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U.S. Core Equity 2 Portfolio- Institutional Class As of July 31, 2021 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices.

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Corporate Bond 63,322.68 0.000%

1 GAMCO INVESTORS SUBORDINATED 06/23 VAR 4.000% 6/15/2023 USD $63,324 63,322.68 0.000% 0.000% Equity 33,834,729,952.68 99.966% 2 APPLE INC COMMON STOCK USD.00001 10,417,834 1,519,545,267.24 4.490% 4.490% 3 CORP COMMON STOCK USD.00000625 4,567,509 1,301,328,989.19 3.845% 8.335% 4 .COM INC COMMON STOCK USD.01 248,457 826,763,028.63 2.443% 10.777% 5 INC CLASS A COMMON STOCK USD.000006 1,046,938 373,024,009.40 1.102% 11.879% 6 JOHNSON + JOHNSON COMMON STOCK USD1.0 2,037,810 350,910,882.00 1.037% 12.916% 7 ALPHABET INC CL A COMMON STOCK USD.001 120,299 324,149,264.47 0.958% 13.874% 8 ALPHABET INC CL C COMMON STOCK USD.001 118,065 319,297,347.30 0.943% 14.817% 9 JPMORGAN CHASE + CO COMMON STOCK USD1.0 2,014,663 305,785,550.14 0.903% 15.721% 10 VISA INC CLASS A SHARES COMMON STOCK USD.0001 1,052,889 259,421,320.71 0.766% 16.487% 11 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 840,748 233,971,760.92 0.691% 17.179% 12 MASTERCARD INC A COMMON STOCK USD.0001 597,806 230,717,247.64 0.682% 17.860% 13 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 549,714 226,603,105.08 0.670% 18.530% 14 CORP CLASS A COMMON STOCK USD.01 3,805,857 223,898,567.31 0.662% 19.191% 15 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 3,906,941 217,929,168.98 0.644% 19.835% 16 PROCTER + GAMBLE CO/THE COMMON STOCK 1,437,839 204,503,840.97 0.604% 20.439% 17 CORP COMMON STOCK USD.001 3,791,949 203,703,500.28 0.602% 21.041% 18 PEPSICO INC COMMON STOCK USD.017 1,083,200 170,008,240.00 0.502% 21.543% 19 WALMART INC COMMON STOCK USD.1 1,082,813 154,354,993.15 0.456% 22.000% 20 HOME DEPOT INC COMMON STOCK USD.05 467,263 153,351,043.97 0.453% 22.453% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 2 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 21 INC COMMON STOCK USD.001 2,612,626 144,661,101.62 0.427% 22.880% 22 INC COMMON STOCK USD.05 3,366,832 144,134,077.92 0.426% 23.306% 23 TARGET CORP COMMON STOCK USD.0833 551,687 144,017,891.35 0.426% 23.731% 24 ACCENTURE PLC CL A COMMON STOCK USD.0000225 449,831 142,902,312.08 0.422% 24.154% 25 MERCK + CO. INC. COMMON STOCK USD.5 1,813,335 139,391,061.45 0.412% 24.565% 26 BROADCOM INC COMMON STOCK 284,762 138,223,474.80 0.408% 24.974% 27 ADOBE INC COMMON STOCK USD.0001 221,893 137,935,345.59 0.408% 25.381% 28 ABBVIE INC COMMON STOCK USD.01 1,165,578 135,556,721.40 0.401% 25.782% 29 UNION PACIFIC CORP COMMON STOCK USD2.5 618,468 135,296,059.68 0.400% 26.182% 30 COCA COLA CO/THE COMMON STOCK USD.25 2,326,598 132,685,883.94 0.392% 26.574% 31 ELI LILLY + CO COMMON STOCK 538,596 131,148,126.00 0.387% 26.961% 32 ORACLE CORP COMMON STOCK USD.01 1,479,893 128,957,876.02 0.381% 27.342% 33 INC COMMON STOCK USD1.0 676,325 128,921,071.50 0.381% 27.723% 34 BANK OF AMERICA CORP COMMON STOCK USD.01 3,352,939 128,618,740.04 0.380% 28.103% 35 AT+T INC COMMON STOCK USD1.0 4,528,465 127,023,443.25 0.375% 28.478% 36 INC COMMON STOCK USD.0001 817,724 122,495,055.20 0.362% 28.840% 37 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 216,948 117,154,089.48 0.346% 29.186% 38 INC COMMON STOCK USD.0001 480,932 116,164,315.28 0.343% 29.530% 39 MORGAN STANLEY COMMON STOCK USD.01 1,184,937 113,730,253.26 0.336% 29.866% 40 INC COMMON STOCK USD.01 808,235 113,096,323.55 0.334% 30.200% 41 WHOLESALE CORP COMMON STOCK USD.005 257,234 110,538,594.48 0.327% 30.526% 42 INC A COMMON STOCK USD.001 145,402 108,186,358.10 0.320% 30.846% 43 EXXON MOBIL CORP COMMON STOCK 1,876,779 108,046,167.03 0.319% 31.165% 44 AMERICAN EXPRESS CO COMMON STOCK USD.2 623,197 106,273,784.41 0.314% 31.479% 45 CORP COMMON STOCK USD.001 542,376 105,757,896.24 0.312% 31.792% 46 CATERPILLAR INC COMMON STOCK USD1.0 494,834 102,306,929.50 0.302% 32.094% 47 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 704,432 99,296,734.72 0.293% 32.387% 48 CORP COMMON STOCK USD.001 151,854 96,793,258.14 0.286% 32.673% 49 NIKE INC CL B COMMON STOCK 549,977 92,126,647.27 0.272% 32.946% 50 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 392,950 91,867,780.50 0.271% 33.217% 51 CO COMMON STOCK USD.1 1,345,402 91,312,433.74 0.270% 33.487% 52 INC COMMON STOCK USD.001 176,084 91,135,795.88 0.269% 33.756% 53 3M CO COMMON STOCK USD.01 456,981 90,454,819.14 0.267% 34.023% 54 LOWE S COS INC COMMON STOCK USD.5 466,802 89,948,077.38 0.266% 34.289% 55 CHEVRON CORP COMMON STOCK USD.75 861,133 87,671,950.73 0.259% 34.548% 56 WALT DISNEY CO/THE COMMON STOCK USD.01 494,040 86,960,920.80 0.257% 34.805% 57 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 446,131 85,371,628.16 0.252% 35.057% 58 WELLS FARGO + CO COMMON STOCK USD1.666 1,742,572 80,053,757.68 0.237% 35.294% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 3 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 59 DEERE + CO COMMON STOCK USD1.0 214,381 77,518,025.79 0.229% 35.523% 60 CSX CORP COMMON STOCK USD1.0 2,358,447 76,225,007.04 0.225% 35.748% 61 INC COMMON STOCK USD.1 975,352 75,667,808.16 0.224% 35.972% 62 DANAHER CORP COMMON STOCK USD.01 251,761 74,896,379.89 0.221% 36.193% 63 COMMON STOCK 617,535 74,709,384.30 0.221% 36.414% 64 BLACKROCK INC COMMON STOCK USD.01 82,921 71,906,603.57 0.212% 36.626% 65 ANTHEM INC COMMON STOCK USD.01 185,833 71,361,730.33 0.211% 36.837% 66 ZOETIS INC COMMON STOCK USD.01 347,296 70,396,899.20 0.208% 37.045% 67 ALTRIA GROUP INC COMMON STOCK USD.333 1,453,367 69,819,750.68 0.206% 37.251% 68 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 185,527 69,550,361.76 0.205% 37.457% 69 CVS HEALTH CORP COMMON STOCK USD.01 829,846 68,346,116.56 0.202% 37.659% 70 CITIGROUP INC COMMON STOCK USD.01 998,090 67,490,845.80 0.199% 37.858% 71 BEST BUY CO INC COMMON STOCK USD.1 589,142 66,190,103.70 0.196% 38.053% 72 KLA CORP COMMON STOCK USD.001 187,739 65,363,210.24 0.193% 38.247% 73 CONOCOPHILLIPS COMMON STOCK USD.01 1,164,708 65,293,530.48 0.193% 38.440% 74 GENERAL MOTORS CO COMMON STOCK USD.01 1,142,874 64,960,958.16 0.192% 38.631% 75 T MOBILE US INC COMMON STOCK USD.0001 446,124 64,250,778.48 0.190% 38.821% 76 CIGNA CORP COMMON STOCK USD.01 277,181 63,610,267.69 0.188% 39.009% 77 RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0 730,200 63,490,890.00 0.188% 39.197% 78 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 302,104 63,330,061.52 0.187% 39.384% 79 FEDEX CORP COMMON STOCK USD.1 225,285 63,068,535.75 0.186% 39.570% 80 FREEPORT MCMORAN INC COMMON STOCK USD.1 1,637,959 62,406,237.90 0.184% 39.755% 81 INC COMMON STOCK USD.001 912,518 62,315,854.22 0.184% 39.939% 82 EBAY INC COMMON STOCK USD.001 892,172 60,855,052.12 0.180% 40.119% 83 AON PLC CLASS A COMMON STOCK 233,196 60,637,955.88 0.179% 40.298% 84 LOCKHEED MARTIN CORP COMMON STOCK USD1.0 161,715 60,104,614.05 0.178% 40.475% 85 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 219,990 59,210,308.50 0.175% 40.650% 86 MEDTRONIC PLC COMMON STOCK USD.1 450,686 59,179,578.66 0.175% 40.825% 87 KROGER CO COMMON STOCK USD1.0 1,411,169 57,434,578.30 0.170% 40.995% 88 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 167,757 56,002,319.31 0.165% 41.160% 89 INC COMMON STOCK USD.01 104,877 55,581,663.69 0.164% 41.324% 90 PPG INDUSTRIES INC COMMON STOCK USD1.67 339,659 55,541,039.68 0.164% 41.489% 91 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 190,491 55,438,595.73 0.164% 41.652% 92 TESLA INC COMMON STOCK USD.001 80,200 55,113,440.00 0.163% 41.815% 93 PAYPAL HOLDINGS INC COMMON STOCK USD.0001 198,032 54,563,756.96 0.161% 41.976% 94 INC COMMON STOCK USD.25 294,230 54,288,377.30 0.160% 42.137% 95 INC COMMON STOCK USD.1 79,980 54,268,829.40 0.160% 42.297% 96 LINDE PLC COMMON STOCK EUR.001 171,929 52,849,255.31 0.156% 42.453% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 4 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 97 CUMMINS INC COMMON STOCK USD2.5 225,012 52,225,285.20 0.154% 42.608% 98 DOLLAR GENERAL CORP COMMON STOCK USD.875 222,183 51,688,653.12 0.153% 42.760% 99 UNITED RENTALS INC COMMON STOCK USD.01 156,204 51,477,028.20 0.152% 42.912% 100 HUMANA INC COMMON STOCK USD.166 119,931 51,073,815.66 0.151% 43.063% 101 S+P GLOBAL INC COMMON STOCK USD1.0 119,120 51,069,126.40 0.151% 43.214% 102 MCDONALD S CORP COMMON STOCK USD.01 210,147 51,004,778.37 0.151% 43.365% 103 US BANCORP COMMON STOCK USD.01 909,248 50,499,633.92 0.149% 43.514% 104 ILLINOIS TOOL WORKS COMMON STOCK USD.01 217,413 49,281,004.71 0.146% 43.660% 105 WASTE MANAGEMENT INC COMMON STOCK USD.01 331,754 49,185,848.04 0.145% 43.805% 106 CARRIER GLOBAL CORP COMMON STOCK USD.01 888,311 49,079,182.75 0.145% 43.950% 107 ALLSTATE CORP COMMON STOCK USD.01 375,976 48,895,678.80 0.144% 44.094% 108 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 389,048 48,366,447.36 0.143% 44.237% 109 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 187,475 48,336,679.25 0.143% 44.380% 110 CORP COMMON STOCK 120,740 47,593,293.20 0.141% 44.521% 111 INC COMMON STOCK USD.0005 145,234 47,452,304.82 0.140% 44.661% 112 MOLINA HEALTHCARE INC COMMON STOCK USD.001 172,383 47,062,282.83 0.139% 44.800% 113 FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 309,220 46,089,241.00 0.136% 44.936% 114 KEYSIGHT TECHNOLOGIES IN COMMON STOCK 278,182 45,774,848.10 0.135% 45.071% 115 MARVELL TECHNOLOGY INC COMMON STOCK USD.002 753,946 45,621,272.46 0.135% 45.206% 116 TRAVELERS COS INC/THE COMMON STOCK NPV 304,649 45,368,329.08 0.134% 45.340% 117 DR HORTON INC COMMON STOCK USD.01 472,989 45,137,340.27 0.133% 45.474% 118 LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 452,374 44,934,309.42 0.133% 45.606% 119 SALESFORCE.COM INC COMMON STOCK USD.001 185,416 44,857,692.88 0.133% 45.739% 120 EATON CORP PLC COMMON STOCK USD.01 282,490 44,647,544.50 0.132% 45.871% 121 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 109,328 44,487,749.76 0.131% 46.002% 122 T ROWE PRICE GROUP INC COMMON STOCK USD.2 215,541 44,004,850.56 0.130% 46.132% 123 DOW INC COMMON STOCK USD.01 707,069 43,951,409.04 0.130% 46.262% 124 PARKER HANNIFIN CORP COMMON STOCK USD.5 140,456 43,826,485.68 0.129% 46.392% 125 EMERSON ELECTRIC CO COMMON STOCK USD.5 432,641 43,649,150.49 0.129% 46.521% 126 SYNCHRONY FINANCIAL COMMON STOCK USD.001 927,351 43,604,044.02 0.129% 46.649% 127 MOODY S CORP COMMON STOCK USD.01 114,488 43,047,488.00 0.127% 46.777% 128 INC COMMON STOCK USD.01 365,341 41,583,112.62 0.123% 46.900% 129 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 160,000 41,209,600.00 0.122% 47.021% 130 NUCOR CORP COMMON STOCK USD.4 386,749 40,229,630.98 0.119% 47.140% 131 MARSH + MCLENNAN COS COMMON STOCK USD1.0 272,725 40,150,574.50 0.119% 47.259% 132 EOG RESOURCES INC COMMON STOCK USD.01 550,688 40,123,127.68 0.119% 47.377% 133 CORP COMMON STOCK USD.001 329,852 40,053,928.36 0.118% 47.496% 134 GENERAL ELECTRIC CO COMMON STOCK USD.06 3,087,579 39,984,148.05 0.118% 47.614% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 5 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 135 SVB FINANCIAL GROUP COMMON STOCK USD.001 72,523 39,884,749.08 0.118% 47.732% 136 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 273,693 39,786,751.41 0.118% 47.849% 137 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 244,403 39,519,965.10 0.117% 47.966% 138 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 108,862 39,519,083.24 0.117% 48.083% 139 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 215,458 39,301,693.78 0.116% 48.199% 140 CBRE GROUP INC A COMMON STOCK USD.01 404,705 39,037,844.30 0.115% 48.314% 141 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 126,860 38,999,301.20 0.115% 48.429% 142 REPUBLIC SERVICES INC COMMON STOCK USD.01 328,777 38,914,045.72 0.115% 48.544% 143 CL A COMMON STOCK USD.01 266,208 38,861,043.84 0.115% 48.659% 144 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 571,128 38,808,147.60 0.115% 48.774% 145 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0 132,770 38,640,053.10 0.114% 48.888% 146 CHUBB LTD COMMON STOCK 228,521 38,560,633.54 0.114% 49.002% 147 INC COMMON STOCK USD1.0 462,258 38,362,791.42 0.113% 49.115% 148 PROGRESSIVE CORP COMMON STOCK USD1.0 401,254 38,183,330.64 0.113% 49.228% 149 CARMAX INC COMMON STOCK USD.5 283,936 38,033,227.20 0.112% 49.340% 150 AMETEK INC COMMON STOCK USD.01 272,998 37,960,371.90 0.112% 49.453% 151 LPL FINANCIAL HOLDINGS INC COMMON STOCK 269,131 37,958,236.24 0.112% 49.565% 152 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 62,831 37,939,871.04 0.112% 49.677% 153 CADENCE DESIGN SYS INC COMMON STOCK USD.01 256,246 37,834,721.90 0.112% 49.789% 154 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 25,652 37,803,608.92 0.112% 49.900% 155 INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 315,151 37,764,544.33 0.112% 50.012% 156 TE CONNECTIVITY LTD COMMON STOCK CHF.57 255,060 37,613,698.20 0.111% 50.123% 157 DECKERS OUTDOOR CORP COMMON STOCK USD.01 91,210 37,473,628.50 0.111% 50.234% 158 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 2,645,933 37,254,736.64 0.110% 50.344% 159 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 125,644 37,209,470.60 0.110% 50.454% 160 INC COMMON STOCK USD.167 221,331 37,055,236.02 0.109% 50.563% 161 INC COMMON STOCK 252,027 37,047,969.00 0.109% 50.673% 162 CDW CORP/DE COMMON STOCK USD.01 201,974 37,031,932.90 0.109% 50.782% 163 TRUIST FINANCIAL CORP COMMON STOCK USD5.0 679,605 36,990,900.15 0.109% 50.891% 164 TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 180,565 36,764,839.65 0.109% 51.000% 165 WILLIAMS SONOMA INC COMMON STOCK USD.01 242,049 36,718,833.30 0.108% 51.109% 166 INC COMMON STOCK USD.01 196,407 36,675,079.11 0.108% 51.217% 167 MARATHON PETROLEUM CORP COMMON STOCK USD.01 662,668 36,592,526.96 0.108% 51.325% 168 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 200,553 36,286,054.29 0.107% 51.432% 169 ALLY FINANCIAL INC COMMON STOCK USD.1 702,004 36,054,925.44 0.107% 51.539% 170 TECH SOLUTIONS A COMMON STOCK USD.01 490,003 36,029,920.59 0.106% 51.645% 171 LENNAR CORP A COMMON STOCK USD.1 341,640 35,923,446.00 0.106% 51.751% 172 FORTINET INC COMMON STOCK USD.001 131,482 35,794,659.68 0.106% 51.857% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 6 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 173 DAVITA INC COMMON STOCK USD.001 296,876 35,699,339.00 0.105% 51.963% 174 RH COMMON STOCK USD.0001 53,640 35,621,251.20 0.105% 52.068% 175 INC COMMON STOCK USD.01 237,604 35,602,583.36 0.105% 52.173% 176 IQVIA HOLDINGS INC COMMON STOCK USD.01 143,135 35,454,539.50 0.105% 52.278% 177 DOVER CORP COMMON STOCK USD1.0 209,901 35,078,655.12 0.104% 52.381% 178 CARDINAL HEALTH INC COMMON STOCK 585,901 34,790,801.38 0.103% 52.484% 179 GENERAL MILLS INC COMMON STOCK USD.1 588,402 34,633,341.72 0.102% 52.587% 180 INC A COMMON STOCK 545,190 34,488,719.40 0.102% 52.688% 181 HCA HEALTHCARE INC COMMON STOCK USD.01 138,542 34,386,124.40 0.102% 52.790% 182 KANSAS CITY SOUTHERN COMMON STOCK USD.01 127,913 34,255,101.40 0.101% 52.891% 183 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 667,340 34,254,562.20 0.101% 52.992% 184 APTIV PLC COMMON STOCK USD.01 203,580 33,967,323.00 0.100% 53.093% 185 XPO LOGISTICS INC COMMON STOCK USD.001 244,132 33,858,667.08 0.100% 53.193% 186 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 531,063 33,786,228.06 0.100% 53.293% 187 SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001 381,790 33,559,341.00 0.099% 53.392% 188 PLC COMMON STOCK USD.0001 334,658 33,472,493.16 0.099% 53.491% 189 NEXTERA ENERGY INC COMMON STOCK USD.01 427,752 33,321,880.80 0.098% 53.589% 190 NEWMONT CORP COMMON STOCK USD1.6 528,515 33,201,312.30 0.098% 53.687% 191 JABIL INC COMMON STOCK USD.001 556,234 33,118,172.36 0.098% 53.785% 192 CORP COMMON STOCK USD.01 411,945 33,116,258.55 0.098% 53.883% 193 AMPHENOL CORP CL A COMMON STOCK USD.001 455,621 33,027,966.29 0.098% 53.981% 194 CO COMMON STOCK USD.01 603,006 33,026,638.62 0.098% 54.078% 195 ARCHER DANIELS MIDLAND CO COMMON STOCK 552,634 33,003,302.48 0.098% 54.176% 196 PHILIP MORRIS INTERNATIONAL COMMON STOCK 329,158 32,945,424.22 0.097% 54.273% 197 MCKESSON CORP COMMON STOCK USD.01 161,071 32,831,101.93 0.097% 54.370% 198 SCHLUMBERGER LTD COMMON STOCK USD.01 1,136,700 32,771,061.00 0.097% 54.467% 199 SYSCO CORP COMMON STOCK USD1.0 441,566 32,764,197.20 0.097% 54.564% 200 CENTENE CORP COMMON STOCK USD.001 477,162 32,738,084.82 0.097% 54.660% 201 GENERAL DYNAMICS CORP COMMON STOCK USD1.0 163,061 31,964,847.83 0.094% 54.755% 202 WHIRLPOOL CORP COMMON STOCK USD1.0 142,228 31,509,191.12 0.093% 54.848% 203 TERADYNE INC COMMON STOCK USD.125 246,329 31,283,783.00 0.092% 54.940% 204 AUTONATION INC COMMON STOCK USD.01 257,829 31,282,392.57 0.092% 55.033% 205 LITHIA MOTORS INC COMMON STOCK 82,678 31,187,795.16 0.092% 55.125% 206 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 75,626 31,137,492.98 0.092% 55.217% 207 CORNING INC COMMON STOCK USD.5 743,399 31,118,682.14 0.092% 55.309% 208 QUANTA SERVICES INC COMMON STOCK USD.00001 342,012 31,088,890.80 0.092% 55.401% 209 STEEL DYNAMICS INC COMMON STOCK USD.005 481,497 31,032,481.65 0.092% 55.492% 210 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 157,434 31,022,369.70 0.092% 55.584% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 7 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 211 GENERAC HOLDINGS INC COMMON STOCK USD.01 73,894 30,988,187.84 0.092% 55.676% 212 GARTNER INC COMMON STOCK USD.0005 116,744 30,905,639.12 0.091% 55.767% 213 AVERY DENNISON CORP COMMON STOCK USD1.0 146,530 30,870,940.40 0.091% 55.858% 214 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 493,717 30,852,375.33 0.091% 55.949% 215 LIBERTY BROADBAND C COMMON STOCK USD.01 173,817 30,850,779.33 0.091% 56.040% 216 FORD MOTOR CO COMMON STOCK USD.01 2,206,870 30,785,836.50 0.091% 56.131% 217 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 203,680 30,682,355.20 0.091% 56.222% 218 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 1,172,367 30,598,778.70 0.090% 56.312% 219 INC COMMON STOCK USD.01 305,601 30,495,923.79 0.090% 56.402% 220 INC COMMON STOCK USD.001 211,676 30,295,069.12 0.090% 56.492% 221 INC COMMON STOCK USD.01 94,216 30,255,584.08 0.089% 56.581% 222 GLOBAL PAYMENTS INC COMMON STOCK 155,375 30,051,078.75 0.089% 56.670% 223 POOL CORP COMMON STOCK USD.001 62,833 30,022,864.06 0.089% 56.759% 224 BOEING CO/THE COMMON STOCK USD5.0 132,170 29,933,861.60 0.088% 56.847% 225 INC COMMON STOCK USD.01 634,403 29,912,101.45 0.088% 56.936% 226 HOLOGIC INC COMMON STOCK USD.01 394,615 29,611,909.60 0.087% 57.023% 227 FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 151,619 29,568,737.38 0.087% 57.111% 228 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 510,705 29,498,320.80 0.087% 57.198% 229 CORTEVA INC COMMON STOCK USD.01 683,854 29,255,274.12 0.086% 57.284% 230 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 112,964 29,169,564.08 0.086% 57.370% 231 DARLING INGREDIENTS INC COMMON STOCK USD.01 422,245 29,164,462.15 0.086% 57.456% 232 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 52,502 29,006,304.96 0.086% 57.542% 233 NVR INC COMMON STOCK USD.01 5,545 28,959,317.00 0.086% 57.628% 234 FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01 296,090 28,859,892.30 0.085% 57.713% 235 PENTAIR PLC COMMON STOCK USD.01 391,140 28,815,283.80 0.085% 57.798% 236 HERSHEY CO/THE COMMON STOCK USD1.0 161,039 28,806,656.32 0.085% 57.883% 237 JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 400,940 28,635,134.80 0.085% 57.968% 238 COMMON STOCK USD.01 266,947 28,347,101.93 0.084% 58.052% 239 FIFTH THIRD BANCORP COMMON STOCK 780,570 28,326,885.30 0.084% 58.135% 240 AGCO CORP COMMON STOCK USD.01 212,682 28,097,419.02 0.083% 58.218% 241 VF CORP COMMON STOCK 347,732 27,888,106.40 0.082% 58.301% 242 INC COMMON STOCK 174,316 27,763,309.32 0.082% 58.383% 243 CME GROUP INC COMMON STOCK USD.01 130,742 27,734,300.46 0.082% 58.465% 244 OMNICOM GROUP COMMON STOCK USD.15 380,410 27,701,456.20 0.082% 58.547% 245 PULTEGROUP INC COMMON STOCK USD.01 504,048 27,657,113.76 0.082% 58.628% 246 KELLOGG CO COMMON STOCK USD.25 433,586 27,472,008.96 0.081% 58.709% 247 RESMED INC COMMON STOCK USD.004 101,037 27,461,856.60 0.081% 58.791% 248 ROPER TECHNOLOGIES INC COMMON STOCK USD.01 55,876 27,454,113.84 0.081% 58.872% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 8 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 249 WW GRAINGER INC COMMON STOCK USD.5 61,672 27,418,137.76 0.081% 58.953% 250 BALL CORP COMMON STOCK 338,707 27,394,622.16 0.081% 59.034% 251 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 773,956 27,367,084.16 0.081% 59.114% 252 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 541,093 