Interim Report and Financial Statements

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(unaudited) for the period ended 30 June 2019

Dimensional Funds ICVC

Authorised by the Financial Conduct Authority No marketing notification has been submitted in Germany for the following Funds of Dimensional Funds ICVC:

Global Short-Dated Bond Fund International Core Equity Fund International Value Fund United Kingdom Core Equity Fund United Kingdom Small Companies Fund United Kingdom Value Fund

Accordingly, these Funds must not be publicly marketed in Germany. Table of Contents

Dimensional Funds ICVC

General Information* 2 Investment Objectives and Policies* 3 Authorised Corporate Director’s Investment Report* 6 Incorporation and Share Capital* 10 The Funds 10 Fund Cross-Holdings 10 Authorised Status* 10 Regulatory Disclosure* 10 Directors’ Statement* 10

The Interim Report and Financial Statements for each of the below Fund (the “Funds”): Emerging Markets Core Equity Fund Global Short-Dated Bond Fund International Core Equity Fund International Value Fund United Kingdom Core Equity Fund United Kingdom Small Companies Fund United Kingdom Value Fund are set out in the following order: Price and Distribution Record 11 Portfolio Statement* 25 Statement of Total Return 145 Statement of Change in Net Assets Attributable to Shareholders 145 Balance Sheet 146 Note to the Financial Statements 146 Distribution Tables 147 Supplemental Information 154 * These collectively comprise the Authorised Corporate Director's (“ACD”) Report.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2018 1 Dimensional Funds ICVC

General Information Authorised Corporate Director (the “ACD”): Dimensional Fund Advisors Ltd. 20 Triton Street Regent’s Place London NW1 3BF Telephone: 020 3033 3300 Facsimile: 020 3033 3324 Authorised by the Financial Conduct Authority

Administrator/Registrars: Northern Trust Global Services SE, UK Branch 50 Bank Street Canary Wharf London E14 5NT Telephone: 0333 300 0363 (Dealings & Enquiries) Authorised and Regulated by the Financial Conduct Authority and Prudential Regulatory Authority

Depositary: Current Depositary (from 3 June 2019) Previous Depositary (to June 3 2019) State Street Trustees Limited, UK Branch Citibank Europe plc, UK Branch 20 Churchill Place Citigroup Centre Canary Wharf 25 Canada Square London E14 5HJ Canary Wharf London E14 5LB

Authorised and Regulated by the Financial Conduct Authority and Prudential Regulatory Authority

Independent Auditors: PricewaterhouseCoopers LLP 7 More London Riverside London SE1 2RT

Board of Directors of Dimensional Fund Advisors Ltd: Gerard O’Reilly David Butler Nathan Lacaze Catherine Newell John Romiza Stephen Clark

Investment Manager: Dimensional Fund Advisors Ltd. 20 Triton Street Regent’s Place London NW1 3BF Authorised by the Financial Conduct Authority Dimensional Fund Advisors LP Dimensional Japan Ltd 6300 Bee Cave Road Kokusai Building Building One Suite 808 Austin, TX 78746 3-1-1 Marunouchi USA Chiyoda-Ku, Tokyo 100-0005

DFA Australia Limited Dimensional Fund Advisors Pte Ltd Level 43 8 Marina View, Asia Square Tower 1 1 Macquarie Place Suite 33-01, Singapore 018960 Sydney NSW 2000, Australia

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 2 Dimensional Funds ICVC

Investment Objectives and Policies

Set out below is the investment objective and a summary of the Global Short-Dated Bond Fund investment policy for each Fund of Dimensional Funds ICVC. The full The investment objective of the Global Short-Dated Bond Fund investment policies are set out in the Prospectus, which is available (the “Fund”) is to seek to maximise current income while preserving upon request. capital.

Emerging Markets Core Equity Fund The investment policy of this Fund is to purchase high quality, The investment objective of the Emerging Markets Core Equity Fund investment grade short term fixed income and floating-rate securities (the “Fund”) is to maximise long-term total return. and money market instruments issued by governmental, quasi- governmental and corporate issuers in developed countries which The investment policy of this Fund is to purchase transferable mature in five years or less from the date of settlement of the securities of publicly-traded companies in emerging markets which purchase of the instrument. At the present time, developed countries the ACD deems eligible or of companies which derive a significant comprise of: Australia, Austria, Belgium, Canada, Denmark, Finland, proportion of their business from such emerging markets. France, Germany, Hong Kong, Ireland, Italy, Japan, Luxembourg, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, The Fund will generally have a higher allocation to smaller companies Sweden, Switzerland, the United Kingdom and the United States. It is and to companies which the ACD deems to be eligible value stocks, not the current intention of the Fund to invest in emerging markets. and a corresponding lower allocation to large growth companies, The ACD reserves the right to amend the list of countries at any time. in each case, relative to the securities eligible for investment by Any amendment to this list will be notified in the periodic reports of the Fund across all the various markets on which it may invest. the Fund. Companies are considered small primarily based on a company’s market capitalisation. Securities are considered value stocks primarily Under normal circumstances the Fund will invest most of its assets in because a company’s shares have a high book value in relation investment grade short term fixed income and floating-rate securities to their market value. In assessing value, the ACD may consider and money market instruments; it is expected that most of the assets additional factors such as price to cash flow or price to earnings of the Fund held in foreign-currency-denominated instruments will be ratios, as well as economic conditions and developments in the hedged back into the base currency of the portfolio. issuer’s industry. The criteria the ACD uses for assessing value are subject to change from time to time. The ACD may also modify Fund allocations after considering other factors which the ACD determines to be appropriate, such as free float, momentum, trading strategies, liquidity management, and profitability, as well as other factors that the ACD determines to be appropriate given market conditions. In assessing profitability, the ACD may consider different ratios, such as that of earnings or profits from operations relative to book value or assets.

Emerging market countries are countries that are generally considered to be developing or emerging countries by the World Bank or International Finance Corporation or otherwise are regarded by their own authorities as developing. Currently, the Fund intends to purchase a broad and diverse group of securities of companies which are organised under the laws of, or maintain their principal place of business in, emerging markets countries which are traded on the principal exchanges of Brazil, Chile, Colombia, Czech Republic, Greece, Hong Kong, Hungary, India, Indonesia, Malaysia, Mexico, Peru, Philippines, Poland, South Africa, South Korea, Taiwan, Thailand and Turkey and securities or depositary receipts subject to certain requirements set out in the Prospectus. The ACD reserves the right to amend the list of countries at any time. Any amendment to this list will be notified in the periodic reports of the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 3 Dimensional Funds ICVC

Investment Objectives and Policies (continued)

International Core Equity Fund International Value Fund The investment objective of the International Core Equity Fund (the The investment objective of the International Value Fund (the “Fund”) “Fund”) is to maximise long-term total return. is to maximise long-term total return.

The investment policy of this Fund is to purchase transferable The investment policy of this Fund is to purchase transferable securities of certain non-United Kingdom companies. Generally, securities of certain non-United Kingdom companies which the ACD the Fund intends to purchase a broad and diverse group of readily deems eligible value stocks. Generally, the Fund intends to purchase marketable stocks of companies organised under the laws of certain a broad and diverse group of readily marketable stocks of companies developed countries, excluding the United Kingdom and in securities organised under the laws of certain developed countries, excluding of companies organised under the laws of other eligible markets, the United Kingdom, and in securities of companies organised under including the United Kingdom, the majority of whose revenues the laws of other eligible markets, including the United Kingdom, the derive from, or the majority of whose business is conducted in, majority of whose revenues derive from, or the majority of whose these countries. The Fund will generally be overweighted in small business is conducted in these countries. At the present time the companies and in shares which the ACD deems to be eligible value Fund may invest in: Australia, Austria, Belgium, Canada, Denmark, stocks, and underweighted in large growth companies. At the present Finland, France, Germany, Greece, Hong Kong, Ireland, Israel, Italy, time, the Fund may invest in: Australia, Austria, Belgium, Canada, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Spain, Sweden, Switzerland and the United States of America. Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, The ACD reserves the right to amend the list of countries at any Singapore, Spain, Sweden, Switzerland and the United States of time. Securities are considered value stocks primarily because a America. The ACD reserves the right to amend the list of countries company’s shares have a high book value in relation to their market at any time. Companies are considered small primarily based on a value. In assessing value, the ACD may consider additional factors company’s market capitalisation. Securities are considered value such as price to cash flow or price-to-earnings ratios, as well as stocks primarily because a company’s shares have a high book value economic conditions and developments in the issuer’s industry. The in relation to their market value. In assessing value, the ACD may criteria the ACD uses for assessing value are subject to change from consider additional factors such as price to cash flow or price-to- time to time. The Fund’s investment objective may also be achieved earnings ratios, as well as economic conditions and developments in through the use of depositary receipts representing securities of the issuer’s industry. The criteria the ACD uses for assessing value companies meeting the above criteria. The ACD may also modify are subject to change from time to time. The Fund’s investment Fund allocations after considering other factors which the ACD objective may also be achieved through the use of depositary receipts determines to be appropriate, such as free float, momentum, trading representing securities of companies meeting the above criteria. The strategies, liquidity management, and profitability, as well as other ACD may also modify Fund allocations after considering other factors factors that the ACD determines to be appropriate given market which the ACD determines to be appropriate, such as free float, conditions. In assessing profitability, the ACD may consider different momentum, trading strategies, liquidity management, and profitability, ratios, such as that of earnings or profits from operations relative to as well as other factors that the ACD determines to be appropriate book value or assets. given market conditions. In assessing profitability, the ACD may consider different ratios, such as that of earnings or profits from operations relative to book value or assets.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 4 Dimensional Funds ICVC

Investment Objectives and Policies (continued)

United Kingdom Core Equity Fund United Kingdom Value Fund The investment objective of the United Kingdom Core Equity Fund The investment objective of the United Kingdom Value Fund (the (the “Fund”) is to maximise long-term total return. “Fund”) is to maximise long-term total return.

The investment policy of this Fund is to purchase transferable The investment policy of this Fund is to purchase transferable securities of United Kingdom companies. Generally the Fund intends securities of United Kingdom companies which the ACD deems to purchase a broad and diverse group of readily marketable stocks eligible value stocks. Generally, the Fund intends to purchase a broad of United Kingdom companies traded principally on the London and diverse group of readily marketable stocks of United Kingdom Stock Exchange or an over-the-counter market (primarily the United companies traded principally on the London Stock Exchange or on Kingdom over-the-counter market). The Fund will generally be over-the-counter market (primarily United Kingdom over-the-counter overweighted in small companies and in shares which the ACD market) that the ACD determines to be value stocks. Securities are deems to be eligible value stocks, and underweighted in large growth considered value stocks primarily because a company’s shares companies. Companies are considered small primarily based on a have a high book value in relation to their market value. In assessing company’s market capitalisation. Securities are considered to be value, the ACD may consider additional factors such as price to cash value stocks primarily because a company’s shares have a high book flow or price-to-earnings ratios, as well as economic conditions and value in relation to their market value. In assessing value, the ACD developments in the issuer’s industry. The criteria the ACD uses for may consider additional factors such as price to cash flow or price- assessing value are subject to change from time to time. The ACD to-earnings ratios, as well as economic conditions and developments may also modify Fund allocations after considering other factors in the issuer’s industry. The criteria the ACD uses for assessing which the ACD determines to be appropriate, such as free float, value are subject to change from time to time. The ACD may also momentum, trading strategies, liquidity management, and profitability, modify Fund allocations after considering other factors which the as well as other factors that the ACD determines to be appropriate ACD determines to be appropriate, such as free float, momentum, given market conditions. In assessing profitability, the ACD may trading strategies, liquidity management, and profitability, as well as consider different ratios, such as that of earnings or profits from other factors that the ACD determines to be appropriate given market operations relative to book value or assets. conditions. In assessing profitability, the ACD may consider different ratios, such as that of earnings or profits from operations relative to book value or assets.

United Kingdom Small Companies Fund The investment objective of the United Kingdom Small Companies Fund (the “Fund”) is to maximise long-term total return.

The investment policy of this Fund is to purchase transferable securities of United Kingdom companies which the ACD deems eligible small companies. Generally, the Fund intends to purchase a broad and diverse group of readily marketable stocks of United Kingdom small companies which are traded principally on the London Stock Exchange or on an over-the-counter market (primarily United Kingdom over-the-counter market). Companies are considered small primarily based on a company’s market capitalisation.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 5 Dimensional Funds ICVC

Authorised Corporate Director’s Investment Report

Emerging Markets Core Equity Fund Global Short-Dated Bond Fund The Emerging Markets Core Equity Fund (the “Fund”) has been The Global Short-Dated Bond Fund (the “Fund”) has been invested in invested in a broad range of companies with increased exposure to a broad range of high quality fixed income instruments with maturities companies with low relative prices and smaller market capitalisation at or below five years. As at30 June 2019, the Fund was diversified across emerging markets. As at 30 June 2019, the Fund had across 7 currencies, and issuers from 17 countries as well as exposure to approximately 4,750 companies which reflects our supranational organisations. approach of seeking to deliver highly diversified exposure to emerging markets companies. The top ten purchases and sales during the period were as follows:

The top ten purchases and sales during the period were as follows: Costs Purchases £'000 Costs UK. GILT 1.75% 22/07/2019 120,401 Purchases £'000 Canadian Imperial Bank of Commerce 1.85% 14/07/2020 71,990 Samsung Electronics 3,921 Bank of Montreal 1.88% 31/03/2021 50,086 Hynix Semiconductor 1,132 European Financial Stability Facility 0.20% 17/01/2024 44,621 SK Innovation 1,059 European Investment Bank 1.50% 12/05/2022 37,942 Absa 1,038 Kommunalbanken 0.13% 21/03/2022 36,947 Idea Cellular 1,019 Bank of Nova Scotia 2.13% 15/06/2020 34,645 Tatneft PAO ADR 970 Toronto-Dominion Bank 1.69% 02/04/2020 30,183 Petrobras Distribuidora 927 Council of Europe Development Bank 1.25% 23/12/2019 28,259 Alibaba ADR 879 Bank of Nova Scotia 3.27% 11/01/2021 26,325 Hon Hai Precision Industry 822 Sanlam 798 Proceeds Sales £'000 Proceeds Sweden Government Bond 3.50% 01/06/2022 97,592 Sales £'000 Kreditanstalt fuer Wiederaufbau 0.13% 07/06/2023 33,434 Alibaba ADR 6,954 Cisco Systems 1.85% 20/09/2021 29,106 Infosys ADR 2,274 Exxon Mobil 2.40% 06/03/2022 28,473 Naspers 2,208 European Stability Mechanism 0.00% 18/10/2022 28,137 Housing Development Finance 2,146 Commonwealth Bank of Australia 2.75% 10/03/2022 27,485 Hynix Semiconductor 1,929 UK. GILT 2.25% 07/09/2023 26,711 Delta Electronics 1,308 Royal Bank of Canada 2.75% 01/02/2022 26,221 China Overseas Land & Investment 1,305 Oracle 2.80% 08/07/2021 26,190 JD.com ADR 1,170 National Australia Bank 2.50% 22/05/2022 25,015 B3 1,121 Itau Unibanco Preferred ADR 1,052 Over the six month period ending 30 June 2019, the total return of the Fund was 2.10% in GBP. This compares to a return of 1.76% for the Over the six month period ending 30 June 2019 the total return of the Citigroup WGBI (the “Index”) 1 to 5 Year (hedged to GBP). Realised Fund was 9.68% in GBP. This compares to a total return of 10.66% term premiums were indeed generally positive in developed markets, for the MSCI Emerging Market Index (the “Index”). With low relative as long-term bonds generally outperformed shorter-term bonds. The price (value) stocks generally underperforming high relative price Fund’s underweight to shorter-term bonds contributed positively to (growth), the Fund’s greater emphasis on value stocks detracted relative performance. The Index has been included for market context from relative performance. At the country level, the Fund’s lesser purposes only. allocations to Russia and China had a negative impact on relative performance, as Russia and China outperformed the overall index.

The Fund is fully invested and seeks to capture the returns of emerging markets. Fair value adjustments and the time of valuation of currency can create differences between the performance of the Fund versus the Index. The Index has been included for market context purposes only.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 6 Dimensional Funds ICVC

Authorised Corporate Director’s Investment Report (continued)

International Core Equity Fund International Value Fund The International Core Equity Fund (the “Fund”) has been invested in The International Value Fund (the “Fund”) has been invested in a a broad range of companies with increased exposure to companies broad range of companies with low relative prices across developed with low relative prices and smaller market capitalisation across world markets ex UK. As at 30 June 2019, the Fund had exposure developed world markets ex UK. As at 30 June 2019, the Fund to approximately 700 companies which reflects our approach of had exposure to approximately 6,200 companies which reflects seeking to deliver highly diversified exposure to value companies in our approach of seeking to deliver highly diversified exposure to developed markets. developed market companies. The top ten purchases and sales during the period were as follows: The top ten purchases and sales during the period were as follows: Costs Costs Purchases £'000 Purchases £'000 Walt Disney 2,995 Pfizer 1,949 Biogen 2,027 Verizon Communications 1,939 Cognizant Technology Solutions 1,632 Total 1,227 United Technologies 1,401 UnitedHealth 1,184 Canadian Imperial Bank of Commerce 1,243 Amazon.com 960 Dow 1,170 Exxon Mobil 914 Berkshire Hathaway 1,026 Occidental Petroleum 872 Chevron 994 Chevron 777 Humana 961 Nestle 658 LyondellBasell Industries 930 Micron Technology 609

Proceeds Proceeds Sales £'000 Sales £'000 Pfizer 8,309 Procter & Gamble 2,192 Broadcom 2,747 Twenty-First Century Fox 'A' 816 Bank of America 1,534 Walt Disney 738 Dollar Tree 1,374 Northrop Grumman 610 National Australia Bank 1,267 SAP 477 Kinder Morgan 1,215 Exxon Mobil 450 JPMorgan Chase 1,165 Adobe 315 Anthem 1,094 Vertex Pharmaceuticals 306 Thermo Fisher Scientific 1,073 Allianz 302 Wells Fargo 1,009 Barrick Gold 294

Over the six month period ending 30 June 2019 the total return of Over the six month period ending 30 June 2019 the total return of the the Fund was 13.31% in GBP. This was in line with the total return Fund was 16.54% in GBP. This compares to a total return of 17.32% of 13.11% for the MSCI World ex UK Value Index (the “Index”). The for the MSCI World ex UK Index (the “Index”). With low relative price Fund’s greater allocation to mid-cap stocks contributed to relative (value) stocks generally underperforming high relative price (growth), performance, as mid-cap stocks outperformed large-cap stocks. the Fund’s greater emphasis on value stocks detracted from relative performance. The Fund is fully invested and seeks to capture the returns of global value companies. Fair value adjustments and the time of valuation of The Fund is fully invested and seeks to capture the returns of global currency can create differences between the performance of the Fund markets. Fair value adjustments and the time of valuation of currency versus the Index. The Index has been included for market context can create differences between the performance of the Fund versus purposes only. the Index. The Index has been included for market context purposes only.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 7 Dimensional Funds ICVC

Authorised Corporate Director’s Investment Report (continued)

United Kingdom Core Equity Fund United Kingdom Small Companies Fund The United Kingdom Core Equity Fund (the “Fund”) has been The United Kingdom Small Companies Fund (the “Fund”) has been invested in a broad range of companies with increased exposure to invested in a broad range of UK small companies and as at 30 June companies with low relative prices and smaller market capitalisations 2019, had holdings in approximately 380 companies. This reflects our within the UK. As at 30 June 2019, the Fund had exposure to approach of seeking to deliver highly diversified exposure to UK small approximately 470 companies which reflects our approach of seeking companies. to deliver highly diversified exposure to UK companies. The top ten purchases and sales during the period were as follows: The top ten purchases and sales during the period were as follows: Costs Costs Purchases £'000 Purchases £'000 Royal Mail 1,827 BP 4,005 G4S 1,519 BT 3,663 Quilter 1,339 Glencore 2,303 ConvaTec 1,273 Prudential 2,278 boohoo 1,034 International Consolidated Airlines 1,944 UDG Healthcare 984 Imperial Brands 1,730 BCA Marketplace 973 British American Tobacco 1,610 Capita 858 Royal Dutch Shell 'B' 1,593 Rhi Magnesita 826 Lloyds Banking 1,399 Mediclinic International 680 Vodafone 1,379

Proceeds Proceeds Sales £'000 Sales £'000 Ocado 5,255 Takeda Pharmaceutical ADR 4,669 Spirax-Sarco Engineering 5,035 Shire 4,346 Hiscox 3,561 National Grid 2,416 Jardine Lloyd Thompson 3,379 Tesco 2,392 Auto Trader 3,031 Standard Chartered 2,067 Rightmove 2,315 Associated British Foods 1,805 Phoenix 2,084 Barrick Gold 1,501 Weir 1,510 St James's Place 1,382 Dairy Crest 1,422 Jardine Lloyd Thompson Group 1,164 Greencore 805 HSBC 1,124

Over the six month period ending 30 June 2019 the total return of Over the six month period ending 30 June 2019 the total return of the the Fund was 13.52% in GBP. This compares to a total return of Fund was 12.92% in GBP. This compares to a total return of 13.24% 14.53% for the MSCI UK Small Cap Index (the “Index”). The Fund’s for the MSCI UK IMI Index (the “Index”). With low relative price exclusion of stocks with the lowest profitability and highest relative (value) stocks generally underperforming high relative price (growth) price detracted from relative performance, as those securities stocks, the Fund’s greater emphasis on value stocks had a negative outperformed. Additionally, the Fund’s greater emphasis on micro-cap impact on relative performance. and consequent lesser allocation to larger small-caps detracted from relative performance, as micro-cap underperformed. The Fund is fully invested and seeks to capture the returns of the UK market. The Index has been included for market context purposes The Fund is fully invested and seeks to capture the returns of UK only. small companies. The Index has been included for market context purposes only.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 8 Dimensional Funds ICVC

Authorised Corporate Director’s Investment Report (continued)

United Kingdom Value Fund The United Kingdom Value Fund (the “Fund”) has been invested in a broad range of UK companies with low relative prices and as at 30 June 2019, had holdings in approximately 210 companies. This reflects our approach of seeking to deliver highly diversified exposure to UK value companies.

The top ten purchases and sales during the period were as follows:

Costs Purchases £'000 BT 11,123 Vodafone 5,915 Associated British Foods 4,796 Legal & General 4,593 TUI Travel 3,835 British American Tobacco 3,616 BP 3,318 HSBC 2,825 Centrica 2,620 DS Smith 2,501

Proceeds Sales £'000 Takeda Pharmaceutical ADR 12,435 Shire 11,375 Barrick Gold 3,724 BHP 3,383 Royal Dutch Shell 'A' 2,462 Legal & General 1,718 Hikma Pharmaceuticals 1,318 Standard Life Aberdeen 1,216 Tesco 1,077 Hiscox 1,046

Over the six month period ending 30 June 2019 the total return of the Fund was 10.86% in GBP. This compares to a total return of 13.24% for the MSCI UK IMI Index (the “Index”). With low relative price (value) stocks generally underperforming high relative price (growth) stocks, the Fund’s greater emphasis on value stocks had a negative impact on relative performance.

The Fund is fully invested and seeks to capture the returns of UK value companies. The Index has been included for market context purposes only.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 9 Dimensional Funds ICVC

The ACD presents the unaudited interim report and financial Regulatory Disclosure statements of Dimensional Funds ICVC (the “Company”) for the This document has been issued by Dimensional Fund Advisors Ltd. period ended 30 June 2019. (authorised by the FCA with Firm Reference Number 150100) as ACD.

Incorporation and Share Capital Past performance is not necessarily a guide to future performance. The Company is an Open-Ended Investment Company with variable The value of shares can go down as well as up and is not guaranteed. capital incorporated with limited liability and registered in England Changes in rates of exchange may also cause the value of shares to and Wales under number IC000258 and authorised by the Financial fluctuate. Conduct Authority ("FCA") on 24 September 2003 under the Open-Ended Investment Companies Regulations 2001 Change of Depositary (the “Regulations”). With effect from 3 June 2019, Citibank Europe plc ceased to be the Depositary of the Fund and State Street Trustees Limited was The maximum share capital of the Company is £500,000,000,000 appointed. The change of Depositary has no impact on the way the and the minimum share capital is £100. Shares have no par value. Funds are operated. The share capital of the Company at all times equals the aggregate net asset values of the Funds of the Company (each a “Fund” and Directors’ Statement together the “Funds”). This report has been prepared in accordance with the requirements of FCA Rules and COLL, as issued and amended from time to time. The base currency for the Company is United Kingdom Pounds Sterling. The Company is of unlimited duration. The financial statements on pages 145 to 146 were approved on 14 August 2019 by the ACD and signed on their behalf by: The Funds The Company is structured as an “umbrella” company and comprises Nathan Lacaze seven authorised investment Funds. Different Funds may be established from time to time by the ACD with the agreement of State The Funds Street Trustees Limited, UK Branch (the “Depositary”) and approval Fund Cross-Holdings of the FCA. The Funds are operated separately and the assets of Authorised Status* each Fund are managed in accordance with the investment objective and policy applicable to that Fund. The following Funds are currently Regulatory Disclosure* available: Directors’ Statement* The Interim Report and Financial Statements for each of the Emerging Markets Core Equity Fund below Fund (the “Funds”): Global Short-Dated Bond Fund Emerging Markets Core Equity Fund International Core Equity Fund International Value Fund Global Short-Dated Bond Fund United Kingdom Core Equity Fund International Core Equity Fund United Kingdom Small Companies Fund International Value Fund United Kingdom Value Fund United Kingdom Core Equity Fund Fund Cross-Holdings United Kingdom Small Companies Fund No Fund held shares in any other Fund of the Company during the six United Kingdom Value Fund month period ending 30 June 2019. are set out in the following order:

Authorised Status The Company represents segregated portfolios of assets and, accordingly, assets of a Fund belong exclusively to that Fund and shall not be used or made available to discharge (directly or indirectly) the liabilities of, or claims against, any other person or body, including the Company and any other Fund and shall not be available for any such purpose. Shareholders are not liable for debts of the Company.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 10 Emerging Markets Core Equity Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 3,036.00 2,456.00 3,547.00 2,858.00 2015 3,141.00 2,222.00 3,719.00 2,642.00 2016 3,447.00 2,220.00 4,183.00 2,681.00 2017 3,913.00 3,189.00 4,835.00 3,924.00 2018 4,008.00 3,263.00 5,019.00 4,105.00 2019* 3,723.00 3,363.00 4,768.00 4,307.00

Euro Income Shares Euro Accumulation Shares Calendar Year Highest (¢) Lowest (¢) Highest (¢) Lowest (¢) 2014** 1,016.00 925.00 1,121.00 925.00 2015 1,236.00 862.00 1,239.00 868.00 2016 1,100.00 811.00 1,130.00 829.00 2017 1,252.00 1,070.00 1,310.00 1,115.00 2018 1,291.00 1,054.00 1,369.00 1,122.00 2019* 1,217.00 1,057.00 1,320.00 1,147.00

** 1 December 2014 to 31 December 2014, for Euro Income and Euro Accumulation Shares only. * 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Euro Income Euro Accumulation Shares Pence Shares Pence Shares Cents Shares Cents Calendar Year Per Share Per Share Per Share Per Share 2014** 47.3942 55.2666 1.7466 1.7466 2015 49.5237 58.7824 19.2631 19.3674 2016 58.1469 70.4082 19.2766 19.7516 2017 66.7568 82.3443 21.6108 22.5606 2018 77.4313 97.2276 24.5793 26.1271 2019* 15.5425 19.9042 4.8512 5.2623

** 1 December 2014 to 31 December 2014, for Euro Income and Euro Accumulation Shares only. * 1 January 2019 to 30 June 2019

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 11 Emerging Markets Core Equity Fund

Price and Distribution Record (continued)

Fund Size

The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 1,224,407,727 3,171.00 17,516,943 3,903.00 14,858,322 31/12/2017 1,432,464,203 3,850.00 17,064,486 4,822.00 12,892,643 31/12/2018 1,304,707,232 3,389.00 17,366,518 4,341.00 12,592,860 30/06/2019 1,438,636,133 3,701.00 18,208,143 4,760.00 11,953,878

Net Assets Number of Net Assets Number of Per Share (¢) Shares in Issue Per Share (¢) Shares in Issue Total Net Euro Euro Accounting Date Asset Value (£) Euro Income Euro Income Accumulation Accumulation 31/12/2016 1,224,407,727 1,048.00 5,292,647 1,092.00 4,417,797 31/12/2017 1,432,464,203 1,232.00 7,542,926 1,306.00 6,160,330 31/12/2018 1,304,707,232 1,073.00 9,739,280 1,163.00 7,256,878 30/06/2019 1,438,636,133 1,171.00 10,405,411 1,275.00 7,552,021

Past performance is not necessarily a guide to future performance. Investors are reminded that the price of shares and the income from your investment may fluctuate and may be affected by exchange rate variations.

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the Emerging Markets Core Equity Fund for all four share classes was 0.67%* as at 30 June 2019 (31 December 2018: 0.66%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

• The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

• The risk and reward category may shift over time and is not a target or guarantee.

• The lowest category (i.e. category 1) does not mean a risk-free investment

• The Fund is Category 6 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 12 Global Short-Dated Bond Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,224.00 1,187.00 1,517.00 1,465.00 2015 1,229.00 1,208.00 1,542.00 1,509.00 2016 1,250.00 1,211.00 1,586.00 1,529.00 2017 1,234.00 1,216.00 1,584.00 1,555.00 2018 1,210.00 1,194.00 1,572.00 1,551.00 2019* 1,228.00 1,201.00 1,605.00 1,570.00

Gross Income Shares Gross Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,056.00 1,024.00 1,088.00 1,048.00 2015 1,061.00 1,042.00 1,110.00 1,083.00 2016 1,080.00 1,044.00 1,144.00 1,101.00 2017 1,064.00 1,049.00 1,144.00 1,123.00 2018 1,044.00 1,030.00 1,135.00 1,121.00 2019* 1,059.00 1,036.00 1,160.00 1,134.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Gross Income Gross Accumulation Shares Pence Shares Pence Shares Pence Shares Pence Calendar Year Per Share Per Share Per Share Per Share 2014 13.4680 16.6632 14.5087 14.9074 2015 15.0342 18.8255 16.2097 16.8991 2016 15.2271 19.2936 16.4046 17.3646 2017 16.6500 21.3700 14.3700 15.4300 2018 10.5935 13.7659 9.1352 9.9456 2019* 3.4216 4.4754 2.9517 3.2325

* 1 January 2019 to 30 June 2019

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 13 Global Short-Dated Bond Fund

Price and Distribution Record (continued)

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 3,453,817,125 1,215.00 86,768,039 1,554.00 74,753,975 31/12/2017 4,279,934,749 1,209.00 102,893,119 1,567.00 87,485,753 31/12/2018 4,649,458,700 1,201.00 108,128,467 1,571.00 99,772,583 30/06/2019 4,935,146,532 1,223.00 109,413,542 1,604.00 105,574,397

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Gross Gross Accounting Date Asset Value (£) Gross Income Gross Income Accumulation Accumulation 31/12/2016 3,453,817,125 1,048.00 57,120,889 1,123.00 56,896,306 31/12/2017 4,279,934,749 1,043.00 79,768,718 1,132.00 73,656,878 31/12/2018 4,649,458,700 1,036.00 81,780,789 1,135.00 82,508,707 30/06/2019 4,935,146,532 1,055.00 85,357,688 1,159.00 86,545,833

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the Global Short-Dated Bond Fund for all four share classes was 0.30%* as at 30 June 2019 (31 December 2018: 0.30%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 2 because of the low range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 14 International Core Equity Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,464.00 1,262.00 1,634.00 1,401.00 2015 1,598.00 1,344.00 1,801.00 1,523.00 2016 1,948.00 1,319.00 2,246.00 1,512.00 2017 2,131.00 1,898.00 2,496.00 2,212.00 2018 2,278.00 1,923.00 2,708.00 2,286.00 2019* 2,260.00 1,930.00 2,721.00 2,324.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Shares Pence Shares Pence Calendar Year Per Share Per Share 2014 22.0260 24.5000 2015 24.6116 27.8065 2016 29.8209 34.2696 2017 31.5489 36.8455 2018 35.0711 41.5848 2019* 11.8609 14.2848

* 1 January 2019 to 30 June 2019

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 683,826,944 1,910.00 20,348,368 2,227.00 13,252,782 31/12/2017 763,601,401 2,101.00 22,699,554 2,486.00 11,531,920 31/12/2018 782,950,640 1,941.00 25,466,460 2,337.00 12,354,580 30/06/2019 988,179,014 2,246.00 27,778,801 2,719.00 13,394,760

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 15 International Core Equity Fund

Price and Distribution Record (continued)

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the International Core Equity Fund for both share classes was 0.35%* as at 30 June 2019 (31 December 2018: 0.35%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 5 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 16 International Value Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,828.00 1,593.00 2,137.00 1,853.00 2015 1,969.00 1,617.00 2,327.00 1,923.00 2016 2,400.00 1,526.00 2,910.00 1,838.00 2017 2,570.00 2,291.00 3,168.00 2,809.00 2018 2,646.00 2,224.00 3,321.00 2,791.00 2019* 2,520.00 2,215.00 3,213.00 2,824.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Shares Pence Shares Pence Calendar Year Per Share Per Share 2014 28.6913 33.4417 2015 33.5702 39.7674 2016 38.3643 46.3283 2017 42.8579 52.6450 2018 50.6955 63.3833 2019* 17.7783 22.6666

* 1 January 2019 to 30 June 2019

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 454,316,601 2,347.00 9,860,627 2,877.00 7,749,325 31/12/2017 500,949,440 2,529.00 9,507,420 3,154.00 8,261,482 31/12/2018 439,773,445 2,232.00 9,190,639 2,845.00 8,246,914 30/06/2019 484,939,005 2,516.00 8,510,361 3,231.00 8,381,645

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 17 International Value Fund

Price and Distribution Record (continued)

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the International Value Fund for both share classes was 0.43%* as at 30 June 2019 (31 December 2018: 0.43%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 5 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 18 United Kingdom Core Equity Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,327.00 1,168.00 1,680.00 1,492.00 2015 1,400.00 1,193.00 1,808.00 1,568.00 2016 1,409.00 1,101.00 1,910.00 1,467.00 2017 1,557.00 1,401.00 2,166.00 1,919.00 2018 1,633.00 1,349.00 2,298.00 1,936.00 2019* 1,540.00 1,342.00 2,249.00 1,960.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Shares Pence Shares Pence Calendar Year Per Share Per Share 2014 32.5997 41.3235 2015 39.4109 51.3065 2016 35.9304 48.1769 2017 40.8234 56.3009 2018 54.3328 77.1581 2019* 31.6525 46.2274

* 1 January 2019 to 30 June 2019

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 719,579,513 1,391.00 33,415,520 1,906.00 13,363,159 31/12/2017 687,968,764 1,538.00 27,066,628 2,164.00 12,556,660 31/12/2018 630,612,232 1,347.00 27,035,280 1,967.00 13,546,931 30/06/2019 733,099,134 1,491.00 27,026,215 2,224.00 14,837,693

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 19 United Kingdom Core Equity Fund

Price and Distribution Record (continued)

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the United Kingdom Core Equity Fund for both share classes was 0.25%* as at 30 June 2019 (31 December 2018: 0.24%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 5 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 20 United Kingdom Small Companies Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 2,717.00 2,288.00 3,356.00 2,858.00 2015 2,984.00 2,523.00 3,766.00 3,185.00 2016 3,008.00 2,477.00 3,948.00 3,202.00 2017 3,371.00 2,903.00 4,530.00 3,850.00 2018 3,482.00 2,757.00 4,723.00 3,788.00 2019* 3,232.00 2,777.00 4,502.00 3,868.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Shares Pence Shares Pence Calendar Year Per Share Per Share 2014 55.1579 68.5025 2015 67.7759 86.0522 2016 70.4026 91.6107 2017 72.0872 96.1606 2018 82.3905 112.4345 2019* 46.5230 64.8175

* 1 January 2019 to 30 June 2019

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 422,477,077 2,894.00 7,152,547 3,838.00 5,615,133 31/12/2017 476,524,466 3,336.00 6,941,078 4,526.00 5,412,200 31/12/2018 385,463,937 2,765.00 6,825,421 3,853.00 5,105,960 30/06/2019 432,079,820 3,097.00 6,827,010 4,380.00 5,037,574

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 21 United Kingdom Small Companies Fund

Price and Distribution Record (continued)

Ongoing Charges Figure (OCF) The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the United Kingdom Small Companies Fund for both share classes was 0.60%* as at 30 June 2019 (31 December 2018: 0.60%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 5 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 22 United Kingdom Value Fund

Price and Distribution Record

Capital (share prices) The table below shows the highest and lowest share prices for the last 5 years and the current interim period. Income Shares Accumulation Shares Calendar Year Highest (p) Lowest (p) Highest (p) Lowest (p) 2014 1,653.00 1,391.00 2,172.00 1,855.00 2015 1,650.00 1,275.00 2,226.00 1,753.00 2016 1,567.00 1,142.00 2,229.00 1,594.00 2017 1,770.00 1,574.00 2,575.00 2,257.00 2018 1,853.00 1,463.00 2,729.00 2,200.00 2019* 1,681.00 1,445.00 2,577.00 2,216.00

* 1 January 2019 to 30 June 2019

Net Revenue Distributions/Accumulations The table below shows the net revenue distribution earned on income shares and the net revenue automatically reinvested in respect of accumulation shares for the last 5 years and the current interim period. Income Accumulation Shares Pence Shares Pence Calendar Year Per Share Per Share 2014 40.0493 52.9603 2015 49.6091 67.4369 2016 37.1697 52.1932 2017 44.7176 64.5839 2018 64.9519 96.5663 2019* 37.8074 57.9866

* 1 January 2019 to 30 June 2019

Fund Size The table below shows the net asset values for the last three final accounting dates and the current interim period.

Net Assets Number of Net Assets Number of Per Share (p) Shares in Issue Per Share (p) Shares in Issue Total Net Accounting Date Asset Value (£) Income Income Accumulation Accumulation 31/12/2016 531,060,576 1,552.00 16,741,510 2,226.00 12,183,493 31/12/2017 614,698,988 1,748.00 16,034,119 2,573.00 13,004,339 31/12/2018 522,369,133 1,458.00 15,885,307 2,236.00 13,000,961 30/06/2019 585,116,626 1,583.00 16,054,803 2,485.00 13,319,482

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 23 United Kingdom Value Fund

Price and Distribution Record (continued)

Ongoing Charges Figure (OCF)

The OCF is the ratio of the Fund’s total disclosure costs (excluding overdraft interest) to the average net assets of the Fund. It may vary from period to period. It excludes portfolio transaction costs and performance fees, if any. The OCF of the United Kingdom Value Fund for both share classes was 0.42%* as at 30 June 2019 (31 December 2018: 0.42%).

* The OCF is based on the annualised estimate of the expenses for the period ending 30 June 2019.

Synthetic Risk and Reward Indicator Lower2 risk Higher risk Typically lower rewards Typically higher rewards 0 1 2 3 4 5 6 7

●● The risk and reward category is calculated using historical data which may not be a reliable indicator of the Fund's future risk profile.

●● The risk and reward category may shift over time and is not a target or guarantee.

●● The lowest category (i.e. category 1) does not mean a risk-free investment.

●● The Fund is in Category 5 because of the high range and frequency of price movements (volatility) of the underlying investments within the Fund.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 24 Emerging Markets Core Equity Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Brazil 9.58% (8.92%) Brazil (continued)

134,854 AES Tiete Energia 328 0.02 11,500 CIA Paranaense de Energia 111 0.01 41,835 Aliansce Shopping Centers 211 0.02 38,787 CIA Paranaense de Energia ADR 389 0.03 39,525 Alpargatas 166 0.01 21,100 CIA Paranaense de Energia 78,303 Alupar Investimento 418 0.03 Preferred 211 0.02 175,460 Ambev 647 0.05 174,748 CIA Siderurgica Nacional 602 0.04 1,021,216 Ambev ADR 3,743 0.26 284,431 CIA Siderurgica Nacional ADR 964 0.07 11,700 Anima 46 – 418,706 Cielo 580 0.04 21,611 Arezzo Industria e Comercio 221 0.02 41,211 Companhia de Locacao Americas 411 0.03 160,396 Atacadao 728 0.05 64,470 Construtora Tenda 316 0.02 25,830 Azul ADR 681 0.05 83,827 Cosan Industria e Comercio 798 0.06 387,758 B3 2,997 0.21 81,788 Cosan Logistica 300 0.02 56,017 Banco ABC Brasil Preferred 222 0.02 20,200 CSU Cardsystem 27 – 316,814 Banco Bradesco 2,187 0.15 65,141 CVC Brasil Operadora e Agencia de Viagens 669 0.05 456,884 Banco Bradesco ADR 3,533 0.25 179,154 Cyrela Brazil Realty 766 0.05 599,576 Banco Bradesco Preferred 4,669 0.32 1,200 Cyrela Commercial Properties SA 3 – 52,812 Banco BTG Pactual 553 0.04 300 Dimed SA Distribuidora de 248,778 Banco do Brasil 2,764 0.19 Medicamentos 25 – 140,985 Banco do Estado do Rio Grande do 77,495 Direcional Engenharia 179 0.01 Sul Preferred 689 0.05 214,992 Duratex 523 0.04 114,142 Banco Pan 210 0.01 131,941 EcoRodovias Infraestrutura e 85,937 Banco Santander Brasil 806 0.06 Logistica 291 0.02 260,729 BB Seguridade Participacoes 1,741 0.12 23,180 Embraer 93 0.01 450,471 BR Malls Participacoes 1,330 0.09 85,691 Embraer ADR 1,360 0.09 53,039 BR Properties 108 0.01 58,200 Enauta Participacoes 153 0.01 25,400 Brasil Brokers Participacoes 27 – 164,347 Energias do Brasil 640 0.04 18,800 Brasilagro Brasileira de Propriedades 99,878 Energisa 949 0.07 Agricolas 64 – 61,990 Eneva 309 0.02 33,210 Braskem ADR 480 0.03 85,642 Engie Brasil Energia 767 0.05 137,215 BRF 833 0.06 86,514 Equatorial Energia 1,637 0.11 51,400 Camil Alimentos 76 0.01 141,031 Estacio 844 0.06 739,675 CCR 2,085 0.15 42,300 Eucatex Industria e Comercio 86,700 Centrais Eletricas Brasileiras 630 0.04 Preferred 41 – 5,999 Centrais Eletricas Brasileiras ADR 43 – 89,397 Even Construtora e Incorporadora 153 0.01 70,900 Centrais Eletricas Brasileiras 44,346 EZ Tec Empreendimentos e Preferred 525 0.04 Participacoes 235 0.02 25,289 Centrais Eletricas Brasileiras 94,697 Fleury 417 0.03 Preferred ADR 176 0.01 23,700 Fras-Le 23 – 5,400 Centrais Eletricas de Santa Catarina Preferred 55 – 16,917 Gafisa 22 – 35,560 Centro de Imagem Diagnosticos 105 0.01 3,784 Gafisa ADR 10 – 72,280 CIA Brasileira de Distribuicao Grupo 72,521 Gerdau 186 0.01 Pao de Acucar Preferred 1,410 0.10 546,412 Gerdau ADR 1,675 0.12 121,059 CIA de Saneamento Basico do 33,387 Gol Linhas Aereas Inteligentes ADR 444 0.03 Estado de Sao Paulo 1,179 0.08 4,500 Grazziotin Preferred 23 – 66,972 CIA de Saneamento Basico do 75,700 Grendene 122 0.01 Estado de Sao Paulo ADR 642 0.05 60,352 Guararapes Confeccoes 201 0.01 34,290 CIA de Saneamento de Minas Gerais 474 0.03 71,414 Hapvida Participacoes e 5,300 CIA de Saneamento do Parana 23 – Investimentos 581 0.04 188,534 CIA de Saneamento do Parana 175,659 Helbor 53 – Preferred 572 0.04 110,523 Hypera 682 0.05 54,650 CIA de Saneamento do Parana Unit 909 0.06 12,600 Industrias Romi 30 – 109,444 CIA de Transmissao de Energia Electrica Paulista Preferred 558 0.04 22,632 Instituto Hermes Pardini 89 0.01 83,926 CIA Energetica de Minas Gerais 323 0.02 125,457 International Meal 204 0.01 41,290 CIA Energetica de Minas Gerais ADR 124 0.01 80,547 Iochpe-Maxion 371 0.03 434,449 CIA Energetica de Minas Gerais 61,390 IRB Brasil Resseguros 1,248 0.09 Preferred 1,331 0.09 108,606 Itau Unibanco 697 0.05 103,299 CIA Energetica de Sao Paulo 922,274 Itau Unibanco Preferred 6,899 0.48 Preferred 578 0.04 624,677 JBS 2,729 0.19 5,842 CIA Energetica do Ceara Preferred 71 0.01 102,400 JHSF Participacoes 61 – 29,400 CIA Ferro Ligas da Bahia Preferred 133 0.01 39,700 JSL 119 0.01 32,400 CIA Hering 199 0.01 14,534 Kepler Weber 58 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 25 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Brazil (continued) Brazil (continued)

346,970 Klabin 1,171 0.08 73,644 Telefonica Brasil ADR 756 0.05 833,204 Kroton Educacional 1,884 0.13 6,500 Terra Santa Agro 20 – 46,820 Light 187 0.01 140,539 TIM Participacoes 336 0.02 262,747 Localiza Rent a Car 2,215 0.15 46,445 TIM Participacoes ADR 548 0.04 14,841 LOG Commercial Properties e 37,076 Totvs 335 0.02 Participacoes 61 – 181,366 Transmissora Alianca de Energia 49,112 Lojas Americanas 134 0.01 Eletrica 1,016 0.07 185,353 Lojas Americanas Preferred 630 0.04 35,900 Trisul 49 – 397,739 Lojas Renner 3,871 0.27 45,103 Tupy 194 0.01 3,500 M Dias Branco 28 – 135,318 Ultrapar Participacoes 561 0.04 32,643 Magazine Luiza 1,415 0.10 90,954 Ultrapar Participacoes ADR 376 0.03 23,300 Mahle-Metal LeveIndustria e 4,433 Unipar Carbocloro 33 – Comercio 119 0.01 38,664 Unipar Carbocloro Preferred 'B' 284 0.02 80,500 Marcopolo 54 – 63,800 Usinas Siderurgicas de Minas Gerais 138 0.01 315,741 Marcopolo Preferred 251 0.02 300,177 Usinas Siderurgicas de Minas Gerais 46,910 Marisa Lojas 74 0.01 Preferred 554 0.04 78,184 Mills Estruturas e Servicos de 1,239,408 Vale 13,251 0.92 Engenharia 96 0.01 48,715 Valid Solucoes 156 0.01 56,136 Movida Participacoes 172 0.01 40,000 Vulcabras Azaleia 55 – 205,695 MRV Engenharia Participacoes 831 0.06 101,135 Weg 446 0.03 36,700 Multiplan Empreendimentos 35,481 Wiz Solucoes e Corretagem de Imobiliarios 210 0.02 Seguros 80 0.01 96,679 Natura Cosmeticos 1,126 0.08 137,827 9.58 18,524 Notre Dame Intermedica Participacoes 153 0.01 Chile 1.24% (1.41%) 138,230 Odontoprev 521 0.04 29,444 Omega Geracao 144 0.01 1,805,934 AES Gener 390 0.03 9,905 Paranapanema 44 – 1,343,752 Aguas Andinas 623 0.04 42,739 Petro Rio 139 0.01 25,692 Banco de Chile ADR 601 0.04 187,962 Petrobras Distribuidora 969 0.07 8,456 Banco de Credito e Inversiones 458 0.03 595,051 Petroleo Brasileiro 3,684 0.26 36,411 Banco Santander Chile ADR 859 0.06 318,033 Petroleo Brasileiro ADR 3,900 0.27 192,543 Besalco 142 0.01 410,962 Petroleo Brasileiro Preference Share 61,312 CAP 552 0.04 ADR 4,596 0.32 550,687 Cencosud 849 0.06 866,098 Petroleo Brasileiro Preferred 4,897 0.34 15,303 CIA Cervecerias Unidas 169 0.01 64,416 Porto Seguro 687 0.05 32,508 CIA Cervecerias Unidas ADR 725 0.05 56,100 Portobello 49 – 10,499,008 CIA Sud Americana de Vapores 284 0.02 28,913 Profarma Distribuidora de Produtos 23 – 297 Clinica Las Condes 13 – 179,971 Qualicorp 852 0.06 57,789 Coca-Cola Embonor 100 0.01 112,806 Raia Drogasil 1,771 0.12 3,943,600 Colbun 626 0.04 95,187 Randon Participacoes Preferred 178 0.01 11,262 Embotelladora Andina ADR 189 0.01 5,765 Restoque Comercio e Confeccoes 84,743 Embotelladora Andina Preferred 'B' 239 0.02 de Roupas 29 – 95,674 Empresa Nacional de 505,569 Rumo 2,163 0.15 Telecomunicaciones 765 0.05 164,750 Santos Brasil Participacoes 148 0.01 254,212 Empresas CMPC 544 0.04 14,200 Sao Carlos Empreendimentos e 76,887 Empresas COPEC 653 0.05 Participacoes 93 0.01 97,570 Empresas Hites 51 – 123,354 Sao Martinho 513 0.04 1,247,221 Empresas La Polar 31 – 22,440 Schulz 37 – 2,330 Empresas Lipigas 14 – 37,996 Ser Educacional 195 0.01 13,881 Empresas Tricot 14 – 64,018 SLC Agricola 233 0.02 6,221,685 Enel Americas 862 0.06 30,752 Smiles Fidelidade 267 0.02 111,687 Enel Americas ADR 780 0.05 12,100 Sonae Sierra Brasil 73 0.01 2,028,287 Enel Americas Rights 21 – 12,200 Springs Global Participacoes 23 – 188,109 Enersis Chile ADR 704 0.05 194,532 Sul America 1,506 0.11 1,716,807 Enersis Chile NPV 128 0.01 1,621 Suzano ADR 22 – 264,968 Engie Energia Chile 370 0.03 240,424 Suzano Papel e Celulose 1,630 0.11 352,651 Enjoy 18 – 17,300 T4F Entretenimento 19 – 32,537 Forus 62 – 45,829 Technos 21 – 617,895 Grupo Security 196 0.01 92,303 Tecnisa 25 – 270,023 Inversiones Aguas Metropolitanas 329 0.02 15,675 Tegma Gestao Logistica 93 0.01 17,806 Inversiones La Construccion 233 0.02 48,500 Telefonica Brasil 500 0.04

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 26 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Chile (continued) China (continued)

39,075,150 Itau CorpBanca 255 0.02 188,500 Bank of Chongqing 88 0.01 14,864 Itau CorpBanca ADR 145 0.01 997,935 Bank of Communications 597 0.04 128,438 Latam Airlines ADR 948 0.07 51,500 Bank of Tianjin 26 – 1,663,978 Masisa 85 0.01 94,000 Baoye 52 – 8,527 Molibdenos y Metales 82 0.01 6,596 Baozun ADR 259 0.02 301,515 Multiexport Foods 126 0.01 51,000 BBI Life Sciences 11 – 292,787 Parque Arauco 635 0.04 722,000 BBMG 182 0.01 52,381 Paz 59 – 648,000 Beijing Capital International Airport 447 0.03 459,817 Ripley 287 0.02 388,000 Beijing Capital Land 109 0.01 133,510 SACI Falabella 678 0.05 137,500 Beijing Enterprises 551 0.04 199,589 Salfacorp 197 0.01 4,460,000 Beijing Enterprises Clean Energy 49 – 182,697 Sigdo Koppers 269 0.02 1,542,000 Beijing Enterprises Medical & Health 37 – 159,501 SMU 33 – 1,636,000 Beijing Enterprises Water 765 0.05 3,037,695 Sociedad Matriz 227 0.02 1,048,000 Beijing Gas Blue Sky 25 – 26,382 Sociedad Quimica y Minera de Chile 190,000 Beijing Jingneng Clean Energy 26 – ADR 647 0.04 284,000 Beijing North Star 83 0.01 1,060 Sociedad Quimica y Minera de Chile 940,000 Beijing Properties 22 – Preferred 26 – 33,000 Beijing Urban Construction Design & 220,091 Socovesa 92 0.01 Development 8 – 216,935 Sonda 235 0.02 102,000 Best Pacific International 27 – 140,376 Vina Concha y Toro 234 0.02 10,159 Bitauto ADR 84 0.01 17,854 1.24 444,000 Bosideng International 97 0.01 China 16.85% (17.05%) 127,000 Boyaa Interactive International 18 – 816,000 Brilliance China Automotive 712 0.05

10,499 21Vianet ADR 64 – 147,000 BYD 699 0.05 310,000 361 Degrees International 48 – 300,500 BYD Electronic International 338 0.02 321,500 3SBio 435 0.03 177,000 C Banner International 6 – 4,192 500.com ADR 35 – 31,000 Cabbeen Fashion 6 – 4,617 51job ADR 274 0.02 206,000 Canvest Environmental Protection 76 0.01 11,160 58.com ADR 547 0.04 335,000 CAR 208 0.02 223,500 AAC Technologies 1,000 0.07 1,200,000 Carnival International 3 – 808,284 Agile Property 853 0.06 18,000 Carpenter Tan 9 – 3,697,540 Agricultural Bank of China 1,220 0.09 90,000 Carrianna 8 – 626,000 Air China 497 0.04 15,654 Cayman Engley Industrial 41 – 267,000 Ajisen China 85 0.01 734,022 CC Land 134 0.01 70,228 Alibaba ADR 9,378 0.65 387,000 Central China Real Estate 135 0.01 222,000 Alibaba Health Information 312,000 Central China Securities 57 – Techonology 168 0.01 819,000 Century Sunshine 18 – 2,250,000 Alibaba Pictures 379 0.03 544,000 CGN New Energy 57 – 1,152,000 Aluminum Corporation of China 321 0.02 2,014,000 CGN Power 437 0.03 10,097 Aluminum Corporation of China ADR 70 0.01 48,000 Changshouhua Food 14 – 158,000 AMVIG 29 – 5,579 Changyou.com ADR 42 – 615,200 Angang Steel 220 0.02 257,000 Chaowei Power 75 0.01 388,500 Anhui Conch Cement 1,919 0.13 5,161 Cheetah Mobile ADR 14 – 162,000 Anhui Expressway 79 0.01 44,000 Chiho Environmental 4 – 267,000 Anta Sports Products 1,444 0.10 716,000 China Aerospace International 35 – 752,000 Anton Oilfield Services 77 0.01 794,200 China Agri-Industries 201 0.01 1,032,000 Anxin-China 40 – 73,500 China Aircraft Leasing 61 0.01 123,000 Aowei 20 – 400,000 China All Access 9 – 30,000 APT Satellite 10 – 82,000 China Animal Healthcare 43 – 228,000 Asia Cement China 289 0.02 102,000 China Animation Characters 20 – 315,000 Asian Citrus 19 – 555,000 China Aoyuan Property 615 0.04 96,000 Ausnutria Dairy 151 0.01 62,000 China Automation 9 – 122,000 AVIC International 'H' 49 – 872,000 China BlueChemical 187 0.01 1,425,816 AVIC International HK 26 – 2,309,000 China Cinda Asset Management 420 0.03 658,000 AviChina Industry & Technology 283 0.02 1,720,744 China CITIC Bank 773 0.05 718,500 BAIC Motor 355 0.03 573,832 China Coal Energy 188 0.01 30,074 Baidu ADR 2,782 0.19 912,845 China Communications Construction 644 0.05 126,000 BAIOO Family Interactive 5 – 552,400 China Communications Services 337 0.02 9,183,119 Bank of China 3,049 0.21 403,500 China Conch Venture 1,120 0.08

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 27 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

China (continued) China (continued)

14,513,591 China Construction Bank 9,844 0.68 64,600 China Merchants Securities 63 0.01 393,000 China COSCO 121 0.01 107,400 China Metal Recycling 102 0.01 908,000 China Datang Renewable Power 74 0.01 132,000 China Metal Resources Utilization 51 – 1,122,000 China Daye Non-Ferrous Metals 1,338,720 China Minsheng Banking 731 0.05 Mining 5 – 1,010,000 China Minsheng Financial 10 – 587,438 China Dili 138 0.01 384,500 China Mobile 2,759 0.19 1,200 China Distance Education ADR 5 – 194,209 China Mobile ADR 6,933 0.48 1,426,000 China Dongxiang 137 0.01 429,000 China Modern Dairy 50 – 550,000 China Dynamics 6 – 1,044,000 China Molybdenum 259 0.02 456,000 China Eastern Airlines 212 0.02 1,640,050 China National Building Material 1,132 0.08 1,287 China Eastern Airlines ADR 30 – 341,692 China New Town Development 6 – 192,000 China Electronics Huada Technology 13 – 153,500 China NT Pharma 12 – 432,000 China Electronics Optics Valley 128,000 China Nuclear Energy Technology 5 – Union 25 – 262,000 China Oceanwide 12 – 588,000 China Energine International 10 – 1,710,000 China Oil and Gas 66 0.01 300,000 China Energy Engineering 29 – 494,000 China Oilfield Services 383 0.03 370,000 China Everbright 431 0.03 676,000 China Oriental 312 0.02 611,000 China Everbright Bank 221 0.02 728,749 China Overseas Grand Oceans 253 0.02 851,740 China Everbright International 620 0.04 954,447 China Overseas Land & Investment 2,770 0.19 792,000 China Evergrande 1,751 0.12 373,815 China Overseas Property 153 0.01 861,200 China Fiber Optic Network System 61 – 459,800 China Pacific Insurance 1,418 0.10 314,000 China Foods 103 0.01 4,531,000 China Petroleum & Chemical 2,428 0.17 530,500 China Galaxy Securities 'H' 248 0.02 11,543 China Petroleum & Chemical ADR 620 0.04 416,000 China Gas 1,220 0.09 1,090,000 China Pharmaceutical 1,384 0.10 126,000 China Glass 6 – 125,000 China Pioneer Pharma 9 – 224,000 China Grand Pharmaceutical and Healthcare 102 0.01 99,000 China Power Clean Energy Development 54 – 196,000 China Greenfresh 16 – 1,164,000 China Power International 240,000 China Greenland Broad Greenstate 14 – Development 223 0.02 32,000 China Hanking 3 – 119,000 China Properties 13 – 273,500 China Harmony New Energy Auto 72 0.01 766,000 China Railway 459 0.03 81,000 China High Precision Automation 10 – 588,568 China Railway Construction 569 0.04 90,000 China High Speed Transmission 376,000 China Railway Signal & Equipment 46 – Communication 215 0.02 618,000 China Hongqiao 344 0.02 376,800 China Rare Earth 21 – 2,713,000 China Huarong Asset Management 372 0.03 1,632,000 China Reinsurance 227 0.02 590,000 China Huishan Dairy 25 – 826,057 China Resources Cement 631 0.04 260,000 China Huiyuan Juice 53 – 218,716 China Resources Enterprise 819 0.06 1,500 China Index ADR 4 – 288,000 China Resources Gas 1,125 0.08 251,200 China International Capital 400 0.03 910,668 China Resources Land 3,162 0.22 155,880 China International Marine 193,000 China Resources Medical 111 0.01 Containers 123 0.01 384,500 China Resources Pharmaceutical 342 0.02 1,076 China International Marine Rights – – 431,207 China Resources Power 494 0.03 1,261,133 China Jinmao 605 0.04 271,000 China Sanjiang Fine Chemicals 45 – 514,000 China Lesso 326 0.02 925,800 China SCE Property 351 0.02 34,236 China Life Insurance ADR 334 0.02 554,000 China Shengmu Organic Milk 17 – 548,000 China Life Insurance 'H' 1,063 0.07 721,500 China Shenhua Energy 1,191 0.08 170,000 China Lilang 123 0.01 93,000 China Shineway Pharmaceutical 66 0.01 187,000 China Logistics Property 53 – 224,000 China Silver 12 – 930,000 China Longyuan Power 470 0.03 98,800 China Singyes Solar Technologies 10 – 134,000 China LotSynergy 4 – 2,089,289 China South City 240 0.02 960,000 China Lumena New Materials 121 0.01 604,000 China Southern Airlines 331 0.02 288,000 China Machinery Engineering 102 0.01 595,000 China Starch 10 – 440,000 China Maple Leaf Educational Systems 137 0.01 570,850 China State Construction International 461 0.03 621,500 China Medical System 449 0.03 75,500 China Sunshine Paper 8 – 110,000 China Meidong Auto 60 0.01 513,000 China Suntien Green Energy 107 0.01 303,000 China Mengniu Dairy 925 0.06 102,000 China Taifeng Beddings 11 – 347,943 China Merchants 466 0.03 475,685 China Taiping Insurance 1,003 0.07 710,203 China Merchants Bank 2,792 0.19 2,382,000 China Telecom 942 0.07 540,000 China Merchants Land 62 – 711 China Telecom ADR 28 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 28 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

China (continued) China (continued)

78,000 China Tian Lun Gas 70 0.01 730,000 CWT International 10 – 15,000 China Tianrui Cement 9 – 382,438 Dah Chong Hong 101 0.01 544,000 China Traditional Chinese Medicine 208 0.02 445,000 Dali Foods 233 0.02 908,000 China Travel International 148 0.01 473,800 Dalian Port 49 – 1,284,486 China Unicom 1,110 0.08 392,000 Daphne International 8 – 85,003 China Unicom ADR 730 0.05 896,000 Datang International Power 26,000 China Unienergy 29 – Generation 177 0.01 270,200 China Vanke 798 0.06 272,000 Dawnrays Pharmaceutical 39 – 57,000 China Vast Industrial Urban 28,000 DBA Telecommunication Asia 6 – Development 19 – 366,000 Differ 17 – 254,000 China Water Affairs 196 0.01 302,500 Digital China 134 0.01 152,000 China Water Industry 13 – 132,600 Dongfang Electric 68 0.01 48,000 China Wood Optimization 9 – 772,000 Dongfeng Motor 498 0.04 162,000 China XLX Fertiliser 38 – 50,400 Dongjiang Environmental 40 – 204,000 China YuHua Education 70 0.01 596,000 Dongyue 289 0.02 275,000 China Yurun Food 27 – 95,000 Dynagreen Environmental Protection 35 – 420,000 China ZhengTong Auto Services 137 0.01 70,000 Dynasty Fine Wines 10 – 641,600 China Zhongwang 254 0.02 624,000 E-Commodities 32 – 660,000 Chinasoft International 255 0.02 175,000 ENN Energy 1,342 0.09 154,000 Chongqing Machinery & Electric 11 – 43,000 Essex Bio-technology 30 – 813,000 Chongqing Rural Commercial Bank 348 0.02 282,000 EVA Precision Industrial 19 – 168,000 Chu Kong Shipping Enterprises 27 – 81,800 Everbright Securities 50 – 1,311,991 CIFI 682 0.05 68,000 Evergreen International 3 – 246,000 Cimc Enric 156 0.01 7,500 Fang ADR 4 – 435,000 Cimc-Tianda 17 – 7,008 Fanhua ADR 185 0.01 86,000 CITIC Dameng 3 – 699,000 Fantasia 99 0.01 881,000 CITIC Pacific 999 0.07 809,000 Far East Horizon 652 0.05 1,006,810 CITIC Resources 62 – 156,000 First Tractor 31 – 331,000 CITIC Securities 544 0.04 404,453 Fosun International 422 0.03 580,000 Citychamp Watch & Jewellery 102 0.01 181,000 Fu Shou Yuan International 125 0.01 47,000 Clear Media 22 – 657,000 FuFeng 281 0.02 204,000 CNOOC 275 0.02 94,200 Fuguiniao 37 – 32,341 CNOOC ADR 4,344 0.30 1,695,000 Fullshare 81 0.01 215,000 COFCO Meat 56 0.01 648,000 Future Land Development 671 0.05 141,000 Cogobuy 30 – 144,800 Fuyao Glass Industry 354 0.03 15,000 Coland 11 – 1,570,000 GCL New Energy 48 – 106,000 Colour Life Services 56 – 5,066,000 GCL-Poly Energy 217 0.02 446,614 Comba Telecom Systems 78 0.01 1,201,000 Geely Automobile 1,620 0.11 1,725,352 Concord New Energy 64 – 1,254,000 Gemdale Properties & Investment 116 0.01 163,000 Consun Pharmaceutical 88 0.01 321,000 Genertec Universal Medical 202 0.01 423,600 Coolpad 31 – 228,800 GF Securities 215 0.02 1,160,000 COSCO SHIPPING Development 114 0.01 1,228,000 Glorious Property 46 – 426,457 COSCO SHIPPING Energy 173,000 Golden Eagle Retail 158 0.01 Transportation 199 0.01 80,000 Golden Meditech 8 – 170,000 COSCO SHIPPING International 42 – 58,000 Goldlion 18 – 656,300 COSCO SHIPPING Ports 510 0.04 67,000 Goldpac 13 – 68,000 Coslight Technology 11 – 3,903,578 GOME Electrical Appliances 327 0.02 182,000 Cosmo Lady China 33 – 181,616 Grand Baoxin Auto 59 0.01 1,877,386 Country Garden 2,247 0.16 1,162,250 Great Wall Motor 655 0.05 315,273 Country Garden Services 575 0.04 342,000 Greatview Aseptic Packaging 154 0.01 2,368,000 CP Pokphand 160 0.01 372,000 Greenland Hong Kong 117 0.01 225,000 CPMC 68 0.01 274,500 Greentown China 154 0.01 151,500 CRCC High-Tech Equipment 26 – 194,000 Greentown Service 124 0.01 473,000 CRRC 312 0.02 584,000 Guangdong Investment 910 0.06 69,000 CSC Financial 40 – 178,000 Guangdong Land 25 – 4,066 CSMall – – 39,000 Guangdong Yueyun Transportation 11 – 42,000 CSSC Offshore & Marine 486,000 Guangshen Railway 130 0.01 Engineering 29 – 448,654 Guangzhou Automobile 377 0.03 858,000 CT Environmental 29 – 38,000 Guangzhou Baiyunshan 62,343 Ctrip.com International ADR 1,814 0.13 Pharmaceutical 135 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 29 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

China (continued) China (continued)

419,200 Guangzhou R&F Properties 635 0.04 52,000 Jutal Offshore Oil Services 4 – 160,000 Guodian Technology & Environment 238,385 K Wah International 109 0.01 'H' 4 – 1,200,000 Kai Yuan 5 – 40,000 Guolian Securities 11 – 721,000 Kaisa 280 0.02 243,000 Guorui Properties 37 – 174,000 Kangda International Environmental 16 – 45,000 Guotai Junan Securities 63 0.01 171,000 Kasen International 98 0.01 337,000 Haichang Ocean Park 44 – 324,153 Kingboard Chemical 710 0.05 241,000 Haier Electronics 524 0.04 490,043 Kingboard Laminates 354 0.03 598 Hailiang Education ADR 27 – 341,600 Kingdee International Software 291 0.02 267,000 Haitian International 437 0.03 218,000 Kingsoft 372 0.03 538,800 Haitong Securities 'H' 476 0.03 35,000 Koradior 27 – 1,886,000 Hanergy Thin Film Power 744 0.05 1,378,000 Kunlun Energy 946 0.07 161,000 Harbin Bank 26 – 507,459 KWG Property 406 0.03 302,000 Harbin Electric 120 0.01 20,041 Lai Fung 17 – 41,000 Harmonicare Medical 8 – 79,200 Le Saunda 7 – 150,000 HC 48 – 18,000 Lee & Man Chemical 7 – 72,500 Health and Happiness H&H 586,800 Lee & Man Paper Manufacturing 324 0.02 International 324 0.02 96,500 Lee's Pharmaceutical 51 – 235,000 Henderson Investment 16 – 54,800 Legend 102 0.01 238,878 Hengan International 1,385 0.10 4,215 Legend Rights – – 978,800 Hengdeli 40 – 8,000 Lemtech 27 – 2,456,000 HengTen Networks 46 – 2,362,000 Lenovo 1,440 0.10 519,000 Hi Sun Technology China 66 0.01 102,000 Leoch International Technology 6 – 243,000 Hilong 21 – 6,137 LexinFintech ADR 54 0.01 109,000 Hisense Home Appliances 104 0.01 85,000 Leyou Technologies 20 – 75,906 HKC 39 – 424,000 Li Ning 788 0.06 686,969 HongHua 47 – 193,000 Lifestyle China 49 – 45,000 Honworld 17 – 512,000 Lifetech Scientific 73 0.01 36,000 Hopefluent 8 – 35,467 Link Motion ADR 4 – 248,000 Hopson Development 212 0.02 174,000 Lisi 15 – 1,360,485 Hua Han Health Industry 73 0.01 35,037 Livzon Pharmaceutical 92 0.01 147,000 Hua Hong Semiconductor 224 0.02 127,500 LK Technology 9 – 766,000 Huadian Fuxin Energy 109 0.01 502,000 Logan Property 639 0.04 450,000 Huadian Power International 140 0.01 486,000 Longfor Properties 1,442 0.10 2,840 Huajun 3 – 45,000 LongiTech Smart Energy 3 – 3,053 Huaneng Power International ADR 56 – 825,000 Lonking 172 0.01 876,000 Huaneng Power International 'H' 406 0.03 487,000 Luye Pharma 278 0.02 2,346,000 Huaneng Renewables 507 0.04 20,000 LVGEM China Real Estate 210,000 Huatai Securities 285 0.02 Investment 6 – 162,000 Huazhong In-Vehicle 24 – 590,000 Maanshan Iron & Steel 185 0.01 35,229 Huazhu ADR 1,007 0.07 484,000 Maoye International 25 – 108,500 Huishang Bank 35 – 766,000 Metallurgicalof China 162 0.01 204,000 Hydoo International 7 – 62,000 Min Xin 27 – 39,500 IMAX China 76 0.01 359,000 Mingfa International 68 0.01 8,896,503 Industrial & Commercial Bank of 504,000 Minmetals Land 64 – China 5,109 0.36 262,000 Minsheng Education 39 – 43,700 Inner Mongolia Yitai Coal 28 – 230,000 Minth 489 0.03 68,000 Inspur International 26 – 1,074,000 MMG 296 0.02 48,292 JD.com ADR 1,153 0.08 292,600 Modern Land China 33 – 516,000 Jiangnan 17 – 46,575 Momo ADR 1,314 0.09 366,000 Jiangsu Expressway 410 0.03 3,200,000 Nan Hai 50 – 318,000 Jiangxi Copper 333 0.02 64,000 NetDragon Websoft 125 0.01 268,672 Jiayuan International 93 0.01 16,058 NetEase ADR 3,237 0.23 124,000 Jinchuan International Resources 8 – 28,500 New Century Healthcare 11 – 95,000 Jingrui 22 – 126,600 New China Life Insurance 486 0.03 9,849 JinkoSolar ADR 168 0.01 15,169 New Oriental Education & 58,000 JNBY Design 84 0.01 Technology ADR 1,154 0.08 1,114,000 Joy City 108 0.01 132,000 New World Department Store 20 – 324,000 Ju Teng International 61 – 431,000 Nexteer Automotive 423 0.03 24,814 Jumei International ADR 48 – 805,000 Nine Dragons Paper 561 0.04

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 30 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

China (continued) China (continued)

5,455 Noah ADR 183 0.01 1,070,000 Shanghai Zendai Property 12 – 3,710,000 North Mining Shares 8 – 66,000 Shengjing Bank 39 – 358,000 NVC Lighting 23 – 256,000 Shenguan 9 – 108,000 O-Net Communications 46 – 246,000 Shenzhen Expressway 233 0.02 128,400 Orient Securities 66 0.01 286,416 Shenzhen International 447 0.03 112,000 Overseas Chinese Town Asia 32 – 1,102,035 Shenzhen Investment 320 0.02 49,000 Ozner Water International 6 – 159,000 Shenzhou International 1,719 0.12 116,000 Pacific Online 18 – 485,000 Shimao Property 1,165 0.08 890,000 Panda Green Energy 20 – 2,004,000 Shougang Concord International 347,000 Parkson Retail 23 – Enterprises 54 – 308,000 Pax Global Technology 97 0.01 889,126 Shougang Fushan Resources 153 0.01 912,000 People's Insurance of China 'H' 281 0.02 1,412,644 Shui on Land 257 0.02 3,264,000 PetroChina 1,420 0.10 586,000 Shunfeng International Clean Energy 17 – 7,525 PetroChina ADR 327 0.02 274,000 Sichuan Expressway 66 0.01 424,000 Phoenix Media Investment 30 – 1,336,000 Sihuan Pharmaceutical 236 0.02 10,192 Phoenix New Media ADR 26 – 464,000 Silver Grant International 70 0.01 1,453,492 PICC Property & Casualty 1,237 0.09 10,986 SINA 374 0.03 948,500 Ping An Insurance 8,980 0.62 1,820,500 Sino Biopharmaceutical 1,466 0.10 790,000 Poly (Hong Kong) 228 0.02 495,000 Sino Oil And Gas 6 – 27,600 Poly Culture 22 – 952,000 Sinofert 82 0.01 339,000 Postal Savings Bank of China 159 0.01 536,000 Sinolink Worldwide 29 – 538,000 Pou Sheng International 97 0.01 45,000 SinoMedia 7 – 530,000 Powerlong Real Estate 208 0.02 1,125,413 Sino-Ocean Land 376 0.03 53,200 Prosperity International 1 – 407,000 Sinopec Engineering 271 0.02 81,000 PW Medtech 8 – 394,000 Sinopec Kantons 130 0.01 88,000 Q Technology 53 – 102,000 Sinopec Oilfield Service 10 – 236,000 Qingdao Port International 136 0.01 1,203,000 Sinopec Shanghai Petrochemical 375 0.03 312,000 Qingling Motors 63 – 355,600 Sinopharm 987 0.07 139,500 Qinhuangdao Port 21 – 201,400 Sinosoft Technology 45 – 33,975 Qinqin Foodstuffs Cayman 8 – 562,000 Sinotrans 161 0.01 34,000 Qunxing Paper 7 – 290,500 Sinotruk 396 0.03 34,500 Real Gold Mining 31 – 750,000 Skyfame Realty 92 0.01 86,635 Red Star Macalline 60 0.01 551,949 Skyworth Digital 117 0.01 302,000 Redco Properties 102 0.01 342,400 SMI 81 0.01 54,000 Regal International Airport 30 – 790,000 Soho China 219 0.02 78,000 Road King Infrastructure 127 0.01 7,846 Sohu.com ADR 86 0.01 148,000 Ronshine China 144 0.01 272,000 Sparkle Roll 7 – 324,500 Sany Heavy Equipment International 92 0.01 199,000 Spring Real Estate Investment Trust 67 0.01 38,366 Seaspan 296 0.02 322,000 Springland International 49 – 812,400 Semiconductor Manufacturing 338,000 SPT Energy 28 – International 713 0.05 1,648,000 SRE Global 15 – 32,749 Semiconductor Manufacturing 500,503 SSY 356 0.03 International ADR 142 0.01 226,000 Starrise Media 27 – 158,249 Shandong Chenming Paper 55 – 722,500 Sun Art Retail 539 0.04 584,000 Shandong Weigao Medical Polymer 417 0.03 54,000 Sun King Power Electronics 6 – 49,400 Shandong Xinhua Pharmaceutical 19 – 771,000 Sunac China 2,984 0.21 376,000 Shanghai Electric 107 0.01 4,000 Sunjuice 20 – 93,000 Shanghai Fosun Pharmaceutical 222 0.02 185,500 Sunny Optical Technology 1,509 0.11 58,000 Shanghai Fudan Microelectronics 53 – 59,000 Sunshine 100 China 9 – 72,000 Shanghai Fudan-Zhangjiang 390,000 Symphony 36 – Bio-Pharmaceutical 42 – 50,513 TAL Education ADR 1,517 0.11 9,300 Shanghai Haohai Biological Technology 40 – 88,000 Tang Palace China 12 – 213,000 Shanghai Industrial 364 0.03 7,364 Tarena International ADR 15 – 674,000 Shanghai Industrial Urban 4,870,000 Taung Gold International 19 – Development 101 0.01 261,000 TCL Electronics 99 0.01 574,569 Shanghai Jin Jiang International 1,050,000 Tech Pro Technology Development 7 – Hotels 92 0.01 186,000 Technovator International 19 – 25,400 Shanghai La Chapelle Fashion 9 – 761,800 Tencent 27,096 1.88 211,700 Shanghai Pharmaceuticals 328 0.02 18,000 Tenfu Cayman 9 – 260,000 Shanghai Prime Machinery 25 – 231,000 Tenwow International 9 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 31 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

China (continued) China (continued)

121,500 Texhong Textile 107 0.01 31,000 YiChang HEC ChangJiang 122,000 Tian An China Investment 48 – Pharmaceutical 122 0.01 106,000 Tian Ge Interactive 20 – 172,000 Yida China 40 – 116,000 Tian Shan Development 31 – 116,000 Yihai International 475 0.03 162,000 Tiangong International 40 – 104,000 Yip's Chemical 26 – 116,000 Tianjin Capital Environmental 3,203 Yirendai ADR 35 – Protection 34 – 158,770 Youyuan International 37 – 112,000 Tianjin Development 28 – 702,000 YuanShengTai Dairy Farm 11 – 816,000 Tianjin Port Development 67 0.01 2,759,612 Yuexiu Property 493 0.03 368,000 Tianneng Power International 234 0.02 399,000 Yuexiu Real Estate Investment Trust 215 0.02 126,000 Tianyun International 14 – 205,125 Yuexiu Transport Infrastructure 132 0.01 133,000 Tibet Water Resources 29 – 68,991 Yum China 2,510 0.18 189,000 Tibet Water Resources Limited 41 – 110,000 Yunnan Water Investment 23 – 76,000 Time Watch Investments 8 – 5,000 Yusin 9 – 626,000 Tingyi Cayman Islands 824 0.06 596,330 Yuzhou Properties 221 0.02 245,596 Tomson 55 – 11,663 YY ADR 641 0.05 150,000 Tong Ren Tang Technologies 141 0.01 234,000 Zhaojin Mining Industry 206 0.01 1,210,000 Tongda 73 0.01 388,000 Zhejiang Expressway 322 0.02 19,800 Tonly Electronic 10 – 62,200 Zhengzhou Coal Mining Machinery 22 – 112,000 Top Spring International 20 – 520,000 Zhong An Real Estate 15 – 260,269 Towngas China 148 0.01 237,500 Zhongsheng 520 0.04 314,000 TPV Technology 74 0.01 62,000 Zhongyu Gas 50 – 176,000 Travelsky Technology 279 0.02 223,000 Zhou Hei Ya International 95 0.01 296,000 Trigiant 38 – 462,000 Zhuguang 52 – 38,000 Trony Solar 2 – 88,000 Zhuhai 7 – 578,000 Truly International 64 – 120,300 Zhuzhou CRRC Times Electric 499 0.04 46,000 Tsaker Chemical 16 – 1,874,000 Zijin Mining 598 0.04 56,000 Tsingtao Brewery 281 0.02 444,600 Zoomlion Heavy Industry Science 7,205 Tuniu ADR 18 – and Technology 230 0.02 401,947 Uni-President China 351 0.02 80,356 ZTE 182 0.01 2,528,000 United Energy 390 0.03 65,470 ZTO Express Cayman ADR 986 0.07 605,800 V1 12 – 242,404 16.85 74,690 Victory New Materials 35 – Colombia 0.51% (0.44%) 86,000 Vinda International 115 0.01

123,288 Vipshop ADR 839 0.06 115,949 Almacenes Exito 476 0.03 1,712,000 Want Want China 1,097 0.08 191,678 Avianca Taca 72 – 218,000 Wasion 63 – 42,626 Banco Davivienda 420 0.03 16,805 Weibo ADR 576 0.04 15,304 Banco de Bogota 254 0.02 793,840 Weichai Power 1,056 0.07 55,210 Bancolombia 522 0.04 100,500 Weiqiao Textile 25 – 20,160 Bancolombia ADR 811 0.06 1,150,000 West China Cement 138 0.01 8,850 Bolsa de Valores de Colombia 27 – 142,000 Wisdom Education International 59 0.01 221,765 Celsia 236 0.02 85,000 Wison Engineering Services 8 – 188,334 Cementos Argos 346 0.02 124,000 Xiabuxiabu Catering Management 63,625 Constructora Conconcreto 8 – China 142 0.01 37,273 Corporacion Financiera Colombiana 227 0.02 398,000 Xiamen International Port 41 – 1,122,489 Ecopetrol 808 0.06 332,831 Xingda International 74 0.01 438,698 Empresa de Energia de Bogota 228 0.02 137,000 Xinhua Winshare Publishing and Media 76 0.01 85,685 Empresa De Telecomunicaciones De Bogota 5 – 212,747 Xinjiang Goldwind Science & Technology 183 0.01 79,564 Grupo Argos 339 0.02 265,000 Xinjiang Xinxin Mining Industry 15 – 31,750 Grupo Argos Preference 108 0.01 1,080,412 Xinyi Solar 415 0.03 38,434 Grupo Aval Acciones y Valores ADR 241 0.02 9,800 Xinyuan Real Estate ADR 32 – 486,445 Grupo Aval Acciones y Valores Preferred 153 0.01 334,000 XTEP International 159 0.01 57,932 Grupo De Inversiones Suramericana 487 0.03 12,290 Xunlei ADR 25 – 25,497 Grupo de Inversiones Suramericana 258,000 Yadea 64 0.01 Preference 199 0.01 1,430,000 Yanchang Petroleum International 13 – 62,117 Grupo Nutresa 383 0.03 40,000 Yangtze Optical Fibre and Cable 64 – 205,467 Interconexion Electrica 903 0.06 794,000 Yanzhou Coal Mining 583 0.04 28,740 Mineros 19 – 171,000 Yashili International 20 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 32 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Colombia (continued) Hungary 0.35% (0.39%)

