFA International Vector Equity Fund 2020 2019 Gross securities lending income $ 276,011 $ 335,902 Securities lending charges (71,138) (99,891) Securities lending income 204,873 236,011 Withholding taxes on securities lending income (796) (8,534) Net securities lending income received by the Fund $ 204,077 $ 227,477

Securities lending charges represents 25.8% (six months ended June 30, 2019 – 29.7%) of the gross securities lending income.

376 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

DFA Global Real Estate Securities Fund 2020 2019 Gross securities lending income $ 94,205 $ 88,001 Securities lending charges (22,893) (25,973) Securities lending income 71,312 62,028 Withholding taxes on securities lending income (5,459) (2,983) Net securities lending income received by the Fund $ 65,853 $ 59,045

Securities lending charges represents 24.3% (six months ended June 30, 2019 – 29.5%) of the gross securities lending income.

DFA Five-Year Global Fixed Income Fund 2020 2019 Gross securities lending income $ 70,380 $ 85,798 Securities lending charges (18,335) (26,122) Securities lending income 52,045 59,676 Withholding taxes on securities lending income – – Net securities lending income received by the Fund $ 52,045 $ 59,676

Securities lending charges represents 26.1% (six months ended June 30, 2019 – 30.4%) of the gross securities lending income.

DFA Global Investment Grade Fixed Income Fund 2020 2019 Gross securities lending income $ 76,172 $ 84,524 Securities lending charges (19,200) (24,669) Securities lending income 56,972 59,855 Withholding taxes on securities lending income – – Net securities lending income received by the Fund $ 56,972 $ 59,855

Securities lending charges represents 25.2% (six months ended June 30, 2019 – 29.2%) of the gross securities lending income.

DFA Global Targeted Credit Fund 2020 2019 Gross securities lending income $ 30,735 $ 24,933 Securities lending charges (8,050) (7,032) Securities lending income 22,685 17,901 Withholding taxes on securities lending income (281) – Net securities lending income received by the Fund $ 22,404 $ 17,901

Securities lending charges represents 26.2% (six months ended June 30, 2019 – 28.2%) of the gross securities lending income.

377 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

12. Offsetting of financial instruments Offsetting of Derivative Assets and Derivative Liabilities The following tables present the following Funds’ gross and net amounts of derivative assets and liabilities available for offset arrangements as well as any related collateral received or pledged by each Fund as of June 30, 2020:

Gross Amounts Net Offset in the Gross Amounts Net Offset in the Statements of Financial Statements of Financial Position Position Gross Gross Amounts Amounts Presented Presented in the in the Statements Statements of Financial Financial Net of Financial Financial Net Description Position Instruments (a) Amount (b) Position Instruments (c) Amount (d) Assets Liabilities

DFA U.S. Core Equity Fund Forward Contracts $ 2,045,621 $ (1,781,215) $ 264,406 $ 7,439,226 $ (1,781,215) $ 5,658,011

DFA U.S. Vector Equity Fund Forward Contracts 512,875 (41,722) 471,153 1,771,287 (41,722) 1,729,565

DFA International Core Equity Fund Forward Contracts 4,759,952 (18,859) 4,741,093 18,859 (18,859) –

DFA International Vector Equity Fund Forward Contracts 1,133,988 – 1,133,988 53,154 – 53,154

DFA Five-Year Global Fixed Income Fund Forward Contracts 4,090,863 (1,169,282) 2,921,581 5,302,723 (1,169,282) 4,133,441

DFA Global Investment Grade Fixed Income Fund Forward Contracts 2,116,176 (2,116,176) – 4,521,954 (2,116,176) 2,405,778

DFA Global Targeted Credit Fund Forward Contracts 2,043,267 (635,524) 1,407,743 2,626,479 (635,524) 1,990,955 (a) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on the Statement of Financial Position. (b) Represents the net amount due from counterparties in the event of default. (c) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on the Statement of Financial Position. (d) Represents the net amount due to counterparties in the event of default.