27,336,018.36 0.081% 59.195% 253 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 162,249 27,330,844.05 0.081% 59.276% 254 INC COMMON STOCK USD.005 67,825 27,141,530.25 0.080% 59.356% 255 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 59,849 27,097,831.73 0.080% 59.436% 256 WILLIAMS COS INC COMMON STOCK USD1.0 1,079,576 27,043,378.80 0.080% 59.516% 257 STATE STREET CORP COMMON STOCK USD1.0 310,280 27,037,799.20 0.080% 59.596% 258 CROCS INC COMMON STOCK USD.001 199,042 27,031,894.02 0.080% 59.676% 259 NRG ENERGY INC COMMON STOCK USD.01 655,006 27,012,447.44 0.080% 59.756% 260 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 55,438 26,874,679.26 0.079% 59.835% 261 NORTHERN TRUST CORP COMMON STOCK USD1.667 238,095 26,869,020.75 0.079% 59.914% 262 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 209,244 26,835,543.00 0.079% 59.994% 263 STERIS PLC COMMON STOCK USD75.0 123,053 26,819,401.35 0.079% 60.073% 264 BRUNSWICK CORP COMMON STOCK USD.75 255,297 26,653,006.80 0.079% 60.152% 265 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 286,541 26,596,735.62 0.079% 60.230% 266 FAIR ISAAC CORP COMMON STOCK USD.01 50,420 26,415,542.20 0.078% 60.308% 267 ARISTA NETWORKS INC COMMON STOCK USD.0001 69,433 26,411,618.87 0.078% 60.386% 268 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 555,522 26,303,966.70 0.078% 60.464% 269 OTIS WORLDWIDE CORP COMMON STOCK USD.01 293,493 26,282,298.15 0.078% 60.542% 270 INC COMMON STOCK USD.01 217,595 26,070,056.95 0.077% 60.619% 271 HUBBELL INC COMMON STOCK USD.01 129,899 26,039,553.54 0.077% 60.696% 272 ENCOMPASS HEALTH CORP COMMON STOCK USD.01 312,208 25,991,316.00 0.077% 60.773% 273 INC COMMON STOCK USD.000001 310,270 25,944,777.40 0.077% 60.849% 274 CONCENTRIX CORP COMMON STOCK 158,296 25,917,804.08 0.077% 60.926% 275 ONEOK INC COMMON STOCK USD.01 497,674 25,864,117.78 0.076% 61.002% 276 SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 629,249 25,818,086.47 0.076% 61.078% 277 RELIANCE STEEL + ALUMINUM COMMON STOCK 164,165 25,798,529.75 0.076% 61.155% 278 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 148,071 25,688,837.79 0.076% 61.231% 279 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 255,959 25,667,568.52 0.076% 61.306% 280 PERKINELMER INC COMMON STOCK USD1.0 140,161 25,541,539.03 0.075% 61.382% 281 GARMIN LTD COMMON STOCK CHF.1 161,695 25,418,454.00 0.075% 61.457% 282 ULTA BEAUTY INC COMMON STOCK USD.01 75,466 25,341,482.80 0.075% 61.532% 283 MASTEC INC COMMON STOCK USD.1 249,947 25,302,134.81 0.075% 61.607% 284 CROWN HOLDINGS INC COMMON STOCK USD5.0 253,463 25,285,468.88 0.075% 61.681% 285 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 157,958 25,214,835.54 0.074% 61.756% 286 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 177,765 25,153,747.50 0.074% 61.830% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 9 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 287 EASTMAN CHEMICAL CO COMMON STOCK USD.01 222,894 25,124,611.68 0.074% 61.904% 288 INC COMMON STOCK USD.01 218,222 25,119,534.42 0.074% 61.979% 289 LKQ CORP COMMON STOCK USD.01 492,770 25,008,077.50 0.074% 62.052% 290 NETAPP INC COMMON STOCK USD.001 313,204 24,927,906.36 0.074% 62.126% 291 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 127,805 24,909,194.50 0.074% 62.200% 292 OSHKOSH CORP COMMON STOCK USD.01 207,975 24,863,411.25 0.073% 62.273% 293 PRODUCTS COMMON STOCK USD.001 246,926 24,670,376.66 0.073% 62.346% 294 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 173,654 24,624,137.20 0.073% 62.419% 295 VALERO ENERGY CORP COMMON STOCK USD.01 367,416 24,605,849.52 0.073% 62.492% 296 TYSON FOODS INC CL A COMMON STOCK USD.1 343,534 24,548,939.64 0.073% 62.564% 297 CORP COMMON STOCK 259,795 24,503,864.40 0.072% 62.636% 298 QORVO INC COMMON STOCK USD.0001 128,541 24,370,088.19 0.072% 62.708% 299 BORGWARNER INC COMMON STOCK USD.01 496,772 24,331,892.56 0.072% 62.780% 300 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 201,996 24,223,360.32 0.072% 62.852% 301 TOPBUILD CORP COMMON STOCK 118,884 24,096,597.96 0.071% 62.923% 302 APTARGROUP INC COMMON STOCK USD.01 186,048 23,985,308.16 0.071% 62.994% 303 JONES LANG LASALLE INC COMMON STOCK USD.01 107,683 23,967,005.31 0.071% 63.065% 304 REGENERON PHARMACEUTICALS COMMON STOCK USD.001 41,701 23,961,811.61 0.071% 63.136% 305 INC COMMON STOCK USD.001 126,089 23,949,344.66 0.071% 63.206% 306 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 156,122 23,922,574.06 0.071% 63.277% 307 MIDDLEBY CORP COMMON STOCK USD.01 124,811 23,900,058.39 0.071% 63.348% 308 CLOROX COMPANY COMMON STOCK USD1.0 132,095 23,894,664.55 0.071% 63.418% 309 CABLE ONE INC COMMON STOCK USD.01 12,624 23,833,985.76 0.070% 63.489% 310 TRANSUNION COMMON STOCK USD.01 197,097 23,663,465.82 0.070% 63.559% 311 ROBERT HALF INTL INC COMMON STOCK USD.001 240,774 23,646,414.54 0.070% 63.628% 312 POST HOLDINGS INC COMMON STOCK USD.01 230,953 23,635,730.02 0.070% 63.698% 313 AFLAC INC COMMON STOCK USD.1 427,496 23,512,280.00 0.069% 63.768% 314 TEXTRON INC COMMON STOCK USD.125 340,264 23,481,618.64 0.069% 63.837% 315 LEIDOS HOLDINGS INC COMMON STOCK USD.0001 220,327 23,447,199.34 0.069% 63.906% 316 LEAR CORP COMMON STOCK USD.01 133,921 23,433,496.58 0.069% 63.976% 317 VULCAN MATERIALS CO COMMON STOCK USD1.0 129,380 23,287,106.20 0.069% 64.044% 318 GENPACT LTD COMMON STOCK USD.01 465,517 23,187,401.77 0.069% 64.113% 319 LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 1,858,655 23,177,427.85 0.068% 64.181% 320 METLIFE INC COMMON STOCK USD.01 401,646 23,174,974.20 0.068% 64.250% 321 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 188,916 23,079,867.72 0.068% 64.318% 322 PAYCOM SOFTWARE INC COMMON STOCK USD.01 57,574 23,029,600.00 0.068% 64.386% 323 MCCORMICK + CO NON VTG SHRS COMMON STOCK 273,590 23,028,070.30 0.068% 64.454% 324 CELANESE CORP COMMON STOCK USD.0001 147,756 23,015,952.12 0.068% 64.522% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 10 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 325 TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 530,944 22,973,946.88 0.068% 64.590% 326 VIACOMCBS INC CLASS B COMMON STOCK USD.001 560,715 22,950,064.95 0.068% 64.658% 327 HESS CORP COMMON STOCK USD1.0 300,060 22,936,586.40 0.068% 64.726% 328 HALLIBURTON CO COMMON STOCK USD2.5 1,108,386 22,921,422.48 0.068% 64.793% 329 INC COMMON STOCK USD1.0 296,235 22,913,777.25 0.068% 64.861% 330 NORDSON CORP COMMON STOCK 100,961 22,830,310.93 0.067% 64.928% 331 ECOLAB INC COMMON STOCK USD1.0 103,071 22,761,168.93 0.067% 64.996% 332 AUTOZONE INC COMMON STOCK USD.01 14,016 22,755,957.12 0.067% 65.063% 333 SCOTTS MIRACLE GRO CO COMMON STOCK USD.01 127,816 22,618,319.36 0.067% 65.130% 334 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 263,412 22,603,383.72 0.067% 65.197% 335 STRYKER CORP COMMON STOCK USD.1 83,305 22,570,656.70 0.067% 65.263% 336 AECOM COMMON STOCK USD.01 357,135 22,485,219.60 0.066% 65.330% 337 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 140,010 22,459,004.10 0.066% 65.396% 338 GENTEX CORP COMMON STOCK USD.06 658,255 22,400,417.65 0.066% 65.462% 339 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 170,393 22,398,159.85 0.066% 65.528% 340 ITT INC COMMON STOCK USD1.0 228,664 22,388,492.24 0.066% 65.595% 341 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 61,392 22,303,713.60 0.066% 65.660% 342 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 188,921 22,270,007.48 0.066% 65.726% 343 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 99,120 22,236,580.80 0.066% 65.792% 344 ALBEMARLE CORP COMMON STOCK USD.01 107,476 22,144,355.04 0.065% 65.857% 345 TORO CO COMMON STOCK USD1.0 194,335 22,103,662.90 0.065% 65.923% 346 ARROW ELECTRONICS INC COMMON STOCK USD1.0 186,274 22,086,508.18 0.065% 65.988% 347 HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 1,521,640 22,063,780.00 0.065% 66.053% 348 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 310,975 22,054,347.00 0.065% 66.118% 349 GRACO INC COMMON STOCK USD1.0 282,239 22,037,221.12 0.065% 66.183% 350 PRIMERICA INC COMMON STOCK 150,675 22,031,698.50 0.065% 66.249% 351 HORMEL FOODS CORP COMMON STOCK USD.01465 474,828 22,022,522.64 0.065% 66.314% 352 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 248,449 22,012,581.40 0.065% 66.379% 353 WESTERN DIGITAL CORP COMMON STOCK USD.01 338,999 22,011,205.07 0.065% 66.444% 354 MSCI INC COMMON STOCK USD.01 36,882 21,980,196.72 0.065% 66.509% 355 HILL ROM HOLDINGS INC COMMON STOCK 158,694 21,972,771.24 0.065% 66.573% 356 ALLEGION PLC COMMON STOCK USD.01 160,684 21,949,434.40 0.065% 66.638% 357 BECTON DICKINSON AND CO COMMON STOCK USD1.0 85,776 21,937,212.00 0.065% 66.703% 358 CASEY S GENERAL STORES INC COMMON STOCK NPV 110,874 21,920,898.54 0.065% 66.768% 359 TREX COMPANY INC COMMON STOCK USD.01 225,690 21,914,499.00 0.065% 66.833% 360 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 168,534 21,821,782.32 0.064% 66.897% 361 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 60,961 21,780,146.08 0.064% 66.962% 362 GENUINE PARTS CO COMMON STOCK USD1.0 171,216 21,730,734.72 0.064% 67.026% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 11 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 363 OWENS CORNING COMMON STOCK USD.001 225,681 21,701,484.96 0.064% 67.090% 364 ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 155,115 21,609,070.65 0.064% 67.154% 365 INC COMMON STOCK USD.01 58,464 21,541,645.44 0.064% 67.217% 366 INGERSOLL RAND INC COMMON STOCK USD.01 440,780 21,540,918.60 0.064% 67.281% 367 AMERCO COMMON STOCK USD.25 36,617 21,529,331.32 0.064% 67.345% 368 TRIMBLE INC COMMON STOCK 251,439 21,498,034.50 0.064% 67.408% 369 CAPRI HOLDINGS LTD COMMON STOCK 381,333 21,472,861.23 0.063% 67.472% 370 ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 131,131 21,429,428.02 0.063% 67.535% 371 DICK S SPORTING GOODS INC COMMON STOCK USD.01 205,560 21,407,018.40 0.063% 67.598% 372 FIRST HORIZON CORP COMMON STOCK USD.625 1,385,540 21,406,593.00 0.063% 67.661% 373 MORNINGSTAR INC COMMON STOCK 84,700 21,397,761.00 0.063% 67.725% 374 SMITH (A.O.) CORP COMMON STOCK USD1.0 303,142 21,319,976.86 0.063% 67.788% 375 ASTRAZENECA PLC SPONS ADR ADR 371,070 21,240,046.80 0.063% 67.850% 376 MKS INSTRUMENTS INC COMMON STOCK 135,722 21,232,349.68 0.063% 67.913% 377 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 44,651 21,216,815.67 0.063% 67.976% 378 AMERICAN FINANCIAL GROUP INC COMMON STOCK 167,502 21,187,327.98 0.063% 68.038% 379 OLIN CORP COMMON STOCK USD1.0 450,116 21,168,955.48 0.063% 68.101% 380 L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0 93,150 21,120,831.00 0.062% 68.163% 381 BERRY GLOBAL GROUP INC COMMON STOCK USD.01 328,232 21,102,035.28 0.062% 68.226% 382 BRUKER CORP COMMON STOCK USD.01 255,048 20,977,698.00 0.062% 68.288% 383 CARLISLE COS INC COMMON STOCK USD1.0 103,718 20,975,928.32 0.062% 68.350% 384 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 469,899 20,910,505.50 0.062% 68.411% 385 INC COMMON STOCK USD.001 21,050 20,870,233.00 0.062% 68.473% 386 WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 101,246 20,864,775.68 0.062% 68.535% 387 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 308,149 20,741,509.19 0.061% 68.596% 388 ON SEMICONDUCTOR CORP COMMON STOCK USD.01 530,186 20,709,065.16 0.061% 68.657% 389 ONEMAIN HOLDINGS INC COMMON STOCK USD.01 338,136 20,626,296.00 0.061% 68.718% 390 REGIONS FINANCIAL CORP COMMON STOCK USD.01 1,070,822 20,613,323.50 0.061% 68.779% 391 BUNGE LTD COMMON STOCK USD.01 265,143 20,583,051.09 0.061% 68.840% 392 TRANSDIGM GROUP INC COMMON STOCK USD.01 32,030 20,534,112.70 0.061% 68.900% 393 CHURCH + DWIGHT CO INC COMMON STOCK USD1.0 236,607 20,485,434.06 0.061% 68.961% 394 KEYCORP COMMON STOCK USD1.0 1,039,211 20,430,888.26 0.060% 69.021% 395 FLEX LTD COMMON STOCK 1,135,420 20,403,497.40 0.060% 69.082% 396 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 256,442 20,387,139.00 0.060% 69.142% 397 KOHLS CORP COMMON STOCK USD.01 400,180 20,329,144.00 0.060% 69.202% 398 AUTOLIV INC COMMON STOCK USD1.0 200,725 20,249,138.00 0.060% 69.262% 399 EMCOR GROUP INC COMMON STOCK USD.01 166,057 20,227,403.17 0.060% 69.322% 400 DEVON ENERGY CORP COMMON STOCK USD.1 782,081 20,208,973.04 0.060% 69.381% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 12 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 401 CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 475,899 20,063,901.84 0.059% 69.441% 402 RPM INTERNATIONAL INC COMMON STOCK USD.01 231,586 20,053,031.74 0.059% 69.500% 403 M + T BANK CORP COMMON STOCK USD.5 149,418 19,999,599.30 0.059% 69.559% 404 SAIA INC COMMON STOCK USD.001 88,327 19,961,902.00 0.059% 69.618% 405 IPG PHOTONICS CORP COMMON STOCK USD.0001 91,413 19,942,660.08 0.059% 69.677% 406 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 320,691 19,924,531.83 0.059% 69.736% 407 ASSURANT INC COMMON STOCK USD.01 126,219 19,918,620.39 0.059% 69.794% 408 SLM CORP COMMON STOCK USD.2 1,054,096 19,848,627.68 0.059% 69.853% 409 EPAM SYSTEMS INC COMMON STOCK USD.001 35,260 19,738,548.00 0.058% 69.911% 410 LINCOLN ELECTRIC HOLDINGS COMMON STOCK 140,662 19,612,502.66 0.058% 69.969% 411 DOMINO S PIZZA INC COMMON STOCK USD.01 37,321 19,611,812.29 0.058% 70.027% 412 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 496,656 19,593,079.20 0.058% 70.085% 413 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 107,666 19,587,675.38 0.058% 70.143% 414 REXNORD CORP COMMON STOCK USD.01 346,718 19,530,624.94 0.058% 70.201% 415 XYLEM INC COMMON STOCK 155,101 19,519,460.85 0.058% 70.258% 416 CHEMED CORP COMMON STOCK USD1.0 40,979 19,506,823.58 0.058% 70.316% 417 BIO RAD LABORATORIES A COMMON STOCK USD.0001 26,353 19,488,307.03 0.058% 70.374% 418 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 1,013,404 19,426,954.68 0.057% 70.431% 419 PHILLIPS 66 COMMON STOCK 262,444 19,271,262.92 0.057% 70.488% 420 ENTEGRIS INC COMMON STOCK USD.01 159,698 19,265,966.72 0.057% 70.545% 421 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 780,987 19,243,519.68 0.057% 70.602% 422 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 244,035 19,129,903.65 0.057% 70.658% 423 KINDER MORGAN INC COMMON STOCK USD.01 1,099,600 19,111,048.00 0.056% 70.715% 424 TJX COMPANIES INC COMMON STOCK USD1.0 277,736 19,111,014.16 0.056% 70.771% 425 J2 GLOBAL INC COMMON STOCK USD.01 135,280 19,111,005.60 0.056% 70.828% 426 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 487,404 19,008,756.00 0.056% 70.884% 427 SYNEOS HEALTH INC COMMON STOCK USD.01 211,396 18,955,879.32 0.056% 70.940% 428 MARKEL CORP COMMON STOCK 15,695 18,930,838.15 0.056% 70.996% 429 SYNNEX CORP COMMON STOCK USD.001 158,296 18,922,703.84 0.056% 71.052% 430 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 399,530 18,877,792.50 0.056% 71.107% 431 BROWN + BROWN INC COMMON STOCK USD.1 346,735 18,862,384.00 0.056% 71.163% 432 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 108,122 18,750,517.24 0.055% 71.219% 433 ETSY INC COMMON STOCK USD.001 102,013 18,720,405.63 0.055% 71.274% 434 FIRST SOLAR INC COMMON STOCK USD.001 217,114 18,680,488.56 0.055% 71.329% 435 AMCOR PLC COMMON STOCK USD.01 1,615,087 18,670,405.72 0.055% 71.384% 436 FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 416,952 18,600,228.72 0.055% 71.439% 437 SONOCO PRODUCTS CO COMMON STOCK 291,410 18,589,043.90 0.055% 71.494% 438 FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001 152,299 18,582,000.99 0.055% 71.549% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 13 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 439 FMC CORP COMMON STOCK USD.1 173,496 18,555,397.20 0.055% 71.604% 440 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 334,578 18,549,004.32 0.055% 71.659% 441 INC COMMON STOCK USD.01 128,832 18,546,654.72 0.055% 71.713% 442 SUNRUN INC COMMON STOCK USD.0001 350,039 18,541,565.83 0.055% 71.768% 443 ZILLOW GROUP INC C COMMON STOCK USD.0001 174,455 18,537,588.30 0.055% 71.823% 444 DARDEN RESTAURANTS INC COMMON STOCK 126,685 18,480,807.80 0.055% 71.878% 445 FORTIVE CORP COMMON STOCK USD.01 253,056 18,387,048.96 0.054% 71.932% 446 COOPER COS INC/THE COMMON STOCK USD.1 43,578 18,379,893.06 0.054% 71.986% 447 WOODWARD INC COMMON STOCK USD.00292 151,019 18,357,869.64 0.054% 72.040% 448 EAST WEST BANCORP INC COMMON STOCK USD.001 257,210 18,300,491.50 0.054% 72.095% 449 AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 602,644 18,139,584.40 0.054% 72.148% 450 INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 127,571 18,095,946.35 0.053% 72.202% 451 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 133,757 18,090,634.25 0.053% 72.255% 452 SIGNATURE BANK COMMON STOCK USD.01 79,421 18,026,184.37 0.053% 72.308% 453 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 67,410 17,995,773.60 0.053% 72.362% 454 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 105,607 17,964,806.77 0.053% 72.415% 455 REGAL BELOIT CORP COMMON STOCK USD.01 121,726 17,921,718.98 0.053% 72.468% 456 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 84,420 17,902,105.20 0.053% 72.520% 457 KKR + CO INC COMMON STOCK USD.01 280,744 17,900,237.44 0.053% 72.573% 458 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 122,340 17,893,448.40 0.053% 72.626% 459 KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 359,120 17,844,672.80 0.053% 72.679% 460 COMMERCE BANCSHARES INC COMMON STOCK USD5.0 251,016 17,754,361.68 0.052% 72.731% 461 IDEX CORP COMMON STOCK USD.01 78,150 17,715,823.50 0.052% 72.784% 462 NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 120,431 17,711,787.17 0.052% 72.836% 463 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1.0 22,584 17,674,012.56 0.052% 72.888% 464 WILLSCOT MOBILE MINI HOLDING COMMON STOCK USD.0001 613,314 17,608,244.94 0.052% 72.940% 465 CHART INDUSTRIES INC COMMON STOCK USD.01 113,248 17,604,401.60 0.052% 72.992% 466 NEWELL BRANDS INC COMMON STOCK USD1.0 710,735 17,590,691.25 0.052% 73.044% 467 WATERS CORP COMMON STOCK USD.01 45,107 17,583,159.67 0.052% 73.096% 468 COMERICA INC COMMON STOCK USD5.0 255,711 17,557,117.26 0.052% 73.148% 469 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 467,004 17,526,660.12 0.052% 73.200% 470 AMEDISYS INC COMMON STOCK USD.001 67,149 17,500,372.38 0.052% 73.252% 471 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 196,178 17,493,192.26 0.052% 73.303% 472 TARGA RESOURCES CORP COMMON STOCK USD.001 414,652 17,460,995.72 0.052% 73.355% 473 TOLL BROTHERS INC COMMON STOCK USD.01 293,970 17,423,601.90 0.051% 73.406% 474 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 84,916 17,418,819.08 0.051% 73.458% 475 SNAP ON INC COMMON STOCK USD1.0 79,661 17,364,504.78 0.051% 73.509% 476 JM SMUCKER CO/THE COMMON STOCK 132,131 17,323,695.41 0.051% 73.560% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 14 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 477 INC COMMON STOCK USD.01 85,702 17,275,809.16 0.051% 73.611% 478 WABTEC CORP COMMON STOCK USD.01 202,866 17,217,237.42 0.051% 73.662% 479 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 170,793 17,174,944.08 0.051% 73.713% 480 INC COMMON STOCK USD.01 59,577 17,157,580.23 0.051% 73.764% 481 ZYNGA INC CL A COMMON STOCK USD.00000625 1,698,577 17,155,627.70 0.051% 73.814% 482 TAPESTRY INC COMMON STOCK USD.01 405,302 17,144,274.60 0.051% 73.865% 483 ASGN INC COMMON STOCK USD.01 168,848 17,075,598.24 0.050% 73.915% 484 MAXIMUS INC COMMON STOCK 191,726 17,063,614.00 0.050% 73.966% 485 CIENA CORP COMMON STOCK USD.01 293,050 17,037,927.00 0.050% 74.016% 486 FIVE BELOW COMMON STOCK USD.01 87,336 16,979,865.12 0.050% 74.066% 487 FOOT LOCKER INC COMMON STOCK USD.01 296,194 16,900,829.64 0.050% 74.116% 488 CONAGRA BRANDS INC COMMON STOCK USD5.0 504,569 16,898,015.81 0.050% 74.166% 489 LOEWS CORP COMMON STOCK USD.01 314,936 16,890,017.68 0.050% 74.216% 490 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 277,051 16,844,700.80 0.050% 74.266% 491 DONALDSON CO INC COMMON STOCK USD5.0 254,309 16,832,712.71 0.050% 74.316% 492 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 114,151 16,822,432.87 0.050% 74.365% 493 SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 285,619 16,742,985.78 0.049% 74.415% 494 POLARIS INC COMMON STOCK USD.01 127,470 16,707,492.90 0.049% 74.464% 495 EQUIFAX INC COMMON STOCK USD1.25 64,068 16,696,120.80 0.049% 74.513% 496 CAMPBELL SOUP CO COMMON STOCK USD.0375 381,394 16,674,545.68 0.049% 74.563% 497 WESCO INTERNATIONAL INC COMMON STOCK USD.01 156,481 16,657,402.45 0.049% 74.612% 498 FOX FACTORY HOLDING CORP COMMON STOCK USD.001 103,097 16,654,289.38 0.049% 74.661% 499 HP INC COMMON STOCK USD.01 572,149 16,517,941.63 0.049% 74.710% 500 COSTAR GROUP INC COMMON STOCK USD.01 185,770 16,505,664.50 0.049% 74.759% 501 MASCO CORP COMMON STOCK USD1.0 273,819 16,349,732.49 0.048% 