10,104 Promigas 15 – 18,697 CIG Pannonia Life Insurance 19 – 7,287 0.51 275,104 Magyar Telekom Telecommunications 321 0.02 Cyprus 0.00% (0.00%) 253,691 MOL Hungarian Oil & Gas 2,208 0.15 49,082 OTP Bank 1,537 0.11 3,890 Global Ports Investments 9 – 67,383 Richter Gedeon Nyrt 975 0.07 9 – 5,060 0.35

Czech Republic 0.20% (0.21%) India 12.56% (13.01%)

47,401 Ceske Energeticke Zavody 904 0.06 1,088 3M India 287 0.02 23,654 Komercni Banka 742 0.05 3,734 5Paisa Capital 9 – 348,887 Moneta Money Bank 942 0.07 3,734 5Paisa Capital Rights 6 – 20,647 O2 Czech Republic 160 0.01 3,808 Aarti Drugs 23 – 275 Philip Morris 131 0.01 10,590 Aarti Industries 215 0.02 2,879 0.20 10,928 ABB 200 0.01 Egypt 0.09% (0.08%) 703 Abbott India 71 0.01 23,319 ACC 416 0.03

394,691 Commercial International Bank 2,070 Accelya Kale Solutions 20 – Egypt GDR 1,314 0.09 11,185 Action Construction Equipment 12 – 25,674 Egyptian Financial Group-Hermes 118,391 Adani Enterprises 202 0.01 GDR 39 – 167,660 Adani Gas 324 0.02 1,353 0.09 127,589 Adani Green Energy 65 0.01 Germany 0.00% (0.00%) 517,452 Adani Power 303 0.02 95,406 Adani Transmissions 242 0.02 289,825 Aditya Birla Capital 303 0.02 Greece 0.34% (0.26%) 102,605 Aditya Birla Fashion and Retail 250 0.02 15,910 Advanced Enzyme Technologies 31 – 48,025 ADMIE 88 0.01 31,320 Aegis Logistics 71 0.01 21,072 Aegean Airlines 154 0.01 2,922 Agro Tech Foods 17 – 62,861 Alpha Bank 99 0.01 4,065 Ahluwalia Contracts India 15 – 19,414 Athens Water Supply & Sewage 127 0.01 13,248 AIA Engineering 271 0.02 4,992 Autohellas 27 – 14,498 Ajanta Pharma 158 0.01 108 Bank of Greece 1 – 4,922 Akzo Nobel 101 0.01 41,015 Ellaktor 70 – 50,442 Alembic 25 – 272,818 Eurobank Ergasias 211 0.01 22,042 Alembic Pharmaceuticals 128 0.01 10,904 Folli Follie 47 – 1,033 Alkyl Amines Chemicals 10 – 25,200 Fourlis 116 0.01 246,413 Allahabad Bank 140 0.01 51,004 GEK Terna Real Estate Construction 256 0.02 38,723 Allcargo Logistics 47 – 20,347 Hellenic Exchanges 89 0.01 19,537 Amara Raja Batteries 138 0.01 19,433 Hellenic Petroleum 161 0.01 180,584 Ambuja Cements 438 0.03 58,961 Hellenic Telecommunication 687 0.05 42,645 Amtek Auto 1 – 17,383 Iaso 23 – 86,605 Anant Raj Industries 29 – 9,635 Intracom 8 – 222,353 Andhra Bank 60 – 43,059 Intralot - Integrated Lottery Systems 1,583 Andhra Sugars 6 – & Services 17 – 2,883 Anveshan Heavy Engineering 16 – 33,899 Jumbo 514 0.04 5,610 Apar Industries 37 – 13,101 Lamda Development 106 0.01 3,938 APL Apollo Tubes 67 0.01 503,598 Marfin Investment 58 – 3,388 Apollo Hospitals Enterprise 53 – 20,263 Motor Oil Hellas Corinth Refineries 409 0.03 175,349 Apollo Tyres 400 0.03 40,121 Mytilineos 365 0.03 77,856 Arvind 56 – 60,958 National Bank of Greece 131 0.01 15,571 Arvind Fashions 121 0.01 41,357 Opap 363 0.02 32,737 Asahi India Glass 81 0.01 44,049 Piraeus Bank 120 0.01 12,619 Ashiana Housing 18 – 3,808 Piraeus Port Authority 75 – 717,071 Ashok Leyland 715 0.05 48,025 Public Power 81 0.01 49,512 Ashoka Buildcon 79 0.01 8,219 Sarantis 66 – 71,295 Asian Paints 1,104 0.08 18,487 Terna Energy 116 0.01 5,366 Astra Microwave Products 5 – 921 Thessaloniki Port Authority 24 – 13,803 Astral Polytechnik 209 0.02 14,724 Titan Cement 227 0.02 683 AstraZeneca Pharma India 16 – 4,836 0.34

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 33 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) India (continued)

4,823 Atul 219 0.02 1,926 Cera Sanitaryware 65 0.01 154,282 Aurobindo Pharma 1,070 0.08 33,116 CESC 296 0.02 3,261 Automotive Axles 40 – 237,525 CG Power and Industrial Solutions 77 0.01 17,208 Avanti Feeds 69 0.01 76,030 Chambal Fertilizers & Chemicals 151 0.01 23,130 Avenue Supermarts 369 0.03 16,750 Chennai Petroleum 40 – 223,809 Axis Bank 2,067 0.14 125,864 Chennai Super Kings Cricket 3 – 27,536 Axis Bank GDR 1,263 0.09 135,165 Cholamandalam Investment and 24,293 Bajaj 91 0.01 Finance 438 0.03 36,550 Bajaj Auto 1,179 0.08 123,749 Cipla 781 0.06 12,206 Bajaj Electricals 74 0.01 143,330 City Union Bank 356 0.03 46,215 Bajaj Finance 1,941 0.14 276,119 Coal India 797 0.06 7,575 Bajaj Financial Services 738 0.05 11,578 Cochin Shipyard 50 – 240,225 Bajaj Hindusthan 21 – 20,382 Coffee Day Enterprises 53 – 19,408 Bajaj Holdings and Investment 798 0.06 32,321 Colgate-Palmolive 415 0.03 5,453 Balaji Amines 23 – 93,323 Container Corporation of India 605 0.04 11,974 Balaji Telefilms 8 – 53,494 Coromandel International 258 0.02 49,636 Balkrishna Industries 428 0.03 198,961 Corporation Bank 58 – 23,576 Balmer Lawrie 49 – 54,556 Cox & Kings 23 – 98,729 Balrampur Chini Mills 158 0.01 18,185 Cox & Kings Financial Service 1 – 15,683 Ban Products India 21 – 10,877 Credit Analysis And Research 116 0.01 274,728 Bank of Baroda 379 0.03 7,941 Crisil 133 0.01 284,752 Bank of Maharashtra 51 – 193,584 Crompton Greaves Consumer Electricals 514 0.04 863 Bannari Amman Sugars 14 – 21,500 Cummins 187 0.01 4,318 BASF 66 0.01 27,481 Cyient 170 0.01 12,986 Bata India 214 0.02 175,025 Dabur 797 0.06 1,990 Bayer CropScience 79 0.01 31,696 Dalmia Bharat 377 0.03 110,231 Berger Paints India 399 0.03 27,984 DB 61 – 30,111 Bhansali Engineering Polymers 22 – 24,930 DCM Shriram 160 0.01 326,800 Bharat Electronics 420 0.03 18,910 Deepak Fertilizers & Petrochemicals 23 – 23,937 Bharat Financial Inclusion 245 0.02 15,105 Deepak Nitrite 50 – 112,535 Bharat Forge 576 0.04 17,957 Delta 35 – 293,769 Bharat Petroleum 1,312 0.09 102,101 Development Credit Bank 275 0.02 103 Bharat Rasayan 5 – 94,705 Dewan Housing Finance 79 0.01 788,566 Bharti Airtel 3,118 0.22 3,166 DFM Foods 9 – 114,556 Bharti Infratel 348 0.02 13,738 Dhampur Sugar Mills 30 – 94,896 Biocon 271 0.02 7,453 Dhanuka Agritech 37 – 12,082 Birla 81 0.01 8,306 Digicontent 1 – 18,884 Bliss Gvs Pharma 33 – 22,846 Dilip Buildcon 127 0.01 2,132 Blue Dart Express 65 0.01 182,258 Dish TV India 56 – 9,910 Blue Star 88 0.01 38,151 Dishman Carbogen Amcis 98 0.01 31,136 Bodal Chemicals 35 – 23,226 Divis Laboratories 423 0.03 43,984 Bombay Dyeing & Manufacturing 55 – 341 Dixon Technologies India 9 – 13,947 Borosil Glass Works 27 – 261,925 DLF 564 0.04 1,743 Bosch 325 0.02 12,181 Dr Lal PathLabs 149 0.01 21,787 Brigade Enterprises 64 0.01 6,204 Dr. Reddy's Laboratories 181 0.01 18,660 Britannia Industries 584 0.04 36,933 Dr. Reddy's Laboratories ADR 1,090 0.08 7,195 BSE 50 – 1,059 Dynamatic Technologies 17 – 98,426 Cadila Healthcare 270 0.02 12,619 Eclerx Services 111 0.01 22,605 Can Fin Homes 92 0.01 257,780 Edelweiss Financial Services 500 0.04 94,236 Canara Bank 305 0.02 4,971 Eicher Motors 1,085 0.08 4,051 Capacit'e Infraprojects 12 – 42,317 EID Parry 88 0.01 11,711 Caplin Point Laboratories 60 – 74,964 EIH 156 0.01 30,009 Carborundum Universal 122 0.01 29,918 Electrosteel Castings 6 – 120,916 Castrol India 183 0.01 14,181 Elgi Equipments 42 – 34,987 CCL Productions 101 0.01 48,368 Emami 164 0.01 13,681 Ceat 144 0.01 7,115 Endurance Technologies 89 0.01 32,402 Central Bank of India 8 – 85,556 Engineers India 118 0.01 10,331 Central Depository Services India 26 – 1,761 Entertainment Network India 9 – 36,890 Century Plyboards India 70 0.01 10,335 Eris Lifesciences 60 – 18,912 Century Textiles & Industries 205 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 34 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) India (continued)

8,644 Eros Internation Media 2 – 4,254 Gulf Oil Lubricant 42 – 38,796 Escorts 237 0.02 222,781 GVK Power & Infrastructure 15 – 45,186 Essel Propack 67 0.01 234 Hatsun Agro Product 1 – 21,833 Eveready Industries India 20 – 5,816 Hatsun Agro Products 47 – 196 Excel Crop Care 7 – 95,785 Havells 856 0.06 969 Excel Industries 11 – 22,138 HBL Power Systems 6 – 102,656 Exide Industries 236 0.02 190,627 HCL Technologies 2,317 0.16 24,198 FDC 51 – 163,758 HDFC Bank 4,560 0.32 891,044 Federal Bank 1,097 0.08 38,704 HDFC Life Insurance 205 0.02 8,513 Federal-Mogul Goetze India 52 – 9,969 HealthCare Global Enterprises 18 – 34,292 Finolex Cables 172 0.01 3,495 HEG 58 – 21,592 Finolex Industries 125 0.01 35,159 HeidelbergCement India 78 0.01 126,039 Firstsource Solutions 71 0.01 5,550 Heritage Foods 26 – 115,067 Fortis Healthcare 170 0.01 20,208 Hero Motocorp 596 0.04 93,884 Future Enterprise Retail 38 – 892 Hester Biosciences 18 – 10,179 Future Lifestyle Fashions 54 – 58,075 Hexaware Technologies 250 0.02 50,407 Future Retail 278 0.02 27,312 Hikal 53 – 29,208 Gabriel India 37 – 1,544 HIL 28 – 361,565 Gail India 1,286 0.09 321,054 Himachal Futuristic Communications 71 0.01 3,496 Garware Technical Fibres 49 – 48,046 Himadri Speciality Chemical 57 – 17,194 Gateway Distriparks 26 – 21,561 Himatsingka Seide 40 – 14,511 Gati 12 – 446,216 Hindalco Industries 1,054 0.07 34,541 Gayatri Projects 63 0.01 4,658 Hinduja Global Solutions 34 – 17,486 GE T&D India 47 – 5,768 Hindustan Oil Exploration 8 – 6,580 General Insurance Corporation of 279,492 Hindustan Petroleum 922 0.06 India 16 – 155,809 Hindustan Unilever 3,176 0.22 7,389 Geojit Financial Services 3 – 967 Honda SIEL Power Products 10 – 25,818 GHCL 70 0.01 795 Honeywell Automation 226 0.02 16,729 GIC Housing Finance 47 – 70,138 Hotel Leela Venture 7 – 2,980 Gillette India 253 0.02 173,467 Housing Development & 3,819 GlaxoSmithKline Consumer Infrastructure 33 – Healthcare 335 0.02 199,243 Housing Development Finance 4,982 0.35 8,290 Glaxosmithkline Pharmaceuticals 113 0.01 18,664 HSIL 55 – 74,618 Glenmark Pharmaceuticals 377 0.03 33,226 HT Media 11 – 1,167 GM Breweries 7 – 14,567 Huhtamaki PPL 43 – 885,387 GMR Infrastructure 151 0.01 325,616 ICICI Bank 1,622 0.11 7,282 Godfrey Phillips 69 0.01 95,678 ICICI Bank ADR 949 0.07 4,520 Godrej Agrovet 26 – 21,875 ICICI Lombard General Insurance 276 0.02 118,087 Godrej Consumer Products 893 0.06 77,049 ICICI Prudential Life Insurance 342 0.02 28,851 Godrej Industries 159 0.01 4,281,940 Idea Cellular 589 0.04 11,159 Godrej Properties 127 0.01 882,071 IDFC Bank 437 0.03 77,330 Granules India 85 0.01 4,607 IFB Industries 40 – 17,675 Graphite 68 0.01 468,483 IFCI 49 – 112,231 Grasim Industries 1,171 0.08 1,725 IG Petrochemicals 5 – 33,809 Great Eastern Shipping 102 0.01 2,870 Igarashi Motors India 9 – 45,917 Greaves Cotton 76 0.01 89,174 IIFL Securities 112 0.01 26,431 Greenply Industries 49 – 12,739 IIFL Wealth Management 112 0.01 15,676 Grindwell Norton 106 0.01 47,782 IL&FS Transportation Networks 2 – 79,304 Gruh Finance 251 0.02 125,864 India Cements 143 0.01 14,380 Gujarat Alkalies & Chemicals 85 0.01 4,829 India Glycols 13 – 21,221 Gujarat Ambuja Exports 40 – 89,174 India Infoline 143 0.01 17,541 Gujarat Fluorochemicals 183 0.01 192,805 Indiabulls Housing Finance 1,335 0.09 80,805 Gujarat Gas 159 0.01 4,751 Indiabulls Integrated Services 10 – 22,010 Gujarat Industries Power 19 – 147,146 Indiabulls Real Estate 191 0.01 53,275 Gujarat Mineral Development 46 – 4,410 Indiabulls Ventures 7 – 29,895 Gujarat Narmada Valley Fertilizers & 44,623 Indiabulls Ventures Limited 139 0.01 Chemicals 79 0.01 66,273 Indian Bank 197 0.01 124,076 Gujarat Pipavav Port 124 0.01 168,395 Indian Hotels 302 0.02 43,154 Gujarat State Fertilisers & Chemicals 45 – 6,004 Indian Hume Pipe 19 – 95,006 Gujarat State Petronet 211 0.02 473,994 Indian Oil 842 0.06

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 35 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) India (continued)

554,783 Indian Overseas Bank 77 0.01 45,187 KEC International India 167 0.01 110,041 IndianOil 223 0.02 17,050 KEI Industries 93 0.01 22,523 Indo Count Industries 8 – 8,667 Kesoram Industries 6 – 10,008 Indoco Remedies 19 – 5,986 Kiri Industries 35 – 105,205 Indraprastha Gas 378 0.03 16,233 Kirloskar Brothers 34 – 44,954 IndusInd Bank 728 0.05 15,811 Kirloskar Oil Engines 34 – 1,541 INEOS Styrolution India 8 – 25,516 KNR Constructions 81 0.01 107,673 Infibeam Avenues 54 – 9,158 Kolte-Patil Developers 23 – 12,812 Info Edge India 328 0.02 113,259 Kotak Mahindra Bank 1,906 0.13 276,196 Infosys ADR 2,327 0.16 112,028 KPIT Cummins Infosystems 110 0.01 622,224 Infosys Techonolgies 5,192 0.36 104,045 KPIT Technologies 115 0.01 529,387 Infrastructure Development Finance 209 0.02 12,552 KPR Mill 88 0.01 5,082 Ingersoll-Rand India 37 – 39,039 KRBL 137 0.01 26,983 Inox Leisure 101 0.01 2,013 KSB Pumps 16 – 12,935 Inox Wind 10 – 8,690 La Opala Rights 20 – 3,163 Insecticides India 23 – 567 Lakshmi Machine Works 34 – 20,428 Intellect Design Arena 62 0.01 52,308 Lakshmi Vilas Bank 39 – 37,092 InterGlobe Aviation 659 0.05 17,445 Laurus Labs 67 0.01 7,539 International Paper 37 – 4,796 LG Balakrishnan & Bros 18 – 21,076 Ipca Laboratories 221 0.02 180,417 LIC Housing Finance 1,146 0.08 82,668 IRB Infrastructure Developers 90 0.01 56,840 LT Foods 16 – 763,386 ITC 2,384 0.17 703 Lumax Industries 10 – 33,990 ITD Cementation India 41 – 118,929 Lupin 1,022 0.07 14,827 J Kumar Infraprojects 27 – 1,680 LUX Industries 23 – 43,738 Jagran Prakashan 54 – 34,559 Madras Cements 310 0.02 30,045 Jai 35 – 83,716 Magma Fincorp 124 0.01 201,302 Jain Irrigation Systems 59 – 18,233 Mahanagar Gas 177 0.01 682,759 Jaiprakash Associates 24 – 1,949 Maharashtra Scooters 102 0.01 278,925 Jaiprakash Power Ventures 6 – 13,592 Maharashtra Seamless 66 0.01 123,240 Jammu & Kashmir Bank 57 – 248,720 Mahindra & Mahindra 1,858 0.13 39,000 Jamna Auto Industries 23 – 155,437 Mahindra & Mahindra Financial 12,586 JB Chemicals & Pharmaceuticals 54 – Services 685 0.05 10,849 Jindal Poly Films 31 – 2,698 Mahindra & Mahindra GDR 20 – 93,501 Jindal Saw 89 0.01 54,470 Mahindra Cie Automotive 143 0.01 83,599 Jindal Stainless 34 – 26,312 Mahindra Holidays & Resorts 70 0.01 41,309 Jindal Stainless Hisar 37 – 12,703 Mahindra Lifespace Developers 57 – 251,996 Jindal Steel & Power 408 0.03 4,354 Mahindra Logistics 24 – 12,577 JK Cement 143 0.01 2,452 Maithan Alloys 16 – 17,092 JK Lakshmi Cement 66 0.01 4,807 Majesco 30 – 38,112 JK Paper 53 – 43,236 Man Infraconstruction 14 – 36,740 JK Tyre & Industries 34 – 280,003 Manappuram Finance 442 0.03 177,920 JM Financial 155 0.01 98,697 Mangalore Refinery & Petrochemicals 68 0.01 23,973 JMC Projects India 37 – 21,516 Manpasand Beverages 9 – 2,796 Johnson Controls-Hitachi Air Conditioning India 55 – 188,858 Marico 797 0.06 258,060 JSW Energy 196 0.01 105,971 Marksans Pharma 25 – 545,841 JSW Steel 1,721 0.12 27,015 Maruti Suzuki 2,014 0.14 22,719 JTEKT India 25 – 5,233 MAS Financial Services 36 – 33,242 Jubilant Foodworks 467 0.03 6,244 Mastek 34 – 47,811 Jubilant Life Sciences 281 0.02 63,075 MAX 292 0.02 16,776 Just Dial 144 0.01 49,238 Max India 38 – 27,868 Jyothy Laboratoties 50 – 7,253 Mayur Uniquoters 23 – 32,629 Kajaria Ceramics 217 0.02 25,588 McLeod Russel 5 – 27,773 Kalpataru Power Transmission 166 0.01 51,949 Meghmani Organics 38 – 9,203 Kalyani Steels 22 – 3,205 Merck India 150 0.01 43,494 Kansai Nerolac Paints 218 0.02 42,329 Minda 53 – 98,271 Karnataka Bank 116 0.01 31,898 Minda Industries 116 0.01 209,643 Karur Vysya Bank 169 0.01 62,016 MindTree 656 0.05 12,843 Kaveri Seed 67 0.01 4,745 MM Forgings 27 – 22,028 KCP INR 21 – 39,934 MOIL 69 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 36 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) India (continued)

2,679 Monte Carlo Fashions 9 – 3,084 Poly Medicure 7 – 29,564 Morepen Laboratories 6 – 7,378 Polyplex 43 – 384,165 Motherson Sumi Systems 535 0.04 387,541 Power Finance 594 0.04 21,686 Motilal Oswal Financial Services 172 0.01 435,556 Power Grid of India 1,023 0.07 48,065 Mphasis 555 0.04 2,908 Power Mech Projects 33 – 1,910 MPS 12 – 21,114 Praj Industries 34 – 608 MRF 393 0.03 27,150 Prakash Industries 20 – 3,479 Multi Commodity Exchange of India 33 – 3,393 Prakash Pipes 3 – 264,606 Mundra Port and Special Economic 81,652 Prestige Estates Projects 249 0.02 Zone 1,238 0.09 15,879 Prime Focus 10 – 4,928 Munjal Showa 8 – 35,092 Prism Johnson 36 – 12,331 Music Broadcast 8 – 4,012 Procter & Gamble Hygiene & Health 4,253 Muthoot Capital Services 35 – Care 490 0.03 71,792 Muthoot Finance 528 0.04 3,072 PSP Projects 19 – 15,591 Narayana Hrudayalaya 43 – 112,511 PTC 86 0.01 41,769 Natco Pharma 255 0.02 98,729 PTC India Financial Services 17 – 295,328 National Aluminium 167 0.01 72,542 Punjab & Sind Bank 23 – 50,188 Nava Bharat Ventures 54 – 442,931 Punjab National Bank 403 0.03 7,125 Navin Fluorine International 57 – 22,455 Puravankara 18 – 16,961 Navkar 6 – 13,730 PVR 262 0.02 42,116 Navneet Education 51 – 13,294 Quess Corp 87 0.01 143,413 NBCC India 98 0.01 22,663 Radico Khaitan 81 0.01 275,012 NCC 305 0.02 61,070 Rain Commodities 70 0.01 10,860 NESCO 70 0.01 42,622 Rajesh Exports 350 0.03 7,016 Nestle India 954 0.07 24,880 Rallis 41 – 3,335 Neuland Laboratories 20 – 18,910 Ramco Industries 43 – 1,031,866 NHPC 291 0.02 3,286 Ramco Systems 8 – 47,519 NIIT 56 – 4,354 Ramkrishna Forgings 23 – 15,670 NIIT Technologies 240 0.02 1,353 Rane 16 – 2,360 Nilkamal 32 – 78,987 Rashtriya Chemicals & Fertilizers 55 – 90,995 NLC India 68 0.01 7,074 Ratnamani Metals & Tubes 80 0.01 23,937 NOCIL 32 – 365,733 RattanIndia Power 7 – 16,804 NRB Bearings 31 – 17,088 Raymond 142 0.01 651,712 NTPC 1,049 0.07 78,307 RBL Bank 572 0.04 2,172 Nucleus Software Exports 8 – 159,083 Redington 197 0.01 34,588 Oberoi Realty 238 0.02 19,894 Relaxo Footwears 99 0.01 568,253 Oil & Natural Gas 1,088 0.08 65,413 Reliance Capital 49 – 24,927 OMAXE 57 – 334,591 Reliance Communications 5 – 10,179 Oracle Financial Services Software 368 0.03 73,881 Reliance Home Finance 10 – 36,080 Orient Cement 42 – 340,079 Reliance Industries 4,862 0.34 38,871 Orient Electric 70 0.01 216,055 Reliance Industries GDR 6,156 0.43 38,871 Orient Paper & Industries 13 – 68,128 Reliance Infrastructure 42 – 13,651 Orient Refractories 32 – 379,224 Reliance Power 18 – 302,261 Oriental Bank of Commerce 325 0.02 22,379 Repco Home Finance 98 0.01 1,872 Oriental Carbon & Chemicals 25 – 21,507 Rico Auto Industries 15 – 2,509 Page Industries 592 0.04 6,623 RP-SG Business Process Services 37 – 3,225 Panacea Biotec 6 – 19,869 RP-SG Retail 44 – 3,112 Panama Petrochem 3 – 489,498 Rural Electrification 922 0.06 19,809 Parag Milk Foods 57 – 46,705 Sadbhav Engineering 132 0.01 75,185 PC Jeweller 39 – 5,179 Sadbhav Infrastructure Project 4 – 23,269 Persistent Systems 164 0.01 1,740 Sagar Cements 13 – 404,758 Petronet LNG 1,132 0.08 44,597 Sanghi Industries 32 – 5,167 Pfizer 197 0.01 2,756 Sanofi India 177 0.01 29,394 Phillips Carbon Black 39 – 3,508 Sarda Energy & Minerals 9 – 26,647 Phoenix Mills 193 0.01 606 Sasken Technologies 5 – 28,311 PI Industries 379 0.03 27,383 SBI Life Insurance 225 0.02 49,934 Pidilite Industries 691 0.05 1,636 Schaeffler India 91 0.01 27,320 Piramal Healthcare 606 0.04 20,123 Schneider Electric Infrastructure 22 – 28,253 PNB Housing Finance 248 0.02 12,630 SE Investment 53 – 34,339 PNC Infratech 79 0.01 2,445 Security & Intelligence Services India 25 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 37 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) India (continued)

36,691 Sequent Scientific 28 – 234,963 Tata Consultancy Services 5,969 0.42 343,836 Sesa Goa 684 0.05 6,455 Tata Elxsi 65 0.01 3,209 Shankara Building Products 16 – 193,428 Tata Global Beverages 595 0.04 9,639 Shanthi Gears 13 – 7,295 Tata Metaliks 50 – 11,958 Sharda Cropchem 43 – 460,636 Tata Motors 853 0.06 2,178 Sheela Foam 33 – 116,437 Tata Motors ADR 1,072 0.08 11,579 Shilpa Medicare 45 – 591,670 Tata Power 466 0.03 65,398 Shipping of India 23 – 2,308 Tata Sponge Iron 14 – 6,511 Shoppers Stop 36 – 4,945 Tata Sponge Iron Rights 3 – 2,982 Shree Cement 737 0.05 220,695 Tata Steel 1,270 0.09 70,145 Shree Renuka Sugars 7 – 4,356 Tata Steel GDR 25 – 12,064 Shriram City Union Finance 222 0.02 7,285 TCI Express 54 – 87,763 Shriram Transport Finance 1,080 0.08 236,496 Tech Mahindra 1,907 0.13 17,542 Siemens 262 0.02 15,242 Techno Electric & Engineering 47 – 9,628 Simplex Infrastructures 13 – 18,028 Tejas Networks 29 – 119,579 Sintex Industries 4 – 43,293 Texmaco Rail Engineering 34 – 209,207 Sintex Plastics Technology 17 – 4,977 Thermax 60 – 9,030 Siyaram Silk Mills 31 – 10,050 Thirumalai Chemicals 9 – 5,878 SKF 134 0.01 46,657 Thomas Cook India 128 0.01 2,486 SML ISUZU 21 – 6,215 Thyrocare Technologies 33 – 28,191 Sobha Developers 172 0.01 38,021 TI Financial 201 0.01 10,755 Solar Industries India 155 0.01 666 Tide Water Oil Co India 37 – 3,433 Solara Active Pharma Sciences 17 – 63,850 Time Technoplast 69 0.01 7,048 Somany Ceramics 35 – 7,861 Timken India 66 0.01 23,980 Sonata Software 95 0.01 17,651 Tinplate Co of India 26 – 686,892 South Indian Bank 102 0.01 24,184 Titagarh Wagons 17 – 90,757 SREI Infrastructure Finance 18 – 91,116 Titan Industries 1,384 0.10 9,041 SRF 314 0.02 24,742 Torrent Pharmaceuticals 435 0.03 9,830 Srikalahasthi Pipes 19 – 56,789 Torrent Power 181 0.01 51,712 Star Cement 72 0.01 4,323 Tourism Finance Corp of India 5 – 186,696 State Bank Of India 772 0.05 17,023 Transport Corporation of India 61 – 20,259 State Bank of India GDR 827 0.06 16,227 Trent 81 0.01 373,909 Steel Authority of India 216 0.02 46,398 Trident 33 – 64,577 Sterlite Technologies 129 0.01 41,371 Triveni Engineering & Industries 32 – 27,847 Strides Arcolab 126 0.01 37,271 Triveni Turbine 44 – 12,746 Subros 34 – 1,207 TTK Prestige 93 0.01 10,128 Sudarshan Chemical Industries 37 – 39,391 Tube Investments of India 173 0.01 182,565 Sun Pharmaceutical Industries 836 0.06 8,459 TV Today Network 27 – 44,042 Sun TV Network 253 0.02 284,642 TV18 Broadcast 79 0.01 10,486 Sundaram Finance 'H' 10 – 26,556 TVS Motor 130 0.01 12,914 Sundaram Finance 'L' 245 0.02 1,407 TVS Srichakra 30 – 653 Sundaram-Clayton 17 – 212,681 UCO Bank 45 – 24,204 Sundram Fasteners 141 0.01 21,326 Uflex 59 – 33,700 Sunteck Realty 166 0.01 6,220 UFO Moviez India 13 – 16,926 Suprajit Engineering 39 – 22,029 Ultratech Cement 1,139 0.08 20,564 Supreme Industries 267 0.02 17,048 Unichem Laboratories 33 – 8,172 Supreme Petrochem 19 – 199,303 Union Bank of India 185 0.01 13,271 Surya Roshni 35 – 25,154 United Breweries 385 0.03 13,960 Sutlej Textiles and Industries 5 – 206,988 United Phosphorus 2,220 0.16 21,862 Suven Life Sciences 68 0.01 105,302 United Spirits 702 0.05 808,666 Suzlon Energy 48 – 30,426 Usha Martin 11 – 1,714 Swaraj Engines 27 – 3,356 V2 Retail 7 – 6,926 Symphony 97 0.01 13,243 VA Tech Wabag 47 – 555,783 Syndicate Bank 267 0.02 4,124 Vaibhav Global 40 – 37,524 Syngene International 143 0.01 182,864 Vakrangee Software 70 0.01 30,565 TAKE Solutions 44 – 10,236 Vardhman Textiles 124 0.01 11,779 Tamil Nadu Newsprint & Papers 24 – 776 Varun Beverages 8 – 96 Tasty Bite Eatables 10 – 116,227 Vedanta ADR 931 0.07 36,599 Tata Chemicals 261 0.02 2,329 Venky's India 44 – 34,507 Tata Communications 191 0.01 2,001 Vesuvius India 25 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 38 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

India (continued) Indonesia (continued)

44,814 V-Guard Industries 124 0.01 3,416,400 Bekasi Fajar Industrial Estate 58 – 4,707 Vinati Organics 114 0.01 5,817,400 Benakat Petroleum Energy 16 – 2,143 Vindhya Telelinks 32 – 1,581,500 Berlian Laju Tanker – – 19,391 VIP Industries Ltd 98 0.01 311,700 BFI Finance Indonesia 10 – 1,075 Visaka Industries 5 – 15,920,800 Bhakti Investama 71 0.01 297 V-Mart Retail 7 – 530,300 Bintang Oto Global 21 – 28,900 Voltas 212 0.02 1,352,000 Bintraco Dharma 19 – 13,768 VRL Logistics 44 – 740,000 Bisi International 60 – 2,114 VST Industries 83 0.01 315,100 Blue Bird 50 – 1,353 VST Tillers Tractors 20 – 3,746,500 Buana Lintas Lautan 42 – 1,786 Wabco India 125 0.01 1,404,937 Buana Lintas Lautan Rights* – – 44,715 Welspun 72 0.01 4,242,500 Bumi Serpong Damai 363 0.03 27,212 Welspun Enterprises 41 – 10,223,200 Bumi Teknokultura Unggul 62 – 217,588 Welspun India 141 0.01 6,883,400 BW Plantation 62 – 10,722 West Coast Paper Mills 31 – 558,200 Capital Financial Indonesia 12 – 3,326 Wheels India 32 – 1,395,700 Catur Sentosa Adiprana 45 – 13,423 Whirlpool Of India 243 0.02 3,919,500 Centrin Online 20 – 400,062 Wipro 1,281 0.09 2,719,600 Charoen Pokphand 718 0.05 18,775 Wockhardt 80 0.01 6,798,497 Ciputra Development 436 0.03 2,164 Wonderla Holidays 7 – 823,306 Citra Marga Nusaphala Persada 58 – 1,047,537 Yes Bank 1,296 0.09 952,300 Clipan Finance Indonesia 16 – 228,556 Zee Entertainment Enterprises 878 0.06 3,717,800 Delta Dunia Makmur 107 0.01 38,088 Zee Learn 10 – 2,892,800 Elnusa 61 – 36,440 Zensar Technologies 107 0.01 991,400 Erajaya Swasembada 106 0.01 1,733 Zydus Wellness 26 – 1,783,700 Eureka Prima Jakarta 11 – 180,645 12.56 31,700 Fajar Surya Wisesa 15 – 1,152,400 Gajah Tunggal 46 – Indonesia 2.82% (2.86%) 3,161,806 Garuda Indonesia Persero 65 0.01 5,202,500 Global Mediacom 109 0.01 3,563,500 Ace Hardware Indonesia 359 0.03 190,600 Gudang Garam 817 0.06 11,252,584 Adaro Energy 851 0.06 40,243,000 Hanson International 233 0.02 1,204,557 Adhi Karya 113 0.01 40,243,000 Hanson International Rights 9 – 3,054,800 Agung Podomoro Land 41 – 544,400 Harum Energy 45 – 905,200 AKR Corporindo 206 0.01 47,400 Iando-Rama Synthetics 13 – 9,352,800 Alam Sutera Realty 177 0.01 228,800 Impack Pratama Industri 13 – 98,900 Alfa Energi Investama 26 – 1,405,000 Indah Kiat Pulp & Paper 733 0.05 5,650,546 Aneka Tambang 265 0.02 1,202,800 Indika Energy 112 0.01 1,646,000 Arwana Citramulia 46 – 329,400 Indo Tambangraya Megah 323 0.02 35,500 Asahimas Flat Glass 10 – 315,900 Indocement Tunggal Prakarsa 352 0.03 358,433 Astra Agro Lestari 207 0.02 787,300 Indofood CBP Sukses Makmur 446 0.03 56,700 Astra Graphia 4 – 2,491,600 Indofood Sukses Makmur 977 0.07 4,737,200 Astra International 1,962 0.14 391,900 Indomobil Multi Jasa 13 – 462,100 Astra Otoparts 37 – 178,400 Indomobil Sukses Internasional 27 – 1,168,600 Asuransi Kresna Mitra 63 – 568,300 Indosat 83 0.01 7,018,000 Bakrie Telecom 20 – 1,322,800 Industri Jamu Dan Farmasi Sido 4,466,300 Bank Bukopin 77 0.01 Muncul 74 0.01 1,955,700 Bank Central Asia 3,268 0.23 558,145 Inovisi Infracom 4 – 1,332,225 Bank Danamon 357 0.03 1,230,600 International Nickel 214 0.02 3,819,566 Bank Mandiri 1,705 0.12 4,356,300 Inti Agri Resources 14 – 2,923,300 Bank Maybank Indonesia 39 – 1,886,100 Intikeramik Alamasri Industri 16 – 2,392,714 Bank Negara Indonesia Persero 1,225 0.09 5,705,000 Intiland Development 122 0.01 2,253,500 Bank Pan 162 0.01 2,911,800 Japfa Comfeed Indonesia 252 0.02 1,864,800 Bank Pembangunan Daerah Jawa 1,174,601 Jasa Marga 375 0.03 Barat Dan Banten 175 0.01 1,785,000 Jaya Real Property 52 – 2,392,200 Bank Pembangunan Daerah Jawa Timur 85 0.01 6,932,700 Kalbe Farma 563 0.04 2,274,556 Bank Permata 99 0.01 1,517,500 Kapuas Prima Coal 45 – 16,160,800 Bank Rakyat Indonesia Persero 3,931 0.27 9,660,197 Kawasan Industri Jababeka 169 0.01 2,393,815 Bank Tabungan Negara 329 0.02 1,238,700 KMI Wire & Cable 38 – 2,399,100 Barito Pacific 428 0.03 2,643,987 Krakatau Steel Persero 62 – 42,500 Bayan Resources 41 – 4,717,000 Kresna Graha Investama 142 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 39 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Indonesia (continued) Indonesia (continued)

650,300 Link Net 153 0.01 2,089,900 Tambang Batubara Bukit Asam 345 0.02 350,500 Lippo Cikarang 29 – 5,349,200 Telekomunikasi Indonesia Persero 1,235 0.09 998,925 Lippo Cikarang Rights* – – 82,040 Telekomunikasi Indonesia Persero 8,569,200 Lippo Karawaci 125 0.01 ADR 1,890 0.13 17,995,320 Lippo Karawaci Rights 18 – 405,200 Tempo Scan Pacific 35 – 171,100 M Cash Integrasi 34 – 1,436,600 Tiga Pilar Sejahtera Food 13 – 558,700 Malindo Feedmill 34 – 1,902,299 Timah 120 0.01 2,821,275 Mayora Indah 390 0.03 869,500 Tiphone Mobile Indonesia 29 – 5,361,833 Medco Energi Internasional 241 0.02 537,500 Total Bangun Persada 17 – 4,450,700 Media Nusantara Citra 258 0.02 708,800 Totalindo Eka Persada 26 – 882,980 Mega Manunggal Property 19 – 1,088,700 Tower Bersama Infrastructure 230 0.02 495,012 Metrodata Electronics 34 – 12,162,200 Trada Maritime 84 0.01 5,300,600 Mitra Adiperkasa 265 0.02 1,983,000 Tunas Baru Lampung 94 0.01 1,495,700 Mitra Keluarga Karyasehat 158 0.01 550,500 Tunas Ridean 34 – 6,338,000 MNC Land 47 – 120,600 Ultrajaya Milk Industry & Trading Co 10 – 142,500 MNC Sky Vision 8 – 360,600 Unilever 905 0.06 8,095,200 Modernland Realty 126 0.01 984,413 United Tractors 1,549 0.11 971,700 Nippon Indosari Indo 69 0.01 4,505,700 Visi Media Asia 30 – 4,765,700 Nirvana Developments 35 – 6,897,200 Waskita Beton Precast 154 0.01 545,900 Pabrik Kertas Tjiwi Kimia 383 0.03 2,720,321 Waskita Karya Persero 304 0.02 785,000 Pacific Strategic Financial 25 – 1,974,699 Wijaya Karya 267 0.02 8,356,900 Pakuwon Jati 340 0.02 1,943,400 Wijaya Karya Beton 64 0.01 2,102,400 Pan Brothers 66 0.01 2,621,775 XL Axiata 433 0.03 10,525,500 Panin Financial 195 0.01 40,611 2.82 746,000 Panin Insurance 57 – Malaysia 3.06% (3.09%) 31,000 Panin Sekuritas 2 –

1,977,000 Pelayaran Tamarin Samudra 64 0.01 244,182 7-Eleven Malaysia 69 0.01 1,864,518 Pembangunan Perumahan Persero 229 0.02 336,000 AEON 108 0.01 5,151,300 Perusahaan Gas Negara 606 0.04 52,090 AEON Credit Service 167 0.01 2,018,400 Perusahaan Perkebunan London 256,385 Affin 103 0.01 Sumatra 126 0.01 1,078,700 AirAsia 562 0.04 290,600 Pool Advista Indonesia 37 – 935,400 AirAsia 'X' 40 – 10,973,200 PP Properti 73 0.01 3,400 Ajinomoto Malaysia 11 – 464,600 PT Dharma Satya Nusantara 10 – 582,100 Alliance Bank Malaysia Berhad 417 0.03 1,218,500 PT Matahari Department Store 234 0.02 22,000 Allianz Malaysia 58 – 3,063,500 Puradelta Lestari 47 – 149,060 AmFirst Real Estate Investment Trust 14 – 1,485,900 Ramayana Lestari Sentosa 117 0.01 932,312 AMMB 752 0.05 9,465,100 Rimo International Lestari 71 0.01 116,000 Ann Joo Resources 34 – 1,935,800 Salim Ivomas Pratama 38 – 16,900 APM Automotive 9 – 405,600 Sampoerna Agro 51 – 736,300 Astro Malaysia 204 0.02 6,460,100 Sarana Menara Nusantara 254 0.02 143,900 ATA IMS 43 – 2,397,200 Sawit Sumbermas Sarana 134 0.01 905,840 Axiata 860 0.06 8,775,900 Sekawan Intipratama 41 – 285,432 Axis Real Estate Investment Trust 95 0.01 1,012,000 Selamat Sempurna 86 0.01 56,900 Batu Kawan 181 0.01 739,500 Semen Baturaja Persero 46 – 1,607,933 Berjaya 78 0.01 945,000 Semen Gresik Persero 610 0.04 376,700 Berjaya Assets 21 – 14,710,900 Sentul City 104 0.01 339,100 Berjaya Auto 172 0.01 240,200 Siloam International Hospitals 63 0.01 81,900 Berjaya Food 26 – 38,000 Sinar Mas Multiartha 17 – 369,600 Berjaya Land 13 – 1,008,400 Sitara Propertindo 42 – 330,094 Berjaya Sports Toto 173 0.01 11,126,000 Smartfren Telecom 197 0.01 233,622 BIMB 203 0.02 8,275,000 Sri Rejeki Isman 155 0.01 359,038 Boustead 75 0.01 1,921,000 Steel Pipe Industry of Indonesia 11 – 321,300 Boustead Plantations 45 – 7,086,900 Sugih Energy 20 – 226,146 Brait 232 0.02 1,164,800 Sumber Alfaria Trijaya 57 – 64,894 British American Tobacco Malaysia 356 0.03 4,949,800 Summarecon Agung 336 0.02 1,535,500 Bumi Armada 61 0.01 183,951 Sunway Construction 71 0.01 300,450 Bursa Malaysia 401 0.03 2,920,100 Surya Citra Media 262 0.02 44,500 CAB Cakaran 4 – 1,481,200 Surya Esa Perkasa 25 – 297,200 Cahya Mata Sarawak 171 0.01 2,323,100 Surya Semesta Internusa 93 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 40 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Malaysia (continued) Malaysia (continued)

17,900 Can-One 12 – 1,541,880 IJM 703 0.05 421,100 CapitaMalls Malaysia Real Estate 102,700 IJM Plantations 29 – Investment Trust 84 0.01 1,054,386 Inari Amertron 320 0.02 80,100 Carlsberg Brewery Malaysia 392 0.03 311,200 Insas 45 – 135,600 CB Industrial Product 25 – 340,109 IOI 275 0.02 157,193 CCM Duopharma Biotech 40 – 799,329 IOI Properties SDN 210 0.02 6,100 Chin Teck Plantations 8 – 1,052,800 Iris 30 – 1,318,599 CIMB 1,351 0.09 308,100 JAKS Resources 43 – 105,900 Coastal Contracts 19 – 239,490 Jaya Tiasa 22 – 45,800 CSC Steel 9 – 488,500 JCY International 15 – 125,250 Cypark Resources 37 – 33,700 JHM Consolidation 8 – 300,900 D&O Green Technologies 30 – 249,200 K&N Kenanga 27 – 372,600 Dagang NeXchange 18 – 86,900 Keck Seng Malaysia 78 0.01 56,400 Daiman Development* – – 145,440 Kerjaya Prospek 38 – 301,400 Datasonic 32 – 6,100 Kesm Industries 8 – 309,000 Dayang Enterprise 69 0.01 35,400 Kim Loong Resources 8 – 729,940 Dialog 454 0.03 75,467 Kimlun 20 – 973,100 DiGi.Com 937 0.07 78,800 KLCC Property 116 0.01 328,270 Dijaya 53 – 1,358,651 KNM 65 0.01 509,100 DRB-HICOM 212 0.02 371,000 Kossan Rubber Industries 280 0.02 8,800 Dutch Lady Milk Industries 107 0.01 239,200 KPJ Healthcare 43 – 483,198 Eastern & Oriental 73 0.01 282,800 Kretam 21 – 636,000 Eco World Development 100 0.01 323,373 KSL 48 – 357,800 Eco World International 45 – 137,100 Kuala Lumpur Kepong 642 0.05 403,900 Econpile 55 – 64,100 Kumpulan Fima 21 – 645,300 Ekovest 105 0.01 94,230 Kumpulan Perangsang Selangor 18 – 198,300 Evergreen Fibreboard 11 – 1,540,200 Land & General 44 – 145,100 Faber 77 0.01 190,100 Landmarks 15 – 1,219,400 Felda Global Ventures 258 0.02 553,520 LBS Bina 54 – 41,300 Fraser & Neave 271 0.02 59,600 Lii Hen Industries 33 – 266,900 Frontken 68 0.01 90,800 Lingkaran Trans Kota 85 0.01 134,640 Gabungan AQRS 35 – 135,800 Lion Industries 14 – 350,500 Gadang 59 – 47,100 Lotte Chemical Titan 27 – 927,500 Gamuda 665 0.05 88,280 LPI Capital 264 0.02 153,100 GAS Malaysia 83 0.01 51,600 Magni-Tech Industries 48 – 649,900 Genting 838 0.06 790,442 Mah Sing 139 0.01 875,100 Genting Malaysia 539 0.04 535,500 Malakoff 87 0.01 111,000 Genting Plantations 211 0.02 927,171 Malayan Banking 1,570 0.11 196,900 George Kent Malaysia 42 – 327,000 Malayan Flour Mills 43 – 211,566 Globetronics Technology 67 0.01 410,600 Malayan United Industries 18 – 251,460 Glomac 18 – 536,473 Malaysia Airports 871 0.06 18,565 Goldis 10 – 929,968 Malaysia Building Society 160 0.01 85,100 Guan Chong 55 – 132,500 Malaysia Marine and Heavy 65,400 Guinness Anchor 293 0.02 Engineering 19 – 77,200 Guocoland Malaysia 11 – 191,900 Malaysian Bulk Carriers 19 – 100,450 Hai-O Enterprise 42 – 64,900 Malaysian Pacific Industries 114 0.01 228,320 Hap Seng Consolidated 432 0.03 1,200,900 Malaysian Resources 218 0.02 69,700 Hap Seng Plantations 21 – 260,500 Malton 28 – 443,500 Hartalega 442 0.03 277,725 Matrix Concepts 101 0.01 166,100 HeveaBoard 19 – 466,600 Maxis 496 0.04 374,400 Hiap Teck Venture 16 – 104,950 MBM Resources 57 – 93,600 Hock Seng LEE 24 – 553,200 Media Chinese International 20 – 136,311 Hong Leong Bank 493 0.04 446,700 Media Prima 41 – 88,165 Hong Leong Financial 312 0.02 109,000 Mega First 72 0.01 36,900 Hong Leong Industries 78 0.01 342,400 MISC 466 0.03 100,800 HSS Engineers 22 – 73,310 Mitrajaya 5 – 70,600 Hup Seng Industries 13 – 202,678 MKH 48 – 202,100 I-Berbad 15 – 631,000 MMC 137 0.01 845,344 IGB Real Estate Investment Trust 308 0.02 194,040 MNRB 39 – 265,500 IHH Healthcare 293 0.02 186,000 MPHB Capital 37 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 41 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Malaysia (continued) Malaysia (continued)

124,200 MRCB-Quill Reit 25 – 219,166 Taliworks 38 – 78,800 Muda 26 – 53,200 Tambun Indah Land 8 – 195,535 Mudajaya 12 – 66,300 Tan Chong Motor 19 – 147,100 Muhibbah Engineering 77 0.01 100 Tasek – – 72,870 Mulpha International 31 – 286,710 TDM 10 – 340,500 Multi-Purpose 173 0.01 338,700 Tebrau Teguh 68 0.01 975,450 MY Eg Services 273 0.02 553,299 Telekom Malaysia 421 0.03 18,500 Nestle Malaysia 525 0.04 781,893 Tenaga Nasional 2,061 0.14 205,400 OCK 18 – 89,180 TH Plantations 8 – 133,580 Oriental 165 0.01 19,000 Thong Guan Industries 9 – 674,017 OSK 121 0.01 109,260 Time dotCom 187 0.01 179,000 Padini 124 0.01 77,316 Tiong Nam Logistics 6 – 8,600 Panasonic Manufacturing Malaysia 65 0.01 93,900 TMC Life Sciences 13 – 162,457 Pantech 17 – 618,800 Top Glove 578 0.04 129,550 Paramount 56 – 181,900 TSH Resources 31 – 362,300 Pavilion Real Estate Investment 236,500 Tune 31 – Trust 126 0.01 87,550 Uchi Technologies 48 – 159,400 Pestech International 34 – 995,912 UEM Land 152 0.01 47,200 Petron Malaysia Refining & 165,800 UMW 171 0.01 Marketing 55 – 1,791,227 UMW Oil & Gas 101 0.01 781,800 Petronas Chemicals 1,253 0.09 21,700 United Malacca 22 – 66,200 Petronas Dagangan 319 0.02 19,800 United Plantations 101 0.01 217,100 Petronas Gas 718 0.05 382,700 UOA Development 175 0.01 93,200 PIE Industrial 23 – 49,700 ViTrox 66 0.01 220,800 POS Malaysia 63 0.01 1,336,333 Vivocom International 4 – 156,160 PPB 555 0.04 261,671 Vizione 50 – 542,120 Press Metal Aluminium 451 0.03 863,000 VS Industries 179 0.01 764,908 Public Bank 3,350 0.23 158,474 Wah Seong 21 – 286,375 QL Resources 374 0.03 77,500 WCE 8 – 45,960 Ranhill 11 – 565,808 WCT 113 0.01 324,114 RGB International 13 – 112,800 Wellcall 26 – 509,930 RHB Capital 544 0.04 467,600 Westports 351 0.03 284,025 RHB Capital Berhad – – 126,900 WTK 13 – 269,400 Rimbunan Sawit 10 – 379,300 Yinson 439 0.03 378,405 Salcon 18 – 185,417 YNH Property 85 0.01 5,800 Sam Engineering & Equipment (M) 9 – 2,202,913 YTL 471 0.03 2,505,988 Sapura Energy Bhd 143 0.01 155,400 YTL Land & Development 10 – 100,642 Sarawak Oil Palms 45 – 1,008,055 YTL Power International 157 0.01 86,700 Scicom 13 – 44,031 3.06 114,800 Scientex 189 0.01 333,300 Serba Dinamik 256 0.02 Mexico 3.38% (3.55%) 7,000 Shangri-La Hotels Malaysia 7 – 76,000 Shell Refining Co Federation of 12,500 Aleatica 9 – Malaya 76 0.01 2,206,201 Alfa 1,703 0.12 1,093,854 Sime Darby 471 0.03 350,290 Alpek 345 0.02 826,554 Sime Darby Plantation 776 0.05 292,244 Alsea 453 0.03 561,354 Sime Darby Property 109 0.01 6,170,371 America Movil 3,539 0.25 334,200 SKP Resources 83 0.01 94,400 America Movil ADR 1,083 0.08 469,052 SP Setia 193 0.01 164,206 Arca Continental 698 0.05 106,700 Star Publications Malaysia 13 – 613,365 Asesor De Activos Prisma SAPI 174 0.01 194,700 Starhill Real Estate Investment Trust 50 – 493,619 Axtel 46 – 973,100 Sumatec Resources 1 – 100,374 Banco del Bajio 158 0.01 824,901 Sunway 263 0.02 479,435 Banco Santander Mexico SA 696,800 Sunway Real Estate Investment Institucion de Banca Multiple Grupo Trust 249 0.02 Financiero Santand 579 0.04 512,400 Supermax 163 0.01 58,222 Banco Santander Mexico SA 74,280 Suria Capital 18 – Institucion de Banca Multiple Grupo Financiero Santand ADR 351 0.02 135,700 Syarikat Takaful Malaysia 177 0.01 140,937 Becle 172 0.01 152,947 Ta Ann 66 0.01 24,042 Bio Pappel 23 – 554,600 Ta Enterprise 68 0.01 198,464 Bolsa Mexicana de Valores 295 0.02 617,800 Ta Global 29 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 42 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Mexico (continued) Mexico (continued)

2,857,878 Cemex 950 0.07 201,982 Impulsora del Desarrollo y el Empleo 162,397 Cemex ADR 543 0.04 en America Latina 235 0.02 84,012 Cemex Latam 91 0.01 106,283 Industrias 256 0.02 14,509 Coca-Cola Femsa ADR 709 0.05 82,376 Industrias Bachoco 272 0.02 170,526 Concentradora Fibra Danhos 178 0.01 2,698 Industrias Bachoco ADR 107 0.01 372,544 Concentradora Fibra Hotelera 74,433 Industrias Penoles 755 0.05 Mexicana 123 0.01 190,238 Infraestructura Energetica Nova 587 0.04 541,050 Consorcio ARA 94 0.01 290,088 Inmobiliaria Vesta 336 0.02 150,064 Controladora Vuela Cia de Aviacion 111 0.01 758,370 Kimberly-Clark de Mexico 1,109 0.08 8,221 Controladora Vuela Cia de Aviacion 272,732 La Comer 238 0.02 ADR 61 – 1,700 Medica Sur 1 – 20,929 Corp Actinver 11 – 199,542 Megacable 666 0.05 49,400 Corporacion Moctezuma 120 0.01 676,748 Mexichem 1,119 0.08 45 Corporativo Fragua – – 431,143 Mexico Real Estate Management 383 0.03 133,134 Credito Real SAB 127 0.01 321,781 Minera Frisco 39 – 8,100 Cydsa 8 – 403,150 Nemak 147 0.01 59,710 El Puerto de Liverpool 260 0.02 129,959 Organizacion Cultiba 79 0.01 50,158 Elementia 17 – 313,287 Organizacion Soriana 287 0.02 428,719 Empresas ICA 25 – 188,810 Prologis Property Mexico 306 0.02 174,912 Fibra Shop Portafolios Inmobiliarios 57 – 98,692 Promotora y Operadora de 1,728,895 Fibra Uno Administracion 1,800 0.13 Infraestructura 773 0.05 38,552 Financiera Independencia 3 – 19,644 Promotora y Operadora de 29,974 Fomento Economico Mexicano ADR 2,286 0.16 Infraestructura 'L' 96 0.01 515,337 Genomma Lab Internacional 366 0.03 88,367 Qualitas Controladora 195 0.01 695,717 Gentera 472 0.03 149,652 Regional 604 0.04 118,575 Gruma 876 0.06 587,794 Telesites 286 0.02 164,995 Grupo Aeromexico Sab De 123 0.01 392,392 TF Administradora Industrials 483 0.03 139,015 Grupo Aeroportuario del Centro 945,011 TV Azteca 65 – Norte 669 0.05 49,864 Unifin Financiera SAB de CV 4,835 Grupo Aeroportuario del Centro SOFOM ENR 87 0.01 Norte ADR 186 0.01 75,666 Vitro 151 0.01 114,613 Grupo Aeroportuario del Pacifico 940 0.07 1,108,178 Wal-Mart De Mexico 2,380 0.17 6,221 Grupo Aeroportuario del Pacifico 48,683 3.38 ADR 511 0.04 Peru 0.23% (0.24%) 13,835 Grupo Aeroportuario del Sureste 176 0.01 6,913 Grupo Aeroportuario del Sureste ADR 882 0.06 8,293 Cementos Pacasmayo SAA ADR 58 – 531,033 Grupo Bimbo 869 0.06 14,937 Credicorp 2,694 0.19 238,688 Grupo Carso 696 0.05 976 Fossal SAA ADR – – 104,958 Grupo Cementos de Chihuahua 453 0.03 35,685 Grana Y Montero ADR 88 0.01 242,053 Grupo Comercial Chedrauide 322 0.02 33,446 Minas Buenaventura ADR 440 0.03 29,370 Grupo Elektrade 1,512 0.10 3,280 0.23 145,247 Grupo Famsa 36 – Philippines 1.54% (1.38%) 787,463 Grupo Financiero Banorte 3,592 0.25 854,230 Grupo Financiero Inbursa 973 0.07 167,200 8990 40 – 192,655 Grupo GICSA 41 – 692,260 Aboitiz Equity Ventures 576 0.04 113,251 Grupo Herdez 191 0.01 610,500 Aboitiz Power 327 0.02 184,176 Grupo Hotelero Santa Fe 43 – 1,160 ACR Mining* – – 130,040 Grupo Industrial Saltillo 116 0.01 81,200 AgriNurture 18 – 32,724 Grupo Kuo 'B' 62 – 2,113,400 Alliance Global 500 0.04 298,250 Grupo Lala 288 0.02 232,000 Alsons Construction Resources 5 – 1,343,179 Grupo Mexico 2,811 0.20 663,000 Apex Mining 13 – 41,751 Grupo Pochteca 11 – 38,040 Asia United Bank 34 – 119,354 Grupo Rotoplas 73 – 269,600 Atlas Consolidated Mining & 195,641 Grupo Sanborns De 150 0.01 Development 11 – 57,062 Grupo Simec 118 0.01 74,742 Ayala 1,028 0.07 12,273 Grupo Sports World SAB de 9 – 1,873,100 Ayala Land 1,455 0.10 1,006,226 Grupo Televisa 1,337 0.09 698,000 AyalaLand Logistics 41 – 44,765 Grupo Televisa ADR 297 0.02 261,093 Bank of Philippine Islands 315 0.02 53,900 Grupo Traxion 32 – 438,287 BDO Unibank 941 0.07 239,019 Hoteles City Express 206 0.01 2,801,950 Belle 100 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 43 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Philippines (continued) Philippines (continued)

2,130,500 Bloomberry Resorts 370 0.03 196,576 Rizal Commercial Banking 251,000 Cebu 24 – Corporation 85 0.01 153,690 Cebu Air 215 0.02 1,432,383 Robinsons Land 570 0.04 1,260,000 CEMEX Philippines 56 – 184,930 Robinsons Retail 211 0.02 558,100 Century Pacific Food 129 0.01 280,570 San Miguel 756 0.05 1,038,899 Century Properties 10 – 104,770 San Miguel Food and Beverage 171 0.01 330,300 Chelsea Logistics and Infrastructure 43 – 127,920 Security Bank 331 0.02 428,873 China Banking 181 0.01 730,420 Semirara Mining & Power 260 0.02 53,300 Cirtek Holdings Philippines 16 – 147,500 Shakey's Pizza Asia Ventures 32 – 1,519,500 Cosco Capital 161 0.01 31,217 SM Investments 465 0.03 1,194,300 D&L Industrials 192 0.01 1,612,117 SM Prime 920 0.07 2,524,900 DMCI 399 0.03 634,000 SSI 34 – 247,900 DoubleDragon Properties 93 0.01 399,800 Starmalls 39 – 224,400 Eagle Cement 54 – 694,000 STI Education Systems 8 – 505,416 East West Banking 90 0.01 15,382 TOP Frontier Inv 63 0.01 239,100 EEI 40 – 692,100 Travellers International Hotel 58 0.01 1,474,000 Emperador 173 0.01 246,361 Union Bank of Philippines 232 0.02 1,446,000 Empire East Land 10 – 297,740 Universal Robina 760 0.05 264,000 Filinvest Development 56 – 2,987,500 Vista Land & Lifescapes 327 0.02 5,949,000 Filinvest Land 171 0.01 350,800 Wilcon Depot 91 0.01 692,500 First Gen 286 0.02 22,202 1.54 154,530 First Philippine 197 0.01 Poland 1.43% (1.56%) 1,436,529 Global Ferronickel 33 –

15,210 Globe Telecom 527 0.04 1,582 AB 6 – 41,402 GT Capital 596 0.04 15,277 Agora 42 – 347,100 Holcim Philippines 73 0.01 57,348 Alior Bank 601 0.04 396,012 Integrated Micro-Electronics 61 0.01 3,180 Alumetal 25 – 337,580 International Container Terminal 3,380 Amica Wronki 85 0.01 Services 743 0.05 31,784 AmRest 243 0.02 832,530 JG Summit 845 0.06 5,493 Apator 28 – 155,810 Jollibee Foods 675 0.05 49,629 Asseco Poland 558 0.04 74,727 Lepanto Consolidated Mining – – 12,001 Bank Handlowy w Warszawie 136 0.01 1,354,400 Lopez 84 0.01 276,262 Bank Millennium 546 0.04 1,153,600 LT 269 0.02 9,110 Bank Ochrony Srodowiska 15 – 105,570 MacroAsia 31 – 22,223 Bank Pekao 523 0.04 83,650 Manila Electric 493 0.04 6,422 Bank Zachodni WBK 503 0.04 642,800 Manila Water 247 0.02 27,747 Bioton 24 – 225,500 Max's 48 – 54,014 Boryszew 46 – 403,835 Megawide Constructions 118 0.01 6,118 BRE Bank 555 0.04 6,474,600 Megaworld 603 0.04 5,430 Budimex 155 0.01 6,439,900 Metro Pacific Investments 475 0.03 9,856 CD Projekt Red 448 0.03 165,000 Metro Retail Stores 6 – 17,046 Ciech 148 0.01 342,718 Metropolitan Bank & Trust 376 0.03 1,960 Comarch 77 0.01 1,426,220 Nickel Asia 49 – 109,321 Cyfrowy Polsat 684 0.05 707,300 Pepsi-Cola Products Philippines 20 – 19,425 Dino Polska 537 0.04 1,585,600 Petron 142 0.01 930 Dom Development 15 – 1,000,500 Philex Mining 55 – 149,886 Enea 295 0.02 214,709 Philippine National Bank 163 0.01 81,384 Energa 134 0.01 47,544 Philippine National Bank Rights 4 – 36,820 Eurocash 159 0.01 3,037 Philippine Seven 6 – 6,629 Fabryki Mebli Forte 41 – 5,652 Philippine Stock Exchange 16 – 116,279 Famur 128 0.01 568,000 Phinma Energy 22 – 55,734 Getin 13 – 160,200 Phoenix Petroleum Philippines 30 – 283,176 Getin Noble Bank 33 – 151,320 Pilipinas Shell Petroleum 90 0.01 136,491 Globe Trade Centre 265 0.02 14,065 PLDT 277 0.02 25,957 Grupa Azoty 229 0.02 37,848 PLDT ADR 741 0.05 4,247 Grupa Kety 302 0.02 3,793,000 Premium Leisure 46 – 59,646 Grupa Lotos Rights 1,063 0.07 607,300 Puregold Price Club 415 0.03 52,622 Impexmetal 47 – 132,600 PXP Energy 16 – 8,897 ING Bank Slaski 379 0.03 320,000 RFM 24 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 44 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Poland (continued) Russia (continued)

2,821 Inter Cars 119 0.01 29,454 X5 Retail GDR 796 0.06 36,715 Jastrzebska Spolka Weglowa 364 0.03 24,708 1.72 37,333 Kernel 379 0.03 South Africa 7.51% (7.60%) 73,053 KGHM Polska Miedz 1,596 0.11 6,501 Krunited Kingdom 251 0.02 419,371 Absa 4,094 0.28 229,501 LC 128 0.01 46,599 Accelerate Property Fund 8 – 444 LPP 713 0.05 39,451 Adcock Ingram 131 0.01 6,610 Lubelski Wegiel Bogdanka 49 – 72,585 Adcorp 95 0.01 77,445 Netia 78 0.01 295,859 Advtech 227 0.02 1,036 Neuca 65 – 88,238 AECI 448 0.03 10,228 NG2 364 0.03 73,626 African Oxygen 92 0.01 5,365 Pfleiderer Grajewo 22 – 243,944 African Phoenix Investments 8 – 253,468 PGE 513 0.04 85,411 African Rainbow Minerals 864 0.06 19,272 PKP Cargo 174 0.01 46,371 Afrimat 80 0.01 22,182 Polnord 29 – 489,260 Alexander Forbes 152 0.01 113,381 Polski Koncern Naftowy Orlen 2,153 0.15 106,447 Allied Electronics 156 0.01 435,849 Polskie Gornictwo Naftowe i Gazownictwo 488 0.03 93,936 Alviva 84 0.01 175,097 Powszechna Kasa Oszczednosci 20,787 Anglo American Platinum 964 0.07 Bank Polski 1,580 0.11 29,759 Anglogold Ashanti 419 0.03 147,732 Powszechny Zaklad Ubezpieczen 1,361 0.09 270,218 Anglogold Ashanti ADR 3,791 0.26 30,340 Rafako 12 – 258,350 Arcelormittal South Africa 35 – 63,777 Stalexport Autostrady 46 – 555,203 Arrowhead Properties A 106 0.01 718 Stalprodukt 37 – 132,434 Ascendis Health 35 – 689,616 Tauron Polska Energia 249 0.02 177,553 Aspen Pharmacare 991 0.07 351,626 Telekomunikacja Polska 496 0.03 21,739 Assore 443 0.03 23,692 Trakcja-Tiltra 10 – 40,867 Astral Foods 352 0.02 86,527 Vistula 73 0.01 273,391 Attacq Ltd 199 0.01 7,614 Warsaw Stock Exchange 69 – 4,385,339 Aveng 5 – 346 Wawel 46 – 178,744 AVI 907 0.06 2,516 Zaklady Chemiczne Police 7 – 24,457 Balwin Properties 4 – 8,140 Zespol Elektrowni Patnow Adamow 197,534 Barloworld 1,400 0.10 Konin 12 – 139,460 Bid 2,379 0.17 20,571 1.43 203,977 Bidvest 2,146 0.15 Russia 1.72% (1.49%) 424,657 Blue Label Telecoms 111 0.01 17,236 Capitec Bank 1,242 0.09 69,173 Afi Development GDR 11 – 12,432 Cashbuild 182 0.01 63,177 Etalon 110 0.01 29,265 Caxton & CTP Publishers & Printers 12 – 609,592 Gazprom ADR 3,520 0.24 20,309 City Lodge Hotels 116 0.01 27,045 Globaltrans Investment GDR 197 0.01 128,338 Clicks 1,463 0.10 59,897 Lukoil ADR 3,984 0.28 120,768 Clover Industries 134 0.01 51,319 Magnitogorsk Iron & Steel Works 372 0.03 143,217 Coronation Managers 355 0.02 15,096 Mail.Ru GDR 304 0.02 71,209 Curro 94 0.01 23,207 Meche ADR 38 – 181,045 DataTec 347 0.02 85,383 MMC Norilsk Nickel PJSC ADR 1,527 0.11 304,824 Delta Property Fund 34 – 6,458 NovaTek OAO 1,077 0.07 78,552 Dis-Chem Pharmacies 110 0.01 28,719 Novolipetsk Steel GDR 571 0.04 186,555 Discovery 1,544 0.11 9,160 O'Key 12 – 38,492 Distell 277 0.02 28,129 Phosagro 291 0.02 120,367 DRDGOLD 29 – 8,531 Ros Agro GDR 74 – 289,402 Emira Property Fund 220 0.02 219,700 Rosneft Oil Company PJSC 1,133 0.08 24,104 enX 14 – 35,642 Rostelecom ADR 216 0.01 65,525 EOH 71 – 333,585 RusHydro ADR 238 0.02 106,297 Equites Property Fund 126 0.01 430,724 Sberbank ADR 5,221 0.36 4,094 Evraz Highveld Steel & Vanadium – – 50,376 Severstal GDR 669 0.05 159,748 Exxaro Resources 1,527 0.11 53,897 Tatneft PAO ADR 3,133 0.22 34,734 Famous Brands 166 0.01 31,557 TMK GDR 93 0.01 1,338,190 FirstRand 5,097 0.35 207,865 VEON ADR 455 0.03 145,010 Foschini 1,451 0.10 671,932 VTB Bank GDR 666 0.05 311,429 Gold Fields 1,328 0.09 375,107 Gold Fields ADR 1,596 0.11

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 45 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Africa (continued) South Africa (continued)

145,863 Grand Parade Investments 25 – 65,539 Royal Bafokeng Platinum 124 0.01 353,513 Grindrod 118 0.01 1,039,755 SA Corporate Real Estate Fund 179 0.01 8,837 Grindrod Shipping 33 – 905,583 Sanlam 3,932 0.27 1,453,149 Growthpoint Props NPV 1,956 0.14 23,697 Santam 395 0.03 175,682 Harmony Gold Mining 310 0.02 431,439 Sappi 1,316 0.09 140,229 Harmony Gold Mining ADR 251 0.02 103,468 Sasol 2,013 0.14 21,553 Hudaco Industries 145 0.01 66,574 Sasol ADR 1,304 0.09 135,831 Hulamin 22 – 200,564 Shoprite 1,757 0.12 147,663 Hyprop Investments 570 0.04 1,423,654 Sibanye Gold 1,326 0.09 394,345 Impala Platinum 1,526 0.11 79,140 Sibanye Gold ADR 296 0.02 131,088 Imperial 375 0.03 107,231 Spar 1,113 0.08 123,481 Investec 630 0.04 40,652 Spur 49 – 276,220 Investec Property 234 0.02 82,260 Stadio 14 – 31,789 Invicta 43 – 465,185 Standard Bank 5,077 0.35 97,169 Italtile 80 0.01 818,649 Steinhoff International 59 – 34,333 JSE 265 0.02 82,416 Sun International 230 0.02 1,025,731 KAP Industrial 319 0.02 294,296 Super 538 0.04 42,075 Kumba Iron Ore 1,167 0.08 232,486 Telkom 1,190 0.08 77,293 Lewis 142 0.01 46,866 Texton Property 10 – 97,347 Liberty 571 0.04 85,230 Tiger Brands 1,059 0.07 908,584 Life Healthcare 1,133 0.08 84,651 Tongaat-Hulett 62 – 172,522 Long4Life 44 – 46,087 Tower Property 15 – 63,285 Massmart 218 0.02 222,921 Transaction Capital 245 0.02 950,662 Merafe Resources 66 – 111,852 Trencor 137 0.01 117,331 Metair Investments 154 0.01 290,789 Truworths International 1,129 0.08 146,017 Metrofile 13 – 343,619 Tsogo Sun 290 0.02 48,793 MiX Telematics 22 – 343,619 Tsogo Sun Hotels 80 0.01 6,509 MiX Telematics ADR 77 0.01 259,071 Vodacom 1,721 0.12 835,832 MMI 881 0.06 392,158 Vukile Property 417 0.03 71,206 Mondi 1,254 0.09 31,428 Wilson Bayly Holmes-Ovcon 192 0.01 124,076 Motus 504 0.03 551,061 Woolworths 1,495 0.10 120,664 Mpact 149 0.01 107,999 7.51 122,683 Mr. Price 1,353 0.09 South Korea 16.04% (16.49%) 1,031,175 MTN 6,116 0.43 97,184 MultiChoice 723 0.05 8,655 3S Korea 16 – 313,559 Murray & Roberts 253 0.02 4,459 ABco Electronics 15 – 442,248 Nampak 252 0.02 2,840 Able C&C 22 – 51,431 Naspers 9,768 0.68 5,776 ABOV Semiconductor 30 – 146,830 Nedbank 2,066 0.14 7,520 Ace Technologies 55 – 179,534 NEPI Rockcastle 1,285 0.09 1,656 Actoz Soft 15 – 201 Net 1 UEPS Technologies 1 – 1,882 ADTechnology 17 – 673,317 Netcare 672 0.05 1,164 Advanced Nano Products 14 – 208,062 Northam Platinum 682 0.05 4,457 Advanced Process Systems 79 0.01 44,594 Novus 9 – 3,213 Aekyung Petrochemical 97 0.01 48,401 Oceana 186 0.01 8,923 Aekyung Petrochemical New 47 – 93,661 Octodec 96 0.01 3,104 Afreecatv 130 0.01 44,973 Omnia 88 0.01 13,099 Agabang & Company 30 – 150,643 Peregrine 153 0.01 2,686 Ahn-Gook Pharmaceutical 21 – 190,231 Pick n Pay Stores 729 0.05 1,603 Ahnlab 70 0.01 73,372 Pioneer Foods 281 0.02 12,268 AIBIT 7 – 923,151 PPC 237 0.02 10,024 AJ Networks 37 – 72,195 PSG 959 0.07 8,076 AJ Rent A Car 58 0.01 99,113 PSG Konsult 55 – 12,374 Ajin Industrial 21 – 99,052 Raubex 106 0.01 11,642 Aminologics 17 – 43,864 RCL Foods 29 – 6,730 AmoreG 285 0.02 288,048 Rebosis Property 10 – 7,118 Amorepacific 799 0.06 3,121,472 Redefine Properties 1,561 0.11 2,528 Amotech 37 – 157,199 Resilient REIT 537 0.04 14,420 Aprogen Healthcare & Games 7 – 110,665 Reunert 415 0.03 25,144 Aprogen pharmaceuticals 21 – 58,568 Rhodes Food 55 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 46 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

24,893 Aprogen Pharmaceuticals Rights 4 – 1,047 Chong Kun Dang 80 0.01 6,442 APS 26 – 2,365 Chong Kun Dang Pharmaceutical 149 0.01 1,021 Asia Cement New 67 0.01 1,250 Choong Ang Vaccine Laboratory 16 – 576 Asia Holding 44 – 14,244 Chorokbaem Media 13 – 2,957 Asia Paper Manufacturing 77 0.01 955 Chosun Refractories 56 – 70,902 Asiana Airlines 266 0.02 1,831 Chungdahm Learning 26 – 21,885 Atinum Investment 33 – 10,013 CJ 690 0.05 16,573 AUK 30 – 6,742 CJ CGV 173 0.01 16,068 Austem 30 – 4,500 CJ Cheiljedang 912 0.06 3,263 Autech 28 – 2,289 CJ Freshway 47 – 5,497 Avaco 25 – 20,195 CJ Hellovision 95 0.01 2,248 Avatec Ltd 12 – 2,086 CJ Korea Express 191 0.01 2,930 Baiksan 19 – 5,359 CJ O Shopping 647 0.05 24,075 Barun Electronics 7 – 1,501 CJ Preference 28 – 9,736 Basic House 20 – 1,944 CKD Bio 37 – 729 Bcworld Pharm 9 – 2,864 Clean & Science 44 0.01 22,820 BGF 115 0.01 560 CLIO Cosmetics 8 – 2,593 BGF Retail 373 0.03 20,587 CMG Pharmaceutical 45 0.01 10,779 BH Ltd 137 0.01 5,529 CMG Pharmaceutical Rights 1 – 6,175 Binex 42 0.01 3,324 Com2Us 230 0.02 1,590 Binggrae 74 0.01 4,933 Coreana Cosmetics 14 – 3,126 Bioland 33 – 2,722 Cosmax 202 0.02 3,594 BioSmart 12 – 2,259 Cosmax BTI 30 – 2,034 Biotoxtech 9 – 1,582 Cosmecca Korea 22 – 20,232 Biovill 23 – 2,408 CosmoAM&T 22 – 2,745 BIT Computer 9 – 2,230 Cosmochemical 17 – 5,322 Bixolon 21 – 5,125 COSON 28 – 4,613 Bluecom 12 – 15,383 Cowell Fashion 81 0.01 2,519 Boditech Med 19 – 9,188 Creative & Innovative System 17 – 21,590 Bohae Brewery 19 – 3,280 Crown Confectionery 21 – 886 BoKwang Industry 3 – 4,864 Crownhaitai 41 – 9,896 Bolak 15 – 22,231 CrucialTec 16 – 1,732 Bookook Securities 25 – 1,939 CS Wind 57 – 2,395 Boryung Medience 14 – 3,160 CTC BIO 15 – 4,825 Boryung Pharmaceutical 38 – 11,189 CTL Inc 19 – 9,287 Bosung Power Technology 14 – 486 Cuckoo Electronics 46 – 21,457 Brain Contents 14 – 1,380 Cuckoo Homesys 48 0.01 147,829 BS Financial 755 0.05 20,409 Curocom 17 – 8,492 Bukwang Pharmaceutical 101 0.01 3,242 Cymechs Inc 20 – 1,071 Busan City Gas 27 – 17,233 D.I 47 – 51 BYC 8 – 9,588 DA Technology 21 – 21,302 BYON 18 – 10,147 Dae Dong Industrial 42 – 22,237 Byucksan 35 – 760 Dae Han Flour Mills 102 0.01 27,114 Cammsys 44 – 3,920 Dae Hwa Pharmaceutical 42 0.01 23,358 Capro 67 0.01 14,745 Dae Hyun 26 – 1,103 Caregen 58 0.01 8,346 Dae Won Chemicals 10 – 1,946 Cell Biotech 28 – 20,450 Dae Won Kang Up 64 0.01 18,565 Celltrion 2,598 0.18 27,747 Dae Young Packaging 25 – 3,686 Celltrion Pharm 121 0.01 12,259 Daea Ti 53 – 6,422 Chadiostech 3 – 1,784 Daebongls 11 – 2,331 Changhae Ethanol 22 – 31,970 Daechang 31 – 18,174 Charm Engineering 17 – 632 Daechang Forging 17 – 28,190 Cheil Worldwide 564 0.04 34,203 Daeduck Electronics 274 0.02 1,273 Chemtronicskrw500 9 – 2,912 Daegu Department 14 – 2,669 Cheryong Electric 13 – 4,908 Daehan New Pharm 40 – 2,880 ChinHung International 5 – 9,628 Daehan Steel 54 – 10,452 Chinyang 18 – 7,497 Dae-Il 16 – 3,314 Choa Pharmaceutical 10 – 1,316 Daejoo Electronic Materials 15 – 44 Choheung 5 – 12,161 Daekyo 52 – 4,286 Chokwang Paint 19 – 39,428 Daekyung Machinery & Engineering 26 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 47 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