378 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

Offsetting of Derivative Assets and Derivative Liabilities The following tables present the following Funds’ gross and net amounts of derivative assets and liabilities available for offset arrangements as well as any related collateral received or pledged by each Fund as of December 31, 2019:

Gross Amounts Net Offset in the Gross Amounts Net Offset in the Statements of Financial Position Statements of Financial Position Gross Gross Amounts Amounts Presented Presented in the in the Statements Statements Net of Financial Financial Net of Financial Financial Amount Description Position Instruments (a) Amount (b) Position Instruments (c) (d) Assets Liabilities DFA U.S. Core Equity Fund Forward Contracts $ 15,591,659 $ (192,752) $ 15,398,907 $ 192,752 $ (192,752) $ –

DFA U.S. Vector Equity Fund Forward Contracts 4,041,784 (47,747) 3,994,037 47,747 (47,747) –

DFA International Core Equity Fund Forward Contracts 5,778,372 (594,871) 5,183,501 625,999 (594,871) 31,128

DFA International Vector Equity Fund Forward Contracts 1,398,866 (249,097) 1,149,769 249,097 (249,097) –

DFA Five-Year Global Fixed Income Fund Forward Contracts 10,940,944 (2,797,594) 8,143,350 6,607,084 (2,797,594) 3,809,490

DFA Global Investment Grade Fixed Income Fund Forward Contracts 7,414,366 (591,896) 6,822,470 5,626,513 (591,896) 5,034,617

DFA Global Targeted Credit Fund Forward Contracts 8,578,967 (141,299) 8,437,668 141,299 (141,299) –

(a) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on the Statement of Financial Position. (b) Represents the net amount due from counterparties in the event of default. (c) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on the Statement of Financial Position. (d) Represents the net amount due to counterparties in the event of default.

13. Structured Entities The maximum risk of loss in a Fund of Fund’s investment in an Underlying Fund is equal to its fair value and carrying value outlined in the tables below. There is no difference between the maximum risk of loss and carrying amounts of the assets and liabilities of the Underlying Funds that relate to the Fund of Funds’ interests. The Fund of Funds do not have any obligation or intention to provide financial support to any of the Underlying Funds.

379 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

The following tables present additional information that is relevant to the Fund of Funds’ investments in structured entities at June 30, 2020 and December 31, 2019:

June 30, 2020

Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 40EQ-60FI Portfolio 10 $12,232,913,262 $502,016,026

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 8.84% 145,293,151 DFA Canadian Core Equity Fund Class I Canada 2.67% 46,037,251 DFA Canadian Vector Equity Fund Class I Canada 3.92% 20,784,310 DFA Global Real Estate Securities Fund Class I Canada 1.87% 7,202,527 DFA Global Targeted Credit Fund Class I Canada 9.40% 75,190,670 DFA International Core Equity Fund Class I Canada 1.62% 19,789,986 DFA International Core Equity Fund Class I(H) Canada 2.85% 20,019,019 DFA International Vector Equity Fund Class I Canada 2.78% 15,849,104 DFA Investment Grade Fixed Income Fund Class I Canada 6.46% 73,205,720 DFA U.S. Core Equity Fund Class I Canada 1.82% 27,725,956 DFA U.S. Core Equity Fund Class I(H) Canada 2.79% 27,529,503 DFA U.S. Vector Equity Fund Class I Canada 3.71% 23,388,829 $502,016,026

December 31, 2019

Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 40EQ-60FI Portfolio 10 $13,232,686,644 $519,459,472

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 9.05% 155,683,479 DFA Canadian Core Equity Fund Class I Canada 2.35% 46,452,976 DFA Canadian Vector Equity Fund Class I Canada 3.33% 20,152,735 DFA Global Real Estate Securities Fund Class I Canada 1.81% 8,094,345 DFA Global Targeted Credit Fund Class I Canada 9.67% 77,715,077 DFA International Core Equity Fund Class I Canada 1.44% 20,072,794 DFA International Core Equity Fund Class I(H) Canada 2.69% 20,237,446 DFA International Vector Equity Fund Class I Canada 2.49% 17,217,533 DFA Investment Grade Fixed Income Fund Class I Canada 6.93% 77,590,463 DFA U.S. Core Equity Fund Class I Canada 1.69% 26,566,234 DFA U.S. Core Equity Fund Class I(H) Canada 2.71% 26,912,342 DFA U.S. Vector Equity Fund Class I Canada 3.27% 22,764,048 $519,459,472

380 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

June 30, 2020

Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 50EQ-50FI Portfolio 10 $12,232,913,262 $389,988,230