74.807% 502 DXC TECHNOLOGY CO COMMON STOCK USD.01 406,733 16,261,185.34 0.048% 74.855% 503 WATSCO INC COMMON STOCK USD.5 57,467 16,230,979.48 0.048% 74.903% 504 MARATHON OIL CORP COMMON STOCK USD1.0 1,400,160 16,227,854.40 0.048% 74.951% 505 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 470,294 16,211,034.18 0.048% 74.999% 506 JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 486,320 16,140,960.80 0.048% 75.047% 507 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 394,604 16,139,303.60 0.048% 75.094% 508 VOYA FINANCIAL INC COMMON STOCK USD.01 250,373 16,124,021.20 0.048% 75.142% 509 MURPHY USA INC COMMON STOCK 109,241 16,114,139.91 0.048% 75.189% 510 WESTROCK CO COMMON STOCK 327,363 16,109,533.23 0.048% 75.237% 511 WR BERKLEY CORP COMMON STOCK USD.2 219,982 16,096,082.94 0.048% 75.285% 512 KIMBERLY CLARK CORP COMMON STOCK USD1.25 118,509 16,084,041.48 0.048% 75.332% 513 TIMKEN CO COMMON STOCK 202,283 16,081,498.50 0.048% 75.380% 514 ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 259,931 16,042,941.32 0.047% 75.427% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 15 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 515 CIMAREX ENERGY CO COMMON STOCK USD.01 245,896 16,032,419.20 0.047% 75.474% 516 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 91,823 15,985,466.07 0.047% 75.522% 517 DUKE ENERGY CORP COMMON STOCK USD.001 151,638 15,938,670.18 0.047% 75.569% 518 OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 646,273 15,937,092.18 0.047% 75.616% 519 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 348,414 15,887,678.40 0.047% 75.663% 520 EAGLE MATERIALS INC COMMON STOCK USD.01 112,205 15,856,810.60 0.047% 75.710% 521 SKECHERS USA INC CL A COMMON STOCK USD.001 295,138 15,843,007.84 0.047% 75.756% 522 CHENIERE ENERGY INC COMMON STOCK USD.003 185,994 15,796,470.42 0.047% 75.803% 523 EVERCORE INC A COMMON STOCK USD.01 118,960 15,726,512.00 0.046% 75.850% 524 TRADE DESK INC/THE CLASS A COMMON STOCK USD.000001 191,476 15,683,799.16 0.046% 75.896% 525 INC COMMON STOCK 1,114,599 15,682,407.93 0.046% 75.942% 526 GAP INC/THE COMMON STOCK USD.05 536,785 15,658,018.45 0.046% 75.989% 527 LINCOLN NATIONAL CORP COMMON STOCK 253,699 15,632,932.38 0.046% 76.035% 528 VAIL RESORTS INC COMMON STOCK USD.01 51,201 15,626,545.20 0.046% 76.081% 529 ELEMENT SOLUTIONS INC COMMON STOCK USD.01 663,561 15,520,691.79 0.046% 76.127% 530 BIO TECHNE CORP COMMON STOCK USD.01 32,108 15,483,761.92 0.046% 76.172% 531 US FOODS HOLDING CORP COMMON STOCK USD.01 450,653 15,475,424.02 0.046% 76.218% 532 DENTSPLY SIRONA INC COMMON STOCK USD.01 234,150 15,463,266.00 0.046% 76.264% 533 LITTELFUSE INC COMMON STOCK USD.01 58,078 15,448,167.22 0.046% 76.310% 534 POPULAR INC COMMON STOCK USD.01 212,201 15,439,744.76 0.046% 76.355% 535 FOX CORP CLASS A COMMON STOCK USD.01 432,135 15,409,934.10 0.046% 76.401% 536 TERADATA CORP COMMON STOCK USD.01 309,740 15,381,688.40 0.045% 76.446% 537 INC COMMON STOCK USD.001 71,033 15,369,410.21 0.045% 76.492% 538 LHC GROUP INC COMMON STOCK USD.01 71,423 15,368,801.14 0.045% 76.537% 539 TTEC HOLDINGS INC COMMON STOCK USD.01 146,940 15,355,230.00 0.045% 76.582% 540 F5 NETWORKS INC COMMON STOCK 74,242 15,331,715.42 0.045% 76.628% 541 KBR INC COMMON STOCK USD.001 394,366 15,261,964.20 0.045% 76.673% 542 ALASKA AIR GROUP INC COMMON STOCK USD.01 262,987 15,261,135.61 0.045% 76.718% 543 COLUMBIA SPORTSWEAR CO COMMON STOCK 152,949 15,236,779.38 0.045% 76.763% 544 TENET HEALTHCARE CORP COMMON STOCK USD.05 212,055 15,234,031.20 0.045% 76.808% 545 LIBERTY MEDIA CORP LIBERTY C TRACKING STK USD.01 323,601 15,186,594.93 0.045% 76.853% 546 HUNTSMAN CORP COMMON STOCK USD.01 573,156 15,137,049.96 0.045% 76.897% 547 FLOWERS FOODS INC COMMON STOCK USD.01 642,437 15,135,815.72 0.045% 76.942% 548 WENDY S CO/THE COMMON STOCK USD.1 650,531 15,098,824.51 0.045% 76.987% 549 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 241,400 15,022,322.00 0.044% 77.031% 550 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 73,039 15,006,592.94 0.044% 77.075% 551 MANPOWERGROUP INC COMMON STOCK USD.01 126,144 14,958,155.52 0.044% 77.120% 552 INGREDION INC COMMON STOCK USD.01 170,040 14,931,212.40 0.044% 77.164% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 16 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 553 LEGGETT + PLATT INC COMMON STOCK USD.01 310,557 14,916,052.71 0.044% 77.208% 554 VISTRA CORP COMMON STOCK USD.01 778,849 14,914,958.35 0.044% 77.252% 555 UFP INDUSTRIES INC COMMON STOCK 200,248 14,870,416.48 0.044% 77.296% 556 GLOBE LIFE INC COMMON STOCK USD1.0 159,563 14,856,910.93 0.044% 77.340% 557 CLEAN HARBORS INC COMMON STOCK USD.01 155,555 14,777,725.00 0.044% 77.383% 558 MOSAIC CO/THE COMMON STOCK USD.01 472,656 14,761,046.88 0.044% 77.427% 559 ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK USD.01 120,583 14,721,978.47 0.043% 77.471% 560 UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 314,743 14,704,792.96 0.043% 77.514% 561 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 190,799 14,666,719.13 0.043% 77.557% 562 INVESCO LTD COMMON STOCK USD.2 599,951 14,626,805.38 0.043% 77.601% 563 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 65,121 14,581,894.32 0.043% 77.644% 564 ACUITY BRANDS INC COMMON STOCK USD.01 83,144 14,581,794.72 0.043% 77.687% 565 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 44,118 14,533,792.74 0.043% 77.730% 566 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 162,141 14,529,455.01 0.043% 77.773% 567 DISCOVERY INC C COMMON STOCK USD.01 534,805 14,498,563.55 0.043% 77.815% 568 BROOKS AUTOMATION INC COMMON STOCK USD.01 162,868 14,496,880.68 0.043% 77.858% 569 CO/THE COMMON STOCK USD.01 376,701 14,491,687.47 0.043% 77.901% 570 EVEREST RE GROUP LTD COMMON STOCK USD.01 57,189 14,459,094.87 0.043% 77.944% 571 PLC COMMON STOCK USD.0001 85,223 14,447,002.96 0.043% 77.986% 572 SOUTHERN CO/THE COMMON STOCK USD5.0 226,157 14,444,647.59 0.043% 78.029% 573 CORP COMMON STOCK 308,386 14,432,464.80 0.043% 78.072% 574 TRINET GROUP INC COMMON STOCK USD.000025 173,616 14,406,655.68 0.043% 78.114% 575 ENSIGN GROUP INC/THE COMMON STOCK USD.001 169,224 14,395,885.68 0.043% 78.157% 576 YUM BRANDS INC COMMON STOCK 109,405 14,374,722.95 0.042% 78.199% 577 HOWMET AEROSPACE INC COMMON STOCK 437,412 14,355,861.84 0.042% 78.242% 578 ALCOA CORP COMMON STOCK USD.01 354,469 14,231,930.35 0.042% 78.284% 579 BOSTON BEER COMPANY INC A COMMON STOCK USD.01 19,989 14,192,190.00 0.042% 78.326% 580 ZIONS BANCORP NA COMMON STOCK USD.001 271,529 14,160,237.35 0.042% 78.368% 581 LAZARD LTD CL A COMMON STOCK USD.01 299,807 14,150,890.40 0.042% 78.409% 582 HELEN OF TROY LTD COMMON STOCK USD.1 63,336 14,148,629.04 0.042% 78.451% 583 DISH NETWORK CORP A COMMON STOCK USD.01 336,650 14,102,268.50 0.042% 78.493% 584 TETRA TECH INC COMMON STOCK USD.01 105,445 14,079,016.40 0.042% 78.534% 585 HENRY SCHEIN INC COMMON STOCK USD.01 175,487 14,065,283.05 0.042% 78.576% 586 EVERGY INC COMMON STOCK 215,443 14,051,192.46 0.042% 78.618% 587 LANDSTAR SYSTEM INC COMMON STOCK USD.01 89,478 14,048,046.00 0.042% 78.659% 588 AES CORP COMMON STOCK USD.01 592,683 14,046,587.10 0.042% 78.701% 589 NCR CORPORATION COMMON STOCK USD.01 315,734 14,018,589.60 0.041% 78.742% 590 CURTISS WRIGHT CORP COMMON STOCK USD1.0 118,494 14,017,840.20 0.041% 78.783% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 17 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 591 TERMINIX GLOBAL HOLDINGS INC COMMON STOCK USD.01 266,091 13,969,777.50 0.041% 78.825% 592 ROLLINS INC COMMON STOCK USD1.0 364,285 13,963,044.05 0.041% 78.866% 593 SYNAPTICS INC COMMON STOCK USD.001 91,544 13,907,364.48 0.041% 78.907% 594 PVH CORP COMMON STOCK USD1.0 132,719 13,885,061.78 0.041% 78.948% 595 STIFEL FINANCIAL CORP COMMON STOCK USD.15 208,668 13,884,768.72 0.041% 78.989% 596 SILGAN HOLDINGS INC COMMON STOCK USD.01 342,112 13,862,378.24 0.041% 79.030% 597 FTI CONSULTING INC COMMON STOCK USD.01 94,796 13,811,777.20 0.041% 79.071% 598 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 168,882 13,738,550.70 0.041% 79.111% 599 AIR LEASE CORP COMMON STOCK USD.01 323,318 13,695,750.48 0.040% 79.152% 600 HASBRO INC COMMON STOCK USD.5 137,392 13,662,260.48 0.040% 79.192% 601 ALLEGHANY CORP COMMON STOCK USD1.0 20,575 13,643,282.50 0.040% 79.233% 602 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 7,291 13,586,341.04 0.040% 79.273% 603 MASIMO CORP COMMON STOCK USD.001 49,872 13,584,634.08 0.040% 79.313% 604 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 861,950 13,532,615.00 0.040% 79.353% 605 DOMINION ENERGY INC COMMON STOCK 180,709 13,529,682.83 0.040% 79.393% 606 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 197,607 13,474,821.33 0.040% 79.433% 607 RBC BEARINGS INC COMMON STOCK USD.01 57,016 13,398,760.00 0.040% 79.472% 608 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 119,180 13,380,338.60 0.040% 79.512% 609 MACY S INC COMMON STOCK USD.01 786,904 13,377,368.00 0.040% 79.551% 610 HARLEY DAVIDSON INC COMMON STOCK USD.01 335,871 13,307,209.02 0.039% 79.591% 611 GLOBUS MEDICAL INC A COMMON STOCK USD.001 159,735 13,285,159.95 0.039% 79.630% 612 FRANKLIN RESOURCES INC COMMON STOCK USD.1 449,353 13,278,381.15 0.039% 79.669% 613 IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 314,193 13,268,370.39 0.039% 79.708% 614 STEEL CORP COMMON STOCK USD1.0 498,453 13,199,035.44 0.039% 79.747% 615 ENPHASE ENERGY INC COMMON STOCK USD.00001 69,423 13,162,600.80 0.039% 79.786% 616 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 268,216 13,099,669.44 0.039% 79.825% 617 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 95,739 13,010,930.10 0.038% 79.863% 618 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 85,190 13,007,661.10 0.038% 79.902% 619 TELEFLEX INC COMMON STOCK USD1.0 32,713 13,001,127.59 0.038% 79.940% 620 ARAMARK COMMON STOCK USD.01 369,099 12,966,447.87 0.038% 79.978% 621 DTE ENERGY COMPANY COMMON STOCK 109,778 12,879,154.96 0.038% 80.016% 622 VALMONT INDUSTRIES COMMON STOCK USD1.0 54,352 12,878,706.40 0.038% 80.054% 623 AVIS BUDGET GROUP INC COMMON STOCK USD.01 155,454 12,866,927.58 0.038% 80.093% 624 IAA INC COMMON STOCK USD.01 212,048 12,824,663.04 0.038% 80.130% 625 CIRRUS LOGIC INC COMMON STOCK USD.001 155,140 12,813,012.60 0.038% 80.168% 626 PPL CORP COMMON STOCK USD.01 447,715 12,701,674.55 0.038% 80.206% 627 COHERENT INC COMMON STOCK USD.01 51,548 12,677,715.12 0.037% 80.243% 628 POWER INTEGRATIONS INC COMMON STOCK USD.001 130,450 12,652,345.50 0.037% 80.281% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 18 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 629 LGI HOMES INC COMMON STOCK USD.01 74,015 12,649,163.50 0.037% 80.318% 630 SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 48,747 12,648,871.56 0.037% 80.355% 631 IDT CORP CLASS B COMMON STOCK USD.01 253,897 12,644,070.60 0.037% 80.393% 632 STAMPS.COM INC COMMON STOCK USD.001 38,595 12,611,302.20 0.037% 80.430% 633 COLFAX CORP COMMON STOCK USD.001 274,471 12,592,729.48 0.037% 80.467% 634 LANCASTER COLONY CORP COMMON STOCK 63,417 12,548,321.79 0.037% 80.504% 635 ABIOMED INC COMMON STOCK USD.01 38,341 12,542,874.74 0.037% 80.541% 636 INC COMMON STOCK USD2.5 183,560 12,527,970.00 0.037% 80.578% 637 BLACKSTONE GROUP INC/THE COMMON STOCK USD.00001 108,362 12,490,887.74 0.037% 80.615% 638 DROPBOX INC CLASS A COMMON STOCK USD.00001 393,694 12,397,424.06 0.037% 80.652% 639 ELANCO ANIMAL HEALTH INC COMMON STOCK 337,955 12,325,218.85 0.036% 80.688% 640 EURONET WORLDWIDE INC COMMON STOCK USD.02 86,083 12,294,374.06 0.036% 80.725% 641 SOUTH STATE CORP COMMON STOCK USD2.5 178,518 12,289,179.12 0.036% 80.761% 642 ATKORE INC COMMON STOCK USD.01 163,382 12,271,622.02 0.036% 80.797% 643 NORTONLIFELOCK INC COMMON STOCK USD.01 493,951 12,259,863.82 0.036% 80.833% 644 LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 183,430 12,247,621.10 0.036% 80.870% 645 HEXCEL CORP COMMON STOCK USD.01 224,397 12,211,684.74 0.036% 80.906% 646 REPLIGEN CORP COMMON STOCK USD.01 49,692 12,209,324.40 0.036% 80.942% 647 CULLEN/FROST BANKERS INC COMMON STOCK USD.01 113,352 12,164,936.64 0.036% 80.978% 648 MERITAGE HOMES CORP COMMON STOCK USD.01 111,868 12,146,627.44 0.036% 81.014% 649 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 124,991 12,136,626.10 0.036% 81.049% 650 PTC INC COMMON STOCK USD.01 89,495 12,122,097.75 0.036% 81.085% 651 MSA SAFETY INC COMMON STOCK 73,695 12,121,353.60 0.036% 81.121% 652 CARTER S INC COMMON STOCK USD.01 123,996 12,119,369.04 0.036% 81.157% 653 AMEREN CORPORATION COMMON STOCK USD.01 144,378 12,116,201.76 0.036% 81.193% 654 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 76,375 12,100,855.00 0.036% 81.228% 655 SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01 69,119 12,080,618.82 0.036% 81.264% 656 FIRSTENERGY CORP COMMON STOCK USD.1 314,908 12,067,274.56 0.036% 81.300% 657 ENTERGY CORP COMMON STOCK USD.01 116,917 12,033,097.64 0.036% 81.335% 658 ILLUMINA INC COMMON STOCK USD.01 24,229 12,011,526.75 0.035% 81.371% 659 HERC HOLDINGS INC COMMON STOCK USD.01 96,806 12,007,816.24 0.035% 81.406% 660 ROYAL GOLD INC COMMON STOCK USD.01 98,520 11,972,150.40 0.035% 81.442% 661 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 164,854 11,933,781.06 0.035% 81.477% 662 MDC HOLDINGS INC COMMON STOCK USD.01 222,939 11,887,107.48 0.035% 81.512% 663 GOODYEAR TIRE + RUBBER CO COMMON STOCK 755,114 11,862,840.94 0.035% 81.547% 664 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 109,506 11,846,359.08 0.035% 81.582% 665 WESTERN UNION CO COMMON STOCK USD.01 509,835 11,833,270.35 0.035% 81.617% 666 LIBERTY MEDIA COR SIRIUSXM C TRACKING STK USD.01 255,621 11,809,690.20 0.035% 81.652% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 19 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 667 CRANE CO COMMON STOCK USD1.0 121,368 11,800,610.64 0.035% 81.687% 668 AMDOCS LTD COMMON STOCK GBP.0001 152,769 11,780,017.59 0.035% 81.722% 669 MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 26,218 11,778,698.68 0.035% 81.756% 670 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 149,029 11,756,897.81 0.035% 81.791% 671 ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 294,473 11,752,417.43 0.035% 81.826% 672 MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 131,469 11,723,090.73 0.035% 81.861% 673 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 242,976 11,687,145.60 0.035% 81.895% 674 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 140,920 11,685,086.40 0.035% 81.930% 675 LCI INDUSTRIES COMMON STOCK USD.01 80,016 11,667,933.12 0.034% 81.964% 676 MDU RESOURCES GROUP INC COMMON STOCK USD1.0 366,024 11,610,281.28 0.034% 81.998% 677 NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 489,439 11,594,809.91 0.034% 82.033% 678 BLACK KNIGHT INC COMMON STOCK 139,839 11,580,067.59 0.034% 82.067% 679 MOLSON COORS BEVERAGE CO B COMMON STOCK USD.01 236,351 11,555,200.39 0.034% 82.101% 680 TEXAS ROADHOUSE INC COMMON STOCK USD.001 125,353 11,553,786.01 0.034% 82.135% 681 EDISON INTERNATIONAL COMMON STOCK 211,080 11,503,860.00 0.034% 82.169% 682 BANK OZK COMMON STOCK 282,555 11,502,814.05 0.034% 82.203% 683 MEDIFAST INC COMMON STOCK USD.001 40,257 11,493,776.07 0.034% 82.237% 684 WALKER + DUNLOP INC COMMON STOCK 110,689 11,454,097.72 0.034% 82.271% 685 HERBALIFE NUTRITION LTD COMMON STOCK USD.002 224,792 11,450,904.48 0.034% 82.305% 686 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 774,137 11,449,486.23 0.034% 82.339% 687 DUPONT DE NEMOURS INC COMMON STOCK USD.01 152,551 11,448,952.55 0.034% 82.372% 688 BALCHEM CORP COMMON STOCK USD.0667 84,628 11,415,470.92 0.034% 82.406% 689 GLACIER BANCORP INC COMMON STOCK USD.01 220,426 11,365,164.56 0.034% 82.440% 690 MEDPACE HOLDINGS INC COMMON STOCK USD.01 64,490 11,346,370.60 0.034% 82.473% 691 COMMON STOCK USD6.5 128,710 11,341,925.20 0.034% 82.507% 692 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 76,875 11,268,337.50 0.033% 82.540% 693 CITRIX SYSTEMS INC COMMON STOCK USD.001 111,706 11,254,379.50 0.033% 82.573% 694 UNITED BANKSHARES INC COMMON STOCK USD2.5 324,815 11,219,110.10 0.033% 82.606% 695 JUNIPER NETWORKS INC COMMON STOCK USD.00001 398,555 11,215,337.70 0.033% 82.640% 696 RANGE RESOURCES CORP COMMON STOCK USD.01 736,120 11,211,107.60 0.033% 82.673% 697 RYDER SYSTEM INC COMMON STOCK USD.5 146,730 11,173,489.50 0.033% 82.706% 698 VALLEY NATIONAL BANCORP COMMON STOCK 865,224 11,152,737.36 0.033% 82.739% 699 HOLLYFRONTIER CORP COMMON STOCK USD.01 379,160 11,147,304.00 0.033% 82.772% 700 BWX TECHNOLOGIES INC COMMON STOCK USD.01 193,548 11,115,461.64 0.033% 82.804% 701 WINGSTOP INC COMMON STOCK USD.01 64,824 11,104,999.44 0.033% 82.837% 702 ATHENE HOLDING LTD CLASS A COMMON STOCK USD.001 171,751 11,098,549.62 0.033% 82.870% 703 CO PLC COMMON STOCK EUR.001 230,777 11,084,219.31 0.033% 82.903% 704 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 206,821 11,060,787.08 0.033% 82.935% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 20 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 705 APPLICATIONS INTE COMMON STOCK USD.0001 126,544 11,047,291.20 0.033% 82.968% 706 OMNICELL INC COMMON STOCK USD.001 75,377 11,042,730.50 0.033% 83.001% 707 OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 118,573 11,039,146.30 0.033% 83.033% 708 COHEN + STEERS INC COMMON STOCK USD.01 131,992 10,983,054.32 0.032% 83.066% 709 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 130,601 10,971,790.01 0.032% 83.098% 710 XEROX HOLDINGS CORP COMMON STOCK USD1.0 454,405 10,964,792.65 0.032% 83.131% 711 KEMPER CORP COMMON STOCK USD.1 165,791 10,943,863.91 0.032% 83.163% 712 NEW YORK TIMES CO A COMMON STOCK USD.1 249,625 10,928,582.50 0.032% 83.195% 713 UMB FINANCIAL CORP COMMON STOCK USD1.0 116,592 10,913,011.20 0.032% 83.227% 714 UBIQUITI INC COMMON STOCK USD.001 34,825 10,903,707.50 0.032% 83.260% 715 ERIE INDEMNITY COMPANY CL A COMMON STOCK 58,942 10,897,786.38 0.032% 83.292% 716 EXPONENT INC COMMON STOCK USD.001 101,735 10,894,801.15 0.032% 83.324% 717 TWITTER INC COMMON STOCK USD.000005 155,948 10,877,373.00 0.032% 83.356% 718 ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 127,468 10,843,702.76 0.032% 83.388% 719 INC COMMON STOCK USD.0001 15,575 10,837,085.00 0.032% 83.420% 720 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 190,955 10,836,696.25 0.032% 83.452% 721 AXON ENTERPRISE INC COMMON STOCK USD.00001 58,191 10,824,689.82 0.032% 83.484% 722 BAKER HUGHES CO COMMON STOCK USD.0001 508,327 10,796,865.48 0.032% 83.516% 723 KORN FERRY COMMON STOCK USD.01 156,783 10,777,263.42 0.032% 83.548% 724 JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 257,303 10,765,557.52 0.032% 83.580% 725 FOX CORP CLASS B COMMON STOCK USD.01 323,781 10,762,480.44 0.032% 83.612% 726 RLI CORP COMMON STOCK USD1.0 99,196 10,750,862.48 0.032% 83.643% 727 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 103,554 10,743,727.50 0.032% 83.675% 728 HANESBRANDS INC COMMON STOCK USD.01 587,770 10,732,680.20 0.032% 83.707% 729 YETI HOLDINGS INC COMMON STOCK USD.01 111,288 10,720,373.04 0.032% 83.738% 730 WINTRUST FINANCIAL CORP COMMON STOCK 150,048 10,713,427.20 0.032% 83.770% 731 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0 149,412 10,703,875.68 0.032% 83.802% 732 DIODES INC COMMON STOCK USD.667 130,146 10,671,972.00 0.032% 83.833% 733 THOR INDUSTRIES INC COMMON STOCK USD.1 90,094 10,663,525.84 0.032% 83.865% 734 DILLARDS INC CL A COMMON STOCK 58,162 10,659,349.74 0.031% 83.896% 735 PAYLOCITY HOLDING CORP COMMON STOCK USD.001 51,201 10,622,159.46 0.031% 83.928% 736 SEALED AIR CORP COMMON STOCK USD.1 185,813 10,544,887.75 0.031% 83.959% 737 PLANET FITNESS INC CL A COMMON STOCK USD.0001 140,114 10,540,776.22 0.031% 83.990% 738 NEWS CORP CLASS A COMMON STOCK USD.01 427,879 10,538,659.77 0.031% 84.021% 739 INC COMMON STOCK USD.01 85,882 10,536,862.58 0.031% 84.052% 740 EVERSOURCE ENERGY COMMON STOCK USD5.0 122,026 10,527,183.02 0.031% 84.083% 741 NAVIENT CORP COMMON STOCK USD.01 515,204 10,525,617.72 0.031% 84.114% 742 COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0 26,301 10,498,044.15 0.031% 84.145% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 21 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 743 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 93,249 10,488,647.52 0.031% 84.176% 744 MATTEL INC COMMON STOCK USD1.0 482,325 10,476,099.00 0.031% 84.207% 745 CABOT OIL + GAS CORP COMMON STOCK USD.1 654,351 10,469,616.00 0.031% 84.238% 746 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 94,766 10,441,317.88 0.031% 84.269% 747 GLOBANT SA COMMON STOCK USD1.2 43,648 10,438,855.68 0.031% 84.300% 748 BANKUNITED INC COMMON STOCK USD.01 261,972 10,368,851.76 0.031% 84.331% 749 UMPQUA HOLDINGS CORP COMMON STOCK 547,964 10,340,080.68 0.031% 84.361% 750 COTY INC CL A