3,677 Daelim B&Co 12 – 34,824 Dongbu Insurance 1,407 0.10 2,125 Daelim C&S 14 – 18,974 Dongbu Securities 67 0.01 17,787 Daelim Industrial 1,396 0.10 824 Dong-Il 49 – 15,443 Daemyung Corp 23 – 825 Dongil Industries 34 – 6,501 Daeryuk Can 23 – 15,040 Dongjin Semichem 103 0.01 13,891 Daesang 230 0.02 1,357 Dongkook Pharmaceuticals 54 – 8,189 Daesang Limited 41 – 40,933 Dongkuk Steel Mill 187 0.01 2,460 Daesung 13 – 15,123 Dongkuk Structures and 6,113 Daesung Energy 23 – Constructions 26 – 9,491 Daesung Industrial 32 – 18,467 Dongkunited Kingdom Industries 35 – 7,527 Daewon Cable 7 – 3,384 Dongnam Marine Crane 4 – 4,286 Daewon Media 24 – 9,961 Dongsuh 131 0.01 4,538 Daewon Pharmaceutical 49 – 15,689 Dongsung 63 0.01 7,001 Daewon San Up 30 – 2,001 Dongsung Chemical 23 – 6,400 Daewoo Electronic Components 11 – 4,361 Dongsung Finetec 27 – 106,033 Daewoo Engineering & Construction 358 0.03 2,499 Dongwha Enterprise 30 – 29,244 Daewoo International 366 0.03 9,442 Dongwha Pharm 62 0.01 136,906 Daewoo Securities 764 0.05 36,049 Dongwon Development 127 0.01 17,828 Daewoo Shipbuilding & Marine 323 Dongwon F&B 62 0.01 Engineering 397 0.03 881 Dongwon Industries 150 0.01 7,225 Daewoong 84 0.01 1,889 Dongwon Systems 55 – 1,068 Daewoong Pharmaceutical 109 0.01 5,195 Dongwoo Farm To Table 17 – 1,524 Daihan Pharmaceutical 36 – 2,010 Dongyang E&P 16 – 21,423 Daishin Securities 202 0.02 10,954 Dongyang Mechatronics 43 – 2,599 Daiyang Metal 13 – 25,477 Dongyang Steel Pipe 26 – 14,259 Danal 36 – 3,317 Doosan 228 0.02 2,415 Danawa 42 0.01 23,214 Doosan Bobcat 577 0.04 8,594 Daou Data 55 – 10,916 Doosan Engine 28 – 15,337 Daou Technology 227 0.02 80,335 Doosan Heavy Industries & 6,901 Dasan Networks 49 – Construction 340 0.02 8,998 Daum Communications 805 0.06 100,817 Doosan Infracore 428 0.03 4,705 Dawonsys 45 – 3,148 DoubleUGames 133 0.01 18,434 Dayou Automotive Seat Technologies 14 – 8,927 Douzone Bizon 379 0.03 41,541 Dayou Plus 26 – 2,892 Dragonfly 7 – 40,918 DB 26 – 1,776 DRB 7 – 2,130 DCM 18 – 5,871 Dream Security 18 – 2,610 Dentium 131 0.01 2,450 Dreamus 12 – 9,042 Deutsch Motors 69 0.01 3,760 DSR Wire 13 – 90,415 DGB Financial 503 0.04 9,598 DST ROBOT 8 – 1,836 DHP Korea 11 – 2,318 Duk San Neolux 26 – 9,076 Digital Chosun 19 – 3,057 Duksung 7 – 3,073 Digital Daesung 18 – 4,150 DY POWER 40 – 10,868 Digital Power Communications 38 – 979 E Tec E&C Ltd 70 0.01 3,169 DIO 88 0.01 1,991 E1 79 0.01 5,156 Display Tech 14 – 16,839 Eagon 35 – 8,154 DMS 31 – 5,807 Eagon Industries 36 – 3,324 DNF 15 – 20,476 Easy Bio 82 0.01 1,882 Dohwa Engineering 14 – 3,087 EcoBio 12 – 6,087 Dong A Eltek 40 – 8,532 Ecopro 157 0.01 3,151 Dong Ah Tire & Rubber 71 0.01 1,044 e-Credible 13 – 2,986 Dong Ah Tire & Rubber Co /New 27 – 3,442 Eehwa Construction 14 – 15,118 Dong Yang Gang Chul 30 – 346,309 Ehwa Technologies Information 60 0.01 1,497 Dong-A Pharmaceutical 99 0.01 9,781 Elcomtec 11 – 1,719 Dong-A ST 119 0.01 7,941 Elentec 39 – 2,561 Dong-A Steel Technology 12 – 4,136 e-LITECOM 17 – 4,932 Dong-Ah Geological Engineering 83 0.01 11,889 E-Mart 1,132 0.08 7,030 Dongaone 7 – 8,418 Emerson Pacific 87 0.01 7,933 Dongbang Transport Logistics 11 – 4,180 EM-Tech 37 – 3,647 Dongbu 27 – 11,614 EMW 22 – 22,017 Dongbu HiTek 222 0.02 16,668 Enerzent 19 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 48 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

5,487 Enex 5 – 13,184 Han Kuk Carbon 81 0.01 5,951 ENF Technology 84 0.01 131,498 Hana Financial 3,357 0.23 1,862 Eo Technics 81 0.01 8,608 Hana Micron 25 – 2,120 eSang Networks 11 – 4,204 Hana Tour Service 144 0.01 3,115 Estechpharma 17 – 6,213 Hanall Biopharma 106 0.01 26,992 Eugene 109 0.01 5,501 Hancom 47 – 31,229 Eugene Investment & Securities 58 0.01 1,727 Handok Pharmaceuticals 29 – 7,297 Eugene Technology 57 0.01 1,961 Hands 9 – 5,100 Everdigm 20 – 5,267 Handsome 133 0.01 19,073 EXA E&C 20 – 1,210 Hanil Cement 105 0.01 7,907 Exax 9 – 7,295 Hanil E-Hwa 32 – 5,936 Exem 13 – 7,613 Hanil E-Wha 26 – 2,028 Ezwelfare 12 – 992 Hanil Holdings 36 – 3,580 F&F 218 0.02 43,147 Hanil Vacuum 35 – 7,939 Farmsco 33 – 9,553 Hanjin Heavy Industries & 20,591 Farmstory 16 – Construction 39 – 18,466 Feelingk 21 – 6,494 Hanjin Heavy Industries & Construction 'H' 14 – 10,940 Feelux 42 – 14,480 Hanjin Kal 296 0.02 20,291 Fila Korea 1,062 0.07 7,416 Hanjin Shipping 40 – 5,465 Fine Semitech 29 – 5,454 Hanjin Transportation 136 0.01 9,711 Fine Technix 11 – 213 Hankook AtlasBX 9 – 5,509 Firstec 10 – 3,074 Hankook Cosmetics 21 – 4,821 FN Republic 5 – 483 Hankook Cosmetics Manufacturing 9 – 21,715 Foosung 100 0.01 334 Hankook Shell Oil 76 0.01 1,515 Fursys 33 – 43,455 Hankook Tire 1,040 0.07 2,547 Gabia 16 – 2,032 Hankuk Paper Manufacturing 26 – 1,292 Gamevil 35 – 5,953 Hankuk Steel Wire 12 – 1,350 Gaon Cable 17 – 3,140 Hanmi 146 0.01 12,107 Genie Music 34 – 1,833 Hanmi Pharmaceutical 505 0.04 2,409 Geumhwa PSC 55 – 10,275 Hanmi Semiconductors 53 – 13,143 Gigalane 18 – 4,161 HanmiGlobal 32 – 4,994 Global & Yuasa Battery 146 0.01 1,407 Hans Biomed 24 – 4,503 Globon 8 – 4,402 Hansae 63 0.01 4,629 GMB Korea 22 – 1,829 Hansae MK 7 – 6,667 GMP 43 0.01 5,921 Hansae Yes24 34 – 1,350 Golfzon 67 0.01 6,243 Hanshin Constructions 78 0.01 15,001 Golfzonnewdin 47 – 6,861 Hanshin Machinery 9 – 3,707 Good People 12 – 28,870 Hansol 98 0.01 13,581 Grand Korea Leisure 190 0.01 4,012 Hansol Chemical 218 0.02 28,355 Great New Wave Coming 25 – 43,265 Hansol Homedeco 41 – 1,115 Green Cross Cell 30 – 10,651 Hansol Paper 106 0.01 1,692 Green Cross Corp 140 0.01 11,598 Hansol Technics 52 – 7,956 Green Cross Holdings 118 0.01 2,419 Hanssem 121 0.01 38,556 GS 1,347 0.09 64,751 Hanwha Chemical 1,001 0.07 38,306 GS Engineering & Construction 1,055 0.07 1,237 Hanwha Galleria Timeworld 19 – 27,255 GS Global 52 – 48,366 Hanwha General Insurance 136 0.01 1,788 GS Home Shopping 210 0.02 71,696 Hanwha Investment & Securities 124 0.01 12,856 G-SMATT GLOBAL 6 – 7,148 Hanyang 62 0.01 9,618 GSretail 258 0.02 3,417 Hanyang Securities 18 – 375 GwangjuShinsegae 46 – 19,534 Harim Holdings 151 0.01 4,687 GY Commerce 7 – 18,536 Harim Limited 40 – 3,048 Hae In 11 – 9,144 HB Technology 22 – 5,297 Haesung DS 51 0.01 37,079 Heung-A Shipping 15 – 2,931 Haesung Industrial 22 – 27,857 Heungkuk Fire & Marine Insurance 84 0.01 15,038 Haimarrow Food Service 25 – 936 High Tech Pharm 8 – 3,643 Haitai Confectionery & Foods 22 – 3,008 Hisem 13 – 5,565 Halla 168 0.01 16,914 Hite Jinro 235 0.02 63,387 Halla Climate Control 504 0.04 5,324 Hitejinro 33 – 12,746 Halla Engineering & Construction 32 – 7,911 HLB 191 0.02 9,821 Han Chang 23 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 49 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

9,428 HMC Investment Securities 68 0.01 632 i3system 9 – 24,982 Home Center 23 – 20,282 iA 9 – 7,656 Homecast 25 – 6,453 ICD 46 – 9,870 Honam Petrochemical 1,701 0.12 1,070 i-Components 5 – 14,866 Hotel Shilla 984 0.07 4,070 IDIS 39 0.01 19,770 HS Industrie Co Ltd 126 0.01 18,410 IHQ 25 – 23,576 HS R&A 33 – 2,835 Il Dong Pharmaceutical 38 – 9,806 Huchems Fine Chemical 147 0.01 1,764 IlDong 15 – 636 Hugel 181 0.01 18,223 Iljin 41 – 9,709 Humax 47 – 956 Iljin Diamond 20 – 1,307 Humedix 23 – 198 Iljin Diamond Old Rights 1 – 5,375 Huneed Technologies 30 – 6,746 Iljin Display 25 – 1,966 Huons 77 0.01 9,448 Iljin Electric 21 – 2,836 Huons Global 75 0.01 5,794 Iljin Materials 148 0.01 2,269 Husteel 19 – 849 Ilshin Spinning 55 – 7,113 Huvis 36 – 14,604 Ilshin Stone 32 – 3,099 Huvitz 21 – 6,775 ilShinbiobase 8 – 10,217 Hwa Shin 19 – 546 Ilsung Pharmaceuticals 33 – 652 Hwacheon Machine Tool 19 – 3,687 Ilyang Pharmaceutical 65 0.01 5,434 Hwail Pharm 24 – 24,512 IM 24 – 8,448 Hwajin 18 – 10,651 iMarketKorea 85 0.01 5,133 Hwangkum Steel & Technology 29 – 3,199 Inbody Ltd 53 – 5,850 HwaSung Industrial 55 – 1,002 Incross 16 – 6,118 Hy-Lok 71 0.01 108,919 Industrial Bank of Korea 1,045 0.07 197,561 Hynix Semiconductor 9,359 0.65 5,242 Infinitt Healthcare 23 – 9,167 Hyosung 454 0.03 5,849 Infraware 5 – 1,844 Hyosung Advanced Materials 150 0.01 4,505 INITECH 17 – 1,313 Hyosung Chemical 134 0.01 2,453 Innocean Worldwide 119 0.01 1,782 Hyosung TNC 172 0.01 1,206 InnoWireless 22 – 3,607 Hyundai 58 0.01 2,196 Innox Advanced Materials 80 0.01 6,455 Hyundai Bioscience 78 0.01 30,440 Inscobee 59 0.01 4,259 Hyundai BNG Steel 26 – 8,828 Insun Enterprises 50 – 972 Hyundai Cement 25 – 1,545 Intelligent Digital Integrated 7,811 Hyundai Construction Equipment 216 0.02 Securities 25 – 7,805 Hyundai Department Store 441 0.03 4,170 Interflex 31 – 25,890 Hyundai Development 268 0.02 3,727 Interojo 65 0.01 6,312 Hyundai Electric & Energy System 78 0.01 3,946 Interpark 15 – 4,679 Hyundai Elevator 289 0.02 26,679 Interpark Holdings 44 – 23,290 Hyundai Engineering & Construction 852 0.06 7,807 INTOPS 90 0.01 13,209 Hyundai Engineering Plastics 50 – 3,665 Invenia 8 – 6,609 Hyundai Glovis 726 0.05 6,280 Inzi Controls 28 – 25,977 Hyundai Greenfood 232 0.02 3,141 INZI Display 4 – 13,224 Hyundai Heavy Industries 1,070 0.08 3,665 Iones 15 – 3,469 Hyundai Home Shopping Network 250 0.02 9,453 IS Dongseo 249 0.02 23,489 Hyundai Hy Communications & 4,692 ISC Ltd 26 – Networks 65 0.01 2,221 I-Sens 37 – 4,576 Hyundai Inc 43 – 15,782 Isplus 51 – 45,966 Hyundai Marine & Fire Insurance 893 0.06 6,385 ISU Chemical 42 – 63,312 Hyundai Merchant Marine 160 0.01 9,037 IsuPetasys 34 – 11,884 Hyundai Mipo Dockyard 401 0.03 2,219 It's Hanbul 35 – 15,863 Hyundai Mobis 2,545 0.18 3,367 J.ESTINA 13 – 31,971 Hyundai Motor 3,044 0.21 5,678 Jahwa Electronics 46 – 4,489 Hyundai Pharmaceutical 15 – 4,525 Jastech 35 – 3,293 Hyundai Robotics 728 0.05 5,168 Jayjun Cosmetic 22 – 8,252 Hyundai Rotem 118 0.01 110,835 JB Financial 447 0.03 34,718 Hyundai Steel 989 0.07 5,042 JC Hyun System 20 – 3,987 Hyundai Telecommunication 27 – 841 Jeil Pharmaceutical 13 – 10,707 Hyundai Wia 356 0.03 2,994 Jeju Air 68 0.01 4,655 Hyvision System 28 – 3,504 Jeju Semiconductor 9 – 2,666 I Controls 19 – 7,818 Jeongsan Aikang 13 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 50 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

2,776 Jinsung T.E.C. 16 – 455 Korea Airport Service 14 – 3,673 JLS 20 – 7,489 Korea Alcohol Industrial 45 – 1,566 JS Corp 20 – 27,535 Korea Asset In Trust 78 0.01 17,394 Jusung Engineering 79 0.01 4,882 Korea Autoglass 71 0.01 826 JVM 22 – 3,711 Korea Cast Iron Pipe Industries 38 – 6,656 JW 28 – 7,401 Korea Circuit 28 – 2,568 JW Life Science 41 0.01 1,786 Korea District Heating 63 0.01 3,179 JW Pharmaceutical 68 0.01 28,200 Korea Electric Power 492 0.04 10,354 JYP Entertainment 169 0.01 78,604 Korea Electric Power ADR 687 0.05 6,944 Kanglim 13 – 2,934 Korea Electric Terminal 135 0.01 26,323 Kangwon Land 544 0.04 5,932 Korea Electronic Certification 5,121 KAON Media 43 – Authority 18 – 64,609 KB Financial 2,020 0.14 719 Korea Export Packaging Industrial 10 – 51,354 KB Financial ADR 1,596 0.11 6,905 Korea Flange 10 – 4,015 KC 37 – 14,366 Korea Gas 413 0.03 7,616 KC Green 22 – 3,755 Korea Information and Communication 23 – 3,970 KC Tech 43 0.01 5,568 Korea Information Certificate 3,307 KCC 622 0.04 Authority 15 – 4,782 KCC Engineering & Construction 24 – 22,770 Korea Investment 1,253 0.09 1,941 KCI 15 – 223,065 Korea Life Insurance 499 0.04 6,283 KCP 81 0.01 8,276 Korea Line 152 0.01 58,519 KEC 47 – 826 Korea Materials & Analysis 7 – 3,413 KEPCO Engineering & Construction 47 – 2,231 Korea Petrochemical 198 0.01 8,117 KEPCO Plant Service & Engineering 173 0.01 106,029 Korea Real Estate Investment & 12,571 Keyang Electric Machinery 30 – Trust 169 0.01 22,609 KEYEAST 52 – 3,998 Korea United Pharm 62 0.01 4,674 KG Chemical 39 – 2,335 Korea Zinc 758 0.05 10,398 KG Eco Technology Service Ltd 28 – 35,643 Korean Air Lines 704 0.05 5,991 Kginicis 62 0.01 2,002 Korean Drug 10 – 5,741 KGMobilians 27 – 60,741 Korean Reinsurance 362 0.03 5,566 KH Vatec 40 – 5,681 Kortek 54 – 84,594 Kia Motors 2,535 0.18 1,270 KPX Chemical 51 – 433 KINX 12 – 12,892 KSIGN 14 – 8,449 KISCO 36 – 10,095 KSS Line 49 – 5,015 KISCO Holdings 48 – 22,137 KT ADR 216 0.02 4,950 Kiswire 89 0.01 8,451 KT Hitel 28 – 97,408 Kiwi Media 14 – 14,120 KT Skylife 102 0.01 6,492 Kiwoom Securities 362 0.03 8,742 KT Submarine 25 – 9,251 KleanNara 15 – 28,030 KT&G 1,885 0.13 6,459 KL-Net 13 – 25,792 KTB Investment & Securities 55 – 1,971 KM 10 – 17,671 KTCS 27 – 8,760 KMH 40 – 13,384 Ktis 22 – 1,434 Kocom 8 – 1,773 Kukbo Design 20 – 18,169 Kodaco 27 – 2,006 Kukdo Chemical 63 0.01 23,139 Kodi-M 11 – 12,137 Kuk-il Paper Manufacturing 31 – 8,561 Koentec 69 0.01 2,189 Kukje Pharma 7 – 4,341 Koh Young Technology 246 0.02 8,780 Kumho Industrial 84 0.01 15,205 Kolao 30 – 87,584 Kumho Merchant Bank 45 – 4,176 Kolmar BNH 76 0.01 9,917 Kumho Petro chemical 659 0.05 3,236 Kolmar Korea 133 0.01 48,631 Kumho Tire 132 0.01 2,645 Kolmar Korea Holdings 51 – 6,000 Kumkang Kind 18 – 4,689 Kolon 58 0.01 2,292 Kunsul Chemical Industrial 41 – 3,925 Kolon Global 27 – 16,008 Kwang Dong Pharmaceutical 82 0.01 11,582 Kolon Industries 338 0.02 12,280 Kwang Myung Electrical Engineering 21 – 3,659 Kolon Life Science 52 0.01 5,097 Kyeryong Construction Industrial 96 0.01 5,670 Kolon Plastic 20 – 12,590 Kyobo Securities 94 0.01 1,822 KoMiCo 34 – 3,284 Kyongbo Pharmaceutical 22 – 3,896 KONA I 60 0.01 2,044 Kyung Dong Navien 58 0.01 5,735 Kook Soon Dang Brewery 16 – 1,991 Kyung Nam Pharm 23 – 3,874 Kopla 9 – 8,769 Kyungbang 62 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 51 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

4,311 Kyungchang Industrial 3 – 2,390 Megastudyedu 57 0.01 820 KyungDong City Gas 17 – 25,711 Meritz Finance 257 0.02 332 KyungDong Invest 9 – 39,520 Meritz Fire & Marine Insurance 557 0.04 6,852 Kyungdong Pharmaceutical 42 – 181,987 Meritz Securities 666 0.05 11,714 Kyung-In Synthetic 50 – 3,589 Meta Biomed 6 – 5,528 L&F 103 0.01 9,501 Mgame 22 – 2,010 L&K Biomed 10 – 342 Mi Chang Oil Industrial 18 – 1,646 LabGenomics 7 – 14,507 MiCo 59 0.01 18,897 LB Semicon 156 0.01 3,248 Minwise 50 – 7,902 Leadcorp 30 – 153,277 Mirae 18 – 14,983 Lee Ku Industrial 21 – 56,993 Mirae Asset Life Insurance 171 0.01 3,868 Leeno Industrial 158 0.01 666 Miwon Commercial 21 – 5,267 Leenos 6 – 723 Miwon Specialty Chemical 38 – 32,775 LG 1,720 0.12 13,543 MK Electron 76 0.01 12,048 LG Chemical 2,911 0.20 9,072 MN Tech 25 – 69,034 LG Display 839 0.06 9,634 Mobase 47 – 173,039 LG Display ADR 1,056 0.07 4,463 Modetour Network 60 0.01 62,785 LG Electronics 3,399 0.24 18,231 Moorim P&P 64 0.01 12,794 LG Fashion 201 0.02 14,880 Moorim Paper 32 – 4,635 LG Hausys 195 0.01 4,450 Motonic 32 – 2,076 LG Household & Health Care 1,861 0.13 10,148 MP Hankang 7 – 8,750 LG Innotek 651 0.05 9,851 MS Autotech 25 – 19,041 LG International 231 0.02 9,117 Muhak 69 0.01 57,084 LG Uplus 565 0.04 853 Multicampus 28 – 11,795 Lihom-Cuchen 30 – 4,201 MyungMoon Pharm 15 – 1,544 Lion Chemtech 9 – 3,158 Nam Hwa Construction 20 – 1,581 LIS 15 – 8,901 Namhae Chemical 65 0.01 6,239 Livart Furniture 74 0.01 1,296 NamKwang Engineering & 31,462 Liveplex 18 – Construction 12 – 4,346 LMS South Korea 41 – 17,392 Namsun Aluminum 42 – 5,319 Lock & Lock 56 – 600 Namuga 20 – 5,180 LOT Vacuum 29 – 238 Namyang Dairy Products 91 0.01 7,429 Lotte 223 0.02 2,719 Nano Chem Tech 9 – 1,702 Lotte Chilsung Beverage 199 0.01 5,947 NanoenTek 19 – 802 Lotte Confectionery 94 0.01 1,167 Nasmedia 31 – 5,681 LOTTE Himart 169 0.01 2,210 National Plastic 6 – 44,031 Lotte Non-Life Insurance 71 0.01 6,367 Nature & Environment 7 – 217 Lotte Samkang 87 0.01 5,514 NCsoft 1,795 0.13 6,332 Lotte Shopping 694 0.05 1,339 NeoPharm 48 – 2,718 Lotte Tour Development 24 – 5,974 Neowiz 60 0.01 9,810 LS 318 0.02 3,955 Neowiz Holdings 37 – 10,075 LS Industrial Systems 347 0.03 7,540 Nepes 165 0.01 26,092 Lumens 39 – 4,095 Netmarble 316 0.02 4,882 Lutronic 28 – 2,124 Neuros 9 – 183,137 Macquarie Korea Infrastructure Fund 1,475 0.10 1,675 New Power Plasma 20 – 2,466 Macrogen 51 – 14,190 Nexen 64 0.01 2,975 Maeil 28 – 25,297 Nexen Tire 168 0.01 1,895 Maeil Dairies 109 0.01 5,280 Next Entertainment World 17 – 20,643 Magicmicro 20 – 3,658 Next Science 9 – 4,301 MAKUS 14 – 6,048 NextEye 10 – 20,718 Mando 416 0.03 1,501 Nexturn 10 – 28,470 Maniker 22 – 30,408 NHN 2,356 0.16 4,281 Mcnex 84 0.01 5,903 NHN Entertainment 311 0.02 1,641 MDS Technology Ltd 15 – 6,075 NI Steel 12 – 8,429 ME2ON 38 0.01 7,575 Nice 117 0.01 13,566 Mediaplex South Korea 30 – 2,937 Nice Information & Telecommunication 44 – 884 Medipost 19 – 15,353 Nice Information Services 178 0.01 2,086 Medy-Tox 641 0.05 8,037 NICE Total Cash Management 47 – 1,343 Meerecompany 45 0.01 25,838 NK 24 – 4,239 MegaStudy 33 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 52 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

2,751 Nong Woo Bio Ltd 21 – 2,052 Robostar 33 – 1,453 Nongshim 252 0.02 4,446 S Net Systems 25 – 1,028 Nongshim Holdings 62 0.01 6,711 S&S Tech 34 – 1,475 Noroo 12 – 649 S&T 6 – 5,658 Noroo Paint & Coatings 30 – 5,876 S&T Daewoo 179 0.01 6,874 NS Shopping 56 – 2,376 S.Y. Panel 8 – 4,333 Nuri Telecom 19 – 8,155 S1 543 0.04 3,685 Nutribiotech 26 – 1,730 Sajo Industries 61 0.01 1,552 Oceanbridge 11 – 3,238 Sam Chun Dang Pharm 84 0.01 10,226 OCI 651 0.05 7,102 Sam Young Electronics 55 – 2,671 OCI Materials 270 0.02 5,580 Sam Yung Trading 61 0.01 5,417 Odtech 22 – 3,105 Sambo Corrugated Board 23 – 9,302 Omnisystem 14 – 7,766 Sambo Motors 36 – 3,624 Openbase 8 – 6,686 Sambon Electronics 14 – 816 OptoElectronics Solutions 30 – 1,704 Samchully 109 0.01 9,196 OPTRON-TEC 52 – 2,169 Samchuly Bicycle 9 – 3,521 Orange Life Insurance 76 0.01 10,726 Samho Developments 39 – 2,309 Orbitech 7 – 2,850 Samho International 49 – 30,116 Orientbio 10 – 6,295 Samhwa Paints Industrial 24 – 8,067 Orion 508 0.04 31,119 Samick Musical Instruments 41 – 13,491 Orion Holdings 158 0.01 2,396 Samick THK 20 – 1,798 OSANGJAIEL 11 – 4,737 Samji Electronics 40 – 4,512 Oscotec 65 0.01 10,869 Samjin LND 17 – 5,021 Osstem Implant 257 0.02 3,894 Samjin Pharmaceutical 80 0.01 7,056 Osung Advanced Materials 9 – 11,753 Samkee Automotive 23 – 355 Ottogi 166 0.01 1,629 Samkwangglass 40 – 21,285 Paik Kwang Industrial 43 – 990 Samlip General Foods 66 0.01 118,011 Pan Ocean 374 0.03 5,577 Sammok S-Form 46 – 10,450 Pang Rim 16 – 25,329 SAMPYO Cement 66 0.01 13,419 Pan-Pacific 28 – 1,881 Samsung Biologics 410 0.03 13,188 Paradise 146 0.01 14,482 Samsung C&T 946 0.07 12,094 Partron 147 0.01 16,416 Samsung Card 428 0.03 7,802 Paru 14 – 2,711 Samsung Climate Control 19 – 3,997 Paxnet 25 – 21,735 Samsung Electro-Mechanics 1,450 0.10 2,620 Pearl Abyss 380 0.03 1,211,183 Samsung Electronics 38,817 2.70 3,208 People & Technology 11 – 19,353 Samsung Electronics GDR 15,513 1.08 1,327 PHARMA RESEARCH PRODUCTS 38 – 61,751 Samsung Engineering 723 0.05 6,763 Pharmicell 36 – 10,104 Samsung Fine Chemicals 364 0.03 3,310 PNE Solution 27 – 15,194 Samsung Fire & Marine Insurance 2,780 0.19 6,774 Polus BioPharm 9 – 141,785 Samsung Heavy Industries 790 0.06 5,274 POSCO 880 0.06 28,699 Samsung Life Insurance 1,638 0.11 71,117 POSCO ADR 2,974 0.21 16,187 Samsung Pharmaceutical 28 – 7,612 POSCO Chemical Technology 278 0.02 1,189 Samsung Publishing 14 – 1,417 POSCO Coated & Color Steel 18 – 12,241 Samsung SDI 1,972 0.14 19,916 POSCO ICT 78 0.01 9,356 Samsung SDS 1,373 0.10 9,443 Posco M-Tech 39 – 34,805 Samsung Securities 929 0.07 12,909 Power Logics 115 0.01 32,167 SAMT 48 – 2,739 Protec 40 0.01 3,656 Samwha Capacitor 129 0.01 5,067 PS TEC 15 – 1,417 Samwha Electric 16 – 4,327 PSK 50 0.01 2,113 Samyang 79 0.01 1,631 PSK Holdings 10 – 1,118 Samyang Foods 53 – 7,000 Pulmuone 63 0.01 2,406 Samyang Holdings 121 0.01 1,442 Pungkuk Alcohol Industry 21 – 681 Samyang Tongsang 31 – 7,424 Pyeong Hwa Automotive 44 – 1,476 Sang-A Frontec 17 – 5,600 RaonSecure 13 – 3,860 Sangsin Brake 11 – 1,989 Rayence 20 – 5,593 Sangsin Energy Display Precision 39 0.01 17,762 Redrover 8 – 2,332 Sansung Life Science 15 – 3,054 Reyon Pharmaceutical 34 – 1,381 SaraminHR 23 – 3,108 RFHIC 62 0.01 1,758 Satrec Initiative 25 – 4,315 Rftech 25 – 9,118 Savezone I&C 24 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 53 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

48,014 SBI Investment Korea 28 – 16,880 Shinwon 26 – 29,956 SBS Media 46 – 1,832 Shinwon Construction 5 – 81,393 SBW 59 0.01 2,683 Shinyoung Securities 110 0.01 19,457 S-Connect 24 – 27,992 Signetics 25 – 1,230 SD Biotechnologies 6 – 4,485 SIGONG TECH 20 – 20,975 SDN 21 – 4,360 Silicon Works 128 0.01 453 SeAH 28 – 5,049 Silla 48 – 8,676 SeAH Besteel 108 0.01 10,604 Simmtech 42 – 936 SeAH Steel 45 0.01 12,849 SIMPAC 28 – 1,044 SeAH Steel Holdings 41 – 3,298 Sindoh 106 0.01 7,644 Sebang 74 0.01 1,440 Sinil Pharm 9 – 3,864 Sebo Manufacturing Engineer 26 – 8,576 SK C&C 1,358 0.10 7,149 Secuve 8 – 4,007 SK Chemicals 157 0.01 5,312 Seegene 96 0.01 3,282 SK D&D 63 0.01 2,444 Sejin Heavy Industries 9 – 7,908 SK Discovery 147 0.01 6,885 Sejong Industrial 28 – 2,813 SK Gas 151 0.01 184,079 Sejong Telecom 63 0.01 25,054 SK Innovation 2,719 0.19 8,012 Sejoong 21 – 109,949 SK Networks 379 0.03 5,788 Sekonix 31 – 214,096 SK Securities 105 0.01 5,234 Selvas AI 13 – 3,375 SK Telecom 596 0.04 457 Sempio 14 – 18,039 SK Telemcom ADR 352 0.03 873 Sempio Foods 19 – 12,236 SKC 330 0.02 2,771 Semyung Electric Machinery 10 – 15,430 SKC Solmics 34 – 6,909 S-Energy 22 – 6,256 SKCKOLONPI 123 0.01 14,372 Seobu T&D 90 0.01 7,415 SL 120 0.01 43,677 Seohan 48 – 14,602 SM Culture & Contents 17 – 95,219 Seohee Construction 90 0.01 5,315 SM Entertainment 151 0.01 1,752 Seojin System 31 – 46,280 S-Mac 32 – 7,589 Seondo Electric 20 – 2,264 SMCore 17 – 2,464 Seoul Auction 14 – 12,429 SMEC 26 – 1,616 Seoul Pharma 8 – 6,827 SNU Precision 12 – 19,086 Seoul Semiconductor 235 0.02 16,431 S-Oil 938 0.07 1,793 Seoulin Bioscience 12 – 9,177 Solborn 29 – 5,699 Seowonintech 22 – 65,395 Solco Biomedical 11 – 5,231 Sewha P&C 11 – 13,331 Solid 52 – 3,171 Sewon Precision Industry 18 – 7,308 Songwon Industrial 111 0.01 17,245 Sewoncellontech 40 – 4,664 Soulbrain 150 0.01 5,318 Sewoonmedical Ltd 13 – 3,020 SPG 17 – 10,699 SFA Engineering 295 0.02 914 Spigen Korea 41 – 6,292 SFC 8 – 52,502 Ssangyong Cement Industrial 226 0.02 57,144 SG 42 – 30,435 Ssangyong Motor 84 0.01 11,633 SG&G 18 – 2,187 ST Pharm 26 – 14,108 SGA 10 – 43,296 STS Semiconductor & 8,564 SGA Solutions 10 – Telecommunications 96 0.01 17,587 SH Energy & Chemicals 15 – 2,588 Suheung Capsule 60 0.01 5,999 Shin Poong Pharmaceutical 27 – 2,949 Sun Kwang 35 – 1,015 Shindaeyang Paper 57 0.01 4,312 Sunchang 15 – 94,137 Shinhan Financial 2,885 0.20 1,905 SundayToz 28 – 24,775 Shinhan Financial ADR 759 0.05 5,620 Sung Bo Chemicals 20 – 13,866 Shinil Industrial 20 – 12,272 Sung Kwang Bend 90 0.01 3,683 Shinsegae 757 0.05 29,869 Sungchang Enterprise 40 – 1,705 Shinsegae Engineering 6,599 Sungdo Engineering and Constructions 37 – Construction 24 – 1,021 Shinsegae Food 59 0.01 9,966 Sungshin Cement 66 0.01 462 Shinsegae Information & 33,653 Sungwoo Hitech 95 0.01 Communication 38 – 5,627 Sunjin 43 – 661 Shinsegae International 96 0.01 7,776 Sunny Electronics 17 – 40,105 Shinsung Solar Energy 35 – 1,816 Suprema 45 – 22,057 Shinsung Tongsang 16 – 934 Suprema HQ 5 – 7,243 Shinwha Intertek 28 – 6,832 SurplusGLOBAL 12 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 54 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

South Korea (continued) South Korea (continued)

9,996 Synergy Innovation 13 – 28,638 Willbes 23 – 30,441 Synopex 57 – 3,866 Winix 60 0.01 4,888 Systems Technology 46 – 1,852 Wins 21 – 9,664 Tae Kyung Industrial 39 – 9,313 WiSoL 120 0.01 246 Taekwang Industrial 222 0.02 11,692 WIZIT 9 – 6,961 Taewoong 49 – 3,674 Won Ik 10 – 25,320 Taeyoung Engineering & 14,126 Wonik Cube 22 – Construction 257 0.02 24,414 Wonik IPS 67 0.01 53,123 Taihan Electric Wire 26 – 15,105 Wonik IPS Co 247 0.02 11,785 Taihan Fiberoptics 36 – 4,354 Wonik Materials 60 0.01 1,208 Taihan Textile 18 – 5,838 Wonik QNC 45 – 12,912 Tailim Packaging Industrial 62 0.01 4,110 Wonpung Mulsan 11 – 5,475 TechWing 42 – 4,277 Woojin 18 – 745 Tego Science 14 – 36,952 Woongjin 48 – 1,599 Telechips 14 – 18,452 Woongjin Coway 975 0.07 5,981 TES Korea 67 0.01 5,649 Woongjin Energy 3 – 2,458 Tesna 85 0.01 20,965 Woongjin Thinkbig 41 – 15,018 Texcell-NetCom 230 0.02 196,543 Woori Financial 1,885 0.13 5,768 Theragen Etex 33 – 3,544 Woori Financial ADR 102 0.01 3,514 Thinkware Systems 20 – 71,088 Woori Investment & Securities 704 0.05 9,957 TK 70 0.01 29,908 Woori Technology 23 – 25,376 TK Chemicals 55 – 15,691 Woori Technology Investment 43 0.01 9,796 TOBESOFT 24 – 3,140 Wooridul Pharmaceutical 15 – 1,876 Tokai Carbon Korea 70 0.01 15,173 Woorison F&G 22 – 25,986 Tong Yang Life Insurance 77 0.01 1,764 Woory Industrial 30 – 19,800 Tong Yang Moolsan 24 – 5,151 Wooshin Systems 21 – 60,958 Tong Yang Securities 135 0.01 3,839 Woosu AMS 11 – 95,041 Tongyang 117 0.01 9,557 Woosung Feed 22 – 928 Tonymoly 8 – 3,421 Worldex Industry & Trading 16 – 7,296 Top Engineering 51 – 8,569 Yearimdang Publishing 28 – 8,716 Toptec 55 – 9,468 Yeong Hwa Metal 10 – 7,795 Tovis 38 – 1,515 Yest 14 – 2,289 TS 34 – 10,030 YG 65 0.01 24,953 T'way 35 – 2,985 YG Entertainment 59 0.01 5,585 UBCare 23 – 7,317 YG PLUS 7 – 1,439 Ubiquoss 44 0.01 7,829 YIK 14 – 2,105 Ubiquoss Holdings 68 0.01 7,729 YJM Games 11 – 56,361 Ugint 21 – 4,052 YMC 17 – 5,624 UIL 20 – 7,647 Yong Pyong Resort 41 0.01 3,802 Uju Electronics 25 – 1,126 Yonwoo 19 – 14,213 Uni-Chem 22 – 6,134 Yoosung Enterprise 13 – 2,445 Unick 14 – 7,265 YooSung T&S 16 – 3,321 UNID 114 0.01 6,560 Youlchon Chemical 62 0.01 16,858 Union Semiconductor Equipment & 3,673 Young In Frontier 32 – Materials 55 – 223 Young Poong 109 0.01 5,199 Uniquest 26 – 6,473 Young Poong Precision 40 – 22,188 Unison 18 – 10,320 Youngone 263 0.02 1,074 Unitekno 10 – 3,497 Youngone Holdings 145 0.01 7,065 UniTest Inc 58 0.01 12,185 YTN 17 – 3,310 Value Added Technologies Ltd 64 0.01 2,148 Yuhan 358 0.03 1,762 Very Good Tour 8 – 2,161 YuHwa Securities 19 – 2,888 Viatron Technologies 22 – 5,270 Yujin Robot 13 – 2,948 Vieworks 65 0.01 21,230 Yungjin Pharmaceutical 73 0.01 5,720 Visang Education 36 – 1,278 Yuyu Pharma 10 – 2,667 Vitzrocell 21 – 2,811 Zeus 25 – 85,988 W Company 26 – 230,751 16.04 6,201 Webzen 72 0.01 4,266 Welcron 10 – Taiwan 15.50% (15.38%) 1,624 Wemade Entertainment 36 – 4,780 Whanin Pharmaceuticals 57 – 17,000 Aaeon Technology 36 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 55 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

23,400 ABC Taiwan Electronics 13 – 102,000 Asia Optical 225 0.02 164,164 Ability Enterprise 61 0.01 1,399,000 Asia Pacific Telecom 259 0.02 23,621 Ability Opto-Electronics Technology 32 – 103,507 Asia Plastic Recycling 17 – 220,000 AcBel PolyTechnology 114 0.01 251,872 Asia Polymer 88 0.01 200,465 Accton Technology 666 0.05 20,000 Asia Tech Image 23 – 20,000 Ace Pillar 10 – 180,736 Asia Vital Components 176 0.01 1,649,315 Acer 806 0.06 11,468 Asmedia Technology 141 0.01 53,000 ACES Electronic 29 – 8,919 Aspeed Technology 134 0.01 77,000 Acon 15 – 18,000 Asrock 27 – 18,400 Acter 79 0.01 223,269 Asustek Computer 1,261 0.09 63,000 Action Electronics 11 – 36,000 Aten International 84 0.01 29,000 Actron Technology 72 0.01 4,495,801 AU Optronics 1,061 0.07 101,548 A-DATA Technology 115 0.01 84,515 AU Optronics ADR 197 0.01 5,366 Addcn Technology 38 – 53,800 Audix 53 – 59,069 Adlink Technology 57 – 23,000 AURAS Technology 85 0.01 16,000 Advanced Ceramic 98 0.01 13,000 Aurona Industries 6 – 67,000 Advanced International Multitech 73 0.01 23,100 Aurora 58 – 43,000 Advanced Optoelectronic Technology 16 – 17,000 Aurora Systems 22 – 34,000 Advanced Power Electronics 22 – 15,000 Avalue Technology 18 – 45,000 Advanced Wireless Semiconductors 74 0.01 146,000 Avermedia 41 – 135,726 Advancetek Enterprise 56 – 48,661 AVY Precision Technology 45 – 106,652 Advantech 713 0.05 34,000 Axiomtek 50 – 10,000 AEON Motor 11 – 15,000 Azurewave Technologies 8 – 279,000 Aerospace Industrial Development 239 0.02 284,050 Bank of Kaohsiung 69 0.01 318,441 AGV Products 58 – 65,000 Basso industry 96 0.01 15,000 Airmate Cayman International 10 – 70,000 BenQ Materials 43 – 55,164 Airtac International 484 0.03 861,000 BES Engineering 170 0.01 22,000 Alchip Technologies 52 – 32,190 Bin Chuan Enterprise 16 – 32,000 Alcor Micro 13 – 15,000 Bionime 19 – 9,000 Alexander Marine 10 – 123,000 Biostar Microtech International 40 – 179,000 Ali 43 – 24,821 Bioteque 76 0.01 36,000 All Ring Tech 39 – 56,670 Bizlink 309 0.02 11,000 Allied Circuit 17 – 33,000 Boardtek Electronics 24 – 121,000 Allis Electric 50 – 8,000 Bon Fame 11 – 52,502 Alltek Technology 26 – 52,000 Bright Led Electronics 16 – 24,000 Alltop Technology 37 – 111,089 Brighton-Best International Taiwan 99 0.01 173,200 Alpha Networks 87 0.01 96,000 C Sun Manufacturing 79 0.01 145,528 Altek 96 0.01 157,000 Cameo Communications 31 – 17,532 Amazing Microelectronic 36 – 33,805 Capital Futures 39 – 173,000 Ambassador Hotel 97 0.01 1,209,278 Capital Securities 290 0.02 28,000 Ampire 18 – 170,000 Carnival Industrial 26 – 50,000 Ampoc Far-East 39 – 117,068 Casetek 124 0.01 556,132 Amtran Technology 155 0.01 349,878 Catcher Technology 1,975 0.14 90,405 Anderson Industrial 21 – 2,064,600 Cathay Financial 2,253 0.16 32,177 Anpec Electronics 47 – 748,000 Cathay No.1 Real Estate Investment 9,447 AP Memory Technology 9 – Trust 293 0.02 43,964 Apacer Technology 34 – 162,000 Cathay No.2 Real Estate Investment Trust 66 0.01 14,739 APAQ Technology 11 – 349,300 Cathay Real Estate Development 246 0.02 114,000 APCB 87 0.01 40,000 Celxpert Energy 32 – 60,502 Apex Biotechnology 48 – 73,176 Center Laboratories 144 0.01 100,371 Apex International 139 0.01 96,348 Central Reinsurance 44 – 25,000 Apex Medicals 16 – 460,664 Chailease 1,502 0.11 57,200 Apex Science & Engineering 12 – 66,000 Chain Chon Industrial 13 – 60,393 Arcadyan Technology 136 0.01 34,200 ChainQui Construction Development 278,913 Ardentec 205 0.02 Company 25 – 20,000 Argosy Research 27 – 152,000 Champion Building Materials 27 – 1,188,305 ASE Technology 1,855 0.13 1,817,712 Chang Hwa Commercial Bank 966 0.07 161,378 ASE Technology ADR 501 0.04 15,923 Chang Wah Electromaterials 64 0.01 890,296 Asia Cement 1,074 0.08 6,000 Chang Wah Technology 40 – 16,000 Asia Electronic Material 7 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 56 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

104,000 Channel Well Technology 65 0.01 14,000 Chunghwa Chemical 10 – 23,000 Chant Sincere 16 – 6,000 Chunghwa Precision Test Tech 63 0.01 98,175 Charoen Pokphand Enterprise 172 0.01 356,499 Chunghwa Telecom 1,022 0.07 11,000 Chaun-Choung Technology 46 – 63,762 Chunghwa Telecom ADR 1,836 0.13 49,000 CHC Healthcare 52 – 78,000 Chyang Sheng Dyeing & Finishing 32 – 34,100 CHC Resources 46 – 41,000 Cleanaway 169 0.01 33,000 Chen Full International 35 – 299,714 CLEVO 235 0.02 21,000 Chenbro Micom 34 – 1,082,056 CMC Magnetics 188 0.01 60,000 Cheng Fwa Industry 20 – 4,000 C-Media Electronics 2 – 508,000 Cheng Loong 260 0.02 46,764 CoAsia Microelectronics 11 – 1,011,384 Cheng Shin Rubber industry 1,029 0.07 74,000 Collins 21 – 262,230 Cheng Uei Precision industry 210 0.02 2,303,814 Compal Electronics 1,187 0.08 65,000 Chenming Mold Industry 25 – 697,000 Compeq Manufacturing 461 0.03 80,000 Chia Chang 76 0.01 34,000 Compucase Enterprise 24 – 274,809 Chia Hsin Cement 119 0.01 330,215 Concord Securities 63 0.01 20,000 Chian Hsing Forging Industrial 24 – 19,030 Concraft 76 0.01 252,955 Chicony Electronics 490 0.03 263,550 Continental 115 0.01 71,802 Chicony Power Technology 89 0.01 89,000 Contrel Technology 41 – 28,000 Chieftek Precision 63 0.01 23,257 Coremax 46 – 131,150 Chien Kuo Construction 35 – 281,200 Coretronic 309 0.02 120,543 Chilisin Electroni 277 0.02 100,860 Co-Tech Development 82 0.01 6,000 Chime Ball Technology 6 – 12,340 Cowealth Medicals 15 – 5,480,471 Chimei Innolux 1,018 0.07 57,000 Coxon Precise Industrial 29 – 366,864 Chimei Materials Technology 84 0.01 58,000 Creative Sensor 33 – 2,238,798 China Airlines 558 0.04 40,897 CSBC 27 – 639,600 China Bills Finance 243 0.02 289,660 CTCI 338 0.02 162,000 China Chemical & Pharmaceutical 78 0.01 23,900 C-Tech United 12 – 4,464,037 China Development Financial 1,073 0.08 28,127 Cub Elecparts 180 0.01 4,000 China Ecotek 3 – 32,240 CviLux 20 – 215,000 China Electric Manufacturing 51 – 10,540 CX Technology 6 – 20,200 China Fineblanking Technology 18 – 33,259 Cyberlink 65 0.01 195,638 China General Plastics 118 0.01 17,000 CyberPower Systems 40 – 53,680 China Glaze 21 – 185,000 CyberTAN Technology 70 0.01 1,366,081 China Life Insurance 861 0.06 19,800 Cypress Technology 45 – 778,195 China Manmade Fibers 183 0.01 139,000 Da CIN Construction 77 0.01 163,374 China Metal Product 149 0.01 7,495 Dadi Early-Childhood Education 50 – 319,110 China Motor 224 0.02 24,747 Dah Fung CATV 23 – 1,773,959 China Petrochemical Development 475 0.03 40,135 Da-Li Construction 30 – 3,149,305 China Steel 1,994 0.14 180,000 Danen Technology 8 – 59,000 China Steel Chemical 201 0.01 134,950 Darfon Electronics 152 0.01 58,000 China Steel Structure 38 – 19,000 Davicom Semiconductor 9 – 414,806 China Synthetic Rubber 393 0.03 19,800 Daxin Materials 42 – 69,300 China Wire & Cable 36 – 104,024 De Licacy Industrial 69 0.01 4,417,364 Chinatrust Financial 2,393 0.17 37,000 Delpha Construction 15 – 54,130 Chinese Maritime Transport 45 – 370,184 Delta Electronics 1,475 0.10 17,000 Ching Feng Home Fashions 11 – 66,000 Depo Auto Parts Industrial 114 0.01 230,000 Chin-Poon Industrial 203 0.02 18,000 Dimerco Data System 18 – 447,000 Chipbond Technology 686 0.05 58,000 Dimerco Express 33 – 215,821 ChipMOS Technologies 131 0.01 413,493 D-Link 133 0.01 3,074 ChipMOS Technologies ADR 37 – 49,350 Donpon Precision 29 – 20,000 Chlitina 136 0.01 132,539 Dynamic Electronics 30 – 118,395 Chong Hong Construction 268 0.02 95,000 Dynapack International 122 0.01 161,752 Chroma ATE 566 0.04 399,000 E Ink 337 0.02 107,000 Chun Yu Works 64 0.01 3,684,299 E.Sun Financial 2,431 0.17 245,361 Chun Yuan Steel 67 0.01 149,800 Eastern Media International 43 – 246,125 Chung Hsin Electric & Machinery 74,052 Eclat Textile 748 0.05 Manufacturing 132 0.01 102,449 Edimax 26 – 559,023 Chung Hung Steel 149 0.01 57,652 Edison Opto 21 – 241,609 Chung Hwa Pulp 60 0.01 92,872 Edom Technology 31 – 25,000 Chung Lien Transportation 22 – 19,316 eGalax_eMPIA Technology 25 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 57 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

27,000 Egis Technology 166 0.01 41,935 Formosa Laboratories 40 – 108,661 ELAN MicroElectric 201 0.01 36,000 Formosa Oilseed Processing 68 0.01 18,000 E-Lead Electronic 10 – 335,000 Formosa Petrochemical 939 0.07 16,000 Electric Power Technology 8 – 629,455 Formosa Plastic 1,829 0.13 23,000 E-Life Mall 39 – 36,000 Formosa Sumco Technology 111 0.01 82,240 Elite Advanced Laser 112 0.01 466,000 Formosa Taffeta 462 0.03 133,691 Elite Material 318 0.02 195,750 Formosan Rubber 88 0.01 161,000 Elite Semiconductor Memory 207,621 Formosan Union Chemical 70 0.01 Technology 132 0.01 47,000 Fortune Electric 30 – 207,735 Elitegroup Computer Systems 61 0.01 109,361 Founding Construction & 29,000 eMemory Technology 279 0.02 Development 44 – 41,000 Emerging Display Technologies 16 – 513,521 Foxconn Technology 822 0.06 21,891 Ennoconn 127 0.01 25,357 Foxsemicon Integrated Technology 78 0.01 259,000 Entie Commercial Bank 103 0.01 107,120 Froch Enterprise 36 – 45,000 Epileds Technologies 16 – 67,117 FSP Technology 34 – 674,960 Epistar 427 0.03 1,875,761 Fubon Financial 2,180 0.15 4,000 Eslite Spectrum 13 – 126,000 Fubon No.1 Real Estate Investment 36,000 Eson Precision Industries 33 – Trust 48 – 483,891 Eternal Chemical 332 0.02 126,000 Fubon No.2 Real Estate Investment Trust 42 – 36,733 E-Ton Solar 3 – 51,086 Fulgent Sun International 91 0.01 171,000 Etron Technology 48 – 66,300 Fullerton Technology 35 – 15,000 Eurocharm 49 – 182,544 Fulltech Fiber Glass 70 0.01 1,707,827 Eva Airways 648 0.05 121,442 Fwusow industry 56 – 208,683 Everest Textile 60 0.01 99,333 G Shank Enterprise 61 0.01 344,000 Evergreen International Storage & Transport 124 0.01 96,000 Gallant Precision Machining 50 – 1,235,760 Evergreen Marine 390 0.03 22,000 Gamania Digital Entertainment 37 – 260,449 Everlight Chemical Industrial 109 0.01 29,000 GCS 41 – 275,376 Everlight Electronics 202 0.01 18,700 GEM Services 34 – 100,000 Everspring Industry 30 – 217,346 Gemtek Technology 138 0.01 49,000 Excel Cell Electronics 26 – 148,000 General Interface Solution 381 0.03 29,000 Excellence Opto 14 – 36,210 General Plastic Industries 32 – 5,000 Excelliance Mos 13 – 31,000 Generalplus Technology 28 – 53,782 Excelsior Medical 70 0.01 31,000 Genesys Logic 26 – 21,000 Ezconn 20 – 30,315 Genius Electronic Optical 313 0.02 680,610 Far Eastern Department Stores 388 0.03 20,000 Genmont Biotech 14 – 1,246,638 Far Eastern International Bank 388 0.03 33,000 Genovate Biotechnology 24 – 1,313,835 Far Eastern New Century 1,117 0.08 20,678 Geovision 16 – 603,000 Far EasTone Telecommunication 1,198 0.08 246,000 Getac Technology 291 0.02 66,000 Faraday Technology 81 0.01 134,071 Giant Manufacturing 827 0.06 34,000 Farglory F T Z Investment 17 – 149,000 Giantplus Technology 41 – 221,760 Farglory Land Development 232 0.02 3,000 Giga Solar Materials 8 – 292,120 Federal 89 0.01 337,000 Gigabyte Technology 454 0.03 14,200 Feedback Technology 25 – 201,231 Gigastorage 42 – 249,480 Feng Hsin Iron & Steel 398 0.03 23,000 Ginko International 114 0.01 130,071 Feng Tay Enterprise 797 0.06 188,760 Global Brands Manufacture 70 0.01 72,000 First Copper Technology 19 – 48,000 Global Lighting Technologies 55 – 2,882,806 First Financial 1,664 0.12 30,000 Global Mixed-Mode Technology 70 0.01 23,000 First Hi-Tec Enterprise 26 – 12,000 Global PMX 38 – 107,467 First Hotel 43 – 37,000 Global Unichip 213 0.02 140,000 First Insurance 53 – 92,000 Globalwafers 733 0.05 378,509 First Steamship 115 0.01 141,175 Globe Union Industrial 64 0.01 218,087 FLEXium Interconnect 477 0.03 272,485 Gloria Material Technology 133 0.01 52,273 Flytech Technology 106 0.01 17,000 GlycoNex 10 – 16,222 Forest Water Environment 233,000 Gold Circuit Electronics 69 0.01 Engineering 21 – 28,800 Golden Friends 42 – 251,000 Forhouse 120 0.01 730,843 Goldsun Development & 95,000 Formosa Advanced Technologies 85 0.01 Construction 158 0.01 874,653 Formosa Chemicals & Fibre 2,286 0.16 30,000 Good Will Instrument 21 – 20,081 Formosa International Hotels 96 0.01 44,111 Gourmet Master 194 0.01 84,000 Grand Fortune Securities 18 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 58 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

62,000 Grand Ocean Retail 55 – 52,000 Inpaq Technologies 37 – 535,200 Grand Pacific Petrochemical 278 0.02 10,000 Intai Technology 30 – 8,000 Grand Plastic Technology 26 – 29,137 Integrated Service Technology 29 – 13,000 GrandTech CG Systems 14 – 10,000 IntelliEPI 15 – 51,000 Grape King Industrial 265 0.02 30,000 International Games System 228 0.02 108,000 Great China Metal industry 68 0.01 1,375,556 Inventec 862 0.06 163,000 Great Taipei Gas 122 0.01 23,120 Iron Force Industrial 52 – 297,250 Great Wall Enterprises 301 0.02 62,000 I-Sheng Electric Wire & Cable 68 0.01 203,000 Greatek Electronics 221 0.02 65,945 ITE Technology 59 0.01 154,067 Green Energy Technology 1 – 107,667 ITEQ 298 0.02 19,200 Green Seal 15 – 25,945 Jarllytec 44 – 88,150 GTM 47 – 21,000 Jentech Precision Industrial 63 0.01 204,242 Hannstar Board 161 0.01 59,593 Jess-Link Product 47 – 1,797,982 Hannstar Display 301 0.02 29,000 Jih Lin Technology 48 – 30,000 Hanpin Electron 28 – 1,052,839 Jih Sun Financial 286 0.02 72,935 Harvatek 26 – 83,016 Jinli 30 – 201,750 Hey Song 168 0.01 41,435 Johnson Health Technology 72 0.01 22,000 Highlight Tech 14 – 13,000 Jourdeness 38 – 438,535 Highwealth Construction 550 0.04 104,000 K Laser Technology 54 – 12,650 HIM International Music 41 – 16,399 Kaimei Electronic 22 – 28,192 Hiroca 48 – 52,000 Kang Na Hsiung Enterprise 14 – 111,931 Hitron Technology 58 – 22,720 Kaori Heat Treatment 25 – 114,856 Hiwin Technologies 758 0.05 68,000 Kaulin Manufacturing 28 – 530,295 Ho Tung Chemical 96 0.01 13,000 KD 65 0.01 223,000 Hocheng 45 – 239,700 KEE TAI Properties 75 0.01 30,000 Holiday Entertainment 51 – 261,804 Kenda Rubber Industrial 197 0.01 71,000 Holtek Semiconductor 129 0.01 123,000 Kenmec Mechanical Engineering 46 – 92,000 Holy Stone Enterprise 244 0.02 34,550 Key Ware Electronics 7 – 2,973,136 Hon Hai Precision Industry 5,840 0.41 44,340 King Chou Marine Technology 42 – 10,997 Hon Hai Precision Industry GDR 43 – 18,000 King Slide Works 140 0.01 21,000 Honey Hope Honesty Enterprise 19 – 796,098 King Yuan Electronics 540 0.04 87,000 Hong TAI Electric Industrial 22 – 217,000 Kingdom Construction 155 0.01 80,000 Hong YI Fiber Industry 42 – 12,000 Kingpak Technology 45 – 275,000 Horizon Securities 44 – 509,000 King's Town Bank 437 0.03 108,544 Hota Industrial Manufacturing 278 0.02 72,099 King's Town Construction 54 – 103,000 Hotai Motor 1,315 0.09 55,000 Kinik 85 0.01 15,300 Hotron Precision Electronic Industrial 21 – 54,000 Kinko Optical 39 – 110,000 Hsin Kuang Steel 87 0.01 736,460 Kinpo Electronics 200 0.01 11,400 Hsin Yung Chien 26 – 180,949 Kinsus Interconnect Technology 183 0.01 51,122 Hsing Ta Cement 25 – 32,008 KMC Kuei Meng International 84 0.01 338,240 HTC 314 0.02 56,000 KS Terminals 56 – 36,223 Hu Lane Associate 69 0.01 33,000 Kung Long Batteries Industrial 136 0.01 228,000 HUA Engineering Wire & Cable 57 – 203,000 Kung Sing Engineering 36 – 2,127,204 Hua Nan Financial 1,125 0.08 126,050 Kuo Toong International 65 0.01 122,671 Huaku Development 265 0.02 258,523 Kuoyang Construction 82 0.01 110,000 Huang Hsiang Construction 88 0.01 58,630 Kwong Fong Industries 23 – 72,000 Hung Ching Development & 41,881 Kwong Lung Enterprise 50 – Construction 41 – 160,959 KYE Systems 33 – 121,497 Hung Poo Real Estate Development 65 0.01 99,000 L&K Engineering 69 0.01 470,200 Hung Sheng Construction 248 0.02 6,295 La Kaffa International 23 – 136,467 Hwa Fong Rubber 43 – 135,000 Lan Fa Textile 28 – 42,000 Hwacom Systems 19 – 27,000 Land Mark Optoelectronics 179 0.01 58,622 Ibase Technology 67 0.01 20,171 Lanner Electronics 37 – 180,000 Ichia Technologies 68 0.01 21,465 Largan Precision 2,100 0.15 101,000 I-Chiun Precision industry 21 – 36,000 Laser Tek Taiwan 26 – 65,014 Ideal Bike 9 – 14,142 Laster Tech Corp 12 – 109,100 IEI Integration 92 0.01 64,000 Leader Electronics 12 – 123,000 Infortrend Technology 42 – 455,599 Lealea Enterprise 112 0.01 59,000 Info-Tek 22 – 18,216 Ledlink Optics 12 – 26,673 Innodisk 79 0.01 72,000 Lee Chi Enterprises 18 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 59 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

36,650 Lelon Electronics 38 – 133,587 Nantex industry 122 0.01 95,228 Leofoo Development 17 – 630,759 Nanya Technology 1,031 0.07 67,203 Les Enphants 13 – 8,000 National Aerospace Fasteners 18 – 214,000 Lextar Electronics 80 0.01 1,283,915 Neo Solar Power 318 0.02 40,779 Li Cheng Enterprise 70 0.01 36,000 Netronix 42 – 412,362 Li Peng Enterprise 76 0.01 66,000 New Best Wire Industrial 42 – 24,442 Lian HWA Food 29 – 42,000 New Era Electronics 21 – 30,000 Lida 39 – 34,955 Nexcom International 25 – 301,053 Lien Hwa Industrial 286 0.02 68,097 Nichidenbo 99 0.01 251,000 Lingsen Precision Industries 53 – 66,217 Nien Hsing Textile 47 – 15,000 Lion Travel Service 33 – 75,000 Nien Made Enterprise 444 0.03 119,134 Lite-On Semiconductor 93 0.01 13,000 Niko Semiconductor 11 – 1,175,060 Lite-On Technology 1,357 0.10 18,400 Nishoku Technology 23 – 200,575 Long Bon International 82 0.01 3,000 Nova Technology 12 – 375,223 Long Chen Paper 138 0.01 264,000 Novatek MicroElectric 1,156 0.08 84,373 Long Da Construction & 34,000 Nuvoton Technology 39 – Development 36 – 570,000 O-Bank 119 0.01 26,000 Longwell 33 – 112,000 Ocean Plastics 79 0.01 36,909 Lotes 199 0.01 16,220 On-Bright Electronics 67 0.01 20,899 Lu Hai 21 – 222,069 Opto Technology 119 0.01 179,000 Lucky Cement 32 – 18,000 Orient Europharma 28 – 32,310 Lumax International 60 0.01 180,908 Orient Semiconductor Electronics 66 0.01 85,000 Lung Yen Life Service 136 0.01 345,872 Oriental Union Chemical 226 0.02 41,487 Luxnet 22 – 158,147 Orise Technology 93 0.01 26,000 Macauto Industrials 54 – 32,292 O-Ta Precision Industry 31 – 15,000 Machvision Inc 141 0.01 27,000 Pac. Hospital Supply 53 – 8,000 Macroblock 23 – 120,450 Pacific Construction 36 – 1,246,906 Macronix International 733 0.05 27,442 Paiho Shih 34 – 80,362 Makalot Industrial 428 0.03 219,000 Pan Jit International 141 0.01 25,000 Marketech International 33 – 269,301 Pan-International Industrial 162 0.01 22,967 Materials Analysis Technology 38 – 12,000 Panion & BF Biotech 28 – 74,560 Mayer Steel Pipe 31 – 14,000 Pao Long International 5 – 10,000 Mechema Chemicals International 17 – 30,600 Parade Technologies 410 0.03 301,471 MediaTek 2,398 0.17 21,210 Paragon Technologies 12 – 2,130,968 Mega Financial 1,671 0.12 17,000 Parpro 15 – 45,710 Meiloon Industrial 'I' 26 – 10,000 PCL Technologies 23 – 241,448 Mercuries & Associates 111 0.01 815,968 Pegatron 1,112 0.08 638,977 Mercuries Life Insurance 172 0.01 15,135 Pharmally International 87 0.01 13,000 Merida industry 61 0.01 211,101 Phihong Technology 50 – 85,628 Merry Electronics 367 0.03 69,000 Phison Electronics 496 0.04 218,729 Microbio 74 0.01 7,350 Phoenix Tours International 7 – 335,526 Micro-Star International 748 0.05 43,070 Pixart Imaging 134 0.01 13,000 Mildef Crete 15 – 19,000 Planet Technology 31 – 76,000 MIN AIK Technology 26 – 61,985 Plastron Precision 21 – 68,136 Mirle Automation 83 0.01 7,159 Plastron Precision Rights – – 430,196 Mitac 340 0.02 73,000 Plotech 38 – 10,000 MJ International 18 – 23,000 Polytronics Technology 34 – 37,440 Mobiletron Electronics 33 – 11,732 Posiflex Technology 32 – 17,000 momo.com 113 0.01 1,078,306 Pou Chen 1,053 0.07 47,000 Mosel Vitelic 23 – 18,600 Power Mate Technology 44 – 278,934 Motech Industries 61 0.01 8,992 Power Wind Health Industry 60 0.01 36,000 MPI 57 – 499,700 Powertech Technology 962 0.07 29,000 Nak Sealing Technologies 53 – 24,852 Poya 265 0.02 92,000 Namchow Chemical Industrial 130 0.01 203,944 President Chain Store 1,555 0.11 173,653 Nan Kang Rubber Tire 155 0.01 521,546 President Securities 181 0.01 12,000 Nan Liu Enterprise 50 – 256,000 Primax Electronics 351 0.03 117,000 Nan Ren Lake Leisure Amusement 26 – 706,737 Prince Housing & Development 211 0.02 1,149,262 Nan Ya Plastics 2,289 0.16 100,000 Princeton Technology 20 – 140,480 Nan Ya Printed Circuit Board 140 0.01 10,000 Pro Hawk 38 – 29,000 Nang Kuang Pharmaceutical 22 – 68,000 Promate Electronic 60 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 60 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

49,000 Promise Technology 10 – 247,000 Sigurd MicroElectric 186 0.01 50,173 Prosperity Dielectrics 85 0.01 24,000 Silergy 370 0.03 859,834 Qisda 437 0.03 335,156 Silicon Integrated Systems 69 0.01 31,000 QST International 56 – 62,000 Silitech Technology 22 – 51,364 Qualipoly Chemical 37 – 89,860 Simplo Technology 571 0.04 25,000 Quang Viet Enterprise 95 0.01 101,219 Sinbon Electronics 292 0.02 775,679 Quanta Computer 1,189 0.08 194,450 Sincere Navigation 79 0.01 116,000 Quanta Storage 130 0.01 15,577 Single Well Industrial 8 – 205,334 Quintain Steel 42 – 25,000 Sinher Technology 29 – 290,314 Radiant Opto-Electronics 762 0.05 18,104 Sinmag Equipment 53 – 483,385 Radium Life Tech 167 0.01 25,211 Sino-American Electronic 2 – 7,000 Rafael Microelectronics 32 – 319,000 Sino-American Silicon Products 660 0.05 132,877 Realtek Semiconductor 770 0.05 247,000 Sinon 132 0.01 171,016 Rechi Precision 113 0.01 3,563,492 Sinopac Financial 1,180 0.08 16,000 Rexon Industrial 34 – 112,524 Sinphar Pharmaceutical 56 – 386,115 Rich Development 92 0.01 269,853 Sintek Photronic 90 0.01 12,100 RichWave Technology 27 – 110,611 Sinyi Realty 90 0.01 657,000 Ritek 151 0.01 70,400 Sirtec International 46 – 12,000 Rodex Fasteners 14 – 50,000 Sitronix Technology 164 0.01 405,000 Roo Hsing 144 0.01 109,000 Siward Crystal Technology 54 – 45,464 Rotam Global Agrosciences 20 – 14,000 Softstar Entertainment 33 – 306,418 Ruentex Development 345 0.02 43,000 Soft-World International 80 0.01 26,000 Ruentex Engineering & Construction 40 – 153,035 Solar Applied Materials Technology 82 0.01 245,237 Ruentex Industries 469 0.03 61,000 Solomon Technology 33 – 91,000 Run Long Construction 148 0.01 34,340 Solteam Electronics 23 – 7,200 Samebest 21 – 37,440 Song Shang Electronics 14 – 180,000 Sampo 85 0.01 55,000 Sonix Technology 44 – 106,156 San Fang industry Chemical 66 0.01 58,000 Southeast Cement 25 – 89,938 SAN Far Property 47 – 42,410 Spirox 28 – 49,872 San Shing Fastech 67 0.01 24,754 Sporton International 115 0.01 26,000 Sanitar 26 – 23,000 St Shine Optical 322 0.02 298,260 Sanyang Industrial 171 0.01 48,000 Standard Chemical & Pharma 40 – 47,100 Sanyo Electric Taiwan 34 – 198,430 Standard Foods 306 0.02 13,650 Scan-D 15 – 48,800 Stark Technology 64 0.01 21,266 SCI Pharmtech 53 – 37,000 Stats Chippac Taiwan Semiconductor 23 – 17,000 Scientech 27 – 68,000 Sunko 16 – 59,000 SDI 96 0.01 29,000 Sunny Friend Environmental 38,000 Senao International 32 – Technology 202 0.01 11,000 Senao Networks 27 – 134,000 Sunonwealth Electric Machine industry 112 0.01 120,000 Sercomm 205 0.02 288,895 Sunplus Technology 91 0.01 100,879 Sesoda 68 0.01 77,356 Sunrex Technology 37 – 49,000 Shan-Loong Transportation 37 – 61,000 Sunspring Metal 54 – 48,356 Sharehope Medicine 34 – 52,000 Sunty Developments 15 – 62,000 Sheng Yu Steel 30 – 198,785 Supreme Electronics 159 0.01 37,152 Shenmao Technology 20 – 69,513 Sweeten Construction 52 – 112,000 Shieh Yih Machinery Industry 33 – 11,000 Symtek Automation Asia 14 – 24,000 Shih Her Technologies 26 – 56,250 Syncmold Enterprise 120 0.01 169,074 Shih Wei Navigation 37 – 32,999 Synmosa Biopharma 25 – 172,000 Shihlin Electric & Engineering 204 0.02 662,740 Synnex Technology International 656 0.05 5,263,397 Shin Kong Financial 1,260 0.09 39,219 Sysage Technology 37 – 624,000 Shin Kong No.1 Real Estate Investment Trust 274 0.02 68,630 Sysgration 11 – 91,449 Shin Zu Shing 270 0.02 91,000 Systex 177 0.01 31,000 Shinih Enterprise 14 – 79,000 T Join Transportation 74 0.01 271,755 Shining Building Business 68 0.01 53,558 T3EX Global 35 – 131,000 Shinkong Insurance 132 0.01 493,486 TA Chen Stainless Pipe 567 0.04 740,032 Shinkong Synthetic Fibers 260 0.02 27,000 Ta Liang Technology 24 – 50,000 Shinkong Textile 54 – 307,520 Ta Ya Electric Wire & Cable 85 0.01 31,000 Shiny Chemical Industrial 65 0.01 18,000 Ta Yih Industrial 29 – 162,000 Shuttle 49 – 33,300 Tah Hsin Industrial 26 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 61 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

83,018 TA-I Technology 96 0.01 65,200 Thye Ming Industrial 52 – 59,374 Tai Tung Communication 25 – 432,800 Ton Yi Industrial 141 0.01 1,161,311 Taichung Commercial Bank 367 0.03 79,163 Tong Hsing Electronic Industries 221 0.02 26,826 Taidoc Technology 97 0.01 233,199 Tong Yang industry 265 0.02 129,660 Taiflex Scientific 142 0.01 132,152 Tong-Tai Machine & Tool 61 0.01 36,650 Taimide Technology 46 – 28,284 TOPBI International 61 0.01 72,000 Tainan Enterprises 50 – 77,544 TOPCO Scientific 164 0.01 712,484 Tainan Spinning 221 0.02 19,122 Topco Technologies 34 – 135,000 Tainergy Technology 15 – 29,000 Topkey 126 0.01 7,000 Tainet Communication System 11 – 66,272 Topoint Technology 33 – 49,000 Tai-Saw Technology 24 – 43,000 Toung Loong Textile Manufacturing 55 – 3,511,523 Taishin Financial 1,274 0.09 224,000 TPK 282 0.02 19,000 TaiSol Electronics 30 – 5,000 Trade-Van Information Services 4 – 152,000 Taisun Enterprise 76 0.01 98,623 Transcend information 179 0.01 92,000 Taita Chemical 25 – 272,730 Tripod Technology 761 0.05 67,000 Taiwan Acceptance 196 0.01 22,000 Truelight 15 – 2,359,920 Taiwan Business Bank 817 0.06 35,000 Tsang Yow Industrial 17 – 1,975,525 Taiwan Cement 2,306 0.16 64,000 Tsann Kuen Enterprise 31 – 51,203 Taiwan Chinsan Electronic Industrial 47 – 12,500 Tsc Auto Id Technology 89 0.01 182,020 Taiwan Cogeneration 127 0.01 214,839 TSEC 33 – 2,894,696 Taiwan Cooperative Financial 1,528 0.11 348,148 TSRC 245 0.02 17,000 Taiwan FamilyMart 97 0.01 20,000 TTET Union 65 0.01 413,000 Taiwan Fertilizer 499 0.04 4,000 TTFB 33 – 137,000 Taiwan Fire & Marine Insurance 72 0.01 75,368 TTY Biopharm 162 0.01 96,000 Taiwan Fu Hsing Industrial 114 0.01 6,600 Tul 13 – 674,213 Taiwan Glass Industrial 207 0.02 517,216 Tung Ho Steel Enterprise 305 0.02 744,000 Taiwan High Speed Rail 862 0.06 30,000 Tung Thih Electronic 47 – 164,890 Taiwan Hon Chuan Enterprise 231 0.02 33,847 Turvo International 62 0.01 67,000 Taiwan Hopax Chemicals 29,000 TWi Pharmaceuticals 52 – Manufacturing 31 – 183,968 TXC 162 0.01 425,061 Taiwan Land Development 104 0.01 117,321 Tyc Brother Industrial 80 0.01 12,345 Taiwan Line Tek Electronics 9 – 230,257 Tycoons Enterprise 39 – 30,000 Taiwan Mask 18 – 144,837 Tyntek 64 0.01 449,300 Taiwan Mobile 1,391 0.10 39,000 UDE 26 – 108,000 Taiwan Navigation 54 – 19,000 Ultra Chip 16 – 121,110 Taiwan Paiho 275 0.02 281,000 U-Ming Marine Transport 238 0.02 177,092 Taiwan PCB Techvest 166 0.01 904,590 Unimicron Technology 809 0.06 20,000 Taiwan Prosperity Chemical 10 – 628,244 Union Bank of Taiwan 186 0.01 126,460 Taiwan Pulp & Paper 59 – 1,247,717 Uni-President Enterprises 2,612 0.18 66,904 Taiwan Sakura 78 0.01 76,000 Unitech Computer 41 – 128,855 Taiwan Secom 290 0.02 381,715 Unitech Printed Circuit 202 0.01 132,000 Taiwan Semiconductor 167 0.01 77,200 United Integrated Services 298 0.02 6,390,389 Taiwan Semiconductor 7,088,893 United MicroElectric 2,509 0.18 Manufacturing 38,676 2.69 17,003 United MicroElectric ADR 29 – 133,670 Taiwan Sogo Shin Kong 129 0.01 24,924 United Orthopedic 30 – 6,000 Taiwan Steel Union 15 – 28,000 United Radiant Technology 14 – 338,408 Taiwan Styrene Monomer 211 0.02 287,622 Unity Opto Technology 63 0.01 176,011 Taiwan Surface Mounting Technology 260 0.02 44,000 Univacco Technology 27 – 446,061 Taiwan Tea 183 0.01 264,225 Universal Cement 133 0.01 111,000 Taiwan Union Technology 349 0.03 13,850 Universal Microwave Technology 32 – 48,904 Taiyen Biotech 42 – 135,705 Unizyx 76 0.01 748,513 Tatung 355 0.03 498,747 UPC Technology 144 0.01 30,700 TCI 333 0.02 4,399 Userjoy Technology 7 – 44,620 Te Chang Construction 34 – 497,211 USI 149 0.01 1,042,000 TECO Electric & Machinery 603 0.04 27,300 Usun Technology 19 – 7,700 Tehmag Foods 43 – 22,000 Utechzone 40 – 71,537 Test Research 89 0.01 425,000 Vanguard International 111,921 Test-Rite International 61 0.01 Semiconductor 702 0.05 60,000 Tex-Ray Industrial 14 – 59,000 Ve Wong 39 – 42,000 Thinking Electronic Industrial 85 0.01 11,000 VHQ Media 37 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 62 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Taiwan (continued) Taiwan (continued)

84,525 Visual Photonics Epitaxy 171 0.01 290,100 Zhen Ding Technology 732 0.05 4,100 Vivotek 13 – 239,479 Zig Sheng Industrial 54 – 25,950 Voltronic Power Technology 443 0.03 180,084 Zinwell 97 0.01 302,238 Wafer Works 271 0.02 47,000 Zippy Technology 44 – 42,000 Waffer Technology 13 – 102,095 ZongTai Real Estate Development 52 – 23,270 Wah Hong Industrial 15 – 222,925 15.50 104,000 Wah Lee Industrial 143 0.01 Thailand 3.63% (3.30%) 1,622,849 Walsin Lihwa 605 0.04 207,181 Walsin Technology 860 0.06 28,800 Aapico Hitech 14 – 155,000 Walton Advanced Engineering 36 – 244,000 Advanced Information Service 1,361 0.10 350,612 Wan Hai Lines 161 0.01 39,000 Advanced Information Technology 23 – 1,428,726 Waterland Financial 386 0.03 36,000 Aeon Thana Sinsap 204 0.01 114,566 We & Win Development 21 – 20,200 AEON Thana Sinsap Thailand 114 0.01 152,000 Wei Chuan Food 126 0.01 70,300 After You 24 – 190,165 Weikeng Industrial 96 0.01 1,060,100 Airports of Thailand 2,003 0.14 53,000 Well Shin Technology 71 0.01 59,700 AJ Plast 14 – 42,000 Weltrend Semiconductor 28 – 23,400 Allianz Ayudhya General Insurance 25 – 31,000 Wha Yu Industrial 12 – 169,800 Amata 106 0.01 24,000 Wholetech System Hitech 19 – 84,000 Amata VN 11 – 181,697 Win Semiconductors 918 0.06 1,136,300 Ananda Development 112 0.01 2,219,513 Winbond Electronics 856 0.06 927,742 AP Thailand 187 0.01 10,000 Winmate 13 – 1,266,800 Asia Aviation 132 0.01 345,330 Wintek 16 – 571,600 Asia Plus 41 – 191,753 Wisdom Marine Lines 150 0.01 84,200 Asia Sermkij Leasing 53 – 3,000 Wisechip Semiconductor 3 – 139,440 Asian Insulators 6 – 1,735,371 Wistron 1,063 0.07 72,566 Asian Phytoceuticals 7 – 140,963 Wistron Neweb 261 0.02 239,000 B Grimm Power 220 0.02 66,000 Wonderful Hi-Tech 32 – 274,100 Bangchak 213 0.02 36,000 Wowprime 72 0.01 597,300 Bangkok Airways 177 0.01 782,586 WPG 801 0.06 111,050 Bangkok Aviation Fuel Services 100 0.01 321,724 WT MicroElectric 326 0.02 43,800 Bangkok Bank 223 0.02 143,050 WUS Printed Circuit 86 0.01 8,500 Bangkok Bank NVDR 43 – 40,000 XAC Automation 27 – 892,650 Bangkok Chain Hospital 381 0.03 62,266 Xxentria Technology Materials 113 0.01 631,500 Bangkok Dusit Medical Services 418 0.03 150,135 Yageo 1,006 0.07 2,398,794 Bangkok Expressway & Metro (Alien 702,750 Yang Ming Marine Transport 145 0.01 Mkt) 703 0.05 17,000 YCC Parts Manufacturing 16 – 388,626 Bangkok Expressway & Metro 97,350 YeaShin International Development 42 – (NVDR) 114 0.01 253,109 Yem Chio 84 0.01 7,840 Bangkok Insurance 67 0.01 61,621 Yeong Guan Technology 92 0.01 7,066,800 Bangkok Land 311 0.02 171,100 Yeun Chyang Industrial 117 0.01 317,620 Bangkok Life Assurance Receipt 220 0.02 45,000 YFC-Boneagle Electric 31 – 466,600 Bangkok Ranch 37 – 161,086 Yi Jinn Industries 57 – 9,900 Bank of Ayudhya 10 – 677,427 Yieh Phui Enterprise 158 0.01 1,455,840 Banpu 558 0.04 32,550 Yonyu Plastics 29 – 338,600 Banpu Power 186 0.01 68,899 Young Fast Optoelectronics 30 – 278,400 BCPG 147 0.01 67,336 Youngtek Electronics 74 0.01 1,065,100 Beauty Community 112 0.01 3,373,739 Yuanta Financial 1,597 0.11 611,200 BEC World 138 0.01 27,000 Yuanta Futures 33 – 281,100 Berli Jucker 365 0.03 13,000 Yuen Chang Stainless Steel 8 – 59,000 Berli Jucker NVDR 77 0.01 806,738 Yuen Foong Yu Paper Manufacturing 244 0.02 663,200 Better World Green 16 – 550,875 Yulon Motor 318 0.02 863,100 Big Camera 25 – 34,000 Yung Chi Paint Varnish 246,800 BJC Heavy Industries 17 – Manufacturing 65 0.01 1,164,800 BTS 359 0.03 44,600 Yungshin Construction & 148,500 Bumrungrad Hospital 645 0.05 Development 38 – 132,120 Buriram Sugar 21 – 87,900 Yungshin Global 98 0.01 1,328,914 CalComp Electronics Thailand 60 – 31,577 Zeng Hsing Industrial 117 0.01 103,300 Carabao 195 0.01 126,000 Zenitron 74 0.01 501,600 Central Pattana 967 0.07 37,000 Zero One Technology 26 – 303,000 Central Plaza Hotel 276 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 63 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Thailand (continued) Thailand (continued)