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 5.41% 88,960,176 DFA Canadian Core Equity Fund Class I Canada 2.47% 42,586,033 DFA Canadian Vector Equity Fund Class I Canada 3.62% 19,209,343 DFA Global Real Estate Securities Fund Class I Canada 1.86% 7,172,350 DFA Global Targeted Credit Fund Class I Canada 6.12% 48,959,780 DFA International Core Equity Fund Class I Canada 1.53% 18,687,242 DFA International Core Equity Fund Class I(H) Canada 2.64% 18,549,965 DFA International Vector Equity Fund Class I Canada 2.39% 13,613,268 DFA International Vector Equity Fund Class I(H) Canada 0.88% 1,432,259 DFA Investment Grade Fixed Income Fund Class I Canada 5.27% 59,742,032 DFA U.S. Core Equity Fund Class I Canada 1.64% 24,906,373 DFA U.S. Core Equity Fund Class I(H) Canada 2.54% 25,065,261 DFA U.S. Vector Equity Fund Class I Canada 3.02% 19,045,263 DFA U.S. Vector Equity Fund Class I(H) Canada 0.92% 2,058,885 $389,988,230

December 31, 2019

Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 50EQ-50FI Portfolio 10 $13,232,686,644 $394,403,735

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 5.13% 88,327,971 DFA Canadian Core Equity Fund Class I Canada 2.22% 43,933,225 DFA Canadian Vector Equity Fund Class I Canada 3.15% 19,075,077 DFA Global Real Estate Securities Fund Class I Canada 1.72% 7,665,241 DFA Global Targeted Credit Fund Class I Canada 6.08% 48,878,254 DFA International Core Equity Fund Class I Canada 1.37% 19,116,931 DFA International Core Equity Fund Class I(H) Canada 2.56% 19,263,683 DFA International Vector Equity Fund Class I Canada 2.14% 14,771,990 DFA International Vector Equity Fund Class I(H) Canada 0.81% 1,643,885 DFA Investment Grade Fixed Income Fund Class I Canada 5.25% 58,714,918 DFA U.S. Core Equity Fund Class I Canada 1.61% 25,381,573 DFA U.S. Core Equity Fund Class I(H) Canada 2.61% 25,857,385 DFA U.S. Vector Equity Fund Class I Canada 2.82% 19,629,436 DFA U.S. Vector Equity Fund Class I(H) Canada 0.83% 2,144,166 $394,403,735

381 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 60EQ-40FI Portfolio 10 $12,232,913,262 $2,364,731,253

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 23.34% 383,647,431 DFA Canadian Core Equity Fund Class I Canada 18.13% 312,153,075 DFA Canadian Vector Equity Fund Class I Canada 25.10% 133,119,877 DFA Global Real Estate Securities Fund Class I Canada 14.39% 55,458,903 DFA Global Targeted Credit Fund Class I Canada 30.11% 240,898,949 DFA International Core Equity Fund Class I Canada 10.76% 131,371,898 DFA International Core Equity Fund Class I(H) Canada 18.68% 131,095,945 DFA International Vector Equity Fund Class I Canada 15.70% 89,429,361 DFA International Vector Equity Fund Class I(H) Canada 13.67% 22,306,930 DFA Investment Grade Fixed Income Fund Class I Canada 29.65% 336,147,462 DFA U.S. Core Equity Fund Class I Canada 12.35% 188,066,848 DFA U.S. Core Equity Fund Class I(H) Canada 18.78% 185,299,367 DFA U.S. Vector Equity Fund Class I Canada 19.85% 125,009,433 DFA U.S. Vector Equity Fund Class I(H) Canada 13.78% 30,725,774 $2,364,731,253

December 31, 2019 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 60EQ-40FI Portfolio 10 $13,232,686,644 $2,371,573,574