COMMON STOCK USD.01 1,181,265 10,312,443.45 0.030% 84.392% 751 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 68,776 10,282,012.00 0.030% 84.422% 752 ENERSYS COMMON STOCK USD.01 104,077 10,268,236.82 0.030% 84.452% 753 UGI CORP COMMON STOCK 223,261 10,267,773.39 0.030% 84.483% 754 WAYFAIR INC CLASS A COMMON STOCK USD.001 42,533 10,265,764.88 0.030% 84.513% 755 VALVOLINE INC COMMON STOCK USD.01 334,586 10,265,098.48 0.030% 84.543% 756 STERLING BANCORP/DE COMMON STOCK USD.01 471,980 10,246,685.80 0.030% 84.574% 757 CMS ENERGY CORP COMMON STOCK USD.01 165,770 10,242,928.30 0.030% 84.604% 758 INSTALLED BUILDING PRODUCTS COMMON STOCK USD.01 85,113 10,213,560.00 0.030% 84.634% 759 COMMERCIAL METALS CO COMMON STOCK USD.01 311,174 10,206,507.20 0.030% 84.664% 760 CARNIVAL CORP COMMON STOCK USD.01 471,076 10,198,795.40 0.030% 84.694% 761 KULICKE + SOFFA INDUSTRIES COMMON STOCK 186,880 10,158,796.80 0.030% 84.724% 762 BADGER METER INC COMMON STOCK USD1.0 100,273 10,130,581.19 0.030% 84.754% 763 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 266,404 10,118,023.92 0.030% 84.784% 764 SERVICENOW INC COMMON STOCK USD.001 17,178 10,098,774.42 0.030% 84.814% 765 SUMMIT MATERIALS INC CL A COMMON STOCK USD.01 300,320 10,090,752.00 0.030% 84.844% 766 HANCOCK WHITNEY CORP COMMON STOCK USD3.33 229,954 10,051,289.34 0.030% 84.874% 767 ADIENT PLC COMMON STOCK USD.001 238,128 10,032,332.64 0.030% 84.903% 768 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 66,495 10,024,786.20 0.030% 84.933% 769 L BRANDS INC COMMON STOCK USD.5 125,058 10,013,394.06 0.030% 84.962% 770 SANDERSON FARMS INC COMMON STOCK USD1.0 53,583 10,011,447.72 0.030% 84.992% 771 PDC ENERGY INC COMMON STOCK USD.01 252,625 9,991,318.75 0.030% 85.022% 772 PENN NATIONAL GAMING INC COMMON STOCK USD.01 146,037 9,986,010.06 0.030% 85.051% 773 AMERIS BANCORP COMMON STOCK USD1.0 203,508 9,892,523.88 0.029% 85.080% 774 AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1 209,080 9,864,394.40 0.029% 85.109% 775 BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 194,754 9,862,342.56 0.029% 85.139% 776 SPX FLOW INC COMMON STOCK USD.01 119,980 9,856,357.00 0.029% 85.168% 777 AVNET INC COMMON STOCK USD1.0 238,383 9,849,985.56 0.029% 85.197% 778 TEGNA INC COMMON STOCK USD1.0 555,794 9,848,669.68 0.029% 85.226% 779 SHENANDOAH TELECOMMUNICATION COMMON STOCK 186,559 9,848,449.61 0.029% 85.255% 780 QUIDEL CORP COMMON STOCK USD.001 69,469 9,827,779.43 0.029% 85.284% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 22 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 781 SIGNET JEWELERS LTD COMMON STOCK USD.18 152,601 9,818,348.34 0.029% 85.313% 782 SILICON LABORATORIES INC COMMON STOCK USD.0001 65,432 9,748,713.68 0.029% 85.342% 783 TEREX CORP COMMON STOCK USD.01 203,314 9,742,806.88 0.029% 85.371% 784 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 118,930 9,723,716.80 0.029% 85.399% 785 NOVANTA INC COMMON STOCK 69,174 9,712,721.34 0.029% 85.428% 786 MASONITE INTERNATIONAL CORP COMMON STOCK 85,800 9,709,128.00 0.029% 85.457% 787 ATLANTICA SUSTAINABLE INFRAS COMMON STOCK USD.1 243,615 9,686,132.40 0.029% 85.485% 788 SERVISFIRST BANCSHARES INC COMMON STOCK USD.001 135,957 9,663,823.56 0.029% 85.514% 789 ZOOM VIDEO COMMUNICATIONS A COMMON STOCK USD.001 25,472 9,630,963.20 0.028% 85.542% 790 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 137,949 9,620,563.26 0.028% 85.571% 791 CHEMOURS CO/THE COMMON STOCK 288,167 9,581,552.75 0.028% 85.599% 792 HILLTOP HOLDINGS INC COMMON STOCK USD.01 301,208 9,542,269.44 0.028% 85.627% 793 AVANTOR INC COMMON STOCK USD.01 253,735 9,535,361.30 0.028% 85.655% 794 TRITON INTERNATIONAL LTD COMMON STOCK USD.01 180,495 9,528,331.05 0.028% 85.684% 795 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 186,997 9,512,537.39 0.028% 85.712% 796 APPLIED INDUSTRIAL TECH INC COMMON STOCK 105,844 9,494,206.80 0.028% 85.740% 797 WEX INC COMMON STOCK USD.01 50,025 9,491,243.25 0.028% 85.768% 798 LIVANOVA PLC COMMON STOCK GBP1.0 109,664 9,464,003.20 0.028% 85.796% 799 WEC ENERGY GROUP INC COMMON STOCK USD.01 100,459 9,457,210.26 0.028% 85.824% 800 ITRON INC COMMON STOCK 95,431 9,411,405.22 0.028% 85.851% 801 SEMPRA ENERGY COMMON STOCK 71,702 9,367,866.30 0.028% 85.879% 802 DANA INC COMMON STOCK USD.01 387,502 9,362,048.32 0.028% 85.907% 803 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 212,091 9,355,334.01 0.028% 85.934% 804 CONSOLIDATED EDISON INC COMMON STOCK USD.1 126,775 9,352,191.75 0.028% 85.962% 805 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 101,162 9,344,333.94 0.028% 85.990% 806 CREE INC COMMON STOCK USD.00125 100,664 9,337,592.64 0.028% 86.017% 807 HECLA MINING CO COMMON STOCK USD.25 1,392,300 9,314,487.00 0.028% 86.045% 808 NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 172,545 9,313,979.10 0.028% 86.072% 809 INC COMMON STOCK USD.001 18,057 9,308,564.07 0.028% 86.100% 810 ASSURED GUARANTY LTD COMMON STOCK USD.01 194,573 9,302,535.13 0.027% 86.127% 811 GATX CORP COMMON STOCK USD.625 100,773 9,296,309.25 0.027% 86.155% 812 INGEVITY CORP COMMON STOCK USD.01 109,360 9,289,038.40 0.027% 86.182% 813 ESSENTIAL UTILITIES INC COMMON STOCK USD.5 188,103 9,239,619.36 0.027% 86.210% 814 AAON INC COMMON STOCK USD.004 148,654 9,238,846.10 0.027% 86.237% 815 INSPERITY INC COMMON STOCK USD.01 93,167 9,228,191.35 0.027% 86.264% 816 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 213,294 9,216,433.74 0.027% 86.291% 817 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 18,698 9,211,382.72 0.027% 86.319% 818 RENT A CENTER INC COMMON STOCK USD.01 160,780 9,199,831.60 0.027% 86.346% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 23 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 819 RALPH LAUREN CORP COMMON STOCK USD.01 80,996 9,194,665.92 0.027% 86.373% 820 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 67,327 9,168,590.86 0.027% 86.400% 821 ALTICE USA INC A COMMON STOCK USD.01 298,013 9,157,939.49 0.027% 86.427% 822 MATADOR RESOURCES CO COMMON STOCK USD.01 296,353 9,157,307.70 0.027% 86.454% 823 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 104,302 9,110,779.70 0.027% 86.481% 824 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 121,543 9,085,339.25 0.027% 86.508% 825 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 265,155 9,055,043.25 0.027% 86.535% 826 MATSON INC COMMON STOCK 134,791 9,047,171.92 0.027% 86.561% 827 BANK OF HAWAII CORP COMMON STOCK USD.01 108,068 9,046,372.28 0.027% 86.588% 828 EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 79,882 9,044,240.04 0.027% 86.615% 829 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 164,554 9,034,014.60 0.027% 86.641% 830 NXP SEMICONDUCTORS NV COMMON STOCK 43,767 9,033,071.13 0.027% 86.668% 831 CBOE GLOBAL MARKETS INC COMMON STOCK 76,244 9,032,626.68 0.027% 86.695% 832 NOV INC COMMON STOCK USD.01 653,830 9,029,392.30 0.027% 86.722% 833 OWENS + MINOR INC COMMON STOCK USD2.0 195,119 9,024,253.75 0.027% 86.748% 834 ST JOE CO/THE COMMON STOCK 199,338 9,024,031.26 0.027% 86.775% 835 WERNER ENTERPRISES INC COMMON STOCK USD.01 196,362 8,975,707.02 0.027% 86.801% 836 URBAN OUTFITTERS INC COMMON STOCK USD.0001 240,516 8,942,384.88 0.026% 86.828% 837 GENTHERM INC COMMON STOCK 107,550 8,919,121.50 0.026% 86.854% 838 WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01 123,589 8,905,823.34 0.026% 86.880% 839 UNUM GROUP COMMON STOCK USD.1 324,774 8,898,807.60 0.026% 86.907% 840 STEVEN MADDEN LTD COMMON STOCK USD.0001 203,023 8,898,498.09 0.026% 86.933% 841 FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 732,789 8,888,730.57 0.026% 86.959% 842 MERCURY GENERAL CORP COMMON STOCK 145,686 8,862,079.38 0.026% 86.985% 843 HEICO CORP CLASS A COMMON STOCK USD.01 73,039 8,858,900.31 0.026% 87.012% 844 TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 329,873 8,847,193.86 0.026% 87.038% 845 FNB CORP COMMON STOCK USD.01 771,885 8,845,802.10 0.026% 87.064% 846 DELL TECHNOLOGIES C COMMON STOCK 91,307 8,822,082.34 0.026% 87.090% 847 HOME BANCSHARES INC COMMON STOCK USD.01 415,260 8,795,206.80 0.026% 87.116% 848 PERFICIENT INC COMMON STOCK USD.001 92,754 8,745,774.66 0.026% 87.142% 849 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 86,519 8,684,777.22 0.026% 87.167% 850 AVIENT CORP COMMON STOCK USD.01 178,804 8,675,570.08 0.026% 87.193% 851 HERMAN MILLER INC COMMON STOCK USD.2 200,383 8,646,526.45 0.026% 87.219% 852 ONTO INNOVATION INC COMMON STOCK 123,072 8,624,885.76 0.025% 87.244% 853 BRINK S CO/THE COMMON STOCK USD1.0 111,977 8,617,749.92 0.025% 87.270% 854 FEDERATED HERMES INC COMMON STOCK 265,579 8,615,382.76 0.025% 87.295% 855 DIAMONDBACK ENERGY INC COMMON STOCK USD.01 111,510 8,600,766.30 0.025% 87.320% 856 DORMAN PRODUCTS INC COMMON STOCK USD.01 85,015 8,599,267.25 0.025% 87.346% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 24 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 857 HILLENBRAND INC COMMON STOCK 189,771 8,596,626.30 0.025% 87.371% 858 ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 167,733 8,592,961.59 0.025% 87.397% 859 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 91,973 8,576,482.25 0.025% 87.422% 860 3D SYSTEMS CORP COMMON STOCK USD.001 310,876 8,561,525.04 0.025% 87.447% 861 CHOICE HOTELS INTL INC COMMON STOCK USD.01 70,857 8,495,754.30 0.025% 87.472% 862 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 353,541 8,495,590.23 0.025% 87.497% 863 CIT GROUP INC COMMON STOCK USD.01 176,002 8,490,336.48 0.025% 87.523% 864 PINNACLE WEST CAPITAL COMMON STOCK 101,396 8,471,635.80 0.025% 87.548% 865 MURPHY OIL CORP COMMON STOCK USD1.0 389,587 8,457,933.77 0.025% 87.573% 866 ENVISTA HOLDINGS CORP COMMON STOCK USD.01 196,246 8,454,277.68 0.025% 87.598% 867 ICU MEDICAL INC COMMON STOCK USD.1 41,541 8,444,869.89 0.025% 87.623% 868 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 36,003 8,442,343.47 0.025% 87.647% 869 SKYLINE CHAMPION CORP COMMON STOCK USD.028 149,453 8,429,149.20 0.025% 87.672% 870 KIRBY CORP COMMON STOCK USD.1 145,361 8,417,855.51 0.025% 87.697% 871 SHUTTERSTOCK INC COMMON STOCK USD.01 77,574 8,416,003.26 0.025% 87.722% 872 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 7,435 8,413,222.95 0.025% 87.747% 873 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 133,457 8,405,121.86 0.025% 87.772% 874 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 210,561 8,403,489.51 0.025% 87.797% 875 HOULIHAN LOKEY INC COMMON STOCK USD.001 94,105 8,384,755.50 0.025% 87.821% 876 STERICYCLE INC COMMON STOCK USD.01 118,761 8,378,588.55 0.025% 87.846% 877 CORVEL CORP COMMON STOCK USD.0001 59,204 8,337,107.28 0.025% 87.871% 878 ENSTAR GROUP LTD COMMON STOCK USD1.0 32,385 8,323,592.70 0.025% 87.895% 879 FABRINET COMMON STOCK USD.01 88,036 8,321,162.72 0.025% 87.920% 880 INVESTORS BANCORP INC COMMON STOCK USD.01 601,778 8,316,571.96 0.025% 87.945% 881 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 1,760,890 8,293,791.90 0.025% 87.969% 882 VIAVI SOLUTIONS INC COMMON STOCK USD.001 496,738 8,290,557.22 0.024% 87.994% 883 FIRSTCASH INC COMMON STOCK USD.01 104,652 8,288,438.40 0.024% 88.018% 884 MERIT MEDICAL SYSTEMS INC COMMON STOCK 118,231 8,286,810.79 0.024% 88.043% 885 TRI POINTE HOMES INC COMMON STOCK USD.01 343,264 8,279,527.68 0.024% 88.067% 886 PREMIER INC CLASS A COMMON STOCK USD.01 232,042 8,269,976.88 0.024% 88.091% 887 ALLEGIANT TRAVEL CO COMMON STOCK USD.001 43,467 8,263,946.04 0.024% 88.116% 888 ALLIANT ENERGY CORP COMMON STOCK USD.01 141,127 8,260,163.31 0.024% 88.140% 889 PNM RESOURCES INC COMMON STOCK 170,699 8,249,882.67 0.024% 88.165% 890 AVAYA HOLDINGS CORP COMMON STOCK USD.001 340,533 8,247,709.26 0.024% 88.189% 891 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 360,876 8,242,407.84 0.024% 88.213% 892 PELOTON INTERACTIVE INC A COMMON STOCK USD.000025 69,775 8,236,938.75 0.024% 88.238% 893 FLOWSERVE CORP COMMON STOCK USD1.25 195,158 8,214,200.22 0.024% 88.262% 894 CERENCE INC COMMON STOCK USD.01 76,264 8,199,142.64 0.024% 88.286% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 25 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 895 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 47,152 8,192,188.48 0.024% 88.310% 896 DOMTAR CORP COMMON STOCK USD.01 149,010 8,182,139.10 0.024% 88.335% 897 QURATE RETAIL INC SERIES A COMMON STOCK USD.01 689,320 8,175,335.20 0.024% 88.359% 898 H.B. FULLER CO. COMMON STOCK USD1.0 126,202 8,155,173.24 0.024% 88.383% 899 INC COMMON STOCK USD.008 3,740 8,146,692.40 0.024% 88.407% 900 BOOT BARN HOLDINGS INC COMMON STOCK USD.0001 94,067 8,129,270.14 0.024% 88.431% 901 HOWARD HUGHES CORP/THE COMMON STOCK 87,682 8,128,998.22 0.024% 88.455% 902 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 689,481 8,122,086.18 0.024% 88.479% 903 INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 116,438 8,115,728.60 0.024% 88.503% 904 CONMED CORP COMMON STOCK USD.01 58,634 8,087,973.96 0.024% 88.527% 905 STEPAN CO COMMON STOCK USD1.0 68,517 8,081,580.15 0.024% 88.551% 906 WORTHINGTON INDUSTRIES COMMON STOCK 126,194 8,072,630.18 0.024% 88.574% 907 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 367,897 8,064,302.24 0.024% 88.598% 908 ESSENT GROUP LTD COMMON STOCK USD.015 178,380 8,057,424.60 0.024% 88.622% 909 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 92,373 8,053,078.14 0.024% 88.646% 910 SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001 214,709 8,047,293.32 0.024% 88.670% 911 ACI WORLDWIDE INC COMMON STOCK USD.005 234,325 8,037,347.50 0.024% 88.693% 912 SPX CORP COMMON STOCK USD.01 120,388 8,025,064.08 0.024% 88.717% 913 CHAMPIONX CORP COMMON STOCK USD.01 344,941 8,016,428.84 0.024% 88.741% 914 SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 168,177 7,973,271.57 0.024% 88.764% 915 ANTERO RESOURCES CORP COMMON STOCK USD.01 585,727 7,965,887.20 0.024% 88.788% 916 PROG HOLDINGS INC COMMON STOCK USD.5 181,144 7,928,672.88 0.023% 88.811% 917 LUMENTUM HOLDINGS INC COMMON STOCK USD.001 94,336 7,923,280.64 0.023% 88.835% 918 EXELIXIS INC COMMON STOCK USD.001 469,222 7,906,390.70 0.023% 88.858% 919 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 202,040 7,895,723.20 0.023% 88.881% 920 EQT CORP COMMON STOCK 429,275 7,894,367.25 0.023% 88.905% 921 WR GRACE + CO COMMON STOCK USD.01 113,284 7,884,566.40 0.023% 88.928% 922 GODADDY INC CLASS A COMMON STOCK USD.001 94,001 7,881,983.85 0.023% 88.951% 923 USANA HEALTH SCIENCES INC COMMON STOCK USD.001 82,590 7,868,349.30 0.023% 88.975% 924 AXOS FINANCIAL INC COMMON STOCK USD.01 164,349 7,864,099.65 0.023% 88.998% 925 COVANTA HOLDING CORP COMMON STOCK USD.1 390,455 7,848,145.50 0.023% 89.021% 926 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 125,156 7,844,778.08 0.023% 89.044% 927 WELBILT INC COMMON STOCK USD.01 333,917 7,843,710.33 0.023% 89.067% 928 COGNEX CORP COMMON STOCK USD.002 86,749 7,842,977.09 0.023% 89.091% 929 ABM INDUSTRIES INC COMMON STOCK USD.01 168,603 7,838,353.47 0.023% 89.114% 930 CALIX INC COMMON STOCK 167,509 7,836,071.02 0.023% 89.137% 931 CDK GLOBAL INC COMMON STOCK USD.01 162,456 7,796,263.44 0.023% 89.160% 932 TRINITY INDUSTRIES INC COMMON STOCK USD.01 287,379 7,790,844.69 0.023% 89.183% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 26 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 933 MAGELLAN HEALTH INC COMMON STOCK USD.01 82,347 7,766,969.04 0.023% 89.206% 934 QUALYS INC COMMON STOCK USD.001 76,204 7,739,278.24 0.023% 89.229% 935 ATMOS ENERGY CORP COMMON STOCK 78,451 7,734,484.09 0.023% 89.252% 936 CHURCHILL DOWNS INC COMMON STOCK 41,421 7,696,021.80 0.023% 89.274% 937 PACWEST BANCORP COMMON STOCK 193,140 7,690,834.80 0.023% 89.297% 938 UNIFIRST CORP/MA COMMON STOCK USD.1 35,315 7,690,547.55 0.023% 89.320% 939 ROGERS CORP COMMON STOCK USD1.0 40,264 7,674,318.40 0.023% 89.342% 940 TRONOX HOLDINGS PLC A COMMON STOCK USD.01 415,739 7,662,069.77 0.023% 89.365% 941 GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 66,357 7,644,326.40 0.023% 89.388% 942 SCIENTIFIC GAMES CORP COMMON STOCK USD.001 123,868 7,643,894.28 0.023% 89.410% 943 CNX RESOURCES CORP COMMON STOCK USD.01 631,661 7,643,098.10 0.023% 89.433% 944 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 110,876 7,626,051.28 0.023% 89.455% 945 SQUARE INC A COMMON STOCK USD.0000001 30,821 7,620,800.46 0.023% 89.478% 946 SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 1,176,799 7,613,889.53 0.022% 89.500% 947 DIGITAL TURBINE INC COMMON STOCK USD.0001 120,419 7,580,376.05 0.022% 89.523% 948 CENTERPOINT ENERGY INC COMMON STOCK USD.01 297,695 7,579,314.70 0.022% 89.545% 949 BURLINGTON STORES INC COMMON STOCK USD.0001 22,629 7,576,189.20 0.022% 89.568% 950 BLACK HILLS CORP COMMON STOCK USD1.0 111,989 7,576,055.85 0.022% 89.590% 951 CABOT CORP COMMON STOCK USD1.0 137,563 7,574,218.78 0.022% 89.612% 952 BED BATH + BEYOND INC COMMON STOCK USD.01 265,333 7,572,603.82 0.022% 89.635% 953 VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001 22,665 7,540,872.15 0.022% 89.657% 954 KENNAMETAL INC COMMON STOCK USD1.25 207,651 7,527,348.75 0.022% 89.679% 955 MODIVCARE INC COMMON STOCK USD.001 44,020 7,483,400.00 0.022% 89.701% 956 TRAVEL LEISURE CO COMMON STOCK USD.01 144,276 7,473,496.80 0.022% 89.723% 957 FORMFACTOR INC COMMON STOCK USD.001 200,400 7,466,904.00 0.022% 89.745% 958 SEMTECH CORP COMMON STOCK USD.01 120,199 7,441,520.09 0.022% 89.767% 959 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 196,575 7,432,500.75 0.022% 89.789% 960 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 192,921 7,431,316.92 0.022% 89.811% 961 MUELLER INDUSTRIES INC COMMON STOCK USD.01 171,196 7,429,906.40 0.022% 89.833% 962 INC COMMON STOCK USD.001 48,429 7,428,524.31 0.022% 89.855% 963 INTEGER HOLDINGS CORP COMMON STOCK USD.001 75,875 7,427,403.75 0.022% 89.877% 964 CLEVELAND CLIFFS INC COMMON STOCK USD.125 296,519 7,412,975.00 0.022% 89.899% 965 PROTHENA CORP PLC COMMON STOCK USD.01 147,751 7,402,325.10 0.022% 89.921% 966 ATLANTIC UNION BANKSHARES CO COMMON STOCK USD1.33 208,582 7,398,403.54 0.022% 89.943% 967 VISTEON CORP COMMON STOCK 64,748 7,384,509.40 0.022% 89.965% 968 LIVENT CORP COMMON STOCK USD.001 378,191 7,378,506.41 0.022% 89.986% 969 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 136,476 7,327,396.44 0.022% 90.008% 970 ALBANY INTL CORP CL A COMMON STOCK USD.001 84,839 7,325,847.65 0.022% 90.030% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 27 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 971 OGE ENERGY CORP COMMON STOCK USD.01 217,058 7,325,707.50 0.022% 90.051% 972 CANNAE HOLDINGS INC COMMON STOCK USD.0001 219,986 7,314,534.50 0.022% 90.073% 973 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 227,817 7,310,647.53 0.022% 90.095% 974 SLEEP NUMBER CORP COMMON STOCK USD.01 73,474 7,289,355.54 0.022% 90.116% 975 CATHAY GENERAL BANCORP COMMON STOCK USD.01 191,815 7,264,034.05 0.021% 90.138% 976 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 90,475 7,257,904.50 0.021% 90.159% 977 WYNN RESORTS LTD COMMON STOCK USD.01 73,771 7,253,902.43 0.021% 90.180% 978 PLEXUS CORP COMMON STOCK USD.01 80,302 7,252,876.64 0.021% 90.202% 979 J + J SNACK FOODS CORP COMMON STOCK 44,094 7,248,171.72 0.021% 90.223% 980 WD 40 CO COMMON STOCK USD.001 29,801 7,241,344.99 0.021% 90.245% 981 SOUTHERN COPPER CORP COMMON STOCK USD.01 110,164 7,231,164.96 0.021% 90.266% 982 IDACORP INC COMMON STOCK 68,279 7,200,020.55 0.021% 90.287% 983 AMBARELLA INC COMMON STOCK USD.00045 72,820 7,172,041.80 0.021% 90.309% 984 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 146,521 7,164,876.90 0.021% 90.330% 985 INC COMMON STOCK USD.01 203,351 7,159,988.71 0.021% 90.351% 986 DISCOVERY INC A COMMON STOCK USD.01 246,474 7,150,210.74 0.021% 90.372% 987 OLD NATIONAL BANCORP COMMON STOCK 443,795 7,140,661.55 0.021% 90.393% 988 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 322,340 7,133,384.20 0.021% 90.414% 989 AMERICAN NATIONAL GROUP INC COMMON STOCK USD.01 43,227 7,131,590.46 0.021% 90.435% 990 CVB FINANCIAL CORP COMMON STOCK 373,495 7,118,814.70 0.021% 90.456% 991 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 156,420 7,098,339.60 0.021% 90.477% 992 TWILIO INC A COMMON STOCK USD.001 18,985 7,092,606.15 0.021% 90.498% 993 HELIOS TECHNOLOGIES INC COMMON STOCK USD.001 87,494 7,073,889.90 0.021% 90.519% 994 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 259,569 7,065,468.18 0.021% 90.540% 995 SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 287,252 7,060,654.16 0.021% 90.561% 996 BARNES GROUP INC COMMON STOCK USD.01 139,248 7,055,696.16 0.021% 90.582% 997 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 150,127 7,054,467.73 0.021% 90.603% 998 NELNET INC CL A COMMON STOCK USD.01 93,672 7,053,501.60 0.021% 90.623% 999 SANMINA CORP COMMON STOCK USD.01 183,395 7,046,035.90 0.021% 90.644% 1000 ARCOSA INC COMMON STOCK USD.01 128,638 7,044,216.88 0.021% 