149,200 CH Karnchang 112 0.01 92,100 Lam Soon (Thailand) 11 – 1,303,560 Charoen Pokphand Foods 938 0.07 554,700 Land and Houses 157 0.01 30,400 Charoong Thai Wire & Cable 6 – 845,480 Land and Houses Receipt 239 0.02 3,556,800 Chularat Hospital 207 0.01 91,800 Lanna Resources 27 – 858,000 CIMB Thai Bank 16 – 3,361,608 LH Financial 130 0.01 1,017,900 CK Power 184 0.01 686,335 Loxley 40 – 307,500 Com7 171 0.01 439,300 LPN Development 82 0.01 728,600 Country 18 – 276,000 Major Cineplex 207 0.01 1,271,100 Country Development 35 – 558,000 Master Ad 22 – 1,136,700 CP All Public 2,505 0.17 70,300 Maybank Kim Engineering Securities 16 – 7,300 Delta Electronics Thailand 13 – 577,900 MBK 325 0.02 148,100 Dhipaya Insurance 92 0.01 302,600 MC 61 – 20,600 Diamond Building Products 3 – 93,100 MCOT 25 – 77,400 Do Day Dream 51 – 161,700 MCS Steel 32 – 86,200 Dusit Thani 22 – 256,800 Mega Lifesciences 231 0.02 1,361,000 Dynasty Ceramic 71 0.01 450,453 Millcon Steel 10 – 287,100 East Coast Furnitech 20 – 440,491 Minor International 464 0.03 523,300 Eastern Polymer 83 0.01 29,984 Minor International Warrants 4 – 259,900 Eastern Water Resources 125,400 MK Restaurants 237 0.02 Development and Management 86 0.01 132,000 Modernform 11 – 42,300 Electricity Generating 353 0.03 1,170,300 Mono Technology 52 – 12,000 Electricity Generating Receipt 100 0.01 285,500 Muangthai Capital 415 0.03 448,200 Energy Absolute 639 0.05 140,100 Namyong Terminal 17 – 392,900 Energy Earth 15 – 51,800 Netbay 43 – 699,900 Erawan 112 0.01 413,100 Origin Property 81 0.01 660,300 Esso Thailand 183 0.01 143,400 Padaeng Industry 38 – 761,800 Everland 9 – 103,700 PCS Machine 18 – 188,400 FN Factory Outlet 9 – 619,600 Plan B Media 123 0.01 264,100 Forth 40 – 302,500 Platinum 49 – 202,200 Forth Smart Service 36 – 333,000 Polyplex 130 0.01 104,700 Fortune Parts Industry 8 – 512,650 Precious Shipping 107 0.01 416,900 GFPT 181 0.01 279,000 Premier Marketing 65 0.01 261,900 Global Green Chemicals 81 0.01 244,400 Prima Marine 47 – 169,700 Global Power Synergy 306 0.02 269,300 Principal Capital 30 – 566,800 Golden Land Property Development 122 0.01 4,431,900 Property Perfect 92 0.01 182,400 Group Lease 34 – 561,300 Pruksa 307 0.02 1,440,760 Gunkul Engineering 118 0.01 642,100 PTG Energy 320 0.02 310,000 Hana Microelectronics 205 0.01 3,577,610 PTT 4,482 0.31 1,542,379 Home Product Center 690 0.05 502,613 PTT Exploration & Production 1,744 0.12 392,200 Ichitan 67 0.01 896,975 PTT Global Chemical 1,475 0.10 607,800 Indorama Ventures 734 0.05 225,800 Pylon 37 – 283,600 Inter Far East Energy 23 – 3,722,542 Quality Houses 295 0.02 126,900 Interhides 17 – 1,143,900 Raimon Land 34 – 97,950 Interlink Communication 14 – 75,700 Rajthanee Hospital 50 – 5,839,410 IRPC 750 0.05 132,600 Ratch 227 0.02 1,910,726 Italian-Thai Development 115 0.01 55,400 Ratchaburi Elecricity Generating 1,925,000 Jasmine International 354 0.03 NVDR 95 0.01 87,500 Jay Mart 24 – 676,796 Ratchthani Leasing 119 0.01 184,000 JMT Network Services 82 0.01 181,200 Regional Container Lines 20 – 200 Kang Yong Electric 2 – 236,900 Robinson 342 0.02 177,733 Karmarts 26 – 478,168 Rojana Industrial Park 80 0.01 35,400 Kasikornbank 172 0.01 273,900 RS 122 0.01 348,500 Kasikornbank Receipt 1,684 0.12 55,800 S 11 12 – 360,700 KCE Electronics 176 0.01 33,900 Sabina 24 – 620,200 KGI Securities Thailand 75 0.01 99,100 Saha Pathana Inter-Holding 172 0.01 1,340,040 Khon Kaen Sugar Industries 99 0.01 119,400 Sahakol Equipment 8 – 39,000 Khonburi Sugar 4 – 73,500 Sahamitr Pressure Container 16 – 192,500 Kiatnakin Bank 344 0.02 71,800 Saha-Union 83 0.01 1,064,950 Krung Thai Bank 534 0.04 208,900 Samart 50 – 399,100 Krungthai Card 444 0.03 157,000 Samart Telcoms 44 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 64 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Thailand (continued) Thailand (continued)

1,300 Samitivej 15 – 595,700 Thoresen Thai Agencies 81 0.01 5,205,500 Sansiri 198 0.01 208,000 Tipco Asphalt 111 0.01 132,200 Sappe 78 0.01 93,100 Tipco Foods 24 – 1,269,321 SC Asset 95 0.01 149,800 Tisco Financial 360 0.03 71,800 Scan Inter 7 – 82,800 TKS Technologies 17 – 151,715 SCG Ceramics 8 – 8,044,183 TMB Bank 405 0.03 345,960 SEAFCO 76 0.01 102,000 TMT Steel 15 – 390,116 Sena Development 35 – 124,000 TOA Paint Thailand 116 0.01 42,300 Sermsang Power 9 – 94,300 Total Access Communication 128 0.01 201,400 Shin 325 0.02 378,300 Total Access Communication Receipt 513 0.04 33,300 Siam Cement 402 0.03 28,260 Toyo-Thai 6 – 37,000 Siam Cement Receipt 447 0.03 5,561,390 TPI Polene 284 0.02 30,517 Siam City Cement 188 0.01 863,600 TPI Polene Power 135 0.01 344,800 Siam Commercial Bank 1,236 0.09 5,618,087 TRUE 837 0.06 995,987 Siam Future Development 165 0.01 98,200 TTCL 22 – 683,008 Siam Global House 311 0.02 758,700 TTW 275 0.02 71,700 Siam Wellness 23 – 959,334 U City 51 – 939,700 Siamgas & Petrochemicals 242 0.02 100,200 Union Auction 19 – 1,593,400 Singha Estate 148 0.01 606,090 Unique Engineering & Construction 184 0.01 406,300 Sino Thai Engineering & 147,000 United Paper 39 – Construction 279 0.02 170,000 United Power of Asia 1 – 21,100 SNC Former 8 – 55,300 Univanich Palm Oil 8 – 133,275 Somboon Advance Technology 62 – 530,500 Univentures 83 0.01 221,600 SPCG 110 0.01 275,160 Vanachai 35 – 630,860 Sri Trang Agro-Industry 206 0.01 389,836 VGI Global Media 90 0.01 305,305 Srisawad Corporation 439 0.03 1,158,200 Vibhavadi Medical Center 51 – 40,665 Srisawad Finance 19 – 189,400 Vinythai 117 0.01 801,000 Srithai Superware 23 – 1,924,500 WHA 234 0.02 88,200 Srivichai Vejvivat 13 – 369,400 WHA Utilities and Power 54 – 939,500 Star Petroleum Refining 244 0.02 96,480 Workpoint Entertainment 61 – 87,880 STP & I 19 – 52,221 3.63 489,575 Supalai 296 0.02 Turkey 0.92% (1.03%) 8,291,700 Super Energy 147 0.01 689,785 SVI 77 0.01 208,340 Synnex Thailand 58 – 23,434 Adana Cimento Sanayii 21 – 629,800 Syntec Constructions 41 – 14,927 Afyon Cimento Sanayi 8 – 136,200 TAC Consumer 17 – 1,137,084 Akbank 1,055 0.07 286,900 Taokaenoi Food & Marketing 65 0.01 27,172 Akcansa Cimento 23 – 947,100 Tata Steel Thailand 18 – 109,257 Akis Gayrimenkul Yatirimi AS 34 – 1,394,500 Tata Steel Thailand PCL 27 – 4,269 Akmerkez Gayrimenkul Yatirim Ortakligi Real Estate Investment 118,400 TCM Corp 8 – Trust 11 – 322,700 Thai Agro Energy 34 – 67,437 Aksa Akrilik Kimya Sanayii 85 0.01 1,043,500 Thai Airways International 284 0.02 79,843 Aksa Enerji Uretim 25 – 47,300 Thai Central Chemical 30 – 60,308 Aksigorta 36 – 29,100 Thai Central Chemical PCL 18 – 109,336 Alarko 48 0.01 19,700 Thai Nakarin Hospital 18 – 4,502 Alarko Gayrimenkul Yatirim Ortakligi 26 – 395,700 Thai Oil 674 0.05 384,601 Albaraka Turk Katilim Bankasi 61 0.01 600 Thai Rayon 1 – 4,364 Alkim Alkali Kimya 16 – 20,200 Thai Rayon PCL 20 – 129,163 Anadolu Cam Sanayii 49 0.01 538,300 Thai Reinsurance 11 – 100,136 Anadolu Efes Biracilik ve Malt 316,255 Thai Solar Energy 25 – Sanayii 272 0.02 16,900 Thai Stanley Electric 101 0.01 44,436 Anadolu Hayat Emeklilik 30 – 624,456 Thai Union 292 0.02 81,210 Anadolu Sigorta 45 – 326,900 Thai Vegetable Oil 233 0.02 76,253 Arcelik 202 0.02 164,100 Thai Wah 32 – 57,145 Aselsan Elektronik Sanayi ve Ticaret 140 0.01 373,000 Thaicom 58 – 15,432 AvivaSA Emeklilik ve Hayat 19 – 1,423,800 Thaifoods 165 0.01 28,796 Aygaz 35 – 110,500 Thaire Life Assurance 16 – 14,791 Bagfas Bandirma Gubre Fabrik 13 – 275,400 Thanachart Capital 393 0.03 253,774 Bera 63 0.01 103,000 Thitikorn 28 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 65 Emerging Markets Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Turkey (continued) Turkey (continued)

66,177 Besiktas Bol Yatirimlari Sanayi ve 22,461 Migros Ticaret 41 – Ticaret 13 – 171,726 NET 39 – 76,384 BIM Birlesik Magazalar 830 0.06 13,858 Netas Telekomunikasyon 13 – 9,284 Bizim Toptan Satis Magazalari 8 – 30,320 Nuh Cimento Sanayi 26 – 20,840 Bolu Cimento Sanayii As 7 – 2,440 Otokar Otomotiv ve Savunma Sanayi 38 – 27,592 Borusan Mannesmann Boru Sanayi 26,600 Panora Gayrimenkul Yatirim Ortakligi 15 – ve Ticaret 30 – 27,268 Pegasus Hava Tasimaciligi 170 0.01 4,250 Borusan Yatirim ve Pazarlama 20 – 544,549 Petkim Petrokimya 302 0.02 14,220 Brisa Bridgestone Sabanci Sanayi ve Ticaret 12 – 11,383 Polisan 3 – 14,720 Bursa Cimento Fabrikasi 8 – 89,869 Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret 41 – 3,033 Celebi Hava Servisi 41 – 42,122 Sasa Polyester Sanayi 38 – 28,939 Cimsa 25 – 362,291 Sekerbank 48 – 34,873 Coca-Cola Icecek 142 0.01 70,786 Selcuk Ecza Deposu Ticaret ve 16,421 Deva 12 – Sanayi 47 – 832,668 Dogan Sirketler Grubu 128 0.01 125,664 Soda Sanayii 109 0.01 32,315 Dogus Otomotiv Servis ve Ticaret 24 – 42,903 TAT Konserve Sanayii 25 – 17,200 Eczacibasi Yatirim Ortakligi 14 – 95,476 TAV Havalimanlari 351 0.03 796 Ege Endustri Ve Ticaret 54 0.01 99,055 Tekfen 351 0.03 122,255 EIS Eczacibasi Ilac ve Sinai ve 60,585 Tofas Turk Otomobil Fabrikasi 160 0.01 Finansal Yatirimlar Sanayi ve Ticaret 39 – 117,663 Torunlar Gayrimenkul Yatirim 1,018,827 Emlak Konut Gayrimenkul Yatirim Ortakligi 31 – Ortakligi 157 0.01 343,907 Trakya Cam Sanayi 138 0.01 83,880 Enerjisa Enerji 63 0.01 8,072 Tumosan Motor ve Traktor Sanayi 4 – 283,668 Enka Insaat ve Sanayi 211 0.02 35,214 Tupras Turkiye Petrol Rafinerileri 552 0.04 8,613 Erbosan Erciyas Boru Sanayii ve Ticaret 17 – 106,824 Turcas Petrol 20 – 673,053 Eregli Demir ve Celik Fabrikalari 722 0.05 345,688 Turk Hava Yollari 608 0.04 26,036 Fenerbahce Sportif Hizmetler Sanayi 193,347 Turk Telekomunikasyon 131 0.01 ve Ticaret 26 – 7,149 Turk Traktor ve Ziraat Makineleri 31 – 23,036 Ford Otomotiv Sanayi 196 0.02 458,031 Turkcell Iletisim Hizmetleri 798 0.06 82,475 Global Yatirim 33 – 686,070 Turkiye Garanti Bankasi 852 0.06 3,000 Goltas Goller Bolgesi Cimento 342,036 Turkiye Halk Bankasi 268 0.02 Sanayi ve Ticaret 4 – 518,194 Turkiye Is Bankasi 428 0.03 46,440 Goodyear Lastikleri Turk 17 – 1,628,851 Turkiye Sinai Kalkinma Bankasi 165 0.01 236,949 Gozde Girisim Sermayesi Yatirim 183,057 Turkiye Sise ve Cam Fabrikalari 130 0.01 Ortakligi 86 0.01 452,475 Turkiye Vakiflar Bankasi 258 0.02 181,210 GSD 21 – 50,660 Ulker Biskuvi Sanayi 134 0.01 22,443 Gubre Fabrikalari 8 – 16,104 Vakif Gayrimenkul Yatirim Ortakligi 4 – 24,049 Hektas Ticaret 43 – 59,730 Vestel Elektronik Sanayi ve Ticaret 101 0.01 499,260 Ihlas 28 – 559,262 Yapi ve Kredi Bankasi 184 0.01 109,622 Ihlas Gayrimenkul Proje Gelistirme Ve Ticaret 12 – 56,871 Yatas Yatak ve Yorgan Sanayi ve Ticaret AS 36 – 50,280 Ipek Dogal Enerji Kaynaklari ve Uretim 39 – 20,297 Yeni Gimat Gayrimenkul Ortakligi 23 – 42,484 Is Finansal Kiralama 17 – 312,627 Zorlu Enerji Elektrik Uretim 50 0.01 348,893 Is Gayrimenkul Yatirim Ortakligi Real 13,282 0.92 Estate Investment Trust 48 0.01 118,497 Is Yatirim Menkul Degerler 47 – Portfolio of Investments 99.50% (99.88%) 1,431,418 99.50 55,234 Izmir Demir Celik Sanayi 12 – Net other assets 7,218 0.50 120,366 Kardemir Karabuk Demir 'A' 35 – Net assets 1,438,636 100.00 72,065 Kardemir Karabuk Demir 'B' 21 – Comparative figures shown in brackets relate to 31 December 2018. 563,649 Kardemir Karabuk Demir 'D' 173 0.01 Securities are admitted to an official stock exchange listing or traded on another regulated 145,291 Karsan Otomotiv Sanayii ve Ticaret 24 – market unless otherwise stated. 462 Kartonsan Karton Sanayi ve Ticaret 20 – * Delisted and unquoted securities are held at the ACD's valuation. 17,034 Kerevitas Gida Sanayi ve Ticaret 4 – 164,722 KOC 394 0.03 355 Konya Cimento Sanayii 9 – 46,094 Kordsa Teknik Tekstil 76 0.01 15,663 Koza Altin Isletmeleri 113 0.01 85,648 Koza Anadolu Metal Madencilik Isletmeleri 83 0.01 6,368 Logo Yazilim Sanayi Ve Ticaret 36 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 66 Global Short-Dated Bond Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Australia 2.75% (5.58%) Canada (continued)

USD 32,833,000 Australia & New Zealand Banking CAD 34,000,000 Ontario (Province of) 4.00% Group 2.625% 09/11/2022 26,119 0.53 02/06/2021 21,364 0.43 EUR 19,400,000 Commonwealth Bank of Australia CAD 15,000,000 Province of Alberta Canada 1.25% 0.50% 11/07/2022 17,707 0.36 01/06/2020 8,989 0.18 EUR 11,660,000 National Australia Bank 0.35% GBP 5,000,000 Province of Manitoba Canada 1.50% 07/09/2022 10,595 0.21 15/12/2022 5,061 0.10 EUR 7,998,000 National Australia Bank 0.875% GBP 1,010,000 Province of Quebec Canada 1.50% 20/01/2022 7,351 0.15 15/12/2023 1,026 0.02 USD 2,290,000 National Australia Bank 2.50% CAD 5,000,000 Province of Quebec Canada 4.50% 22/05/2022 1,816 0.04 01/12/2019 3,044 0.06 USD 38,803,000 National Australia Bank 2.80% GBP 8,391,000 Quebec (Province of) 0.875% 10/01/2022 30,955 0.63 24/05/2022 8,340 0.17 EUR 14,600,000 Toyota Finance Australia 0.25% CAD 15,000,000 Quebec (Province of) 3.50% 09/04/2024 13,170 0.27 01/12/2022 9,558 0.19 EUR 10,500,000 Westpac Banking 0.25% 17/01/2022 9,509 0.19 CAD 67,000,000 Quebec (Province of) 4.25% USD 23,134,000 Westpac Banking 2.80% 11/01/2022 18,461 0.37 01/12/2021 42,802 0.87 135,683 2.75 CAD 32,000,000 Quebec (Province of) 4.50% 01/12/2020 20,017 0.41 Austria 2.84% (2.95%) EUR 6,300,000 Royal Bank of Canada 0.189% 24/07/2020 5,677 0.12

EUR 1,600,000 OeBB-Infrastruktur 2.25% CAD 31,500,000 Royal Bank of Canada 1.92% 04/07/2023 1,591 0.03 17/07/2020 18,967 0.38 GBP 1,000,000 Oesterreichische Kontrollbank CAD 91,274,000 Royal Bank of Canada 1.968% 1.125% 15/12/2022 1,005 0.02 02/03/2022 54,942 1.11 EUR 150,000,000 Republic of Austria Government CAD 21,500,000 Royal Bank of Canada 2.00% Bond 0.00% 15/07/2023 137,676 2.79 21/03/2022 12,953 0.26 CAD 40,600,000 Royal Bank of Canada 2.03% 140,272 2.84 15/03/2021 24,484 0.50 Belgium 1.76% (1.86%) USD 19,084,000 Royal Bank of Canada 2.75% 01/02/2022 15,280 0.31 CAD 10,000,000 Royal Bank of Canada 2.86% EUR 87,000,000 Kingdom of Belgium Government 04/03/2021 6,114 0.12 Bond 2.25% 22/06/2023 86,951 1.76 EUR 3,023,000 Toronto-Dominion Bank 0.625% 86,951 1.76 20/07/2023 2,787 0.06 Canada 19.07% (14.19%) CAD 52,500,000 Toronto-Dominion Bank 1.693% 02/04/2020 31,559 0.64 CAD 128,300,000 Toronto-Dominion Bank 1.994% CAD 136,000,000 Alberta (Province of) 1.35% 23/03/2022 77,302 1.57 01/09/2021 81,294 1.65 CAD 13,500,000 Toronto-Dominion Bank 2.563% EUR 8,400,000 Bank of Montreal 0.25% 17/11/2021 7,601 0.15 24/06/2020 8,180 0.17 GBP 500,000 Bank of Montreal 1.375% 29/12/2021 503 0.01 CAD 29,533,000 Toronto-Dominion Bank 2.621% CAD 25,000,000 Bank of Montreal 1.61% 28/10/2021 14,937 0.30 22/12/2021 18,069 0.37 CAD 141,815,000 Bank of Montreal 1.88% 31/03/2021 85,321 1.73 CAD 13,000,000 Toronto-Dominion Bank 3.005% EUR 6,000,000 Bank of Nova Scotia 0.375% 30/05/2023 8,115 0.16 06/04/2022 5,446 0.11 EUR 14,100,000 Total Capital Canada 1.125% GBP 12,992,000 Bank of Nova Scotia 1.168% 18/03/2022 13,102 0.27 11/06/2021 12,988 0.26 CAD 5,000,000 Toyota Credit Canada 1.80% CAD 60,000,000 Bank of Nova Scotia 2.13% 19/02/2020 3,006 0.06 15/06/2020 36,201 0.73 CAD 12,000,000 Toyota Credit Canada 2.02% USD 48,012,000 Bank of Nova Scotia 2.70% 28/02/2022 7,216 0.15 07/03/2022 38,350 0.78 CAD 7,000,000 Toyota Credit Canada 2.35% CAD 65,000,000 Bank of Nova Scotia 3.27% 18/07/2022 4,243 0.09 11/01/2021 39,925 0.81 940,933 19.07 CAD 11,000,000 British Columbia (Province of) 3.25% Denmark 2.81% (2.95%) 18/12/2021 6,874 0.14 CAD 31,000,000 Canada Housing 1.75% 15/06/2022 18,721 0.38 CAD 125,000,000 Canadian Imperial Bank of DKK 1,051,000,000 Denmark Government Bond 1.50% Commerce 1.85% 14/07/2020 75,196 1.52 15/11/2023 138,535 2.81 GBP 5,000,000 Export Development Canada 1.00% 138,535 2.81 15/12/2020 5,006 0.10 Finland 3.07% (3.16%) CAD 26,000,000 Manitoba (Province of) 1.55% 05/09/2021 15,611 0.32 CAD 15,000,000 Manitoba (Province of) 2.55% EUR 127,900,000 Finland Government Bond 0.00% 02/06/2023 9,296 0.19 15/09/2023 117,480 2.38 CAD 30,000,000 Ontario (Province of) 1.35% GBP 2,000,000 Finland Government International 08/03/2022 17,901 0.36 Bond 1.50% 19/12/2019 2,006 0.04 CAD 59,950,000 Ontario (Province of) 3.15% GBP 12,946,000 Municipality Finance 1.25% 02/06/2022 37,565 0.76 07/12/2022 13,050 0.27

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 67 Global Short-Dated Bond Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Finland (continued) Germany (continued)

EUR 2,900,000 OP Corporate Bank 0.375% GBP 7,000,000 Landeskreditbank 1.125% 11/10/2022 2,644 0.05 17/05/2021 7,022 0.14 EUR 17,618,000 OP Corporate Bank 0.75% EUR 41,600,000 Landwirtschaftliche Rentenbank 03/03/2022 16,183 0.33 0.05% 12/06/2023 38,082 0.77 151,363 3.07 NOK 174,000,000 Landwirtschaftliche Rentenbank 2.625% 17/06/2020 16,266 0.33 France 10.61% (10.53%) EUR 31,000,000 NRW Bank 0.00% 10/08/2022 28,212 0.57 EUR 53,849,000 NRW Bank 0.00% 11/11/2022 49,035 0.99 EUR 39,000,000 Agence Francaise 0.125% EUR 10,000,000 NRW Bank 0.125% 10/03/2023 9,154 0.19 30/04/2022 35,514 0.72 EUR 11,200,000 NRW Bank 0.125% 07/07/2023 10,257 0.21 EUR 95,400,000 Caisse d'Amortissement de la Dette Sociale 0.125% 25/11/2022 87,410 1.77 EUR 6,000,000 NRW Bank 0.25% 02/02/2024 5,533 0.11 EUR 23,800,000 Caisse d'Amortissement de la Dette EUR 48,800,000 State of North Rhine-Westphalia Sociale 0.125% 25/10/2023 21,859 0.44 Germany 0.00% 05/12/2022 44,478 0.90 EUR 26,000,000 Caisse d'Amortissement de la Dette EUR 9,378,000 State of North Rhine-Westphalia Sociale 0.50% 25/05/2023 24,205 0.49 Germany 0.125% 16/03/2023 8,588 0.18 EUR 1,000,000 Dexia Credit Local 0.20% 16/03/2021 906 0.02 EUR 14,000,000 State of North Rhine-Westphalia Germany 0.20% 17/04/2023 12,859 0.26 EUR 31,150,000 Dexia Credit Local 0.25% 02/06/2022 28,433 0.58 EUR 76,643,000 State of North Rhine-Westphalia EUR 11,700,000 Dexia Credit Local 0.25% 01/06/2023 10,711 0.22 Germany 0.375% 16/02/2023 70,808 1.44 EUR 3,000,000 Dexia Credit Local 0.625% GBP 13,400,000 State of North Rhine-Westphalia 21/01/2022 2,759 0.06 Germany 0.879% 29/10/2021 13,390 0.27 EUR 20,250,000 Dexia Credit Local 0.625% 504,952 10.23 03/02/2024 18,866 0.38 EUR 24,150,000 Dexia Credit Local 0.75% 25/01/2023 22,494 0.45 Luxembourg 5.38% (4.00%) GBP 17,300,000 Dexia Credit Local 0.875% 07/09/2021 17,232 0.35 EUR 23,100,000 European Financial Stability Facility GBP 34,500,000 Dexia Credit Local 1.125% 0.00% 17/11/2022 21,078 0.43 15/06/2022 34,545 0.70 EUR 26,000,000 European Financial Stability Facility EUR 9,000,000 Dexia Credit Local 2.00% 17/06/2020 9,078 0.18 0.125% 17/10/2023 23,895 0.49 EUR 88,955,000 French Republic Government Bond EUR 50,950,000 European Financial Stability Facility 1.75% 25/05/2023 87,283 1.77 0.20% 17/01/2024 46,962 0.95 EUR 2,600,000 Sanofi 0.00% 13/09/2022 2,343 0.05 EUR 19,332,000 European Financial Stability Facility EUR 68,400,000 Sanofi 0.50% 21/03/2023 62,673 1.27 0.50% 20/01/2023 17,951 0.36 EUR 2,800,000 Total Capital International 0.25% EUR 14,678,000 Kommunekredit 0.00% 08/09/2022 13,346 0.27 12/07/2023 2,549 0.05 EUR 68,521,000 Kommunekredit 0.125% 28/08/2023 62,692 1.27 EUR 6,900,000 Total Capital International 2.125% EUR 29,748,000 Kommunekredit 0.25% 29/03/2023 27,326 0.55 15/03/2023 6,709 0.14 EUR 12,000,000 Kommunekredit 0.25% 15/05/2023 11,024 0.22 GBP 4,855,000 Total Capital International 2.25% EUR 1,500,000 Nestle Finance International 0.75% 17/12/2020 4,938 0.10 16/05/2023 1,395 0.03 USD 13,746,000 Total Capital International 2.875% EUR 16,000,000 Novartis Finance 0.125% 20/09/2023 14,533 0.30 17/02/2022 11,024 0.22 EUR 27,300,000 Novartis Finance 0.50% 14/08/2023 25,119 0.51 EUR 5,000,000 UNEDIC ASSEO 0.25% 24/11/2023 4,605 0.09 265,321 5.38 EUR 29,000,000 UNEDIC ASSEO 0.875% 25/10/2022 27,148 0.55 EUR 500,000 UNEDIC ASSEO 2.25% 05/04/2023 494 0.01 Netherlands 9.32% (9.30%) 523,778 10.61

Germany 10.23% (9.26%) EUR 121,976,000 Bank Nederlandse Gemeenten 0.05% 11/07/2023 111,498 2.26 EUR 8,000,000 Bank Nederlandse Gemeenten GBP 2,000,000 Deutsche Bahn Finance GMBH 0.25% 22/02/2023 7,363 0.15 2.75% 20/06/2022 2,092 0.04 GBP 3,728,000 Bank Nederlandse Gemeenten GBP 10,000,000 FMS Wertmanagement 0.997% 1.00% 17/06/2022 3,727 0.08 14/01/2022 10,010 0.20 GBP 4,000,000 Bank Nederlandse Gemeenten GBP 22,200,000 FMS Wertmanagement 1.125% 1.125% 24/05/2021 4,018 0.08 07/09/2023 22,348 0.45 EUR 9,500,000 BNG Bank 0.25% 10/01/2024 8,767 0.18 GBP 2,000,000 FMS Wertmanagement AoeR GBP 10,000,000 BNG Bank 1.25% 15/12/2021 10,071 0.20 1.125% 13/12/2019 2,003 0.04 EUR 2,500,000 BNG Bank 2.25% 17/07/2023 2,487 0.05 EUR 51,410,000 Kreditanstalt fuer Wiederaufbau 0.00% 15/09/2023 47,065 0.96 EUR 64,200,000 Nederlandse Waterschapsbank 0.125% 25/09/2023 58,858 1.19 EUR 18,300,000 Kreditanstalt fuer Wiederaufbau 0.125% 07/11/2023 16,848 0.34 GBP 6,580,000 Nederlandse Waterschapsbank 0.875% 20/12/2021 6,558 0.13 EUR 21,500,000 Kreditanstalt fuer Wiederaufbau 0.125% 15/01/2024 19,803 0.40 GBP 11,600,000 Nederlandse Waterschapsbank 1.00% 09/12/2019 11,605 0.23 NOK 140,000,000 Kreditanstalt fuer Wiederaufbau 1.00% 12/10/2021 12,808 0.26 EUR 102,500,000 Netherlands Government Bond 1.75% 15/07/2023 100,993 2.05 EUR 45,027,000 Kreditanstalt fuer Wiederaufbau 2.125% 15/08/2023 44,809 0.91 EUR 10,759,000 Rabobank Nederland 0.50% 06/12/2022 9,896 0.20 GBP 13,515,000 Landeskreditbank 0.875% 07/03/2022 13,482 0.27

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 68 Global Short-Dated Bond Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Netherlands (continued) Supranational (continued)

USD 30,210,000 Rabobank Nederland 2.75% EUR 7,400,000 European Investment Bank 0.05% 10/01/2022 24,067 0.49 15/12/2023 6,798 0.14 USD 34,277,000 Rabobank Nederland 3.875% GBP 5,000,000 European Investment Bank 0.875% 08/02/2022 28,117 0.57 15/12/2023 4,983 0.10 EUR 9,147,000 Rabobank Nederland 4.75% GBP 3,000,000 European Investment Bank 0.989% 06/06/2022 9,395 0.19 10/01/2022 3,005 0.06 EUR 11,512,000 Shell International Finance 1.00% GBP 12,000,000 European Investment Bank 1.003% 06/04/2022 10,688 0.22 21/05/2021 12,041 0.24 EUR 14,136,000 Shell International Finance 1.25% NOK 430,000,000 European Investment Bank 1.50% 15/03/2022 13,208 0.27 12/05/2022 39,797 0.81 EUR 3,200,000 Shell International Finance 1.625% NOK 50,000,000 European Investment Bank 1.50% 24/03/2021 2,967 0.06 26/01/2024 4,609 0.09 GBP 3,000,000 Shell International Finance 2.00% EUR 31,714,000 European Investment Bank 1.625% 20/12/2019 3,015 0.06 15/03/2023 30,711 0.62 USD 9,289,000 Shell International Finance 2.375% EUR 12,000,000 European Investment Bank 2.125% 21/08/2022 7,359 0.15 15/01/2024 12,044 0.24 EUR 27,632,000 Toyota Motor Finance Netherlands GBP 2,500,000 European Investment Bank 2.50% 0.625% 26/09/2023 25,373 0.51 31/10/2022 2,633 0.05 460,030 9.32 SEK 9,400,000 European Investment Bank 2.75% 13/11/2023 894 0.02 New Zealand 0.53% (0.56%) EUR 17,740,000 European Stability Mechanism 0.00% 18/10/2022 16,183 0.33 EUR 8,741,000 ANZ New Zealand International EUR 129,310,000 European Stability Mechanism 0.40% 01/03/2022 7,939 0.16 0.10% 31/07/2023 118,623 2.40 EUR 20,200,000 ASB Finance 0.50% 10/06/2022 18,394 0.37 GBP 22,000,000 Inter-American Development Bank 1.125% 17/12/2019 22,029 0.45 26,333 0.53 SEK 100,000,000 International Bank for Reconstruction Norway 2.45% (1.69%) & Development 0.375% 17/07/2023 8,603 0.17 GBP 14,000,000 International Bank for Reconstruction & Development 1.00% 19/12/2022 14,045 0.29 EUR 5,255,000 Equinor 0.875% 17/02/2023 4,880 0.10 SEK 165,000,000 Nordic Investment Bank 0.125% SEK 446,000,000 Kommunalbanken 0.125% 22/03/2022 14,090 0.29 21/03/2022 38,071 0.77 NOK 6,170,000 Nordic Investment Bank 1.375% GBP 4,180,000 Kommunalbanken 0.875% 15/07/2020 570 0.01 08/12/2020 4,175 0.09 NOK 93,000,000 Nordic Investment Bank 1.50% GBP 3,013,000 Kommunalbanken 1.125% 31/08/2022 8,580 0.17 30/11/2022 3,027 0.06 571,141 11.57 NOK 60,000,000 Kommunalbanken 1.50% 19/04/2022 5,526 0.11 NOK 597,000,000 Norway Government Bond 2.00% Sweden 6.20% (8.01%) 24/05/2023 56,822 1.15 NOK 85,000,000 Norway Government Bond 3.75% SEK 642,000,000 Kommuninvest I Sverige 0.25% 25/05/2021 8,232 0.17 01/06/2022 55,187 1.12 120,733 2.45 SEK 855,000,000 Kommuninvest I Sverige 0.75% Singapore 0.51% (0.54%) 22/02/2023 74,710 1.51 SEK 265,000,000 Kommuninvest I Sverige 1.00% 13/11/2023 23,453 0.48 EUR 25,298,000 Temasek Financial 0.50% EUR 10,478,000 Skandinaviska Enskilda Banken 01/03/2022 23,126 0.47 0.30% 17/02/2022 9,507 0.19 GBP 1,890,000 Temasek Financial I 4.625% GBP 33,602,000 Svensk Exportkredit 1.375% 26/07/2022 2,088 0.04 15/12/2022 34,010 0.69 25,214 0.51 GBP 3,500,000 Svensk Exportkredit 1.375% Supranational 11.57% (8.98%) 15/12/2023 3,547 0.07 EUR 14,882,000 Svenska Handelsbanken 0.25% 28/02/2022 13,498 0.27 EUR 8,000,000 African Development Bank 0.25% EUR 3,000,000 Svenska Handelsbanken 0.50% 24/01/2024 7,385 0.15 21/03/2023 2,748 0.06 EUR 110,107,000 Asian Development Bank 0.20% EUR 14,508,000 Svenska Handelsbanken 1.125% 25/05/2023 101,329 2.05 14/12/2022 13,561 0.28 SEK 44,000,000 Asian Development Bank 0.37% GBP 16,781,000 Svenska Handelsbanken 2.375% 26/06/2023 3,779 0.08 18/01/2022 17,265 0.35 GBP 15,984,000 Asian Development Bank 1.00% EUR 3,159,000 Svenska Handelsbanken 2.625% 15/12/2022 16,032 0.33 23/08/2022 3,078 0.06 EUR 56,000,000 Council of Europe Development SEK 597,500,000 Sweden Government Bond 1.50% Bank 0.125% 25/05/2023 51,375 1.04 13/11/2023 55,331 1.12 EUR 12,321,000 Council of Europe Development 305,895 6.20 Bank 0.375% 27/10/2022 11,377 0.23 GBP 28,176,000 Council of Europe Development Bank 1.25% 23/12/2019 28,225 0.57 EUR 34,286,000 European Investment Bank 0.00% 16/10/2023 31,401 0.64

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 69 Global Short-Dated Bond Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United Kingdom 2.55% (0.58%) Forward FX Currency Contracts (continued) CAD (191,644,105) Sold CAD, Bought GBP 109,861,047 JPMC for settlement on 26/07/2019 (5,448) (0.11) GBP 5,400,000 Transport for London 2.25% 09/08/2022 5,589 0.11 CAD (198,048,982) Sold CAD, Bought GBP 118,300,703 UBS for settlement on 29/07/2019 (853) (0.02) GBP 120,300,000 UK. GILT 1.75% 22/07/2019 120,365 2.44 CAD (193,462,174) Sold CAD, Bought GBP 115,757,443 125,954 2.55 CIT for settlement on 30/07/2019 (633) (0.01) United States 8.32% (14.51%) CAD (192,297,130) Sold CAD, Bought GBP 114,304,945 JPMC for settlement on 31/07/2019 (1,382) (0.03) CAD (194,817,501) Sold CAD, Bought GBP 116,660,141 EUR 13,030,000 3M Company 0.375% 15/02/2022 11,846 0.24 JPMC for settlement on 02/08/2019 (537) (0.01) EUR 5,500,000 3M Company 0.95% 15/05/2023 5,140 0.10 CAD (3,000,000) Sold CAD, Bought GBP 1,795,154 EUR 5,900,000 Apple 1.00% 10/11/2022 5,510 0.11 CIT for settlement on 23/08/2019 (8) – EUR 4,643,000 Apple 1.375% 17/01/2024 4,444 0.09 CAD (190,647,113) Sold CAD, Bought GBP 111,694,889 HBC for settlement on 23/08/2019 (2,926) (0.06) USD 913,000 Apple 1.55% 04/08/2021 713 0.01 CAD (197,750,848) Sold CAD, Bought GBP 115,767,215 USD 4,000,000 Apple 2.30% 11/05/2022 3,174 0.06 JPMC for settlement on 29/08/2019 (3,105) (0.06) USD 49,715,000 Apple 2.50% 09/02/2022 39,655 0.80 DKK (577,691,888) Sold DKK, Bought GBP 68,303,227 EUR 3,394,000 Berkshire Hathaway 0.625% RBS for settlement on 03/07/2019 (1,139) (0.02) 17/01/2023 3,119 0.06 DKK (587,536,746) Sold DKK, Bought GBP 70,781,829 EUR 5,169,000 Berkshire Hathaway 0.75% RBS for settlement on 25/09/2019 (90) – 16/03/2023 4,759 0.10 EUR (112,765,776) Sold EUR, Bought EUR 112,613,238 EUR 1,659,000 Berkshire Hathaway 1.30% SSB for settlement on 27/09/2019 (153) – 15/03/2024 1,570 0.03 EUR (10,000,000) Sold EUR, Bought GBP 8,592,910 USD 12,676,000 Berkshire Hathaway 2.20% ANZ for settlement on 01/07/2019 (379) (0.01) 15/03/2021 10,019 0.20 EUR (118,337,197) Sold EUR, Bought GBP 101,862,837 USD 5,321,000 Chevron 2.411% 03/03/2022 4,236 0.09 SSB for settlement on 01/07/2019 (4,303) (0.09) USD 20,847,000 Chevron 2.498% 03/03/2022 16,599 0.34 EUR (129,301,098) Sold EUR, Bought GBP 111,098,865 USD 28,494,000 Cisco Systems 1.85% 20/09/2021 22,326 0.45 UBS for settlement on 02/07/2019 (4,903) (0.10) EUR 6,000,000 Coca-Cola 0.75% 09/03/2023 5,544 0.11 EUR (126,077,902) Sold EUR, Bought GBP 111,312,919 RBS for settlement on 03/07/2019 (1,801) (0.04) EUR 2,535,000 Coca-Cola 1.125% 22/09/2022 2,369 0.05 EUR (120,435,138) Sold EUR, Bought GBP 103,269,879 USD 6,570,000 Coca-Cola 2.20% 25/05/2022 5,205 0.11 ANZ for settlement on 05/07/2019 (4,789) (0.10) USD 7,889,000 Coca-Cola 3.30% 01/09/2021 6,386 0.13 EUR (128,520,873) Sold EUR, Bought GBP 110,905,545 USD 18,342,000 International Business Machines RBS for settlement on 08/07/2019 (4,420) (0.09) 2.50% 27/01/2022 14,552 0.29 EUR (120,976,435) Sold EUR, Bought GBP 104,642,959 EUR 6,420,000 Johnson & Johnson 0.25% SSB for settlement on 09/07/2019 (3,916) (0.08) 20/01/2022 5,836 0.12 EUR (118,504,313) Sold EUR, Bought GBP 103,032,034 EUR 820,000 Merck 1.125% 15/10/2021 756 0.02 BARC for settlement on 16/07/2019 (3,334) (0.07) USD 14,598,000 Merck 2.35% 10/02/2022 11,602 0.24 EUR (119,671,791) Sold EUR, Bought GBP 104,878,922 USD 83,368,000 Oracle 1.90% 15/09/2021 65,376 1.32 UBS for settlement on 18/07/2019 (2,542) (0.05) USD 40,000,000 Oracle 2.50% 15/05/2022 31,865 0.65 EUR (118,814,260) Sold EUR, Bought GBP 104,303,474 UBS for settlement on 19/07/2019 (2,351) (0.05) EUR 20,671,000 Pfizer 0.25% 06/03/2022 18,751 0.38 EUR (1,287,381) Sold EUR, Bought GBP 1,104,604 USD 27,847,000 Pfizer 1.95% 03/06/2021 21,894 0.44 BOA for settlement on 23/07/2019 (51) – USD 4,178,000 Pfizer 2.20% 15/12/2021 3,296 0.07 EUR (118,258,328) Sold EUR, Bought GBP 102,711,603 EUR 3,000,000 Procter & Gamble 1.125% JPMC for settlement on 23/07/2019 (3,459) (0.07) 02/11/2023 2,830 0.06 EUR (4,010,140) Sold EUR, Bought GBP 3,459,508 EUR 7,274,000 Procter & Gamble 2.00% 16/08/2022 6,964 0.14 BOA for settlement on 24/07/2019 (141) – EUR 6,167,000 Toyota Motor Credit 0.00% EUR (118,538,475) Sold EUR, Bought GBP 102,731,915 21/07/2021 5,548 0.11 JPMC for settlement on 24/07/2019 (3,693) (0.07) EUR 4,864,000 Toyota Motor Credit 0.75% EUR (120,323,641) Sold EUR, Bought GBP 104,182,417 21/07/2022 4,473 0.09 SSB for settlement on 25/07/2019 (3,849) (0.08) EUR 4,465,000 Toyota Motor Credit 1.00% EUR (118,790,737) Sold EUR, Bought GBP 104,956,201 09/03/2021 4,085 0.08 JPMC for settlement on 29/07/2019 (1,714) (0.03) USD 50,694,000 Toyota Motor Credit 1.90% EUR (120,135,504) Sold EUR, Bought GBP 103,904,561 08/04/2021 39,780 0.81 JPMC for settlement on 30/07/2019 (3,977) (0.08) USD 16,260,000 Toyota Motor Credit 2.60% EUR (4,997,193) Sold EUR, Bought GBP 4,456,890 11/01/2022 12,950 0.26 SSB for settlement on 06/08/2019 (32) – USD 9,585,000 Toyota Motor Credit 2.75% EUR (42,606,317) Sold EUR, Bought GBP 38,042,869 17/05/2021 7,648 0.16 JPMC for settlement on 18/09/2019 (286) (0.01) 410,820 8.32 EUR (43,251,869) Sold EUR, Bought GBP 38,620,126 JPMC for settlement on 18/09/2019 (289) (0.01) EUR (43,251,868) Sold EUR, Bought GBP 38,619,710 JPMC for settlement on 18/09/2019 (290) (0.01) EUR (114,995,385) Sold EUR, Bought GBP 102,818,846 Forward FX Currency Contracts -1.50% (-0.30%) SSB for settlement on 19/09/2019 (634) (0.01) EUR (125,377,037) Sold EUR, Bought GBP 112,689,069 CAD (130,925,723) Sold CAD, Bought GBP 76,729,966 SSB for settlement on 25/09/2019 (127) – CIT for settlement on 02/07/2019 (2,097) (0.04) EUR (110,889,059) Sold EUR, Bought GBP 99,528,087 CAD (8,000,000) Sold CAD, Bought GBP 4,689,640 SSB for settlement on 26/09/2019 (255) – SSB for settlement on 26/07/2019 (124) –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 70 Global Short-Dated Bond Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Forward FX Currency Contracts (continued) Forward FX Currency Contracts (continued) CAD 222,953 Bought CAD, Sold GBP 132,827 for USD (63,172,292) Sold USD, Bought GBP 49,346,529 SSB settlement on 23/08/2019 1 – SSB for settlement on 23/09/2019 (260) (0.01) EUR 4,532,762 Bought EUR, Sold GBP 3,998,719 (74,349) (1.50) CIT for settlement on 02/07/2019 68 – EUR 135,225 Bought EUR, Sold GBP 116,758 for Portfolio of Investments 98.47% (98.35%) 4,859,559 98.47 CIT settlement on 08/07/2019 4 – Net other assets 75,588 1.53 EUR 208,895 Bought EUR, Sold GBP 184,737 for CIT settlement on 29/07/2019 3 – Net assets 4,935,147 100.00 NOK 154,805,299 Bought NOK, Sold GBP 14,267,317 Comparative figures shown in brackets relate to 31 December 2018. UBS for settlement on 30/07/2019 52 –

SEK 211,204,208 Bought SEK, Sold GBP 17,586,569 Code Counterparty SSB for settlement on 25/07/2019 382 0.01 ANZ Australia and New Zealand Bank USD 14,020,320 Bought USD, Sold GBP 11,062,077 CIT for settlement on 03/07/2019 (12) – BARC Barclays USD 4,386,612 Bought USD, Sold GBP 3,351,998 BOA Bank of America CIT for settlement on 30/07/2019 100 – CIT Citi USD 20,068,755 Bought USD, Sold GBP 15,714,492 HBC HSBC CIT for settlement on 30/07/2019 81 – JPMC JP Morgan Chase USD 7,910,179 Bought USD, Sold GBP 6,197,999 NAB National Australia Bank SSB for settlement on 30/07/2019 28 – RBS Royal Bank of Scotland USD 5,097,449 Bought USD, Sold GBP 4,056,861 HBC for settlement on 30/07/2019 (45) – SSB State Street Bank USD 27,226,033 Bought USD, Sold GBP 21,390,945 UBS Union Bank of Switzerland SSB for settlement on 29/08/2019 9 – USD 313,756 Bought USD, Sold GBP 246,507 for SSB settlement on 11/09/2019 – – USD 29,685,942 Bought USD, Sold GBP 23,496,748 CIT for settlement on 11/09/2019 (175) – USD 11,927,220 Bought USD, Sold GBP 9,323,790 JPMC for settlement on 17/09/2019 44 – USD 1,003,855 Bought USD, Sold GBP 787,258 for SSB settlement on 19/09/2019 1 – NOK (545,894,591) Sold NOK, Bought GBP 50,267,736 RBS for settlement on 29/07/2019 (227) – NOK (818,883,352) Sold NOK, Bought GBP 75,413,700 RBS for settlement on 30/07/2019 (331) (0.01) NOK (455,312,977) Sold NOK, Bought GBP 42,119,738 CIT for settlement on 31/07/2019 5 – SEK (752,819,668) Sold SEK, Bought GBP 62,737,890 BOA for settlement on 12/08/2019 (1,342) (0.03) SEK (730,660,845) Sold SEK, Bought GBP 61,264,173 JPMC for settlement on 13/09/2019 (984) (0.02) SEK (639,281,336) Sold SEK, Bought GBP 54,498,786 BARC for settlement on 25/09/2019 18 – USD (81,495,595) Sold USD, Bought GBP 64,319,528 NAB for settlement on 03/07/2019 90 – USD (110,377,698) Sold USD, Bought GBP 84,448,975 JPMC for settlement on 30/07/2019 (2,424) (0.05) USD (76,900,580) Sold USD, Bought GBP 60,643,238 CIT for settlement on 29/08/2019 199 0.01 USD (86,649,999) Sold USD, Bought GBP 67,775,249 JPMC for settlement on 11/09/2019 (298) (0.01) USD (76,340,962) Sold USD, Bought GBP 59,924,849 BOA for settlement on 12/09/2019 (47) – USD (80,262,418) Sold USD, Bought GBP 63,811,678 CIT for settlement on 17/09/2019 771 0.02 USD (69,311,846) Sold USD, Bought GBP 54,405,693 SSB for settlement on 19/09/2019 (30) –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 71 International Core Equity Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Australia 3.28% (3.23%) Australia (continued)

5,477 A2B Australia 5 – 3,425 Cardno Limited 2 – 16,164 Abacus Property 37 – 11,666 carsales.com 87 0.01 16,866 Accent 13 – 6,713 Cedar Woods Properties 21 – 29,536 Adelaide Brighton 66 0.01 549 Centuria Industrial REIT 1 – 86 Afterpay Touch 1 – 6,467 Centuria Industrial REIT 11 – 1,498 Afterpay Touch Limited 21 – 15,418 Centuria Metropolitan REIT 24 – 24,092 AGL Energy 266 0.03 31,696 Challenger 116 0.01 6,609 Ale Property 19 – 22,166 Charter Hall 133 0.01 3,428 Alliance Aviation Services 5 – 16,627 Charter Hall Education Trust 33 – 21,403 ALS Queensland 87 0.01 1,647 Charter Hall Long Wale 4 – 3,624 Altium 68 0.01 11,619 Charter Hall Long Wale REIT 32 – 88,569 Alumina 113 0.01 20,528 Charter Hall Retail Units 50 0.01 13,907 AMA 11 – 3,067 CIMIC 76 0.01 23,117 Amaysim Austraila 9 – 123,382 Cleanaway Waste Management 159 0.02 34,623 Amcor 309 0.03 967 Clinuvel Pharmaceuticals 18 – 176,097 AMP 205 0.02 22,772 Coca-Cola Amatil 129 0.01 6,610 Ansell 98 0.01 2,300 Cochlear 263 0.03 3,756 AP Eagers 20 – 7,011 Codan 13 – 45,105 APA 269 0.03 38,279 Coles 282 0.03 2,944 APN Industria REIT 5 – 13,778 Collection House 9 – 5,899 Appen 91 0.01 4,392 Collins Foods 20 – 1,944 ARB Corp 20 – 43,904 Commonwealth Bank of Australia 2,006 0.20 32,554 Ardent Leisure 19 – 19,941 Computershare 178 0.02 10,926 Arena REIT 17 – 103,806 Cooper Energy 31 – 20,130 Aristocrat Leisure 341 0.04 3,292 Corporate Travel Management 41 0.01 9,315 ARQ 4 – 11,386 Costa 25 – 23,551 Asaleo Care 12 – 1,992 Credit Corp 29 – 4,118 ASX 187 0.02 98,682 Cromwell Property REIT 63 0.01 34,263 Atlas Arteria 148 0.02 14,090 Crown Resorts 97 0.01 3,388 AUB 20 – 25,568 CSG 2 – 31,143 Aurelia Metals 8 – 10,541 CSL 1,251 0.13 102,081 Aurizon 304 0.03 32,222 CSR 69 0.01 52,994 Ausdrill 53 0.01 19,762 Decmil 10 – 100,248 AusNet Services 104 0.01 39,578 Dexus Property 284 0.03 20,329 Austal 38 – 12,381 Domain Australia 22 – 65,233 Australia & New Zealand Banking 1,016 0.10 3,785 Domino's Pizza Enterprises 79 0.01 20,492 Australian Agricultural 11 – 36,998 Downer EDI 141 0.02 24,996 Australian Pharmaceutical Industries 18 – 21,399 Dulux 110 0.01 16,126 Automotive 25 – 19,566 Eclipx 14 – 26,417 Aveo 27 – 7,343 Elders 25 – 24,314 Bank of Queensland 128 0.01 8,988 Emeco 10 – 11,745 Bapcor 36 – 39,953 Energy World 1 – 145,248 Beach Energy 159 0.02 1,380 EQT 22 – 6,049 Bega Cheese 16 – 9,077 ERM Power 9 – 4,230 Bellamy's Australia 19 – 15,218 Estia Health 22 – 26,562 Bendigo and Adelaide Bank 170 0.02 4,456 Event Hospitality and Entertainment 31 – 36,800 BGP* – – 69,004 Evolution Mining 166 0.02 102,103 BHP Billiton 2,321 0.24 17,843 Flexi 16 – 20,099 Bingo Industries 25 – 2,789 Flight Centre 64 0.01 606 Blackmores 30 – 89,790 Fortescue Metals 447 0.05 43,319 BlueScope Steel 288 0.03 1,673 Freedom Foods 5 – 58,292 Boral 165 0.02 4,738 G.U.D 26 – 45,574 Brambles Industries 324 0.03 27,903 G8 Education 47 0.01 7,208 Bravura Solutions 19 – 11,520 Galaxy Resources 8 – 4,547 Breville 41 0.01 20,009 GDI Property 15 – 5,161 Brickworks 46 0.01 11,675 Genworth Mortgage Insurance 18 – 23,748 BWP Trust 48 0.01 33,122 Gold Road Resources 18 – 3,715 BWX 4 – 50,235 Goodman 417 0.04 16,289 Caltex Australia 223 0.02 78,572 GPT 267 0.03 6,248 Cardno 3 – 11,917 GrainCorp 52 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 72 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Australia (continued) Australia (continued)

1,416 Grange Resources – – 3,468 National Storage REIT 3 – 864 Growthpoint Properties 2 – 23,485 National Storage REIT (AUD) 23 – 16,620 Growthpoint Properties AUSTR 38 – 3,152 Navigator Global Investments 7 – 10,940 GWA 21 – 17,094 New Hope 26 – 6,338 Hansen Technologies 14 – 17,363 Newcrest Mining 306 0.03 34,678 Harvey Norman 78 0.01 16,338 NEXTDC 58 0.01 39,128 Healius 65 0.01 19,406 NIB 82 0.01 6,732 Hotel Property Investments 13 – 4,029 Nick Scali 14 – 11,305 HT&E 11 – 105,455 Nine Entertainment 109 0.01 6,613 IDP Education 65 0.01 30,219 Northern Star Resources 194 0.02 20,488 Iluka Resources 122 0.01 17,599 NRW 24 – 23,785 Imdex 17 – 16,378 Nufarm 37 – 11,102 IMG Bentham 18 – 15,563 OFX 12 – 82,108 Incitec Pivot 155 0.02 36,882 Oil Search 144 0.02 27,791 Independence (AUD) 72 0.01 2,690 OneMarket 1 – 54,624 Infigen Energy 14 – 11,203 oOh!media 24 – 9,006 Infomedia 8 – 16,551 Orica 185 0.02 16,979 Ingenia Communities 30 – 56,377 Origin Energy 228 0.02 11,850 Inghams 26 – 68,647 Orora 122 0.01 85,066 Insurance Australia 388 0.04 36,466 Ovato 1 – 3,678 Integrated Research 7 – 20,884 OZ Minerals 116 0.01 4,107 Invocare 36 – 4,654 Pacific Current 12 – 18,989 IOOF 54 0.01 13,585 Pact 21 – 6,251 IPH 26 – 29,839 Peet 18 – 7,587 Iress Market Technology 58 0.01 15,221 Pendal 60 0.01 10,312 iSentia 1 – 1,846 Perpetual 43 0.01 8,674 IVE 10 – 97,934 Perseus Mining 31 – 18,692 James Hardie 193 0.02 11,942 Platinum Asset Management 32 – 15,314 Japara Healthcare 10 – 4,918 Premier Investments 41 0.01 6,453 JB Hi-Fi 92 0.01 1,743 Pro Medicus 24 – 86,080 Jupiter Mines 16 – 4,833 PSC Insurance 7 – 8,736 Karoon Gas Australia 5 – 37,604 Qantas Airways 112 0.01 7,087 Kingsgate Consolidated 1 – 45,288 QBE Insurance 295 0.03 22,038 Lend Lease 158 0.02 64,451 Qube Logistics 108 0.01 5,343 Lifestyle Communities 19 – 8,476 Quintis 1 – 31,208 Link Administration 86 0.01 76,839 Ramelius Resources 31 – 2,002 Lovisa 13 – 4,910 Ramsay Health Care 196 0.02 29,490 Lynas 42 0.01 2,694 REA 143 0.02 22,997 MACA 11 – 9,648 Reece Australia 52 0.01 73,701 Macmahon 8 – 7,942 Regis Healthcare 12 – 9,957 Macquarie 689 0.07 22,279 Regis Resources 65 0.01 6,844 Magellan Financial 193 0.02 32,633 Reliance Worldwide Corp 63 0.01 93,430 Mayne Pharma 26 – 58,997 Resolute Mining 44 0.01 5,166 McMillan Shakespeare 35 – 2,849 Resolute Mining Limited 3 – 95,783 Medibank 184 0.02 6,568 Retail Food 1 – 3,162 Medusa Mining 1 – 29,736 Ridley 20 – 37,482 Mermaid Marine 4 – 10,720 Rio Tinto 614 0.06 24,558 Mesoblast 20 – 6,464 Ruralco 15 – 2,043 Metcash 2 – 9,299 Sandfire Resources 34 – 59,570 Metcash Limited 84 0.01 96,457 Santos 377 0.04 8,660 Mineral Resources 72 0.01 42,359 Saracen Mineral Holdings 86 0.01 182,444 Mirvac REIT 313 0.03 114,893 Scentre 244 0.03 5,297 Monadelphous 55 0.01 5,387 SeaLink Travel 11 – 7,859 Monash IVF 6 – 14,044 Seek 164 0.02 9,476 Money3 Corp 11 – 8,456 Select Harvests 34 – 24,551 Mount Gibson Iron 14 – 98,740 Senex Energy 19 – 48,161 Myer 14 – 7,437 Service Stream 12 – 19,265 Myer Holdings 10 – 8,315 Seven Network 85 0.01 9,003 MyState 22 – 50,121 Seven West Media 13 – 69,558 National Australia Bank 1,026 0.10 8,343 SG Fleet 14 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 73 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Australia (continued) Austria (continued)

47,006 Shopping Centres Australasia 270 DO & CO 20 – Property 62 0.01 9,565 Erste Bank 280 0.03 93,423 Sigma Healthcare 29 – 1,990 EVN 24 – 80,162 Silver Lake Resources 55 0.01 1,281 FACC 14 – 12,522 Sims Metal Management 75 0.01 670 Flughafen Wien 23 – 5,712 SmartGroup Corp 26 – 4,694 Immofinanz 96 0.01 12,311 Sonic Healthcare 184 0.02 235 Kapsch TrafficCom 7 – 195,111 South32 343 0.04 556 Lenzing 49 0.01 39,475 Southern Cross Media 27 – 358 Mayr Melnhof Karton 35 – 91,897 Spark Infrastructure 123 0.01 1,390 Oesterreichische Post 37 0.01 24,509 Speedcast International 47 0.01 6,042 OMV 232 0.02 11,425 St Barbara 18 – 862 Palfinger 21 – 35,419 St Barbara Limited 58 0.01 1,103 Polytec 9 – 53,833 Star Entertainment 122 0.01 519 Porr 9 – 39,646 Steadfast 77 0.01 10,162 Raiffeisen Bank International 189 0.02 82,850 Stockland 191 0.02 191 Rosenbauer International 7 – 37,253 Suncorp 277 0.03 3,096 S IMMO 53 0.01 43,369 Sundance Energy Australia 6 – 1,482 S&T 27 – 7,352 Super Retail 33 – 549 Schoeller-Bleckmann Oilfield 18,267 Superloop 16 – Equipment 37 – 41,540 Sydney Airport 184 0.02 443 Semperit 5 – 3,320 Syrah Res. 2 – 962 Strabag 26 – 16,600 Syrah Resources 8 – 6,387 Telekom Austria 38 0.01 63,464 Tabcorp 156 0.02 261 UBM Development 9 – 11,224 Tassal 30 – 9,876 UNIQA Insurance 73 0.01 13,424 Technology One 58 0.01 1,789 Verbund 74 0.01 123,933 Telstra 263 0.03 2,452 Vienna Insurance 49 0.01 11,395 Thorn 2 – 7,308 Voestalpine 178 0.02 21,368 TPG Telecom 76 0.01 5,394 Wienerberger 104 0.01 67,215 Transurban 547 0.06 603 Zumtobel 4 – 18,920 Treasury Wine Estates 156 0.02 2,043 0.21 112,586 Vicinity Centres 152 0.02 Belgium 0.56% (0.56%) 11,462 Villa World 14 – 5,388 Village Roadshow 8 – 1,487 Ackermans & Van Haaren 176 0.02 119,336 Virgin Australia 11 – 1,004 Aedifica Reits 75 0.01 53,804 Virgin Australia NPV 30/03/2012* – – 9,980 Ageas 409 0.04 3,592 Virtus Health 9 – 13,927 Agfa-Gevaert 43 0.01 37,644 Vocus 68 0.01 25,296 Anheuser-Busch InBev 1,766 0.18 4,000 Webjet 30 – 169 Ascencio SCA 9 – 1,042 Webjet Limited 3 – 230 Atenor 15 – 33,213 Wesfarmers 663 0.07 6 Banque Nationale de Belgique 12 – 16,419 Western Areas 18 – 388 Barco 64 0.01 17,786 Westgold Resources 18 – 1,009 Befimmo 46 0.01 83,744 Westpac Banking 1,310 0.13 2,393 Bekaert 51 0.01 53,342 Whitehaven Coal 108 0.01 1,680 Biocartis 16 – 2,277 Wisetech 35 – 2,762 bpost SA 21 – 24,422 Woodside Petroleum 490 0.05 881 Care Property Invest 19 – 31,935 Woolworths 586 0.06 463 Cie d'Entreprises 34 – 22,477 WorleyParsons 182 0.02 980 Cofinimmo 100 0.01 8,758 WPP AUNZ 2 – 2,946 Colruyt 135 0.01 32,391 3.28 4,347 Deceuninck 8 – Austria 0.21% (0.23%) 1,634 D'ieteren 59 0.01 5,128 Econocom 14 – 700 Agrana Beteiligungs 12 – 1,316 Elia System Operator 1 – 1,931 AMS 60 0.01 1,316 Elia Sytem Operator 76 0.01 3,123 Andritz 93 0.01 11,148 Euronav 82 0.01 6,787 Atrium Europen Real Estate 20 – 684 EVS Broadcast Equipment 12 – 2,074 Austria Technologie & Systemtechnik 30 – 2,320 Exmar 12 – 3,438 CA Immobilien Anlagen 99 0.01 1,998 Fagron 32 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 74 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Belgium (continued) Canada (continued)

1,047 Galapagos 106 0.01 3,500 Aritzia 35 – 1,205 Gimv 60 0.01 3,279 Artis Real Estate Investement Trust 23 – 123 Home Invest Belgium 11 – 13,300 Asanko Gold 6 – 828 Intervest Offices & Warehouses 18 – 4,014 ATCO 106 0.01 717 Ion Beam Applications 8 – 25,475 Athabasca Oil 11 – 270 Jensen 8 – 3,321 Atlantic Power 6 – 6,432 KBC 332 0.03 3,300 ATS Auto Tooling 42 0.01 754 Kinepolis 32 – 2,000 AutoCanada 14 – 110 Leasinvest Real Estate 10 – 76,155 B2Gold 182 0.02 16 Lotus Bakeries 34 – 2,184 Badger Daylighting 63 0.01 731 Melexis 39 0.01 22,198 Bank of Montreal (CAD) 1,319 0.13 766 Montea 52 0.01 1,181 Bank of Montreal (USD) 70 0.01 5,133 Nyrstar 1 – 34,481 Bank of Nova Scotia 1,459 0.15 4,800 Ontex 61 0.01 43,090 Barrick Gold 535 0.06 1,958 Orange Belgium 31 – 13,384 Bausch Health (CAD) 264 0.03 3,990 Oxurion 14 – 1,068 Bausch Health (USD) 21 – 9,479 Proximus 220 0.02 28,041 Baytex Energy 34 – 2,174 Recticel 15 – 3,597 BCE 129 0.01 72 Resilux 9 – 107 Bellatrix Exploration – – 521 Retail Estates 38 0.01 16,822 Birchcliff Energy 26 – 1,209 Sioen Industries 26 – 2,436 Black Diamond 3 – 472 Sipef 18 – 19,493 BlackBerry 114 0.01 2,843 Solvay 232 0.02 1,200 Boardwalk Real Estate Investment 2,931 Telenet 129 0.01 Trust 29 – 1,696 Tessenderlo Societe Anonyme 45 0.01 10,400 Bombardier 'A' 14 – 6,739 UCB 438 0.05 90,700 Bombardier 'B' 119 0.01 5,347 Umicore 135 0.01 9,977 Bonavista Energy 3 – 467 Van de Velde 11 – 2,210 Bonterra Energy 7 – 1,000 Warehouses de Pauw 133 0.01 4,771 Boralex 57 0.01 218 Wereldhave Belgium 16 – 13,956 Brookfield Asset Management 525 0.05 1,645 BRP 46 0.01 5,569 0.56 1,100 BSR Real Estate Investment Trust 9 – Canada 4.41% (4.38%) 12,734 CAE 269 0.03 8,571 Calfrac Well Services 11 – 8,700 5N Plus 14 – 22,158 Cameco 185 0.02 3,700 Absolute Software 18 – 8,882 Canaccord Financial 32 – 800 Acadian Timber 8 – 7,400 Canacol Energy 20 – 11,478 Advantage Oil & Gas 11 – 1,300 Canada Goose 40 – 4,608 Aecon 53 0.01 3,029 Canadian Apartment Properties 88 0.01 16,062 Africa Oil 12 – 12,542 Canadian Imperial Bank of 400 Ag Growth International 13 – Commerce 776 0.08 3,900 AGF Management 12 – 17,021 Canadian National Railway 1,240 0.13 6,100 Agnico-Eagle Mines 246 0.03 61,739 Canadian Natural Resources 1,310 0.13 7,095 Aimia Income 16 – 3,457 Canadian Pacific Railway 639 0.07 5,236 Air Canada 125 0.01 3,146 Canadian Tire 269 0.03 1,600 AirBoss of America 8 – 5,120 Canadian Utilities 114 0.01 22,400 Alacer Gold 60 0.01 6,014 Canadian Western Bank 108 0.01 5,540 Alamos Gold 26 – 5,100 Canfor 33 – 18,439 Alamos Gold 'C' 88 0.01 3,800 Canfor Pulp Products 24 – 2,959 Alaris Royalty 33 – 3,200 CanWel Building Materials 9 – 1,372 Alcanna 5 – 5,205 Capital Power 94 0.01 200 Algoma Central 2 – 23,800 Capstone Mining 8 – 21,952 Algonquin Power & Utilities 209 0.02 6,045 Cardinal Energy 9 – 10,735 Alimentation Couche-Tard 531 0.05 6,500 Cascades 41 0.01 2,814 Allied Properties 80 0.01 6,270 CCL Industries 242 0.03 13,656 Alta Gas 163 0.02 8,324 Celestica 44 0.01 2,800 Altius Minerals 21 – 35,701 Cenovus Energy 247 0.03 1,400 Andrew Peller 12 – 13,467 Centerra Gold 74 0.01 26,196 Arc Resources 101 0.01 15,609 CES Energy Solutions 23 – 6,553 Argonaut Gold 7 – 6,891 CGI 416 0.04

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 75 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Canada (continued) Canada (continued)

8,520 Chartwell Retirement Residence 78 0.01 11,512 Finning International 165 0.02 14,600 China Gold International Resources 14 – 1,508 Firm Capital Mortgage Investment 12 – 5,443 Choice Properties REIT 45 0.01 9,719 First Capital Realty 128 0.01 13,119 CI Financial Income Fund 168 0.02 1,100 First National Financial 21 – 3,909 Cineplex 54 0.01 27,593 First Quantum Minerals 206 0.02 4,512 Civeo 6 – 1,728 FirstService 130 0.01 459 Cogeco 23 – 4,500 Fission Uranium 1 – 1,350 Cogeco Communications 76 0.01 12,242 Fortis (CAD) 380 0.04 1,838 Colliers International 103 0.01 3,796 Fortis (USD) 118 0.01 5,181 Cominar Real Estate Investment 11,209 Fortuna Silver Mines 25 – Trust 39 – 3,718 Franco-Nevada 247 0.03 3,400 Computer Modelling 15 – 6,871 Freehold Royalties 35 – 654 Constellation Software Canada 485 0.05 878 Frontera Energy 7 – 7,400 Continental Gold 17 – 3,387 Genworth MI Canada 84 0.01 15,300 Copper Mountain Mining 8 – 3,234 George Weston 193 0.02 7,354 Corus Entertainment 27 – 6,020 Gibson Energy 84 0.01 8,332 Cott 87 0.01 7,222 Gildan Activewear 219 0.02 28,399 Crescent Point Energy 74 0.01 294 goeasy 9 – 9,489 Crew Energy 5 – 6,620 Golden Star Resources 21 – 10,800 CRH Medical 26 – 1,100 Granite Real Estate 40 – 2,500 Crombie Real Estate Investment 2,583 Great Canadian Gaming 69 0.01 Trust 23 – 6,034 Great Panther Mining 4 – 2,703 CT Real Estate Investment Trust 23 – 7,329 Great-West Lifeco 133 0.01 18,800 Delphi Energy 2 – 1,500 Guardian Capital 22 – 23,350 Denison Mines 10 – 5,600 Guyana Goldfields 3 – 1,100 Descartes Systems 32 – 6,118 H&R Real Estate Investment Trust 84 0.01 11,837 Detour Gold 118 0.01 2,200 Heroux-Devtek 25 – 3,900 DHX Media 4 – 1,300 High Liner Foods 7 – 11,486 Dollarama 318 0.03 4,594 Home Capital 54 0.01 1,500 Dorel Industries 10 – 7,408 Horizon North Logistics 8 – 8,667 Dream Global Real Estate Investment Trust 71 0.01 17,000 Hudbay Minerals 72 0.01 2,600 Dream Industrial Real Estate 5,152 Hudson's Bay 30 – Investment Trust 18 – 20,671 Husky Energy 154 0.02 1,673 Dream Office Real Estate 24 – 12,000 Hydro One 164 0.02 4,200 Dream Unlimited 18 – 6,608 iA Financial 212 0.02 8,250 Dundee Precious Metals 24 – 33,048 Iamgold 88 0.01 18,846 ECN Capital 48 0.01 3,332 IGM Financial 75 0.01 24 E-L Financial 11 – 3,067 Imax 49 0.01 8,853 Eldorado Gold 40 – 3,400 Imperial Metals 5 – 29,239 Element Financial 168 0.02 7,225 Imperial Oil 157 0.02 2,528 Emera 81 0.01 3,745 Innergex Renewable Energy 31 – 7,726 Empire 'A' 153 0.02 2,100 Inovalis Real Estate Investment Trust 13 – 33,549 Enbridge 951 0.10 2,912 Intact 212 0.02 4,605 Enbridge (USA) 131 0.01 19,072 Inter Pipeline 234 0.02 56,840 Encana (CAD) 230 0.02 4,097 Interfor 34 – 24,450 Encana (USD) 99 0.01 4,972 International Petroleum 17 – 4,376 Endeavour Silver 7 – 2,700 InterRent Real Estate Investment 5,900 Enerflex 61 0.01 Trust 22 – 339 Energy Fuels 1 – 1,000 Intertain 7 – 25,700 Enerplus 152 0.02 4,100 Intertape Polymer 45 0.01 2,800 Enghouse Systems 58 0.01 1,400 Invesque 8 – 7,704 Ensign Energy Services 20 – 2,456 IPL Plastics 14 – 600 Equitable 26 – 33,287 Ivanhoe Mines 83 0.01 1,700 ERO Copper 23 – 1,600 Jamieson Wellness 19 – 1,800 Evertz Technologies 19 – 7,228 Just Energy 24 – 700 Exchange Income 16 – 500 K-Bro Linen 12 – 1,671 Exco Technologies 8 – 6,650 Kelt Exploration 16 – 5,003 Extendicare 25 – 10,734 Keyera 217 0.02 1,101 Fairfax Financial 425 0.04 4,104 Killam Apartment Real Estate Investment Trust 46 0.01 2,700 Fiera Capital 18 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 76 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Canada (continued) Canada (continued)

497 Kinaxis 24 – 11,428 Parex Resources 144 0.02 2,733 Kinder Morgan Canada 19 – 1,100 Park Lawn 19 – 83,758 Kinross Gold 255 0.03 7,564 Parkland Fuel 189 0.02 9,800 Kirkland Lake Gold 331 0.03 3,845 Pason Systems 44 0.01 9,200 Knight Therapeutics 43 0.01 10,670 Pembina Pipeline 311 0.03 2,600 Labrador Iron Ore Royalty 54 0.01 29,079 Pengrowth Energy 8 – 9,027 Largo Resources 10 – 11,947 Peyto Exploration & Development 28 – 2,720 Laurentian Bank of Canada 73 0.01 3,900 PHX Energy Services 7 – 952 Leon's Furniture 9 – 988 Pizza Pizza Royalty 6 – 4,887 Linamar 143 0.02 900 Points International 9 – 4,203 Lions Gate Entertainment 'A' 41 0.01 2,200 Polaris Infrastructure 19 – 6,178 Lions Gate Entertainment 'B' 57 0.01 11,277 PrairieSky Royalty 124 0.01 6,592 Loblaw 265 0.03 19,698 Precision Drilling 29 – 18,400 Lucara Diamond 18 – 22,155 Premier Gold Mines 27 – 3,400 Lundin Gold 13 – 1,300 Premium Brands 70 0.01 41,262 Lundin Mining 178 0.02 8,900 Pretium Resources 70 0.01 1,200 Magellan Aerospace 12 – 11,542 Quarterhill 10 – 19,024 Magna International 743 0.08 10,288 Quebecor 192 0.02 11,227 Major Drilling 28 – 4,300 Real Matters 18 – 13,500 Mandalay Resources 1 – 600 Recipe Unlimited 9 – 43,939 Manulife Financial 629 0.06 1,588 Reitmans Canada 3 – 3,304 Maple Leaf Foods 57 0.01 2,056 Restaurant Brands International 113 0.01 7,400 Martinrea International 48 0.01 5,548 Restaurant Brands International 1,189 Masonite 49 0.01 - Toronto 303 0.03 1,600 Mav Beauty Brands 6 – 1,700 Richelieu Hardware 22 – 1,800 Medical Facilities 13 – 7,081 Riocan Real Estate Investment Trust 110 0.01 11,787 Meg Energy 35 – 2,617 Ritchie Bros Auctioneers 68 0.01 3,650 Methanex 130 0.01 1,900 Rocky Mountain Dealerships 9 – 6,224 Metro 'A' 183 0.02 8,369 Rogers Communications 352 0.04 300 Morguard 34 – 4,600 Rogers Sugar 16 – 900 Morguard North American 16,500 Roxgold 11 – Residential Real Estate Investment 35,492 Royal Bank of Canada (CAD) 2,219 0.23 Trust 10 – 3,733 Royal Bank of Canada (USD) 234 0.02 1,284 Morguard Real Estate Investment 3,868 Russel Metals 51 0.01 Trust 9 – 14,100 Sabina Gold & Silver 11 – 2,700 Morneau Shepell 48 0.01 14,080 Sandstorm Gold 61 0.01 1,200 MTY Food 47 0.01 7,782 Saputo 184 0.02 6,378 Mullen 36 – 700 Savaria 6 – 17,370 National Bank of Canada 649 0.07 11,709 Secure Energy Services 50 0.01 37,648 New Gold 29 – 24,323 Semafo 75 0.01 3,000 NFI 66 0.01 22,036 Seven Generations Energy 85 0.01 3,013 Norbord 59 0.01 19,782 Shaw Communications 317 0.03 2,370 North American Construction 20 – 5,200 Shawcor 57 0.01 2,003 North West 36 – 1,000 Shopify 236 0.02 7,213 Northland Power 111 0.01 2,511 Sienna Senior Living 29 – 1,800 Northview Apartment Real Estate Investment Trust 29 – 2,800 Sierra Wireless 27 – 2,586 Northwest Healthcare Properties 3,800 Slate Office REIT 13 – REIT 18 – 1,120 Slate Retail REIT 9 – 1,502 Novanta 112 0.01 2,490 Sleep Country Canada 28 – 13,375 Nutrien 562 0.06 2,978 Smart Real Estate Investment Trust 59 0.01 11,979 Nuvista Energy 19 – 6,445 SNC-Lavalin 102 0.01 5,224 Obsidian Energy 5 – 1,000 Spin Master 23 – 44,268 Oceanagold 94 0.01 7,118 Sprott 14 – 2,475 Onex 117 0.01 8,600 SSR Mining 93 0.01 10,246 Open Text 332 0.03 5,525 Stantec 104 0.01 8,300 Osisko Gold Royalties 68 0.01 10,000 Stars 134 0.01 7,448 Painted Pony Energy 4 – 1,615 Stelco 15 – 14,089 Pan American Silver 143 0.02 1,729 Stella-Jones 49 0.01 14,661 Pan American Silver Rights 7 – 1,300 STEP Energy Services 1 – 3,333 Paramount Resources 13 – 7,400 Storm Resources 8 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 77 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Canada (continued) China (continued)

23,000 Stornoway Diamond – – 50,000 NOVA 10 – 1,600 Summit Industrial Income REIT 12 – 18,000 TK 7 – 14,983 Sun Life Financial 488 0.05 51 – 55,926 Suncor Energy 1,370 0.14 Denmark 0.77% (0.78%) 11,506 Superior Plus 92 0.01 31,961 Surge Energy 25 – 61 A.P. Moller - Maersk 'A' 56 0.01 11,017 Tamarack Valley Energy 14 – 130 A.P. Moller - Maersk 'B' 127 0.01 6,800 Taseko Mines 3 – 458 ALK-Abello 84 0.01 16,872 TC Energy 658 0.07 5,764 Alm Brand 40 0.01 29,750 Teck Resources 'B' 539 0.06 4,330 Ambu 55 0.01 6,540 Teranga Gold 16 – 1,873 Bang & Olufsen 10 – 468 Tervita 2 – 1,418 Bavarian Nordic 27 – 98 Tervita Warrants – – 448 Brodrene Hartmann 17 – 6,526 TFI International 155 0.02 2,996 Carlsberg 314 0.03 4,289 Thomson Reuters 217 0.02 2,957 Chr. Hansen 219 0.02 14,677 Tidewater Midstream and Infrastructure 13 – 2,321 Coloplast 207 0.02 6,686 Timbercreek Financial 38 – 2,291 Columbus 3 – 2,926 TMX 160 0.02 16,810 Danske Bank 210 0.02 9,807 TORC Oil & Gas 24 – 1,889 DFDS 63 0.01 5,170 Torex Gold Resources 42 0.01 348 Drilling Company of 1972 21 – 2,980 Toromont Industries 111 0.01 1,311 DS Norden 15 – 45,637 Toronto-Dominion Bank 2,099 0.21 6,659 DSV 515 0.05 2,900 Total Energy Services 14 – 2,361 FLSmidth 84 0.01 20,921 Tourmaline Oil 210 0.02 1,371 Genmab 199 0.02 19,482 TransAlta 100 0.01 8,739 GN Store Nord 321 0.03 7,500 TransAlta Renewables 62 0.01 3,578 H Lundbeck 111 0.01 6,100 Transcontinental 54 0.01 1,638 H+H International 'B' 21 – 3,000 Transglobe Energy 3 – 9,707 ISS 231 0.02 38,300 Trevali Mining 6 – 4,008 Jyske Bank 110 0.01 19,023 Trican Well Services 13 – 3,252 Matas 28 – 5,751 Tricon Capital 35 – 1,601 Nilfisk 35 – 119 Trisura 2 – 1,601 NKT 19 – 44,534 Turquoise Hill Resources 43 0.01 365 NNIT 6 – 4,483 Ultra Petroleum 1 – 1,206 Nordic Waterproofing 9 – 2,455 Uni-Select 18 – 44,079 Novo Nordisk 1,771 0.18 2,770 Valener 43 0.01 8,427 Novozymes 310 0.03 12,629 Vermilion Energy 216 0.02 3,671 Orsted 251 0.03 1,800 Wajax 17 – 7,294 Pandora 203 0.02 1,300 Waste Connections (CAD) 98 0.01 1,732 Per Aarsleff 'B' 48 0.01 6,700 Wesdome Gold Mines 22 – 1,895 Ringkjoebing Landbobank 97 0.01 3,904 West Fraser Timber 140 0.02 201 Rockwool International 36 – 20,776 Western Forest Products 20 – 496 Rockwool International 'B' 100 0.01 1,689 WestJet Airlines 31 – 3,257 Royal Unibrew 188 0.02 2,970 Westport Fuel Systems 6 – 364 RTX 7 – 2,298 Westshore Terminals Investment 30 – 3,562 Scandinavian Tobacco 33 – 12,828 Wheaton Precious Metals 244 0.03 998 Schouw & Company 60 0.01 28,883 Whitecap Resources 73 0.01 1,808 SimCorp 138 0.02 1,300 Winpak 34 – 372 Solar 14 – 840 WPT Industrial Real Estate 5,414 Spar Nord Bank 37 – Investment Trust 9 – 4,316 Sydbank 65 0.01 2,830 WSP Global 122 0.01 146 Tivoli 12 – 68,401 Yamana Gold 136 0.01 4,130 Topdanmark 183 0.02 6,200 Yangarra Resources 8 – 5,828 Tryg 149 0.02 43,586 4.41 131 United International Enterprises 21 –

China 0.00% (0.00%) 7,916 Vestas Wind Systems 537 0.06 5,835 William Demant 143 0.02 1,197 Zealand Pharma 21 – 27,000 APT Satellite 8 – 7,581 0.77 45,000 China New Higher Education 14 – 50,000 Leyou Technologies 12 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 78 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Finland 0.60% (0.67%) France (continued)