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 21.92% 377,230,907 DFA Canadian Core Equity Fund Class I Canada 16.05% 317,647,234 DFA Canadian Vector Equity Fund Class I Canada 22.79% 137,910,894 DFA Global Real Estate Securities Fund Class I Canada 12.75% 56,918,075 DFA Global Targeted Credit Fund Class I Canada 29.22% 234,803,217 DFA International Core Equity Fund Class I Canada 9.88% 137,558,360 DFA International Core Equity Fund Class I(H) Canada 18.46% 138,906,096 DFA International Vector Equity Fund Class I Canada 13.76% 94,988,996 DFA International Vector Equity Fund Class I(H) Canada 11.52% 23,324,487 DFA Investment Grade Fixed Income Fund Class I Canada 29.40% 329,064,710 DFA U.S. Core Equity Fund Class I Canada 11.56% 181,929,285 DFA U.S. Core Equity Fund Class I(H) Canada 18.57% 184,282,610 DFA U.S. Vector Equity Fund Class I Canada 17.98% 125,174,136 DFA U.S. Vector Equity Fund Class I(H) Canada 12.36% 31,834,567 $2,371,573,574

382 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 70EQ-30FI Portfolio 10 $12,232,913,262 $ 685,475,272

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 4.28% 70,305,665 DFA Canadian Core Equity Fund Class I Canada 6.26% 107,737,676 DFA Canadian Vector Equity Fund Class I Canada 8.90% 47,185,264 DFA Global Real Estate Securities Fund Class I Canada 4.57% 17,610,274 DFA Global Targeted Credit Fund Class I Canada 6.19% 49,501,882 DFA International Core Equity Fund Class I Canada 3.65% 44,551,939 DFA International Core Equity Fund Class I(H) Canada 6.44% 45,237,376 DFA International Vector Equity Fund Class I Canada 4.77% 27,150,641 DFA International Vector Equity Fund Class I(H) Canada 6.90% 11,253,481 DFA Investment Grade Fixed Income Fund Class I Canada 7.12% 80,678,256 DFA U.S. Core Equity Fund Class I Canada 4.25% 64,752,287 DFA U.S. Core Equity Fund Class I(H) Canada 6.60% 65,153,671 DFA U.S. Vector Equity Fund Class I Canada 6.06% 38,132,094 DFA U.S. Vector Equity Fund Class I(H) Canada 7.28% 16,224,766 $ 685,475,272

December 31, 2019 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 70EQ-30FI Portfolio 10 $13,232,686,644 $710,290,730

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 4.28% 73,617,078 DFA Canadian Core Equity Fund Class I Canada 5.58% 110,547,948 DFA Canadian Vector Equity Fund Class I Canada 7.92% 47,908,407 DFA Global Real Estate Securities Fund Class I Canada 4.27% 19,070,480 DFA Global Targeted Credit Fund Class I Canada 6.51% 52,314,371 DFA International Core Equity Fund Class I Canada 3.46% 48,149,112 DFA International Core Equity Fund Class I(H) Canada 6.45% 48,518,432 DFA International Vector Equity Fund Class I Canada 4.20% 28,963,639 DFA International Vector Equity Fund Class I(H) Canada 6.20% 12,551,820 DFA Investment Grade Fixed Income Fund Class I Canada 7.52% 84,140,425 DFA U.S. Core Equity Fund Class I Canada 4.07% 64,044,365 DFA U.S. Core Equity Fund Class I(H) Canada 6.57% 65,169,496 DFA U.S. Vector Equity Fund Class I Canada 5.51% 38,396,873 DFA U.S. Vector Equity Fund Class I(H) Canada 6.56% 16,898,284 $710,290,730

383 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global 80EQ-20FI Portfolio 10 $12,232,913,262 $757,549,434

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 2.81% 46,183,188 DFA Canadian Core Equity Fund Class I Canada 7.82% 134,629,545 DFA Canadian Vector Equity Fund Class I Canada 10.89% 57,771,194 DFA Global Real Estate Securities Fund Class I Canada 6.14% 23,674,698 DFA Global Targeted Credit Fund Class I Canada 4.79% 38,329,808 DFA International Core Equity Fund Class I Canada 4.57% 55,836,104 DFA International Core Equity Fund Class I(H) Canada 7.97% 55,955,834 DFA International Vector Equity Fund Class I Canada 4.99% 28,452,024 DFA International Vector Equity Fund Class I(H) Canada 11.67% 19,037,983 DFA Investment Grade Fixed Income Fund Class I Canada 6.20% 70,279,408 DFA U.S. Core Equity Fund Class I Canada 5.26% 80,167,098 DFA U.S. Core Equity Fund Class I(H) Canada 8.12% 80,095,087 DFA U.S. Vector Equity Fund Class I Canada 6.41% 40,358,707 DFA U.S. Vector Equity Fund Class I(H) Canada 12.01% 26,778,756 $757,549,434