90.665% 1001 MERCURY SYSTEMS INC COMMON STOCK USD.01 106,468 7,026,888.00 0.021% 90.686% 1002 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 91,526 7,022,789.98 0.021% 90.706% 1003 PATTERSON COS INC COMMON STOCK USD.01 224,903 7,001,230.39 0.021% 90.727% 1004 JELD WEN HOLDING INC COMMON STOCK USD.01 263,509 6,977,718.32 0.021% 90.748% 1005 MICROSTRATEGY INC CL A COMMON STOCK USD.001 11,135 6,970,621.35 0.021% 90.768% 1006 GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 10,480 6,965,636.80 0.021% 90.789% 1007 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 79,255 6,931,642.30 0.020% 90.809% 1008 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 240,321 6,923,648.01 0.020% 90.830% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 28 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1009 EXACT SCIENCES CORP COMMON STOCK USD.01 63,961 6,897,554.24 0.020% 90.850% 1010 LIVE OAK BANCSHARES INC COMMON STOCK NPV 114,349 6,882,666.31 0.020% 90.871% 1011 NEWMARKET CORP COMMON STOCK 21,784 6,881,783.44 0.020% 90.891% 1012 EVERTEC INC COMMON STOCK USD.01 157,139 6,866,974.30 0.020% 90.911% 1013 KRATOS DEFENSE + SECURITY COMMON STOCK USD.001 252,119 6,857,636.80 0.020% 90.932% 1014 TRIUMPH BANCORP INC COMMON STOCK USD.01 89,285 6,844,588.10 0.020% 90.952% 1015 PILGRIM S PRIDE CORP COMMON STOCK USD.01 308,227 6,827,228.05 0.020% 90.972% 1016 RAMBUS INC COMMON STOCK USD.001 288,458 6,824,916.28 0.020% 90.992% 1017 KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001 336,154 6,786,949.26 0.020% 91.012% 1018 O I GLASS INC COMMON STOCK 458,413 6,779,928.27 0.020% 91.032% 1019 CHANGE HEALTHCARE INC COMMON STOCK USD.001 312,164 6,777,080.44 0.020% 91.052% 1020 MOOG INC CLASS A COMMON STOCK USD1.0 86,896 6,766,591.52 0.020% 91.072% 1021 BLACKBAUD INC COMMON STOCK USD.001 94,788 6,761,228.04 0.020% 91.092% 1022 NEWS CORP CLASS B COMMON STOCK 287,318 6,754,846.18 0.020% 91.112% 1023 TOWNE BANK COMMON STOCK USD1.667 226,260 6,744,810.60 0.020% 91.132% 1024 XPERI HOLDING CORP COMMON STOCK 323,479 6,718,658.83 0.020% 91.152% 1025 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 97,955 6,715,794.80 0.020% 91.172% 1026 ASSOCIATED BANC CORP COMMON STOCK USD.01 338,868 6,709,586.40 0.020% 91.192% 1027 VMWARE INC CLASS A COMMON STOCK USD.01 43,602 6,703,371.48 0.020% 91.211% 1028 KB HOME COMMON STOCK USD1.0 157,600 6,688,544.00 0.020% 91.231% 1029 H+R BLOCK INC COMMON STOCK 272,291 6,684,744.05 0.020% 91.251% 1030 HAEMONETICS CORP/MASS COMMON STOCK USD.01 109,830 6,676,565.70 0.020% 91.271% 1031 FEDERAL SIGNAL CORP COMMON STOCK USD1.0 168,220 6,663,194.20 0.020% 91.290% 1032 INC COMMON STOCK USD.01 210,588 6,660,898.44 0.020% 91.310% 1033 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 108,709 6,658,426.25 0.020% 91.330% 1034 ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 138,390 6,655,175.10 0.020% 91.349% 1035 NUVASIVE INC COMMON STOCK USD.001 104,060 6,654,637.00 0.020% 91.369% 1036 MAXLINEAR INC COMMON STOCK 137,512 6,632,203.76 0.020% 91.389% 1037 FORWARD AIR CORP COMMON STOCK USD.01 74,309 6,571,887.96 0.019% 91.408% 1038 CMC MATERIALS INC COMMON STOCK USD.001 45,432 6,571,284.48 0.019% 91.427% 1039 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 190,402 6,561,252.92 0.019% 91.447% 1040 WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 195,391 6,553,414.14 0.019% 91.466% 1041 HEICO CORP COMMON STOCK USD.01 48,361 6,540,825.25 0.019% 91.485% 1042 MCGRATH RENTCORP COMMON STOCK 83,386 6,539,130.12 0.019% 91.505% 1043 FRONTDOOR INC COMMON STOCK USD.01 133,045 6,511,222.30 0.019% 91.524% 1044 FIRST MERCHANTS CORP COMMON STOCK 159,664 6,503,114.72 0.019% 91.543% 1045 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 23,545 6,501,480.85 0.019% 91.562% 1046 CADENCE BANCORP COMMON STOCK 342,101 6,499,919.00 0.019% 91.582% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 29 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1047 ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 104,842 6,485,526.12 0.019% 91.601% 1048 MODERNA INC COMMON STOCK USD.0001 18,293 6,468,404.80 0.019% 91.620% 1049 COLUMBIA BANKING SYSTEM INC COMMON STOCK 184,927 6,461,349.38 0.019% 91.639% 1050 BANCORPSOUTH BANK COMMON STOCK 248,919 6,422,110.20 0.019% 91.658% 1051 NISOURCE INC COMMON STOCK USD.01 258,934 6,413,795.18 0.019% 91.677% 1052 META FINANCIAL GROUP INC COMMON STOCK USD.01 128,221 6,372,583.70 0.019% 91.696% 1053 PRICESMART INC COMMON STOCK USD.0001 70,873 6,360,143.02 0.019% 91.715% 1054 NVENT ELECTRIC PLC COMMON STOCK USD.01 200,418 6,335,212.98 0.019% 91.733% 1055 VIASAT INC COMMON STOCK USD.0001 126,831 6,295,890.84 0.019% 91.752% 1056 PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 119,463 6,277,780.65 0.019% 91.770% 1057 MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 101,642 6,273,344.24 0.019% 91.789% 1058 NEWMARK GROUP INC CLASS A COMMON STOCK USD.01 485,418 6,252,183.84 0.018% 91.807% 1059 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 115,713 6,249,659.13 0.018% 91.826% 1060 ONE GAS INC COMMON STOCK 84,597 6,241,566.66 0.018% 91.844% 1061 VISTA OUTDOOR INC COMMON STOCK USD.01 153,804 6,212,143.56 0.018% 91.863% 1062 DYCOM INDUSTRIES INC COMMON STOCK USD.333 89,317 6,198,599.80 0.018% 91.881% 1063 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 65,644 6,194,824.28 0.018% 91.899% 1064 TFS FINANCIAL CORP COMMON STOCK USD.01 316,921 6,173,621.08 0.018% 91.918% 1065 HYATT HOTELS CORP CL A COMMON STOCK USD.01 76,915 6,143,201.05 0.018% 91.936% 1066 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 82,181 6,137,277.08 0.018% 91.954% 1067 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 134,361 6,125,517.99 0.018% 91.972% 1068 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 85,156 6,120,161.72 0.018% 91.990% 1069 GREEN DOT CORP CLASS A COMMON STOCK USD.001 132,386 6,099,023.02 0.018% 92.008% 1070 TRIPADVISOR INC COMMON STOCK USD.001 160,400 6,087,180.00 0.018% 92.026% 1071 ARCONIC CORP COMMON STOCK USD.01 169,291 6,084,318.54 0.018% 92.044% 1072 ODP CORP/THE COMMON STOCK USD.01 128,231 6,069,173.23 0.018% 92.062% 1073 RED ROCK RESORTS INC CLASS A COMMON STOCK USD.01 153,369 6,042,738.60 0.018% 92.080% 1074 KAR AUCTION SERVICES INC COMMON STOCK USD.01 365,829 6,028,861.92 0.018% 92.098% 1075 MBIA INC COMMON STOCK USD1.0 460,050 6,003,652.50 0.018% 92.115% 1076 CSW INDUSTRIALS INC COMMON STOCK USD.01 50,720 5,999,668.80 0.018% 92.133% 1077 FLAGSTAR BANCORP INC COMMON STOCK USD.01 131,022 5,995,566.72 0.018% 92.151% 1078 FULTON FINANCIAL CORP COMMON STOCK USD2.5 389,814 5,971,950.48 0.018% 92.168% 1079 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 188,115 5,959,483.20 0.018% 92.186% 1080 TREEHOUSE FOODS INC COMMON STOCK USD.01 134,179 5,957,547.60 0.018% 92.204% 1081 NEOGEN CORP COMMON STOCK USD.16 136,724 5,955,697.44 0.018% 92.221% 1082 BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001 237,670 5,939,373.30 0.018% 92.239% 1083 BRADY CORPORATION CL A COMMON STOCK USD.01 108,218 5,917,360.24 0.017% 92.256% 1084 ORGANON + CO COMMON STOCK USD.01 203,829 5,913,079.29 0.017% 92.274% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 30 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1085 COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 76,099 5,906,043.39 0.017% 92.291% 1086 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 136,320 5,904,019.20 0.017% 92.309% 1087 SPS COMMERCE INC COMMON STOCK USD.001 54,076 5,891,580.20 0.017% 92.326% 1088 CENTURY COMMUNITIES INC COMMON STOCK USD.01 84,771 5,887,345.95 0.017% 92.343% 1089 HELMERICH + PAYNE COMMON STOCK USD.1 204,874 5,873,737.58 0.017% 92.361% 1090 ZILLOW GROUP INC A COMMON STOCK USD.0001 54,808 5,871,581.04 0.017% 92.378% 1091 PIPER SANDLER COS COMMON STOCK USD.01 47,791 5,863,477.79 0.017% 92.395% 1092 PATRICK INDUSTRIES INC COMMON STOCK 70,798 5,850,038.74 0.017% 92.413% 1093 HILTON GRAND VACATIONS INC COMMON STOCK USD.01 143,710 5,844,685.70 0.017% 92.430% 1094 NEOGENOMICS INC COMMON STOCK USD.001 126,762 5,843,728.20 0.017% 92.447% 1095 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 92,876 5,821,467.68 0.017% 92.464% 1096 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 283,022 5,810,441.66 0.017% 92.482% 1097 STATE AUTO FINANCIAL CORP COMMON STOCK 115,700 5,785,000.00 0.017% 92.499% 1098 SNAP INC A COMMON STOCK USD.00001 77,553 5,771,494.26 0.017% 92.516% 1099 KADANT INC COMMON STOCK USD.01 31,929 5,751,370.77 0.017% 92.533% 1100 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 336,013 5,739,102.04 0.017% 92.550% 1101 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 255,994 5,721,465.90 0.017% 92.567% 1102 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 385,813 5,717,748.66 0.017% 92.584% 1103 CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 274,763 5,706,827.51 0.017% 92.600% 1104 SYKES ENTERPRISES INC COMMON STOCK USD.01 106,079 5,692,199.14 0.017% 92.617% 1105 TRINSEO SA COMMON STOCK USD.01 104,361 5,673,063.96 0.017% 92.634% 1106 WORLD ACCEPTANCE CORP COMMON STOCK 29,908 5,669,659.56 0.017% 92.651% 1107 COPA HOLDINGS SA CLASS A COMMON STOCK 79,912 5,666,559.92 0.017% 92.667% 1108 WASHINGTON FEDERAL INC COMMON STOCK USD1.0 175,486 5,662,933.22 0.017% 92.684% 1109 HUB GROUP INC CL A COMMON STOCK USD.01 85,433 5,662,499.24 0.017% 92.701% 1110 PAPA JOHN S INTL INC COMMON STOCK USD.01 49,539 5,653,390.68 0.017% 92.718% 1111 WESBANCO INC COMMON STOCK USD2.0833 174,114 5,620,399.92 0.017% 92.734% 1112 VERINT SYSTEMS INC COMMON STOCK USD.001 131,587 5,614,817.29 0.017% 92.751% 1113 EAGLE BANCORP INC COMMON STOCK USD.01 101,902 5,607,667.06 0.017% 92.767% 1114 WSFS FINANCIAL CORP COMMON STOCK USD.01 127,999 5,603,796.22 0.017% 92.784% 1115 KFORCE INC COMMON STOCK USD.01 89,580 5,592,479.40 0.017% 92.800% 1116 BOISE CASCADE CO COMMON STOCK USD.01 109,036 5,577,191.40 0.016% 92.817% 1117 MALIBU BOATS INC A COMMON STOCK USD.01 66,250 5,542,475.00 0.016% 92.833% 1118 INTER PARFUMS INC COMMON STOCK USD.001 72,071 5,540,097.77 0.016% 92.850% 1119 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 78,268 5,531,982.24 0.016% 92.866% 1120 ALLETE INC COMMON STOCK 78,390 5,512,384.80 0.016% 92.882% 1121 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0 93,469 5,494,107.82 0.016% 92.899% 1122 LIVERAMP HOLDINGS INC COMMON STOCK USD.1 135,613 5,425,876.13 0.016% 92.915% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 31 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1123 SPIRIT AIRLINES INC COMMON STOCK USD.0001 200,426 5,407,493.48 0.016% 92.931% 1124 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 118,089 5,387,220.18 0.016% 92.946% 1125 HIBBETT INC COMMON STOCK USD.01 60,733 5,384,587.78 0.016% 92.962% 1126 TRUSTMARK CORP COMMON STOCK 178,638 5,362,712.76 0.016% 92.978% 1127 VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001 207,544 5,342,182.56 0.016% 92.994% 1128 HAWAIIAN ELECTRIC INDS COMMON STOCK 122,659 5,316,041.06 0.016% 93.010% 1129 CERIDIAN HCM HOLDING INC COMMON STOCK USD.01 53,959 5,309,565.60 0.016% 93.025% 1130 EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 129,184 5,306,878.72 0.016% 93.041% 1131 INNOSPEC INC COMMON STOCK USD.01 59,516 5,264,190.20 0.016% 93.057% 1132 BELDEN INC COMMON STOCK USD.01 107,318 5,258,582.00 0.016% 93.072% 1133 FB FINANCIAL CORP COMMON STOCK USD1.0 139,020 5,256,346.20 0.016% 93.088% 1134 LIBERTY MEDIA COR SIRIUSXM A TRACKING STK USD.01 112,550 5,254,959.50 0.016% 93.103% 1135 FIRST FINANCIAL BANCORP COMMON STOCK 232,813 5,238,292.50 0.015% 93.119% 1136 SPIRE INC COMMON STOCK USD1.0 73,774 5,234,265.30 0.015% 93.134% 1137 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 54,599 5,221,302.37 0.015% 93.150% 1138 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 135,645 5,211,480.90 0.015% 93.165% 1139 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 84,179 5,207,312.94 0.015% 93.180% 1140 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 78,653 5,183,232.70 0.015% 93.196% 1141 SURGERY PARTNERS INC COMMON STOCK USD.01 94,963 5,181,181.28 0.015% 93.211% 1142 ARES MANAGEMENT CORP A COMMON STOCK 72,067 5,160,717.87 0.015% 93.226% 1143 SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 73,783 5,159,645.19 0.015% 93.241% 1144 AMC NETWORKS INC A COMMON STOCK 102,870 5,147,614.80 0.015% 93.257% 1145 AMERESCO INC CL A COMMON STOCK USD.0001 74,961 5,137,077.33 0.015% 93.272% 1146 COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 242,654 5,134,558.64 0.015% 93.287% 1147 STRATEGIC EDUCATION INC COMMON STOCK USD.01 64,691 5,129,349.39 0.015% 93.302% 1148 SEABOARD CORP COMMON STOCK USD1.0 1,240 5,096,400.00 0.015% 93.317% 1149 CIMPRESS PLC COMMON STOCK EUR.01 49,728 5,084,688.00 0.015% 93.332% 1150 MGE ENERGY INC COMMON STOCK USD1.0 65,025 5,079,753.00 0.015% 93.347% 1151 BANK OF N.T. BUTTERFIELD+SON COMMON STOCK BMD1.0 153,258 5,078,970.12 0.015% 93.362% 1152 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 176,271 5,069,553.96 0.015% 93.377% 1153 AEROVIRONMENT INC COMMON STOCK USD.0001 50,092 5,064,301.20 0.015% 93.392% 1154 INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 147,126 5,050,835.58 0.015% 93.407% 1155 RENASANT CORP COMMON STOCK USD5.0 143,491 5,048,013.38 0.015% 93.422% 1156 GMS INC COMMON STOCK USD.01 102,650 5,043,194.50 0.015% 93.437% 1157 HOSTESS BRANDS INC COMMON STOCK USD.0001 313,386 5,042,380.74 0.015% 93.452% 1158 IROBOT CORP COMMON STOCK USD.01 57,564 5,036,850.00 0.015% 93.467% 1159 CBIZ INC COMMON STOCK USD.01 155,483 5,028,320.22 0.015% 93.482% 1160 MOELIS + CO CLASS A COMMON STOCK USD.01 84,833 5,026,355.25 0.015% 93.496% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 32 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1161 ENCORE WIRE CORP COMMON STOCK USD.01 64,050 5,023,441.50 0.015% 93.511% 1162 UNIVAR SOLUTIONS INC COMMON STOCK USD.01 204,231 5,011,828.74 0.015% 93.526% 1163 MEDNAX INC COMMON STOCK USD.01 172,084 5,011,086.08 0.015% 93.541% 1164 CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 451,503 5,007,168.27 0.015% 93.556% 1165 SKYWEST INC COMMON STOCK 123,340 4,994,036.60 0.015% 93.570% 1166 CORP PLC CLASS A COMMON STOCK USD.1 15,287 4,970,109.44 0.015% 93.585% 1167 REALOGY HOLDINGS CORP COMMON STOCK USD.01 280,301 4,966,933.72 0.015% 93.600% 1168 BLOOMIN BRANDS INC COMMON STOCK USD.01 197,620 4,966,190.60 0.015% 93.614% 1169 AMERICAN STATES WATER CO COMMON STOCK 56,210 4,964,467.20 0.015% 93.629% 1170 CNA FINANCIAL CORP COMMON STOCK USD2.5 112,747 4,961,995.47 0.015% 93.644% 1171 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 165,492 4,948,210.80 0.015% 93.658% 1172 AMERICAN AIRLINES GROUP INC COMMON STOCK 242,596 4,944,106.48 0.015% 93.673% 1173 FIRST INTERSTATE BANCSYS A COMMON STOCK 117,743 4,935,786.56 0.015% 93.688% 1174 LAKELAND FINANCIAL CORP COMMON STOCK 73,806 4,935,407.22 0.015% 93.702% 1175 ENERGIZER HOLDINGS INC COMMON STOCK 114,948 4,925,521.80 0.015% 93.717% 1176 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 273,585 4,908,114.90 0.015% 93.731% 1177 UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 239,786 4,903,623.70 0.014% 93.746% 1178 DENALI THERAPEUTICS INC COMMON STOCK USD.01 96,021 4,899,951.63 0.014% 93.760% 1179 DIME COMMUNITY BANCSHARES IN COMMON STOCK USD.01 147,446 4,868,666.92 0.014% 93.775% 1180 ENPRO INDUSTRIES INC COMMON STOCK USD.01 52,274 4,867,754.88 0.014% 93.789% 1181 BIG LOTS INC COMMON STOCK USD.01 84,094 4,844,655.34 0.014% 93.803% 1182 FERRO CORP COMMON STOCK USD1.0 232,682 4,839,785.60 0.014% 93.818% 1183 PEGASYSTEMS INC COMMON STOCK USD.01 37,811 4,826,196.04 0.014% 93.832% 1184 LIBERTY BROADBAND A COMMON STOCK USD.01 28,108 4,825,300.36 0.014% 93.846% 1185 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 115,455 4,801,773.45 0.014% 93.860% 1186 COHU INC COMMON STOCK USD1.0 135,578 4,800,816.98 0.014% 93.874% 1187 UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333 273,802 4,797,011.04 0.014% 93.889% 1188 NATIONAL FUEL GAS CO COMMON STOCK USD1.0 93,204 4,793,481.72 0.014% 93.903% 1189 CORP COMMON STOCK USD.001 61,966 4,793,070.10 0.014% 93.917% 1190 M/I HOMES INC COMMON STOCK USD.01 73,907 4,782,521.97 0.014% 93.931% 1191 N B T BANCORP INC COMMON STOCK USD.01 136,557 4,759,011.45 0.014% 93.945% 1192 BANCFIRST CORP COMMON STOCK USD1.0 85,674 4,753,193.52 0.014% 93.959% 1193 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 130,670 4,748,547.80 0.014% 93.973% 1194 PROOFPOINT INC COMMON STOCK USD.0001 27,148 4,741,669.68 0.014% 93.987% 1195 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 70,720 4,736,118.40 0.014% 94.001% 1196 NORTHWESTERN CORP COMMON STOCK USD.01 76,091 4,716,881.09 0.014% 94.015% 1197 PARK NATIONAL CORP COMMON STOCK 41,386 4,714,279.26 0.014% 94.029% 1198 RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 159,600 4,708,200.00 0.014% 94.043% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 33 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1199 DOCUSIGN INC COMMON STOCK USD.0001 15,731 4,688,467.24 0.014% 94.057% 1200 GRAY TELEVISION INC COMMON STOCK 211,353 4,685,696.01 0.014% 94.071% 1201 OSI SYSTEMS INC COMMON STOCK 46,760 4,678,338.00 0.014% 94.085% 1202 INC COMMON STOCK USD.01 26,131 4,675,881.14 0.014% 94.098% 1203 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 78,705 4,644,382.05 0.014% 94.112% 1204 CARPENTER TECHNOLOGY COMMON STOCK USD5.0 121,712 4,643,312.80 0.014% 94.126% 1205 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 84,938 4,633,367.90 0.014% 94.140% 1206 PALO ALTO NETWORKS INC COMMON STOCK USD.0001 11,595 4,626,984.75 0.014% 94.153% 1207 CINEMARK HOLDINGS INC COMMON STOCK USD.001 297,696 4,623,218.88 0.014% 94.167% 1208 GREAT WESTERN BANCORP INC COMMON STOCK USD.01 149,868 4,615,934.40 0.014% 94.180% 1209 ADTRAN INC COMMON STOCK USD.01 205,332 4,601,490.12 0.014% 94.194% 1210 GREIF INC CL A COMMON STOCK 75,813 4,595,784.06 0.014% 94.208% 1211 NMI HOLDINGS INC CLASS A COMMON STOCK USD.01 207,959 4,579,257.18 0.014% 94.221% 1212 MERITOR INC COMMON STOCK USD1.0 187,099 4,552,118.67 0.013% 94.235% 1213 II VI INC COMMON STOCK 64,798 4,523,548.38 0.013% 94.248% 1214 TECHTARGET COMMON STOCK USD.001 61,803 4,516,563.24 0.013% 94.261% 1215 SHAKE SHACK INC CLASS A COMMON STOCK USD.01 44,856 4,509,822.24 0.013% 94.275% 1216 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 308,880 4,497,292.80 0.013% 94.288% 1217 HOPE BANCORP INC COMMON STOCK USD.001 339,148 4,493,711.00 0.013% 94.301% 1218 EXPEDIA GROUP INC COMMON STOCK USD.001 27,920 4,491,490.40 0.013% 94.314% 1219 VERITIV CORP COMMON STOCK USD.01 73,121 4,480,854.88 0.013% 94.328% 1220 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 131,617 4,478,926.51 0.013% 94.341% 1221 UNITED NATURAL FOODS INC COMMON STOCK USD.01 135,125 4,475,340.00 0.013% 94.354% 1222 B+G FOODS INC COMMON STOCK USD.01 155,718 4,472,220.96 0.013% 94.367% 1223 MEREDITH CORP COMMON STOCK USD1.0 102,445 4,470,699.80 0.013% 94.381% 1224 RAVEN INDUSTRIES INC COMMON STOCK USD1.0 76,545 4,458,746.25 0.013% 94.394% 1225 KNOWLES CORP COMMON STOCK USD.01 222,421 4,457,316.84 0.013% 94.407% 1226 ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 134,547 4,452,160.23 0.013% 94.420% 1227 HNI CORP COMMON STOCK USD1.0 119,327 4,450,897.10 0.013% 94.433% 1228 DELTA AIR LINES INC COMMON STOCK USD.0001 111,469 4,447,613.10 0.013% 94.446% 1229 BOYD GAMING CORP COMMON STOCK USD.01 77,977 4,444,689.00 0.013% 94.460% 1230 PHOTRONICS INC COMMON STOCK USD.01 331,515 4,432,355.55 0.013% 94.473% 1231 DELUXE CORP COMMON STOCK USD1.0 100,862 4,427,841.80 0.013% 94.486% 1232 LENDINGCLUB CORP COMMON STOCK USD.01 181,392 4,425,964.80 0.013% 94.499% 1233 SJW GROUP COMMON STOCK USD.001 64,150 4,421,859.50 0.013% 94.512% 1234 BANNER CORPORATION COMMON STOCK USD.01 83,217 4,413,829.68 0.013% 94.525% 1235 RADIAN GROUP INC COMMON STOCK USD.001 195,407 4,412,290.06 0.013% 94.538% 1236 GUESS? INC COMMON STOCK USD.01 197,670 4,411,994.40 0.013% 94.551% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 34 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1237 METHODE ELECTRONICS INC COMMON STOCK USD.5 92,194 4,409,639.02 0.013% 94.564% 1238 KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 24,672 4,407,529.44 0.013% 94.577% 1239 VICOR CORP COMMON STOCK USD.01 38,066 4,400,810.26 0.013% 94.590% 1240 BANCORP INC/THE COMMON STOCK USD1.0 188,264 4,399,729.68 0.013% 94.603% 1241 CAVCO INDUSTRIES INC COMMON STOCK USD.01 18,713 4,397,555.00 0.013% 94.616% 1242 CORE MARK HOLDING CO INC COMMON STOCK USD.01 102,060 4,392,662.40 0.013% 94.629% 1243 PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 95,709 4,385,386.38 0.013% 94.642% 1244 AVISTA CORP COMMON STOCK 102,191 4,376,840.53 0.013% 94.655% 1245 EVOQUA WATER TECHNOLOGIES CO COMMON STOCK USD.01 132,517 4,374,386.17 0.013% 94.668% 1246 COEUR MINING INC