2,619 Aktia Bank 20 – 13,335 Air France-KLM 101 0.01 653 Alma Media 3 – 10,812 Air Liquide 1,193 0.12 750 Atria 5 – 518 Akka Technologies 29 – 242 BasWare 4 – 2,233 Albioma 47 0.01 1,900 Bittium 11 – 6,581 Alstom 241 0.03 2,559 Cargotech 77 0.01 164 Altarea 27 – 1,292 Caverion 8 – 1,411 Alten 133 0.01 4,189 Citycon 34 – 11,604 Altran Technologies 145 0.02 3,215 Cramo 60 0.01 1,936 Amundi 106 0.01 6,060 Elisa 233 0.02 713 April 14 – 5,131 Finnair 32 – 364 Argan (France) 19 – 2,864 Fiskars 37 – 4,704 Arkema 345 0.04 17,834 Fortum 309 0.03 470 Assystem 15 – 6,467 F-Secure 14 – 4,715 Atos 311 0.03 2,753 HKScan 4 – 295 Aubay 8 – 4,300 Huhtamaki 139 0.02 39,848 AXA 824 0.08 7,747 Kemira 89 0.01 524 Axway Software 6 – 1,039 Kesko 42 0.01 191 Bastide le Confort Medical 7 – 3,917 Kesko 'B' 171 0.02 2,083 Beneteau 18 – 9,768 Kone 454 0.05 685 Bigben Interactive 7 – 3,761 Konecranes 112 0.01 2,040 BioMerieux 133 0.01 2,372 Lassila & Tikanoja 30 – 23,219 BNP Paribas 870 0.09 712 Lehto 2 – 386 Boiron 13 – 7,857 Metsa Board 33 – 30,087 Bollore 105 0.01 5,152 Metso 159 0.02 1,327 Bonduelle 34 – 847 Munksjo 11 – 1,971 Bourbon 4 – 19,026 Neste Oil 511 0.05 12,003 Bouygues 351 0.04 107,393 Nokia 421 0.04 12,023 Bureau Veritas 234 0.02 5,805 Nokian Renkaat 143 0.02 12 Burelle 9 – 67,571 Nordea Bank Abp 388 0.04 5,663 CAP Gemini 556 0.06 702 Olvi 22 – 2,944 Carmila 41 – 6,277 Oriola-KD 11 – 29,285 Carrefour 446 0.05 915 Orion 'A' 26 – 2,825 Casino Guichard-Perrachon 76 0.01 4,946 Orion 'B' 143 0.02 709 Cegedim 16 – 17,096 Outokumpu 46 0.01 33,011 CGG 49 0.01 6,096 Outotec 25 – 1,280 Chargeurs 20 – 658 Ponsse 19 – 20,119 Cie de Saint-Gobain 618 0.06 6,666 Raisio 17 – 824 Cie des Alpes 18 – 4,733 Ramirent 38 0.01 9,126 Cie Generale des Etablissements 930 Revenio 17 – Michelin 913 0.09 13,305 Sampo 495 0.05 6,101 CNP Assurances 109 0.01 4,337 Sanoma 33 – 6,688 Coface 53 0.01 1,495 Stockmann 3 – 23,106 Credit Agricole 219 0.02 37,409 Stora Enso 346 0.04 15,296 Danone 1,022 0.10 3,724 Tieto 87 0.01 59 Dassault Aviation 66 0.01 2,196 Tikkurila 26 – 2,653 Dassault Systemes 334 0.03 2,039 Tokmanni 15 – 6,641 Derichebourg 20 – 24,768 UPM-Kymmene 517 0.05 427 Devoteam 40 – 3,300 Uponor 28 – 12,403 Edenred 499 0.05 938 Vaisala 18 – 5,511 Eiffage 430 0.04 5,429 Valmet 107 0.01 23,194 Electricite de France 231 0.02 21,884 Wartsila 251 0.03 6,478 Elior 70 0.01 10,832 YIT 52 0.01 10,238 Elis 147 0.02 5,898 0.60 42,180 Engie 503 0.05 529 Eramet 28 – France 3.91% (3.79%) 4,977 Essilor Luxottica 512 0.05 243 Esso 5 – 1,080 ABC arbitrage 6 – 6,179 Europcar Mobility 35 – 5,046 Accor 171 0.02 11,054 Eutelsat Communications 162 0.02 1,089 ADP 151 0.02 4,680 Faurecia 171 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 79 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

France (continued) France (continued)

2,868 Fonciere des Regions 236 0.02 8,048 Renault 399 0.04 963 Gaztransport Et Technigaz 76 0.01 19,797 Rexel 197 0.02 1,790 Gecina 211 0.02 21 Robertet 12 – 396 GL Events 8 – 1,602 Rothschild & Co 41 0.01 222 Groupe Crit 12 – 4,468 Rubis 199 0.02 15,873 Groupe Eurotunnel 201 0.02 1,198 Sa des Ciments Vicat 47 0.01 1,242 Groupe Fnac 73 0.01 6,296 Safran 728 0.07 400 Groupe Open 6 – 20,841 Sanofi-Avetis 1,419 0.14 356 Guerbet 15 – 999 Sartorius Stedim Biotech 124 0.01 718 Haulotte 5 – 381 Savencia 23 – 717 Hermes International 407 0.04 13,207 Schneider Electric 945 0.10 1,807 Icade 131 0.01 9,236 SCOR 319 0.03 158 ID Logistics 22 – 1,375 SEB 195 0.02 1,656 Iliad 146 0.02 355 Seche Environnement 11 – 1,844 Imerys 77 0.01 13,565 SES 167 0.02 3,333 Ingenico 232 0.02 1,751 Societe Bic 105 0.01 403 Interparfums 15 – 254 Societe de la Tour Eiffel 8 – 1,364 Ipsen 147 0.02 285 Societe des Bains de Mer et du 2,977 Ipsos 62 0.01 Cercle des Etrangers a Monaco 14 – 1,388 Jacquet Metal Service 22 – 24,184 Societe Generale 482 0.05 3,784 JC Decaux 90 0.01 471 Societe pour l'Informatique Industrielle 10 – 1,383 Kaufman & Broad 42 0.01 2,237 Societe Television Franca 19 – 1,774 Kering 828 0.08 3,679 Sodexo 339 0.04 7,219 Klepierre 190 0.02 889 SOITEC 77 0.01 2,888 Korian 87 0.01 37,654 Solocal 31 – 6,636 Laecoere 17 – 245 Somfy 19 – 7,332 Lagardere 150 0.02 725 Sopra 66 0.01 44 Laurent-Perrier 4 – 5,807 SPIE 85 0.01 224 Le Noble Age 9 – 169 Stef 11 – 1,252 Lectra 25 – 20,151 Suez Environnement 229 0.02 9,908 Legrand 572 0.06 456 Sword 12 – 178 Linedata Services 4 – 644 Synergie 18 – 1,242 Link Solutions for Industry 32 – 2,338 Tarkett 43 0.01 3,515 L'Oreal 789 0.08 12,395 Technicolor 9 – 7,137 LVMH Moet-Hennessy Louis Vuitton 2,397 0.24 2,792 Teleperformance 440 0.05 1,769 M6-Metropole Television 26 – 454 Terreis 24 – 2,467 Maisons du Monde 46 0.01 4,429 Thales 432 0.04 171 Maisons France Confort 6 – 290 Thermador Groupe 15 – 313 Manitou BF 8 – 85,272 Total 3,770 0.38 3,873 Maurel et Prom 10 – 70 Total Gabon 8 – 2,319 Mercialys 24 – 657 Trigano 47 0.01 1,472 Mersen 44 0.01 4,153 Ubisoft Entertainment 256 0.03 1,050 MGI Coutier 15 – 19,844 Unibail-Rodamco-Westfield CDI 113 0.01 31,526 Natixis 100 0.01 4,145 Unibail-Rodamco-Westfield REIT 490 0.05 2,586 Neopost 44 0.01 14,882 Valeo 382 0.04 1,789 Nexans 47 0.01 21,514 Vallourec 49 0.01 3,043 Nexity 104 0.01 20,386 Veolia Environnement 390 0.04 850 NRJ Group 5 – 193 Vetoquinol 10 – 1,551 Oeneo 14 – 599 Vilmorin & Cie 27 – 87,265 Orange 1,085 0.11 13,645 Vinci 1,102 0.11 2,045 Orpea 194 0.02 225 Virbac 34 – 2,899 Pernod-Ricard 421 0.04 18,567 Vivendi 403 0.04 38,994 Peugeot 757 0.08 3,454 Worldline 198 0.02 517 Pierre & Vacances 7 – 38,595 3.91 4,080 Plastic Omnium 84 0.01 728 Plastivaloire 4 – Germany 3.48% (3.65%) 10,565 Publicis 439 0.05 1,728 Rallye 11 – 3,669 Aareal Bank 76 0.01 1,330 Recylex 4 – 4,104 Adidas 999 0.10 681 Remy Cointreau 77 0.01 2,700 ADLER Real Estate 27 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 80 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Germany (continued) Germany (continued)

1,255 ADO Properties 41 0.01 94,719 E.ON 812 0.08 2,608 ADVA Optical Networking 15 – 180 Eckert & Ziegler 17 – 3,938 Aixtron 30 – 629 Elmos Semiconductor 12 – 433 Allgeier 10 – 1,524 ElringKlinger 7 – 8,996 Allianz 1,707 0.17 8,362 Evonik Industries 192 0.02 7,248 Alstria Office 92 0.01 4,817 Evotec 106 0.01 289 Amadeus Fire 31 – 1,309 Fielmann 75 0.01 40,197 Aroundtown 261 0.03 2,230 Fraport 151 0.02 188 Atoss Software 23 – 7,400 Freenet 117 0.01 2,575 Aurubis 99 0.01 9,885 Frenius 612 0.06 2,773 Axel Springer 154 0.02 10,426 Fresenius Medical Care 445 0.05 31,956 BASF 1,836 0.19 1,917 Fuchs Petrolub 54 0.01 159 Basler 7 – 2,892 Fuchs Petrolub Preference 90 0.01 1,235 Bauer 27 – 7,723 GEA 172 0.02 17,822 Bayer 978 0.10 1,955 Gerresheimer 113 0.01 2,473 Bayerische Motoren Werke 121 0.01 569 Gesco 12 – 13,637 Bayerische Motoren Werke 'A' 795 0.08 864 GFT Technologies 6 – 1,132 BayWa 26 – 5,401 Grand City Properties 97 0.01 1,120 Bechtle 101 0.01 1,012 H&R GmbH & Co 6 – 1,627 Beiersdorf 154 0.02 4,704 Hamborner REIT AG 38 – 504 Bertrandt 28 – 1,777 Hamburger Hafen und Logistik 37 – 306 bet-at-home.com 15 – 1,963 Hannover Rueck 251 0.03 264 Bijou Brigitte 9 – 2,208 Hapag-Lloyd 76 0.01 2,309 Bilfinger 59 0.01 4,868 Heidelberg Cement 310 0.03 591 Biotest 12 – 20,096 Heidelberger Druckmaschinen 25 – 2,962 Borussia Dortmund GmbH & Co 22 – 2,515 Hella KGaA Hueck & Co 98 0.01 7,581 Brenntag 295 0.03 1,666 Henkel 121 0.01 1,406 CANCOM 59 0.01 3,319 Henkel AG 257 0.03 1,254 Carl Zeiss Meditec 98 0.01 1,074 Hochtief 103 0.01 12,386 Ceconomy AG 60 0.01 242 Hornbach AG & Co 11 – 322 Centrotec 4 – 647 Hornbach Baumarkt 10 – 498 Cewe Stiftung & Co 39 – 4,464 Hugo Boss 234 0.02 152 Comdirect 1 – 1,360 Indus 48 0.01 55,791 Commerzbank 316 0.03 50,427 Infineon Technologies 704 0.07 1,120 CompuGroup Medical 71 0.01 3,468 Innogy 117 0.01 4,429 Continental 510 0.05 500 Isra Vision 18 – 810 Corestate Capital 22 – 1,761 Jenoptik 45 0.01 8,998 Covestro 361 0.04 3,557 Jungheinrich 86 0.01 1,768 CropEnergies 10 – 13,109 K & S 193 0.02 2,704 CTS Eventim 99 0.01 5,038 KION 250 0.03 41,302 Daimler 1,818 0.19 5,434 Kloeckner 26 – 3,243 Delivery Hero 116 0.01 987 Koenig & Bauer 32 – 60,971 Deutsche Bank 371 0.04 717 Krones 46 0.01 741 Deutsche Beteiligungs 23 – 610 KWS Saat 35 – 6,185 Deutsche Boerse 691 0.07 5,191 Lanxess 243 0.03 2,920 Deutsche EuroShop 63 0.01 3,202 LEG Immobilien 285 0.03 17,423 Deutsche Lufthansa 236 0.02 555 Leifheit 10 – 9,583 Deutsche Pfandbriefbank 91 0.01 1,725 Leoni 22 – 28,319 Deutsche Post 734 0.08 16,750 L'Occitane International 26 – 112,905 Deutsche Telekom 1,541 0.16 240 Manz 5 – 14,859 Deutsche Wohnen 430 0.04 2,290 Merck 189 0.02 8,862 Deutz 68 0.01 15,318 Metro AG 220 0.02 4,212 Dialog Semiconductor 134 0.01 4,064 MLP 15 – 3,348 DIC Asset AG 30 – 2,300 MTU Aero Engines 431 0.04 928 Diebold Nixdorf (EUR) 6 – 3,370 Muenchener Rueckversicherungs 669 0.07 139 Dr Hoenle 7 – 2,748 Nemetschek 131 0.01 216 Draegerwerk AG & Co 8 – 778 Nexus 23 – 840 Draegerwerk AG & Co Preference 42 0.01 3,965 Nordex 43 0.01 2,896 Drillisch 76 0.01 1,530 Norma 50 0.01 2,735 Duerr 73 0.01 148 OHB 4 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 81 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Germany (continued) Germany (continued)

4,735 Osram Licht 123 0.01 1,549 Zalando 54 0.01 2,158 PATRIZIA Immobilien 35 – 1,076 Zeal Network 19 – 316 Pfeiffer Vacuum Technology 36 – 34,415 3.48 8,165 PNE Wind 18 – Greece 0.00% (0.00%) 5,170 Porsche Automobil 265 0.03 8,832 ProSiebenSat.1 Media 110 0.01 6,409 TT Hellenic Postbank* – – 2,670 Puma 140 0.02 – – 6,500 QSC 8 – 129 Rational 70 0.01 Hong Kong 1.44% (1.50%) 2,430 Rheinmetall 234 0.02 1,529 Rhoen-Klinikum 37 – 8,000 Aeon Credit Service Asia 6 – 2,054 RIB Software 33 – 120,000 Agritrade Resources 14 – 3,961 Rocket Internet 90 0.01 234,500 AIA 1,993 0.20 2,324 RTL 94 0.01 82,000 Allied Propeties 14 – 22,213 RWE 431 0.04 20,600 ASM Pacific Technology 166 0.02 2,720 SAF-Holland 25 – 103,500 Bank of China Hong Kong 321 0.03 2,446 Salzgitter 55 0.01 41,324 Bank of East Asia 91 0.01 10,517 SAP 1,136 0.12 52,000 Bright Smart Securities & 1,368 Sartorius 221 0.02 Commodities 8 – 8,196 Schaeffler 48 0.01 85,000 Brightoil Petroleum 13 – 436 Schaltbau 11 – 24,000 Cafe De Coral 56 0.01 2,431 Scout24 102 0.01 14,000 Camsing International 10 – 2,479 SGL Carbon 16 – 42,000 Cathay Pacific Airways 50 0.01 13,007 Siemens 1,224 0.12 113,795 Champion 75 0.01 1,057 Siltronic 61 0.01 344,000 China Goldjoy 14 – 1,254 Sixt 106 0.01 140,000 China Star Entertainment 11 – 968 Sixt Leasing 9 – 685,000 China Strategic 5 – 1,412 Sixt Preference 81 0.01 26,000 Chinese Estates 18 – 440 SMA Solar Technology 10 – 14,000 Chong Hing Bank 19 – 1,321 Software 36 – 16,000 Chow Sang Sang 19 – 858 Stabilus 31 – 61,400 Chow Tai Fook Jewellery 53 0.01 157 STO SE & Co 14 – 92,000 Chuang's Consortium International 16 – 343 STRATEC 18 – 95,000 CITIC Telecom International 30 – 1,360 Stroeer Media 80 0.01 45,448 CK Asset 280 0.03 5,718 Suedzucker 76 0.01 53,448 CK Hutchison 415 0.04 703 Suess MicroTec 6 – 20,000 CK Infrastructure 128 0.01 216 Surteco 5 – 47,000 CLP 409 0.04 5,062 Symrise 386 0.04 37,500 CNQC International 6 – 6,624 TAG Immobilien 121 0.01 92 Consolidated Water 1 – 2,205 Takkt 25 – 564,000 Convoy Financial 10 – 2,891 Talanx 99 0.01 60,000 Cosmopolitan International 11 – 426 Technotrans 8 – 22,000 Cross-Harbour 24 – 988 Tele Columbus 2 – 330,000 CSI Properties 13 – 37,780 Telefonica Deutschland 83 0.01 2,368,000 CST 4 – 15,349 ThyssenKrupp 176 0.02 26,482 Dah Sing Banking 37 – 4,539 TLG Immobilien AG 104 0.01 11,567 Dah Sing Financial 43 0.01 2,625 Tom Tailor 5 – 240,000 Emperor Capital 7 – 11,347 Uniper 272 0.03 56,000 Emperor International 11 – 7,932 United Internet 206 0.02 260,000 Emperor Watch & Jewellery 5 – 1,962 Vereinigte BioEnergie 14 – 4,050 Endeavour Mining 52 0.01 1,578 Volkswagen 213 0.02 340,800 Enerchina 33 – 9,892 Volkswagen Preference 1,315 0.13 98,307 Esprit 15 – 17,377 Vonovia 654 0.07 3,000 Fairwood Holdings 8 – 748 Vossloh 22 – 90,517 Far East Consortium International 33 – 1,069 Wacker Chemie 67 0.01 195,000 FIH Mobile 17 – 1,691 Wacker Neuson 33 – 194,000 First Pacific 62 0.01 693 Washtec 37 – 20,000 Freeman FinTech Corp – – 3,254 Wirecard 432 0.04 69,000 Galaxy Entertainment 366 0.04 1,771 Wuestenrot & Wuerttembergische 30 – 44,000 Genting Hong Kong 4 – 154 XING 52 0.01 390,000 Get Nice 10 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 82 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Hong Kong (continued) Hong Kong (continued)

86,000 Giordano International 30 – 66,070 NWS 107 0.01 48,400 Global Brands 3 – 32,000 OP Financial 6 – 933 Golar LNG 14 – 330,000 Pacific Basin Shipping 48 0.01 22,000 Gold-Finance – – 60,000 Pacific Textiles 37 – 70,000 Goodbaby International 12 – 264,674 PCCW 120 0.01 14,128 Great Eagle 48 0.01 32,000 Pico Far East 9 – 1,209,600 G-Res 7 – 97,700 Polytec Asset 10 – 5,000 Guoco 62 0.01 52,000 Power Assets 295 0.03 220,000 Guotai Junan International 30 – 82,000 Prosperity REIT 28 – 169,754 Haitong International Securities 44 0.01 38,000 Public Financial 13 – 50,000 Hang Lung 109 0.01 18,000 Regal Hotels International 9 – 65,000 Hang Lung Properties 122 0.01 40,000 Regal REIT 10 – 24,300 Hang Seng Bank 477 0.05 22,000 Regina Miracle International 14 – 14,011 Hanison Construction 2 – 58,916 SAInternational 13 – 4,000 Harbour Centre Development 6 – 54,200 Sands China 204 0.02 36,792 Henderson Land Development 160 0.02 13,169 SEA 14 – 84,500 HK Electric Investments & HK 72,666 Shangri-La Asia 72 0.01 Electric Investments 68 0.01 82,500 Shun Tak 26 – 29,500 HKBN 42 0.01 70,000 Singamas Container 8 – 42,239 HKR International 17 – 105,165 Sino Land 139 0.02 207,000 HKT Trust & HKT 259 0.03 74,000 SITC International 59 0.01 24,000 Hon Kwok Land Investment 9 – 93,000 SJM 83 0.01 162,900 Hong Kong & China Gas 285 0.03 21,349 SmarTone Telecommunications 16 – 35,827 Hong Kong & Shanghai Hotels 37 – 5,000 Soundwill Holdings 5 – 27,622 Hong Kong Exchanges & Clearing 769 0.08 22,500 Stella International 30 – 10,000 Hong Kong Ferry 8 – 55,908 Sun Hung Kai 20 – 98,000 Hong Kong Finance Investment 9 – 33,014 Sun Hung Kai Properties 442 0.05 24,330 Hongkong Land 123 0.01 33,000 SUNeVision 23 – 109,000 Hutchison Telecom 20 – 65,000 Sunlight Real Estate Investment 30,900 Hysan Development 126 0.01 Trust 39 0.01 48,000 IGG 42 0.01 18,000 Swire Pacific 'A' 174 0.02 22,000 IT 7 – 42,500 Swire Pacific 'B' 63 0.01 586 ITC Properties – – 39,600 Swire Properties 126 0.01 20,831 Johnson Electric 35 – 23,000 TAI Cheung 18 – 27,000 Kerry Logistics Network 38 0.01 61,500 Techtronic Industries 369 0.04 39,000 Kerry Properties 129 0.01 17,000 Television Broadcasts 22 – 218,000 Kingston Financial 35 – 48,000 Texwinca 12 – 27,000 Kowloon Devmt 28 – 58,000 TOM 9 – 18,222 Lai Sun Development 21 – 17,214 Transport International 40 0.01 74,400 Landing International Development 8 – 40,000 Trinity 1 – 39,500 Langham Hospitality Investments 46,000 United Laboratories International 19 – and Langham Hospitality 73,000 Value Partners 38 – Investments 12 – 44,000 Vitasoy International 167 0.02 344,000 Li & Fung 47 0.01 52,000 VPower Group International 14 – 32,000 Lifestyle International 37 – 40,000 VST 18 – 77,466 Link Real Estate Investment Trust 751 0.08 10,400 Vtech 73 0.01 12,000 Liu Chong Hing Investment 15 – 20,000 Wai Kee 10 – 24,000 Luk Fook International 59 0.01 461,500 WH 369 0.04 128,000 Macau Legend Development 14 – 38,652 Wharf 81 0.01 100,800 Man Wah 35 – 40,652 Wharf Real Estate Investment 226 0.02 1,355,200 Mason Financial 16 – 25,082 Wheelock 142 0.02 39,000 Melco International Development 68 0.01 6,000 Wing On Co International 15 – 40,000 MGM China 54 0.01 20,000 Wing Tai Properties 11 – 21,000 Microport Scientific 12 – 55,600 Wynn Macau 98 0.01 5,604 Million Hope Industries – – 124,000 Xinyi Glass 102 0.01 10,000 Miramar Hotel & Investment 17 – 42,000 Yue Yuen 90 0.01 731,500 Mongolian Mining 7 – 14,214 1.44 27,119 MTR 144 0.02 106,000 Naga 103 0.01 293,095 New World Development 361 0.04 48,000 Newocean Energy 9 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 83 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Ireland 0.73% (0.62%) Israel (continued)

3,511 Adient 67 0.01 1,381 Gilat Satellite Networks 9 – 24,782 AIB 79 0.01 180 Hadera Paper 10 – 53,227 Bank of Ireland 218 0.02 8,220 Harel Insurance Investments & 14,765 C&C 52 0.01 Finances 49 0.01 13,350 Cairn Homes 14 – 629 Hilan 16 – 29,199 CRH 749 0.08 582 IDI Insurance 18 – 4,287 Datalex 4 – 9,401 Industrial Buildings Corp 15 – 90 FBD 1 – 4,086 Inrom Construction Industries 11 – 12,113 Glanbia 155 0.02 28,539 Israel Chemicals 118 0.01 25,819 Green REIT 42 – 64,888 Israel Discount Bank 209 0.02 36,713 Hibernia REIT 47 – 85 Isras Investment 10 – 7,681 Horizon Therapeutics 146 0.01 2,210 Kamada 9 – 7,255 Irish Continental 28 – 1,422 Magic Software Enterprises 10 – 22,103 Irish Residential Properties REIT 33 – 1,944 Matrix IT 22 – 22,097 Johnson Controls International 719 0.07 2,340 Maytronics 13 – 4,520 Kerry 425 0.04 1,084 Melisron 46 0.01 7,690 Kingspan 329 0.03 890 Mellanox Technologies 78 0.01 6,018 Linde EUR 954 0.10 2,595 Menorah Mivtachim 31 – 4,928 Linde USD 780 0.08 22,087 Migdal Insurance & Financial 18 – 16,118 Medtronic 1,237 0.13 6,377 Mizrahi Tefahot Bank 116 0.01 9,697 nVent Electric 189 0.02 1,927 Naphtha Israel Petroleum 10 – 4,176 Paddy Power Betfair 247 0.03 1,763 Nice Systems 189 0.02 7,493 Permanent TSB 8 – 1,526 Nova Measuring Instruments 30 – 2,848 Prothena 24 – 114,186 Oil Refineries 46 0.01 11,076 Smurfit Kappa 264 0.03 1,869 OPC Energy 12 – 3,048 STERIS 357 0.04 4,331 Partner Communications 15 – 7,168 0.73 523 Paz Oil 58 0.01 7,447 Phoenix Holdings 35 – Israel 0.29% (0.29%) 244 Rami Levy Chain Stores Hashikm 10 – 779 Sapiens International Corp (ILS) 10 – 757 A.D.O. 9 – 1,827 Sapiens International Corp (USD) 24 – 1,269 Africa Israel Properties 32 – 362 Scope Metals 7 – 3,556 Airport City 51 0.01 3,813 Shapir Engineering and Industry 11 – 6,337 Alony Hetz 65 0.01 12,857 Shikun & Binui 29 – 390 Alrov Properties and Lodgings 11 – 7,599 Shufersal 40 0.01 6,601 Amot Investments 34 – 2,392 Stratasys 55 0.01 1,195 AudioCodes 14 – 2,562 Strauss 58 0.01 1,205 Azrieli 64 0.01 1,611 Summit Real Estate 12 – 40,348 Bank Hapoalim 236 0.03 1,715 Taro Pharmaceutical Industries 116 0.01 48,023 Bank Leumi 274 0.03 13,992 Teva Pharmaceutical Industries 101 0.01 30 Bayside Landcorp 13 – 3,494 Tower Semiconductor 42 0.01 64,726 Bezeq The Israeli Telecommunication 39 0.01 2,845 0.29 140 Big Shopping Centers 8 – Italy 1.05% (1.08%) 306 Blue Square Real Estate 10 – 1,220 Camtek /Israel 8 – 2,654 Cellcom Israel 6 – 75,659 A2A 103 0.01 1,481 Clal Insurance Enterprises 19 – 2,965 ACEA 44 – 299 Danel Adir Yeoshua 15 – 3,918 Amplifon 72 0.01 318 Delek 43 0.01 19,233 Anima 52 0.01 2,490 Delek Automotive Systems 9 – 13,188 Arnoldo Mondadori Editore 19 – 362 Delta-Galil Industries 8 – 5,015 Ascopiave 17 – 888 Direct Insurance Financial 38,333 Assicurazioni Generali 570 0.06 Investments 8 – 14,006 Atlantia 288 0.03 24,826 El Al Israel Airlines 5 – 6,591 Autogrill 54 0.01 69 Electra 15 – 683 Avio 9 – 420 Electra Consumer Products 1970 4 – 5,173 Azimut 79 0.01 1,050 Equital 26 – 718,824 Banca Carige 1 – 3,162 First International Bank of Israel 63 0.01 4,659 Banca Farmafactoring 20 – 402 Formula Systems 1985 16 – 15,752 Banca Fineco 139 0.01 984 Fox Wizel 22 – 2,878 Banca Generali 65 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 84 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Italy (continued) Italy (continued)

1,058 Banca IFIS 11 – 16,476 Reno de Medici 9 – 938 Banca Monte dei Paschi di Siena 1 – 612 Reply 33 – 27,596 Banca Popolare dell'Emilia Romagna 89 0.01 4,328 Retelit 5 – 27,599 Banca Popolare di Sondrio 48 0.01 328 SAES Getters 6 – 96,833 Banco BPM 156 0.02 8,998 Safilo 7 – 916 Biesse 9 – 35,892 Saipem 141 0.01 6,440 Brembo 59 0.01 12,247 Salini Impregilo 19 – 1,657 Brunello Cucinelli 44 0.01 1,881 Salvatore Ferragamo 35 – 3,245 Buzzi Unicem 52 0.01 34,767 Saras 41 – 5,601 Cairo Communication 13 – 70,366 Snam Rete Gas 276 0.03 10,907 Cattolica Assicurazioni 77 0.01 3,273 Societa Iniziative Autostradali e 3,372 Cementir Holding 19 – Servizi 48 0.01 6,898 Cerved Information Solutions 48 0.01 4,271 Sogefi 5 – 27,628 CIR Compagnie Industriali Riunite 23 – 1,345 Sol 13 – 1,059 Coima Res 7 – 4,098 Tamburi Investment Partners 21 – 5,895 Credito Emiliano 22 – 3,268 Technogym 29 – 502,440 Credito Valtellinese 25 – 570,554 Telecom Italia 246 0.03 1,059 Danieli & C Officine Meccaniche 15 – 8,494 Tenaris 88 0.01 797 Datalogic 12 – 64,609 Terna Rete Elettrica Nazionale 325 0.03 17,790 Davide Campari-Milano 137 0.01 1,629 Tinexta Spa 19 – 3,392 De' Longhi 54 0.01 511 Tod's 19 – 6,422 DeA Capital 7 – 48,030 UniCredit 466 0.05 825 DiaSorin 76 0.01 65,799 Unione Di Banche Italiane 142 0.01 1,409 doValue 15 – 24,827 Unipol Gruppo Finanziario 95 0.01 6,382 Enav 29 – 39,673 UnipolSai Rights 80 0.01 188,607 Enel 1,039 0.11 1,377 Zignago Vetro 13 – 99,296 ENI 1,301 0.13 10,332 1.05 3,272 ERG 53 0.01 Japan 10.88% (11.58%) 9,048 Falck Renewables 30 –

58,433 Fiat Chrysler Automobiles 643 0.07 3,800 77 Bank 44 0.01 643 Fila 8 – 800 Abc-Mart 41 0.01 31,958 Fincantieri 28 – 1,800 Achilles 26 – 21,001 Finmeccanica 210 0.02 10,600 Acom 30 – 2,667 GEDI Gruppo Editoriale 1 – 37 Activia Properties 127 0.01 2,809 Geox 3 – 2,180 Adastria 37 0.01 1,075 Gruppo MutuiOnline 15 – 4,900 ADEKA 57 0.01 39,170 Hera 118 0.01 1,200 Advan 9 – 3,723 Immobiliare Grande Distribuzione 59 Advance Residence Real Estate SIIQ 19 – Investment Trust 138 0.02 26,300 IMMSI 13 – 7,000 Advantest 152 0.02 930 Industria Macchine Automatiche 61 0.01 22,779 Aeon 308 0.03 2,796 Interpump 68 0.01 6,500 Aeon Credit Service 82 0.01 306,585 Intesa Sanpaolo 518 0.05 1,000 Aeon Delight 23 – 35,997 Iren 74 0.01 800 Aeon Fantasy 13 – 25,370 Italgas 134 0.01 5,760 Aeon Mall 68 0.01 1,110 Italmobiliare 21 – 77 AEON REIT 78 0.01 21,004 Juventus Football Club 28 – 1,900 Ai 24 – 3,914 Maire Tecnimont 10 – 1,800 Aica Kogyo 47 0.01 1,542 Marr 28 – 400 Aichi Bank 11 – 27,049 Mediaset 70 0.01 4,100 Aichi Corporation 21 – 35,965 Mediobanca 292 0.03 600 Aichi Steel 14 – 7,679 Moncler 259 0.03 2,000 Aida Engineering 12 – 3,938 OVS 5 – 21,700 Aiful 35 – 11,885 Piaggio 27 – 1,300 Ain Pharmaciez 60 0.01 14,119 Pirelli & C 66 0.01 700 Aiphone 8 – 16,889 Poste Italiane 140 0.01 9,000 Air-Water 121 0.01 25,300 Prada 62 0.01 3,600 Aisan Industry 18 – 2,771 Prysmian 45 0.01 7,266 Aisin Seiki 197 0.02 4,804 RAI Way 23 – 2,200 Aizawa Securities 10 – 4,848 Recordati 159 0.02 15,728 Ajinomoto 215 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 85 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

400 Akatsuki 17 – 2,800 Belluna 15 – 9,600 Akebono Brake Industry 7 – 3,200 Benefit One 43 0.01 1,100 Akita Bank 16 – 2,900 Benesse 53 0.01 200 Albis 3 – 5,900 Bic Camera 46 0.01 1,600 Alconix 17 – 1,400 BML 31 – 5,400 Alfresa 105 0.01 400 BrainPad 19 – 3,600 All Nippon Airways 94 0.01 22,132 Bridgestone 687 0.07 700 Alpen 8 – 3,800 Broadleaf 15 – 11,700 Alps Electric 155 0.02 500 Bronco Billy 8 – 1,100 Altech 13 – 13,182 Brother Industries 196 0.02 10,300 Amada 91 0.01 2,700 Bunka Shutter 16 – 2,300 Amano 50 0.01 400 C Uyemura & Co 18 – 400 Amuse 7 – 1,800 CAC 20 – 1,800 Anest Iwata 13 – 2,800 Calbee 60 0.01 900 Anicom 25 – 20,419 Canon 470 0.05 3,600 Anritsu 49 0.01 1,800 Canon Electronics 24 – 1,700 AOI TYO 9 – 2,600 Canon Marketing Japan 45 0.01 3,000 AOKI 23 – 4,400 Capcom 70 0.01 1,000 Aomori Bank 19 – 1,300 Carlit 6 – 2,700 Aoyama Trading 42 0.01 8,200 Casio Computer 80 0.01 6,600 Aozora Bank 125 0.01 1,000 Cawachi 15 – 1,600 Arakawa Chemical Industries 16 – 2,600 Central Glass 45 0.01 800 Arata 21 – 3,353 Central Japan Railway 529 0.05 2,400 Arcland Sakamoto 23 – 300 Central Security Patrols 11 – 1,400 Arcland Service 19 – 400 Central Sports 9 – 2,400 Arcs 38 0.01 2,600 Century Tokyo Leasing 86 0.01 1,100 Argo Graphics 19 – 19,830 Chiba Bank 76 0.01 900 Ariake Japan 45 0.01 5,300 Chiba Kogyo Bank 10 – 2,600 Arisawa Manufacturing 17 – 2,100 Chilled & Frozen Logistics 20 – 300 As One 20 – 800 Chiyoda 9 – 10,509 Asahi 371 0.04 1,000 Chiyoda Integre 14 – 3,600 Asahi Diamond Industrial 17 – 1,200 Chofu Seisakusho 19 – 9,961 Asahi Glass 271 0.03 700 Chori 9 – 2,000 Asahi Holdings 32 – 20,928 Chubu Electric Power 231 0.02 8,800 Asahi Intecc 171 0.02 1,200 Chubu Shiryo 11 – 43,983 Asahi Kasei 369 0.04 1,400 Chudenko 23 – 1,200 Asahi Limited 11 – 700 Chuetsu Pulp & Paper 7 – 700 Asahi Yukizai 7 – 3,200 Chugai Pharmaceutical 164 0.02 8,500 Asics 72 0.01 8,000 Chugoku Bank 56 0.01 1,600 ASKA Pharmaceutical 15 – 12,900 Chugoku Electric Power 128 0.01 1,100 Askul 19 – 2,500 Chugoku Marine Paints 17 – 47,306 Astellas Pharma 531 0.06 900 Chukyo Bank 15 – 800 Ateam 7 – 3,000 CI Takiron 15 – 6,000 Atom 42 0.01 21,100 Citizen 85 0.01 2,600 Atsugi 17 – 2,100 CKD 17 – 3,900 Autobacs Seven 51 0.01 900 CMIC 13 – 2,400 Avex 24 – 2,300 CMK Corporation 11 – 2,200 Awa Bank 41 0.01 5,125 Coca-Cola West Japan 102 0.01 1,000 Axial Retailing 27 – 900 Cocokara fine 37 0.01 4,800 Azbil 92 0.01 3,500 COLOPL 17 – 2,500 Bando Chemical Industries 18 – 3,800 Colowide 57 0.01 900 Bank of Iwate 18 – 30 Comforia Residential REIT 68 0.01 3,100 Bank of Kyoto 94 0.01 1,500 Computer Engineering & Consulting 26 – 800 Bank of Nagoya 20 – 5,000 Comsys 100 0.01 1,360 Bank of Okinawa 33 – 700 Comture 20 – 1,200 Bank of Saga 14 – 35,510 Concordia Financial 104 0.01 2,500 Bank of the Ryukyus 21 – 800 Conexio 8 – 400 BayCurrent Consulting 12 – 3,000 Cookpad 7 – 500 Belc 19 – 1,100 Corona 8 – 2,600 Bell System24 28 – 2,200 Cosel 18 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 86 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

4,400 Cosmo Energy 78 0.01 3,000 Dowa 76 0.01 600 Cosmos Pharmaceutical 80 0.01 2,000 DTS 33 – 2,000 Create Restaurants 20 – 2,200 Duskin 46 0.01 1,800 Create SD 33 – 600 Dydo Drinco 20 – 9,500 Credit Saison 87 0.01 1,800 Eagle Industry 14 – 1,000 CTI Engineering 11 – 7,476 East Japan Railway 551 0.06 3,600 CyberAgent 103 0.01 5,400 Ebara 115 0.01 7,677 Dai Nippon Printing 129 0.01 4,800 EDION 35 – 2,600 Dai Nippon Toryo 20 – 1,800 Ehime Bank 14 – 3,400 Daibiru 25 – 1,600 Eiken Chemical 20 – 18,000 Daicel Chemical 126 0.01 3,731 Eisai 166 0.02 500 Dai-Dan 8 – 900 Eizo Nanao 25 – 3,500 Daido Metal 17 – 1,100 Elecom 29 – 2,000 Daido Steel 60 0.01 5,500 Electric Power Development 98 0.01 3,900 Daifuku 172 0.02 1,400 Elematec 10 – 1,000 Daihen 23 – 1,000 EM Systems 12 – 1,000 Daiho 20 – 800 Enigmo 14 – 600 Daiichi Jitsugyo 13 – 1,700 en-japan 52 0.01 900 Daiichi Kigenso Kagaku-Kogyo 6 – 600 Enplas 14 – 21,871 Dai-ichi Life Insurance 260 0.03 2,100 EPS 26 – 6,851 Daiichi Sankyo 282 0.03 3,300 Erex 28 – 700 Dai-ichi Seiko 6 – 3,400 ES-Con Japan 17 – 2,400 DaiichiKosho 88 0.01 700 Espec 12 – 500 Daiken 8 – 1,900 Exedy 31 – 1,800 Daiki Aluminium Industry 10 – 300 Ezaki Glico 11 – 5,408 Daikin Industries 556 0.06 2,400 F@N Communications 10 – 400 Daikokutenbussan 10 – 4,016 FamilyMart 75 0.01 2,000 Daikyonishikawa 13 – 2,000 FANCL 39 0.01 600 Dainichiseika Color & Chemical 13 – 2,413 FANUC 351 0.04 2,600 Dainippon Screen Manufacturing 85 0.01 1,233 Fast Retailing 586 0.06 4,900 Dainippon Sumitomo Pharma 73 0.01 2,200 FCC 36 – 6,000 Daio Paper 56 0.01 10,200 Feed One 14 – 1,300 Daiseki 26 – 2,000 Ferrotec 12 – 2,150 Daishi Hokuetsu Financial 43 0.01 14,900 FIDEA 12 – 1,000 Daito Pharmaceutical 24 – 4,600 Financial Products 30 – 2,335 Daito Trust Construction 234 0.02 4,800 First Bank of Toyama 11 – 28,052 Daiwa House 644 0.07 2,000 Foster Electric 23 – 66 Daiwa House REIT 125 0.01 1,600 FP 77 0.01 2,700 Daiwa Industries 22 – 1,900 France Bed 13 – 16 Daiwa Office Investment 90 0.01 22 Frontier Real Estate Investment Trust 74 0.01 54,582 Daiwa Securities 188 0.02 1,170 Fudo Tetra 11 – 1,400 Daiwabo 52 0.01 1,500 Fuji 8 – 7,900 DCM Japan 61 0.01 900 Fuji Ehime 12 – 7,100 Dena 107 0.01 6,600 Fuji Electric 179 0.02 5,500 Denki Kagaku Kogyo 128 0.01 22,027 Fuji Heavy Industries 421 0.04 1,400 Denki Kogyo 32 – 1,400 Fuji Kyuko 40 0.01 11,549 Denso 383 0.04 3,200 Fuji Machine Manufacturing 32 – 4,478 Dentsu 123 0.01 2,200 Fuji Media 24 – 2,100 Denyo 22 – 3,000 Fuji Oil 71 0.01 700 Descente 10 – 700 Fuji Pharma 7 – 3,500 Dexerials 18 – 2,300 Fuji Seal International 55 0.01 5,900 DIC 123 0.01 900 Fuji Soft 31 – 800 Digital Arts 56 0.01 500 Fujibo 8 – 1,400 Dip 18 – 1,000 Fujicco 15 – 1,100 Disco 142 0.02 7,215 Fujifilm 288 0.03 600 DKS Co. 16 – 21,000 Fujikura 62 0.01 4,800 DMG Mori (JPY) 61 0.01 2,400 Fujikura Kasei 10 – 4,000 Don Quijote 200 0.02 900 Fujimori Kogyo 19 – 1,100 Doshisha 14 – 800 Fujita Kanko 16 – 1,700 Doutor Nichires 25 – 3,000 Fujitec 31 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 87 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

7,770 Fujitsu 427 0.04 2,400 Hanwa 51 0.01 1,000 Fujitsu Frontech 7 – 600 Happinet 6 – 3,000 Fujitsu General 37 0.01 1,700 Harima Chemicals 13 – 600 Fukishima Bank 1 – 1,300 Harmonic Drive Systems 39 0.01 400 Fukuda 13 – 21,300 Haseko 170 0.02 400 Fukuda Denshi 21 – 8,100 Hazama Ando 43 0.01 1,500 Fukui Bank 15 – 11 Health Care & Medical Investment 10 – 5,626 Fukuoka Financial 81 0.01 3,400 Heiwa 55 0.01 34 Fukuoka Real Estate Investment 1,800 Heiwa Real Estate 29 – Trust 43 0.01 47 Heiwa Real Estate REIT 43 0.01 600 Fukushima Industries 16 – 1,800 Heiwado 25 – 2,000 Fukuyama Transporting 57 0.01 1,900 Hibiya Engineering 26 – 1,200 Fullcast 20 – 1,710 Hiday Hidaka 26 – 500 Funai Electric 3 – 600 Hikari Tsushin 103 0.01 1,649 Funai Soken 31 – 1,100 HI-LEX 14 – 1,400 Furukawa 14 – 13,100 Hino Motors 87 0.01 5,000 Furukawa Electric 115 0.01 300 Hioki EE 8 – 2,300 Furuno Electric 17 – 300 Hirata 14 – 800 Furusato Industries 8 – 1,035 Hirose Electric 91 0.01 800 Fuso Chemical 13 – 12,000 Hiroshima Bank 45 0.01 2,000 Futaba 21 – 1,800 His 35 – 2,800 Futaba Industrial 12 – 1,400 Hisaka Works 9 – 800 Future 12 – 1,500 Hisamitsu Pharmaceutical 47 0.01 1,300 Fuyo General Lease 58 0.01 30,844 Hitachi 891 0.09 300 Gakken 11 – 4,500 Hitachi Capital 79 0.01 1,600 Gecoss 11 – 4,000 Hitachi Chemical 86 0.01 400 Genki Sushi 9 – 6,600 Hitachi Construction Machinery 135 0.01 1,000 Genky DrugStores 19 – 2,300 Hitachi High-Technologies 93 0.01 2,200 GEO (JPY) 22 – 2,900 Hitachi Maxell 31 – 700 Giken 17 – 10,000 Hitachi Metals 89 0.01 43 Global One Real Estate Investment 2,500 Hitachi Transport 64 0.01 Trust 42 0.01 10,500 Hitachi Zosen 30 – 1,100 GLOBERIDE 27 – 1,600 Hochiki 16 – 2,700 Glory 56 0.01 400 Hodogaya Chemical 8 – 129 GLP REIT 116 0.01 800 Hogy Medical 19 – 3,800 GMO Financial 18 – 10,800 Hokkaido Electric Power 48 0.01 3,800 GMO internet 54 0.01 800 Hokkan 10 – 1,000 GMO Payment Gateway 54 0.01 1,600 Hokkoku Bank 35 – 900 Godo Steel 13 – 1,900 Hokuetsu Industries 17 – 1,200 Goldcrest 17 – 7,300 Hokuetsu Kishu Paper 31 – 300 Goldwin 30 – 9,394 Hokuhoku Financial 77 0.01 8,900 Gree 33 – 8,400 Hokuriku Electric Power 48 0.01 5,600 GS Yuasa 85 0.01 1,700 Hokuto 23 – 1,200 G-Tekt 13 – 50,112 Honda Motor 1,021 0.10 1,810 GungHo Online Entertainment 39 0.01 700 H-One 4 – 21,500 Gunma Bank 59 0.01 1,300 Honeys 11 – 900 Gunosy 12 – 4,600 Hoosiers 20 – 900 Gunze 30 – 2,200 Horiba 89 0.01 1,700 Gurunavi 8 – 14 Hoshino Resorts REIT 57 0.01 6,200 H2O Retailing 56 0.01 1,400 Hoshizaki Electric 82 0.01 300 HABA Laboratories 18 – 3,100 Hosiden 27 – 20,000 Hachijuni Bank 64 0.01 500 Hosokawa Micron 17 – 1,100 Hagihara Industries 11 – 1,700 House Foods 50 0.01 400 Hagiwara Electric 8 – 8,533 Hoya 515 0.05 7,200 Hakuhodo Dy 95 0.01 6,700 Hulic 42 0.01 900 Hakuto Co 8 – 63 Hulic REIT 86 0.01 900 Hamakyorex 25 – 16,000 Hyakugo Bank 39 0.01 3,200 Hamamatsu Photonics 98 0.01 1,800 Hyakujushi Bank 28 – 9,716 Hankyu Hanshin 274 0.03 7,500 Ibiden 103 0.01 30 Hankyu REIT 33 – 2,100 IBJ Leasing 41 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 88 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

252 Ichibanya 9 – 185 Japan Hotel 117 0.01 15,000 Ichigo 35 – 800 Japan Investment Adviser 10 – 75 Ichigo Office Real Estate Investment 56 0.01 2,200 Japan Lifeline 28 – 3,000 Ichikoh Industries 16 – 42 Japan Logistics 76 0.01 1,400 Ichinen 11 – 4,500 Japan Material 50 0.01 2,600 Ichiyoshi Securities 14 – 2,300 Japan Petroleum Exploration 42 0.01 600 Icom 11 – 2,800 Japan Pile 12 – 1,200 Idec 18 – 34,400 Japan Post 307 0.03 11,502 Idemitsu Kosan 272 0.03 40 Japan Prime Realty Investment 137 0.02 3,100 IDOM 7 – 400 Japan Pulp & Paper 10 – 9,523 IHI 181 0.02 47 Japan Real Estate Investment Trust 225 0.02 5,184 Iida 66 0.01 86 Japan Rental Housing 53 0.01 6,700 Iino Kaiun Kaisha 17 – 95 Japan Retail Fund Investment Trust 151 0.02 1,900 IJT Technology 7 – 5,200 Japan Securities Finance 21 – 1,300 Imasen Electric Industrial 9 – 3,800 Japan Steel Works 50 0.01 1,000 Inaba Denki Sangyo 33 – 32,371 Japan Tobacco 564 0.06 3,600 Inabata 36 – 3,000 Japan Transcity 10 – 72 Industrial & Infrastructure Investment 71 0.01 2,900 Japan Wool Textile 18 – 1,000 I-Net Corp/Kanagawa 9 – 400 JCR Pharmaceuticals 18 – 2,200 Infocom 39 0.01 1,600 JCU 23 – 5,000 Infomart 61 0.01 1,500 Jeol 26 – 500 Information Services 16,619 JFE 192 0.02 International-Dentsu 13 – 7,700 JGC 83 0.01 28,012 Inpex 199 0.02 7,900 Jimoto 6 – 1,100 Intage 8 – 900 Jin 39 0.01 1,200 Internet Initiative Japan 18 – 600 J-Oil Mills 17 – 514 Invesco Office REIT 68 0.01 1,500 Joshin Denki 23 – 283 Invincible Investment Reits 115 0.01 1,000 JSP 15 – 800 Iriso Electronics 32 – 9,800 JSR 122 0.01 1,200 Iseki 13 – 13,100 JTEKT 125 0.01 10,900 Isetan Mitsukoshi 70 0.01 2,000 Juki 14 – 2,800 Ishihara Sangyo Kaisha 26 – 1,700 Juroku Bank 27 – 1,300 Istyle 7 – 1,200 JustSystems 31 – 25,903 Isuzu Motors 232 0.02 7,200 JVC Kenwood 13 – 2,900 Ito En 106 0.01 137,134 JX 536 0.06 25,127 Itochu 379 0.04 800 K&O Energy 9 – 2,900 Itochu Enex 18 – 4,002 Kadokawa Dwango 43 0.01 3,200 Itochu Techno-Solutions 65 0.01 700 Kaga Electronics 8 – 600 Itochu-Shokuhin 20 – 2,600 Kagome 48 0.01 7,000 Itoham Yonekyu 38 0.01 23,000 Kajima 248 0.03 3,000 Itoki 10 – 5,272 Kakaku 80 0.01 1,200 IwaiCosmo 10 – 2,000 Kaken Pharmaceutical 74 0.01 2,600 Iwatani 71 0.01 700 Kakiyasu Honten 11 – 12,355 Iyo Bank 49 0.01 300 Kameda Seika 11 – 1,900 Izumi 60 0.01 2,000 Kamei 16 – 12,800 J Front Retailing 116 0.01 4,801 Kamigumi 89 0.01 4,700 J Trust 17 – 1,500 Kanaden 14 – 800 JAC Recruitment 15 – 400 Kanagawa Chuo Kotsu 11 – 2,000 Jaccs 31 – 1,700 Kanamoto 35 – 2,000 Jafco 58 0.01 5,000 Kandenko 33 – 1,200 Jamco 18 – 3,000 Kaneka 89 0.01 4,700 Japan Airlines 118 0.01 4,800 Kanematsu 42 0.01 1,400 Japan Airport Terminal 47 0.01 400 Kanematsu Electronics 9 – 17,900 Japan Asset Marketing 12 – 22,492 Kansai Electric Power 203 0.02 3,000 Japan Aviation Electronics Industry 35 – 4,496 Kansai Mirai Financial 23 – 900 Japan Cash Machine 7 – 5,800 Kansai Paint 96 0.01 34,100 Japan Display 17 – 3,000 Kanto Denka Kogyo 16 – 700 Japan Elevator Service 14 – 11,372 Kao 682 0.07 68 Japan Excellent 79 0.01 1,700 Kasai Kogyo 10 – 16,402 Japan Exchange 205 0.02 1,500 Katakura Industries 14 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 89 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

1,500 Kato Sangyo 36 – 2,000 Konoike Transport 25 – 400 Kato Works 6 – 1,000 Kose 132 0.01 400 Kawada Technologies 24 – 2,400 Koshidaka 27 – 800 Kawai Musical Instruments 1,100 Kotobuki Spirits 41 0.01 Manufacturing 18 – 1,000 Kourakuen 20 – 8,108 Kawasaki Heavy Industries 150 0.02 600 Krosaki Harima 27 – 6,000 Kawasaki Kisen Kaisha 58 0.01 10,700 K's 80 0.01 900 Kayaba Industries 20 – 23,854 Kubota 313 0.03 59,376 KDDI 1,190 0.12 2,500 Kumagai Gumi 58 0.01 3,399 Keihan Electric Railway 116 0.01 3,900 Kumiai Chemical Industry 22 – 1,800 Keihanshin Building 13 – 600 Kura 20 – 2,500 Keihin 28 – 1,100 Kurabo Industries 15 – 8,326 Keikyu 113 0.01 14,430 Kuraray 136 0.02 3,885 Keio 201 0.02 900 Kureha 48 0.01 4,300 Keisei Electric Railway 123 0.01 900 Kurimoto 10 – 1,700 Keiyo 6 – 4,906 Kurita Water Industries 96 0.01 7,000 Keiyo Bank 32 – 900 Kusuri no Aoki 50 0.01 11,100 Kenedix 43 0.01 5,641 Kyocera 290 0.03 20 Kenedix Real Estate Investment 600 Kyodo Printing 12 – Trust 113 0.01 1,300 Kyoei Steel 18 – 40 Kenedix Residential Investment Reits 56 0.01 2,200 Kyokuto Kaihatsu Kogyo 22 – 27 Kenedix Retail REIT 52 0.01 1,400 Kyokuto Securities 9 – 600 Kenko Mayonnaise 10 – 800 Kyokuyo 17 – 4,400 Kewpie 77 0.01 2,700 KYORIN 38 0.01 800 Key Coffee 12 – 1,700 Kyoritsu Maintenance 63 0.01 2,082 Keyence 1,006 0.10 2,000 Kyosan Electric Manufacturing 5 – 900 KH Neochem 17 – 5,200 Kyowa Exeo 102 0.01 3,200 Kikkoman 110 0.01 5,400 Kyowa Hakko Kirin 77 0.01 3,800 Kinden 46 0.01 2,800 Kyudenko 66 0.01 6,473 Kintetsu 244 0.03 14,340 Kyushu Electric Power 111 0.01 2,200 Kintetsu World Express 23 – 19,820 Kyushu Financial 62 0.01 21,000 Kirin 357 0.04 6,100 Kyushu Railway 140 0.02 1,900 Kissei Pharmaceutical 37 0.01 1,100 LAC 14 – 700 Kitagawa Iron Works 11 – 1,400 Laox 3 – 500 Kita-Nippon Bank 6 – 68 LaSalle Logiport REIT 64 0.01 300 Kitano Construction 6 – 1,600 Lasertec 50 0.01 3,000 Kitanotatsujin 12 – 2,000 Lawson 76 0.01 1,200 Kito 15 – 1,800 LEC 15 – 6,300 Kitz 35 – 13,100 Leopalace21 27 – 4,100 Kiyo Bank 41 0.01 600 Life 10 – 1,400 Klab 9 – 3,600 Lifull 13 – 1,200 Koa 12 – 1,200 LINE 26 – 1,500 Koatsu Gas Kogyo 9 – 3,600 Link and Motivation 16 – 1,200 Kobayashi Pharmaceutical 68 0.01 3,300 Lintec 54 0.01 1,600 Kobe Bussan 61 0.01 5,000 Lion 73 0.01 300 Kobe Electric Railway 9 – 11,159 Lixil 139 0.02 22,375 Kobe Steel 115 0.01 1,700 Lixil Viva 16 – 1,300 Koei Tecmo 19 – 200 M&A Capital Partners 9 – 1,500 Kohnan Shoji 25 – 13,100 M3 188 0.02 4,151 Koito Manufacturing 174 0.02 2,500 Mabuchi Motor 67 0.01 5,000 Kokuyo 55 0.01 2,700 Macnica Fuji Electronics 28 – 43,194 Komatsu 821 0.08 2,600 Macromill 25 – 2,700 Komatsu Seiren 16 – 8,100 Maeda 51 0.01 1,500 KOMEDA 22 – 500 Maeda Kosen 7 – 1,700 Komeri 27 – 4,000 Maeda Road Construction 66 0.01 4,400 Komori 38 0.01 900 Maezawa Kyuso Industries 13 – 3,600 Konami 133 0.01 1,600 Makino Milling Machine 51 0.01 1,200 Kondotec 8 – 6,010 Makita 161 0.02 25,617 Konica Minolta 196 0.02 1,000 Mandom 19 – 2,400 Konishi 28 – 600 Mani 30 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 90 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

900 Mars Engineering 13 – 25,356 Mitsubishi Motors 96 0.01 33,557 Marubeni 175 0.02 1,800 Mitsubishi Nichiyu Forklift 15 – 1,100 Marubun 4 – 2,000 Mitsubishi Paper Mills 8 – 1,200 Marudai Food 18 – 1,200 Mitsubishi Pencil 15 – 3,000 Maruha Nichiro 69 0.01 400 Mitsubishi Research Institute 10 – 5,400 Marui 87 0.01 800 Mitsubishi Shokuhin 17 – 2,500 Maruichi Steel Tube 55 0.01 1,100 Mitsubishi Steel Manufacturing 10 – 2,800 Marusan Securities 11 – 9,100 Mitsubishi Tanabe Pharma 80 0.01 800 Maruwa 34 – 253,073 Mitsubishi UFJ Financial 947 0.10 500 Maruwa Unyu Kikan 17 – 33,300 Mitsubishi UFJ Lease & Finance 139 0.02 800 Maruzen Co /Taito ward 13 – 1,500 Mitsuboshi Belting 21 – 600 Maruzen Showa Unyu 15 – 36,027 Mitsui 462 0.05 2,100 Marvelous 13 – 9,800 Mitsui Chemicals 191 0.02 1,300 Matsuda Sangyo 14 – 6,300 Mitsui Engineering & Shipbuilding 46 0.01 1,400 Matsui Construct 6 – 17,527 Mitsui Fudosan 335 0.04 4,800 Matsui Securities 36 – 17 Mitsui Fudosan Logistics Park 45 0.01 3,000 Matsumotokiyoshi 69 0.01 1,700 Mitsui High-Tec 15 – 300 Matsuya Foods 7 – 4,900 Mitsui Mining & Smelting 92 0.01 1,800 Max 21 – 7,418 Mitsui OSK Lines 140 0.02 26,992 Mazda Motor 222 0.02 1,000 Mitsui Sugar 16 – 1,700 McDonald's Co Japan 59 0.01 1,200 Mitsui-Soko 14 – 6,600 MCJ Corporation 38 0.01 2,100 Mitsuuroko 12 – 46,876 Mebuki Financial 96 0.01 2,700 Miura 66 0.01 1,300 MEC 10 – 3,500 Mixi 55 0.01 4,800 Medipal 84 0.01 1,000 Miyazaki Bank 18 – 900 Megachips 9 – 508,083 Mizuho Financial 580 0.06 2,700 Megmilk Snow Brand 47 0.01 1,400 Mizuno 25 – 2,800 Meidensha 34 – 1,400 Mochida Pharmaceutical 47 0.01 3,786 MEIJI 213 0.02 1,100 Modec 24 – 1,200 Meiko Electronics 15 – 9,400 Monex 26 – 3,500 Meisei Industrial 18 – 300 Monogatari 19 – 1,500 Meitec 60 0.01 6,800 MonotaRO 131 0.01 1,400 Menicon 36 – 81 Mori Hills REIT 90 0.01 900 METAWATER 22 – 18 Mori Trust Hotel REIT 18 – 900 Michinoku Bank 11 – 50 Mori Trust Sogo 64 0.01 3,600 Micronics Japan 25 – 1,400 Morinaga Japan 54 0.01 80 MidCity Investment 59 0.01 2,400 Morinaga Milk Industry 75 0.01 4,400 Mie Kotsu 18 – 1,300 Morita 18 – 1,200 Milbon 46 0.01 10,354 MS&AD Insurance 259 0.03 1,000 Mimasu Semiconductor Industry 12 – 1,100 MTI 6 – 15,979 Minebea 213 0.02 600 Murakami 10 – 800 Ministop 9 – 11,938 Murata Manufacturing 423 0.04 3,200 Miraca 57 0.01 3,800 Musashi Seimitsu 38 0.01 80 Mirai 31 – 1,900 Musashino Bank 28 – 4,000 Mirait 47 0.01 4,300 Nabtesco 94 0.01 800 Miroku Jyoho Service 20 – 1,000 Nachi-Fujikoshi 32 – 900 Misawa Homes 7 – 700 Nagano Bank 9 – 6,900 Misumi 136 0.02 5,900 Nagase 70 0.01 1,100 Mitani 44 0.01 1,000 Nagatanien 15 – 700 Mitani Sekisan 14 – 700 Nagawa 26 – 6,600 Mito Securities 9 – 7,411 Nagoya Railroad 161 0.02 1,400 Mitsuba 7 – 500 Nakamuraya 15 – 27,591 Mitsubishi 573 0.06 1,800 Nakanishi 26 – 58,822 Mitsubishi Chemical 324 0.03 7,591 Namco Bandai 290 0.03 46,032 Mitsubishi Electric 478 0.05 2,900 Namura Shipbuilding 6 – 21,279 Mitsubishi Estate 312 0.03 5,900 Nankai Electric Railway 113 0.01 9,000 Mitsubishi Gas Chemical 94 0.01 1,900 Nanto Bank 32 – 6,083 Mitsubishi Heavy Industries 209 0.02 9,759 NEC 303 0.03 3,800 Mitsubishi Logistics 82 0.01 800 NEC Capital Solutions 10 – 6,540 Mitsubishi Materials 146 0.02 1,100 NEC Networks & System Integration 22 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 91 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

3,100 Net One Systems 67 0.01 300 Nippon Sharyo 6 – 2,700 Neturen 17 – 9,400 Nippon Sheet Glass 50 0.01 6,300 Nexon 72 0.01 1,000 Nippon Shinyaku 56 0.01 11,602 NGK Insulators 133 0.01 1,600 Nippon Shokubai 83 0.01 8,826 NGK Spark Plug 130 0.01 4,200 Nippon Signal Co 38 0.01 3,963 NH Foods 134 0.01 1,200 Nippon Soda 24 – 14,100 NHK Spring 86 0.01 22,051 Nippon Steel 298 0.03 3,500 Nichias 50 0.01 900 Nippon Steel & Sumikin Bussan 29 – 1,000 Nichiban 16 – 20,700 Nippon Suisan Kaisha 101 0.01 2,900 Nichicon 19 – 15,484 Nippon Telegraph & Telephone 568 0.06 400 Nichiden 5 – 1,100 Nippon Television Network 13 – 1,800 Nichiha 40 0.01 4,000 Nippon Thompson 14 – 2,300 Nichii Gakkan 26 – 800 Nippon Valqua Industries 13 – 3,300 Nichi-iko Pharmaceutical 28 – 7,600 Nippon Yakin Kogyo 12 – 3,800 Nichirei 71 0.01 8,858 Nippon Yusen 112 0.01 1,400 Nichireki 10 – 8,700 Nipro 76 0.01 700 Nichirin 8 – 3,000 Nishimatsu Construction 46 0.01 4,691 Nidec 505 0.05 2,200 Nishimatsuya Chain 13 – 5,300 Nifco 103 0.01 9,200 Nishi-Nippon Financial 52 0.01 500 Nihon Chouzai 12 – 3,200 Nishi-Nippon Railroad 54 0.01 1,600 Nihon Dempa Kogyo 6 – 1,700 Nishio Rent All 38 0.01 5,600 Nihon House 17 – 4,800 Nissan Chemical Industries 170 0.02 600 Nihon Kagaku Sangyo 4 – 97,700 Nissan Motor 552 0.06 2,400 Nihon Kohden 51 0.01 5,000 Nissan Shatai 38 0.01 4,800 Nihon M&A Center 91 0.01 300 Nissei ASB Machine 6 – 2,600 Nihon Nohyaku 8 – 2,300 Nissha Printing 19 – 4,000 Nihon Parkerizing 35 – 1,600 Nisshin Fudosan 5 – 3,000 Nihon Unisys 79 0.01 2,000 Nisshin Oillio 44 0.01 4,000 Nikkiso 42 0.01 4,315 Nisshin Seifun 78 0.01 4,500 Nikkon 81 0.01 13,204 Nisshinbo 79 0.01 11,060 Nikon 123 0.01 1,000 Nissin 13 – 1,273 Nintendo 368 0.04 2,500 Nissin Electric 22 – 3,000 Nippo 47 0.01 1,000 Nissin Foods 51 0.01 24 Nippon Accomodations 106 0.01 3,100 Nissin Kogyo 34 – 800 Nippon Beet Sugar Manufacturing 12 – 1,000 Nissin Sugar 13 – 50 Nippon Building 270 0.03 1,900 Nitori 198 0.02 400 Nippon Carbon 12 – 900 Nitta 20 – 1,300 Nippon Chemi-Con 15 – 500 Nittetsu Mining 17 – 15,200 Nippon Coke & Engineering 10 – 2,000 Nitto Boseki 33 – 400 Nippon Commercial Development 4 – 7,874 Nitto Denko 306 0.03 2,800 Nippon Concrete Industries 6 – 1,700 Nitto Kogyo 26 – 7,700 Nippon Denko 12 – 1,100 Nitto Kohki 17 – 2,000 Nippon Densetsu Kogyo 32 – 3,600 Nitto Seiko 15 – 4,826 Nippon Electric Glass 96 0.01 600 Noevir Holdings 26 – 3,353 Nippon Express 140 0.02 2,500 NOF 73 0.01 3,100 Nippon Flour Mills 39 0.01 1,600 Nohmi Bosai 27 – 2,100 Nippon Gas 42 0.01 1,400 Nojima 18 – 1,900 Nippon Hume 10 – 6,900 NOK 81 0.01 8,000 Nippon Kayaku 76 0.01 78,546 Nomura 218 0.02 600 Nippon Koei 10 – 3,000 Nomura Co 30 – 35,900 Nippon Light Metal 61 0.01 6,300 Nomura Real Estate 107 0.01 2,200 Nippon Paint 67 0.01 155 Nomura Real Estate Master Fund 188 0.02 5,900 Nippon Paper Industries 82 0.01 8,034 Nomura Research Institute 101 0.01 8,800 Nippon Parking Development 11 – 1,000 Noritake 33 – 2,000 Nippon Pillar Packing 15 – 1,800 Noritsu Koki 28 – 600 Nippon Piston Ring 6 – 1,800 Noritz 17 – 82 Nippon Prologis REIT 149 0.02 15,500 North Pacific Bank 29 – 26 Nippon REIT 80 0.01 1,200 NS Solutions 30 – 400 Nippon Road 18 – 500 NS Tool 8 – 2,800 Nippon Seiki 38 0.01 1,000 NS United Kaiun Kaisha 16 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 92 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

1,300 NSD 30 – 110,409 Panasonic 725 0.07 18,477 NSK 130 0.01 700 Paramount Bed 21 – 38,800 NTN 91 0.01 2,300 Parco 18 – 17,500 NTT Data 184 0.02 5,700 Park24 105 0.01 43,242 NTT Docomo 795 0.08 1,300 Pasona 14 – 200 NuFlare Technology 10 – 4,600 PC Depot 14 – 400 Obara 11 – 21,600 Penta-Ocean Construction 83 0.01 33,230 Obayashi 258 0.03 500 Pepper Food Service 6 – 1,200 OBIC 107 0.01 3,200 PeptiDream 129 0.01 11,152 Odakyu Electric Railway 215 0.02 400 PIA 14 – 4,400 Oenon 11 – 3,900 Pigeon 124 0.01 2,300 Ogaki Kyoritsu Bank 40 0.01 1,400 Pilot 43 0.01 1,700 Ohashi Technica 18 – 1,500 Piolax 21 – 500 Ohsho Food Service 23 – 1,700 Plenus 22 – 1,200 Oiles 14 – 2,800 Pola Orbis 62 0.01 1,100 Oisix ra daichi 12 – 1,600 Poletowin Pitcrew 13 – 900 Oita Bank 20 – 70 Premier Investment 73 0.01 45,800 Oji Paper 208 0.02 5,300 Press Kogyo 19 – 2,400 Okabe 16 – 2,400 Pressance 26 – 400 Okamoto Industries 14 – 1,700 Prestige International 20 – 3,000 Okamura 24 – 2,200 Prima Meat Packers 33 – 8,000 Okasan Securities 23 – 2,600 Proto 19 – 6,000 Oki Electric Industry 59 0.01 3,600 PS Mitsubishi Construction 16 – 1,100 Okinawa Cellular Telephone 27 – 2,400 Qol 29 – 3,025 Okinawa Electric Power 37 0.01 2,500 Raito Kogyo 25 – 1,200 Okuma 48 0.01 1,300 Rakus 25 – 2,100 Okumura 51 0.01 37,332 Rakuten 349 0.04 600 Okura Industrial 7 – 2,200 Raysum 16 – 2,000 Okuwa 15 – 25,700 Recruit 675 0.07 37,852 Olympus 331 0.03 1,600 Relia 15 – 6,951 Omron 285 0.03 4,900 Relo 97 0.01 4,600 Ono Pharaceutical 65 0.01 33,200 Renesas Electronics 130 0.01 900 Onoken 9 – 10,000 Rengo 63 0.01 7,000 Onward 30 – 66,697 Resona 219 0.02 29 Ooedo Onsen REIT 18 – 3,700 Resorttrust 45 0.01 2,000 Open House 64 0.01 21,668 Ricoh 170 0.02 1,200 Optex 12 – 800 Ricoh Leasing 19 – 1,500 Oracle Japan 86 0.01 1,300 Right On 7 – 500 Organo 13 – 400 Riken 12 – 25,500 Orient 21 – 800 Riken Keiki 11 – 3,200 Oriental Land 312 0.03 2,200 Riken Technos 8 – 58,528 Orix 688 0.07 300 Riken Vitamin 7 – 120 Orix REIT 173 0.02 1,100 Ringer Hut 18 – 11,347 Osaka Gas 156 0.02 1,500 Rinnai 75 0.01 700 Osaka Organic Chemical Industry 5 – 1,100 Rion 16 – 800 Osaka Soda 16 – 1,000 Riso Kagaku 12 – 400 Osaka Steel 5 – 3,400 Riso Kyoiku 11 – 1,500 Osaka Titanium Technologies 19 – 1,000 Rock Field 10 – 2,000 Osaki Electric 10 – 2,746 Rohm 145 0.02 3,900 OSG 61 0.01 3,100 Rohto Pharmaceutical 66 0.01 5,900 OSJB 11 – 500 Rokko Butter 7 – 7,604 Otsuka 196 0.02 1,000 Roland DG 18 – 2,800 Otsuka Corp 89 0.01 4,900 Round One 49 0.01 5,100 Outsourcing 49 0.01 1,100 Royal 21 – 1,600 Oyo 13 – 2,400 Ryobi 36 – 3,300 Pacific Industrial 37 0.01 1,300 Ryoden 15 – 1,400 Pacific Metals 23 – 1,000 Ryohin Keikaku 142 0.02 700 Pack 17 – 1,300 Ryosan 24 – 600 Pal 14 – 1,600 Ryoyo Electro 21 – 1,200 PALTAC 52 0.01 600 S Foods 16 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 93 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

400 S&B Foods 12 – 1,400 Senshukai 3 – 1,500 Sac's Bar 11 – 1,900 Seria 35 – 1,500 Saibu Gas 23 – 26,112 Seven & I 696 0.07 1,500 Saizeriya 26 – 37,700 Seven Bank 78 0.01 600 Sakai Chemical Industry 11 – 10,180 Sharp 88 0.01 700 Sakai Moving Service 32 – 300 Shibaura Electronics 6 – 2,500 Sakata INX 18 – 700 Shibaura Mechatronics 14 – 3,000 Sala 13 – 600 Shibusawa Warehouse 7 – 2,400 Samty 29 – 1,000 Shibuya 21 – 19 Samty Residential Investment 16 – 2,400 Shiga Bank 44 0.01 1,720 San ju San Financial 19 – 1,400 Shikoku Bank 9 – 800 San-A 25 – 2,000 Shikoku Chemicals 16 – 4,000 San-Ai Oil Co 30 – 9,300 Shikoku Electric Power 68 0.01 1,999 Sanden 8 – 1,900 Shima Seiki Manufacturing 44 0.01 900 Sanei Architecture Planning 10 – 2,500 Shimachu 46 0.01 2,600 Sangetsu 38 0.01 5,700 Shimadzu 110 0.01 10,100 San-In Godo Bank 51 0.01 1,400 Shimamura 82 0.01 1,400 Sanken Electric 23 – 1,103 Shimano 129 0.01 3,500 Sanki Engineering 32 – 24,654 Shimizu 161 0.02 2,100 Sankyo 60 0.01 500 Shimizu Bank 7 – 500 Sankyo Frontier 12 – 1,000 Shin Nippon Air Technologies 12 – 3,700 Sankyo Seiko 14 – 500 Shinagawa Refractories 11 – 2,000 Sankyo Tateyama 17 – 300 Shindengen Electric Manufacturing 8 – 3,100 Sankyu 128 0.01 8,821 Shin-Etsu Chemical 647 0.07 2,200 Sanoh Industrial 7 – 1,800 Shin-Etsu Polymer 10 – 1,100 Sanrio 19 – 4,400 Shinko Electric Industries 29 – 1,300 Sanshin Electronics 17 – 2,800 Shinko Plantech 26 – 9,900 Santen Pharmaceutical 129 0.01 1,200 Shinko Shoji 17 – 12,000 Sanwa 102 0.01 6,000 ShinMaywa Industries 60 0.01 1,000 Sanyo Chemical Industries 42 0.01 2,400 Shinnihon 16 – 500 Sanyo Denki 16 – 1,200 Shinoken 7 – 1,200 Sanyo Electric Railway 18 – 7,300 Shinsei Bank 89 0.01 800 Sanyo Shokai 9 – 700 Shinsho 12 – 1,600 Sanyo Special Steel 17 – 1,200 Shinwa Co /Nagoya 19 – 700 Sanyo Trading 12 – 5,455 Shionogi 248 0.03 4,600 Sapporo 76 0.01 2,500 Ship Healthcare 85 0.01 1,400 Sato 28 – 8,894 Shiseido 528 0.05 1,800 Sawada 11 – 15,728 Shizuoka Bank 91 0.01 2,200 Sawai Pharmaceutical 94 0.01 3,900 Shizuoka Gas 23 – 8,910 SBI 174 0.02 400 Shoei 13 – 2,400 SBS 27 – 800 Shoei Foods 19 – 1,500 SCSK 58 0.01 3,700 Showa 39 0.01 300 SEC Carbon 21 – 8,200 Showa Denko 190 0.02 4,171 Secom 283 0.03 1,400 Showa Sangyo 31 – 6,300 Sega Sammy 60 0.01 10 SIA REIT 21 – 9,900 Seibu 130 0.01 2,200 Siix 20 – 2,300 Seikagaku 21 – 700 Sinanen 9 – 3,600 Seikitokyu Kogyo 17 – 1,600 Sinfonia Technology 14 – 1,600 Seiko 26 – 1,400 Sinko Industries 16 – 14,188 Seiko Epson 177 0.02 2,800 Sintokogio 19 – 7,100 Seino 74 0.01 1,300 SK-Electronics 20 – 1,700 Seiren 19 – 10,800 SKY Perfect JSAT 33 – 19,528 Sekisui Chemical 231 0.02 8,800 Skylark 121 0.01 21,586 Sekisui House 280 0.03 1,040 SMC 305 0.03 181 Sekisui House REIT 107 0.01 400 SMK 8 – 2,000 Sekisui Jushi 31 – 3,400 SMS 63 0.01 3,000 Sekisui Plastics 16 – 2,800 Sodick 19 – 8,300 Senko 52 0.01 43,458 Softbank 1,640 0.17 400 Senshu Electric 8 – 1,200 Sogo Medical 15 – 14,020 Senshu Ikeda 20 – 1,900 Sohgo Security Services 69 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 94 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

42,600 Sojitz 108 0.01 1,500 Taiho Kogyo 9 – 2,100 Solasto 14 – 700 Taikisha 17 – 8,033 Sompo 244 0.03 7,400 Taisei 212 0.02 35,745 Sony 1,476 0.15 500 Taisei Lamick 10 – 6,500 Sony Financial 123 0.01 1,200 Taisho Pharmaceuticals 72 0.01 3,600 Sotetsu 78 0.01 600 Taiyo 14 – 2,500 Space Value 9 – 5,100 Taiyo Nippon Sanso 85 0.01 6,200 Sparx 10 – 8,600 Taiyo Yuden 126 0.01 2,200 Square Enix 55 0.01 1,300 Takamatsu Construction 21 – 400 SRA 8 – 700 Takaoka Toko 6 – 900 St Marc 15 – 2,900 Takara 24 – 6,500 Stanley Electric 126 0.01 1,000 Takara Bio 15 – 24 Star Asia Investment 21 – 4,100 Takara Leben 11 – 600 Star Mica 7 – 2,000 Takara Standard 25 – 1,500 Star Micronics 15 – 1,100 Takasago International 24 – 1,800 Starts 33 – 2,500 Takasago Thermal Engineering 32 – 11 Starts Proceed Investment 14 – 9,026 Takashimaya 78 0.01 600 Starzen 18 – 22,920 Takeda Pharmaceutical 640 0.07 1,000 Stella Chemifa 22 – 1,300 Takeei 9 – 1,100 Studio Alice 16 – 1,900 Takeuchi Manufacturing 27 – 1,600 Sugi 59 0.01 4,000 Takuma 39 0.01 800 Sugimoto 12 – 2,300 Tama Home 18 – 19,300 SUMCO 181 0.02 1,200 Tamron 19 – 1,200 Sumida 10 – 6,000 Tamura 25 – 2,200 Sumitmo Bakelite 62 0.01 2,000 Tanseisha 18 – 24,330 Sumitomo 290 0.03 700 Tateru 1 – 73,559 Sumitomo Chemical 269 0.03 3,600 Tatsuta Electric Wire and Cable 13 – 1,900 Sumitomo Densetsu 24 – 1,100 Tayca 20 – 21,762 Sumitomo Electric 225 0.02 6,426 TDK 391 0.04 9,800 Sumitomo Forestry 92 0.01 1,700 TechnoPro 71 0.01 6,136 Sumitomo Heavy Industries 166 0.02 12,600 Teijin 169 0.02 7,326 Sumitomo Metal Mining 172 0.02 1,300 Teikoku Electric Manufacturing 12 – 6,669 Sumitomo Mitsui 190 0.02 700 Teikoku Sen-I 11 – 11,100 Sumitomo Mitsui Construction 48 0.01 700 Tekken 15 – 28,474 Sumitomo Mitsui Financial 792 0.08 6,100 Temp 113 0.01 2,400 Sumitomo Osaka Cement 75 0.01 1,100 Tenma 15 – 6,551 Sumitomo Realty & Development 184 0.02 11,574 Terumo 271 0.03 3,400 Sumitomo Riko 21 – 1,000 T-Gaia 15 – 13,200 Sumitomo Rubber Industries 120 0.01 7,900 THK 149 0.02 800 Sumitomo Seika Chemicals 19 – 2,800 TIS 112 0.01 3,000 Sumitomo Warehouse 30 – 600 TKC 21 – 1,800 Sun Frontier Fudousan 13 – 1,100 Toa Hyogo 10 – 4,200 Sundrug 90 0.01 100 Toa Road 2 – 3,600 Suntory Beverage & Food 123 0.01 1,400 Toa Tokyo 17 – 5,900 Suruga Bank 17 – 7,000 Toagosei 58 0.01 800 Sushiro Global 37 0.01 1,310 Tobishima 13 – 2,260 Suzuken 104 0.01 7,600 Tobu Railway 174 0.02 11,557 Suzuki Motor 427 0.04 2,600 TOC 12 – 3,100 SWCC Showa 19 – 4,000 Tocalo 23 – 3,886 Sysmex 200 0.02 8,000 Tochigi Bank 10 – 4,800 Systena 62 0.01 13,500 Toda 59 0.01 900 Syuppin 5 – 300 Toei 33 – 2,800 T Hasegawa 39 0.01 600 Toei Animation 22 – 16,142 T&D 138 0.02 400 Toenec 9 – 1,000 T&K Toka 7 – 3,200 Toho 56 0.01 1,100 Tachibana Eletech 13 – 12,000 Toho Bank 22 – 1,900 Tachi-S 19 – 3,600 Toho Gas 104 0.01 7,100 Tadano 58 0.01 3,200 Toho Titanium 26 – 1,000 Taihei Dengyo Kaisha 16 – 3,600 Toho Tokyo 120 0.01 7,200 Taiheiyo Cement 171 0.02 600 Toho Zinc 11 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 95 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