December 31, 2019 Number of Total Net Assets Carrying amount investee funds of investee included in Fund of Funds held funds investments DFA Global 80EQ-20FI Portfolio 10 $13,232,686,644 $844,073,053

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Five-Year Global Fixed Income Fund Class I Canada 2.95% 50,769,483 DFA Canadian Core Equity Fund Class I Canada 7.59% 150,314,335 DFA Canadian Vector Equity Fund Class I Canada 10.77% 65,165,340 DFA Global Real Estate Securities Fund Class I Canada 5.91% 26,389,897 DFA Global Targeted Credit Fund Class I Canada 5.27% 42,348,139 DFA International Core Equity Fund Class I Canada 4.67% 65,049,861 DFA International Core Equity Fund Class I(H) Canada 8.66% 65,216,263 DFA International Vector Equity Fund Class I Canada 4.86% 33,529,086 DFA International Vector Equity Fund Class I(H) Canada 11.10% 22,468,592 DFA Investment Grade Fixed Income Fund Class I Canada 6.79% 75,952,243 DFA U.S. Core Equity Fund Class I Canada 5.45% 85,830,597 DFA U.S. Core Equity Fund Class I(H) Canada 8.76% 86,937,393 DFA U.S. Vector Equity Fund Class I Canada 6.35% 44,193,244 DFA U.S. Vector Equity Fund Class I(H) Canada 11.61% 29,908,580 $844,073,053

384 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

.June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global Equity Portfolio 7 $8,655,302,036 $1,499,336,044

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Canadian Core Equity Fund Class I Canada 19.34% 332,983,857 DFA Canadian Vector Equity Fund Class I Canada 26.96% 143,004,188 DFA Global Real Estate Securities Fund Class I Canada 15.45% 59,521,936 DFA International Core Equity Fund Class I Canada 11.39% 139,053,195 DFA International Core Equity Fund Class I(H) Canada 19.89% 139,640,989 DFA International Vector Equity Fund Class I Canada 10.45% 59,509,000 DFA International Vector Equity Fund Class I(H) Canada 36.55% 59,634,528 DFA U.S. Core Equity Fund Class I Canada 13.05% 198,735,561 DFA U.S. Core Equity Fund Class I(H) Canada 20.23% 199,628,755 DFA U.S. Vector Equity Fund Class I Canada 13.31% 83,800,511 DFA U.S. Vector Equity Fund Class I(H) Canada 37.59% 83,823,524 $1,499,336,044

December 31, 2019 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global Equity Portfolio 7 $9,589,227,671 $1,702,051,843

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Canadian Core Equity Fund Class I Canada 19.15% 379,009,351 DFA Canadian Vector Equity Fund Class I Canada 27.06% 163,773,542 DFA Global Real Estate Securities Fund Class I Canada 15.30% 68,296,662 DFA International Core Equity Fund Class I Canada 11.74% 163,442,058 DFA International Core Equity Fund Class I(H) Canada 21.85% 164,491,564 DFA International Vector Equity Fund Class I Canada 10.16% 70,159,164 DFA International Vector Equity Fund Class I(H) Canada 34.87% 70,589,184 DFA U.S. Core Equity Fund Class I Canada 13.76% 216,678,601 DFA U.S. Core Equity Fund Class I(H) Canada 22.09% 219,218,738 DFA U.S. Vector Equity Fund Class I Canada 13.29% 92,581,658 DFA U.S. Vector Equity Fund Class I(H) Canada 36.42% 93,811,321 $1,702,051,843

385 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global Fixed Income Portfolio 3 $3,577,611,226 $ 674,512,577

December 31, 2019 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA Global Fixed Income Portfolio 3 $3,643,458,973 $ 602,444,489

June 30, 2020 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA World Equity Portfolio 7 $8,655,302,036 $ 302,652,621