COMMON STOCK USD.01 580,125 4,374,142.50 0.013% 94.681% 1247 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 97,648 4,352,171.36 0.013% 94.694% 1248 OTTER TAIL CORP COMMON STOCK USD5.0 85,677 4,351,534.83 0.013% 94.706% 1249 AVANOS MEDICAL INC COMMON STOCK USD.01 114,651 4,349,858.94 0.013% 94.719% 1250 HAMILTON LANE INC CLASS A COMMON STOCK 46,666 4,339,938.00 0.013% 94.732% 1251 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 83,152 4,334,713.76 0.013% 94.745% 1252 INC COMMON STOCK USD.001 30,493 4,329,396.14 0.013% 94.758% 1253 VONAGE HOLDINGS CORP COMMON STOCK USD.001 303,483 4,327,667.58 0.013% 94.770% 1254 ALAMO GROUP INC COMMON STOCK USD.1 29,471 4,325,458.67 0.013% 94.783% 1255 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 323,458 4,305,225.98 0.013% 94.796% 1256 HARSCO CORP COMMON STOCK USD1.25 213,589 4,297,410.68 0.013% 94.809% 1257 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 49,171 4,274,435.03 0.013% 94.821% 1258 CSG SYSTEMS INTL INC COMMON STOCK USD.01 94,123 4,269,419.28 0.013% 94.834% 1259 ICF INTERNATIONAL INC COMMON STOCK USD.001 46,467 4,254,983.19 0.013% 94.847% 1260 MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 107,613 4,250,713.50 0.013% 94.859% 1261 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 196,552 4,245,523.20 0.013% 94.872% 1262 IHS MARKIT LTD COMMON STOCK USD.01 36,274 4,238,254.16 0.013% 94.884% 1263 PRA GROUP INC COMMON STOCK USD.01 109,231 4,237,070.49 0.013% 94.897% 1264 CORNERSTONE BUILDING BRANDS COMMON STOCK USD.01 251,207 4,225,301.74 0.012% 94.909% 1265 KAISER ALUMINUM CORP COMMON STOCK USD.01 34,717 4,224,364.56 0.012% 94.922% 1266 ROKU INC COMMON STOCK USD.0001 9,859 4,222,708.29 0.012% 94.934% 1267 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 33,768 4,207,155.12 0.012% 94.947% 1268 TRIMAS CORP COMMON STOCK USD.01 128,452 4,202,949.44 0.012% 94.959% 1269 TARO PHARMACEUTICAL INDUS COMMON STOCK ILS.0001 58,647 4,175,666.40 0.012% 94.971% 1270 CAL MAINE FOODS INC COMMON STOCK USD.01 119,466 4,168,168.74 0.012% 94.984% 1271 VONTIER CORP COMMON STOCK USD.0001 128,660 4,162,151.00 0.012% 94.996% 1272 MADISON SQUARE GARDEN ENTERT COMMON STOCK USD.01 59,085 4,133,586.60 0.012% 95.008% 1273 INTERDIGITAL INC COMMON STOCK USD.01 62,459 4,115,423.51 0.012% 95.020% 1274 SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0 78,486 4,114,236.12 0.012% 95.032% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 35 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1275 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 126,833 4,094,169.24 0.012% 95.045% 1276 LINDSAY CORP COMMON STOCK USD1.0 25,421 4,084,900.49 0.012% 95.057% 1277 ALARM.COM HOLDINGS INC COMMON STOCK 48,918 4,070,955.96 0.012% 95.069% 1278 AAR CORP COMMON STOCK USD1.0 113,597 4,062,228.72 0.012% 95.081% 1279 BGC PARTNERS INC CL A COMMON STOCK USD.01 757,773 4,054,085.55 0.012% 95.093% 1280 JUST EAT TAKEAWAY SPONS ADR ADR 229,937 4,049,190.57 0.012% 95.105% 1281 MGP INGREDIENTS INC COMMON STOCK 67,874 4,048,684.10 0.012% 95.117% 1282 EVOLENT HEALTH INC A COMMON STOCK USD.01 175,947 4,036,224.18 0.012% 95.128% 1283 IAC/INTERACTIVECORP COMMON STOCK USD.0001 29,389 4,034,815.81 0.012% 95.140% 1284 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 102,151 4,017,598.83 0.012% 95.152% 1285 CLEARWAY ENERGY INC C COMMON STOCK 140,081 4,017,523.08 0.012% 95.164% 1286 PINTEREST INC CLASS A COMMON STOCK USD.00001 68,016 4,006,142.40 0.012% 95.176% 1287 AVALARA INC COMMON STOCK USD.0001 23,946 4,003,052.82 0.012% 95.188% 1288 GCP APPLIED TECHNOLOGIES COMMON STOCK USD.01 172,141 4,002,278.25 0.012% 95.200% 1289 EW SCRIPPS CO/THE A COMMON STOCK USD.01 209,352 3,994,436.16 0.012% 95.211% 1290 HORACE MANN EDUCATORS COMMON STOCK USD.001 99,530 3,962,289.30 0.012% 95.223% 1291 PGT INNOVATIONS INC COMMON STOCK USD.01 175,403 3,960,599.74 0.012% 95.235% 1292 BROWN FORMAN CORP CLASS A COMMON STOCK USD.15 59,147 3,956,342.83 0.012% 95.246% 1293 CAESARS ENTERTAINMENT INC COMMON STOCK 45,189 3,947,711.04 0.012% 95.258% 1294 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 42,269 3,939,893.49 0.012% 95.270% 1295 MONRO INC COMMON STOCK USD.01 67,924 3,939,592.00 0.012% 95.281% 1296 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 79,408 3,921,167.04 0.012% 95.293% 1297 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 161,970 3,919,674.00 0.012% 95.305% 1298 CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 521,664 3,917,696.64 0.012% 95.316% 1299 INFINERA CORP COMMON STOCK USD.001 393,742 3,901,983.22 0.012% 95.328% 1300 ENERPAC TOOL GROUP CORP COMMON STOCK USD.2 151,808 3,896,911.36 0.012% 95.339% 1301 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 154,488 3,888,462.96 0.011% 95.351% 1302 SHYFT GROUP INC/THE COMMON STOCK USD.01 98,230 3,874,191.20 0.011% 95.362% 1303 TRICO BANCSHARES COMMON STOCK 97,972 3,863,035.96 0.011% 95.374% 1304 CAI INTERNATIONAL INC COMMON STOCK USD.0001 69,005 3,851,169.05 0.011% 95.385% 1305 ASTEC INDUSTRIES INC COMMON STOCK USD.2 62,778 3,848,919.18 0.011% 95.396% 1306 MGIC INVESTMENT CORP COMMON STOCK USD1.0 277,958 3,846,938.72 0.011% 95.408% 1307 FARO TECHNOLOGIES INC COMMON STOCK USD.001 52,701 3,841,375.89 0.011% 95.419% 1308 MARTEN TRANSPORT LTD COMMON STOCK USD.01 242,734 3,840,051.88 0.011% 95.430% 1309 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 202,961 3,840,022.12 0.011% 95.442% 1310 DOUGLAS DYNAMICS INC COMMON STOCK USD.01 95,780 3,821,622.00 0.011% 95.453% 1311 TENNANT CO COMMON STOCK USD.375 48,256 3,818,014.72 0.011% 95.464% 1312 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 105,817 3,813,644.68 0.011% 95.476% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 36 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1313 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 289,300 3,810,081.00 0.011% 95.487% 1314 INOGEN INC COMMON STOCK USD.001 47,644 3,800,561.88 0.011% 95.498% 1315 G III APPAREL GROUP LTD COMMON STOCK USD.01 126,673 3,782,455.78 0.011% 95.509% 1316 BUCKLE INC/THE COMMON STOCK USD.01 89,767 3,777,395.36 0.011% 95.520% 1317 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 33,228 3,771,710.28 0.011% 95.532% 1318 MARCUS + MILLICHAP INC COMMON STOCK USD.0001 94,475 3,759,160.25 0.011% 95.543% 1319 COGNYTE SOFTWARE LTD COMMON STOCK 144,448 3,751,314.56 0.011% 95.554% 1320 JACK IN THE BOX INC COMMON STOCK USD.01 34,385 3,743,151.10 0.011% 95.565% 1321 MATERION CORP COMMON STOCK 52,387 3,738,336.32 0.011% 95.576% 1322 LIONS GATE ENTERTAINMENT B COMMON STOCK 279,643 3,736,030.48 0.011% 95.587% 1323 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 120,866 3,729,924.76 0.011% 95.598% 1324 LA Z BOY INC COMMON STOCK USD1.0 110,915 3,724,525.70 0.011% 95.609% 1325 TRUEBLUE INC COMMON STOCK 136,808 3,719,809.52 0.011% 95.620% 1326 SONOS INC COMMON STOCK USD.001 111,421 3,719,232.98 0.011% 95.631% 1327 GREEN PLAINS INC COMMON STOCK USD.001 105,167 3,718,705.12 0.011% 95.642% 1328 FIRST BANCORP/NC COMMON STOCK 92,109 3,684,360.00 0.011% 95.653% 1329 YELP INC COMMON STOCK USD.000001 98,447 3,681,917.80 0.011% 95.664% 1330 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 67,537 3,669,960.58 0.011% 95.674% 1331 FIRST BUSEY CORP COMMON STOCK USD.001 154,306 3,641,621.60 0.011% 95.685% 1332 OKTA INC COMMON STOCK 14,634 3,626,158.86 0.011% 95.696% 1333 LIBERTY LATIN AMERIC CL C COMMON STOCK USD.01 262,069 3,624,414.27 0.011% 95.707% 1334 MIDDLESEX WATER CO COMMON STOCK 35,564 3,618,281.36 0.011% 95.717% 1335 BROOKLINE BANCORP INC COMMON STOCK USD.01 251,461 3,613,494.57 0.011% 95.728% 1336 TTM TECHNOLOGIES COMMON STOCK USD.001 256,526 3,588,798.74 0.011% 95.739% 1337 CALLON PETROLEUM CO COMMON STOCK USD.01 90,875 3,576,840.00 0.011% 95.749% 1338 HEARTLAND EXPRESS INC COMMON STOCK USD.01 210,012 3,576,504.36 0.011% 95.760% 1339 WESTAMERICA BANCORPORATION COMMON STOCK 64,359 3,575,142.45 0.011% 95.770% 1340 US CONCRETE INC COMMON STOCK USD.001 49,052 3,571,476.12 0.011% 95.781% 1341 1ST SOURCE CORP COMMON STOCK 77,955 3,569,559.45 0.011% 95.791% 1342 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 75,381 3,568,536.54 0.011% 95.802% 1343 S + T BANCORP INC COMMON STOCK USD2.5 120,702 3,554,673.90 0.011% 95.812% 1344 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 230,767 3,553,811.80 0.010% 95.823% 1345 XENCOR INC COMMON STOCK USD.01 114,762 3,532,374.36 0.010% 95.833% 1346 RADNET INC COMMON STOCK USD.0001 96,052 3,528,950.48 0.010% 95.844% 1347 PROTO LABS INC COMMON STOCK USD.001 45,078 3,524,648.82 0.010% 95.854% 1348 ENVESTNET INC COMMON STOCK 46,814 3,521,817.22 0.010% 95.865% 1349 CHEGG INC COMMON STOCK USD.001 39,654 3,514,534.02 0.010% 95.875% 1350 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 77,533 3,509,143.58 0.010% 95.885% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 37 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1351 LANTHEUS HOLDINGS INC COMMON STOCK USD.01 134,078 3,508,821.26 0.010% 95.896% 1352 PURE STORAGE INC CLASS A COMMON STOCK USD.0001 179,745 3,508,622.40 0.010% 95.906% 1353 AMERICAN WOODMARK CORP COMMON STOCK 47,253 3,508,535.25 0.010% 95.916% 1354 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 464,771 3,495,077.92 0.010% 95.927% 1355 ICHOR HOLDINGS LTD COMMON STOCK USD.0001 67,700 3,491,289.00 0.010% 95.937% 1356 DELEK US HOLDINGS INC COMMON STOCK USD.01 200,027 3,476,469.26 0.010% 95.947% 1357 CUSTOMERS BANCORP INC COMMON STOCK USD1.0 95,711 3,466,652.42 0.010% 95.958% 1358 SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01 74,007 3,466,487.88 0.010% 95.968% 1359 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 127,776 3,455,063.04 0.010% 95.978% 1360 CITI TRENDS INC COMMON STOCK USD.01 43,209 3,445,917.75 0.010% 95.988% 1361 TECHNIPFMC PLC COMMON STOCK USD1.0 473,724 3,420,287.28 0.010% 95.998% 1362 CONDUENT INC COMMON STOCK USD.01 509,635 3,419,650.85 0.010% 96.008% 1363 WEIS MARKETS INC COMMON STOCK 64,746 3,408,876.90 0.010% 96.019% 1364 LENNAR CORP B SHS COMMON STOCK USD.1 39,469 3,408,148.15 0.010% 96.029% 1365 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 129,288 3,404,153.04 0.010% 96.039% 1366 VECTOR GROUP LTD COMMON STOCK USD.1 254,631 3,401,870.16 0.010% 96.049% 1367 OFG BANCORP COMMON STOCK USD1.0 146,742 3,389,740.20 0.010% 96.059% 1368 AGILYSYS INC COMMON STOCK USD.3 60,910 3,384,159.60 0.010% 96.069% 1369 GREENBRIER COMPANIES INC COMMON STOCK 78,641 3,365,834.80 0.010% 96.079% 1370 GLOBAL INDUSTRIAL CO COMMON STOCK USD.01 84,890 3,354,852.80 0.010% 96.089% 1371 OCEANEERING INTL INC COMMON STOCK USD.25 251,830 3,339,265.80 0.010% 96.098% 1372 AMERICA S CAR MART INC COMMON STOCK USD.01 20,980 3,335,820.00 0.010% 96.108% 1373 ZSCALER INC COMMON STOCK USD.001 14,108 3,328,218.28 0.010% 96.118% 1374 AMERISAFE INC COMMON STOCK USD.01 58,101 3,323,377.20 0.010% 96.128% 1375 R1 RCM INC COMMON STOCK USD.01 155,128 3,321,290.48 0.010% 96.138% 1376 GRIFFON CORP COMMON STOCK USD.25 143,646 3,321,095.52 0.010% 96.148% 1377 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 43,285 3,316,496.70 0.010% 96.157% 1378 EPLUS INC COMMON STOCK USD.01 35,821 3,312,009.66 0.010% 96.167% 1379 AZZ INC COMMON STOCK USD1.0 62,419 3,307,582.81 0.010% 96.177% 1380 MARINEMAX INC COMMON STOCK USD.001 61,282 3,296,358.78 0.010% 96.187% 1381 CLEARWATER PAPER CORP COMMON STOCK USD.0001 111,620 3,291,673.80 0.010% 96.196% 1382 INOVALON HOLDINGS INC A COMMON STOCK USD.000005 86,643 3,282,036.84 0.010% 96.206% 1383 PC CONNECTION INC COMMON STOCK USD.01 68,869 3,275,409.64 0.010% 96.216% 1384 WORKDAY INC CLASS A COMMON STOCK USD.001 13,900 3,258,160.00 0.010% 96.225% 1385 AVANGRID INC COMMON STOCK USD.01 62,463 3,256,820.82 0.010% 96.235% 1386 HUBSPOT INC COMMON STOCK USD.001 5,453 3,250,097.06 0.010% 96.245% 1387 VERSO CORP A COMMON STOCK 170,732 3,247,322.64 0.010% 96.254% 1388 UNIVERSAL CORP/VA COMMON STOCK 61,988 3,233,294.08 0.010% 96.264% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 38 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1389 SAILPOINT TECHNOLOGIES HOLDI COMMON STOCK USD.0001 64,404 3,219,555.96 0.010% 96.273% 1390 HCI GROUP INC COMMON STOCK 32,040 3,219,379.20 0.010% 96.283% 1391 NATIONAL BANK HOLD CL A COMMON STOCK 90,788 3,219,342.48 0.010% 96.292% 1392 ANGIODYNAMICS INC COMMON STOCK USD.01 120,664 3,213,282.32 0.009% 96.302% 1393 AVID TECHNOLOGY INC COMMON STOCK USD.01 85,924 3,212,698.36 0.009% 96.311% 1394 INNOVIVA INC COMMON STOCK USD.01 225,749 3,201,120.82 0.009% 96.321% 1395 UNISYS CORP COMMON STOCK USD.01 142,940 3,194,709.00 0.009% 96.330% 1396 FIRST FOUNDATION INC COMMON STOCK USD.001 135,512 3,194,017.84 0.009% 96.340% 1397 VEONEER INC COMMON STOCK USD1.0 101,973 3,193,794.36 0.009% 96.349% 1398 EHEALTH INC COMMON STOCK USD.001 61,247 3,185,456.47 0.009% 96.358% 1399 PACIRA BIOSCIENCES INC COMMON STOCK USD.001 53,983 3,182,297.85 0.009% 96.368% 1400 DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01 98,704 3,179,255.84 0.009% 96.377% 1401 KRATON CORP COMMON STOCK USD.01 82,848 3,163,965.12 0.009% 96.387% 1402 ARCHROCK INC COMMON STOCK USD.01 366,621 3,156,606.81 0.009% 96.396% 1403 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 34,146 3,153,724.56 0.009% 96.405% 1404 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 276,547 3,144,339.39 0.009% 96.415% 1405 NEENAH INC COMMON STOCK USD.01 62,309 3,132,273.43 0.009% 96.424% 1406 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 40,757 3,128,099.75 0.009% 96.433% 1407 JOHNSON OUTDOORS INC A COMMON STOCK USD.05 26,407 3,125,796.59 0.009% 96.442% 1408 STRIDE INC COMMON STOCK USD.0001 101,879 3,123,610.14 0.009% 96.452% 1409 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 67,055 3,111,352.00 0.009% 96.461% 1410 EQUITRANS MIDSTREAM CORP COMMON STOCK 377,885 3,106,214.70 0.009% 96.470% 1411 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 70,854 3,099,862.50 0.009% 96.479% 1412 COSTAMARE INC COMMON STOCK USD.0001 285,271 3,092,337.64 0.009% 96.488% 1413 SIRIUSPOINT LTD COMMON STOCK USD.1 315,513 3,092,027.40 0.009% 96.497% 1414 ATRION CORPORATION COMMON STOCK USD.1 4,902 3,083,063.88 0.009% 96.506% 1415 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 33,399 3,072,708.00 0.009% 96.516% 1416 CROWDSTRIKE HOLDINGS INC A COMMON STOCK 12,102 3,069,188.22 0.009% 96.525% 1417 LYDALL INC COMMON STOCK USD.1 50,082 3,065,018.40 0.009% 96.534% 1418 VERITEX HOLDINGS INC COMMON STOCK USD.01 91,340 3,064,457.00 0.009% 96.543% 1419 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 25,867 3,056,444.72 0.009% 96.552% 1420 HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 269,859 3,054,803.88 0.009% 96.561% 1421 WW INTERNATIONAL INC COMMON STOCK 98,895 3,040,032.30 0.009% 96.570% 1422 CINCINNATI BELL INC COMMON STOCK USD.01 197,869 3,035,310.46 0.009% 96.579% 1423 KRONOS WORLDWIDE INC COMMON STOCK USD.01 217,708 3,028,318.28 0.009% 96.588% 1424 STONEX GROUP INC COMMON STOCK USD.01 46,863 3,024,069.39 0.009% 96.597% 1425 MERIDIAN BANCORP INC COMMON STOCK 158,007 3,019,513.77 0.009% 96.606% 1426 LANDS END INC COMMON STOCK USD.01 78,612 3,013,197.96 0.009% 96.614% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 39 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1427 FIVE9 INC COMMON STOCK USD.001 14,955 3,010,291.95 0.009% 96.623% 1428 ECHOSTAR CORP A COMMON STOCK USD.001 134,878 3,007,779.40 0.009% 96.632% 1429 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 98,553 3,005,866.50 0.009% 96.641% 1430 STEELCASE INC CL A COMMON STOCK 218,385 3,002,793.75 0.009% 96.650% 1431 DHI GROUP INC COMMON STOCK USD.01 750,413 3,001,652.00 0.009% 96.659% 1432 GERMAN AMERICAN BANCORP COMMON STOCK 79,577 3,000,052.90 0.009% 96.668% 1433 LIONS GATE ENTERTAINMENT A COMMON STOCK NPV 199,290 2,995,328.70 0.009% 96.677% 1434 SMITH + WESSON BRANDS INC COMMON STOCK USD.001 127,572 2,991,563.40 0.009% 96.685% 1435 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 114,005 2,975,530.50 0.009% 96.694% 1436 CVR ENERGY INC COMMON STOCK USD.01 217,104 2,965,640.64 0.009% 96.703% 1437 NV5 GLOBAL INC COMMON STOCK USD.01 31,191 2,963,145.00 0.009% 96.712% 1438 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 151,741 2,958,949.50 0.009% 96.720% 1439 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 76,750 2,958,712.50 0.009% 96.729% 1440 CITY HOLDING CO COMMON STOCK USD2.5 39,096 2,958,003.36 0.009% 96.738% 1441 CHASE CORP COMMON STOCK USD.1 25,373 2,956,715.69 0.009% 96.747% 1442 BROOKFIELD RENEWABLE COR A COMMON STOCK USD.01 69,657 2,956,243.08 0.009% 96.755% 1443 KAMAN CORP COMMON STOCK USD1.0 66,437 2,946,480.95 0.009% 96.764% 1444 CACTUS INC A COMMON STOCK USD.01 81,536 2,938,557.44 0.009% 96.773% 1445 PENNANT GROUP INC/THE COMMON STOCK USD.001 85,823 2,936,863.06 0.009% 96.781% 1446 TOOTSIE ROLL INDS COMMON STOCK USD.694 85,215 2,930,543.85 0.009% 96.790% 1447 JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002 80,533 2,929,790.54 0.009% 96.799% 1448 ACCO BRANDS CORP COMMON STOCK USD.01 327,068 2,923,987.92 0.009% 96.807% 1449 HESKA CORP COMMON STOCK USD.001 12,145 2,923,301.50 0.009% 96.816% 1450 TPI COMPOSITES INC COMMON STOCK USD.01 74,686 2,923,210.04 0.009% 96.825% 1451 LYFT INC A COMMON STOCK USD.00001 52,720 2,916,470.40 0.009% 96.833% 1452 FATE THERAPEUTICS INC COMMON STOCK USD.001 35,189 2,913,649.20 0.009% 96.842% 1453 CONSTRUCTION PARTNERS INC A COMMON STOCK USD.001 86,689 2,911,016.62 0.009% 96.850% 1454 PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001 58,591 2,896,153.13 0.009% 96.859% 1455 GORMAN RUPP CO COMMON STOCK 81,089 2,894,066.41 0.009% 96.868% 1456 NOW INC COMMON STOCK USD.01 291,917 2,881,220.79 0.009% 96.876% 1457 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 36,892 2,864,663.80 0.008% 96.885% 1458 PLC COMMON STOCK USD.01 110,295 2,853,331.65 0.008% 96.893% 1459 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 293,937 2,848,249.53 0.008% 96.901% 1460 GENESCO INC COMMON STOCK USD1.0 49,475 2,842,338.75 0.008% 96.910% 1461 STOCK YARDS BANCORP INC COMMON STOCK 59,637 2,841,106.68 0.008% 96.918% 1462 STANDARD MOTOR PRODS COMMON STOCK USD2.0 68,016 2,840,348.16 0.008% 96.927% 1463 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 68,332 2,837,144.64 0.008% 96.935% 1464 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 81,840 2,831,664.00 0.008% 96.943% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 40 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1465 CARVANA CO COMMON STOCK USD.001 8,388 2,831,453.28 0.008% 96.952% 1466 ZUMIEZ INC COMMON STOCK 64,830 2,829,829.50 0.008% 96.960% 1467 PREFERRED BANK/LOS ANGELES COMMON STOCK 47,770 2,817,474.60 0.008% 96.968% 1468 WABASH NATIONAL CORP COMMON STOCK USD.01 192,420 2,817,028.80 0.008% 96.977% 1469 INC COMMON STOCK USD.001 75,712 2,811,943.68 0.008% 96.985% 1470 PBF ENERGY INC CLASS A COMMON STOCK USD.001 304,333 2,790,733.61 0.008% 96.993% 1471 ELF BEAUTY INC COMMON STOCK USD.01 100,557 2,776,378.77 0.008% 97.001% 1472 RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 231,571 2,764,957.74 0.008% 97.010% 1473 COVETRUS INC COMMON STOCK 108,318 2,757,776.28 0.008% 97.018% 1474 ORBCOMM INC COMMON STOCK USD.001 244,064 2,755,482.56 0.008% 97.026% 1475 STRATASYS LTD COMMON STOCK ILS.01 139,578 2,755,269.72 0.008% 97.034% 1476 CONNECTONE BANCORP INC COMMON STOCK 104,657 2,752,479.10 0.008% 97.042% 1477 STONERIDGE INC COMMON STOCK 95,048 2,751,639.60 0.008% 97.050% 1478 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 64,387 2,749,968.77 0.008% 97.058% 1479 ADDUS HOMECARE CORP COMMON STOCK USD.001 31,656 2,747,424.24 0.008% 97.067% 1480 REGENXBIO INC COMMON STOCK USD.0001 84,994 2,747,006.08 0.008% 97.075% 1481 INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1 146,392 2,744,850.00 0.008% 97.083% 1482 PREMIER FINANCIAL CORP COMMON STOCK USD.01 102,494 2,744,789.32 0.008% 97.091% 1483 MACROGENICS INC COMMON STOCK USD.01 109,767 2,739,784.32 0.008% 97.099% 1484 HYSTER YALE MATERIALS COMMON STOCK USD.01 38,194 2,736,218.16 0.008% 97.107% 1485 SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 285,324 2,733,403.92 0.008% 97.115% 1486 HURON CONSULTING GROUP INC COMMON STOCK USD.01 55,620 2,732,610.60 0.008% 97.123% 1487 CTS CORP COMMON STOCK 77,908 2,726,000.92 0.008% 97.131% 1488 TELADOC HEALTH INC COMMON STOCK USD.001 18,231 2,706,391.95 0.008% 97.139% 1489 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 87,422 2,703,962.46 0.008% 97.147% 1490 KONTOOR BRANDS INC COMMON STOCK 48,616 2,692,354.08 0.008% 97.155% 1491 PAR TECHNOLOGY CORP/DEL COMMON STOCK USD.02 44,002 2,686,322.10 0.008% 97.163% 1492 KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 222,528 2,677,011.84 0.008% 97.171% 1493 NORTHWEST NATURAL HOLDING CO COMMON STOCK 51,035 2,668,620.15 0.008% 97.179% 1494 FIREEYE INC COMMON STOCK USD.0001 131,038 2,646,967.60 0.008% 