16,275 Tohoku Electric Power 129 0.01 5,800 Toyo Seikan 91 0.01 6,000 Tokai 40 0.01 3,200 Toyo Suisan Kaisha 104 0.01 12,400 Tokai Carbon 102 0.01 700 Toyo Tanso 11 – 1,200 Tokai Corp 20 – 8,700 Toyo Tire & Rubber 90 0.01 4,900 Tokai Rika 64 0.01 5,200 Toyobo 49 0.01 13,500 Tokai Tokyo Financial 32 – 5,300 Toyoda Gosei 81 0.01 400 Token 18 – 4,400 Toyota Boshoku 45 0.01 15,625 Tokio Marine 617 0.06 3,138 Toyota Industries 136 0.02 500 Tokushu Tokai Paper 14 – 80,314 Toyota Motor 3,927 0.40 4,300 Tokuyama 91 0.01 5,064 Toyota Tsusho 120 0.01 1,500 Tokyo Broadcasting Systems 20 – 1,400 TPR 19 – 5,500 Tokyo Dome 41 0.01 800 T-RAD 11 – 54,529 Tokyo Electric Power 224 0.02 300 Trancom 14 – 3,703 Tokyo Electron 409 0.04 4,200 Trend Micro 147 0.02 1,300 Tokyo Energy & Systems 9 – 600 Tri Chemical Laboratories 20 – 12,351 Tokyo Gas 229 0.02 2,600 Trusco Nakayama 44 0.01 1,700 Tokyo Ohka Kogyo 42 0.01 1,400 Trust Tech 16 – 1,400 Tokyo Rope Manufacturing 10 – 2,700 TS Tech 58 0.01 1,900 Tokyo Seimitsu 38 0.01 4,900 TSI 23 – 5,800 Tokyo Steel Manufacturing 35 – 2,300 Tsubaki Nakashima 30 – 12,000 Tokyo Tatemono 105 0.01 1,600 Tsubakimoto Chain 41 0.01 2,000 Tokyo TY Financial 25 – 3,000 Tsugami 20 – 1,000 Tokyotokeiba 24 – 1,700 Tsukishima Kikai 15 – 16,178 Tokyu 226 0.02 6,900 Tsukuba Bank 8 – 4,100 Tokyu Construction 22 – 2,200 Tsukui 8 – 27,331 Tokyu Fudosan 119 0.01 2,700 Tsumura 59 0.01 40 Tokyu REIT 55 0.01 1,400 Tsuruha 102 0.01 600 Tomoe Engineering 10 – 800 Tsurumi Manufacturing 11 – 800 Tomoku 10 – 800 Tsutsumi Jewelry 11 – 9,400 Tomony 25 – 1,200 TV Asahi 15 – 4,000 Tomy 37 0.01 700 Tv Tokyo 12 – 500 Tonami Holdings 21 – 2,100 UACJ 28 – 7,000 Topcon 69 0.01 7,900 UBE Industries 129 0.01 3,400 Toppan Forms 21 – 400 Uchida Yoko 10 – 7,789 Toppan Printing 93 0.01 1,500 UKC Holdings 17 – 2,800 Topre 37 0.01 3,800 Ulvac 95 0.01 1,400 Topy Industries 26 – 8,700 Unicharm 207 0.02 40,456 Toray Industries 242 0.03 700 Union Tool 16 – 1,100 Toridoll.corp 17 – 3,200 Unipres 41 0.01 1,500 Torii Pharmaceutical 28 – 500 United 5 – 1,600 Torishima Pump Manufacturing 12 – 1,400 United Arrows 34 – 2,300 Tosei 16 – 3,000 United Super Markets 21 – 15 Tosei REIT 13 – 116 United Urban Real Estate Investment 3,268 Toshiba 80 0.01 Trust 153 0.02 1,000 Toshiba Machine 18 – 4,700 Unitika 13 – 2,900 Toshiba Plant Systems & Services 43 0.01 1,500 Universal Entertainment 35 – 1,400 Toshiba Tec 31 – 1,400 Unizo 19 – 600 Tosho 12 – 5,500 Ushio 56 0.01 1,500 Tosho Printing 14 – 6,000 USS 93 0.01 16,900 Tosoh 187 0.02 1,400 UT Group 27 – 1,100 Totetsu Kogyo 24 – 400 V Technology 14 – 4,900 Toto 152 0.02 1,900 Valor 31 – 1,500 Towa 9 – 1,800 ValueCommerce 32 – 2,700 Towa Bank 13 – 1,200 Vector Inc 9 – 1,800 Towa Pharmaceutical 36 – 300 Vision 11 – 1,100 Toyo 8 – 2,600 Vital KSK 19 – 4,000 Toyo Construction 12 – 6,400 VT 20 – 1,600 Toyo Engineering 6 – 3,400 Wacoal 69 0.01 2,600 Toyo Ink 44 0.01 3,900 Wacom 10 – 600 Toyo Kanetsu KK 9 – 1,700 Wakachiku Construction 17 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 96 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Monaco 0.01% (0.00%)

2,000 Wakita & Company 15 – 2,476 Scorpio Tankers 58 0.01 1,000 Warabeya Nichiyo 12 – 58 0.01

700 Watahan 13 – Netherlands 1.85% (1.82%) 800 WATAMI 8 – 400 WDB 8 – 5,232 Aalberts Industries 162 0.02 1,554 Welcia 50 0.01 8,568 ABN AMRO 145 0.01 1,700 West 14 – 1,556 Accell 34 – 4,333 West Japan Railway 276 0.03 60,602 Aegon 238 0.02 600 Workman 20 – 13,802 Airbus 1,544 0.16 800 World 10 – 8,126 Akzo Nobel 602 0.06 400 Wowow 8 – 21,184 Altice 'A' 60 0.01 1,200 Xebio 11 – 3,213 Altice 'B' 9 – 1,900 Yahagi Construction 10 – 1,205 AMG Advanced Metallurgical 30 – 70,600 Yahoo! Japan 163 0.02 832 Amsterdam Commodities 14 – 2,000 Yakult Honsha 93 0.01 3,003 APERAM 67 0.01 700 Yakuodo 12 – 5,475 Arcadis 82 0.01 1,900 YAMABIKO 13 – 25,466 ArcelorMittal 360 0.04 500 YAMADA Consulting 7 – 644 Argenx 71 0.01 18,355 Yamada Denki 64 0.01 2,827 ASM International 145 0.01 1,800 Yamagata Bank 21 – 7,738 ASML 1,275 0.13 11,453 Yamaguchi Financial 62 0.01 636 ASML - NY REG 104 0.01 3,512 Yamaha 131 0.01 8,363 ASR Nederland 267 0.03 16,519 Yamaha Motor 231 0.02 1,316 Basic-Fit 36 – 1,400 Yamaichi Electronics 10 – 4,288 BE Semiconductor Industries 87 0.01 1,300 YA-MAN 8 – 525 Beter Bed 1 – 2,200 Yamanashi Chuo Bank 19 – 5,364 BinckBank 30 – 11,589 Yamato 186 0.02 83 Brack Capital Properties 6 – 2,300 Yamato Kogyo 53 0.01 1,414 Brunel International 16 – 6,500 Yamazaki Baking 77 0.01 1,168 Cimpress 83 0.01 2,500 Yamazen 19 – 6,584 CNH Industrial - New York (EUR) 53 0.01 1,200 Yaoko 43 0.01 30,550 CNH Industrial - New York (USD) 247 0.03 1,400 Yashima Denki 8 – 7,168 Coca-Cola European Partners (EUR) 314 0.03 7,900 Yaskawa Electric 211 0.02 6,403 Coca-Cola European Partners (USD) 285 0.03 1,600 Yellow Hat 17 – 3,759 Corbion 97 0.01 1,400 Yodogawa Steel Works 21 – 1,439 Core Laborotories 59 0.01 1,400 Yokogawa Bridge 18 – 5,713 DHT 27 – 5,300 Yokogawa Electric 82 0.01 2,376 Eurocommercial Properties 50 0.01 2,800 Yokohama Reito 20 – 538 Eurofins Scientific 188 0.02 9,100 Yokohama Rubber 132 0.01 2,489 Euronext 149 0.02 1,900 Yokowo 31 – 4,303 Ferrari 551 0.06 300 Yomiuri Land 11 – 2,494 Flow Traders 57 0.01 1,400 Yondoshi Holdings 25 – 1,814 ForFarmers 12 – 1,300 Yorozu 13 – 9,568 Frank's International 41 – 1,000 Yuasa Trading 22 – 3,163 Fugro 21 – 900 Yume No Machi Souzou Iinkai 10 – 3,270 GrandVision 60 0.01 3,300 Yumeshin 19 – 702 Heijmans 5 – 4,000 Yurtec 22 – 7,495 Heineken 660 0.07 2,600 Zenkoku Hosho 79 0.01 329 Hunter Douglas 18 – 2,050 Zenrin 28 – 2,046 IMCD 148 0.01 5,000 Zensho 80 0.01 82,315 ING 753 0.08 9,000 Zeon 79 0.01 3,409 Intertrust 56 0.01 2,800 ZIGExN 16 – 982 Kas Bank 11 – 3,200 Zojirushi 27 – 913 Kendrion 15 – 7,300 Zozo 108 0.01 149,881 Koninklijke 363 0.04 1,200 Zuken 16 – 48,680 Koninklijke Ahold 864 0.09 107,493 10.88 17,707 Koninklijke BAM 62 0.01 6,560 Koninklijke DSM 640 0.06 22,882 Koninklijke Philips Electronics 784 0.08 3,952 Koninklijke Vopak 144 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 97 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Netherlands (continued) New Zealand (continued)

781 Lucas Bols 10 – 46,182 Precinct Properties New Zealand 43 0.01 12,288 Lyondellbasell Industries 'A' 834 0.08 32,296 Property for Industry 37 – 14,976 Mylan 225 0.02 2,877 Restaurant Brands New Zealand 14 – 330 Nederland Apparatenfabriek 14 – 9,698 Ryman Healthcare 60 0.01 9,410 NN 299 0.03 2,481 Sanford 9 – 903 NSI 30 – 5,089 Scales 13 – 1,903 NXP Semiconductors 146 0.01 17,657 Skellerup 22 – 3,687 OCI 80 0.01 35,938 Sky City Entertainment 71 0.01 6,714 Ordina 11 – 20,254 Sky Network Television 13 – 3,901 Playa Hotels & Resorts 24 – 78,166 Spark New Zealand 163 0.02 24,193 PostNL 33 – 11,575 Steel & Tube 6 – 6,513 Qiagen 208 0.02 10,252 Stride Stapled 12 – 7,588 Randstad 329 0.03 15,561 Summerset 46 0.01 5,325 Royal Boskalis Westminster 97 0.01 2,223 Synlait Milk 11 – 11,426 SBM Offshore 174 0.02 20,180 The A2 Milk 154 0.02 6,820 Signify 159 0.02 8,338 Tourism Holdings 17 – 1,204 Sligro Food 35 – 30,346 Tower 12 – 33,579 STMicroelectronics 470 0.05 4,004 Trustpower 16 – 1,382 Takeaway.com 102 0.01 15,078 Vector (NZD) 30 – 1,363 TKH 67 0.01 16,153 Vital Healthcare Property Trust 21 – 4,444 TomTom 40 – 952 Xero 31 – 36,394 Unilever 1,746 0.18 20,325 Z Energy 67 0.01 439 Van Lanschot Kempen 8 – 2,142 0.22 1,067 Vastned Retail 27 – Norway 0.40% (0.45%) 1,522 Wereldhave Real Estate Investment Trust 31 – 3,452 Wessanen 35 – 40,377 ABG Sundal Collier 14 – 13,050 Wolters Kluwer 749 0.08 2,105 Adevinta 'A' 18 – 4,327 Wright Medical 102 0.01 2,105 Adevinta 'B' 18 – 18,287 1.85 878 AF Gruppen 14 – 7,828 Akastor 8 – New Zealand 0.22% (0.23%) 734 Aker 33 – 3,883 Aker BP 88 0.01 44,667 Air New Zealand 62 0.01 7,828 Aker Solutions 25 – 49,005 Argosy Property 36 – 4,027 American Shipping 13 – 20,076 Auckland International Airport 103 0.01 3,737 Atea 40 0.01 5,154 CBL 9 – 4,748 Austevoll Seafood 39 0.01 31,069 Chorus 93 0.01 2,885 Avance Gas 6 – 30,052 Contact Energy 127 0.01 4,377 Axactor 7 – 5,361 EBOS 65 0.01 9,434 B2Holding 8 – 15,647 Fisher & Paykel Healthcare 127 0.01 2,168 Bakkafrost 95 0.01 3,817 Fletcher Building (AUD) 10 – 1,415 Bonheur 23 – 26,580 Fletcher Building (NZD) 68 0.01 5,298 Borregaard 48 0.01 3,612 Fonterra 7 – 6,043 BW LPG 23 – 5,375 Freightways 24 – 6,318 BW Offshore 30 – 24,950 Genesis Energy 45 0.01 5,832 Data Respons 17 – 38,304 Goodman Property Trust 39 – 291 Data Respons Rights – – 33,509 Heartland 29 – 18,111 Den Norske Bank 266 0.03 31,260 Infratil 76 0.01 49,118 DNO International 70 0.01 2,563 Investore Property 2 – 5,183 Entra 63 0.01 6,978 Kathmandu 8 – 12,149 Europris 30 – 63,803 Kiwi Property 54 0.01 4,677 Frontline 30 – 3,008 Mainfreight 64 0.01 5,265 Gjensidige Forsikring 84 0.01 22,311 Mercury NZ 54 0.01 570 Golden Ocean (NOK) 3 – 32,012 Meridian Energy 80 0.01 4,246 Grieg Seafood 46 0.01 9,110 Metlifecare 21 – 3,807 Hexagon Composites 13 – 12,042 New Zealand Refining 13 – 1,945 Hoegh LNG 6 – 18,574 NZME 5 – 30,624 Kongsberg Automotive 17 – 20,335 Oceania Healthcare 11 – 2,998 Kongsberg Gruppen 33 – 12,820 Port of Tauranga 42 – 5,036 Kvaerner 6 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 98 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Norway (continued) Singapore 0.70% (0.72%)

12,420 Leroy Seafood 65 0.01 68,600 Accordia Golf Trust 21 – 906 Magnora 1 – 27,546 AIMS AMP Capital Industrial Reits 23 – 12,078 Marine Harvest 223 0.02 53,800 Ascendas Hospitality Trust 31 – 29,814 NEL 19 – 37,300 Ascendas India Trust 29 – 5,947 Nordic Semiconductor 20 – 93,600 Ascendas Real Estate Investment Trust 170 0.02 49,157 Norsk Hydro 139 0.02 72,240 Ascott Residence 55 0.01 1,025 Norway Royal Salmon 17 – 23,100 Best World International 18 – 2,700 Norwegian Air Shuttle 9 – 14,100 BOC Aviation 93 0.01 4,106 Norwegian Finans 24 – 19,100 Boustead Singapore 9 – 3,198 Ocean Yield 17 – 7,000 Bukit Sembawang Estates 24 – 5,917 Odfjell Drilling 14 – 8,750 Bund Center Investment 3 – 1,168 Olav Thon Eiendomsselskap 16 – 53,926 Cache Logistics Trust 25 – 4,065 Opera Software 6 – 69,414 Cambridge 21 – 20,163 Orkla 141 0.02 78,984 CapitaLand 162 0.02 27,764 Petroleum Geo-Services 34 – 111,210 CapitaLand Commercial 141 0.02 3,670 Prosafe 4 – 97,700 CapitaLand Mall 149 0.02 2,580 Protector Forsikring 13 – 32,119 CapitaLand Retail China 29 – 2,352 Salmar 81 0.01 38,400 CDL Hospitality Trusts 36 0.01 4,420 Sbanken 30 – 28,800 China Aviation Oil Singapore Corp 22 – 4,750 Scatec Solar 37 – 42,300 Chip Eng Seng 18 – 2,105 Schibsted 'A' 46 0.01 30,900 Chuan Hup 5 – 2,105 Schibsted 'B' 43 0.01 83,800 CITIC Envirotech 15 – 2,537 Selvaag Bolig 10 – 14,200 City Developments 78 0.01 10,086 Solstad Offshore 1 – 111,493 ComfortDelGro 173 0.02 9,052 SpareBank 1 Sr Bank 87 0.01 7,300 Dairy Farm International 41 0.01 4,028 Spectrum 25 – 39,568 DBS 598 0.06 41,068 Statoil 640 0.07 12,500 Delfi 9 – 1,174 Stolt-Nielsen 11 – 111,384 Ezion 3 – 26,212 Storebrand 'A' 152 0.02 66,830 Ezion Warrants* – – 14,376 Subsea 7 137 0.01 152,609 Ezra 1 – 16,687 Telenor 280 0.03 48,014 Far East Hospitality 18 – 4,879 TGS NOPEC Geophysical 108 0.01 10,300 Far East Orchard 7 – 3,903 Tomra Systems 101 0.01 35,299 First Real Estate Investment Trust 21 – 2,490 Treasure 3 – 21,700 First Resources 20 – 6,369 Veidekke 49 0.01 26,034 Flextronics International 196 0.02 2,490 Wilh Wilhelmsen 6 – 67,000 Fortune REIT 73 0.01 1,192 Wilh Wilhelmsen 'A' 16 – 14,700 Frasers 16 – 3,310 XXL 9 – 23,000 Frasers Centrepoint Trust 35 0.01 3,484 Yara International 133 0.01 29,341 Frasers Commercial Trust 28 – 4,001 0.40 32,300 Frasers Hospitality Trust 13 – Portugal 0.09% (0.11%) 56,200 Frasers Logistics & Industrial Trust 39 0.01 181,100 Genting Singapore 97 0.01 3,470 Altri SGPS 19 – 33,300 GL 15 – 601,084 Banco Comercial Portugues 146 0.02 362,100 Golden Agri-Resources 60 0.01 162,808 Banco Espirito Santo 18 – 1,600 Great Eastern 24 – 4,238 CTT-Correios de Portugal 8 – 14,000 GuocoLand 16 – 78,511 EDP-Energias de Portugal 235 0.03 8,700 Haw Par 72 0.01 16,745 Galp Energia 202 0.02 8,200 Ho Bee Land 11 – 8,876 Jeronimo Martins 113 0.01 31,000 Hong Fok 15 – 5,260 Mota-Engil SGPS 9 – 32,400 Hong Leong Asia 10 – 15,838 Nos 82 0.01 16,000 Hong Leong Finance 25 – 15,555 REN 34 – 352,200 Hutchison Port Trust 62 0.01 1,549 Semapa-Sociedade de Investimento 54,000 Hyflux 7 – e Gestao 17 – 13,000 Indofood Agri Resources 2 – 38,138 Sonae SGPS 29 – 46,000 Japfa 14 – 10,062 The Navigator 30 – 3,211 Jardine Cycle & Carriage 68 0.01 942 0.09 617 Kenon 10 – 43,685 Keppel 170 0.02 40,003 Keppel DC REIT 39 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 99 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Singapore (continued) Spain 1.16% (1.23%)

149,639 Keppel Infrastructure Trust 44 0.01 1,837 Acciona 155 0.02 100,086 Keppel REIT 73 0.01 9,465 Acerinox 75 0.01 20,100 Lian Beng 6 – 9,861 ACS Actividades de Construccion y Servicios 311 0.03 142,800 Lippo Malls Indonesia 20 – 9,861 ACS Actividades de Construccion y 6,500 Mandarin Oriental International 9 – Servicios Rights 12 – 44,886 Manulife US Real Estate Investment 2,308 Aena 361 0.04 Trust 31 – 2,126 Almirall 31 – 91,967 Mapletree Commercial Trust 112 0.01 11,885 Amadeus IT 743 0.08 116,800 Mapletree Greater China Commercial Trust 99 0.01 52,903 Amper 12 – 70,777 Mapletree Industrial Trust 92 0.01 6,140 Applus Services 66 0.01 130,792 Mapletree Logistics Trust 121 0.01 2,251 Atresmedia 9 – 36,800 Metro Holdings 22 – 162,096 Banco Bilbao Vizcaya Argentaria 715 0.07 111,000 Midas 12 – 231,616 Banco de Sabadell 189 0.02 29,900 Olam International 34 0.01 230 Banco Santander ADR 1 – 36,400 OUE Commercial Real Estate 366,630 Banco Santander 1,342 0.14 Investment Trust 11 – 61,115 Bankia 114 0.01 47,228 OUE Hospitality Trust 20 – 31,986 Bankinter 174 0.02 73,485 Oversea-Chinese Banking 488 0.05 3,576 Bolsas y Mercados Espanol 69 0.01 19,700 Overseas Union Enterprise 17 – 97,121 Caixabank 219 0.02 23,411 Oxley 4 – 7,651 Cellnex Telecom 223 0.02 18,300 Parkway Life Real Estate Investment 1,897 Cia de Distribucion Integral Logista 34 – Trust 32 0.01 2,667 CIE Automotive 61 0.01 30,637 Raffles Medical 18 – 919 Construcciones y Auxiliar de 26,100 Religare Health Trust – – Ferrocarriles 33 – 84,100 Sabana Shari'ah Compliant Industrial 3,884 Ebro Foods 66 0.01 REIT 22 – 9,913 EDP Renovaveis 80 0.01 32,570 SATS 99 0.01 1,082 Elecnor 11 – 64,500 Sembcorp 91 0.01 11,577 Enagas 244 0.03 29,000 SembCorp Marine 25 – 9,384 Ence Energia y Celulosa 33 – 44,800 Sheng Siong 28 – 10,623 Endesa 215 0.02 9,100 SIA Engineering 13 – 2,600 Ercros 5 – 57,700 SIIC Environment 9 – 4,096 Euskaltel 30 – 96,700 Sinarmas Land 14 – 11,831 Faes Farma 44 – 32,605 Singapore Airlines 176 0.02 10,955 Ferrovial 221 0.02 27,700 Singapore Exchange 127 0.01 2,420 Fluidra 25 – 71,000 Singapore Post 39 0.01 3,754 Fomento de Construcciones y 79,800 Singapore Press 113 0.01 Contratas 39 – 45,700 Singapore Technologies Engineering 110 0.01 7,146 Gamesa Tecnolgica 94 0.01 179,207 Singapore Telecommunications 364 0.04 3,597 Global Dominion Access 15 – 63,250 Soilbuild Business Space REIT 23 – 10,924 Grifols 254 0.03 43,100 SPH REIT 27 – 28,119 Grupo Ezentis 13 – 50,000 Starhill Global Real Estate 1,859 Grupo Financiero Banorte 54 0.01 Investment Trust 22 – 181,763 Iberdrola 1,429 0.15 29,500 StarHub 26 – 421 Iberpapel Gestion 10 – 11,800 Straits Trading 15 – 20,619 Inditex 489 0.05 13,800 Sunningdale Technology 11 – 7,512 Indra Sistemas 60 0.01 99,200 Suntec Real Estate Investment Trust 112 0.01 13,954 Inmobiliaria Colonial 123 0.01 59,215 Tuan Sing 12 – 3,490 Lar Espana Real Estate 21 – 29,500 UMS 11 – 125,034 Liberbank 42 – 34,200 United Engineers 51 0.01 57,722 MAPFRE 133 0.01 8,406 United Industrial 14 – 2,911 Masmovil Ibercom 51 0.01 37,813 United Overseas Bank 576 0.06 9,793 Mediaset Espana Comunicacion 56 0.01 13,445 UOB-Kay Hian 9 – 5,627 Melia Hotels International 42 – 26,207 UOL 115 0.01 19,080 Merlin Properties Socimi 209 0.02 26,500 Valuetronics 11 – 1,328 Miquel y Costas & Miquel 18 – 12,600 Venture 120 0.01 13,924 Naturgy Energy 303 0.03 43,400 Wilmar International 94 0.01 748 Nmas1 Dinamia 10 – 23,750 Wing Tai 29 – 8,823 Obrascon Huarte Lain 9 – 9,300 Yangzijiang Shipbuilding 8 – 4,611 Pharma Mar 7 – 6,966 0.70 22,737 Promotora de Informaciones 29 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 100 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Spain (continued) Sweden (continued)

14,019 Prosegur Cia De Seguridad 52 0.01 4,164 Dios Fastigheter 24 – 5,444 Quabit Inmobiliaria 5 – 16,115 Dometic 127 0.01 21,575 Realia Business 18 – 2,143 Duni 23 – 19,026 Red Electrica 313 0.03 2,888 Dustin 21 – 41,932 Repsol 518 0.05 1,189 Eastnine 11 – 41,932 Repsol Rights 18 – 1,658 Elanders 12 – 25,402 Sacyr 1 – 10,462 Electrolux 211 0.02 25,402 Sacyr Vallehermoso 49 0.01 11,166 Elekta 128 0.01 2,795 Solaria Energia y Medio Ambiente 13 – 1,363 Enea 16 – 3,196 Talgo 16 – 13,928 Epiroc 'A' 114 0.01 1,436 Tecnicas Reunidas 29 – 8,340 Epiroc 'B' 65 0.01 117,587 Telefonica 762 0.08 2,558 Ericsson 'A' 19 – 10,303 Tubacex 26 – 53,749 Ericsson 'B' 403 0.04 34,923 Unicaja Banco 25 – 352 Essity 'A' 9 – 836 Vidrala 62 0.01 13,777 Essity 'B' 333 0.03 1,775 Viscofan 73 0.01 11,114 Fabege 132 0.01 9,700 Zardoya-Otis 58 0.01 1,290 Fagerhult 7 – 11,471 1.16 4,886 Fastighets Balder 129 0.01 1,137 FastPartner 7 – Sweden 1.30% (1.31%) 11,740 Fingerprint Cards 17 – 13,099 Getinge 162 0.02 8,280 AAK 124 0.01 6,261 Granges 56 0.01 4,192 AcadeMedia 19 – 2,504 Gunnebo 5 – 549 AddLife 13 – 2,685 Haldex 13 – 2,027 AddNode 26 – 1,398 Heba Fastighets 10 – 2,538 AddTech 61 0.01 1,836 Hembla 28 – 4,069 AF 72 0.01 6,456 Hemfosa Fastigheter 48 0.01 10,642 Alfa Laval 183 0.02 20,815 Hennes & Mauritz 293 0.03 1,602 Alimak 19 – 5,784 Hexagon 252 0.03 12,743 Arjo 45 0.01 10,002 Hexpol 64 0.01 15,374 ASSA ABLOY 273 0.03 3,156 HIQ International 14 – 15,403 Atlas Copco 388 0.04 562 HMS Networks 8 – 8,413 Atlas Copco 'B' 190 0.02 5,061 Hoist Finance 20 – 2,680 Atrium Ljungberg 38 – 6,438 Holmen 108 0.01 6,168 Attendo 21 – 4,856 Hufvudstaden 65 0.01 4,740 Avanza Bank 29 – 1,900 Humana 9 – 5,324 Axfood 83 0.01 1,287 Husqvarna 'A' 9 – 2,488 Beijer Alma 26 – 18,748 Husqvarna 'B' 138 0.01 2,432 Beijer Ref 46 0.01 3,419 ICA Gruppen 115 0.01 1,907 Bergman & Beving Aktiebolag 16 – 3,582 Indutrade 90 0.01 8,729 Betsson 42 0.01 4,935 Intrum Justitia 100 0.01 5,889 Bilia 42 0.01 3,012 Inwido 16 – 11,381 Billerud Aktiebolag 119 0.01 4,835 JM 88 0.01 966 BioGaia 35 – 5,938 KappAhl 7 – 1,799 Biotage 17 – 11,991 Kindred 81 0.01 14,347 Boliden 289 0.03 30,461 Klovern 38 – 6,073 Bonava 60 0.01 1,991 Know IT 36 – 10,830 Bravida 76 0.01 9,073 Kungsleden 59 0.01 1,820 Bufab 16 – 2,297 Lagercrantz 26 – 744 Bulten 5 – 1,558 Lifco 68 0.01 4,300 Bure Equity 58 0.01 4,351 Lindab International 39 – 3,360 Byggmax 11 – 6,523 Loomis 176 0.02 11,097 Castellum 168 0.02 7,152 Lundin Petroleum 175 0.02 1,162 Catena 29 – 1,576 Medivir 3 – 2,211 Clas Ohlson 17 – 1,662 Mekonomen 11 – 19,718 Cloetta 51 0.01 3,657 Millicom International 162 0.02 1,336 Collector 6 – 1,456 Modern Times 13 – 2,401 Concentric 28 – 1,907 Momentum 19 – 4,637 Coor Service Management 34 – 5,160 Mycronic 49 0.01 10,176 Corem Property 14 – 1,102 Nederman 11 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 101 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Sweden (continued) Switzerland 3.45% (3.23%)

8,424 NetEnt 21 – 57,846 ABB 916 0.09 2,535 New Wave 14 – 9,600 Adecco 455 0.05 10,338 NIBE Industrier 119 0.01 9,216 Alcon 449 0.05 7,848 Nobia 36 – 960 Allreal 130 0.01 5,775 Nobina 28 – 349 ALSO 39 – 1,129 Nolato 54 0.01 77 APG SGA 17 – 2,102 NP3 Fastigheter 14 – 3,223 Arbonia 34 – 10,026 Nyfosa 50 0.01 47,230 Aryzta (CHF) 43 – 625 OEM International 13 – 5,270 Aryzta (EUR) 5 – 14,259 Opus 7 – 2,337 Ascom 24 – 4,286 Pandox 62 0.01 237 Autoneum 27 – 11,529 Peab 78 0.01 102 Bachem 11 – 1,663 Platzer Fastigheter 12 – 2,769 Baloise 386 0.04 16,893 Pricer 19 – 68 Banque Cantonale de Geneve 11 – 636 ProAct IT 13 – 167 Banque Cantonale Vaudoise 103 0.01 14,150 Ratos 31 – 84 Barry Callebaut 133 0.01 1,558 RaySearch Laboratories 18 – 21 Belimo 102 0.01 3,084 Recipharm 30 – 202 Bell 44 0.01 5,529 Resurs 26 – 886 Bellevue 15 – 2,975 Saab 'B' 76 0.01 317 Berner Kantonalbank 59 0.01 5,554 Sagax 41 – 234 BFW Liegenschaften 8 – 90,200 Samsonite International 163 0.02 1,104 BKW 58 0.01 31,709 Sandvik 459 0.05 472 Bobst 28 – 22,028 SAS 23 – 371 Bossard 45 0.01 2,827 Scandi Standard 15 – 407 Bucher Industries 111 0.01 6,974 Scandic Hotels 49 0.01 126 Burckhardt Compression 26 – 1,173 Sectra 33 – 304 Burkhalter 19 – 15,525 Securitas 214 0.02 360 Calida 8 – 42,652 Skandinaviska Enskilda Banken 311 0.03 31 Carlo Gavazzi 7 – 11,444 Skanska 163 0.02 1,544 Cembra Money Bank 118 0.01 1,148 SKF 'A' 17 – 26 Cham 9 – 19,665 SKF 'B' 284 0.03 3 Chocoladefabriken Lindt & Sprungli 192 0.02 1,788 SkiStar 17 – 13,710 Clariant 220 0.02 6,508 SSAB 'A' 18 – 381 Coltene 27 – 18,877 SSAB 'B' 45 0.01 10,677 Compagnie Financiere Richemont 715 0.07 2,764 SSAB Class A - Stockholm 8 – 241 Compagnie Financiere Tradition 20 – 15,646 SSAB Class B - Stockholm 37 – 74 Conzzeta 50 0.01 724 Svenska Cellulosa 'A' 6 – 54,367 Credit Suisse 514 0.05 21,017 Svenska Cellulosa 'B' 144 0.02 450 Daetwyler 54 0.01 33,103 Svenska Handelsbanken 'A' 259 0.03 2,124 DKSH 98 0.01 1,974 Svenska Handelsbanken 'B' 16 – 135 dormakaba 77 0.01 3,297 Sweco 71 0.01 2,146 Dufry 143 0.02 22,725 Swedbank 269 0.03 619 EDAG Engineering 7 – 7,651 Swedish Match 255 0.03 6,825 EFG International 37 – 4,649 Swedish Orphan Biovitrum 70 0.01 133 Emmi 98 0.01 647 Systemair 7 – 317 Ems-Chemie 162 0.02 25,691 Tele2 'B' 296 0.03 18 Energiedienst AG – – 83,101 TeliaSonera 'A' 292 0.03 82 Feintool International 5 – 4,884 Thule 95 0.01 198 Fenix Outdoor International 17 – 10,990 Trelleborg 123 0.01 1,238 Flughafen Zuerich 184 0.02 933 Troax 8 – 87 Forbo 121 0.01 3,145 Vitrolife 48 0.01 9,652 GAM 35 – 10,260 Volvo 'A' 128 0.01 7,095 Garmin 446 0.05 60,813 Volvo 'B' 759 0.08 1,223 Geberit 450 0.05 8,072 Wallenstam 68 0.01 255 Georg Fischer 192 0.02 7,174 Wihlborgs Fastigheter 82 0.01 282 Givaudan 628 0.06 12,895 1.30 41 Gurit 34 – 1,955 Helvetia 193 0.02 253 Hiag Immobilien 24 – 110 HOCHDORF 9 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 102 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Switzerland (continued) Switzerland (continued)

1,000 Huber & Suhner 66 0.01 2,385 Temenos 337 0.03 961 Implenia 22 – 29,572 Transocean 149 0.02 90 Inficon 43 0.01 316 U-Blox 21 – 42 Interroll 83 0.01 76,666 UBS 719 0.07 59 Intershop 24 – 1,007 Valiant 86 0.01 169 Investis 9 – 262 Valora 53 0.01 11,077 Julius Baer 389 0.04 1,533 VAT 149 0.02 80 Jungfraubahn 9 – 59 Vaudoise Assurances 24 – 393 Kardex 54 0.01 14 Vetropack 23 – 147 Komax 26 – 2,278 Vifor Pharma 260 0.03 2,113 Kudelski 11 – 1,668 Vontobel 73 0.01 1,747 Kuehne & Nagel International 205 0.02 252 VP Bank 32 – 5,037 LafargeHolcim (CHF) 194 0.02 88 VZ 19 – 5,202 LafargeHolcim (EUR) 200 0.02 7 Warteck Invest 11 – 18 Lem 20 – 167 Ypsomed 18 – 724 Liechtensteinische Landesbank 36 – 480 Zehnder 14 – 5,413 Logitech International 171 0.02 11 Zug Estates AG 16 – 2,744 Lonza 731 0.07 7 Zuger Kantonalbank 36 – 196 Luzerner Kantonalbank 69 0.01 4,136 Zurich Insurance 'A' 1,137 0.12 11 Metall Zug 20 – 34,138 3.45 2,428 Mobilezone 20 – United Kingdom 0.04% (0.00%) 450 Mobimo 94 0.01 79,603 Nestle 6,503 0.66 21,843 Amcor 197 0.02 53,373 Novartis 3,848 0.39 9,816 Ensco Rowan 66 0.01 2,119 ObsEva 19 – 816 FLEX LNG 8 – 11,753 OC Oerlikon 113 0.01 7,423 Gates Industrial 66 0.01 1,065 Orascom Development 13 – 700 Oxford Immunotec Global 8 – 318 ORIOR 21 – 1,366 TORM 9 – 502 Panalpina Welttransport 91 0.01 3,842 Tronox 39 – 727 Partners 450 0.05 393 0.04 49 Phoenix Mecano 17 – 102 Plazza 20 – United States 58.90% (57.96%) 2,168 PSP Swiss Property 200 0.02 273 Rieter 33 – 1,938 1-800-Flowers.com 29 – 676 Roche 150 0.02 670 1st Constitution Bancorp 10 – 17,005 Roche Genusscheine NVP 3,775 0.38 1,735 1st Source 63 0.01 9 Romande Energie 9 – 1,526 2U 45 0.01 36 Schaffner 6 – 4,262 3D Systems 31 – 806 Schindler 139 0.01 9,552 3M 1,305 0.13 33,223 Schmolz & Bickenbach 12 – 784 A Schulman CVR Line – – 63 Schweiter Technologies 47 0.01 1,098 A10 Networks 6 – 1,018 SFS 68 0.01 1,300 AAC 1 – 184 SGS 370 0.04 1,950 AAON 77 0.01 200 Siegfried 55 0.01 833 AAR 24 – 5,100 Sika 687 0.07 3,701 Aaron's 179 0.02 1,686 Sonova 302 0.03 29,759 Abbott Laboratories 1,966 0.20 167 St Galler Kantonalbank 59 0.01 29,756 Abbvie 1,705 0.17 341 Straumann 237 0.02 2,746 Abercrombie & Fitch 'A' 35 – 1,283 Sulzer 110 0.01 760 ABIOMED 156 0.02 2,448 Sunrise 144 0.02 3,655 ABM Industries 115 0.01 1,706 Swatch 73 0.01 3,634 Abraxas Petroleum 3 – 938 Swatch (BR) 212 0.02 1,701 Acacia Communications 63 0.01 1,132 Swiss Life 443 0.05 6,317 Acacia Research - Acacia 4,500 Swiss Prime Site 310 0.03 Technologies 15 – 6,144 Swiss Re 493 0.05 4,613 Acadia Healthcare 127 0.01 1,380 Swisscom 547 0.06 3,413 Acadia Realty Trust 74 0.01 661 Swissquote 22 – 879 Acceleron Pharma 28 – 179 Tamedia 15 – 13,256 Accenture 1,930 0.20 8,135 TE Connectivity 614 0.06 5,503 Acco Brands 34 – 226 Tecan 46 0.01 7,262 Achillion Pharmaceuticals 15 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 103 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

4,420 ACI Worldwide 120 0.01 3,344 Allegion 291 0.03 504 ACNB 15 – 7,317 Allergan 967 0.10 2,342 Acorda Therapeutics 14 – 2,026 Allete 133 0.01 12,105 Activision Blizzard 450 0.05 2,818 Alliance Data Systems 311 0.03 2,597 Actuant 51 0.01 8,846 Alliant Energy 342 0.04 1,607 Acuity Brands 175 0.02 600 Allied Motion Technologies 18 – 4,033 Acushnet 83 0.01 6,680 Allison Transmission 244 0.03 101 Adams Resources & Energy 3 – 10,270 Allscripts Healthcare Solutions 94 0.01 834 Addus HomeCare 49 0.01 7,934 Allstate 636 0.06 2,673 Adesto Technologies 17 – 20,914 Ally Financial 510 0.05 5,116 Adobe 1,188 0.12 1,930 Alnylam Pharmaceuticals 110 0.01 21,831 ADT 105 0.01 1,200 Alpha and Omega 9 – 2,700 Adtalem Global Education 96 0.01 5,634 Alphabet 'A' 4,804 0.49 3,073 ADTRAN 37 – 5,746 Alphabet 'C' 4,894 0.50 2,858 Advance Auto Parts 347 0.04 1,043 Altair Engineering 33 – 4,081 Advanced Disposal Services 103 0.01 722 Alteryx 62 0.01 3,103 Advanced Drainage Systems 80 0.01 21,730 Altice USA 418 0.04 1,165 Advanced Energy Industries 52 0.01 518 Altisource Portfolio 8 – 23,883 Advanced Micro Devices 572 0.06 2,493 Altra Industrial Motion 71 0.01 1,895 AdvanSix 36 – 37,591 Altria 1,403 0.14 3,044 Adverum Biotechnologies 28 – 1,623 AMAG Pharmaceuticals 13 – 7,892 Aecom 235 0.02 7,614 Amazon.com 11,341 1.15 1,381 Aegion 20 – 1,860 Ambac Financial 25 – 877 Aeglea BioTherapeutics 5 – 1,160 Ambarella 40 – 965 Aerovironment 43 – 2,984 AMC Entertainment 22 – 25,378 AES 335 0.03 1,780 AMC Networks 76 0.01 2,547 Affiliated Managers 185 0.02 5,490 Amdocs 269 0.03 19,226 Aflac 830 0.08 1,062 Amedisys 102 0.01 4,315 AGCO 264 0.03 1,126 Amerco 336 0.03 7,478 Agilent Technologies 440 0.05 6,871 Ameren 407 0.04 1,500 Agilysys 25 – 2,541 Ameresco 29 – 1,355 Agios Pharmaceuticals 53 0.01 12,590 American Airlines 323 0.03 1,564 Agree Realty 79 0.01 2,032 American Assets 75 0.01 5,667 Air Lease 185 0.02 5,277 American Axle & Manufacturing 53 0.01 6,277 Air Products & Chemicals 1,120 0.11 5,277 American Campus Communities 192 0.02 3,578 Air Transport Services 69 0.01 9,794 American Eagle Outfitters 130 0.01 3,200 Aircastle 54 0.01 12,664 American Electric Power 878 0.09 9,170 AK Steel 17 – 2,837 American Equity Investment Life 61 0.01 6,567 Akamai Technologies 415 0.04 19,996 American Express 1,946 0.20 2,434 Akebia Therapeutics 9 – 4,159 American Financial 336 0.03 2,278 Akorn 9 – 11,622 American Homes 4 Rent 223 0.02 600 Alamo 47 0.01 19,887 American International 835 0.09 1,407 Alarm.com 59 0.01 500 American National Bankshares 15 – 6,338 Alaska Air 319 0.03 1,168 American National Insurance 107 0.01 1,500 Albany International 98 0.01 2,600 American Outdoor Brands 18 – 4,960 Albemarle 275 0.03 763 American Public Education 18 – 837 Albireo Pharma 21 – 1,367 American Renal Associates 8 – 9,434 Alcoa 174 0.02 1,200 American Software 'A' 12 – 2,356 Alder Biopharmaceuticals 22 – 1,531 American States Water 91 0.01 3,262 Alexander & Baldwin 59 0.01 100 American Superconductor 1 – 200 Alexander's 58 0.01 7,731 American Tower Reits 1,245 0.13 3,664 Alexandria Real Estate Equities 407 0.04 1,438 American Vanguard 17 – 4,981 Alexion Pharmaceuticals 514 0.05 5,019 American Water Works 459 0.05 672 Alico 16 – 855 American Woodmark 57 0.01 1,962 Align Technology 423 0.04 500 America's Car-Mart 34 – 6,005 Alkermes 107 0.01 4,906 Ameriprise Financial 561 0.06 616 Alleghany 330 0.03 2,320 Ameris Bancorp 72 0.01 6,591 Allegheny Technologies 131 0.01 855 AMERISAFE 43 – 861 Allegiance Bancshares 23 – 6,118 AmerisourceBergen 411 0.04 746 Allegiant Travel 84 0.01 496 Ames National 11 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 104 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

6,169 Ametek 441 0.05 500 Artesian Resources 14 – 13,912 Amgen 2,020 0.21 6,369 Arthur J Gallagher 440 0.05 12,401 Amkor Technology 73 0.01 2,633 Artisan Partners Asset Management 57 0.01 2,477 Amn Healthcare Services 106 0.01 968 Asbury Automotive 64 0.01 1,500 Amneal Pharmaceuticals 8 – 7,557 Ascena Retail 4 – 700 Ampco-Pittsburgh 2 – 1,980 ASGN 95 0.01 2,200 Amphastar Pharmaceuticals 37 – 3,537 Ashford Hospitality Trust 8 – 7,576 Amphenol 573 0.06 3,711 Ashland Global 234 0.02 12,282 Anadarko Petroleum 683 0.07 2,751 Aspen Technology 269 0.03 9,262 Analog Devices 823 0.08 674 Assembly Biosciences 7 – 1,183 AnaptysBio 53 0.01 5,100 Assertio Therapeutics 14 – 1,540 Andersons 33 – 8,742 Associated Banc 146 0.02 1,956 ANGI Homeservices 20 – 310 Associated Capital 9 – 1,900 Angiodynamics 29 – 3,525 Assurant 295 0.03 617 ANI Pharmaceuticals 40 – 5,973 Assured Guaranty 198 0.02 791 Anika Therapeutics 25 – 12 Asta Funding – – 1,878 Anixter International 88 0.01 1,371 Astec Industries 35 – 1,675 Ansys 270 0.03 1,553 Astronics 49 0.01 4,540 Antero Midstream 41 – 2,127 At Home 11 – 14,957 Antero Resources 65 0.01 173,360 AT&T 4,576 0.46 5,493 Anthem 1,221 0.12 1,779 Atara Biotherapeutics 28 – 6,366 AO Smith 237 0.02 7,256 Athene 246 0.03 5,270 AON 801 0.08 2,565 Atkore International 52 0.01 22,940 Apache 524 0.05 1,854 Atlantic Capital Bancshares 25 – 5,813 Apartment Investment & 3,947 Atlantic Union Bankshares 110 0.01 Management 229 0.02 4,501 Atlantica Yield 80 0.01 3,100 Apergy 82 0.01 577 Atlas Air Worldwide 20 – 1,927 Apogee Enerprises 66 0.01 556 Atlas Financial – – 541 AppFolio 44 0.01 1,295 Atlassian 134 0.01 109,148 Apple 17,026 1.72 3,908 Atmos Energy 325 0.03 8,706 Apple Hospitality REIT 109 0.01 748 ATN International 34 – 1,700 Applied Industrial Technologies 82 0.01 66 Atrion 44 0.01 34,250 Applied Materials 1,212 0.12 1,155 Audentes Therapeutics 34 – 2,060 Aptar 202 0.02 5,560 Autodesk 714 0.07 542 Aptevo Therapeutics – – 5,788 Autoliv 322 0.03 6,497 Aptiv 415 0.04 7,006 Automatic Data Processing 913 0.09 3,122 Apyx Medical 16 – 4,760 Autonation 157 0.02 7,289 Aqua America 238 0.02 702 Autozone 607 0.06 948 AquaVenture 15 – 1,014 Avalara 58 0.01 11,559 Aramark 328 0.03 4,129 Avalonbay Communities 661 0.07 1,100 ArcBest 24 – 2,300 Avangrid 92 0.01 15,006 Arch Capital 439 0.05 2,293 Avanos Medical 79 0.01 1,174 Arch Coal 87 0.01 4,553 Avaya 43 – 13,030 Archer-Daniels-Midland 419 0.04 3,717 Avery Dennison 339 0.03 7,945 Archrock 66 0.01 2,200 Avid Technology 16 – 21,708 Arconic 441 0.05 3,784 Avis Budget 105 0.01 2,286 Arcosa 67 0.01 2,390 Avista 84 0.01 6,700 Ardelyx 14 – 5,453 Avnet 195 0.02 2,040 Ardmore Shipping 13 – 17,315 Avon Products 53 0.01 2,677 Arena Pharmaceuticals 124 0.01 7,576 AVX 99 0.01 2,493 Ares Management 51 0.01 6,675 AXA Equitable 110 0.01 728 Argan 23 – 11,414 Axalta Coating Systems 268 0.03 1,530 Argo 89 0.01 2,592 Axcelis Technologies 31 – 1,053 Arista Networks 215 0.02 4,278 Axis Capital 201 0.02 2,758 Arlo Technologies 9 – 1,500 Axon Enterprise 76 0.01 950 Armstrong Flooring 7 – 2,989 Axos Financial 64 0.01 2,200 Armstrong World Industries 169 0.02 2,510 AXT 8 – 3,540 Array BioPharma 129 0.01 1,278 AZZ 46 0.01 4,639 Arrow Electronics 261 0.03 2,405 B&G Foods 39 – 835 Arrow Financial 23 – 1,000 Badger Meter 47 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 105 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

10,141 Baker Hughes 197 0.02 5,326 Black Knight 253 0.03 1,370 Balchem 108 0.01 1,357 Blackbaud 89 0.01 14,845 Ball 819 0.08 213 Blackline 9 – 2,600 Banc of California 29 – 1,569 BlackRock 580 0.06 1,600 Bancfirst 70 0.01 4,693 Bloomin' Brands 70 0.01 4,434 Bancorp 31 – 2,000 Blucora 48 0.01 5,713 BancorpSouth Bank 131 0.01 543 Blue Bird 8 – 271 Bandwidth 16 – 2,103 Bluebird Bio 211 0.02 146,272 Bank of America 3,343 0.34 141 Blueprint Medicines 10 – 1,232 Bank of Commerce 10 – 800 Bluerock Residential Growth REIT 7 – 1,824 Bank of Hawaii 119 0.01 3,517 BMC Stock 59 0.01 756 Bank of Marin Bancorp 24 – 23,000 BOE Varitronix 5 – 17,498 Bank of New York Mellon 608 0.06 2,471 Boingo Wireless 35 – 2,348 Bank of NT Butterfield & Son 63 0.01 1,778 Boise Cascade 39 – 361 Bank of Princeton 8 – 3,690 BOK Financial 220 0.02 6,034 Bank OZK 143 0.02 1,404 Bonanza Creek Energy 23 – 1,100 BankFinancial 12 – 902 Booking 1,332 0.14 4,818 Bankunited 128 0.01 1,878 Boot Barn 53 0.01 438 Bankwell Financial 10 – 4,782 Booz Allen Hamilton 250 0.03 1,830 Banner 78 0.01 13,891 Borg-Warner 459 0.05 1,118 Bar Harbor Bankshares 23 – 329 Boston Beer 98 0.01 2,736 Barnes 121 0.01 4,509 Boston Private Financial 43 – 3,286 Barnes & Noble 17 – 4,556 Boston Properties 463 0.05 2,076 Barnes & Noble Education 6 – 16,703 Boston Scientific 566 0.06 380 Barrett Business Services 25 – 1,193 Bottomline Technologies 42 – 1,229 Basic Energy Services 2 – 925 Boyd Gaming 20 – 625 Bassett Furniture Industries 8 – 1,992 Brady 77 0.01 10,713 Baxter International 691 0.07 1,231 Braemar Hotels & Resorts 10 – 396 Baycom 7 – 10,992 Brands 226 0.02 15,974 BB&T 618 0.06 6,754 Brandywine Realty Trust 76 0.01 374 BBX Capital 1 – 1,382 Bridge Bancorp 32 – 1,120 BCB Bancorp 12 – 2,368 Briggs & Stratton 19 – 3,559 Beacon Roofing Supply 103 0.01 2,163 Bright Horizons Family Solutions 258 0.03 2,194 Beazer Homes 17 – 1,289 Brightcove 10 – 3,900 Becton Dickinson & Company 774 0.08 6,714 Brighthouse Financial 194 0.02 6,923 Bed Bath & Beyond 63 0.01 3,102 BrightSphere Investment 28 – 500 Bel Fuse 7 – 2,300 Brink’s 147 0.02 2,043 Belden 96 0.01 1,813 Brinker International 56 0.01 1,692 Benchmark Electronics 33 – 28,338 Bristol-Myers Squibb 1,012 0.10 29,707 Berkshire Hathaway 4,974 0.50 1,758 Bristow – – 2,472 Berkshire Hills Bancorp 61 0.01 11,237 Brixmor Property 158 0.02 969 Berry Petroleum 8 – 7,219 Broadcom 1,637 0.17 6,579 Berry Plastics 273 0.03 3,760 Broadridge Financial Solutions 378 0.04 10,880 Best Buy 598 0.06 6,481 Brookdale Senior Living 37 – 418 BG Staffing 6 – 5,173 Brookfield Property REIT 77 0.01 14,298 BGC Partners 'A' 59 0.01 4,480 Brookline Bancorp 54 0.01 700 Big 5 Sporting Goods 1 – 2,517 Brooks Automation 77 0.01 2,389 Big Lots 54 0.01 11,127 Brown & Brown 294 0.03 10 Biglari 'A' 4 – 1,989 Brown-Forman 'A' 86 0.01 101 Biglari 'B' 8 – 8,147 Brown-Forman 'B' 356 0.04 5,227 Biogen Idec 963 0.10 1,128 BRT Apartments 13 – 2,267 Biomarin Pharmaceuticals 153 0.02 5,234 Bruker 206 0.02 1,046 Bio-Radiological Laboratories 258 0.03 3,457 Brunswick 125 0.01 5,400 BioScrip 11 – 1,046 Bryn Mawr Bank 31 – 400 BioSpecifics Technologies 19 – 1,366 Buckle 19 – 780 Bio-Techne 128 0.01 1,234 Build-A-Bear Workshop 5 – 1,057 BioTelemetry 40 – 6,609 Builders FirstSource 88 0.01 1,221 BJ's Restaurants 42 – 6,551 Bunge 287 0.03 5,381 BJ's Wholesale Club 112 0.01 2,293 Burlington Stores 307 0.03 2,414 Black Hills 149 0.02 4,613 BWX Technologies 189 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 106 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

643 Byline Bancorp 10 – 2,459 Casey’s General Stores 302 0.03 312 C&F Financial 13 – 858 Cass Infomation Systems 33 – 2,577 C&J Energy Services 24 – 5,195 Castlight Health 13 – 271 Cable One 250 0.03 6,172 Catalent 264 0.03 2,964 Cabot 111 0.01 6,665 Catalyst Pharmaceuticals 20 – 1,107 Cabot Microelectronics 96 0.01 10,680 Caterpillar 1,148 0.12 14,647 Cabot Oil & Gas 265 0.03 4,560 Cathay General Bancorp 129 0.01 1,348 Caci International 'A' 218 0.02 900 Cato 9 – 2,146 Cactus 56 0.01 300 Cavco Industries 37 – 6,500 Cadence BanCorporation 106 0.01 2,683 CBIZ 41 – 7,048 Cadence Design Systems 393 0.04 7,131 CBL & Associates Properties 6 – 33,719 Caesars Entertainment 313 0.03 11,157 CBRE 451 0.05 849 CAI International 17 – 526 CBS 'A' 21 – 1,300 CalAmp 12 – 10,834 CBS 'B' 426 0.04 385 Calavo Growers 29 – 1,046 CBTX 23 – 2,500 Caleres 39 – 5,113 CDK Global 199 0.02 1,276 California Resources 20 – 5,032 CDW DE 440 0.05 2,115 California Water Service 84 0.01 2,764 Ceco Environmental 21 – 2,731 Calithera Biosciences 8 – 5,867 Cedar Realty 12 – 2,749 Calix 14 – 6,140 Celanese 522 0.05 5,197 Callaway Golf 70 0.01 10,270 Celgene 748 0.08 11,763 Callon Petroleum 61 0.01 9,922 Centene 410 0.04 2,276 Cal-Maine Foods 75 0.01 13,493 Centennial Resource Development 81 0.01 1,484 Cambrex 55 0.01 15,152 CenterPoint Energy 342 0.04 262 Cambridge Bancorp 17 – 5,981 Centerstate Banks 109 0.01 862 Camden National 31 – 2,935 Central European Media 3,644 Camden Property Trust 300 0.03 Entertainment 10 – 9,868 Campbell Soup 311 0.03 606 Central Garden & Pet 13 – 700 Camping World 7 – 2,000 Central Garden & Pet 'A' 39 – 1,294 Canadian Imperial Bank of 1,600 Central Pacific Financial 38 – Commerce (USA) 80 0.01 506 Central Valley Community Bancorp 8 – 3,678 Cannae 84 0.01 3,798 Century Aluminium 21 – 1,032 Cantel Medical 66 0.01 353 Century Bancorp 24 – 650 Capital City Bank 13 – 2,017 Century Communities 42 – 13,365 Capital One Financial 956 0.10 31,897 CenturyLink 296 0.03 500 Capital Senior Living 2 – 2,886 Ceridian HCM 114 0.01 7,798 Capitol Federal Financial 85 0.01 8,992 Cerner 519 0.05 8,516 Capri 233 0.02 769 CEVA 15 – 1,434 Capstar Financial 17 – 9,635 CF Industries 354 0.04 800 CARBO Ceramics 1 – 5,488 CH Robinson Worldwide 365 0.04 1,124 Carbonite 23 – 1,886 ChannelAdvisor 13 – 10,539 Cardinal Health 391 0.04 1,800 Charles River Laboratories 3,392 Cardtronics 73 0.01 International 201 0.02 515 Care.com 4 – 18,617 Charles Schwab 590 0.06 3,100 Career Education 47 0.01 1,487 Chart Industries 90 0.01 3,788 CareTrust REIT 71 0.01 4,028 Charter Communications 1,254 0.13 1,425 Cargurus 41 – 373 Chase 32 – 2,360 Carlisle 261 0.03 2,384 Chatham Lodging Trust 35 – 7,795 Carmax 533 0.05 2,396 Cheesecake Factory 83 0.01 10,738 Carnival 394 0.04 1,568 Chefs' Warehouse 43 – 1,288 Carolina Financial 36 – 2,778 Chegg 84 0.01 2,136 Carpenter Technology 81 0.01 502 Chemed 143 0.02 1,200 Carriage Services 18 – 3,937 Chemical Financial 127 0.01 4,392 Carrizo Oil & Gas 35 – 2,877 ChemoCentryx 21 – 1,542 Carrols Restaurant 11 – 6,993 Chemours 132 0.01 3,231 Cars.com 50 0.01 300 Chemung Financial 11 – 2,015 Carter's 155 0.02 7,772 Cheniere Energy 419 0.04 819 Carvana 40 – 78,327 Chesapeake Energy 120 0.01 1,867 Casa Systems 9 – 2,951 Chesapeake Lodging 66 0.01 2,125 Casella Waste Systems 'A' 66 0.01 741 Chesapeake Utilities 56 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 107 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

38,618 Chevron 3,784 0.38 409 Collectors Universe 7 – 6,214 Chico's Fas 16 – 600 Collegium Pharmaceutical 6 – 800 Childrens Place Retail Store 60 0.01 500 Colony Bankcorp 7 – 2,360 Chimerix 8 – 4,134 Columbia Banking System 118 0.01 819 Chipotle Mexican Grill 473 0.05 807 Columbia Financial 10 – 2,232 Choice Hotels International 153 0.02 5,139 Columbia Property Trust 84 0.01 6,606 Chubb 767 0.08 2,800 Columbia Sportswear 221 0.02 8,815 Church & Dwight 508 0.05 1,424 Columbus McKinnon 47 0.01 1,527 Churchill Downs 138 0.01 124,600 Comcast 4,152 0.42 1,616 Chuy's 29 – 7,381 Comerica 422 0.04 6,696 Ciena 217 0.02 1,840 Comfort Systems USA 74 0.01 10,198 Cigna 1,267 0.13 5,103 Commerce Bancshares 240 0.02 6,089 Cimarex Energy 285 0.03 4,651 Commercial Metals 65 0.01 1,581 Cincinnati Bell 6 – 2,800 Commercial Vehicle 18 – 6,216 Cincinnati Financial 508 0.05 12,753 CommScope 158 0.02 7,097 Cinemark 202 0.02 500 Communication Systems 1 – 3,053 Cintas 571 0.06 2,775 Community Bank Systems 144 0.02 1,174 Circor International 43 – 1,500 Community Bankers Trust 10 – 2,972 Cirrus Logic 102 0.01 500 Community Financial 13 – 83,677 Cisco Systems 3,602 0.37 951 Community Healthcare Trust 29 – 5,056 Cision 47 0.01 906 Community Trust Bancorp 30 – 5,579 CIT 230 0.02 1,078 CommVault Systems 42 – 853 Citi Trends 10 – 1,866 Compass Minerals International 81 0.01 38,785 Citigroup 2,139 0.22 700 Computer Programs & Systems 15 – 2,000 Citizens 11 – 716 Computer Task 2 – 800 Citizens & Northern 16 – 1,359 comScore 6 – 10,790 Citizens Financial 301 0.03 600 Comtech Telecommunications 13 – 4,583 Citrix Systems 355 0.04 19,451 ConAgra Foods 406 0.04 839 City 50 0.01 1,400 Concert Pharmaceuticals 13 – 1,576 City Office REIT 15 – 4,703 Concho Resources 383 0.04 679 Civista Bancshares 12 – 9,637 Conduent 73 0.01 3,344 Clarus 38 – 1,213 CONMED 82 0.01 17,294 Clean Energy Fuels 36 – 500 Connecticut Water Services 27 – 3,351 Clean Harbors 188 0.02 2,002 ConnectOne Bancorp 36 – 1,600 Clear Channel Outdoor 6 – 1,600 Conn's 22 – 1,127 Clearfield 12 – 29,723 ConocoPhillips 1,430 0.15 900 Clearwater Paper 13 – 2,055 CONSOL Energy 43 – 2,240 Clearway Energy 'A' 28 – 3,361 Consolidated Communications 13 – 3,572 Clearway Energy 'C' 47 0.01 9,029 Consolidated Edison 624 0.06 12,277 Cleveland-Cliffs 103 0.01 369 Consolidated-Tomoka Land 17 – 800 Clipper Realty 7 – 3,674 Constellation Brands 571 0.06 3,206 Clorox 387 0.04 811 Construction Partners 10 – 5,785 Cloudera 24 – 2,200 Container Store 13 – 4,734 CME 724 0.07 741 Contango Oil & Gas 1 – 8,248 CMS Energy 376 0.04 1,531 Continental Building Products 32 – 2,100 CNA Financial 78 0.01 5,243 Continental Resources 174 0.02 1,153 CNB Financial 25 – 1,600 Control4 30 – 7,390 CNO Financial 97 0.01 1,167 Cooper 309 0.03 10,652 CNX Resources 61 0.01 2,601 Cooper Tire & Rubber 65 0.01 64,339 Coca-Cola 2,581 0.26 816 Cooper-Standard 29 – 400 Coca-Cola Bottling 94 0.01 1,509 Copa 'A' 116 0.01 436 Codorus Valley Bancorp 8 – 8,343 Copart 491 0.05 1,935 Cogent Communications 91 0.01 3,633 Corcept Therapeutics 32 – 4,397 Cognex 166 0.02 4,057 CoreCivic 66 0.01 13,824 Cognizant Technical Solutions 691 0.07 4,421 CoreLogic 146 0.02 2,009 Cohen & Steers 81 0.01 2,440 Core-Mark 76 0.01 1,024 Coherent 110 0.01 2,624 CorePoint Lodging 26 – 1,563 Cohu 19 – 1,477 CoreSite Realty 134 0.01 6,413 Colfax 142 0.01 2,639 Cornerstone Building Brands 12 – 14,743 Colgate-Palmolive 832 0.08 765 Cornerstone OnDemand 35 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 108 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

22,244 Corning 582 0.06 2,008 Dave & Buster's Entertainment 64 0.01 4,738 Corporate Office Properties Real 7,639 Davita 339 0.03 Estate Investment Trust 99 0.01 711 Dawson Geophysical 1 – 11,750 Corteva 274 0.03 4,233 Dean Foods 3 – 778 Corvel 53 0.01 1,630 Deciphera Pharmaceuticals 29 – 1,811 Corvus Pharmaceuticals 5 – 1,488 Deckers Outdoor 206 0.02 5,413 Costamare 22 – 8,133 Deere & Co 1,062 0.11 589 CoStar 257 0.03 2,492 Del Frisco's Restaurant 16 – 7,770 Costco Wholesale 1,618 0.16 2,106 Del Taco Restaurants 21 – 26,010 Coty 275 0.03 4,890 Delek US 156 0.02 8,818 Couer Mining 30 – 3,102 Dell Technologies 124 0.01 1,105 Coupa Software 110 0.01 3,637 Delphi Technologies 57 0.01 5,718 Cousins Properties 163 0.02 25,429 Delta Air Lines 1,138 0.12 5,996 Covanta 85 0.01 2,409 Deluxe 77 0.01 700 Covenant Transportation 8 – 2,469 Denali Therapeutics 40 – 2,332 Covetrus 45 0.01 21,935 Denbury Resources 22 – 1,357 Cowen 18 – 3,300 Denny's 53 0.01 982 Cracker Barrel Old Country Store 132 0.01 9,620 Dentsply Sirona 442 0.05 912 Craft Brew Alliance 10 – 967 Dermira 7 – 3,636 Crane 239 0.02 3,574 Designer Brands 54 0.01 1,700 Crawford 13 – 400 Destination Maternity – – 1,300 Crawford & Co. 11 – 2,500 Destination XL 3 – 2,664 Cray 73 0.01 19,852 Devon Energy 446 0.05 917 Credit Acceptance 349 0.04 1,513 DexCom 179 0.02 4,902 Cree 217 0.02 2,438 DHI 7 – 612 Crimson Wine 4 – 214 Diamond Hill Investment 24 – 3,011 Crocs 47 0.01 4,459 Diamond Offshore Drilling 31 – 1,782 Cross Country Healthcare 13 – 4,234 Diamondback Energy 364 0.04 5,403 Crown 260 0.03 8,250 DiamondRock Hospitality Real 9,563 Crown Castle International Reits 982 0.10 Estate Investment Trust 67 0.01 1,392 Cryolife 33 – 4,172 Dick’s Sporting Goods 114 0.01 1,398 CSG Systems International 54 0.01 668 Diebold Nixdorf (USD) 5 – 225 CSS Industries 1 – 1,694 Digi International 17 – 778 CSW Industrials 42 – 6,111 Digital Real Estate Investment Trust 567 0.06 20,580 CSX 1,255 0.13 1,176 Dillard's 58 0.01 1,300 CTS 28 – 1,821 Dime Community Bancshares 27 – 7,168 Cubesmart 189 0.02 679 DineEquity 51 0.01 1,637 Cubic 83 0.01 2,548 Diodes 73 0.01 3,141 Cullen Frost Bankers 232 0.02 3,516 Diplomat Pharmacy 17 – 663 Culp 10 – 12,868 Discover Financial Services 787 0.08 6,313 Cummins 852 0.09 5,235 Discovery Communications 'A' 127 0.01 1,726 Curtiss-Wright 173 0.02 9,222 Discovery Communications 'C' 207 0.02 1,671 Customers Bancorp 28 – 6,826 DISH Network 207 0.02 251 Cutera 4 – 1,100 DMC Global 55 0.01 7,301 CVB Financial 121 0.01 125 DNB Financial 4 – 2,417 CVR Common Stock – – 2,478 DocuSign 97 0.01 4,734 CVR Energy 186 0.02 2,346 Dolby Laboratories 119 0.01 25,602 CVS Caremark 1,100 0.11 9,272 Dollar General 988 0.10 3,339 Cymabay Therapeutics 19 – 9,254 Dollar Tree 783 0.08 13,279 Cypress Semiconductor 233 0.02 15,407 Domininon Energy 939 0.10 4,432 CyrusOne 202 0.02 1,800 Domino's Pizza 394 0.04 1,591 CytomX Therapeutics 14 – 295 Domo 6 – 12,158 D.R. Horton 413 0.04 2,986 Domtar 105 0.01 102 Daily Journal 17 – 4,958 Donaldson 199 0.02 5,100 Daktronics 25 – 2,571 Donegal 31 – 8,683 Dana 137 0.01 2,797 Donnelley Financial Solutions 29 – 9,414 Danaher 1,060 0.11 2,386 Dorian LPG 17 – 3,699 Darden Restaurants 355 0.04 1,302 Dorman Products 89 0.01 6,443 Darling International 101 0.01 900 Douglas Dynamics 28 – 1,353 DASAN Zhone Solutions 14 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 109 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

6,699 Douglas Emmett Real Estate 532 Encore Wire 24 – Investment Trust 210 0.02 8,826 Endo International 29 – 6,507 Dover 514 0.05 6,688 Endurance International 25 – 20,512 Dow 796 0.08 1,912 Energizer 58 0.01 1,599 Dril-Quip 60 0.01 1,998 EnerSys 108 0.01 5,319 Drive Shack 20 – 28,688 Enlink Midstream 228 0.02 4,634 Dropbox 91 0.01 1,700 Ennis 27 – 1,300 DSP 15 – 1,955 Enova International 35 – 5,125 DTE Energy 516 0.05 2,286 Enphase Energy 33 – 300 Ducommun 11 – 1,001 EnPro Industries 50 0.01 12,618 Duke Energy 877 0.09 2,550 Ensign 114 0.01 13,302 Duke Real Estate Investment Trust 331 0.03 954 Enstar 131 0.01 3,113 Dunkin' Brands 195 0.02 556 Entegra Financial 13 – 11,750 DuPont de Nemours 695 0.07 5,900 Entegris 173 0.02 10,888 DXC Technology 473 0.05 9,895 Entercom Communications 45 0.01 1,054 DXP Enerprises 31 – 3,905 Entergy 317 0.03 1,276 Dycom Industrials 59 0.01 743 Enterprise Bancorp 18 – 1,674 Eagle Bancorp 71 0.01 1,313 Enterprise Financial Services 43 – 2,472 Eagle Bulk Shipping 10 – 3,400 Entravision Communications 8 – 1,633 Eagle Materials 119 0.01 961 Envestnet 52 0.01 328 Eagle Pharmaceuticals 14 – 14,548 EOG Resources 1,068 0.11 1,670 Earthstone Energy 8 – 1,392 EPAM Systems 190 0.02 8,319 East West Bancorp 306 0.03 1,870 Epizyme 18 – 2,566 Easterly Government Properties 37 – 800 ePlus 43 – 308 Eastern 6 – 2,800 EPR Properties 165 0.02 7,067 Eastman Chemical 434 0.04 10,548 EQT 132 0.01 1,377 EastProperties Real Estate 4,621 Equifax 493 0.05 Investment Trust 126 0.01 2,458 Equinix 976 0.10 11,405 Eaton 749 0.08 6,823 Equitrans Midstream 106 0.01 7,858 Eaton Vance 267 0.03 611 Equity Bancshares 13 – 24,440 ebay 761 0.08 4,825 Equity Commonwealth 124 0.01 959 Ebix 38 – 3,495 Equity LifeStyle Properties In 334 0.03 1,334 Echo Global Logistics 22 – 10,739 Equity Residential 643 0.07 2,847 Echostar 99 0.01 842 Era 6 – 4,869 Ecolab 755 0.08 1,751 Erie Indemnity 351 0.04 2,731 Edgewell Personal Care 58 0.01 784 Escalade 7 – 9,203 Edison International 489 0.05 930 ESCO Technologies 60 0.01 3,709 Edwards Lifesciences 541 0.06 516 Esquire Financial 10 – 932 eHealth 63 0.01 853 ESSA Bancorp 10 – 1,600 El Paso Electric 83 0.01 6,112 Essent 226 0.02 2,072 El Pollo Loco 17 – 1,903 Essex Property Trust 437 0.04 7,093 Elanco Animal Health 189 0.02 3,343 Estee Lauder 482 0.05 3,035 Eldorado Resorts 110 0.01 1,400 Ethan Allen Interiors 23 – 5,905 Electronic Arts 471 0.05 11,103 E-Trade Financial 390 0.04 2,517 Electronics for Imaging 73 0.01 2,696 Etsy 130 0.01 14,601 Element Solutions 119 0.01 2,040 Euronet Worldwide 271 0.03 2,154 Elevate Credit 7 – 252 Evans Bancorp 7 – 1,300 elf Beauty 14 – 2,200 Evercore Partners 154 0.02 14,523 Eli Lilly & Co 1,268 0.13 1,738 Everest Re 338 0.03 786 EMC Insurance 22 – 8,198 Evergy 389 0.04 2,883 EMCOR 200 0.02 8,962 Eversource Energy 535 0.05 875 Emcore 2 – 3,057 EVERTEC 79 0.01 1,684 Emerald Expositions Events 15 – 4,283 Evolent Health 27 – 1,782 Emergent Biosolutions 68 0.01 1,800 Evolution Petroleum 10 – 16,687 Emerson Electric 878 0.09 2,561 Evoqua Water Technologies 29 – 7,231 Empire State Realty Trust 84 0.01 2,577 EW Scripps 31 – 2,102 Employers 70 0.01 2,206 Exact Sciences 205 0.02 920 Enanta Pharmaceuticals 61 0.01 4,906 Exela Technologies 8 – 4,347 Encompass Health 217 0.02 11,804 Exelixis 199 0.02 2,190 Encore Capital 58 0.01 20,858 Exelon 788 0.08

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 110 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

1,158 Exlservice 60 0.01 440 First Guaranty Bancshares 7 – 3,458 Expedia 363 0.04 7,156 First Hawaiian 146 0.02 5,963 Expeditors International of 60,366 First Horizon National* – – Washington 357 0.04 16,653 First Horizon National Corp 196 0.02 2,020 Exponent 93 0.01 5,143 First Industrial Realty Trust 149 0.02 3,349 Express 7 – 2,345 First Interstate BancSystem 73 0.01 9,998 Extended Stay America 133 0.01 2,500 First Merchants 75 0.01 1,758 Exterran 20 – 540 First Mid-Illinois Bancshares 15 – 4,934 Extra Space Storage 413 0.04 6,202 First Midwest Bancorp 100 0.01 3,439 Extraction Oil & Gas 12 – 815 First Northwest Bancorp 10 – 69,662 Exxon Mobil 4,206 0.43 1,653 First of Long Island 26 – 1,900 EZCORP 14 – 3,931 First Republic Bank 302 0.03 2,225 F5 Networks 255 0.03 5,642 First Solar 292 0.03 2,147 Fabrinet 84 0.01 1,641 FirstCash 129 0.01 45,733 Facebook 6,956 0.70 14,838 FirstEnergy 501 0.05 1,354 FactSet Research Systems 306 0.03 10,062 Fiserv 723 0.07 1,050 Fair Isaac 260 0.03 14,102 Fitbit 49 0.01 1,124 Farmer Bros 14 – 1,785 Five Below 169 0.02 2,000 Farmers National Banc 23 – 3,150 Five Prime Therapeutics 15 – 900 FARO Technologies 37 – 2,903 Flagstar Bancorp 76 0.01 15,434 Fastenal 396 0.04 2,488 FleetCor Technologies 551 0.06 1,976 FB Financial 57 0.01 329 Flexsteel Industries 4 – 900 FBL Financial 45 0.01 5,544 FLIR Systems 236 0.02 500 Federal Agricultural Mortgage 29 – 2,869 Floor & Decor 95 0.01 2,793 Federal Realty Investment Trust 283 0.03 6,375 Flotek Industries 17 – 3,200 Federal Signal 68 0.01 9,552 Flowers Foods 175 0.02 4,818 Federated Investors 123 0.01 5,438 Flowserve 226 0.02 6,911 FedEx 895 0.09 489 Fluent 2 – 552 FedNat 6 – 7,100 Fluor 188 0.02 3,500 Ferro 44 0.01 1,768 Flushing Financial 31 – 6,350 Ferroglobe 8 – 5,074 FMC 332 0.03 6,350 Ferroglobe Representation & 17,339 FNB 161 0.02 Warranty Investment Trust* – – 502 Fonar 8 – 149 Fidelity D&D Bancorp 8 – 6,358 Foot Locker 210 0.02 12,547 Fidelity National Financial 398 0.04 114,763 Ford Motor 924 0.09 8,119 Fidelity National Information Services 785 0.08 143 Forestar 2 – 1,907 Fidelity Southern 47 0.01 4,200 FormFactor 52 0.01 1,195 Fiesta Restaurant 12 – 490 Forrester Research 18 – 24,969 Fifth Third Bancorp 549 0.06 3,094 Fortinet 187 0.02 1,266 Financial Institutions 29 – 9,233 Fortive 593 0.06 5,629 Finisar 101 0.01 6,493 Fortune Brands 292 0.03 6,231 First American Financial 264 0.03 4,800 Forum Energy Technologies 13 – 949 First Bancorp 20 – 1,372 Forward Air 64 0.01 11,569 First BanCorp/Puerto Rico 100 0.01 2,482 Fossil 22 – 1,988 First Bancorp/Southern Pines 57 0.01 2,773 Four Corners Property Trust 60 0.01 498 First Bancshares 12 – 5,550 Fox 'A' 160 0.02 1,539 First Bank 14 – 1,476 Fox 'B' 42 – 2,839 First Busey 59 0.01 1,465 Fox Factory 95 0.01 488 First Business Financial Services 9 – 654 Franklin Covey 17 – 500 First Choice Bancorp 9 – 2,056 Franklin Electric 77 0.01 560 First Citizens Bancshares 199 0.02 649 Franklin Financial Network 14 – 4,939 First Commonwealth Financial 52 0.01 13,312 Franklin Resources 365 0.04 498 First Community 7 – 4,400 Franklin Street Properties 25 – 800 First Community Bancshares 21 – 2,300 Fred's 1 – 13,541 First Data 289 0.03 50,671 Freeport-McMoRan Copper & Gold 463 0.05 1,070 First Defiance Financial 24 – 800 FreightCar America 4 – 753 First Financial 24 – 2,115 Fresh Del Monte Produce 45 0.01 4,872 First Financial Bancorp 93 0.01 2,501 Front Yard Residential 24 – 5,226 First Financial Bankshares 127 0.01 3,314 frontdoor 114 0.01 2,225 First Foundation 24 – 2,390 Frontier Communications 3 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 111 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

485 FRP 21 – 2,138 GoPro 9 – 179 FS Bancorp 7 – 1,523 Gorman-Rupp 39 – 2,104 FTI Consulting 139 0.01 757 GP Strategies 9 – 5,800 Fulton Financial 75 0.01 7,129 Graco 282 0.03 2,159 FutureFuel 20 – 8,209 GrafTech International 74 0.01 498 Gaia 3 – 585 Graham 9 – 2,736 Gain Capital 9 – 238 Graham 'B' 129 0.01 365 GAMCO Investors 6 – 23,321 Gran Tierra Energy 29 – 4,349 GameStop 19 – 1,997 Grand Canyon Education 184 0.02 8,937 Gaming and Leisure Properties 275 0.03 2,566 Granite Construction 98 0.01 5,106 Gannett 33 – 17,539 Graphic Packaging 193 0.02 23,805 Gap 337 0.03 5,439 Gray Television 70 0.01 8,090 Gardner Denver 221 0.02 2,597 Great Lakes Dredge & Dock 23 – 3,849 Garrett Motion 47 0.01 739 Great Southern Bancorp 35 – 2,402 Gartner 304 0.03 3,131 Great Western Bancorp 88 0.01 4,395 GasLog 50 0.01 2,562 Green Brick Partners 17 – 2,000 GATX 125 0.01 1,661 Green Dot 64 0.01 4,555 GCI Liberty 221 0.02 1,137 Green Plains 10 – 3,322 GCP Applied Technologies 59 0.01 1,672 Greenbrier 40 – 1,055 Genco Shipping & Trading 7 – 1,093 Greenhill & Co 12 – 900 Gencor Industries 9 – 2,605 Greenlight Capital Re 17 – 3,065 Generac 168 0.02 1,500 Greif 'A' 38 – 143,664 General Electric 1,188 0.12 879 Greif 'B' 30 – 23,922 General Mills 991 0.10 109 Griffin Industrial Realty 3 – 50,448 General Motors 1,532 0.16 2,300 Griffon 31 – 853 Genesco 28 – 920 Group 1 Automotive 59 0.01 2,911 Genesee & Wyoming 'A' 229 0.02 22,979 Groupon 65 0.01 700 Genie Energy 6 – 2,161 GrubHub 133 0.01 866 Genomic Health 40 – 2,299 GSI Technology 16 – 7,476 Genpact 224 0.02 1,283 GTT Communications 19 – 16,050 Gentex 311 0.03 707 Guaranty Bancshares 17 – 1,787 Gentherm 59 0.01 436 Guardant Health 30 – 6,484 Genuine Parts 529 0.05 4,607 Guess? 59 0.01 18,368 Genworth Financial 54 0.01 1,924 Guidewire Software 154 0.02 543 GEO (USD) 9 – 717 Gulf Island Fabrication 4 – 1,191 Geospace Technologies 14 – 7,504 Gulfport Energy 29 – 1,455 German American Bancorp 34 – 2,022 H&E Equipment Services 46 0.01 1,814 Getty Realty 44 0.01 7,514 H&R Block 174 0.02 1,697 Gibraltar Industries 54 0.01 1,200 Habit Restaurants 10 – 1,802 G-III Apparel 42 – 1,918 Hackett 25 – 33,205 Gilead Sciences 1,768 0.18 1,800 Haemonetics 171 0.02 3,629 Glacier Bancorp 116 0.01 3,079 Hain Celestial 53 0.01 1,175 Gladstone Commercial 20 – 1,066 Halcon Resources – – 346 Global Blood Therapeutics 14 – 1,013 Hallador Energy 5 – 1,171 Global Brass & Copper 40 – 27,255 Halliburton 488 0.05 491 Global Indemnity 12 – 890 Hallmark Financial Services 10 – 2,100 Global Medical REIT 17 – 911 Halozyme Therapeutics 12 – 3,416 Global Net Lease 53 0.01 600 Hamilton Beach Brands 9 – 3,990 Global Payments 503 0.05 1,087 Hamilton Lane 49 0.01 1,625 Global Water Resources 13 – 4,242 Hancock 'C' 134 0.01 800 Globant 64 0.01 17,685 Hanesbrands 240 0.02 3,136 Globus Medical 105 0.01 1,000 Hanger 15 – 2,193 GlycoMimetics 21 – 1,292 Hanmi Financial 23 – 1,882 GMS 33 – 2,232 Hanover Insurance 225 0.02 4,765 GoDaddy 263 0.03 1,786 HarborOne Bancorp 26 – 5,599 Gold Resource 15 – 11,142 Harley-Davidson 314 0.03 100 Golden Ocean – – 5,200 Harmonic 23 – 6,041 Goldman Sachs 974 0.10 3,233 Harris 482 0.05 12,467 Goodyear Tire & Rubber 150 0.02 4,106 Harsco 89 0.01 460 Goosehead Insurance 17 – 10,863 Hartford Financial Services 477 0.05

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 112 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