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Canadian Core Equity Fund Class I Canada 0.36% 6,140,521 DFA Canadian Vector Equity Fund Class I Canada 0.50% 2,648,783 DFA Global Real Estate Securities Fund Class I Canada 3.13% 12,041,734 DFA International Core Equity Fund Class I Canada 3.33% 40,613,648 DFA International Core Equity Fund Class I(H) Canada 5.81% 40,813,524 DFA International Vector Equity Fund Class I Canada 3.05% 17,389,354 DFA International Vector Equity Fund Class I(H) Canada 10.72% 17,485,698 DFA U.S. Core Equity Fund Class I Canada 3.81% 57,949,269 DFA U.S. Core Equity Fund Class I(H) Canada 5.88% 58,011,102 DFA U.S. Vector Equity Fund Class I Canada 3.93% 24,732,891 DFA U.S. Vector Equity Fund Class I(H) Canada 11.13% 24,826,097 $ 302,652,621

386 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

December 31, 2019 Number of Total Net Carrying amount investee funds Assets of included in Fund of Funds held investee funds investments DFA World Equity Portfolio 7 $9,589,227,671 $ 57,034,201

Carrying amount Country of included in establishment investments in and principal Ownership Statement of Underlying Fund place of business interest Financial Position DFA Canadian Core Equity Fund Class I Canada 0.06% 1,241,826 DFA Canadian Vector Equity Fund Class I Canada 0.09% 532,296 DFA Global Real Estate Securities Fund Class I Canada 0.51% 2,281,616 DFA International Core Equity Fund Class I Canada 0.57% 7,972,340 DFA International Core Equity Fund Class I(H) Canada 1.06% 7,992,544 DFA International Vector Equity Fund Class I Canada 0.50% 3,419,208 DFA International Vector Equity Fund Class I(H) Canada 1.69% 3,427,381 DFA U.S. Core Equity Fund Class I Canada 0.67% 10,525,885 DFA U.S. Core Equity Fund Class I(H) Canada 1.07% 10,589,717 DFA U.S. Vector Equity Fund Class I Canada 0.65% 4,513,069 DFA U.S. Vector Equity Fund Class I(H) Canada 1.76% 4,538,319 $ 57,034,201

The DFA Global Investment Grade Fixed Income Fund has invested in securities issued by the Canada Housing Trust. These securities are classified as mortgage-related securities which directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. The fair value of such securities as disclosed in the Schedule of Investment Portfolios represents the maximum exposure to losses at that date. The change in fair value of mortgage-related securities is included in the Statement of Comprehensive Income in Change in unrealized appreciation (depreciation) in value of investments. The following table presents additional information that is relevant to investments in Canada Housing Trust No. 1, a special purpose securitization trust holding housing loans and mortgage-backed securities held by the Funds. The Funds held no securities issued by the Canada Housing Trust as at June 30, 2020.

DFA Global Investment Grade Fixed Income Fund December 31, 2019 Carrying amount Country of included in establishment and investments in principal Ownership Statement of Structured Entity place of business interest Financial Position Canada Housing Trust No. 1, June 15, 2020 Canada 0.30% 14,978,588 $14,978,588

387 DIMENSIONAL FUNDS Notes to Financial Statements (unaudited) For the period ended June 30, 2020

14. Contingencies The Funds are subject to claims and suits that arise from time to time in the ordinary course of business (for example, certain creditors have filed an action against all shareholders of The Tribune Company, including the DFA U.S. Core Equity Fund and the DFA U.S. Vector Equity Fund, who tendered shares when The Tribune Company went private in 2007 in a leveraged buyout transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against the Funds, individually or in aggregate, will not have a material adverse impact on the Funds’ financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

15. Recent Developments The current spread of the coronavirus (“COVID-19”) has caused a global pandemic and the unprecedented responses taken by many governments, including closing borders, restricting international and domestic travel, and the imposition of prolonged social distancing or similar restrictions, as well as the forced or voluntary closure of, or operational changes to many retail and other businesses, has resulted in fundamental changes in the business world with significant impacts on operations and world markets. The impacts on operations includes changes in work environments, inherent controls risk and cyber-risks; while the main impacts on investments includes increase in market risks, market volatility and liquidity risk, with its impacts on valuations.

The impact of the COVID-19 pandemic on the financial performance of the Funds’ investments will depend on future developments, including the duration of the pandemic and related advisories and restrictions. These developments and the impact of COVID-19 on the financial markets and the overall economy are highly uncertain. If the financial markets and/or the overall economy are impacted for an extended period, the Funds’ future investment results may be materially adversely affected.

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