97.187% 1495 MYERS INDUSTRIES INC COMMON STOCK 124,768 2,642,586.24 0.008% 97.195% 1496 MERCER INTERNATIONAL INC COMMON STOCK USD1.0 226,459 2,633,718.17 0.008% 97.202% 1497 APOGEE ENTERPRISES INC COMMON STOCK USD.333 66,183 2,625,479.61 0.008% 97.210% 1498 PHARMACEUTICAL IN COMMON STOCK USD.001 32,869 2,623,932.27 0.008% 97.218% 1499 MONGODB INC COMMON STOCK USD.001 7,294 2,617,962.48 0.008% 97.226% 1500 AARON S CO INC/THE COMMON STOCK USD.5 90,572 2,614,813.64 0.008% 97.233% 1501 PROASSURANCE CORP COMMON STOCK USD.01 128,826 2,612,591.28 0.008% 97.241% 1502 CORE LABORATORIES N.V. COMMON STOCK EUR.02 78,289 2,611,721.04 0.008% 97.249% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 41 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1503 GUARDANT HEALTH INC COMMON STOCK USD.00001 23,733 2,605,883.40 0.008% 97.256% 1504 CALAVO GROWERS INC COMMON STOCK USD.001 46,176 2,601,555.84 0.008% 97.264% 1505 AMPHASTAR PHARMACEUTICALS IN COMMON STOCK USD.0001 123,734 2,592,227.30 0.008% 97.272% 1506 APA CORP COMMON STOCK USD.625 137,496 2,578,050.00 0.008% 97.279% 1507 VAREX IMAGING CORP COMMON STOCK USD.01 94,062 2,567,892.60 0.008% 97.287% 1508 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0 26,328 2,566,980.00 0.008% 97.295% 1509 COWEN INC A COMMON STOCK USD.01 63,922 2,555,601.56 0.008% 97.302% 1510 RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 9,558 2,554,566.66 0.008% 97.310% 1511 US ECOLOGY INC COMMON STOCK USD.01 72,529 2,538,515.00 0.008% 97.317% 1512 ARCBEST CORP COMMON STOCK USD.01 42,847 2,532,686.17 0.007% 97.325% 1513 NOVOCURE LTD COMMON STOCK 16,434 2,531,000.34 0.007% 97.332% 1514 ARGAN INC COMMON STOCK USD.15 56,289 2,530,190.55 0.007% 97.340% 1515 REV GROUP INC COMMON STOCK USD.001 167,148 2,525,606.28 0.007% 97.347% 1516 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 127,984 2,525,124.32 0.007% 97.355% 1517 NETGEAR INC COMMON STOCK USD.001 73,688 2,523,814.00 0.007% 97.362% 1518 INSTEEL INDUSTRIES INC COMMON STOCK 64,737 2,513,737.71 0.007% 97.369% 1519 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 95,126 2,511,326.40 0.007% 97.377% 1520 PJT PARTNERS INC A COMMON STOCK 32,020 2,503,003.40 0.007% 97.384% 1521 VEECO INSTRUMENTS INC COMMON STOCK USD.01 107,588 2,496,041.60 0.007% 97.392% 1522 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 187,097 2,492,132.04 0.007% 97.399% 1523 UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 91,053 2,491,210.08 0.007% 97.406% 1524 MIMECAST LTD COMMON STOCK USD.01 44,810 2,489,195.50 0.007% 97.414% 1525 LEMAITRE VASCULAR INC COMMON STOCK USD.01 45,634 2,485,227.64 0.007% 97.421% 1526 NEW RELIC INC COMMON STOCK USD.001 35,698 2,466,017.84 0.007% 97.428% 1527 MODINE MANUFACTURING CO COMMON STOCK USD.625 146,685 2,454,040.05 0.007% 97.436% 1528 DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 73,720 2,453,401.60 0.007% 97.443% 1529 PENUMBRA INC COMMON STOCK USD.001 9,215 2,453,309.45 0.007% 97.450% 1530 TEXAS PACIFIC LAND CORP COMMON STOCK USD.01 1,642 2,450,767.10 0.007% 97.457% 1531 INTERFACE INC COMMON STOCK USD.1 169,159 2,439,272.78 0.007% 97.465% 1532 NEXTGEN HEALTHCARE INC COMMON STOCK USD.01 150,138 2,435,238.36 0.007% 97.472% 1533 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 32,157 2,430,747.63 0.007% 97.479% 1534 SHOE CARNIVAL INC COMMON STOCK USD.01 72,122 2,430,511.40 0.007% 97.486% 1535 SCHOLASTIC CORP COMMON STOCK USD.01 72,305 2,430,171.05 0.007% 97.493% 1536 DRIL QUIP INC COMMON STOCK USD.01 85,013 2,429,671.54 0.007% 97.500% 1537 P G + E CORP COMMON STOCK 276,328 2,428,923.12 0.007% 97.508% 1538 NATIONAL WESTERN LIFE GROU A COMMON STOCK USD.01 11,616 2,414,850.24 0.007% 97.515% 1539 BONANZA CREEK ENERGY INC COMMON STOCK 62,433 2,401,797.51 0.007% 97.522% 1540 CEVA INC COMMON STOCK USD.001 48,328 2,399,001.92 0.007% 97.529% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 42 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1541 VIAD CORP COMMON STOCK USD1.5 52,313 2,398,551.05 0.007% 97.536% 1542 ARCH RESOURCES INC COMMON STOCK USD.01 36,473 2,397,005.56 0.007% 97.543% 1543 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 715,120 2,388,500.80 0.007% 97.550% 1544 DESIGNER BRANDS INC CLASS A COMMON STOCK 163,829 2,386,988.53 0.007% 97.557% 1545 DHT HOLDINGS INC COMMON STOCK USD.01 411,518 2,386,804.40 0.007% 97.564% 1546 NORDSTROM INC COMMON STOCK 71,884 2,379,360.40 0.007% 97.571% 1547 CALERES INC COMMON STOCK USD.01 96,161 2,379,023.14 0.007% 97.578% 1548 EQUITABLE HOLDINGS INC COMMON STOCK USD.01 76,931 2,374,859.97 0.007% 97.585% 1549 SURMODICS INC COMMON STOCK USD.05 43,052 2,372,595.72 0.007% 97.592% 1550 EBIX INC COMMON STOCK USD.1 78,407 2,369,459.54 0.007% 97.599% 1551 TIMKENSTEEL CORP COMMON STOCK 177,324 2,363,728.92 0.007% 97.606% 1552 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 294,716 2,363,622.32 0.007% 97.613% 1553 WARRIOR MET COAL INC COMMON STOCK USD.01 126,547 2,362,632.49 0.007% 97.620% 1554 SP PLUS CORP COMMON STOCK USD.001 71,868 2,356,551.72 0.007% 97.627% 1555 DIAMOND HILL INVESTMENT GRP COMMON STOCK 13,525 2,329,681.25 0.007% 97.634% 1556 SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.01 131,729 2,327,651.43 0.007% 97.641% 1557 DTE MIDSTREAM LLC W/I COMMON STOCK 54,889 2,327,293.60 0.007% 97.648% 1558 QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001 213,866 2,322,584.76 0.007% 97.655% 1559 PITNEY BOWES INC COMMON STOCK USD1.0 290,270 2,322,160.00 0.007% 97.662% 1560 PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 141,577 2,319,031.26 0.007% 97.669% 1561 RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 335,261 2,316,653.51 0.007% 97.675% 1562 HARMONIC INC COMMON STOCK USD.001 259,780 2,299,053.00 0.007% 97.682% 1563 NABORS INDUSTRIES LTD COMMON STOCK USD.001 26,259 2,297,925.09 0.007% 97.689% 1564 MANITOWOC COMPANY INC COMMON STOCK USD.01 99,036 2,292,683.40 0.007% 97.696% 1565 WESCO INTERNATIONAL INC PUBLIC VAR 73,824 2,292,235.20 0.007% 97.702% 1566 CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 79,060 2,286,415.20 0.007% 97.709% 1567 SCORPIO TANKERS INC COMMON STOCK USD.01 139,397 2,279,140.95 0.007% 97.716% 1568 BANC OF CALIFORNIA INC COMMON STOCK USD.01 132,871 2,274,751.52 0.007% 97.723% 1569 CRYOLIFE INC COMMON STOCK USD.01 84,102 2,270,754.00 0.007% 97.729% 1570 PEABODY ENERGY CORP COMMON STOCK 193,825 2,269,690.75 0.007% 97.736% 1571 DENBURY INC COMMON STOCK USD.001 34,500 2,266,995.00 0.007% 97.743% 1572 TITAN INTERNATIONAL INC COMMON STOCK 262,805 2,265,379.10 0.007% 97.749% 1573 INC COMMON STOCK USD.0001 33,318 2,258,294.04 0.007% 97.756% 1574 BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 52,344 2,253,932.64 0.007% 97.763% 1575 LIQUIDITY SERVICES INC COMMON STOCK USD.001 113,568 2,253,189.12 0.007% 97.769% 1576 ONESPAN INC COMMON STOCK USD.001 91,218 2,250,348.06 0.007% 97.776% 1577 NORTHFIELD BANCORP INC COMMON STOCK USD.01 136,701 2,248,731.45 0.007% 97.783% 1578 ADVANSIX INC COMMON STOCK USD.01 67,203 2,247,940.35 0.007% 97.789% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 43 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1579 QURATE RETAIL INC PREFERRED STOCK 03/31 8 20,679 2,243,257.92 0.007% 97.796% 1580 ENLINK MIDSTREAM LLC COMMON STOCK USD.01 402,566 2,242,292.62 0.007% 97.803% 1581 INSULET CORP COMMON STOCK USD.001 8,002 2,238,079.38 0.007% 97.809% 1582 PALANTIR TECHNOLOGIES INC A COMMON STOCK USD.001 102,742 2,230,528.82 0.007% 97.816% 1583 ATN INTERNATIONAL INC COMMON STOCK USD.01 51,772 2,228,784.60 0.007% 97.822% 1584 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 89,451 2,221,962.84 0.007% 97.829% 1585 US CELLULAR CORP COMMON STOCK USD1.0 61,066 2,220,359.76 0.007% 97.836% 1586 MERIDIAN BIOSCIENCE INC COMMON STOCK 108,174 2,217,567.00 0.007% 97.842% 1587 ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01 61,848 2,215,395.36 0.007% 97.849% 1588 HEALTHSTREAM INC COMMON STOCK 75,703 2,211,284.63 0.007% 97.855% 1589 HAWKINS INC COMMON STOCK USD.01 60,754 2,205,977.74 0.007% 97.862% 1590 WASHINGTON TRUST BANCORP COMMON STOCK USD.0625 45,156 2,201,355.00 0.007% 97.868% 1591 APPFOLIO INC A COMMON STOCK USD.0001 15,492 2,193,667.20 0.006% 97.875% 1592 SEACOAST BANKING CORP/FL COMMON STOCK USD.1 71,438 2,171,000.82 0.006% 97.881% 1593 NATUS MEDICAL INC COMMON STOCK USD.001 81,306 2,170,870.20 0.006% 97.888% 1594 STAAR SURGICAL CO COMMON STOCK USD.01 16,877 2,158,905.84 0.006% 97.894% 1595 ANDERSONS INC/THE COMMON STOCK 80,817 2,157,813.90 0.006% 97.900% 1596 HOMESTREET INC COMMON STOCK 57,218 2,157,690.78 0.006% 97.907% 1597 PLC COMMON STOCK USD.0001 423,800 2,144,428.00 0.006% 97.913% 1598 HAVERTY FURNITURE COMMON STOCK USD1.0 59,491 2,141,081.09 0.006% 97.919% 1599 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 181,321 2,137,774.59 0.006% 97.926% 1600 VIMEO INC COMMON STOCK USD.01 47,713 2,137,542.40 0.006% 97.932% 1601 VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 130,996 2,136,544.76 0.006% 97.938% 1602 REPUBLIC BANCORP INC CLASS A COMMON STOCK 43,711 2,131,348.36 0.006% 97.945% 1603 CLARUS CORP COMMON STOCK USD.0001 74,545 2,126,023.40 0.006% 97.951% 1604 BRYN MAWR BANK CORP COMMON STOCK USD1.0 54,265 2,123,389.45 0.006% 97.957% 1605 ACCELERON PHARMA INC COMMON STOCK USD.001 16,850 2,107,261.00 0.006% 97.963% 1606 SFL CORP LTD COMMON STOCK USD.01 306,685 2,106,925.95 0.006% 97.970% 1607 HERITAGE FINANCIAL CORP COMMON STOCK 86,202 2,085,226.38 0.006% 97.976% 1608 CAMDEN NATIONAL CORP COMMON STOCK 46,551 2,084,088.27 0.006% 97.982% 1609 QUINSTREET INC COMMON STOCK USD.001 113,207 2,076,216.38 0.006% 97.988% 1610 AVIAT NETWORKS INC COMMON STOCK USD.01 55,622 2,073,588.16 0.006% 97.994% 1611 CARRIAGE SERVICES INC COMMON STOCK USD.01 55,751 2,072,822.18 0.006% 98.000% 1612 BJ S RESTAURANTS INC COMMON STOCK 50,941 2,067,185.78 0.006% 98.006% 1613 TIVITY HEALTH INC COMMON STOCK USD.001 81,938 2,055,005.04 0.006% 98.012% 1614 ANTERIX INC COMMON STOCK USD.0001 35,176 2,051,464.32 0.006% 98.019% 1615 LAKELAND BANCORP INC COMMON STOCK 125,286 2,050,931.82 0.006% 98.025% 1616 WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 331,125 2,046,352.50 0.006% 98.031% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 44 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1617 ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 48,417 2,045,618.25 0.006% 98.037% 1618 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 34,084 2,036,859.84 0.006% 98.043% 1619 IMAX CORP COMMON STOCK 126,170 2,036,383.80 0.006% 98.049% 1620 BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 50,406 2,034,386.16 0.006% 98.055% 1621 NATIONAL RESEARCH CORP COMMON STOCK USD.001 38,542 2,034,246.76 0.006% 98.061% 1622 CLARIVATE PLC COMMON STOCK USD.01 89,005 2,029,314.00 0.006% 98.067% 1623 PLUG POWER INC COMMON STOCK USD.01 74,214 2,024,557.92 0.006% 98.073% 1624 PERDOCEO EDUCATION CORP COMMON STOCK USD.01 168,167 1,994,460.62 0.006% 98.079% 1625 KELLY SERVICES INC A COMMON STOCK USD1.0 90,931 1,993,207.52 0.006% 98.084% 1626 BEYOND MEAT INC COMMON STOCK 16,243 1,993,016.10 0.006% 98.090% 1627 EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 106,505 1,982,058.05 0.006% 98.096% 1628 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 99,239 1,981,802.83 0.006% 98.102% 1629 CRA INTERNATIONAL INC COMMON STOCK 23,082 1,978,819.86 0.006% 98.108% 1630 ASPEN AEROGELS INC COMMON STOCK USD.00001 52,539 1,978,093.35 0.006% 98.114% 1631 CENTRAL GARDEN + PET CO COMMON STOCK USD.01 40,949 1,977,427.21 0.006% 98.120% 1632 QCR HOLDINGS INC COMMON STOCK USD1.0 40,209 1,973,859.81 0.006% 98.125% 1633 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 89,020 1,962,891.00 0.006% 98.131% 1634 FRESHPET INC COMMON STOCK USD.001 13,403 1,962,869.35 0.006% 98.137% 1635 MR COOPER GROUP INC COMMON STOCK USD.01 52,741 1,960,910.38 0.006% 98.143% 1636 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 14,087 1,958,093.00 0.006% 98.149% 1637 GREIF INC CL B COMMON STOCK 32,148 1,957,170.24 0.006% 98.154% 1638 RAFAEL HOLDINGS INC CLASS B COMMON STOCK USD.01 38,641 1,955,621.01 0.006% 98.160% 1639 CARS.COM INC COMMON STOCK USD.01 161,509 1,951,028.72 0.006% 98.166% 1640 MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 22,282 1,945,664.24 0.006% 98.172% 1641 LIBERTY MEDIA CORP BRAVES C TRACKING STK 73,292 1,938,573.40 0.006% 98.177% 1642 MRC GLOBAL INC COMMON STOCK USD.01 211,359 1,938,162.03 0.006% 98.183% 1643 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 106,232 1,936,609.36 0.006% 98.189% 1644 LIBERTY MEDIA CORP LIBERTY A TRACKING STK USD.01 46,668 1,934,855.28 0.006% 98.195% 1645 PROPETRO HOLDING CORP COMMON STOCK 255,918 1,932,180.90 0.006% 98.200% 1646 SMARTSHEET INC CLASS A COMMON STOCK 26,586 1,928,814.30 0.006% 98.206% 1647 NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01 503,559 1,923,595.38 0.006% 98.212% 1648 ATLANTIC CAPITAL BANCSHARES COMMON STOCK 80,075 1,921,800.00 0.006% 98.217% 1649 PEAPACK GLADSTONE FINL CORP COMMON STOCK 59,289 1,909,698.69 0.006% 98.223% 1650 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK 73,230 1,903,247.70 0.006% 98.229% 1651 COUPA SOFTWARE INC COMMON STOCK USD.0001 8,760 1,900,920.00 0.006% 98.234% 1652 QAD INC A COMMON STOCK 21,895 1,899,391.25 0.006% 98.240% 1653 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 36,452 1,896,597.56 0.006% 98.245% 1654 US SILICA HOLDINGS INC COMMON STOCK USD.01 187,416 1,892,901.60 0.006% 98.251% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 45 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1655 ALLIED MOTION TECHNOLOGIES COMMON STOCK 57,514 1,892,785.74 0.006% 98.257% 1656 VERICEL CORP COMMON STOCK 35,671 1,888,422.74 0.006% 98.262% 1657 HORIZON BANCORP INC/IN COMMON STOCK 112,389 1,878,020.19 0.006% 98.268% 1658 NATIONAL PRESTO INDS INC COMMON STOCK USD1.0 19,402 1,871,904.96 0.006% 98.273% 1659 ORTHOFIX MEDICAL INC COMMON STOCK USD.1 46,834 1,861,183.16 0.005% 98.279% 1660 VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001 62,001 1,859,409.99 0.005% 98.284% 1661 IES HOLDINGS INC COMMON STOCK USD.01 34,151 1,858,155.91 0.005% 98.290% 1662 TRUSTCO BANK CORP NY COMMON STOCK USD1.0 55,199 1,856,342.37 0.005% 98.295% 1663 ZENDESK INC COMMON STOCK USD.01 14,161 1,848,435.33 0.005% 98.301% 1664 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 112,414 1,845,837.88 0.005% 98.306% 1665 OLYMPIC STEEL INC COMMON STOCK 61,219 1,843,916.28 0.005% 98.312% 1666 FORRESTER RESEARCH INC COMMON STOCK USD.01 39,296 1,841,017.60 0.005% 98.317% 1667 PETIQ INC COMMON STOCK USD.001 51,857 1,833,663.52 0.005% 98.322% 1668 GLOBAL BLOOD THERAPEUTICS IN COMMON STOCK USD.001 66,950 1,829,743.50 0.005% 98.328% 1669 CLEARWAY ENERGY INC A COMMON STOCK USD.01 67,535 1,820,068.25 0.005% 98.333% 1670 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 58,917 1,817,000.28 0.005% 98.339% 1671 SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 7,850 1,795,059.50 0.005% 98.344% 1672 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 45,101 1,793,215.76 0.005% 98.349% 1673 NL INDUSTRIES COMMON STOCK USD.125 296,491 1,787,840.73 0.005% 98.355% 1674 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 125,081 1,771,146.96 0.005% 98.360% 1675 CHICO S FAS INC COMMON STOCK USD.01 286,092 1,768,048.56 0.005% 98.365% 1676 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 100,655 1,766,495.25 0.005% 98.370% 1677 ALLEGIANCE BANCSHARES INC COMMON STOCK USD1.0 48,406 1,765,366.82 0.005% 98.375% 1678 CARGURUS INC COMMON STOCK USD.001 61,719 1,765,163.40 0.005% 98.381% 1679 GLATFELTER CORP COMMON STOCK USD.01 115,804 1,763,694.92 0.005% 98.386% 1680 TUTOR PERINI CORP COMMON STOCK USD1.0 124,858 1,756,752.06 0.005% 98.391% 1681 UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK 76,213 1,756,709.65 0.005% 98.396% 1682 REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 33,931 1,755,250.63 0.005% 98.401% 1683 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 88,635 1,748,768.55 0.005% 98.407% 1684 RYERSON HOLDING CORP COMMON STOCK USD.01 111,001 1,746,045.73 0.005% 98.412% 1685 ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 136,874 1,745,143.50 0.005% 98.417% 1686 STERLING CONSTRUCTION CO COMMON STOCK USD.01 78,696 1,728,164.16 0.005% 98.422% 1687 HANGER INC COMMON STOCK USD.01 70,228 1,723,395.12 0.005% 98.427% 1688 IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 129,702 1,721,145.54 0.005% 98.432% 1689 UNITIL CORP COMMON STOCK 32,521 1,721,011.32 0.005% 98.437% 1690 ALTAIR ENGINEERING INC A COMMON STOCK 24,387 1,701,237.12 0.005% 98.442% 1691 HACKETT GROUP INC/THE COMMON STOCK USD.001 94,620 1,695,590.40 0.005% 98.447% 1692 SPARTANNASH CO COMMON STOCK 86,901 1,690,224.45 0.005% 98.452% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 46 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1693 NICOLET BANKSHARES INC COMMON STOCK 23,280 1,685,239.20 0.005% 98.457% 1694 SCANSOURCE INC COMMON STOCK 60,976 1,682,327.84 0.005% 98.462% 1695 PDF SOLUTIONS INC COMMON STOCK USD.00015 89,834 1,680,794.14 0.005% 98.467% 1696 HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 59,582 1,679,020.76 0.005% 98.472% 1697 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 135,247 1,674,357.86 0.005% 98.477% 1698 DUCOMMUN INC COMMON STOCK USD.01 30,827 1,663,116.65 0.005% 98.482% 1699 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 35,567 1,662,401.58 0.005% 98.487% 1700 LAS VEGAS SANDS CORP COMMON STOCK USD.001 39,122 1,656,816.70 0.005% 98.492% 1701 VSE CORP COMMON STOCK USD.05 33,090 1,656,154.50 0.005% 98.497% 1702 HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1.0 5,536 1,655,264.00 0.005% 98.502% 1703 CAMPING WORLD HOLDINGS INC A COMMON STOCK USD.01 41,769 1,644,027.84 0.005% 98.506% 1704 DMC GLOBAL INC COMMON STOCK USD.05 37,548 1,643,475.96 0.005% 98.511% 1705 FOSSIL GROUP INC COMMON STOCK USD.01 130,115 1,642,051.30 0.005% 98.516% 1706 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 68,981 1,639,678.37 0.005% 98.521% 1707 WINMARK CORP COMMON STOCK 7,748 1,633,433.36 0.005% 98.526% 1708 FLUOR CORP COMMON STOCK USD.01 97,973 1,632,230.18 0.005% 98.531% 1709 DATADOG INC CLASS A COMMON STOCK USD.00001 14,735 1,631,164.50 0.005% 98.536% 1710 CHILDREN S PLACE INC/THE COMMON STOCK USD.1 19,340 1,630,942.20 0.005% 98.540% 1711 CONN S INC COMMON STOCK USD.01 73,082 1,625,343.68 0.005% 98.545% 1712 UNITED FIRE GROUP INC COMMON STOCK USD.001 64,939 1,618,279.88 0.005% 98.550% 1713 TENNECO INC CLASS A COMMON STOCK USD.01 92,762 1,614,986.42 0.005% 98.555% 1714 TITAN MACHINERY INC COMMON STOCK USD.00001 56,512 1,612,287.36 0.005% 98.559% 1715 UNIFI INC COMMON STOCK USD.1 68,050 1,605,299.50 0.005% 98.564% 1716 KOPPERS HOLDINGS INC COMMON STOCK USD.01 52,218 1,603,614.78 0.005% 98.569% 1717 TALOS ENERGY INC COMMON STOCK 138,909 1,603,009.86 0.005% 98.574% 1718 AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 72,741 1,600,302.00 0.005% 98.578% 1719 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 63,976 1,597,480.72 0.005% 98.583% 1720 FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 910,277 1,592,984.75 0.005% 98.588% 1721 DIGI INTERNATIONAL INC COMMON STOCK USD.01 76,996 1,592,277.28 0.005% 98.593% 1722 PEOPLES BANCORP INC COMMON STOCK 53,830 1,587,446.70 0.005% 98.597% 1723 TRISTATE CAPITAL HLDGS INC COMMON STOCK 78,072 1,585,642.32 0.005% 98.602% 1724 FRANK S INTERNATIONAL NV COMMON STOCK EUR.01 575,145 1,581,648.75 0.005% 98.607% 1725 WEST BANCORPORATION COMMON STOCK 53,638 1,581,248.24 0.005% 98.611% 1726 ASANA INC CL A COMMON STOCK USD.00001 22,095 1,570,070.70 0.005% 98.616% 1727 ATLANTICUS HOLDINGS CORP COMMON STOCK 36,049 1,567,410.52 0.005% 98.621% 1728 CHUY S HOLDINGS INC COMMON STOCK USD.01 47,295 1,560,735.00 0.005% 98.625% 1729 HERITAGE COMMERCE CORP COMMON STOCK 143,853 1,559,366.52 0.005% 98.630% 1730 CENTURY BANCORP INC CL A COMMON STOCK USD1.0 13,628 1,558,770.64 0.005% 98.634% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 47 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1731 RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 45,388 1,556,808.40 0.005% 98.639% 1732 DXP ENTERPRISES INC COMMON STOCK USD.01 47,518 1,551,462.70 0.005% 98.644% 1733 REDFIN CORP COMMON STOCK 26,300 1,540,391.00 0.005% 98.648% 1734 MITEK SYSTEMS INC COMMON STOCK USD.001 69,635 1,539,629.85 0.005% 98.653% 1735 SUNCOKE ENERGY INC COMMON STOCK USD.01 198,945 1,537,844.85 0.005% 98.657% 1736 LENDINGTREE INC COMMON STOCK USD.01 7,865 1,535,405.30 0.005% 98.662% 1737 OMEGA FLEX INC COMMON STOCK USD.01 9,747 1,528,524.54 0.005% 98.666% 1738 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 51,721 1,522,666.24 0.004% 98.671% 1739 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 34,491 1,520,708.19 0.004% 98.675% 1740 CAREDX INC COMMON STOCK USD.001 18,015 1,513,980.60 0.004% 98.680% 