2,957 Harvard Bioscience 5 – 354 Home Bancorp 11 – 4,090 Hasbro 341 0.04 8,212 Home BancShares 125 0.01 854 Haverty Furniture 11 – 20,163 Home Depot 3,307 0.34 2,503 Hawaiian 54 0.01 1,119 HomeStreet 26 – 4,108 Hawaiian Electric Industries 141 0.01 1,029 HomeTrust Bancshares 20 – 720 Hawkins 25 – 11,805 Honeywell International 1,625 0.17 548 Hawthorn Bancshares 12 – 200 Hooker Furniture 3 – 400 Haynes International 10 – 6,592 Hope Bancorp 71 0.01 2,459 HB Fuller 90 0.01 1,700 Horace Mann Educators 54 0.01 6,704 HCA 714 0.07 2,825 Horizon Bancorp 36 – 800 HCI 25 – 13,362 Hormel Foods 427 0.04 17,016 HCP 429 0.04 1,302 Hornbeck Offshore Services 1 – 8,433 HD Supply 268 0.03 6,171 Hospitality Properties Trust 122 0.01 5,057 Healthcare Realty Trust 125 0.01 21,957 Host Hotels & Resorts 315 0.03 1,819 Healthcare Services 43 – 5,130 Hostess Brands 58 0.01 8,228 Healthcare Trust of America 178 0.02 6,706 Houghton Mifflin Harcourt 30 – 1,461 HealthEquity 75 0.01 1,578 Houlihan Lokey 55 0.01 1,705 HealthStream 35 – 700 Houston Wire & Cable 3 – 4,137 Heartland Express 59 0.01 2,220 Howard Hughes 217 0.02 1,645 Heartland Financial USA 58 0.01 45,426 HP 744 0.08 27,048 Hecla Mining 38 – 1,500 Hub 50 0.01 1,875 HEICO 197 0.02 3,617 Hubbell 371 0.04 2,753 HEICO 'A' 224 0.02 662 HubSpot 89 0.01 817 Heidrick & Struggles Internati 19 – 135 Hudson Global 1 – 1,057 Helen of Troy 109 0.01 6,326 Hudson Pacific Properties 166 0.02 1,467 Helios Technologies 54 0.01 4,812 Humana 1,006 0.10 5,089 Helix energy Solutions 35 – 32,219 Huntington Bancshares 351 0.04 5,437 Helmerich & Payne 217 0.02 1,847 Huntington Ingalls Industries 328 0.03 1,586 Hemisphere Media 16 – 16,978 Huntsman 274 0.03 6,088 Henry Schein 335 0.03 200 Hurco 6 – 6,084 Herbalife 205 0.02 1,101 Huron Consulting 44 0.01 1,481 Herc 53 0.01 1,666 Hyatt Hotels 'A' 100 0.01 2,684 Heritage Commerce 26 – 900 Hyster-Yale Materials Handling 39 – 2,101 Heritage Financial 49 0.01 3,094 Iberiabank 185 0.02 1,200 Heritage Insurance 15 – 700 ICF International 40 – 1,276 Heritage-Crystal Clean 26 – 1,022 Ichor 19 – 2,484 Herman Miller 88 0.01 751 ICU Medical 149 0.02 2,181 Hersha Hospitality Trust 28 – 2,108 IDACORP 167 0.02 3,656 Hershey 386 0.04 2,372 IDEX 322 0.03 2,269 Hertz Global 4 – 2,438 IDEXX Laboratories 529 0.05 2,269 Hertz Rental Car 29 – 2,281 IDT 17 – 105 Heska 7 – 1,006 IES 15 – 9,113 Hess 456 0.05 3,000 II-VI 86 0.01 41,423 Hewlett Packard Enterprise 488 0.05 6,022 Illinois Tool Works 716 0.07 3,890 Hexcel 248 0.03 1,965 Illumina 570 0.06 1,646 HFF 59 0.01 1,423 Immersion 9 – 600 Hibbett Sports 9 – 2,532 Incyte 170 0.02 6,652 HighPoint Resources 10 – 737 Independence (USD) 22 – 3,894 Highwoods Properties 127 0.01 6,812 Independence Contract Drilling 8 – 4,674 Hill International 10 – 3,298 Independence Realty Trust 30 – 3,165 Hillenbrand 99 0.01 2,291 Independent Bank 99 0.01 2,799 Hill-Rom 231 0.02 1,620 Independent Bank MICH 28 – 3,999 Hilltop 67 0.01 1,726 Independent Bank Rockland MA 104 0.01 4,388 Hilton Grand Vacations 110 0.01 3,735 Industrial Logistics Properties Trust 61 0.01 7,434 Hilton Worldwide 572 0.06 7,235 Infinera 17 – 100 Hingham Institution for Savings 15 – 4,000 Information Services 10 – 3,558 HMS 91 0.01 6,901 Ingersoll-Rand 689 0.07 2,490 HNI 69 0.01 1,580 Ingevity 131 0.01 8,873 HollyFrontier 324 0.03 902 Ingles Markets 22 – 13,202 Hologic 499 0.05 3,386 Ingredion 220 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 113 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

1,500 InnerWorkings 5 – 1,740 J Alexander's 15 – 700 Innophos 16 – 807 J&J Snack Foods 102 0.01 1,139 Innospec 82 0.01 1,212 J. Jill 2 – 4,297 Innoviva 49 0.01 2,919 j2 Global 205 0.02 500 Inogen 26 – 10,498 Jabil Circuit 261 0.03 800 Inovalon 9 – 2,510 Jack Henry & Associates 265 0.03 4,176 Inovio Pharmaceuticals 10 – 1,175 Jack in the Box 75 0.01 538 Inphi 21 – 6,087 Jacobs Engineering 405 0.04 1,564 Insight Enterprises 72 0.01 6,533 Jagged Peak Energy 43 – 1,471 Insmed 30 – 455 JAKKS Pacific – – 1,726 Insperity 166 0.02 1,492 James River 55 0.01 442 Inspire Medical Systems 21 – 10,872 Janus Henderson 184 0.02 1,627 Installed Building Products 76 0.01 2,427 Jazz Pharmaceuticals 273 0.03 1,000 Insteel Industries 16 – 4,238 JB Hunt Transport Services 305 0.03 1,185 Insulet 112 0.01 5,103 JBG SMITH Properties 158 0.02 1,485 Integer 98 0.01 13,650 JC Penney 12 – 3,283 Integra LifeSciences 145 0.02 15,319 Jefferies Financial 232 0.02 115,180 Intel 4,346 0.44 3,191 JELD-WEN 53 0.01 616 Intellia Therapeutics 8 – 16,192 JetBlue Airways 236 0.02 5,571 Intelsat 85 0.01 4,648 JM Smucker 422 0.04 1,001 Inter Parfums 52 0.01 300 John B Sanfilippo & Son 19 – 1,433 InterActive 246 0.03 1,286 John Bean Technologies 123 0.01 2,839 Interactive Brokers 122 0.01 2,383 John Wiley & Sons 86 0.01 11,673 Intercontinental Exchange 789 0.08 49,161 Johnson & Johnson 5,389 0.55 1,414 InterDigital 72 0.01 443 Johnson Outdoors 26 – 2,814 Interface 34 – 178 Joint 3 – 1,962 Internap 5 – 2,559 Jones Lang LaSalle 284 0.03 3,337 International Bancshares 99 0.01 1,949 Jounce Therapeutics 8 – 18,446 International Business Machines 2,005 0.20 71,308 JPMorgan Chase 6,282 0.64 420 International Flavors & Fragrances 15,478 Juniper Networks 325 0.03 ILS 48 0.01 2,713 K12 65 0.01 2,452 International Flavors & Fragrances 400 Kadant 29 – USD 280 0.03 737 Kaiser Aluminum 57 0.01 9,831 International Game Technology 101 0.01 2,092 Kala Pharmaceuticals 11 – 15,211 International Paper 520 0.05 157 KalVista Pharmaceuticals 3 – 1,576 International Seaways 24 – 3,912 Kansas City Southern 375 0.04 19,140 Interpublic 340 0.04 6,279 KAR Auction Services 124 0.01 851 Intevac 3 – 1,917 Karyopharm Therapeutics 9 – 1,443 INTL. FCStone 45 0.01 4,885 KB Home 99 0.01 2,059 Intra-Cellular Therapies 21 – 7,394 KBR 145 0.02 8,725 Intrepid Potash 23 – 6,944 Keane 37 – 4,129 Intuit 850 0.09 4,488 Kearny Financial 47 0.01 1,309 Intuitive Surgical 541 0.06 10,056 Kellogg 425 0.04 933 Invacare 4 – 1,400 Kelly Services 29 – 16,843 Invesco 272 0.03 2,826 Kemet 42 – 900 Investar 17 – 3,675 Kemper 251 0.03 14,831 Investors Bancorp 130 0.01 3,563 Kennametal 104 0.01 591 Investors Real Estate Trust 27 – 7,554 Kennedy-Wilson 122 0.01 119 Investors Title 15 – 757 Key Energy Services 1 – 20,021 Invitation Homes 421 0.04 23,614 KeyCorp 330 0.03 465 ION Geophysical 3 – 5,231 Keysight Technologies 370 0.04 2,678 Ionis Pharmaceuticals 136 0.01 1,000 Kforce 28 – 2,209 IPG Photonics 269 0.03 4,172 Kilroy Realty 243 0.03 5,383 IQVIA 682 0.07 984 Kimball Electronics 13 – 6,387 Iridium Communications 117 0.01 3,213 Kimball International 44 0.01 784 iRobot 57 0.01 8,726 Kimberly-Clark 917 0.09 11,268 Iron Mountain 278 0.03 17,173 Kimco Realty 250 0.03 100 Isramco 9 – 39,139 Kinder Morgan 644 0.07 1,376 Itron 68 0.01 1,585 Kindred Biosciences 10 – 3,489 ITT 180 0.02 781 Kingstone 5 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 114 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

748 Kinsale Capital 54 0.01 563 Level One Bancorp 11 – 3,365 Kirby 209 0.02 10,646 Lexington Realty Trust 79 0.01 1,100 Kirkland's 2 – 810 LGI Homes 46 0.01 3,366 Kite Realty Trust 40 – 1,535 LHC 145 0.02 1,979 KKR & Co 39 – 600 Libbey 1 – 4,117 KLA-Tencor 383 0.04 222 Liberty Braves 'A' 5 – 1,657 KLX Energy Services 27 – 1,081 Liberty Braves 'C' 24 – 9,539 Knight-Swift Transportation 247 0.03 748 Liberty Broadband 'A' 61 0.01 3,239 Knoll 59 0.01 3,477 Liberty Broadband 'C' 286 0.03 3,812 Knowles 55 0.01 2,842 Liberty Expedia 107 0.01 9,306 Kohl's 349 0.04 3,223 Liberty Latin America 'A' 44 0.01 1,163 Kontoor Brands 26 – 6,413 Liberty Latin America 'C' 87 0.01 2,400 Kopin 2 – 1,574 Liberty Media 'A' 44 0.01 651 Koppers 15 – 9,203 Liberty Media 'C' 271 0.03 2,826 Korn Ferry 89 0.01 5,692 Liberty Property Trust 224 0.02 14,922 Kosmos Energy 74 0.01 2,855 Liberty SiriusXM 'A' 85 0.01 10,154 Kraft Heinz 248 0.03 5,338 Liberty SiriusXM 'C' 160 0.02 1,260 Kraton Performance Polymers In 31 – 2,476 Liberty Trip Advisor 24 – 5,571 Kratos Defense & Security Solutions 100 0.01 1,920 Life Storage 144 0.02 34,503 Kroger 590 0.06 1,850 Lifetime Brands 14 – 3,700 Kronos Worldwide 45 0.01 1,425 Lifevantage 15 – 2,900 Kulicke & Soffa Industries 52 0.01 735 Ligand Pharmaceuticals 66 0.01 2,128 Kura Oncology 33 – 6,102 Limelight Networks 13 – 1,329 KVH Industries 11 – 1,194 Limoneira 19 – 1,830 L3 Technologies 355 0.04 2,451 Lincoln Electric 159 0.02 2,945 Laboratory Corp of America 401 0.04 8,404 Lincoln National 427 0.04 4,921 Ladenburg Thalmann Financial S 13 – 1,916 Lindblad Expeditions 27 – 2,722 Lakeland Bancorp 35 – 559 Lindsay 36 – 1,350 Lakeland Financial 50 0.01 1,741 Liquidity Services 8 – 6,468 Lam Research 957 0.10 1,456 Lithia Motors 136 0.01 3,372 Lamar Advertising 214 0.02 1,015 Littelfuse 142 0.02 5,643 Lamb Weston 282 0.03 2,109 LivaNova 120 0.01 900 Lancaster Colony 105 0.01 7,874 Live Nation Entertainment 412 0.04 1,200 Landec 9 – 1,533 Live Oak Bancshares 21 – 2,089 Lands' End 20 – 4,438 Livent 24 – 1,628 Landstar System 139 0.01 3,196 LiveRamp 122 0.01 952 Lannett 5 – 14,779 LKQ 310 0.03 1,731 Lantheus 39 – 7,685 Loews 331 0.03 12,159 Laredo Petroleum 28 – 2,617 LogMeIn 152 0.02 6,715 Las Vegas Sands 313 0.03 1,242 Lonestar Resources US 2 – 5,646 Lattice Semiconductor 65 0.01 605 Loral Space & Communications 16 – 5,721 Laureate Education 71 0.01 7,160 Louisiana-Pacific 148 0.02 400 Lawson Products 12 – 16,084 Lowe's 1,279 0.13 6,280 Lazard 170 0.02 4,200 LPL Financial 270 0.03 2,300 La-Z-Boy 56 0.01 784 LSB Industries 2 – 600 LB Foster 13 – 894 LSC Communications 3 – 1,216 LCI Industries 86 0.01 2,119 LSI Industries 6 – 1,265 LCNB 19 – 1,824 LTC Properties 66 0.01 3,055 Leaf 18 – 706 Luby's 1 – 4,309 Lear 474 0.05 3,747 lululemon Athletica 532 0.05 2,870 LegacyTexas Financial 92 0.01 712 Lumber Liquidators 6 – 4,726 Legg Mason 143 0.02 2,680 Lumentum 113 0.01 8,160 Leggett & Platt 247 0.03 2,061 Luminex 34 – 6,148 Leidos 387 0.04 1,033 Luther Burbank 9 – 1,222 LeMaitre Vascular 27 – 700 Lydall 11 – 26,341 LendingClub 68 0.01 3,309 M&T Bank 443 0.05 245 LendingTree 81 0.01 3,560 M/A-COM Technology Solutions 42 – 7,445 Lennar 'A' 284 0.03 2,311 Macatawa Bank 19 – 661 Lennar 'B' 20 – 5,150 Macerich 136 0.01 1,482 Lennox International 320 0.03 3,849 Mack-Cali Realty 71 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 115 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

1,000 Mackinac Financial 12 – 10,329 MDU Resources 210 0.02 4,418 Macquarie Infrastructure 141 0.01 748 Medcath 1 – 1,689 MacroGenics 23 – 14,675 Medical Properties Trust 201 0.02 15,737 Macy's 266 0.03 1,164 Medidata Solutions 83 0.01 791 Madison Square Garden 174 0.02 700 Medifast 71 0.01 202 Madrigal Pharmaceuticals 17 – 4,415 Mednax 88 0.01 1,400 Magellan Health 82 0.01 1,388 Medpace 72 0.01 2,871 Maiden 1 – 2,684 Meet Group 7 – 1,024 Malibu Boats 31 – 1,114 Mercantile Bank 28 – 3,633 Mallinckrodt 26 – 3,806 Mercer International 46 0.01 616 Malvern Bancorp 11 – 47,908 Merck & Co 3,167 0.32 2,655 Manhattan Associates 145 0.02 3,098 Mercury General 152 0.02 1,139 Manitex International 5 – 1,713 Mercury Systems 95 0.01 1,521 Manitowoc 21 – 2,060 Meredith 89 0.01 3,345 Manpower 254 0.03 2,277 Meridian Bancorp 32 – 1,400 ManTech International 73 0.01 2,340 Meridian Bioscience 22 – 36,904 Marathon Oil 413 0.04 2,131 Merit Medical Systems 100 0.01 16,063 Marathon Petroleum 707 0.07 1,997 Meritage Homes 81 0.01 800 Marchex 3 – 5,400 Meritor 103 0.01 1,400 Marcus 36 – 177 Mesa Laboratories 34 – 1,806 Marcus & Millichap 44 0.01 1,644 Meta Financial 36 – 655 Marine Products 8 – 1,634 Methode Electronics 37 – 1,100 MarineMax 14 – 16,366 MetLife 640 0.07 369 Markel 315 0.03 300 Metropolitan Bank 10 – 1,206 MarketAxess 306 0.03 591 Mettler-Toledo International 391 0.04 148 Marlin Business Services 3 – 1,432 MGE Energy 82 0.01 66,220 Marriott International – – 22,575 MGIC Investment 234 0.02 6,831 Marriott International 'A' 755 0.08 3,308 MGM Growth Properties 80 0.01 2,449 Marriott Vacations Worldwide 186 0.02 11,294 MGM Resorts International 254 0.03 11,153 Marsh & McLennan 876 0.09 664 MGP Ingredients 35 – 4,286 Marten Transport 61 0.01 1,193 MI Homes 27 – 2,340 Martin Marietta Materials 424 0.04 6,327 Michaels 43 – 17,482 Marvell Technology 329 0.03 6,449 Microchip Technology 440 0.05 11,155 Masco 345 0.04 51,831 Micron Technology 1,576 0.16 1,720 Masimo 202 0.02 123,198 Microsoft 13,004 1.32 4,540 MasTec 184 0.02 298 MicroStrategy 34 – 15,686 MasterCard 3,269 0.33 4,381 Mid-America Apartment Communities 407 0.04 764 MasterCraft Boat 12 – 3,716 Middleby 397 0.04 4,747 Matador Resources 74 0.01 302 Middlefield Banc 10 – 1,880 Match Group 100 0.01 845 Middlesex Water 39 – 842 Materion 45 0.01 1,043 Midland States Bancorp 22 – 1,140 Matrix Service 18 – 700 MidSouth Bancorp 7 – 2,012 Matson 62 0.01 1,065 Midstates Petroleum 5 – 7,680 Mattel 68 0.01 449 MidWestOne Financial 10 – 1,497 Matthews International 41 – 3,347 Milacron Holdings 37 – 1,064 Maxar Technologies 7 – 849 Mimecast 31 – 1,686 Maxar Technologies NPV 10 – 2,600 MiMedx 8 – 8,292 Maxim Integrated Products 391 0.04 1,696 Minerals Technologies 72 0.01 2,931 MAXIMUS 168 0.02 1,200 Minerva Neurosciences 5 – 3,202 MaxLinear 59 0.01 1,200 Mission West Properties 9 – 8,914 MBIA 65 0.01 1,746 Mistras 20 – 1,729 MBT Financial 14 – 500 Mitcham Industries 2 – 266 McCormick & Co 32 – 1,771 Mitek Systems 14 – 2,960 McCormick & Co (Non-Voting) 361 0.04 3,450 MKS Instruments 212 0.02 11,058 McDermott International 84 0.01 500 MMA Capital 13 – 14,156 McDonald's 2,316 0.24 2,260 Mobile Mini 54 0.01 4,638 McEwen Mining 6 – 2,682 Modine Manufacturing 30 – 979 McGrath RentCorp 48 0.01 1,749 Moelis & Co 48 0.01 5,544 McKesson 587 0.06 2,310 Mohawk 268 0.03 2,816 MDC 73 0.01 2,159 Molecular Templates 14 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 116 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

2,496 Molina Healthcare 281 0.03 1,300 Natural Grocers by Vitamin Cottage 10 – 7,754 Molson Coors Brewing 342 0.04 900 Nature's Sunshine Products 7 – 879 Momenta Pharmaceuticals 9 – 1,300 Natus Medical 26 – 700 Monarch Casino & Resort 24 – 2,298 Nautilus 4 – 19,810 Mondelez International 841 0.09 13,805 Navient 148 0.02 597 MongoDB 72 0.01 3,000 Navigant Consulting 55 0.01 3,227 Monmouth Real Estate Investment 3,826 Navistar International 104 0.01 Trust 34 – 2,126 NBT Bancorp 63 0.01 1,022 Monolithic Power Systems 109 0.01 4,878 NCR 120 0.01 2,386 Monotype Imaging 32 – 1,464 NCS Multistage 4 – 1,651 Monro Muffler Brake 111 0.01 674 Neenah Paper 36 – 9,059 Monster Beverage 456 0.05 11,357 Nektar Therapeutics 318 0.03 702 Montage Resources 3 – 1,800 Nelnet 84 0.01 3,741 Moody's 579 0.06 823 Neogen 40 – 1,671 Moog 'A' 123 0.01 2,654 NeoGenomics 46 0.01 21,468 Morgan Stanley 741 0.08 2,000 NeoPhotonics 7 – 1,532 Morningstar 175 0.02 9,576 NetApp 466 0.05 15,392 Mosaic 304 0.03 4,316 Netflix 1,251 0.13 1,113 Motorcar Parts of America 19 – 1,393 NETGEAR 28 – 4,602 Motorola Solutions 604 0.06 3,709 NetScout Systems 74 0.01 700 Movado 15 – 1,591 Neurocrine Biosciences 106 0.01 3,725 MRC Global 50 0.01 3,305 New Jersey Resources 130 0.01 1,100 MSA Safety 91 0.01 3,950 New Media Investment 29 – 2,323 MSC Industrial Direct 136 0.01 1,028 New Relic 70 0.01 2,568 MSCI 483 0.05 3,500 New Senior Investment 19 – 2,373 MSG Networks 39 – 23,957 New York Community Bancorp 188 0.02 1,262 MTS Systems 58 0.01 5,700 New York Times 147 0.02 2,172 Mueller Industries 50 0.01 20,609 Newell Rubbermaid 250 0.03 7,320 Mueller Water Products 57 0.01 56 NewLink Genetics – – 1,060 Multi-Color 42 – 4,055 Newmark 29 – 9,450 Murphy Oil 184 0.02 486 NewMarket 153 0.02 1,720 Murphy USA 114 0.01 8,367 Newmont Goldcorp 253 0.03 658 MutualFirst Financial 17 – 15,483 Newmont Mining 469 0.05 726 MVB Financial 10 – 3,806 Newpark Resources 22 – 1,313 Myers Industries 20 – 19,731 News 'A' 210 0.02 727 MyoKardia 29 – 9,727 News 'B' 107 0.01 700 MYR 21 – 1,402 NewStar Financial – – 3,575 Myriad Genetics 78 0.01 3,256 Newstar Media 259 0.03 17,064 Nabors Industries 39 – 950 NexPoint Residential Trust 31 – 300 NACCO Industries 12 – 8,658 NextEra Energy 1,398 0.14 1,437 Nanometrics 39 – 2,500 NextGen Healthcare 39 – 3,974 NantHealth 2 – 219 NI 3 – 5,637 Nasdaq OMX 427 0.04 3,275 NIC 41 – 219 Nathan's Famous 13 – 402 Nicolet Bankshares 20 – 1,900 National Bank 54 0.01 17,179 Nielsen 306 0.03 508 National Bankshares 15 – 20,803 NIKE 1,375 0.14 1,263 National Beverage 44 0.01 13,438 NiSource 305 0.03 2,712 National CineMedia 14 – 1,174 NL Industries 3 – 3,265 National Fuel Gas 136 0.01 3,445 NMI 77 0.01 5,704 National General 103 0.01 1,616 NN (USD) 12 – 1,568 National Health Investors 96 0.01 13,100 Noble (USD) 19 – 664 National HealthCare 42 – 23,292 Noble Energy 411 0.04 4,294 National Instruments 142 0.02 1,728 Nordic American Tankers 3 – 14,797 National Oilwell Varco 259 0.03 2,083 Nordson 232 0.02 900 National Research 41 – 6,234 Nordstrom 156 0.02 6,278 National Retail Properties 262 0.03 6,484 Norfolk Southern 1,018 0.10 1,922 National Storage Affiliates Trust 44 0.01 445 Northeast Bank 8 – 3,001 National Vision 73 0.01 15,328 Northern Oil and Gas 23 – 199 National Western Life 40 – 6,590 Northern Trust 468 0.05 625 Natural Gas Services 8 – 2,684 Northfield Ban 33 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 117 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

1,688 NorthStar Realty Europe 22 – 2,259 Oritani Financial 32 – 6,877 Northwest Bancshares 95 0.01 344 Ormat Technologies 17 – 1,193 Northwest Natural 65 0.01 2,586 Ormat Technologies USD 129 0.01 375 Northwest Pipe 8 – 700 Orrstown Financial Services 12 – 2,055 NorthWestern 117 0.01 917 Orthofix Medical 38 – 9,919 Norwegian Cruise Line 417 0.04 4,482 Oshkosh 295 0.03 793 NovoCure 40 – 600 OSI Systems 53 0.01 5,770 NOW 67 0.01 1,706 Otter Tail 71 0.01 11,211 NRG Energy 310 0.03 5,307 Outfront Media 108 0.01 2,398 Nu Skin Enterprises 93 0.01 2,400 Overseas Shipholding 4 – 9,942 Nuance Communications 125 0.01 700 Overstock.com 7 – 13,461 Nucor 584 0.06 2,964 Owens & Minor 7 – 2,471 Nutanix 51 0.01 5,952 Owens Corning 273 0.03 2,114 NuVasive 98 0.01 8,999 Owens-Illinois 122 0.01 387 Nuvectra 1 – 695 Oxford Industries 42 – 484 NV5 Global 31 – 13,141 PACCAR 742 0.08 170 NVE 9 – 1,165 Pacific Mercantile Bancorp 8 – 7,732 Nvidia 1,000 0.10 2,883 Pacific Premier Bancorp 70 0.01 185 NVR 489 0.05 770 Pacira Pharmaceuticals 26 – 14,742 Oasis Petroleum 66 0.01 4,770 Packaging of America 359 0.04 27,510 Occidental Petroleum 1,090 0.11 6,331 PacWest Bancorp 194 0.02 4,334 Oceaneering International 70 0.01 1,121 Palo Alto Networks 180 0.02 2,850 OceanFirst Financial 56 0.01 300 PAM Transportation Services 15 – 3,653 Ocwen Financial 6 – 800 Panhandle Oil and Gas 8 – 21,084 Office Depot 34 – 1,152 Papa John's International 41 – 1,880 Office Properties Income Trust 39 – 2,669 Par Pacific 43 – 2,787 OFG Ban 52 0.01 600 PAR Technology 13 – 7,231 OGE Energy 243 0.03 9,322 Paramount 103 0.01 2,087 Oil States International 30 – 1,900 Park Electrochemical 25 – 419 Oil-Dri Corp of America 11 – 7,835 Park Hotels & Resorts 170 0.02 1,739 Okta 169 0.02 784 Park National 61 0.01 4,079 Old Dominion Freight Line 480 0.05 733 Parke Bancorp 14 – 678 Old Line Bancshares 14 – 4,982 Parker-Hannifin 668 0.07 8,903 Old National Bancorp 116 0.01 526 Park-Ohio 14 – 17,675 Old Republic International 312 0.03 13,812 Parsley Energy 207 0.02 1,842 Old Second Bancorp 18 – 5,134 Party City Holdco 30 – 10,514 Olin 182 0.02 1,125 Patrick Industries 44 0.01 1,725 Ollie's Bargain Outlet 118 0.01 33 Patriot Transportation – – 743 Olympic Steel 8 – 4,226 Pattern Energy 77 0.01 317 Omega Flex 19 – 4,814 Patterson 87 0.01 8,661 Omega Healthcare Investors 251 0.03 10,423 Patterson-UTI Energy 94 0.01 1,548 Omnicell 105 0.01 7,754 Paychex 503 0.05 6,737 Omnicom 435 0.04 1,837 Paycom Software 326 0.03 1,288 Omnova Solutions 6 – 1,118 Paylocity 83 0.01 5,031 On Deck Capital 16 – 14,272 PayPal 1,287 0.13 20,507 ON Semiconductor 327 0.03 5,991 PBF Energy 148 0.02 2,108 ONE Gas 150 0.02 1,500 PC Connection 41 – 800 One Liberty Properties 18 – 607 PCSB Financial 10 – 7,304 OneMain 195 0.02 3,155 PDC Energy 90 0.01 11,341 ONEOK 615 0.06 2,933 PDF Solutions 30 – 1,716 OneSpan 19 – 5,100 PDL BioPharma 13 – 11,365 OPKO Health 22 – 804 PDL Community Bancorp 9 – 429 Oppenheimer 9 – 582 pdvWireless 22 – 1,874 Opus Bank 31 – 5,841 Peabody Energy 111 0.01 64,800 Oracle 2,903 0.29 1,155 Peapack-Gladstone Financial 26 – 3,386 OraSure Technologies 25 – 5,826 Pebblebrook Hotel Trust 129 0.01 3,395 ORBCOMM 19 – 1,619 Pegasystems 91 0.01 2,060 O'Reilly Automotive 600 0.06 3,355 Penn National Gaming 51 0.01 370 Origin Bancorp 10 – 574 Penn Virginia 14 – 820 Orion 2 – 200 Penns Woods Bancorp 7 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 118 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

2,453 Pennsylvania Real Estate Investment 763 Preferred Bank 28 – Trust 13 – 319 Preformed Line Products 14 – 2,674 PennyMac Financial Services 47 0.01 2,959 Premier 91 0.01 4,244 Penske Automotive 158 0.02 554 Premier Financial Bancorp 7 – 7,584 Pentair 222 0.02 3,783 Presidio 41 – 525 Penumbra 66 0.01 2,693 Prestige Consumer Healthcare 67 0.01 740 Peoples Bancorp 19 – 1,773 PRGX Global 9 – 400 Peoples Bancorp of North Carolina 9 – 1,100 PriceSmart 44 0.01 506 Peoples Financial Services 18 – 2,771 Primerica 263 0.03 21,227 People's United Financial 281 0.03 1,647 Primo Water 16 – 793 People's Utah Bancorp 18 – 2,725 Primoris Services 45 0.01 24,213 PepsiCo 2,501 0.25 7,115 Principal Financial 325 0.03 1,600 Perficient 43 – 2,700 ProAssurance 77 0.01 5,152 Performance Food 162 0.02 29,243 Procter & Gamble 2,523 0.26 3,986 PerkinElmer 303 0.03 2,227 Progress Software 77 0.01 6,567 Perrigo 246 0.03 18,883 Progressive 1,190 0.12 8,844 Perspecta 163 0.02 14,952 Prologis 943 0.10 700 PetIQ 18 – 854 Proofpoint 81 0.01 700 PetMed Express 9 – 4,559 ProPetro 74 0.01 152,152 Pfizer 5,196 0.53 3,595 Prosperity Bancshares 187 0.02 13,052 PG&E 236 0.02 934 Protagonist Therapeutics 9 – 2,888 PGT 38 – 500 Protective Insurance 7 – 1,716 PH Glatfelter 23 – 774 Proto Labs 71 0.01 800 Phibro Animal Health 20 – 480 Providence Service 22 – 28,645 Philip Morris International In 1,773 0.18 575 Provident Bancorp 13 – 11,765 Phillips 66 867 0.09 3,200 Provident Financial Services I 61 0.01 2,100 Photronics 14 – 804 Prudential Bancorp 12 – 7,200 Physicians Realty Trust 99 0.01 8,573 Prudential Financial 682 0.07 900 PICO 8 – 994 PS Business Parks 132 0.01 5,436 Piedmont Office Realty Trust 85 0.01 2,303 PTC 163 0.02 125 Pier 1 Imports 1 – 13,618 Public Service Enterprise 631 0.06 6,224 Pilgrim's Pride 124 0.01 4,617 Public Storage 866 0.09 4,038 Pinnacle Financial Partners In 183 0.02 14,121 Pulte 352 0.04 4,395 Pinnacle West Capital 326 0.03 2,234 Pure Cycle 19 – 2,635 Pioneer Energy Services 1 – 4,598 Pure Storage 55 0.01 5,114 Pioneer Natural Resources 620 0.06 3,742 PVH 279 0.03 700 Piper Jaffray 41 – 209 QAD 7 – 7,782 Pitney Bowes 26 – 814 QCR 22 – 2,435 Pivotal Software 20 – 11,896 QEP Resources 68 0.01 1,109 PJT Partners 35 – 5,409 Qorvo 284 0.03 3,346 Planet Fitness 191 0.02 2,013 QTS Realty Trust 73 0.01 1,100 Plantronics 32 – 1,924 Quad Graphics 12 – 700 PlayAGS 11 – 488 Quaker Chemical 78 0.01 1,413 Plexus 65 0.01 25,860 QUALCOMM 1,550 0.16 7,146 PNC Financial Services 772 0.08 1,021 Qualys 70 0.01 3,054 PNM Resources 123 0.01 1,291 Quanex Building Products 19 – 2,794 Polaris Industries 201 0.02 7,635 Quanta Services 230 0.02 4,189 PolyOne 104 0.01 5,022 Quest Diagnostics 403 0.04 1,758 Pool 265 0.03 1,200 Quidel 56 0.01 5,544 Popular 237 0.02 1,446 QuinStreet 18 – 3,453 Portland General Electric 147 0.02 3,000 Quotient Technology 25 – 3,447 Post 283 0.03 18,765 Qurate Retail 183 0.02 476 Potbelly 2 – 11,230 Radian 202 0.02 400 Powell Industries 12 – 1,756 Radiant Logistics 8 – 817 Power Integrations 52 0.01 2,501 RadNet 27 – 6,336 PPG Industries 582 0.06 200 Rafael 5 – 20,173 PPL 493 0.05 2,217 Ralph Lauren 198 0.02 594 PQ 7 – 6,724 Rambus 64 0.01 2,633 PRA 58 0.01 12,862 Range Resources 71 0.01 2,251 PRA Health Sciences 176 0.02 1,100 Raven Industries 31 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 119 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

6,439 Raymond James Financial 429 0.04 1,483 Roku 106 0.01 2,332 Rayonier Advanced Materials 12 – 7,285 Rollins 206 0.02 6,447 Raytheon 884 0.09 2,447 Roper Technologies 707 0.07 964 RBC Bearings 127 0.01 8,794 Ross Stores 687 0.07 977 RE 24 – 6,343 Royal Caribbean Cruises 606 0.06 712 Reading International 7 – 2,460 Royal Gold 199 0.02 1,242 RealNetworks 2 – 5,870 RPC 33 – 6,037 Realogy 34 – 4,855 RPM International 234 0.02 2,808 RealPage 130 0.01 3,000 RPT Realty 29 – 9,194 Realty Income 499 0.05 4,226 RR Donnelley & Sons 7 – 2,868 Red Hat 424 0.04 4,099 RTI Surgical 14 – 442 Red Lion Hotels 2 – 1,322 RTW Retailwinds 2 – 500 Red Robin Gourmet Burgers 12 – 1,700 Rubicon Project 8 – 2,128 Red Rock Resorts 36 – 1,632 Rudolph Technologies 36 – 2,879 Redfin 41 – 1,150 Rush Enterprises 33 – 2,298 Regal Beloit 148 0.02 1,392 Ruth's Hospitality 25 – 6,583 Regency Centers 346 0.04 2,934 Ryder System 135 0.01 1,803 Regeneron Pharmaceuticals 445 0.05 1,600 Ryerson 10 – 1,241 REGENXBIO 50 0.01 2,602 Ryman Hospitality Properties 166 0.02 372 Regional Management 8 – 4,381 S lair Broadcast 185 0.02 25,139 Regions Financial 296 0.03 4,296 S&P Global 772 0.08 3,200 Regis 42 – 1,964 S&T Ban 58 0.01 2,638 Reinsurance Group of America 324 0.03 6,320 Sabra Health Care 98 0.01 3,696 Reliance Steel & Aluminum 276 0.03 13,170 Sabre 230 0.02 1,990 RenaissanceRe 279 0.03 731 Safeguard Scientifics 7 – 2,769 Renasant 78 0.01 1,000 Safety Insurance 75 0.01 2,029 Renewable Energy 25 – 1,026 Sage Therapeutics 148 0.02 3,136 Rent-A-Center 66 0.01 1,095 Saia 56 0.01 1,502 Repligen 102 0.01 1,721 SailPoint Technologies 27 – 1,029 Republic Bancorp 40 – 7,553 salesforce.com 902 0.09 2,529 Republic First Bancorp 10 – 4,737 Sally Beauty 50 0.01 8,634 Republic Services 589 0.06 1,148 Sanderson Farms 123 0.01 5,942 Resideo Technologies 102 0.01 1,725 Sandy Spring Bancorp 47 0.01 3,473 ResMed 334 0.03 3,725 Sangamo Therapeutics 32 – 4,100 Resolute Forest Products 23 – 2,407 Sanmina 57 0.01 1,526 Resources Connection 19 – 15,889 Santander Consumer USA 300 0.03 4,789 Retail Opportunity Investments 65 0.01 1,332 Sarepta Therapeutics 159 0.02 7,674 Retail Properties of America I 71 0.01 782 Saul Centers 35 – 651 Retail Value 18 – 1,161 Savara 2 – 1,314 Retrophin 21 – 634 SB One Bancorp 11 – 1,000 REV 11 – 3,285 SBA Communications 582 0.06 434 Revance Therapeutics 4 – 1,200 ScanSource 31 – 3,888 Rexford Industrial Realty 124 0.01 19,833 Schlumberger 621 0.06 5,161 Rexnord 123 0.01 4,522 Schneider National 65 0.01 409 RGC Resources 10 – 800 Schnitzer Steel Industries 16 – 818 RH 74 0.01 1,412 Scholastic 37 – 1,057 Rhythm Pharmaceuticals 18 – 1,892 Schweitzer-Mauduit International 49 0.01 5,153 Ribbon Communications 20 – 2,502 Science Applications International 170 0.02 500 Richardson Electronics 2 – 3,236 Scientific Games 51 0.01 3,800 Rigel Pharmaceuticals 8 – 4,399 Scorpio Bulkers 16 – 600 RigNet 5 – 1,956 Scotts Miracle-Gro 152 0.02 2,107 Ring Energy 5 – 38 Seaboard 122 0.01 1,132 RingCentral 102 0.01 1,100 Seachange International 1 – 1,293 Rite Aid 8 – 2,614 Seacoast Banking Corp of Florida 52 0.01 1,600 RLI 108 0.01 842 Seacor 31 – 7,060 RLJ Lodging Trust 99 0.01 846 Seacor Marine 10 – 682 RMR 25 – 10,430 Seagate Technology 387 0.04 5,653 Robert Half International 254 0.03 6,340 Sealed Air 214 0.02 2,912 Rockwell Automation 376 0.04 341 SeaSpine 4 – 700 Rogers 95 0.01 3,082 Seattle Genetics 168 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 120 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

3,837 SeaWorld Entertainment 94 0.01 6,951 Sonoco Products 358 0.04 5,591 SEI Investments 247 0.03 2,332 Sotheby's 107 0.01 1,028 Select Bancorp 9 – 3,279 South Jersey Industries 87 0.01 3,419 Select Energy Services 31 – 1,703 South State 99 0.01 6,563 Select Medical 82 0.01 22,120 Southern 963 0.10 3,071 Selective Insurance 181 0.02 2,097 Southern Copper 64 0.01 3,642 SemGroup 34 – 504 Southern First Bancshares 15 – 6,387 Sempra Energy 692 0.07 400 Southern Missouri Bancorp 11 – 1,993 Semtech 75 0.01 1,187 Southern National Bancorp of 526 Seneca Foods 12 – Virginia 14 – 8,321 Senior Housing Properties Trus 54 0.01 1,640 Southside Bancshares 42 – 8,179 Sensata Technologies 316 0.03 19,164 Southwest Airlines 767 0.08 1,663 Sensient Technologies 96 0.01 2,018 Southwest Gas 142 0.02 71 Sequential Brands – – 27,092 Southwestern Energy 67 0.01 1,299 Seritage Growth Properties 44 0.01 1,217 SP Plus 31 – 8,234 Service International 303 0.03 1,500 Spartan Motors 13 – 5,076 ServiceMaster Global 209 0.02 1,655 SpartanNash 15 – 1,869 ServiceNow 406 0.04 2,468 Spectrum Brands 105 0.01 1,887 ServisFirst Bancshares 51 0.01 2,320 Spectrum Pharmaceuticals 16 – 816 Shake Shack 46 0.01 1,957 Speedway Motorsports 29 – 2,199 Shenandoah Telecommunications 67 0.01 796 Spero Therapeutics 7 – 1,805 Sherwin-Williams 651 0.07 1,899 Spire 125 0.01 200 Shiloh Industries 1 – 4,943 Spirit AeroSystems 'A' 317 0.03 6,341 Ship Finance International 62 0.01 3,572 Spirit Airlines 134 0.01 772 Shoe Carnival 17 – 1,395 Spirit MTA REIT 9 – 651 Shore Bancshares 8 – 3,511 Spirit Realty Capital 118 0.01 1,169 Shutterfly 47 0.01 1,830 Splunk 181 0.02 1,179 Shutterstock 36 – 861 Spok 10 – 800 Sierra Bancorp 17 – 6,616 Sportsman's Warehouse 20 – 2,740 SIGA Technologies 12 – 24,792 Sprint 128 0.01 2,812 Signature Bank 268 0.03 5,521 Sprouts Farmers Market 82 0.01 2,849 Signet Jewelers 40 – 263 SPS Commerce 21 – 6,837 Silgan 165 0.02 2,008 SPX 52 0.01 1,426 Silicon Laboratories 116 0.01 2,062 SPX FLOW 68 0.01 693 SilverBow Resources 8 – 2,865 Square 164 0.02 4,823 Simmons First National 88 0.01 11,049 SRC Energy 43 – 5,335 Simon Property 672 0.07 6,571 SS&C Technologies 298 0.03 3,236 Simply Good Foods 61 0.01 2,891 St Joe 39 – 1,894 Simpson Manufacturing 99 0.01 744 STAAR Surgical 17 – 524 Simulations Plus 12 – 4,591 STAG Industrial 110 0.01 59,476 Sirius XM 262 0.03 1,252 Stage Stores 1 – 6,349 SITE Centers 66 0.01 616 Stamps.com 22 – 1,482 SiteOne Landscape Supply 81 0.01 800 Standard Motor Products 29 – 3,133 Six Flags Entertainment 123 0.01 600 Standex International 35 – 1,269 SJW 61 0.01 4,084 Stanley Black & Decker 465 0.05 7,093 Skechers U.S.A. 176 0.02 22,040 Starbucks 1,456 0.15 1,932 Skyline Champion 42 – 2,407 State Auto Financial 66 0.01 2,100 SkyWest 100 0.01 8,680 State Street 384 0.04 6,817 Skyworks Solutions 415 0.04 561 Steel Connect 1 – 3,424 SL Green Realty 216 0.02 11,512 Steel Dynamics 274 0.03 1,400 Sleep Number 45 0.01 4,573 Steelcase 62 0.01 21,532 SLM 165 0.02 1,223 Stepan 88 0.01 5,176 SM Energy 51 0.01 4,642 Stericycle 175 0.02 726 SMART Global 13 – 10,887 Sterling Bancorp 183 0.02 1,169 SmartFinancial 20 – 1,087 Sterling Bancorp Inc/MI 8 – 6,503 Snap 73 0.01 1,653 Sterling Construction 17 – 2,682 Snap-on 350 0.04 3,375 Steven Madden 90 0.01 1,611 SolarEdge Technologies 79 0.01 900 Stewart Information Services 29 – 1,572 Solaris Oilfield Infrastructure 19 – 4,014 Stifel Financial 187 0.02 1,900 Sonic Automotive 35 – 1,185 Stock Yards Bancorp 34 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 121 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

1,415 Stoneridge 35 – 2,601 Teladoc Health 136 0.01 8,684 STORE Capital 227 0.02 1,530 Teledyne Technologies 330 0.03 1,088 Strategic Education 153 0.02 1,085 Teleflex 283 0.03 300 Strattec Security 5 – 700 Telenav 4 – 400 Stratus Properties 8 – 5,677 Telephone & Data Systems 136 0.01 4,799 Stryker 777 0.08 3,625 Telus 106 0.01 583 Summit Financial Group 12 – 2,058 Tempur Sealy International 119 0.01 3,869 Summit Hotel Properties 35 – 4,267 Tenet Healthcare 69 0.01 6,215 Summit Materials 94 0.01 600 Tennant 29 – 3,352 Sun Communities 339 0.03 2,555 Tenneco 22 – 2,874 SunCoke Energy 20 – 4,253 Teradata 120 0.01 6,385 Sunrun 94 0.01 8,704 Teradyne 329 0.03 9,586 Sunstone Hotel Investors 104 0.01 3,671 Terex 91 0.01 10,713 SunTrust Banks 530 0.05 9,947 TerraForm Power 112 0.01 2,239 Super Micro Computer 34 – 2,354 Terreno Realty 91 0.01 700 Superior 9 – 600 Territorial Bancorp 14 – 7,476 Superior Energy 8 – 1,292 Tesla Motors 227 0.02 1,160 Superior Industries International 3 – 160 TESSCO Technologies 2 – 1,571 Supernus Pharma 41 – 2,748 Tetra Tech 170 0.02 1,301 Surgery Partners 8 – 5,106 TETRA Technologies 7 – 500 SurModics 17 – 1,400 Tetraphase Pharmaceuticals 1 – 1,863 SVB Financial 330 0.03 2,343 Texas Capital Bancshares 113 0.01 1,400 Switch 14 – 17,610 Texas Instruments 1,590 0.16 1,812 Sykes Enterprises 39 – 2,828 Texas Roadhouse 120 0.01 10,734 Symantec 184 0.02 2,079 Textainer 17 – 818 Synalloy 10 – 4,413 TFS Financial 63 0.01 1,836 Synaptics 42 – 6,603 Thermo Fisher Scientific 1,528 0.16 2,900 Synchronoss Technologies 18 – 1,397 Thermon 28 – 22,664 Synchrony Financial 619 0.06 4,764 Third Point Reinsurance 39 – 1,559 Syndax Pharmaceuticals 11 – 2,800 Thor Industries 129 0.01 5,212 Syneos Health 210 0.02 500 Tidewater 9 – 952 Synlogic 7 – 5,099 Tiffany & Co. 376 0.04 2,595 SYNNEX 202 0.02 4,526 Tile Shop 14 – 3,940 Synopsys 400 0.04 1,334 Tilly's 8 – 7,828 Synovus Financial 216 0.02 700 Timberland Bancorp 16 – 849 Syros Pharmaceuticals 6 – 4,499 Timken 'C' 182 0.02 11,127 Sysco 619 0.06 1,745 Timken Steel 11 – 1,631 Systemax 28 – 1,900 Tiptree 9 – 8,896 T Rowe Price 769 0.08 3,966 Titan International 15 – 1,347 Tableau Software 176 0.02 670 Titan Machinery 11 – 180 Tactile Systems Technology 8 – 2,429 Tivity Health 31 – 1,570 Tailored Brands 7 – 4,734 TiVo 28 – 2,710 Take-Two Interactive Software 242 0.03 18,705 TJX 779 0.08 2,153 Talos Energy 41 – 9,152 T-Mobile US 534 0.05 3,635 Tanger Factory Outlet Centers 46 0.01 7,638 Toll Brothers 221 0.02 12,249 Tapestry 306 0.03 766 Tompkins Financial 49 0.01 9,382 Targa Resources 290 0.03 1,344 Tootsie Roll Industries 39 – 20,150 Target 1,375 0.14 1,949 TopBuild 127 0.01 2,283 Taubman Centers 74 0.01 5,387 Torchmark 380 0.04 5,617 Taylor Morrison Home 93 0.01 4,760 Toro 251 0.03 8,597 TCF Financial 141 0.01 4,862 Total System Services 492 0.05 6,965 TD Ameritrade 274 0.03 1,176 Tower International 18 – 701 Team 8 – 1,358 Town Sports International 2 – 1,720 Tech Data 142 0.01 3,909 Towne Bank 84 0.01 17,136 Technipfmc 350 0.04 1,374 TPI Composites 27 – 1,190 TechTarget 20 – 4,476 Tractor Supply 384 0.04 3,179 Teekay 9 – 772 Trade Desk 139 0.01 2,894 Teekay Tankers 3 – 1,389 TransDigm 530 0.05 12,029 Tegna 144 0.02 6,725 TransUnion 389 0.04 1,738 Tejon Ranch 23 – 2,500 TravelCenters of America 7 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 122 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

10,519 Travelers 1,240 0.13 1,300 United Fire 50 0.01 500 Travelzoo 6 – 2,099 United Insurance 24 – 960 Trecora Resources 7 – 2,363 United Natural Foods 17 – 1,805 Tredegar 24 – 11,160 United Parcel Service 908 0.09 2,906 TreeHouse Foods 124 0.01 3,760 United Rentals 393 0.04 2,048 Trex 116 0.01 1,000 United Security Bancshares 9 – 6,826 TRI Pointe 64 0.01 191 United States Lime & Minerals 12 – 2,168 Tribune Media 79 0.01 9,674 United States Steel 117 0.01 1,913 Tribune Publishing 12 – 18,392 United Technologies 1,886 0.19 1,539 TriCo Bancshares 46 0.01 2,091 United Therapeutics 129 0.01 2,577 TriMas 63 0.01 25,869 UnitedHealth 4,974 0.50 9,432 Trimble Navigation 335 0.03 6,282 Uniti 47 0.01 3,216 TriNet 172 0.02 855 Unitil 40 – 6,858 Trinity Industries 112 0.01 956 Unity Bancorp 17 – 1,557 Trinseo 52 0.01 8,345 Univar 145 0.02 4,218 TripAdvisor 154 0.02 865 Universal 41 – 500 Triple-S Management 9 – 1,011 Universal Display 150 0.02 1,233 TriState Capital 21 – 587 Universal Electronics 19 – 4,055 Triton International 105 0.01 4,083 Universal Forest Products 122 0.01 1,341 Triumph Bancorp 31 – 596 Universal Health Realty Income 40 – 2,060 TrueBlue 36 – 4,236 Universal Health Services 'B' 435 0.04 3,030 TrueCar 13 – 1,600 Universal Insurance 35 – 4,866 TrustCo Bank 30 – 300 Universal Stainless & Alloy Pr 4 – 3,909 Trustmark 102 0.01 600 Universal Technical Institute 2 – 1,855 TTEC 68 0.01 960 Universal Truckload Services 17 – 2,723 TTM Technologies 22 – 1,550 Univest Corp of Pennsylvania 32 – 971 Tuesday Morning 1 – 10,696 Unum 283 0.03 1,945 Tupperware Brands 29 – 589 Upland Software 21 – 696 Turning Point Brands 27 – 4,439 Urban Edge Properties 61 0.01 2,800 Tutor Perini 31 – 5,304 Urban Outfitters 95 0.01 1,068 Twilio 115 0.01 1,075 Urstadt Biddle Properties 18 – 452 Twin Disc 5 – 33,458 US Bancorp 1,381 0.14 400 Twin River Worldwide 9 – 1,898 US Cellular 67 0.01 16,256 Twitter 447 0.05 1,117 US Concrete 44 0.01 590 Two River Bancorp 7 – 1,000 US Ecology 47 0.01 894 Tyler Technologies 152 0.02 9,824 US Foods 277 0.03 8,847 Tyson Foods 563 0.06 257 US Physical Therapy 25 – 1,871 Ubiquiti Networks 194 0.02 3,568 US Silica 36 – 10,787 UDR 382 0.04 702 USANA Health Sciences 44 0.01 601 UFP Technologies 19 – 312 Utah Medical Products 23 – 7,578 UGI 319 0.03 1,656 Vail Resorts 291 0.03 1,551 Ulta Salon Cosmetics & Fragran 424 0.04 10,896 Valero Energy 735 0.08 1,800 Ultra Clean 20 – 16,109 Valley National Bancorp 137 0.01 1,492 Ultragenyx Pharmaceutical 75 0.01 898 Valmont Industries 90 0.01 1,040 Ultralife 7 – 8,098 Valvoline 125 0.01 2,484 UMB Financial 129 0.01 1,618 Vanda Pharmaceuticals 18 – 1,094 UMH Properties 11 – 1,218 Varex Imaging 29 – 10,989 Umpqua 144 0.02 3,160 Varian Medical Systems 339 0.03 7,092 Under Armour 142 0.01 4,586 Vector 35 – 8,347 Under Armour 'C' 146 0.02 426 Vectrus 14 – 600 Unifi 9 – 3,636 Veeco Instruments 35 – 732 UniFirst 109 0.01 1,910 Veeva Systems 244 0.03 15,911 Union Pacific 2,121 0.22 10,417 Ventas 561 0.06 1,600 Unisys 12 – 3,171 Veoneer 43 – 1,943 Unit 14 – 2,400 Vera Bradley 23 – 5,408 United Bankshares 158 0.02 39,414 VEREIT 280 0.03 3,861 United Community Banks 87 0.01 2,313 Verint Systems 98 0.01 2,792 United Community Financial 21 – 3,411 VeriSign 562 0.06 11,602 United Continental 800 0.08 4,061 Verisk Analytics 469 0.05 2,302 United Financial Bancorp 26 – 2,027 Veritex 41 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 123 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

853 Veritiv 13 – 1,800 WellCare Health Plans 405 0.04 152,737 Verizon Communications 6,876 0.70 90,950 Wells Fargo 3,391 0.34 1,530 Verso 23 – 11,852 Welltower 762 0.08 3,720 Versum Materials 151 0.02 9,636 Wendy's 149 0.02 751 Vertex Pharmaceuticals 109 0.01 3,688 Werner Enterprises 90 0.01 8,142 VF 561 0.06 2,542 WesBanco 77 0.01 836 Viacom 'A' 22 – 3,970 Wesco Aircraft 35 – 18,622 Viacom 'B' 439 0.05 2,109 Wesco International 84 0.01 958 Viad 50 0.01 746 West Bancorporation 12 – 2,804 ViaSat 179 0.02 1,978 West Pharmaceutical Services I 195 0.02 8,200 Viavi Solutions 86 0.01 963 Westamerica Bancorporation 47 0.01 696 Vicor 17 – 5,310 Western Alliance Bancorp 187 0.02 1,667 Victory Capital 23 – 13,136 Western Digital 492 0.05 542 Village Super Market 11 – 864 Western New England Bancorp 6 – 5,186 Virtu Financial 89 0.01 16,987 Western Union 266 0.03 400 Virtus Investment Partners 34 – 3,876 Westlake Chemical 212 0.02 1,300 Virtusa 46 0.01 12,479 WestRock 358 0.04 27,279 Visa 3,712 0.38 200 Westwood 6 – 6,550 Vishay Intertechnology 85 0.01 1,794 WEX 294 0.03 488 Vishay Precision 16 – 338 Weyco 7 – 1,479 Vista Outdoor 10 – 4,365 Weyerhaeuser 91 0.01 1,625 Visteon 75 0.01 3,130 Whirlpool 351 0.04 19,754 Vistra Energy 352 0.04 154 White Mountains Insurance 124 0.01 937 Vitamin Shoppe 3 – 2,000 Whitestone REIT 20 – 800 VMware 105 0.01 4,356 Whiting Petroleum 64 0.01 8,391 Vonage 75 0.01 759 Willdan 22 – 7,302 Vornado Realty Trust 369 0.04 1,310 William Lyon Homes 19 – 1,200 VOXX International 4 – 28,368 Williams 627 0.06 6,658 Voya Financial 290 0.03 900 Williams Industrial Services 2 – 656 VSE 15 – 5,707 Williams-Sonoma 292 0.03 3,214 Vulcan Materials 348 0.04 2,968 Willis Towers Watson 448 0.05 4,260 W&T Offshore 17 – 821 WillScot 10 – 3,846 Wabash National 49 0.01 1,195 Wingstop 89 0.01 2,120 WABCO 221 0.02 133 Winmark 18 – 5,432 Wabtec 307 0.03 1,502 Winnebago Industries 46 0.01 4,221 Waddell & Reed Financial 55 0.01 2,892 Wintrust Financial 167 0.02 1,025 WageWorks 41 – 6,984 WisdomTree Investments 34 – 13,302 Walgreens Boots Alliance 573 0.06 3,318 Wolverine World Wide 72 0.01 1,472 Walker & Dunlop 62 0.01 2,602 Woodward 232 0.02 39,535 Wal-Mart Stores 3,441 0.35 1,417 Workday 230 0.02 27,545 Walt Disney 3,032 0.31 430 World Acceptance 56 0.01 3,656 Warrior Met Coal 75 0.01 2,977 World Fuel Services 84 0.01 4,100 Washington Federal 113 0.01 1,208 World Wrestling Entertainment 69 0.01 7,565 Washington Prime 23 – 6,444 Worldpay 630 0.06 3,215 Washington Real Estate Investm 68 0.01 2,700 Worthington Industries 86 0.01 800 Washington Trust Bancorp 33 – 6,448 WP Carey 413 0.04 3,246 Waste Connections (USD) 244 0.03 23,814 WPX Energy 216 0.02 12,477 Waste Management 1,135 0.12 8,454 WR Berkley 439 0.05 1,940 Waters 329 0.03 2,953 WR Grace & Co 178 0.02 988 Waterstone Financial 13 – 2,950 WSFS Financial 96 0.01 1,251 Watsco 161 0.02 1,633 WW Grainger 345 0.04 1,190 Watts Water Technologies 87 0.01 3,799 Wyndham Hotels & Resorts 167 0.02 2,417 Wayfair 278 0.03 3,722 Wyndham Worldwide 129 0.01 503 WD-40 63 0.01 3,111 Wynn Resorts 304 0.03 4,710 Webster Financial 177 0.02 13,159 Xcel Energy 617 0.06 6,980 WEC Energy 459 0.05 2,069 Xencor 67 0.01 2,229 Weight Watchers International 34 – 4,463 Xenia Hotels & Resorts 73 0.01 4,671 Weingarten Realty Investors 101 0.01 11,317 Xerox 316 0.03 1,548 Weis Markets 44 0.01 6,292 Xilinx 585 0.06 6,703 Welbilt 88 0.01 2,782 Xperi 45 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 124 International Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Fair of total Value net assets Holding Investment £'000 %

United States (continued)

6,496 XPO Logistics 296 0.03 4,560 Xylem 300 0.03 2,974 Yelp 80 0.01 279 York Water 8 – 1,325 YRC Worldwide 4 – 8,105 Yum! Brands 706 0.07 1,944 Zafgen 2 – 1,691 Zagg 9 – 9,046 Zayo 235 0.02 2,114 Zebra Technologies 349 0.04 133 Zedge – – 1,924 Zendesk 135 0.01 2,022 Zillow 'A' 73 0.01 5,963 Zillow 'C' 218 0.02 4,999 Zimmer 464 0.05 7,398 Zions Bancorporation 268 0.03 1,700 Zix 12 – 9,541 Zoetis 852 0.09 1,863 Zogenix 70 0.01 1,281 Zscaler 77 0.01 800 Zumiez 16 – 44,820 Zynga 'A' 216 0.02 582,002 58.90

Portfolio of Investments 99.73% (99.80%) 985,476 99.73 Net other assets 2,703 0.27 Net assets 988,179 100.00

Comparative figures shown in brackets relate to 31 December 2018. Securities are admitted to an official stock exchange listing or traded on another regulated market unless otherwise stated.

* Delisted and unquoted securities are held at the ACD's valuation.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 125 International Value Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Australia 2.85% (2.78%) Canada (continued)

194,289 AMP 226 0.05 62,148 Manulife Financial 890 0.18 205,609 Australia & New Zealand Banking 3,203 0.66 11,507 Nutrien 484 0.10 31,789 Bank of Queensland 167 0.03 1,932 SNC-Lavalin 31 0.01 35,283 Bendigo and Adelaide Bank 226 0.05 1,300 Stars 17 – 77,417 BlueScope Steel 515 0.11 20,323 Sun Life Financial 663 0.14 87,780 Boral 248 0.05 122,070 Suncor Energy 2,991 0.62 24,027 Crown Resorts 165 0.03 75,403 Teck Resources 'B' 1,365 0.28 38,674 Downer EDI 148 0.03 4,303 TMX 235 0.05 173,416 Fortescue Metals 863 0.18 23,500 Tourmaline Oil 236 0.05 72,998 Harvey Norman 164 0.03 44,843 Turquoise Hill Resources 43 0.01 136,052 Incitec Pivot 256 0.05 19,244 3.97 50,094 LendLease 359 0.07 Denmark 0.81% (0.70%) 85,443 National Australia Bank 1,260 0.26 18,394 Oil Search 72 0.01 81 A.P. Moller - Maersk 'A' 74 0.01 103,789 Origin Energy 419 0.09 144 A.P. Moller - Maersk 'B' 140 0.03 57,428 QBE Insurance 375 0.08 8,316 Carlsberg 871 0.18 156,151 Santos 610 0.13 26,164 Danske Bank 326 0.07 574,195 South32 1,008 0.21 450 Drilling Company of 1972 28 0.01 63,364 Star Entertainment 143 0.03 4,800 DSV 371 0.08 60,289 Suncorp 448 0.09 5,666 H Lundbeck 176 0.04 93,186 Tabcorp 229 0.05 14,727 ISS 351 0.07 76,709 Westpac Banking 1,200 0.25 768 Rockwool International 'B' 155 0.03 82,527 Whitehaven Coal 166 0.03 4,601 Tryg 118 0.02 62,525 Woodside Petroleum 1,255 0.26 16,889 Vestas Wind Systems 1,146 0.24 13,180 WorleyParsons 107 0.02 6,499 William Demant 159 0.03 13,832 2.85 3,915 0.81

Austria 0.05% (0.05%) Finland 0.45% (0.67%)

3,005 Erste Bank 88 0.02 19,524 Fortum 339 0.07 7,064 Raiffeisen Bank International 132 0.03 105,304 Nokia 413 0.08 955 voestalpine 23 – 74,391 Nordea Bank Abp 427 0.09 27,058 Stora Enso 250 0.05 243 0.05 37,077 UPM-Kymmene 773 0.16 Belgium 0.44% (0.44%) 2,202 0.45 9,410 Ageas 386 0.08 France 4.89% (4.98%) 10,982 KBC 567 0.12 6,393 Solvay 522 0.11 6,625 Arkema 485 0.10 10,170 UCB 661 0.13 47,305 AXA 979 0.20 40,160 BNP Paribas 1,505 0.31 2,136 0.44 43,821 Bollore 153 0.03 Canada 3.97% (3.89%) 22,888 Bouygues 669 0.14 8,021 AltaGas 96 0.02 36,112 Carrefour 550 0.11 32,673 Bank of Montreal (CAD) 1,942 0.40 4,304 Casino Guichard-Perrachon 116 0.02 55,282 Bank of Nova Scotia 2,338 0.48 42,712 Cie de Saint-Gobain 1,313 0.27 20,816 Cameco 174 0.04 13,831 Cie Generale des Etablissements 19,653 Canadian Imperial Bank of Michelin 1,384 0.29 Commerce 1,216 0.25 8,492 CNP Assurances 152 0.03 65,023 Canadian Natural Resources 1,380 0.28 29,512 Credit Agricole 279 0.06 44,969 Cenovus Energy 311 0.06 41,135 Electricite de France 409 0.08 100 E-L Financial 45 0.01 68,905 Engie 822 0.17 117,887 Encana (CAD) 477 0.10 53,675 Natixis 170 0.04 1,726 Fairfax Financial 666 0.14 153,948 Orange 1,914 0.40 41,859 First Quantum Minerals 312 0.06 78,431 Peugeot 1,522 0.31 2,693 Genworth MI Canada 67 0.01 21,682 Renault 1,075 0.22 8,683 Great-West Lifeco 158 0.03 3,062 Sanofi-Avetis 209 0.04 34,292 Husky Energy 256 0.05 11,117 SCOR 384 0.08 11,458 iA Financial 368 0.08 18,928 SES 233 0.05 6,800 Imperial Oil 148 0.03 45,298 Societe Generale 902 0.19 157,428 Kinross Gold 479 0.10 182,031 Total 8,047 1.66 6,100 Linamar 179 0.04 16,828 Valeo 431 0.09 51,382 Lundin Mining 222 0.05 23,703 4.89 37,262 Magna International 1,455 0.30

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 126 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Germany 3.51% (4.24%) Israel (continued)

13,430 Allianz 2,549 0.53 110,908 Israel Discount Bank 358 0.07 42,033 Bayer 2,306 0.47 24,346 Teva Pharmaceutical Industries 176 0.04 4,348 Bayerische Motoren Werke 213 0.04 1,082 0.22 28,001 Bayerische Motoren Werke 'A' 1,633 0.34 Italy 0.86% (0.81%) 56,602 Commerzbank 321 0.07 72,971 Daimler 3,212 0.66 49,980 ENI 655 0.14 96,702 Deutsche Bank 589 0.12 104,986 Fiat Chrysler Automobiles 1,155 0.24 34,642 Deutsche Lufthansa 468 0.10 447,934 Intesa Sanpaolo 756 0.16 2,645 Hapag-Lloyd 91 0.02 38,493 Mediobanca 313 0.06 15,974 Heidelberg Cement 1,018 0.21 1,493,887 Telecom Italia 643 0.13 3,628 Innogy 123 0.02 66,187 UniCredit 643 0.13 2,040 Metro AG 29 0.01 4,165 0.86 2,913 Muenchener Rueckversicherungs 578 0.12 Japan 10.78% (11.32%) 7,899 Porsche Automobil 404 0.08 7,600 Aisin Seiki 206 0.04 13,857 RWE 269 0.05 22,300 Amada 198 0.04 5,903 Talanx 202 0.04 2,600 Aozora Bank 49 0.01 86,787 Telefonica Deutschland 191 0.04 23,700 Asahi Glass 645 0.13 14,539 Uniper 349 0.07 3,000 Bank of Kyoto 91 0.02 2,716 Volkswagen 367 0.08 3,200 Canon Marketing Japan 55 0.01 15,605 Volkswagen Preference 2,075 0.43 32,000 Chiba Bank 123 0.03 805 Wacker Chemie 50 0.01 10,200 Chugoku Bank 71 0.01 17,037 3.51 26,100 Citizen 105 0.02 Hong Kong 1.47% (1.51%) 13,200 Coca-Cola Bottlers Japan 263 0.05

40,671 Bank of East Asia 89 0.02 62,300 Concordia Financial 182 0.04 99,000 Cathay Pacific Airways 117 0.02 5,500 Cosmo Energy 97 0.02 50,500 CK Asset 312 0.06 2,700 Credit Saison 25 0.01 193,954 CK Hutchison 1,507 0.31 12,100 Dai Nippon Printing 203 0.04 11,756 Great Eagle 40 0.01 19,000 Daicel Chemical 133 0.03 1,000 Guoco 12 – 3,000 Daido Steel 89 0.02 104,000 Hang Lung 227 0.05 40,300 Dai-ichi Life Insurance 479 0.10 103,000 Hang Lung Properties 193 0.04 8,100 Daio Paper 75 0.02 55,482 Henderson Land Development 241 0.05 122,000 Daiwa Securities 421 0.09 27,500 Hongkong Land 139 0.03 7,200 DeNA 109 0.02 81,284 Kerry Properties 269 0.06 15,500 Denso 513 0.11 578,677 New World Development 714 0.15 8,600 Dentsu 236 0.05 113,971 NWS 185 0.04 6,600 DIC 137 0.03 126,670 Shangri-La Asia 125 0.03 4,800 Dowa 121 0.02 195,732 Sino Land 259 0.05 7,500 Ebara 160 0.03 86,059 Sun Hung Kai Properties 1,151 0.24 3,100 Fuji Media 34 0.01 60,611 Swire Pacific 'A' 587 0.12 8,300 Fujifilm 332 0.07 81,137 Swire Pacific 'B' 121 0.02 8,100 Fukuoka Financial 116 0.02 121,462 Wharf 253 0.05 1,200 Fukuyama Transporting 34 0.01 26,462 Wharf Real Estate Investment 147 0.03 5,900 Furukawa Electric 136 0.03 48,090 Wheelock 271 0.06 23,868 Gunma Bank 66 0.01 76,000 Yue Yuen 164 0.03 9,900 H2O Retailing 90 0.02 26,000 Hachijuni Bank 84 0.02 7,123 1.47 22,600 Hankyu Hanshin 637 0.13 Ireland 0.63% (0.23%) 11,000 Haseko 88 0.02 43,389 Bank of Ireland 177 0.04 3,500 Heiwa 57 0.01 21,276 CRH 546 0.11 22,700 Hino Motors 150 0.03 9,837 Linde EUR 1,560 0.32 12,500 Hiroshima Bank 47 0.01 1,189 Linde USD 188 0.04 63,400 Hitachi 1,831 0.38 3,283 Paddy Power Betfair 194 0.04 4,300 Hitachi Capital 75 0.02 3,470 STERIS 407 0.08 22,800 Hitachi Metals 203 0.04 3,072 0.63 7,400 Hokuhoku Financial 61 0.01

Israel 0.22% (0.10%) 119,300 Honda Motor 2,431 0.50 11,500 Ibiden 158 0.03 32,985 Bank Hapoalim 193 0.04 14,400 Idemitsu Kosan 341 0.07 42,886 Bank Leumi 244 0.05 2,000 IHI 38 0.01 5,606 First International Bank of Israel 111 0.02 15,100 Iida 192 0.04

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 127 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Japan (continued)

67,200 Inpex 477 0.10 57,238 Nippon Steel 774 0.16 20,100 Isetan Mitsukoshi 128 0.03 15,500 Nippon Yusen 196 0.04 35,800 Itochu 539 0.11 172,800 Nissan Motor 976 0.20 5,200 Itoham Yonekyu 28 0.01 16,200 Nisshinbo 97 0.02 10,500 Iyo Bank 42 0.01 10,000 NOK 118 0.02 26,700 J Front Retailing 241 0.05 84,300 Nomura 234 0.05 37,300 JFE 432 0.09 11,800 Nomura Real Estate 200 0.04 6,200 JGC 67 0.01 23,600 NSK 165 0.03 15,900 JSR 198 0.04 59,300 NTN 139 0.03 19,500 JTEKT 186 0.04 49,600 Obayashi 385 0.08 202,000 JX 790 0.16 94,000 Oji Paper 427 0.09 8,000 Kamigumi 149 0.03 85,200 Orix 1,002 0.21 4,000 Kandenko 26 0.01 13,400 Rengo 85 0.02 5,000 Kaneka 148 0.03 38,700 Resona 127 0.03 13,400 Kawasaki Heavy Industries 248 0.05 33,100 Ricoh 260 0.05 7,000 Kinden 85 0.02 4,600 Rohm 243 0.05 35,800 Kobe Steel 184 0.04 3,600 Sankyo 103 0.02 2,600 Kokuyo 29 0.01 15,500 Seino 162 0.03 54,900 Konica Minolta 421 0.09 36,300 Sekisui House 471 0.10 6,300 K's 47 0.01 800 Shimamura 47 0.01 22,700 Kuraray 213 0.04 31,300 Shimizu 205 0.04 6,700 Kyocera 344 0.07 9,000 Shinsei Bank 110 0.02 7,347 Kyushu Financial 23 – 21,400 Shizuoka Bank 124 0.03 2,200 Lintec 36 0.01 9,400 Showa Denko 218 0.04 24,100 Lixil 300 0.06 77,600 Sojitz 196 0.04 7,700 Maeda 49 0.01 11,100 Sompo 338 0.07 5,000 Maeda Road Construction 83 0.02 33,400 Sumitomo 398 0.08 44,400 Marubeni 231 0.05 122,700 Sumitomo Chemical 448 0.09 600 Maruichi Steel Tube 13 – 56,900 Sumitomo Electric 588 0.12 72,500 Mazda Motor 596 0.12 13,700 Sumitomo Forestry 129 0.03 53,110 Mebuki Financial 109 0.02 11,000 Sumitomo Heavy Industries 298 0.06 9,200 Medipal 160 0.03 24,500 Sumitomo Metal Mining 576 0.12 43,200 Mitsubishi 898 0.19 8,300 Sumitomo Mitsui 237 0.05 63,600 Mitsubishi Chemical 350 0.07 64,700 Sumitomo Mitsui Financial 1,801 0.37 17,300 Mitsubishi Gas Chemical 182 0.04 3,100 Sumitomo Osaka Cement 97 0.02 16,450 Mitsubishi Heavy Industries 565 0.12 22,300 Sumitomo Rubber Industries 203 0.04 5,000 Mitsubishi Logistics 108 0.02 52,400 T&D 448 0.09 12,200 Mitsubishi Materials 273 0.06 8,300 Taiheiyo Cement 197 0.04 22,500 Mitsubishi Motors 85 0.02 10,000 Takashimaya 86 0.02 4,000 Mitsubishi Tanabe Pharma 35 0.01 26,900 Takeda Pharmaceutical 752 0.16 306,547 Mitsubishi UFJ Financial 1,147 0.24 22,800 Teijin 306 0.06 54,000 Mitsubishi UFJ Lease & Finance 225 0.05 22,300 Toda 97 0.02 40,900 Mitsui 524 0.11 3,300 Toho 58 0.01 13,100 Mitsui Chemicals 256 0.05 3,900 Tokai Rika 51 0.01 18,400 Mitsui Fudosan 352 0.07 14,900 Tokio Marine 588 0.12 9,900 Mitsui OSK Lines 187 0.04 2,500 Tokyo Broadcasting Systems 34 0.01 571,100 Mizuho Financial 652 0.13 21,000 Tokyo Tatemono 184 0.04 10,650 MS&AD Insurance 266 0.05 59,400 Tokyu Fudosan 258 0.05 3,100 Nagase 37 0.01 14,500 Toppan Printing 173 0.04 25,500 NEC 790 0.16 68,200 Toray Industries 408 0.08 16,900 NGK Insulators 194 0.04 21,200 Tosoh 235 0.05 7,600 NH Foods 256 0.05 17,800 Toyo Seikan Kaisha 278 0.06 18,000 NHK Spring 109 0.02 5,400 Toyoda Gosei 83 0.02 3,700 Nikkon 67 0.01 5,000 Toyota Industries 217 0.04 8,100 Nikon 90 0.02 150,461 Toyota Motor 7,357 1.52 8,000 Nippo 124 0.03 13,400 Toyota Tsusho 319 0.07 4,800 Nippon Electric Glass 96 0.02 3,000 TS Tech 64 0.01 4,200 Nippon Express 176 0.04 1,000 TV Asahi 13 – 12,200 Nippon Paper Industries 170 0.03 12,200 UBE Industries 199 0.04 2,200 Nippon Shokubai 114 0.02 5,400 Ushio 55 0.01

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 128 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Japan (continued) Spain (continued)

39,000 Yamada Denki 136 0.03 22,274 Caixabank 50 0.01 13,000 Yamaguchi Financial 70 0.01 22,605 EDP Renovaveis 183 0.04 9,600 Yamaha Motor 134 0.03 85,148 Repsol 1,052 0.22 2,300 Yamato Kogyo 53 0.01 85,148 Repsol Rights 37 0.01 14,700 Yokohama Rubber 213 0.04 6,337 1.31 10,000 Zeon 88 0.02 Sweden 1.04% (1.00%) 52,268 10.78 14,592 BillerudKorsnas 153 0.03 Netherlands 1.88% (1.78%) 28,261 Boliden 570 0.12 38,034 ABN AMRO 642 0.13 10,373 Dometic 82 0.02 89,396 Aegon 351 0.07 12,706 Getinge 157 0.03 70,321 ArcelorMittal 993 0.21 9,662 Holmen 162 0.03 12,239 ASR Nederland 391 0.08 4,657 ICA Gruppen 157 0.03 158,224 ING 1,447 0.30 3,622 Intrum Justitia 73 0.01 88,632 Koninklijke Ahold 1,572 0.32 3,096 Millicom International 137 0.03 11,535 Koninklijke DSM 1,125 0.23 6,189 Pandox 90 0.02 4,323 Koninklijke Vopak 157 0.03 3,369 Saab 87 0.02 23,326 LyondellBasell Industries 1,584 0.33 85,598 Skandinaviska Enskilda Banken 624 0.13 16,256 NN (EUR) 516 0.11 29,877 SKF 432 0.09 7,768 Randstad 336 0.07 50,822 SSAB 'B' 122 0.03 9,114 1.88 34,190 Svenska Cellulosa 'B' 234 0.05 51,881 Svenska Handelsbanken 'A' 405 0.08 New Zealand 0.10% (0.09%) 37,663 Swedbank 446 0.09 47,757 Air New Zealand 67 0.01 16,688 Tele2 'B' 192 0.04 33,381 Auckland International Airport 172 0.04 205,558 TeliaSonera 'A' 722 0.15 6,670 Ebos 81 0.02 15,971 Trelleborg 179 0.04 60,268 Fletcher Building (NZD) 155 0.03 5,024 1.04 475 0.10 Switzerland 4.57% (4.10%) Norway 0.39% (0.39%) 61,901 ABB 980 0.20 56,570 Den Norske Bank 830 0.17 15,939 Adecco 756 0.16 147,537 Norsk Hydro 416 0.09 19,647 Alcon 957 0.20 12,683 SpareBank 1 Sr-Bank 122 0.02 3,007 Baloise 420 0.09 26,162 Storebrand 'A' 152 0.03 68 Banque Cantonale Vaudoise 42 0.01 18,258 Subsea 7 173 0.04 25,390 Cie Financiere Richemont 1,700 0.35 5,224 Yara International 200 0.04 15,538 Clariant 249 0.05 1,893 0.39 55,716 Credit Suisse 527 0.11 Portugal 0.00% (0.01%) 4,994 Dufry 333 0.07 986 Flughafen Zuerich 146 0.03 212,158 Banco Espirito Santo 23 – 6,698 Garmin 421 0.09 23 – 1,025 Helvetia 101 0.02 Singapore 0.56% (0.50%) 19,704 Julius Baer 692 0.14 11,900 BOC Aviation 79 0.02 11,152 LafargeHolcim (CHF) 430 0.09 167,500 CapitaLand 344 0.07 13,517 LafargeHolcim (EUR) 520 0.11 36,200 City Developments 199 0.04 1,156 Lonza 308 0.06 26,152 Flextronics International 197 0.04 98,238 Novartis 7,083 1.46 542,100 Golden Agri-Resources 90 0.02 4,045 Swatch 173 0.03 165,200 Keppel 641 0.13 2,284 Swatch (BR) 516 0.11 140,700 SembCorp Industries 198 0.04 1,800 Swiss Life 704 0.14 66,333 Singapore Airlines 358 0.07 737 Swiss Prime Site 51 0.01 106,300 Singapore Press 150 0.03 7,196 Swiss Re 577 0.12 33,240 United Overseas Land 146 0.03 1,839 Swisscom 729 0.15 110,800 Wilmar International 239 0.05 103,838 UBS 974 0.20 85,600 Yangzijiang Shipbuilding 76 0.02 10,141 Zurich Insurance 'A' 2,787 0.57 2,717 0.56 22,176 4.57

Spain 1.31% (1.57%) United States 58.98% (58.42%)

183,346 Banco Bilbao Vizcaya Argentaria 809 0.16 21,757 Activision Blizzard 809 0.17 408,527 Banco de Sabadell 334 0.07 4,129 Advance Auto Parts 502 0.10 1,045,529 Banco Santander 3,828 0.79 6,414 Aecom Technology 191 0.04 23,789 Bankia 44 0.01 33,397 Aflac 1,443 0.30

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 129 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

6,589 AGCO 403 0.08 70,044 Citigroup 3,863 0.80 14,497 Air Products & Chemicals 2,586 0.53 9,141 Citizens Financial 255 0.05 7,129 Akamai Technologies 450 0.09 33,542 Cognizant Technology Solutions 1,676 0.35 8,004 Alaska Air 403 0.08 242,294 Comcast 8,074 1.66 7,194 Albemarle 399 0.08 500 ConAgra Foods 10 – 1,940 Alexion Pharmaceuticals 200 0.04 12,721 Concho Resources 1,035 0.21 714 Alleghany 383 0.08 46,564 ConocoPhillips 2,240 0.46 5,544 Allergan 733 0.15 7,355 Constellation Brands 1,142 0.24 17,174 Allstate 1,376 0.28 75,671 Corning 1,981 0.41 27,565 Ally Financial 673 0.14 11,441 Corteva 266 0.05 25,017 Altice USA 481 0.10 14,773 Coty 156 0.03 9,000 Amdocs 441 0.09 10,998 Cummins 1,485 0.31 1,173 Amerco 350 0.07 3,077 Curtiss-Wright 308 0.06 4,017 American Financial 324 0.07 53,860 CVS Caremark 2,314 0.48 23,120 American International 971 0.20 9,313 Cypress Semiconductor 163 0.03 17,528 Analog Devices 1,557 0.32 13,573 Danaher 1,529 0.31 11,118 Anthem 2,471 0.51 14,375 Davita 638 0.13 25,456 Apache 581 0.12 62,404 Delta Air Lines 2,792 0.58 13,875 Aramark 394 0.08 5,900 Dentsply Sirona 271 0.06 7,736 Arch Capital 226 0.05 31,450 Devon Energy 707 0.15 23,560 Archer-Daniels-Midland 758 0.16 6,070 Diamondback Energy 521 0.11 20,434 Arconic 416 0.09 12,400 Discovery Communications 'A' 300 0.06 3,272 Arcosa 96 0.02 24,760 Discovery Communications 'C' 555 0.11 7,019 Arrow Electronics 395 0.08 11,970 DISH Network 362 0.07 91 Ashland Global 6 – 800 Dolby Laboratories 41 0.01 2,651 Assurant 222 0.05 40,692 Dow 1,579 0.33 344,377 AT&T 9,090 1.87 34,881 DR Horton 1,186 0.24 6,695 Athene 227 0.05 11,441 DuPont de Nemours 677 0.14 3,418 Autoliv 190 0.04 18,525 DXC Technology 805 0.17 3,493 Avnet 125 0.03 10,936 Eastman Chemical 671 0.14 2,300 AXA Equitable 38 0.01 39,710 Eaton 2,608 0.54 2,213 Axis Capital 104 0.02 2,700 Elanco Animal Health 72 0.01 12,240 Baker Hughes 238 0.05 1,669 Everest Re 325 0.07 8,909 Ball 491 0.10 181,195 Exxon Mobil 10,941 2.26 185,791 Bank of America 4,247 0.88 12,686 FedEx 1,642 0.34 39,173 Bank of New York Mellon 1,362 0.28 25,858 Fidelity National Information Services 2,499 0.51 31,610 BB&T 1,223 0.25 61,302 Fifth Third Bancorp 1,348 0.28 29,136 Berkshire Hathaway 4,879 1.01 41,531 First Horizon National* – – 11,334 Biogen 2,089 0.43 4,746 First Horizon National Corp 56 0.01 1,189 Bio-Radiological Laboratories 293 0.06 1,900 First Solar 98 0.02 1,183 BOK Financial 70 0.01 143 Foot Locker 5 – 13,037 Borg-Warner 431 0.09 326,769 Ford Motor 2,632 0.54 7,279 Bunge 319 0.07 500 Fortune Brands Home & Security 23 – 7,010 Caesars Entertainment 65 0.01 10,214 Fox 'A' 295 0.06 37,596 Capital One Financial 2,689 0.55 5,184 Fox 'B' 149 0.03 20,006 Cardinal Health 742 0.15 12,691 Franklin Resources 348 0.07 4,938 Carlisle 546 0.11 101,864 Freeport-McMoRan Copper & Gold 931 0.19 8,446 CarMax 578 0.12 19,319 Gap 273 0.06 31,679 Carnival 1,162 0.24 175,190 General Electric 1,448 0.30 10,501 CBRE 425 0.09 61,969 General Motors 1,882 0.39 21,792 Centene 900 0.19 1,120 Genesee & Wyoming 'A' 88 0.02 72,566 CenturyLink 673 0.14 14,134 Goldman Sachs 2,278 0.47 17,299 CF Industries 636 0.13 15,735 Halliburton 282 0.06 9,084 Charter Communications 2,829 0.58 6,176 Harley-Davidson 174 0.04 88,881 Chevron 8,709 1.80 28,089 Hartford Financial Services 1,233 0.25 6,172 Chubb 716 0.15 4,635 Helmerich & Payne 185 0.04 23,752 Cigna 2,950 0.61 4,657 Henry Schein 257 0.05 4,535 Cimarex Energy 212 0.04 14,521 Hess 727 0.15 3,471 Cincinnati Financial 284 0.06 145,311 Hewlett Packard Enterprise 1,713 0.35 2,581 CIT 106 0.02 14,481 HollyFrontier 528 0.11

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 130 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

United States (continued) United States (continued)

4,785 Humana 1,001 0.21 51,396 Morgan Stanley 1,775 0.37 60,020 Huntington Bancshares 653 0.13 16,534 Mosaic 326 0.07 4,743 Huntsman 77 0.02 35,972 Mylan 540 0.11 2,962 Hyatt Hotels 'A' 178 0.04 19,376 National Oilwell Varco 339 0.07 17,255 Ingersoll-Rand 1,722 0.35 14,567 New York Community Bancorp 114 0.02 4,117 Ingredion 268 0.05 22,252 Newell Rubbermaid 270 0.06 236,362 Intel 8,918 1.84 17,687 Newmont Goldcorp 534 0.11 348 International Flavors & Fragrances 47,288 Newmont Mining 1,433 0.30 USD 40 0.01 16,242 News 'A' 173 0.04 28,131 International Paper 961 0.20 7,100 News 'B' 78 0.02 3,081 Interpublic Group of Cos 55 0.01 24,188 Nielsen 431 0.09 11,474 Invesco 185 0.04 34,869 Noble Energy 615 0.13 5,331 IQVIA 676 0.14 16,100 Norfolk Southern 2,527 0.52 6,250 Jacobs Engineering 416 0.09 16,782 Norwegian Cruise Line 706 0.15 87 Janus Henderson 1 – 4,198 Nuance Communications 53 0.01 3,778 Jazz Pharmaceuticals 425 0.09 25,470 Nucor 1,106 0.23 10,448 Jefferies Financial 158 0.03 40,555 Occidental Petroleum 1,606 0.33 19,314 JetBlue Airways 281 0.06 15,425 Old Republic International 272 0.06 8,823 JM Smucker 801 0.16 28,807 ON Semiconductor 459 0.09 75,055 Johnson Controls International 2,443 0.50 5,223 Oshkosh 344 0.07 2,978 Jones Lang LaSalle 330 0.07 9,027 Owens Corning 414 0.09 130,558 JPMorgan Chase 11,501 2.37 24,532 PACCAR 1,386 0.29 15,501 Juniper Networks 325 0.07 4,990 Packaging Corp of America 375 0.08 8,183 Kansas City Southern 785 0.16 4,125 PacWest Bancorp 126 0.03 55,535 KeyCorp 777 0.16 10,106 Parsley Energy 151 0.03 80,712 Kinder Morgan 1,327 0.27 10,425 People's United Financial 138 0.03 9,393 Knight-Swift Transportation 243 0.05 3,536 PerkinElmer 268 0.05 15,287 Kohl's 573 0.12 6,224 Perrigo 233 0.05 11,396 Kraft Heinz 279 0.06 19,341 Pfizer 661 0.14 57,744 Kroger 988 0.20 26,527 Phillips 66 1,955 0.40 3,824 L3 Technologies 741 0.15 8,249 Pioneer Natural Resources 1,000 0.21 7,002 Laboratory Corp of America 954 0.20 12,662 PNC Financial Services 1,368 0.28 4,969 Lear 547 0.11 4,695 Post 385 0.08 9,625 Leidos 605 0.12 22,254 Principal Financial 1,015 0.21 13,716 Lennar 'A' 523 0.11 11,212 Prudential Financial 892 0.18 1,704 Lennar 'B' 52 0.01 26,940 Pulte 672 0.14 1,000 Liberty Broadband 'A' 81 0.02 5,118 PVH 382 0.08 4,176 Liberty Broadband 'C' 343 0.07 6,600 Qorvo 347 0.07 700 Liberty Media 'C' 21 – 9,553 Quanta Services 288 0.06 3,963 Liberty SiriusXM 'A' 118 0.02 10,575 Quest Diagnostics 848 0.17 7,926 Liberty SiriusXM 'C' 237 0.05 31,683 Qurate Retail 309 0.06 8,145 Lincoln National 414 0.08 4,265 Ralph Lauren 382 0.08 23,237 LKQ 487 0.10 63,887 Regions Financial 751 0.15 12,800 Loews 551 0.11 2,843 Reinsurance Group of America 350 0.07 5,392 M&T Bank 722 0.15 6,112 Reliance Steel & Aluminum 456 0.09 23,392 Macy's 396 0.08 2,069 RenaissanceRe 290 0.06 5,530 Manpower 421 0.09 24,693 Republic Services 1,685 0.35 63,269 Marathon Oil 709 0.15 17,185 Royal Caribbean Cruises 1,641 0.34 34,155 Marathon Petroleum 1,504 0.31 1,758 Royal Gold 142 0.03 369 Markel 315 0.06 12,453 Santander Consumer USA 235 0.05 4,085 Martin Marietta Materials 741 0.15 38,684 Schlumberger 1,211 0.25 22,220 Marvell Technology 418 0.09 2 Seaboard 6 – 18,147 McKesson 1,921 0.40 10,907 Sensata Technologies 422 0.09 41,777 Medtronic 3,207 0.66 4,664 Skyworks Solutions 284 0.06 18,585 MetLife 727 0.15 4,227 Snap-on 551 0.11 45,539 MGM Resorts International 1,025 0.21 3,429 Sonoco Products 177 0.04 8,900 Microchip Technology 608 0.13 39,071 Southwest Airlines 1,564 0.32 68,520 Micron Technology 2,084 0.43 69,425 Sprint 360 0.07 5,879 Mohawk 683 0.14 4,932 SS&C Technologies 224 0.05 13,960 Molson Coors Brewing 616 0.13 12,263 Stanley Black & Decker 1,397 0.29 14,546 Mondelez International 618 0.13

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 131 International Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Fair of total Value net assets Holding Investment £'000 %

United States (continued)

18,339 State Street 810 0.17 18,379 Steel Dynamics 438 0.09 27,732 SunTrust Banks 1,372 0.28 42,076 Synchrony Financial 1,148 0.24 3,116 Synovus Financial 86 0.02 6,654 Tapestry 166 0.03 13,396 Targa Resources 414 0.09 30,693 Target 2,094 0.43 25,259 TE Connectivity 1,906 0.39 18,261 Technipfmc 373 0.08 245 Teledyne Technologies 53 0.01 5,103 Thermo Fisher Scientific 1,181 0.24 8,370 T-Mobile US 489 0.10 7,466 Toll Brothers 216 0.04 2,000 Torchmark 141 0.03 23,734 Travelers 2,797 0.58 23,524 Tyson Foods 1,496 0.31 25,066 United Continental 1,729 0.36 2,678 United Rentals 280 0.06 35,807 United Technologies 3,672 0.76 6,485 Universal Health Services 'B' 666 0.14 9,836 Unum 260 0.05 13,636 US Foods 384 0.08 34,824 Valero Energy 2,350 0.48 500 Viacom 'A' 13 – 24,673 Viacom 'B' 581 0.12 24,687 Vistra Energy 441 0.09 4,500 Voya Financial 196 0.04 4,793 Vulcan Materials 518 0.11 5,647 Wabtec 319 0.07 36,031 Walgreens Boots Alliance 1,552 0.32 33,000 Walt Disney 3,633 0.75 1,085 WellCare Health Plans 244 0.05 183,550 Wells Fargo 6,843 1.41 25,212 Western Digital 945 0.19 5,998 Westlake Chemical 329 0.07 14,840 WestRock 426 0.09 4,535 Whirlpool 509 0.10 48,868 Williams 1,079 0.22 834 Woodward 74 0.01 7,108 Worldpay 695 0.14 9,276 WR Berkley 482 0.10 20,836 Xerox 581 0.12 10,365 XPO Logistics 472 0.10 1,100 Zillow 'C' 40 0.01 8,575 Zimmer 795 0.16 10,302 Zions Bancorporation 373 0.08 285,999 58.98

Portfolio of Investments 99.76% (99.97%) 483,780 99.76 Net other assets 1,159 0.24 Net assets 484,939 100.00

Comparative figures shown in brackets relate to 31 December 2018. Securities are admitted to an official stock exchange listing or traded on another regulated market unless otherwise stated.

* Delisted and unquoted securities are held at the ACD's valuation.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 132 United Kingdom Core Equity Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Aerospace & Defence 2.41% (2.68%) Construction & Materials (continued) 20,844 Avon Rubber 283 0.04 19,065 Norcros 42 0.01 1,326,915 BAE Systems 6,571 0.90 104,685 Polypipe 464 0.06 161,077 Chemring 297 0.04 2,125,286 Taylor Wimpey 3,352 0.46 844,628 Cobham 900 0.12 25,505 Tyman 62 0.01 418,441 Meggitt 2,193 0.30 61,364 Volution 110 0.02 273,287 Qinetiq 763 0.10 8,403 1.15 661,501 Rolls-Royce 5,559 0.76 Electricity 0.95% (0.92%) 229,986 Senior 496 0.07 295,618 Drax 769 0.10 38,084 Ultra Electronics 628 0.08 552,756 SSE 6,197 0.85 17,690 2.41 6,966 0.95 Automobiles & Parts 0.39% (0.32%) Electronic & Electrical Equipment 1.17% (0.90%) 524,342 Auto Trader 2,869 0.39 34,642 Clarke (T) 41 0.01 2,869 0.39 13,438 Dialight 66 0.01 Banks 7.63% (8.21%) 271,470 Electrocomponents 1,718 0.23 27,650 Bank of Georgia 414 0.06 656 Gooch & Housego 7 – 3,897,126 Barclays 5,837 0.80 175,015 Halma 3,534 0.48 589,635 CYBG 1,133 0.15 46,380 ITM Power 16 – 4,494,420 HSBC 29,524 4.03 39,429 Luceco 42 0.01 20,130,146 Lloyds Banking 11,391 1.55 201,621 Morgan Advanced Materials 560 0.08 143,064 OneSavings Bank 519 0.07 19,256 Renishaw 820 0.11 1,086,393 Royal Bank of Scotland 2,386 0.33 44,631 Spectris 1,284 0.18 662,377 Standard Chartered 4,727 0.64 37,107 Strix 58 0.01 55,931 7.63 93,884 TT Electronics 215 0.03

Basic Materials 0.02% (0.00%) 5,439 Volex 5 – 184,334 Sibanye Gold 172 0.02 8,298 XP Power 183 0.02 172 0.02 8,549 1.17

Beverages 3.09% (2.80%) Financial Services 0.99% (0.57%) 62,831 Barr 582 0.08 106,162 Burford Capital 1,642 0.22 155,992 Britvic 1,385 0.19 7,497 City of London Investment 30 – 74,265 Coca-Cola 2,207 0.30 60,852 CMC Markets 54 0.01 498,599 Diageo 16,870 2.30 21,647 Georgia Capital 234 0.03 59,972 Fevertree Drinks 1,390 0.19 10,232 H&T 32 0.01 2,880 Nichols 49 – 19,389 Liontrust Asset Management 139 0.02 93,602 Stock Spirits 206 0.03 887,727 Man 1,383 0.19 22,689 3.09 613 Mortgage Advice Bureau 3 – 14,156 Non-Standard Finance 5 – Chemicals 1.10% (1.12%) 13,461 Numis 36 0.01 17,522 Carclo 3 – 13,739 Park 9 – 53,249 Croda International 2,723 0.37 11,957 Polar Capital 72 0.01 215,896 Elementis 305 0.04 11,702 Premier Asset Management 23 – 153,617 Essentra 659 0.09 812,952 Quilter 1,141 0.16 86,051 Johnson Matthey 2,864 0.39 25,813 Redde 27 – 6,490 Scapa 12 – 8,044 River & Mercantile 22 – 156,011 Synthomer 582 0.08 810,005 Standard Life Aberdeen 2,385 0.33 43,886 Victrex 950 0.13 7,237 0.99 8,098 1.10 Fixed Line Telecommunications 1.29% (1.11%) Construction & Materials 1.15% (1.02%) 4,185,413 BT 8,221 1.12 344,438 Balfour Beatty 833 0.11 315,934 KCOM 353 0.05 73,365 Costain 127 0.02 348,071 TalkTalk Telecom 388 0.05 130,810 Forterra 385 0.05 33,586 Telecom Plus 473 0.07 89,412 Galliford Try 564 0.08 9,435 1.29 17,436 Gleeson (MJ) 127 0.02 31,788 Henry Boot 78 0.01 Food & Drug Retailers 1.53% (1.74%) 229,036 Ibstock 557 0.08 62,127 Greggs 1,426 0.20 13,562 James Halstead 70 0.01 155,186 Just Eat 970 0.13 74,842 Keller 459 0.06 17,099 McColl's Retail 11 – 80,979 Kier 86 0.01 1,285,677 Morrison (Wm) Supermarkets 2,588 0.35 243,154 Low & Bonar 15 – 600,230 Sainsbury (J) 1,176 0.16 109,091 Marshalls 743 0.10 2,236,539 Tesco 5,068 0.69 26,717 Morgan Sindall 329 0.04 11,239 1.53

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 133 United Kingdom Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Food Producers 2.55% (2.69%) General Retailers (continued) 1,189 Anglo-Eastern Plantations 5 – 624,133 Debenhams 11 – 58,182 Associated British Foods 1,432 0.20 28,930 Dignity 187 0.03 25,070 Cranswick 648 0.09 653,002 Dixons Carphone 715 0.10 132,228 Devro 274 0.04 58,839 Dunelm Mill 541 0.07 242,621 Greencore 531 0.07 36,750 Findel 93 0.01 18,481 Hilton Food 179 0.02 35,848 GAME Digital 11 – 587,695 Premier Foods 194 0.03 157,360 Halfords 353 0.05 928 REA 1 – 360,521 Inchcape 2,221 0.30 239,708 Tate & Lyle 1,770 0.24 260,070 JD Sports Fashion 1,525 0.21 279,002 Unilever 13,656 1.86 36,556 Joules 93 0.01 18,690 2.55 1,237,366 Kingfisher 2,659 0.36

Forestry & Paper 0.33% (0.35%) 239,550 Lookers 121 0.02 134,235 Mondi 2,401 0.33 21,348 Majestic Wine 55 0.01 2,401 0.33 1,095,004 Marks & Spencer 2,307 0.31 119,384 Mothercare 25 – Gas, Water & Multiutilities 1.96% (2.45%) 37,803 Motorpoint 85 0.01 2,866,045 Centrica 2,515 0.34 50,463 Next 2,789 0.38 582,453 National Grid 4,868 0.67 107,703 Ocado 1,256 0.17 221,462 Pennon 1,639 0.22 1,052,262 Pendragon 168 0.02 123,800 Severn Trent 2,534 0.35 342,526 Pets at Home 639 0.09 357,120 United Utilities 2,795 0.38 143,068 Sports Direct International 395 0.05 14,351 1.96 37,629 Superdry 173 0.02 General Financials 3.49% (3.49%) 15,421 Ted Baker 124 0.02 376,750 3i 4,195 0.57 93,959 Topps Tiles 62 0.01 138,233 Arrow Global 314 0.04 179,501 Vertu Motors 72 0.01 193,441 Ashmore 985 0.13 65,596 WH Smith 1,292 0.18 166,799 Brewin Dolphin 509 0.07 21,317 2.91 472 Charles Stanley 1 – Health Care Equipment & Services 1.31% (1.28%) 19,380 Charles Taylor 43 0.01 15,635 Advanced Medical Solutions 47 0.01 98,153 Close Brothers 1,388 0.19 1,422,440 Assura 906 0.12 98,418 Hargreaves Lansdown 1,886 0.26 33,040 CareTech 123 0.02 186,635 IG 1,090 0.15 27,313 Consort Medical 232 0.03 84,991 Intermediate Capital 1,174 0.16 521,596 ConvaTec 760 0.10 162,367 International Personal Finance 195 0.03 149,188 Mediclinic International Limited 455 0.06 396,790 Investec 2,026 0.28 25,927 NMC Health 623 0.09 327,730 IP 245 0.03 333,949 Smith & Nephew 5,692 0.78 92,932 John Laing 366 0.05 171,711 Spire Healthcare 205 0.03 223,620 Jupiter Fund Management 945 0.13 66,903 UDG Healthcare 534 0.07 118,246 London Stock Exchange 6,487 0.88 9,577 1.31 202,918 Paragon 890 0.12 82,321 Provident Financial 340 0.05 Household Goods & Home Construction 3.60% (3.46%) 18,519 Rathbone Brothers 407 0.05 566,159 Barratt Developments 3,242 0.44 16,800 Schroders 412 0.06 90,073 Bellway 2,505 0.34 20,287 Schroders (Non-Voting) 619 0.08 79,583 Berkeley 2,964 0.40 363,249 TP ICAP 1,087 0.15 98,001 Bovis Homes 1,009 0.14 25,604 3.49 203,505 Countryside Properties 607 0.08 195,369 Crest Nicholson 697 0.10 General Industrials 1.06% (0.98%) 90,566 DFS Furniture 229 0.03 715,894 DS Smith 2,594 0.35 119,927 Grafton 967 0.13 227,370 RPC 1,802 0.25 45,708 Headlam 215 0.03 165,634 Smiths 2,591 0.35 380,916 Howden Joinery 1,931 0.26 147,507 Vesuvius 808 0.11 115,945 McBride 93 0.01 7,795 1.06 291,395 McCarthy & Stone 398 0.05 General Retailers 2.91% (2.59%) 152,814 Persimmon 3,051 0.42 17,413 ASOS 444 0.06 121,436 Reckitt Benckiser 7,544 1.03 456,036 B&M European Value Retail 1,520 0.21 166,883 Redrow 906 0.12 329,584 boohoo 697 0.10 10,760 Telford Homes 34 0.01 113,016 Brown (N) 146 0.02 15,808 Watkin Jones 32 0.01 197,279 Card Factory 347 0.05 26,424 3.60 47,686 Carpetright 8 – Industrial Engineering 1.77% (1.51%) 25,321 CVS 183 0.03 95,849 Bodycote International 792 0.11

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 134 United Kingdom Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Industrial Engineering (continued) Media (continued) 23,492 Flowtech Fluidpower 31 – 580,321 WPP 5,746 0.78 41,758 Hill & Smith 489 0.07 27,709 3.78 173,214 IMI 1,798 0.25 Mining 8.44% (8.16%) 1,629,926 Melrose Industries 2,948 0.40 134,221 Acacia Mining 238 0.03 10,230 Porvair 59 0.01 566,604 Anglo American 12,712 1.73 112,240 Renold 36 0.01 113,790 Anglo Pacific 233 0.03 320 Rhi Magnesita 15 – 197,746 Antofagasta 1,837 0.25 447,319 Rotork 1,416 0.19 558,505 BHP 11,251 1.54 147,076 Severfield 101 0.01 900,122 Centamin 1,027 0.14 34,574 Spirax-Sarco Engineering 3,176 0.43 31,433 Central Asia Metals 67 0.01 24,706 Trifast 57 0.01 172,203 Evraz 1,145 0.16 18,079 Vitec 206 0.03 225,382 Ferrexpo 625 0.09 119,385 Weir 1,844 0.25 84,183 Fresnillo 732 0.10 12,968 1.77 80,295 Gem Diamonds 62 0.01 Industrial Transportation 0.81% (0.59%) 4,574,692 Glencore 12,500 1.71 511,172 BBA Aviation 1,441 0.20 144,729 Highland Gold Mining 295 0.04 7,891 Braemar Shipping Services 15 – 175,037 Hochschild Mining 335 0.05 15,690 Clarkson 392 0.05 123,987 KAZ Minerals 748 0.10 26,057 Fisher (J) & Sons 500 0.07 150,014 Pan African Resources 15 – 653,404 International Consolidated Airlines 3,116 0.43 504,147 Petra Diamonds 99 0.01 240,936 Stagecoach 306 0.04 1,834,986 Petropavlovsk 180 0.02 65,127 Wincanton 171 0.02 363,975 Rio Tinto 17,764 2.42 5,941 0.81 61,865 8.44

Leisure Goods 0.15% (0.09%) Mobile Telecommunications 1.56% (1.79%) 1,993 Frontier Developments 20 – 1,561 Gamma Communications 18 – 18,267 Games Workshop 906 0.13 264,632 Inmarsat 1,441 0.20 169,920 Photo-Me International 158 0.02 7,687,088 Vodafone 9,941 1.36 1,084 0.15 11,400 1.56

Life Insurance 3.59% (3.27%) Non-life Insurance 1.50% (1.77%) 1,328,833 Aviva 5,535 0.76 89,866 Admiral 1,984 0.27 95,409 Chesnara 315 0.04 190,852 Beazley 1,052 0.14 2,185 Hansard Global 1 – 910,514 Direct Line Insurance 3,020 0.41 2,309,773 Legal & General 6,225 0.85 260,039 Hastings 508 0.07 370,275 Phoenix 2,625 0.36 84,555 Hiscox 1,430 0.20 583,999 Prudential 10,021 1.37 162,323 Lancashire 1,118 0.15 143,039 St James's Place 1,570 0.21 330,376 RSA Insurance 1,904 0.26 26,292 3.59 11,016 1.50

Media 3.78% (3.52%) Oil & Gas Producers 13.96% (13.45%) 9,583 4imprint 258 0.04 280,083 Amerisur Resources 36 – 45,808 Bloomsbury Publishing 104 0.01 7,431,168 BP 40,767 5.56 1,986 Centaur Media 1 – 449,421 Cairn Energy 778 0.11 134,381 Connect 50 0.01 12,201 Diversified Gas & Oil 13 – 57,976 Daily Mail & General Trust 453 0.06 80,588 Eland Oil & Gas 95 0.01 248,876 Entertainment One 988 0.14 1,329,335 EnQuest 262 0.04 43,411 Euromoney Institutional Investor 564 0.08 97,971 Genel Energy 189 0.03 104,460 Huntsworth 102 0.01 175,660 Gulf Keystone Petroleum 395 0.05 368,080 Informa 3,074 0.42 243,333 Hurricane Energy 128 0.02 1,634,855 ITV 1,766 0.24 24,980 IGas Energy 14 – 11,381 M&C Saatchi 39 0.01 457,440 John Wood 2,067 0.28 321,301 Moneysupermarket.com 1,324 0.18 14,052 Nostrum Oil & Gas 7 – 8,022 NAHL 9 – 98,306 Pantheon Resources 20 – 9,960 Next Fifteen Communications 63 0.01 36,236 Parkmead 19 – 233,232 Pearson 1,911 0.26 1,112,900 Premier Oil 856 0.12 232,485 Reach 181 0.02 212,504 Rockhopper Exploration 43 0.01 455,514 RELX 8,696 1.19 1,120,952 Royal Dutch Shell 'A' 28,836 3.93 417,040 Rightmove 2,230 0.30 959,379 Royal Dutch Shell 'B' 24,757 3.38 2,118 STV 7 – 127,282 San Leon Energy 48 0.01 27,620 Tarsus 117 0.02 176,747 Savannah Petroleum 30 – 15,779 Tremor International 18 – 32,288 Serica Energy 41 – 4,359 Wilmington 8 – 175,400 SOCO International 122 0.02

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 135 United Kingdom Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Oil & Gas Producers (continued) Real Estate Investment & Services (continued) 1,353,944 Tullow Oil 2,837 0.39 19,136 Secure Income REIT 77 0.01 20,000 Victoria Oil & Gas 3 – 458,258 Segro 3,345 0.46 102,363 13.96 117,369 Shaftesbury 943 0.13 152,910 St. Modwen Properties 669 0.09 Oil Equipment, Services & Distribution 0.18% (0.20%) 11,050 Gulf Marine Services 1 – 251,372 Standard Life Investment Property Income 237 0.03 105,696 Hunting 540 0.07 821,561 Tritax Big Box 1,268 0.17 168,940 Lamprell 107 0.02 101,179 U&I 137 0.02 159,415 Petrofac 685 0.09 138,643 UNITE 1,351 0.18 1,333 0.18 41,572 Urban & Civic 137 0.02 Personal Goods 0.48% (0.49%) 64,280 Workspace 562 0.08 172,783 Burberry 3,216 0.44 26,009 3.55 155,827 PZ Cussons 333 0.04 Software & Computer Services 1.38% (1.11%) 3,549 0.48 24,894 Aveva 1,006 0.14 Pharmaceuticals & Biotechnology 5.66% (7.33%) 37,235 Computacenter 496 0.07 85,780 Alliance Pharma 58 0.01 27,336 EMIS 331 0.05 297,656 AstraZeneca 19,157 2.62 23,378 FDM 217 0.03 71,323 BTG 595 0.08 31,291 iomart 101 0.01 109,957 Circassia Pharmaceuticals 18 – 28,653 Kainos 187 0.03 11,800 Genus 312 0.04 127,344 Micro Focus International 2,628 0.36 1,221,373 GlaxoSmithKline 19,256 2.63 65,467 NCC 107 0.01 75,447 Hikma Pharmaceuticals 1,299 0.18 208,843 Playtech 891 0.12 56,548 Horizon Discovery 88 0.01 15,540 RM 37 – 456,262 Indivior 195 0.03 405,671 Sage 3,254 0.44 2,979 Oxford Biomedica 21 – 33,346 SDL 169 0.02 4,759 PureTech Health 10 – 72,876 Softcat 707 0.10 526,970 Vectura 454 0.06 10,131 1.38 41,463 5.66 Support Services 7.04% (6.57%) Real Estate Investment & Services 3.55% (3.59%) 409,298 AA 197 0.03 78,632 Big Yellow 778 0.11 212,214 Aggreko 1,676 0.23 473,726 British Land 2,550 0.35 204,995 Ashtead 4,619 0.63 372,189 Capital & Counties Properties 806 0.11 305,848 Babcock International 1,401 0.19 271,772 Capital & Regional 39 – 76,081 BCA Marketplace 185 0.03 83,114 CLS 178 0.02 19,366 Biffa 40 0.01 194,931 Countrywide 8 – 112,497 Bunzl 2,337 0.32 174,317 Custodian REIT 207 0.03 87,190 Capita 92 0.01 3,988 Daejan 222 0.03 51,267 Carillion* 8 – 54,530 Derwent London 1,699 0.23 38,456 Clipper Logistics 109 0.02 45,971 Ediston Property Investment 41 0.01 41,088 DCC 2,884 0.39 343,497 Empiric Student Property 312 0.04 57,645 De La Rue 176 0.02 155,717 Foxtons 83 0.01 57,836 Diploma 884 0.12 119,896 GCP Student Living 194 0.03 31,038 DiscoverIE 128 0.02 321,881 Grainger 789 0.11 142,621 Equiniti 313 0.04 136,238 Great Portland Estates 932 0.13 319,337 Experian 7,607 1.04 387,097 Hammerson 1,072 0.15 96,303 Ferguson 5,391 0.74 266,714 Hansteen 259 0.04 950,905 G4S 1,977 0.27 74,490 Helical Bar 274 0.04 172,697 Gocompare.Com 161 0.02 450,423 Intu Properties 343 0.05 910,024 Hays 1,429 0.20 278,154 Land Securities 2,317 0.32 143,931 HomeServe 1,708 0.23 480,621 LondonMetric Property 1,013 0.14 85,765 Interserve 5 – 17,600 LSL Property Services 37 – 55,144 Intertek 3,034 0.41 15,231 McKay Securities 36 – 387,542 ITE 277 0.04 201,942 Newriver REIT 360 0.05 409,264 IWG 1,394 0.19 510,704 Primary Health Properties 680 0.09 47,574 John Menzies 216 0.03 131,669 Raven Property 48 0.01 122,032 Johnson Service 181 0.03 175,269 RDI REIT 185 0.02 468,843 Just 263 0.04 198,541 Regional REIT 213 0.03 85,443 Kin and Carta 89 0.01 23,505 Regional REIT Rights – – 61,548 Mears 158 0.02 121,443 Safestore 745 0.10 353,432 Merlin Entertainments 1,587 0.22 76,139 Savills 682 0.09 1,200 Midwich 7 – 330,768 Schroder Real Estate Investment 181 0.02 281,777 MITIE 412 0.06

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 136 United Kingdom Core Equity Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Support Services (continued) Travel & Leisure (continued) 103,428 Northgate 359 0.05 694,919 Thomas Cook 91 0.01 198,156 PageGroup 1,017 0.14 177,204 TUI Travel 1,368 0.19 40,050 PayPoint 388 0.05 43,589 Wetherspoon (JD) 622 0.08 23,145 Renew 95 0.01 66,346 Whitbread 3,069 0.42 342,843 Renewi 99 0.01 308,332 William Hill 477 0.06 818,147 Rentokil Initial 3,249 0.44 512 Wizz Air 17 – 27,050 Ricardo 205 0.03 716 Young & Co's Brewery 'A' 12 – 34,927 Robert Walters 224 0.03 33,149 4.52 485,501 Royal Mail 1,028 0.14 163,629 RPS 176 0.02 Portfolio of Investments 100.17% (99.64%) 734,322 100.17 246,715 Serco 355 0.05 Net other liabilities (1,223) (0.17) 341,878 SIG 443 0.06 Net assets 733,099 100.00 14,262 Smart Metering Systems 75 0.01 Comparative figures shown in brackets relate to 31 December 2018. 366,799 Speedy Hire 230 0.03 Securities are admitted to an official stock exchange listing or traded on another regulated 85,302 SThree 243 0.03 market unless otherwise stated. 190,969 Travis Perkins 2,434 0.33 * Delisted and unquoted securities are held at the ACD's valuation. 1,906 VP 16 – 51,581 7.04

Technology Hardware & Equipment 0.13% (0.11%) 35,780 Oxford Instruments 460 0.06 277,336 Spirent Communications 423 0.06 6,334 Telit Communications 10 – 54,768 Xaar 45 0.01 938 0.13

Tobacco 2.72% (2.74%) 503,409 British American Tobacco 13,836 1.89 330,105 Imperial Tobacco 6,097 0.83 19,933 2.72

Transportation Services 0.02% (0.03%) 146,066 Stobart 161 0.02 161 0.02

Travel & Leisure 4.52% (4.64%) 182,668 888 297 0.04 39,500 Carnival 1,374 0.19 484,481 Cineworld 1,227 0.17 368,729 Compass 6,958 0.95 26,557 Dart 221 0.03 232,887 Domino's Pizza 647 0.09 105,021 easyJet 1,000 0.14 361,814 EI 711 0.10 944,721 FirstGroup 923 0.13 10,169 Fuller Smith & Turner 108 0.01 28,996 Go-Ahead 571 0.08 236,918 Greene King 1,463 0.20 249,968 GVC 1,629 0.22 47,268 Gym 114 0.02 85,037 Hollywood Bowl 191 0.03 20,631 Hostelworld 37 – 70,667 InterContinental Hotels 3,655 0.50 33,928 JPJ 249 0.03 523,090 Marston's 610 0.08 88,111 Millennium & Copthorne Hotels 599 0.08 153,589 Mitchells & Butlers 439 0.06 353,176 National Express 1,418 0.19 65,829 On the beach 312 0.04 119,864 Rank 191 0.03 287,834 Restaurant 379 0.05 4,508 Revolution Bars 3 – 693,744 Saga 276 0.04 275,720 SSP 1,891 0.26

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 137 United Kingdom Small Companies Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Aerospace & Defence 3.81% (3.84%) Electronic & Electrical Equipment (continued) 45,685 Avon Rubber 621 0.14 648,663 Electrocomponents 4,105 0.95 434,482 Chemring 800 0.19 916 Gooch & Housego 10 – 3,426,715 Cobham 3,651 0.85 58,576 Luceco 63 0.01 1,082,110 Meggitt 5,670 1.31 398,261 Morgan Advanced Materials 1,107 0.26 838,053 Qinetiq 2,342 0.54 51,775 Renishaw 2,204 0.51 659,562 Senior 1,422 0.33 165,069 Spectris 4,751 1.10 119,073 Ultra Electronics 1,964 0.45 54,654 Strix 86 0.02 16,470 3.81 230,222 TT Electronics 527 0.12

Automobiles & Parts 0.73% (1.46%) 78,901 Volex 74 0.02 576,436 Auto Trader 3,154 0.73 21,084 XP Power 464 0.11 3,154 0.73 13,573 3.14

Banks 1.02% (1.08%) Financial Services 2.19% (0.91%) 58,672 Bank of Georgia 879 0.20 102,453 Burford Capital 1,585 0.37 1,311,622 CYBG 2,520 0.58 183,803 CMC Markets 162 0.04 5,877 Metro Bank 31 0.01 43,383 Georgia Capital 469 0.11 272,150 OneSavings Bank 987 0.23 4,294 H&T 14 – 4,417 1.02 31,548 Liontrust Asset Management 226 0.05 2,429,076 Man 3,783 0.88 Beverages 1.84% (1.63%) 7,162 Mortgage Advice Bureau 41 0.01 183,975 Barr 1,706 0.39 39,738 Non-Standard Finance 14 – 359,614 Britvic 3,193 0.74 38,749 Numis 105 0.02 98,118 Fevertree Drinks 2,273 0.53 53,958 Polar Capital 323 0.08 14,337 Nichols 243 0.06 30,557 Premier Asset Management 59 0.01 235,094 Stock Spirits 517 0.12 1,897,564 Quilter 2,663 0.62 7,932 1.84 15,792 Redde 16 – Chemicals 1.67% (1.89%) 9,460 2.19 67,064 Carclo 13 – Fixed Line Telecommunications 0.78% (0.72%) 865,401 Elementis 1,223 0.28 814,057 KCOM 908 0.21 394,404 Essentra 1,691 0.39 1,077,764 TalkTalk Telecom 1,202 0.28 34,385 Scapa 64 0.02 89,558 Telecom Plus 1,263 0.29 96,350 Sirius Minerals 14 – 3,373 0.78 392,457 Synthomer 1,464 0.34 122,529 Victrex 2,651 0.62 Food & Drug Retailers 0.82% (0.51%) 16,228 Zote Foams 95 0.02 153,111 Greggs 3,516 0.82 7,215 1.67 19,625 McColl's Retail 13 – 3,529 0.82 Construction & Materials 2.95% (2.85%) 985,414 Balfour Beatty 2,385 0.55 Food Producers 2.31% (2.75%) 161,207 Costain 280 0.06 27,183 Anglo-Eastern Plantations 130 0.03 259,209 Forterra 763 0.18 48,371 Carr's 76 0.02 177,463 Galliford Try 1,119 0.26 76,493 Cranswick 1,977 0.46 50,978 Gleeson (MJ) 371 0.09 263,513 Devro 546 0.13 106,150 Henry Boot 262 0.06 700,361 Greencore 1,532 0.36 612,569 Ibstock 1,489 0.34 43,706 Hilton Food 423 0.10 12,975 James Halstead 67 0.01 2,518 MP Evans 17 – 112,570 Keller 690 0.16 1,197,366 Premier Foods 395 0.09 253,411 Kier 269 0.06 12,467 REA 16 – 590,041 Low & Bonar 35 0.01 657,841 Tate & Lyle 4,858 1.12 332,668 Marshalls 2,267 0.52 9,970 2.31 55,456 Morgan Sindall 683 0.16 Gas, Water & Multiutilities 1.00% (1.05%) 18,437 Norcros 41 0.01 582,918 Pennon 4,314 1.00 327,741 Polypipe 1,451 0.34 4,314 1.00 172,637 Tyman 417 0.10 General Financials 6.59% (7.33%) 90,241 Volution 163 0.04 236,619 Arrow Global 537 0.12 12,752 2.95 515,180 Ashmore 2,622 0.61 Electricity 0.38% (0.59%) 438,703 Brewin Dolphin 1,339 0.31 633,336 Drax 1,648 0.38 20,923 Charles Stanley 59 0.01 1,648 0.38 54,572 Charles Taylor 122 0.03

Electronic & Electrical Equipment 3.14% (2.95%) 218,543 Close Brothers 3,090 0.71 24,050 Clarke (T) 28 0.01 500,322 IG 2,923 0.68 31,328 Dialight 154 0.03 419,184 Intermediate Capital 5,789 1.34

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 138 United Kingdom Small Companies Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

General Financials (continued) Household Goods & Home Construction (continued) 361,320 International Personal Finance 434 0.10 609,157 Countryside Properties 1,818 0.42 657,465 IP 491 0.11 373,508 Crest Nicholson 1,333 0.31 446,099 John Laing 1,757 0.41 265,565 DFS Furniture 672 0.16 600,615 Jupiter Fund Management 2,537 0.59 329,610 Grafton 2,656 0.61 455,713 Paragon 2,000 0.46 121,400 Headlam 570 0.13 222,406 Provident Financial 917 0.21 828,131 Howden Joinery 4,198 0.97 70,464 Rathbone Brothers 1,550 0.36 280,826 McBride 225 0.05 4,004 S&U 91 0.02 539,082 McCarthy & Stone 736 0.17 746,484 TP ICAP 2,234 0.52 378,804 Redrow 2,057 0.48 28,492 6.59 14,997 Telford Homes 47 0.01 82,455 Watkin Jones 170 0.04 General Industrials 1.53% (1.46%) 586,121 RPC 4,645 1.08 21,766 5.04 357,900 Vesuvius 1,961 0.45 Industrial Engineering 3.72% (4.87%) 6,606 1.53 284,786 Bodycote International 2,352 0.55 43,631 Castings 179 0.04 General Retailers 5.67% (6.00%) 16,778 ASOS 428 0.10 13,365 Flowtech Fluidpower 18 – 1,119,202 B&M European Value Retail 3,730 0.86 932 Goodwin 32 0.01 772,153 boohoo 1,634 0.38 115,377 Hill & Smith 1,351 0.31 232,602 Brown (N) 301 0.07 370,615 IMI 3,847 0.89 444,680 Card Factory 782 0.18 6,768 Porvair 39 0.01 117,342 Carpetright 18 – 113,398 Renold 37 0.01 39,022 CVS 282 0.07 24,390 Rhi Magnesita 1,180 0.27 1,851,799 Debenhams 34 0.01 1,151,589 Rotork 3,646 0.84 71,189 Dignity 461 0.11 288,553 Severfield 197 0.05 1,648,919 Dixons Carphone 1,805 0.42 9,507 Spirax-Sarco Engineering 873 0.20 125,677 Dunelm Mill 1,155 0.27 111,134 Trifast 255 0.06 69,789 Findel 176 0.04 50,284 Vitec 573 0.13 95,300 GAME Digital 28 0.01 96,843 Weir 1,496 0.35 301,360 Halfords 675 0.16 16,075 3.72 327,354 HMV* – – Industrial Metals & Mining 0.00% (0.00%) 612,613 Inchcape 3,774 0.87 121,785 BlueJay Mining 9 – 362,891 JD Sports Fashion 2,128 0.49 9 – 3,072 Joules 8 – Industrial Transportation 1.84% (1.68%) 492,943 Lookers 249 0.06 1,502,254 BBA Aviation 4,236 0.98 19,372 Majestic Wine 50 0.01 31,567 Braemar Shipping Services 58 0.01 356,696 Mothercare 76 0.02 36,746 Clarkson 919 0.21 30,232 Motorpoint 68 0.02 75,204 Fisher (J) & Sons 1,442 0.34 2,012,136 Pendragon 322 0.07 659,824 Stagecoach 837 0.19 604,178 Pets at Home 1,127 0.26 172,092 Wincanton 453 0.11 313,973 Sports Direct International 867 0.20 7,945 1.84 79,317 Superdry 366 0.08 Leisure Goods 0.61% (0.33%) 44,645 Ted Baker 360 0.08 6,462 Frontier Developments 65 0.02 246,597 Topps Tiles 163 0.04 45,368 Games Workshop 2,250 0.52 273,604 Vertu Motors 109 0.03 330,597 Photo-Me International 307 0.07 167,456 WH Smith 3,299 0.76 2,622 0.61 24,475 5.67 Life Insurance 0.93% (1.30%) Health Care Equipment & Services 2.17% (1.31%) 189,051 Chesnara 625 0.15 8,313 Advanced Medical Solutions 25 – 21,583 Hansard Global 10 – 3,927,066 Assura 2,502 0.58 476,810 Phoenix 3,380 0.78 74,136 CareTech 277 0.06 4,015 0.93 71,820 Consort Medical 610 0.14 1,535,795 ConvaTec 2,239 0.52 Media 3.66% (3.53%) 78,831 Integrated Diagnostics 304 0.07 29,824 4imprint 802 0.19 365,546 Mediclinic International 1,114 0.26 163,907 Ascential 584 0.13 326,014 Spire Healthcare 390 0.09 86,707 Bloomsbury Publishing 197 0.04 242,318 UDG Healthcare 1,932 0.45 93,220 Centaur Media 42 0.01 9,393 2.17 229,876 Connect 86 0.02 246,286 Daily Mail & General Trust 1,924 0.44 Household Goods & Home Construction 5.04% (4.83%) 537,393 Entertainment One 2,132 0.49 181,402 Bellway 5,045 1.17 140,090 Euromoney Institutional Investor 1,821 0.42 217,352 Bovis Homes 2,239 0.52

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 139 United Kingdom Small Companies Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Media (continued) Oil Equipment, Services & Distribution (continued) 7,095 Future 69 0.02 224,857 Hunting 1,148 0.27 348,700 Huntsworth 340 0.08 359,596 Lamprell 227 0.05 9,660 M&C Saatchi 33 0.01 353,091 Petrofac 1,518 0.35 733,536 Moneysupermarket.com 3,024 0.70 2,904 0.67 26,495 Next Fifteen Communications 169 0.04 Personal Goods 0.22% (0.24%) 477,707 Reach 371 0.09 453,031 PZ Cussons 969 0.22 719,286 Rightmove 3,845 0.89 969 0.22 2,452 STV 8 – Pharmaceuticals & Biotechnology 2.05% (2.60%) 73,019 Tarsus 310 0.07 131,418 Alizyme* – – 759 Tremor International 1 – 210,968 Alliance Pharma 143 0.03 39,597 Wilmington 75 0.02 522,412 BTG 4,362 1.01 15,833 3.66 225,080 Circassia Pharmaceuticals 36 0.01 Mining 2.14% (2.07%) 30,474 Genus 807 0.19 280,079 Acacia Mining 497 0.12 119,125 Hikma Pharmaceuticals 2,051 0.47 238,511 Anglo Pacific 489 0.11 74,962 Horizon Discovery 117 0.03 1,870,403 Centamin 2,134 0.49 1,022,919 Indivior 436 0.10 89,785 Central Asia Metals 192 0.05 6,259 Oxford Biomedica 43 0.01 451,166 Ferrexpo 1,251 0.29 19,711 PureTech Health 43 0.01 170,044 Gem Diamonds 131 0.03 966,008 Vectura 832 0.19 292,163 Highland Gold Mining 595 0.14 8,870 2.05 469,224 Hochschild Mining 898 0.21 Real Estate Investment & Services 10.89% (10.78%) 30,508 International Ferro Metals* – – 239,384 Big Yellow 2,369 0.55 403,905 Kaz Minerals 2,437 0.56 1,072,780 Capital & Counties Properties 2,323 0.54 1,316,948 Petra Diamonds 259 0.06 851,172 Capital & Regional 123 0.03 3,513,078 Petropavlovsk 343 0.08 254,242 CLS 545 0.13 9,226 2.14 638,221 Countrywide 27 0.01 Mobile Telecommunications 0.77% (0.58%) 454,107 Custodian REIT 539 0.12 19,394 Gamma Communications 221 0.05 10,912 Daejan 607 0.14 571,573 Inmarsat 3,113 0.72 145,480 Derwent London 4,533 1.05 3,334 0.77 919,356 Empiric Student Property 835 0.19 Non-life Insurance 2.43% (4.29%) 396,588 Foxtons 210 0.05 762,527 Beazley 4,201 0.97 181,929 GCP Student Living 295 0.07 398,121 Hastings 778 0.18 980,148 Grainger 2,401 0.55 188,146 Hiscox 3,182 0.74 405,000 Great Portland Estates 2,770 0.64 337,215 Lancashire 2,322 0.54 931,232 Hammerson 2,580 0.60 10,483 2.43 719,856 Hansteen 698 0.16 165,096 Helical Bar 608 0.14 Oil & Gas Producers 2.86% (2.90%) 462,494 Amerisur Resources 60 0.01 952,085 Intu Properties 725 0.17 996,034 Cairn Energy 1,724 0.40 1,393,925 LondonMetric Property 2,938 0.68 90,161 Diversified Gas & Oil 100 0.02 102,279 LSL Property Services 214 0.05 118,866 Eland Oil & Gas 140 0.03 77,548 McKay Securities 182 0.04 2,556,816 EnQuest 504 0.12 485,436 Newriver REIT 865 0.20 106,742 Genel Energy 206 0.05 1,288,355 Primary Health Properties 1,716 0.40 317,634 Gulf Keystone Petroleum 715 0.17 213,323 Raven Property 78 0.02 436,941 Hurricane Energy 229 0.05 483,899 RDI REIT 511 0.12 15,135 IGas Energy 9 – 578,993 Regional REIT 552 0.13 632,842 John Wood 2,859 0.66 362,876 Safestore 2,226 0.51 78,257 Nostrum Oil & Gas 37 0.01 216,399 Savills 1,939 0.45 36,764 Pantheon Resources 8 – 859,451 Schroder Real Estate Investment 471 0.11 50,026 Parkmead 26 0.01 60,826 Secure Income REIT 243 0.06 1,179,893 Premier Oil 907 0.21 366,271 Shaftesbury 2,943 0.68 108,937 Rockhopper Exploration 22 0.01 316,497 St. Modwen Properties 1,385 0.32 757,349 Savannah Petroleum 130 0.03 614,974 Standard Life Investment Property Income 579 0.13 11,538 Serica Energy 15 – 12,519 Town Centre Securities 26 0.01 314,246 SOCO International 218 0.05 1,679,237 Tritax Big Box 2,591 0.60 2,121,359 Tullow Oil 4,444 1.03 199,855 U&I 271 0.06 12,353 2.86 341,885 UNITE 3,332 0.77 Oil Equipment, Services & Distribution 0.67% (0.77%) 83,334 Urban & Civic 274 0.06 116,201 Gulf Marine Services 11 –

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 140 United Kingdom Small Companies Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Real Estate Investment & Services (continued) Technology Hardware & Equipment 0.60% (0.52%) 175,904 Workspace 1,537 0.35 40,860 IQE 25 0.01 47,061 10.89 80,918 Oxford Instruments 1,039 0.24 882,851 Spirent Communications 1,347 0.31 Software & Computer Services 2.52% (1.97%) 65,655 Telit Communications 105 0.02 72,443 Aveva 2,928 0.68 111,356 Xaar 91 0.02 108,599 Computacenter 1,445 0.33 47,050 EMIS 570 0.13 2,607 0.60 63,313 FDM 589 0.14 Transportation Services 0.09% (0.13%) 58,201 iomart 188 0.04 361,568 Stobart 400 0.09 86,592 Kainos 565 0.13 400 0.09

318,431 NCC 518 0.12 Travel & Leisure 8.41% (8.38%) 388,206 Playtech 1,656 0.38 289,837 888 471 0.11 70,807 RM 169 0.04 36,442 Air Partner 28 0.01 115,111 SDL 582 0.14 1,378,880 Cineworld 3,491 0.81 171,720 Softcat 1,667 0.39 64,732 Dart 539 0.13 10,877 2.52 682,727 Domino's Pizza 1,897 0.44 Support Services 11.84% (9.98%) 1,290 easyJet 12 – 907,185 AA 437 0.10 800,099 EI 1,573 0.36 372,172 Aggreko 2,939 0.68 1,982,192 FirstGroup 1,938 0.45 543,323 Babcock International 2,490 0.58 35,104 Fuller Smith & Turner 372 0.09 535,479 BCA Marketplace 1,300 0.30 73,196 Go-Ahead 1,442 0.33 187,832 Biffa 386 0.09 525,377 Greene King 3,244 0.75 682,125 Capita 719 0.17 240,897 GVC 1,570 0.36 525,814 Carillion* 79 0.02 167,035 Gym 404 0.09 53,703 Clipper Logistics 152 0.03 53,801 Hollywood Bowl 121 0.03 160,060 De La Rue 488 0.11 78,279 Hostelworld 139 0.03 161,413 Diploma 2,468 0.57 89,756 JPJ 660 0.15 103,184 DiscoverIE 427 0.10 969,376 Marston's 1,130 0.26 485,461 Equiniti 1,065 0.25 210,391 Millennium & Copthorne Hotels 1,431 0.33 1,850,488 G4S 3,847 0.89 348,518 Mitchells & Butlers 997 0.23 447,400 Gocompare.Com 418 0.10 607,020 National Express 2,437 0.56 1,853,670 Hays 2,910 0.67 144,320 On the beach 685 0.16 406,404 HomeServe 4,824 1.12 260,972 Rank 415 0.10 146,059 Interserve 9 – 739,699 Restaurant 975 0.23 1,097,382 ITE 785 0.18 1,523,641 Saga 606 0.14 886,794 IWG 3,020 0.70 103,101 Sportech 34 0.01 116,804 John Menzies 530 0.12 601,235 SSP 4,124 0.95 190,829 Johnson Service 284 0.07 1,995,461 Thomas Cook 262 0.06 1,215,171 Just 683 0.16 133,332 Wetherspoon (JD) 1,901 0.44 228,176 Kin and Carta 237 0.05 1,225,040 William Hill 1,893 0.44 32,441 Macfarlane 31 0.01 39,008 Wizz Air 1,329 0.31 183,096 Mears 471 0.11 12,192 Young & Co's Brewery 'A' 208 0.05 1,023,816 Merlin Entertainments 4,598 1.06 36,328 8.41 555,676 MITIE 812 0.19 217,603 Northgate 756 0.17 Portfolio of Investments 99.89% (100.08%) 431,624 99.89 441,599 PageGroup 2,265 0.52 Net other assets 456 0.11 97,075 PayPoint 941 0.22 Net assets 432,080 100.00 10,507 Renew 43 0.01 Comparative figures shown in brackets relate to 31 December 2018. 1,009,382 Renewi 290 0.07 Securities are admitted to an official stock exchange listing or traded on another regulated 74,855 Ricardo 567 0.13 market unless otherwise stated. 73,492 Robert Walters 470 0.11 *Delisted and unquoted securities are held at the ACD's valuation. 871,891 Royal Mail 1,847 0.43 368,278 RPS 396 0.09 38,444 Serco 55 0.01 998,013 SIG 1,293 0.30 68,610 Smart Metering Systems 363 0.08 746,056 Speedy Hire 469 0.11 150,932 SThree 429 0.10 347,346 Travis Perkins 4,427 1.02 17,874 VP 154 0.04 51,174 11.84

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 141 United Kingdom Value Fund

Portfolio Statement as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Aerospace & Defence 1.39% (1.31%) Food & Drug Retailers 4.07% (4.42%) 301,753 Chemring 556 0.10 13,905 McColl's Retail 9 – 1,531,524 Cobham 1,632 0.28 2,168,335 Morrison (Wm) Supermarkets 4,365 0.75 690,973 Meggitt 3,621 0.62 1,741,602 Sainsbury (J) 3,412 0.58 383,012 QinetiQ 1,070 0.18 7,081,813 Tesco 16,047 2.74 302,941 Senior 653 0.11 23,833 4.07 37,068 Ultra Electronics 611 0.10 Food Producers 1.17% (0.46%) 8,143 1.39 13,349 Anglo-Eastern Plantations 64 0.01 Banks 16.72% (16.66%) 214,530 Associated British Foods 5,280 0.90 34,911 Bank of Georgia 523 0.09 24,512 Carr's 38 0.01 10,736,774 Barclays 16,082 2.75 126,549 Devro 262 0.04 873,247 CYBG 1,678 0.29 381,706 Greencore 835 0.14 6,280,394 HSBC 41,256 7.05 819,673 Premier Foods 271 0.05 35,796,084 Lloyds Banking 20,257 3.46 13,268 Tate & Lyle 98 0.02 129,963 OneSavings Bank 471 0.08 6,848 1.17 2,862,022 Royal Bank of Scotland 6,285 1.08 Gas, Water & Multiutilities 0.34% (0.00%) 1,576,442 Standard Chartered 11,249 1.92 2,285,508 Centrica 2,006 0.34 97,801 16.72 2,006 0.34

Beverages 0.07% (0.07%) General Financials 3.76% (3.50%) 177,994 Stock Spirits 392 0.07 1,043,874 3i 11,624 1.99 392 0.07 126,105 Arrow Global 286 0.05 Chemicals 0.23% (0.30%) 128,115 Close Brothers 1,812 0.31 30,337 Carclo 6 – 7,847 Intermediate Capital 108 0.02 381,937 Elementis 539 0.09 261,028 International Personal Finance 313 0.05 184,400 Essentra 791 0.14 630,338 Investec 3,218 0.55 1,336 0.23 53,695 IP 40 0.01 281,561 John Laing 1,109 0.19 Construction & Materials 1.58% (1.64%) 554,865 Balfour Beatty 1,343 0.23 287,460 Paragon 1,261 0.21 34,714 Costain 60 0.01 96,765 Provident Financial 399 0.07 116,675 Galliford Try 736 0.13 611,302 TP ICAP 1,830 0.31 11,804 Gleeson (MJ) 86 0.01 22,000 3.76 85,634 Henry Boot 211 0.04 General Industrials 1.22% (0.71%) 223,282 Ibstock 542 0.09 791,739 DS Smith 2,869 0.49 70,140 Keller 430 0.07 395,584 RPC 3,135 0.53 149,147 Kier 158 0.03 209,347 Vesuvius 1,147 0.20 333,203 Low & Bonar 20 – 7,151 1.22 37,153 Morgan Sindall 458 0.08 General Retailers 2.48% (2.68%) 17,876 Norcros 40 0.01 167,307 Brown (N) 217 0.04 2,981,696 Taylor Wimpey 4,702 0.80 19,030 Carpetright 3 – 143,513 Tyman 347 0.06 1,375,762 Debenhams 25 – 74,356 Volution 134 0.02 1,009,561 Dixons Carphone 1,105 0.19 9,267 1.58 4,536 GAME Digital 1 – Electricity 0.17% (0.27%) 204,662 Halfords 459 0.08 392,701 Drax 1,022 0.17 351,471 Inchcape 2,165 0.37 1,022 0.17 1,877,343 Kingfisher 4,034 0.69 362,173 Lookers 183 0.03 Electronic & Electrical Equipment 0.06% (0.15%) 157,833 TT Electronics 361 0.06 19,061 Majestic Wine 49 0.01 2,007,322 Marks & Spencer 4,229 0.72 361 0.06 95,724 Mothercare 20 – Financial Services 1.42% (1.28%) 1,699,423 Pendragon 272 0.05 72,073 CMC Markets 63 0.01 501,425 Pets at Home 936 0.16 27,734 Georgia Capital 300 0.05 205,127 Sports Direct International 567 0.10 19,007 H&T 60 0.01 26,313 Superdry 121 0.02 1,293,558 Man 2,015 0.34 237,024 Vertu Motors 95 0.02 1,999,970 Standard Life Aberdeen 5,890 1.01 14,481 2.48 8,328 1.42 Health Care Equipment & Services 0.24% (0.24%) Fixed Line Telecommunications 1.69% (0.00%) 43,078 CareTech 161 0.03 5,038,198 BT 9,896 1.69 22,726 Consort Medical 193 0.03 9,896 1.69 279,771 Mediclinic International Limited 853 0.15

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 142 United Kingdom Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Percentage Fair of total Fair of total Value net assets Value net assets Holding Investment £'000 % Holding Investment £'000 %

Health Care Equipment & Services (continued) Mining (continued) 139,724 Spire Healthcare 167 0.03 1,017,280 Petra Diamonds 200 0.03 1,374 0.24 2,446,150 Petropavlovsk 239 0.04 431,724 Rio Tinto 21,070 3.60 Household Goods & Home Construction 3.67% (3.48%) 1,085,147 Barratt Developments 6,213 1.06 95,317 16.29 128,140 Bellway 3,564 0.61 Mobile Telecommunications 3.41% (3.29%) 109,291 Berkeley 4,070 0.70 15,443,264 Vodafone 19,971 3.41 143,208 Bovis Homes 1,475 0.25 19,971 3.41 292,182 Countryside Properties 872 0.15 Non-life Insurance 1.97% (2.26%) 268,123 Crest Nicholson 957 0.16 1,346,297 Direct Line Insurance 4,466 0.76 166,140 DFS Furniture 420 0.07 80,180 Hiscox 1,356 0.23 207,733 Grafton 1,674 0.29 150,999 Lancashire 1,040 0.18 65,116 Headlam 306 0.05 805,616 RSA Insurance 4,643 0.80 419,523 McCarthy & Stone 573 0.10 11,505 1.97 223,689 Redrow 1,215 0.21 Oil & Gas Producers 15.96% (15.52%) 38,212 Telford Homes 120 0.02 500,254 Amerisur Resources 64 0.01 21,459 3.67 6,414,550 BP 35,190 6.02 Industrial Engineering 1.00% (0.76%) 68,221 Eland Oil & Gas 81 0.01 123,516 Bodycote International 1,020 0.17 1,855,032 EnQuest 366 0.06 21,960 Castings 90 0.02 82,083 Genel Energy 158 0.03 9,622 Flowtech Fluidpower 13 – 235,796 Gulf Keystone Petroleum 531 0.09 1,731,021 Melrose Industries 3,131 0.53 258,254 John Wood 1,167 0.20 177,522 Severfield 121 0.02 93,970 Nostrum Oil & Gas 45 0.01 41,651 Trifast 95 0.02 910,488 Premier Oil 700 0.12 90,778 Weir 1,403 0.24 1,060,130 Royal Dutch Shell 'A' 27,272 4.66 5,873 1.00 973,304 Royal Dutch Shell 'B' 25,116 4.29 Industrial Transportation 1.03% (1.07%) 224,211 Soco International 156 0.03 837,640 BBA Aviation 2,362 0.40 1,199,065 Tullow Oil 2,512 0.43 22,679 Clarkson 567 0.10 93,358 15.96 646,680 International Consolidated Airlines 3,084 0.53 Oil Equipment, Services & Distribution 0.13% (0.12%) 6,013 1.03 52,750 Gulf Marine Services 5 – Life Insurance 5.08% (4.43%) 121,683 Hunting 621 0.10 3,961,641 Aviva 16,500 2.82 251,667 Lamprell 159 0.03 138,309 Chesnara 457 0.08 785 0.13 3,348,003 Legal & General 9,023 1.54 Personal Goods 0.06% (0.04%) 529,369 Phoenix 3,753 0.64 159,362 PZ Cussons 341 0.06 29,733 5.08 341 0.06

Media 3.78% (3.94%) Pharmaceuticals & Biotechnology 0.15% (4.54%) 58,536 Bloomsbury Publishing 133 0.02 130,474 Alliance Pharma 88 0.01 29,681 Centaur Media 13 – 81,981 BTG 685 0.12 12,755 Huntsworth 12 – 143,440 Vectura 123 0.02 307,873 Informa 2,571 0.44 896 0.15 694,317 Pearson 5,688 0.97 Real Estate Investment & Services 0.35% (0.36%) 333,431 Reach 259 0.05 416,727 Countrywide 17 – 1,358,476 WPP 13,452 2.30 85,244 Development Securities 116 0.02 22,128 3.78 246,637 Foxtons 131 0.02 Mining 16.29% (16.54%) 191,860 Grainger 470 0.08 175,746 Acacia Mining 312 0.05 111,425 Helical Bar 411 0.07 979,673 Anglo American 21,979 3.76 43,255 LSL Property Services 90 0.02 199,240 Anglo Pacific 408 0.07 178,693 St. Modwen Properties 782 0.14 390,315 Antofagasta 3,627 0.62 2,017 0.35 1,189,532 BHP 23,963 4.10 Software & Computer Services 0.40% (0.20%) 1,298,937 Centamin 1,482 0.25 64,520 Micro Focus International 1,332 0.23 41,912 Central Asia Metals 90 0.02 217,261 Playtech 927 0.16 212,693 Ferrexpo 590 0.10 10,573 SDL 53 0.01 113,757 Gem Diamonds 88 0.02 2,312 0.40 7,495,540 Glencore 20,481 3.50 171,465 Highland Gold Mining 349 0.06 Support Services 2.50% (2.68%) 224,253 Hochschild Mining 429 0.07 288,117 Aggreko 2,276 0.39 98,924 Pan African Resources 10 – 497,714 Babcock International 2,281 0.39

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 143 United Kingdom Value Fund

Portfolio Statement (continued) as at 30 June 2019

Percentage Fair of total Value net assets Holding Investment £'000 %

Support Services (continued) 193,280 BCA Marketplace 469 0.08 159,652 Biffa 328 0.06 77,439 Carillion* 12 – 33,602 DiscoverIE 139 0.02 263,445 Equiniti 578 0.10 840,245 Just 472 0.08 79,210 Kin and Carta 82 0.01 84,852 Mears 218 0.04 161,073 Northgate 560 0.10 618,474 Renewi 178 0.03 3,744 Ricardo 28 – 849,333 Royal Mail 1,799 0.31 258,682 RPS 278 0.05 514,257 SIG 666 0.11 428,631 Speedy Hire 269 0.05 314,537 Travis Perkins 4,009 0.68 157 VP 1 – 14,643 2.50

Technology Hardware & Equipment 0.01% (0.02%) 55,456 Xaar 45 0.01 45 0.01

Tobacco 3.71% (3.19%) 789,051 British American Tobacco 21,687 3.71 21,687 3.71

Transportation Services 0.01% (0.02%) 72,002 Stobart 80 0.01 80 0.01

Travel & Leisure 3.77% (3.74%) 115,510 Carnival 4,018 0.69 639,905 Cineworld 1,620 0.28 22,825 Dart 190 0.03 144,131 easyJet 1,373 0.23 592,250 EI 1,164 0.20 1,233,768 FirstGroup 1,206 0.21 7,587 Fuller Smith & Turner 80 0.01 344,563 Greene King 2,127 0.36 380,554 GVC 2,480 0.42 53,810 Gym 130 0.02 17,423 Hostelworld 31 0.01 788,631 Marston's 920 0.16 187,507 Millennium & Copthorne Hotels 1,275 0.22 217,637 Mitchells & Butlers 623 0.11 418,334 National Express 1,679 0.29 152,510 Rank 243 0.04 979,881 Saga 390 0.07 82,134 Sportech 27 – 320,026 TUI Travel 2,471 0.42 880 Young & Co's Brewery 9 – 1,427 Young & Co's Brewery 'A' 24 – 22,080 3.77

Portfolio of Investments 99.89% (99.89%) 584,482 99.89 Net other assets 635 0.11 Net assets 585,117 100.00

Comparative figures shown in brackets relate to 31 December 2018. Securities are admitted to an official stock exchange listing or traded on another regulated market unless otherwise stated.

* Delisted and unquoted securities are held at the ACD's valuation.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 144 Dimensional Funds ICVC

Statement of Total Return (unaudited) for the periods ended 30 June 2019 & 30 June 2018

Income Net capital gains/(losses) 113,712 (97,755) 86,889 (38,124) 122,718 9,691 51,935 (13,120) 67,248 10,556 46,070 2,133 43,721 (7,832) Revenue 18,208 18,617 20,560 27,845 13,262 10,263 9,029 8,379 17,111 15,780 7,929 7,686 15,922 14,344 Expenses (4,487) (4,568) (7,048) (6,412) (1,535) (1,306) (991) (1,042) (852) (841) (1,274) (1,374) (1,202) (1,263) Interest payable and similar charges (3) (2) (14) (1) (7) (1) (1) (1) – (1) – – – –

Net revenue before taxation 13,718 14,047 13,498 21,432 11,720 8,956 8,037 7,336 16,259 14,938 6,655 6,312 14,720 13,081 Taxation (1,610) (1,706) – – (1,516) (1,186) (1,046) (911) (130) (171) (27) (23) (150) (123)

Net revenue after taxation 12,108 12,341 13,498 21,432 10,204 7,770 6,991 6,425 16,129 14,767 6,628 6,289 14,570 12,958 Total return before distributions 125,820 (85,414) 100,387 (16,692) 132,922 17,461 58,926 (6,695) 83,377 25,323 52,698 8,422 58,291 5,126 Distributions (5,945) (6,065) (13,499) (21,432) (4,877) (3,716) (3,477) (3,142) (15,185) (14,448) (6,464) (6,169) (13,658) (12,752) Change in net assets attributable to shareholders from investment activities 119,875 (91,479) 86,888 (38,124) 128,045 13,745 55,449 (9,837) 68,192 10,875 46,234 2,253 44,633 (7,626)

Statement of Change in Net Assets Attributable to Shareholders (unaudited) for the periods ended 30 June 2019 & 30 June 2018

United Emerging Global Short- International United Kingdom Small United Markets Core Dated Bond Core Equity International Kingdom Core Companies Kingdom Value Equity Fund Fund Fund Value Fund Equity Fund Fund Fund 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 Opening net assets attributable to shareholders* 1,304,707 1,432,464 4,649,425 4,279,935 782,951 763,601 439,773 500,949 630,612 687,969 385,464 476,524 522,369 614,699 Amounts receivable on issue of shares 146,676 136,134 541,007 579,180 130,521 85,635 41,818 50,073 73,217 78,504 33,536 35,107 59,958 60,882 Amount payable on cancellation of shares (135,358) (124,615) (349,695) (415,687) (55,251) (55,871) (54,001) (44,998) (46,009) (59,772) (36,516) (45,655) (49,746) (59,476)

11,318 11,519 191,312 163,493 75,270 29,764 (12,183) 5,075 27,208 18,732 (2,980) (10,548) 10,212 1,406 Dilution levy – – – – – – – – 228 234 97 106 179 179 Change in net assets attributable to shareholders from investment activities (see above) 119,875 (91,479) 86,888 (38,124) 128,045 13,745 55,449 (9,837) 68,192 10,875 46,234 2,253 44,633 (7,626) Retained distribution on accumulation shares 2,736 2,989 7,522 11,566 1,913 1,405 1,900 1,652 6,859 5,517 3,265 3,124 7,724 7,045 Closing net assets attributable to shareholders 1,438,636 1,355,493 4,935,147 4,416,870 988,179 808,515 484,939 497,839 733,099 723,327 432,080 471,459 585,117 615,703

*The opening net assets attributable to shareholders for 2019 differs to the closing position in 2018 by the change in shareholders' net assets for the second half of the comparative financial year.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 145 Dimensional Funds ICVC

Balance Sheet (unaudited) as at 30 June 2019 & 31 December 2018

United Emerging Global Short- International United Kingdom Kingdom Small Markets Core Dated Bond Core Equity International Core Equity Companies United Kingdom Equity Fund Fund Fund Value Fund Fund Fund Value Fund 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 2019 2018 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000 Assets Fixed assets:

Investments 1,431,418 1,303,168 4,943,645 4,612,389 985,476 781,381 483,780 439,625 734,322 628,356 431,624 385,773 584,482 521,798

Current assets: Debtors 9,481 8,413 29,188 38,139 4,896 6,943 2,016 1,571 6,635 5,482 2,571 1,460 4,920 2,410 Cash and bank balances 25,726 109,058 82,385 345,711 12,374 63,931 7,884 46,091 12,734 8,969 5,565 4,484 11,058 8,752 Total assets 1,466,625 1,420,639 5,055,218 4,996,239 1,002,746 852,255 493,680 487,287 753,691 642,807 439,760 391,717 600,460 532,960

Liabilities Investment liabilities – – (84,086) (39,672) – – – – – – – – – – Creditors: Bank overdrafts (21,202) (102,277) – (280,307) (7,074) (58,344) (4,802) (43,283) (9,274) (3,944) (3,029) (3,111) (7,480) (5,310) Distribution payable on income shares (3,283) (12,294) (6,263) (8,423) (3,295) (6,314) (1,513) (3,214) (8,554) (6,246) (3,176) (2,632) (6,070) (4,571) Other creditors (3,504) (1,361) (29,722) (18,351) (4,198) (4,646) (2,426) (1,017) (2,764) (2,005) (1,475) (510) (1,793) (710) Total liabilities (27,989) (115,932) (120,071) (346,753) (14,567) (69,304) (8,741) (47,514) (20,592) (12,195) (7,680) (6,253) (15,343) (10,591) Net assets attributable to shareholders 1,438,636 1,304,707 4,935,147 4,649,425 988,179 782,951 484,939 439,773 733,099 630,612 432,080 385,464 585,117 522,369

Note to the Financial Statements The interim financial statements have been prepared in accordance with the historical cost convention, as modified by the revaluationof investments, and in accordance with the Statement of Recommended Practice for Financial Statements of UK Authorised Funds issued by The Investment Association in May 2014.

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 146 Emerging Markets Core Equity Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 15.5425 – 15.5425 16.3657 2 11.1030 4.4395 15.5425 16.3657

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 19.9042 – 19.9042 20.4964 2 15.1428 4.7614 19.9042 20.4964

Interim Distribution (in cents per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Euro Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 4.8512 – 4.8512 5.2428 2 3.8422 1.0090 4.8512 5.2428

Euro Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 5.2623 – 5.2623 5.5587 2 4.4063 0.8560 5.2623 5.5587

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 147 Global Short-Dated Bond Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 3.4216 – 3.4216 5.8793 2 1.8641 1.5575 3.4216 5.8793

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 4.4754 – 4.4754 7.6242 2 2.4383 2.0371 4.4754 7.6242

Gross Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 2.9517 – 2.9517 5.0686 2 1.6342 1.3175 2.9517 5.0686

Gross Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 3.2325 – 3.2325 5.5094 2 1.7500 1.4825 3.2325 5.5094

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 148 International Core Equity Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 11.8609 – 11.8609 10.2758 2 6.7134 5.1475 11.8609 10.2758

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 14.2848 – 14.2848 12.1602 2 8.8164 5.4684 14.2848 12.1602

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 149 International Value Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 17.7783 – 17.7783 15.7253 2 10.7947 6.9836 17.7783 15.7253

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 22.6666 – 22.6666 19.6137 2 13.5115 9.1551 22.6666 19.6137

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 150 United Kingdom Core Equity Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 31.6525 – 31.6525 31.2298 2 18.0483 13.6042 31.6525 31.2298

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 46.2274 – 46.2274 43.9868 2 25.6503 20.5771 46.2274 43.9868

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 151 United Kingdom Small Companies Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 46.5230 – 46.5230 43.8313 2 27.7098 18.8132 46.5230 43.8313

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 64.8175 – 64.8175 59.4510 2 38.3034 26.5141 64.8175 59.4510

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 152 United Kingdom Value Fund

Distribution Tables (unaudited) for the period ended 30 June 2019

Interim Distribution (in pence per share) Group 1: Shares purchased prior to 1 January 2019 Group 2: Shares purchased on or after 1 January 2019 Income Shares 2019 2018 Net Distribution Distribution Group Revenue Equalisation Payable Paid 1 37.8074 – 37.8074 36.1739 2 19.9722 17.8352 37.8074 36.1739

Accumulation Shares 2019 2018 Net Accumulation Accumulation Group Revenue Equalisation Payable Paid 1 57.9866 – 57.9866 53.2848 2 30.1277 27.8589 57.9866 53.2848

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2019 153 Dimensional Funds ICVC

Supplemental Information (unaudited) Securities Financing Transaction and Reuse

The following information is presented with regard to Regulation (EU) 2015/2365 of the European Parliament and of the Council of 25 November 2015 on transparency of securities financing transactions and of reuse ("SFTR").As at 30 June 2019, the only type of securities financing applicable to the Company was securities lending. Global Data Securities lending as at 30 June 2019

United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Total lendable assets 924,701 4,875,580 987,853 487,957 740,894 436,232 590,548 Securities lending 30 June 19 83,537 219,459 57,475 12,157 13,034 23,155 2,196

United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund % % % % % % % Securities lending as a % of total lendable assets 9.03 4.50 5.82 2.49 1.76 5.31 0.37 Securities lending as a % of assets under management 5.81 4.45 5.82 2.51 1.78 5.36 0.38 Return and Cost for Securities Lending United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Return to Fund 753 12 104 42 29 58 30 Return to Agent 103 1 12 5 3 6 3

Return to Fund 90%* 90% 90% 90% 90% 90% 90% Return to Agent 10%* 10% 10% 10% 10% 10% 10% * From 3 June 2019 (For the period of 1 January 2019 to 2 June 2019, the return to the Fund was 88% and the return to the Agent was 12%).

Concentration Data Top ten (or less) counterparties for collateral (Government Bonds only) United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Citigroup Global Markets 776 133,288 2,280 502 309 1,192 183 Credit Suisse AG Dublin 385 - 6,528 886 4,854 14,090 142 Credit Suisse Securities 2,025 - 464 22 - - - HSBC Bank 821 - 2,457 - 2,495 133 11 JPMorgan Securities 17,309 - 3,953 698 3,541 1,537 503 Macquarie Bank 34,376 - 117 - - - - Merrill Lynch International 18,999 95,124 3,768 807 126 601 105 Morgan Stanley 2,309 - 5,192 762 2,191 2,628 579 The Bank of Nova Scotia 243 - 133 - 1,793 3,601 - UBS AG London 8,884 - 32,989 6,443 1,214 1,370 788 86,127 228,412 57,881 10,120 16,523 25,152 2,311 Others - - 10 - - - - Total 86,127 228,412 57,891 10,120 16,523 25,152 2,311

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2018 154 Dimensional Funds ICVC

Supplemental Information (unaudited) (continued) Securities Financing Transaction and Reuse

Top ten (or less) counterparties issuers for securities on loan United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Citigroup Global Markets 1,098 130,898 2,262 477 297 1,131 174 Credit Suisse AG Dublin 547 - 7,936 817 4,633 13,287 134 Credit Suisse Securities 1,926 - 433 21 8 - - HSBC Bank 32 - 848 620 80 127 11 JPMorgan Securities 16,396 - 5,231 2,037 3,379 1,517 482 Macquarie Bank 34,477 - 134 - - - - Merrill Lynch International 18,111 88,561 3,685 761 452 625 99 Morgan Stanley 2,012 - 5,490 1,400 1,319 1,734 551 The Bank of Nova Scotia 228 - 125 - 1,695 3,410 - UBS AG London 8,710 - 31,322 6,024 1,171 1,324 745 83,537 219,459 57,466 12,157 13,034 23,155 2,196 Others - - 9 - - - - Total 83,537 219,459 57,475 12,157 13,034 23,155 2,196 Top ten (or less) collateral issuers (Government Bonds only) United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Austrian Treasury - 91,985 - - - - - Bank of Canada 821 - 15,986 1,824 3,652 1,392 788 Dutch State Treasury Agency 100 3,084 44 10 - 1 - French Treasury Agency 31,278 1,225 8,384 1,819 807 1,462 295 German Bundesbank 136 99 62 14 - 1 - UK Treasury 3,703 132,019 4,511 77 8,200 19,966 720 US Treasury 50,089 - 28,904 6,376 3,864 2,330 508 86,127 228,412 57,891 10,120 16,523 25,152 2,311

Aggregate Transaction Data Collateral currency by type (Government bonds only) United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Canadian dollar 821 - 15,986 1,824 3,652 1,392 788 Euro 31,514 96,393 8,490 1,843 808 1,464 295 Sterling 3,703 132,019 4,511 77 8,200 19,966 720 US dollar 50,089 - 28,904 8,340 3,863 2,330 508 86,127 228,412 57,891 10,120 16,523 25,152 2,311 Collateral value by maturity tenor (Government Bonds only) United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Less than one day - 75,811 - - - - - One day to one week 230 - 1,735 300 - 1 - One month to three months 1,193 152 4,690 925 110 214 33 Three months to one year 1,684 99 2,996 555 1,016 1,601 132 Above one year 83,020 152,350 48,470 8,340 15,397 23,336 2,146 Open maturity ------86,127 228,412 57,891 10,120 16,523 25,152 2,311

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2018 155 Dimensional Funds ICVC

Supplemental Information (unaudited) (continued) Securities Financing Transaction and Reuse

Securities on loan by maturity tenor United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Less than one day ------One day to one week ------One month to three months - 123,424 - - - - - Three months to one year ------Above one year - 96,035 - - - - - Open maturity 83,537 - 57,475 12,157 13,034 23,155 2,196 83,537 219,459 57,475 12,157 13,034 23,155 2,196 By type of collateral Government Bonds United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Investment Grade 86,127 228,412 57,891 10,120 16,523 25,152 2,311 Below investment grade ------86,127 228,412 57,891 10,120 16,523 25,152 2,311 Country of counterparty exposure for securities on loan United Emerging Global International United Kingdom Small United Markets Core Short-Dated Core Equity International Kingdom Core Companies Kingdom Equity Fund Bond Fund Fund Value Fund Equity Fund Fund Value Fund £'000 £'000 £'000 £'000 £'000 £'000 £'000 Australia 34,477 - 134 - - - - Canada 229 - 125 - 1,695 3,410 - Ireland 547 - 7,936 816 4,633 13,287 135 Switzerland 8,710 - 31,322 6,024 1,171 1,324 745 UK 39,574 219,459 17,958 5,317 5,535 5,134 1,316 83,537 219,459 57,475 12,157 13,034 23,155 2,196 The reuse of collateral is not permitted. Any cash collateral that would be taken would either be reinvested via tri-party repo or held on a Demand Deposit Cash Account in the United States of America.

Safekeeping of collateral

Custodian Values held £'000

Bank of New York Mellon 17,857

Credit Suisse 33,333

Euroclear 327,849

JP Morgan 42,686

Royal Bank of Canada 4,811

Statestreet Bank 21,712

Safekeeping – Collateral Granted

Custodian Proportion %

Segregated Account 100%

Pooled Accounts 0%

Other 0%

Dimensional Fund Advisors Ltd. Interim Report and Financial Statements, 30 June 2018 156 dimensional.com

Authorised and Regulated by the Financial Conduct Authority Firm Reference Number: 150100 Dimensional Fund Advisors Ltd. 20 Triton Street Regent’s Place London NW1 3BF The value of investments and any income from them may fall as well as rise and past performance is not a guarantee of future results. This is not a prospectus. The Funds of Dimensional Funds ICVC are offered solely under the terms and conditions of the current prospectus and applicable Key Investor Information Document (“KIID”). Consider the investment objectives, risks, charges and expenses of Dimensional Funds ICVC carefully before investing. For this and other information about the Dimensional Funds ICVC, please read the prospectus and KIIDs carefully before investing. The latest version of the prospectus (available in English) and applicable KIIDs (all in English and the appropriate local language) may be obtained at dimensional.com or by contacting the Dimensional Funds ICVC administrator, or the investment manager at +44 (0)203 033 3300. Prospectuses are available to download from http://www.dimensional.com