1741 ENNIS INC COMMON STOCK USD2.5 76,507 1,512,543.39 0.004% 98.684% 1742 ARROW FINANCIAL CORP COMMON STOCK USD1.0 41,840 1,508,332.00 0.004% 98.689% 1743 HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 36,411 1,504,866.63 0.004% 98.693% 1744 ALTABANCORP COMMON STOCK USD.01 37,237 1,504,002.43 0.004% 98.697% 1745 INDEPENDENCE HOLDING CO COMMON STOCK USD1.0 33,517 1,499,550.58 0.004% 98.702% 1746 THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 89,776 1,495,668.16 0.004% 98.706% 1747 KURA ONCOLOGY INC COMMON STOCK USD.0001 78,799 1,492,453.06 0.004% 98.711% 1748 GANNETT CO INC COMMON STOCK USD.01 258,245 1,490,073.65 0.004% 98.715% 1749 TRANSCAT INC COMMON STOCK USD.5 23,287 1,486,874.95 0.004% 98.720% 1750 TEJON RANCH CO COMMON STOCK USD.5 81,541 1,486,492.43 0.004% 98.724% 1751 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 358,173 1,486,417.95 0.004% 98.728% 1752 SUPERIOR INDUSTRIES INTL COMMON STOCK 174,736 1,485,256.00 0.004% 98.733% 1753 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 190,075 1,461,676.75 0.004% 98.737% 1754 CHEWY INC CLASS A COMMON STOCK USD.01 17,458 1,461,234.60 0.004% 98.741% 1755 TREDEGAR CORP COMMON STOCK 111,252 1,454,063.64 0.004% 98.746% 1756 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK 56,777 1,453,491.20 0.004% 98.750% 1757 COLUMBIA FINANCIAL INC COMMON STOCK USD.01 80,139 1,445,707.56 0.004% 98.754% 1758 MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01 69,402 1,442,173.56 0.004% 98.758% 1759 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 19,697 1,442,017.37 0.004% 98.763% 1760 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 48,677 1,441,812.74 0.004% 98.767% 1761 RPC INC COMMON STOCK USD.1 342,480 1,438,416.00 0.004% 98.771% 1762 YORK WATER CO COMMON STOCK 29,489 1,423,139.14 0.004% 98.775% 1763 FRP HOLDINGS INC COMMON STOCK USD.1 23,658 1,422,555.54 0.004% 98.780% 1764 WATSCO INC CL B COMMON STOCK USD.5 4,958 1,416,475.81 0.004% 98.784% 1765 VECTRUS INC COMMON STOCK USD.01 30,979 1,403,038.91 0.004% 98.788% 1766 CHANNELADVISOR CORP COMMON STOCK USD.001 60,234 1,402,849.86 0.004% 98.792% 1767 CLOUDERA INC COMMON STOCK USD.00005 87,507 1,388,736.09 0.004% 98.796% 1768 CONSOL ENERGY INC COMMON STOCK USD.01 66,033 1,387,353.33 0.004% 98.800% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 48 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1769 ANAPLAN INC COMMON STOCK USD.0001 24,251 1,387,157.20 0.004% 98.804% 1770 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 72,700 1,387,116.00 0.004% 98.809% 1771 LSB INDUSTRIES INC COMMON STOCK USD.1 157,254 1,383,835.20 0.004% 98.813% 1772 TRIPLE S MANAGEMENT CORP COMMON STOCK USD1.0 56,731 1,380,265.23 0.004% 98.817% 1773 FIRST COMMUNITY BANKSHARES COMMON STOCK USD1.0 47,269 1,380,254.80 0.004% 98.821% 1774 BEAZER HOMES USA INC COMMON STOCK USD.001 75,578 1,380,054.28 0.004% 98.825% 1775 AMERICAN OUTDOOR BRANDS INC COMMON STOCK 51,143 1,379,838.14 0.004% 98.829% 1776 ANAPTYSBIO INC COMMON STOCK USD.001 60,000 1,378,800.00 0.004% 98.833% 1777 DENNY S CORP COMMON STOCK USD.01 97,972 1,378,466.04 0.004% 98.837% 1778 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 34,330 1,377,662.90 0.004% 98.841% 1779 FRANKLIN COVEY CO COMMON STOCK USD.05 37,547 1,373,844.73 0.004% 98.845% 1780 FIRST MID BANCSHARES INC COMMON STOCK USD4.0 33,744 1,373,043.36 0.004% 98.849% 1781 ATRICURE INC COMMON STOCK USD.001 16,227 1,370,532.42 0.004% 98.853% 1782 AXT INC COMMON STOCK USD.001 133,996 1,366,759.20 0.004% 98.857% 1783 SWITCH INC A COMMON STOCK USD.001 65,052 1,343,974.32 0.004% 98.861% 1784 G1 THERAPEUTICS INC COMMON STOCK 76,749 1,328,525.19 0.004% 98.865% 1785 CHIMERIX INC COMMON STOCK USD.001 199,549 1,323,009.87 0.004% 98.869% 1786 PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 55,801 1,320,809.67 0.004% 98.873% 1787 SAPIENS INTERNATIONAL CORP COMMON STOCK EUR.01 52,324 1,319,088.04 0.004% 98.877% 1788 SELECT ENERGY SERVICES INC A COMMON STOCK USD.01 220,370 1,311,201.50 0.004% 98.881% 1789 2U INC COMMON STOCK USD.001 30,097 1,306,209.80 0.004% 98.885% 1790 EVO PAYMENTS INC CLASS A COMMON STOCK USD.0001 44,695 1,305,094.00 0.004% 98.889% 1791 CLEARFIELD INC COMMON STOCK USD.01 29,727 1,293,719.04 0.004% 98.892% 1792 TRUECAR INC COMMON STOCK USD.0001 245,931 1,293,597.06 0.004% 98.896% 1793 RESOURCES CONNECTION INC COMMON STOCK USD.01 82,921 1,284,446.29 0.004% 98.900% 1794 SEASPINE HOLDINGS CORP COMMON STOCK USD.01 65,310 1,279,422.90 0.004% 98.904% 1795 HARBORONE BANCORP INC COMMON STOCK USD.01 93,608 1,274,004.88 0.004% 98.908% 1796 BLUCORA INC COMMON STOCK USD.0001 75,507 1,273,048.02 0.004% 98.911% 1797 FIESTA RESTAURANT GROUP COMMON STOCK USD.01 95,000 1,272,050.00 0.004% 98.915% 1798 SENECA FOODS CORP CL A COMMON STOCK USD.25 23,166 1,268,106.84 0.004% 98.919% 1799 OVINTIV INC COMMON STOCK 49,264 1,264,114.24 0.004% 98.923% 1800 MOVADO GROUP INC COMMON STOCK USD.01 42,035 1,263,992.45 0.004% 98.926% 1801 AMERICAN VANGUARD CORP COMMON STOCK USD.1 76,378 1,261,000.78 0.004% 98.930% 1802 PETMED EXPRESS INC COMMON STOCK USD.001 39,873 1,251,613.47 0.004% 98.934% 1803 MIDLAND STATES BANCORP INC COMMON STOCK USD.01 50,496 1,242,706.56 0.004% 98.937% 1804 TIPTREE INC COMMON STOCK USD.001 128,893 1,238,661.73 0.004% 98.941% 1805 LIBERTY OILFIELD SERVICES A COMMON STOCK 121,398 1,237,045.62 0.004% 98.945% 1806 MERCANTILE BANK CORP COMMON STOCK 39,357 1,229,906.25 0.004% 98.948% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 49 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1807 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 57,058 1,229,599.90 0.004% 98.952% 1808 CRISPR THERAPEUTICS AG COMMON STOCK CHF.03 10,154 1,228,837.08 0.004% 98.956% 1809 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 14,981 1,228,442.00 0.004% 98.959% 1810 BLACKLINE INC COMMON STOCK USD.01 10,732 1,227,633.48 0.004% 98.963% 1811 SM ENERGY CO COMMON STOCK USD.01 64,971 1,214,957.70 0.004% 98.966% 1812 INDEPENDENT BANK CORP MICH COMMON STOCK USD1.0 57,752 1,214,524.56 0.004% 98.970% 1813 BLUEBIRD BIO INC COMMON STOCK USD.01 47,776 1,213,988.16 0.004% 98.974% 1814 SAGE THERAPEUTICS INC COMMON STOCK USD.0001 27,640 1,208,697.20 0.004% 98.977% 1815 CARDIOVASCULAR SYSTEMS INC COMMON STOCK 29,839 1,202,213.31 0.004% 98.981% 1816 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 53,886 1,198,424.64 0.004% 98.984% 1817 AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 24,906 1,197,729.54 0.004% 98.988% 1818 FULGENT GENETICS INC COMMON STOCK USD.0001 12,886 1,188,733.50 0.004% 98.991% 1819 MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 114,828 1,187,321.52 0.004% 98.995% 1820 EQUITY BANCSHARES INC CL A COMMON STOCK USD.01 40,149 1,182,789.54 0.003% 98.998% 1821 TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 85,964 1,182,005.00 0.003% 99.002% 1822 RMR GROUP INC/THE A COMMON STOCK 30,102 1,181,202.48 0.003% 99.005% 1823 LAWSON PRODUCTS INC COMMON STOCK USD1.0 22,223 1,166,485.27 0.003% 99.009% 1824 FUNKO INC CLASS A COMMON STOCK USD.0001 62,496 1,166,175.36 0.003% 99.012% 1825 MAGNITE INC COMMON STOCK USD.00001 38,207 1,157,672.10 0.003% 99.016% 1826 MVB FINANCIAL CORP COMMON STOCK USD1.0 27,926 1,157,532.70 0.003% 99.019% 1827 PCTEL INC COMMON STOCK USD.001 173,857 1,156,149.05 0.003% 99.022% 1828 CALAMP CORP COMMON STOCK USD.01 94,429 1,145,423.77 0.003% 99.026% 1829 FIRST BANCSHARES INC/MS COMMON STOCK USD1.0 29,331 1,131,296.67 0.003% 99.029% 1830 MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK USD.01 42,254 1,126,491.64 0.003% 99.032% 1831 TURNING POINT BRANDS INC COMMON STOCK USD.01 21,179 1,122,910.58 0.003% 99.036% 1832 RAYONIER ADVANCED MATERIALS COMMON STOCK USD.01 160,684 1,119,967.48 0.003% 99.039% 1833 NEOPHOTONICS CORP COMMON STOCK USD.0025 115,194 1,117,381.80 0.003% 99.042% 1834 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 29,613 1,117,298.49 0.003% 99.046% 1835 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001 35,295 1,114,263.15 0.003% 99.049% 1836 CAPSTAR FINANCIAL HOLDINGS I COMMON STOCK USD1.0 52,453 1,112,003.60 0.003% 99.052% 1837 ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 32,722 1,110,257.46 0.003% 99.056% 1838 BANK OF MARIN BANCORP/CA COMMON STOCK 31,927 1,107,866.90 0.003% 99.059% 1839 INTERNATIONAL SEAWAYS INC COMMON STOCK 67,341 1,107,759.45 0.003% 99.062% 1840 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 179,258 1,102,436.70 0.003% 99.065% 1841 BOX INC CLASS A COMMON STOCK USD.0001 45,998 1,100,272.16 0.003% 99.069% 1842 NAUTILUS INC COMMON STOCK 75,979 1,097,896.55 0.003% 99.072% 1843 DORIAN LPG LTD COMMON STOCK USD.01 90,644 1,096,792.40 0.003% 99.075% 1844 VOLT INFO SCIENCES INC COMMON STOCK USD.1 244,190 1,096,413.10 0.003% 99.078% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 50 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1845 SOUTHERN FIRST BANCSHARES COMMON STOCK USD.01 22,117 1,095,455.01 0.003% 99.082% 1846 GOPRO INC CLASS A COMMON STOCK USD.0001 106,952 1,095,188.48 0.003% 99.085% 1847 DZS INC COMMON STOCK USD.001 55,452 1,095,177.00 0.003% 99.088% 1848 WILLDAN GROUP INC COMMON STOCK USD.01 26,504 1,093,290.00 0.003% 99.091% 1849 VISHAY PRECISION GROUP COMMON STOCK 29,997 1,089,791.01 0.003% 99.095% 1850 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 25,621 1,068,395.70 0.003% 99.098% 1851 BARNES + NOBLE EDUCATION INC COMMON STOCK USD.01 127,814 1,067,246.90 0.003% 99.101% 1852 NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01 30,165 1,066,332.75 0.003% 99.104% 1853 ZOGENIX INC COMMON STOCK USD.001 65,323 1,058,885.83 0.003% 99.107% 1854 TIDEWATER INC COMMON STOCK 93,284 1,055,974.88 0.003% 99.110% 1855 UFP TECHNOLOGIES INC COMMON STOCK USD.01 17,652 1,055,236.56 0.003% 99.113% 1856 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 16,858 1,053,625.00 0.003% 99.116% 1857 CONTAINER STORE GROUP INC/TH COMMON STOCK USD.01 99,925 1,051,211.00 0.003% 99.120% 1858 ARLO TECHNOLOGIES INC COMMON STOCK USD.001 170,309 1,040,587.99 0.003% 99.123% 1859 BAR HARBOR BANKSHARES COMMON STOCK USD2.0 36,327 1,040,405.28 0.003% 99.126% 1860 DONEGAL GROUP INC CL A COMMON STOCK USD.01 66,991 1,036,350.77 0.003% 99.129% 1861 COOPER STANDARD HOLDING COMMON STOCK USD.001 39,600 1,031,580.00 0.003% 99.132% 1862 ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 47,668 1,031,058.84 0.003% 99.135% 1863 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 15,008 1,028,348.16 0.003% 99.138% 1864 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 80,956 1,024,093.40 0.003% 99.141% 1865 INTREPID POTASH INC COMMON STOCK USD.001 33,722 1,021,776.60 0.003% 99.144% 1866 AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 162,224 1,010,655.52 0.003% 99.147% 1867 PARK OHIO HOLDINGS CORP COMMON STOCK USD1.0 34,701 1,009,452.09 0.003% 99.150% 1868 RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01 15,909 998,448.84 0.003% 99.153% 1869 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 40,730 991,368.20 0.003% 99.156% 1870 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 25,928 986,301.12 0.003% 99.159% 1871 STARRETT (L.S.) CO CL A COMMON STOCK USD1.0 125,165 980,041.95 0.003% 99.162% 1872 CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01 52,389 978,102.63 0.003% 99.164% 1873 SIERRA BANCORP COMMON STOCK 40,483 976,854.79 0.003% 99.167% 1874 ADT INC COMMON STOCK USD.01 92,857 974,069.93 0.003% 99.170% 1875 SUPERIOR GROUP OF COS INC COMMON STOCK 41,255 965,779.55 0.003% 99.173% 1876 INC COMMON STOCK USD.001 299,834 965,465.48 0.003% 99.176% 1877 COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001 38,512 958,563.68 0.003% 99.179% 1878 COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01 45,456 955,030.56 0.003% 99.182% 1879 VERA BRADLEY INC COMMON STOCK 86,670 954,236.70 0.003% 99.184% 1880 ORIGIN BANCORP INC COMMON STOCK 23,289 947,396.52 0.003% 99.187% 1881 INVESTORS TITLE CO COMMON STOCK 5,686 946,889.58 0.003% 99.190% 1882 HOOKER FURNITURE CORP COMMON STOCK 28,522 946,645.18 0.003% 99.193% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 51 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1883 RITE AID CORP COMMON STOCK USD1.0 62,051 943,175.20 0.003% 99.196% 1884 MARCUS CORPORATION COMMON STOCK USD1.0 58,680 942,987.60 0.003% 99.198% 1885 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 26,642 942,860.38 0.003% 99.201% 1886 LANDEC CORP COMMON STOCK USD.001 86,130 942,262.20 0.003% 99.204% 1887 FUTUREFUEL CORP COMMON STOCK USD.0001 110,669 940,686.50 0.003% 99.207% 1888 CNB FINANCIAL CORP/PA COMMON STOCK 40,786 940,525.16 0.003% 99.210% 1889 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 82,262 939,432.04 0.003% 99.212% 1890 ROYALTY PHARMA PLC CL A COMMON STOCK 24,444 933,760.80 0.003% 99.215% 1891 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 64,306 933,723.12 0.003% 99.218% 1892 FIRST FINANCIAL CORP/INDIANA COMMON STOCK 23,250 931,162.50 0.003% 99.221% 1893 PRIMIS FINANCIAL CORP COMMON STOCK USD.01 59,841 930,527.55 0.003% 99.223% 1894 CATO CORP CLASS A COMMON STOCK USD.033 56,294 928,851.00 0.003% 99.226% 1895 CRAWFORD + COMPANY CL A COMMON STOCK USD1.0 87,761 927,633.77 0.003% 99.229% 1896 GLOBAL INDEMNITY GROUP LLC A COMMON STOCK NPV 35,994 925,405.74 0.003% 99.232% 1897 CONSUMER PORTFOLIO SERVICES COMMON STOCK 186,105 924,941.85 0.003% 99.234% 1898 HOWARD BANCORP INC COMMON STOCK USD.01 46,613 918,276.10 0.003% 99.237% 1899 DSP GROUP INC COMMON STOCK USD.001 57,006 914,946.30 0.003% 99.240% 1900 GP STRATEGIES CORP COMMON STOCK USD.01 44,591 907,426.85 0.003% 99.242% 1901 CBTX INC COMMON STOCK USD.01 34,416 905,140.80 0.003% 99.245% 1902 AUDACY INC COMMON STOCK USD.01 250,975 895,980.75 0.003% 99.248% 1903 A MARK PRECIOUS METALS INC COMMON STOCK USD.01 17,533 893,131.02 0.003% 99.250% 1904 RADIANT LOGISTICS INC COMMON STOCK USD.001 143,531 892,762.82 0.003% 99.253% 1905 POWELL INDUSTRIES INC COMMON STOCK USD.01 30,565 889,135.85 0.003% 99.256% 1906 TRAVELZOO COMMON STOCK USD.01 64,626 887,314.98 0.003% 99.258% 1907 DEL TACO RESTAURANTS INC COMMON STOCK 104,262 887,269.62 0.003% 99.261% 1908 ZIX CORP COMMON STOCK USD.01 119,194 883,227.54 0.003% 99.263% 1909 FS BANCORP INC COMMON STOCK 25,306 880,142.68 0.003% 99.266% 1910 BANDWIDTH INC CLASS A COMMON STOCK USD.001 6,788 880,132.08 0.003% 99.269% 1911 KIMBALL ELECTRONICS INC COMMON STOCK 43,092 878,645.88 0.003% 99.271% 1912 TILLY S INC CLASS A SHRS COMMON STOCK USD.001 59,084 876,215.72 0.003% 99.274% 1913 LIFETIME BRANDS INC COMMON STOCK USD.01 58,113 875,762.91 0.003% 99.276% 1914 TECHNIP ENERGIES ADR SPON ADR 64,371 872,227.05 0.003% 99.279% 1915 ALTERYX INC CLASS A COMMON STOCK 11,251 870,827.40 0.003% 99.282% 1916 PARK AEROSPACE CORP COMMON STOCK USD.1 58,144 866,345.60 0.003% 99.284% 1917 BIGLARI HOLDINGS INC B COMMON STOCK 5,247 862,869.15 0.003% 99.287% 1918 FIRST BANCORP INC/ME COMMON STOCK USD.01 29,660 861,919.60 0.003% 99.289% 1919 SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001 58,949 859,476.42 0.003% 99.292% 1920 VIACOMCBS INC CLASS A COMMON STOCK USD.001 19,160 853,194.80 0.003% 99.294% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 52 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1921 GAMCO INVESTORS INC A COMMON STOCK USD.001 31,662 852,974.28 0.003% 99.297% 1922 RUSH ENTERPRISES INC CL B COMMON STOCK USD.01 19,405 851,491.40 0.003% 99.299% 1923 ALBIREO PHARMA INC COMMON STOCK USD.01 29,734 850,689.74 0.003% 99.302% 1924 ESCALADE INC COMMON STOCK 37,461 850,364.70 0.003% 99.304% 1925 NATURES SUNSHINE PRODS INC COMMON STOCK 48,329 850,107.11 0.003% 99.307% 1926 KINDRED BIOSCIENCES INC COMMON STOCK USD.0001 92,842 846,719.04 0.003% 99.309% 1927 FUELCELL ENERGY INC COMMON STOCK USD.0001 133,684 846,219.72 0.003% 99.312% 1928 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1.0 26,536 838,272.24 0.002% 99.314% 1929 CTO REALTY GROWTH INC REIT USD.01 14,847 834,252.93 0.002% 99.317% 1930 ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 12,019 832,796.51 0.002% 99.319% 1931 REALNETWORKS INC COMMON STOCK USD.001 454,930 832,521.90 0.002% 99.322% 1932 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 146,957 831,776.62 0.002% 99.324% 1933 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 245,444 829,600.72 0.002% 99.327% 1934 FERROGLOBE PLC COMMON STOCK USD7.5 137,110 828,144.40 0.002% 99.329% 1935 LIMELIGHT NETWORKS INC COMMON STOCK USD.001 294,353 827,131.93 0.002% 99.332% 1936 TECNOGLASS INC COMMON STOCK USD.0001 42,859 826,750.11 0.002% 99.334% 1937 NATERA INC COMMON STOCK USD.0001 7,189 823,284.28 0.002% 99.336% 1938 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 104,293 822,871.77 0.002% 99.339% 1939 CIVISTA BANCSHARES INC COMMON STOCK 35,622 815,387.58 0.002% 99.341% 1940 LUNA INNOVATIONS INC COMMON STOCK USD.001 65,955 813,225.15 0.002% 99.344% 1941 SCHNEIDER NATIONAL INC CL B COMMON STOCK 36,225 812,889.00 0.002% 99.346% 1942 MACATAWA BANK CORP COMMON STOCK 97,654 812,481.28 0.002% 99.348% 1943 ACM RESEARCH INC CLASS A COMMON STOCK USD.0001 8,741 811,689.26 0.002% 99.351% 1944 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 27,498 801,016.74 0.002% 99.353% 1945 EZCORP INC CL A COMMON STOCK USD.01 139,628 798,672.16 0.002% 99.356% 1946 FARMERS NATL BANC CORP COMMON STOCK 51,416 789,235.60 0.002% 99.358% 1947 CYBEROPTICS CORP COMMON STOCK 16,840 788,954.00 0.002% 99.360% 1948 MATRIX SERVICE CO COMMON STOCK USD.01 72,146 787,112.86 0.002% 99.363% 1949 ASTRONICS CORP COMMON STOCK USD.01 45,874 783,527.92 0.002% 99.365% 1950 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 29,845 782,834.35 0.002% 99.367% 1951 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 85,531 781,753.34 0.002% 99.369% 1952 NORTHEAST BANK COMMON STOCK USD1.0 24,328 776,306.48 0.002% 99.372% 1953 UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 8,679 775,902.60 0.002% 99.374% 1954 MISTRAS GROUP INC COMMON STOCK USD.01 73,836 775,278.00 0.002% 99.376% 1955 GUARANTY BANCSHARES INC COMMON STOCK USD1.0 23,127 773,598.15 0.002% 99.379% 1956 NEKTAR THERAPEUTICS COMMON STOCK USD.0001 48,899 772,115.21 0.002% 99.381% 1957 SOLARIS OILFIELD INFRAST A COMMON STOCK USD.01 88,037 765,921.90 0.002% 99.383% 1958 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 33,916 765,144.96 0.002% 99.385% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 53 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1959 RHYTHM PHARMACEUTICALS INC COMMON STOCK 43,899 759,013.71 0.002% 99.388% 1960 STITCH FIX INC CLASS A COMMON STOCK USD.00002 14,052 757,683.84 0.002% 99.390% 1961 NN INC COMMON STOCK USD.01 109,805 751,066.20 0.002% 99.392% 1962 LIMONEIRA CO COMMON STOCK USD.01 41,918 750,751.38 0.002% 99.394% 1963 LAREDO PETROLEUM INC COMMON STOCK USD.01 13,619 749,862.14 0.002% 99.397% 1964 EARTHSTONE ENERGY INC A COMMON STOCK USD.001 76,272 749,753.76 0.002% 99.399% 1965 W+T OFFSHORE INC COMMON STOCK USD.00001 184,633 747,763.65 0.002% 99.401% 1966 VOCERA COMMUNICATIONS INC COMMON STOCK USD.0003 17,811 747,349.56 0.002% 99.403% 1967 CRAWFORD + CO CL B COMMON STOCK USD1.0 71,792 743,047.20 0.002% 99.405% 1968 INFUSYSTEM HOLDINGS INC COMMON STOCK USD.0001 40,643 741,734.75 0.002% 99.408% 1969 MAXAR TECHNOLOGIES INC COMMON STOCK 20,374 738,964.98 0.002% 99.410% 1970 FIBROGEN INC COMMON STOCK USD.01 56,657 736,541.00 0.002% 99.412% 1971 CLOUDFLARE INC CLASS A COMMON STOCK USD.001 6,205 736,099.15 0.002% 99.414% 1972 METROPOLITAN BANK HOLDING CO COMMON STOCK 10,356 735,586.68 0.002% 99.416% 1973 EPIZYME INC COMMON STOCK USD.0001 110,696 733,914.48 0.002% 99.418% 1974 OPPENHEIMER HOLDINGS CL A COMMON STOCK USD.001 16,285 732,010.75 0.002% 99.421% 1975 COMSCORE INC COMMON STOCK USD.001 180,641 724,370.41 0.002% 99.423% 1976 ALICO INC COMMON STOCK USD1.0 19,128 723,229.68 0.002% 99.425% 1977 REGIS CORP COMMON STOCK USD.05 90,463 720,990.11 0.002% 99.427% 1978 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 51,248 720,034.40 0.002% 99.429% 1979 FLEXSTEEL INDS COMMON STOCK USD1.0 20,797 717,496.50 0.002% 99.431% 1980 NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 64,176 717,487.68 0.002% 99.433% 1981 BRISTOW GROUP INC COMMON STOCK USD.01 27,501 714,475.98 0.002% 99.436% 1982 FIRST INTERNET BANCORP COMMON STOCK 23,535 712,639.80 0.002% 99.438% 1983 PENN VIRGINIA CORP COMMON STOCK 38,492 711,717.08 0.002% 99.440% 1984 STRATUS PROPERTIES INC COMMON STOCK USD.01 23,576 710,816.40 0.002% 99.442% 1985 SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01 15,829 710,405.52 0.002% 99.444% 1986 EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001 15,105 702,382.50 0.002% 99.446% 1987 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 12,965 700,758.25 0.002% 99.448% 1988 LAUREATE EDUCATION INC A COMMON STOCK USD.001 47,057 696,914.17 0.002% 99.450% 1989 HOME BANCORP INC COMMON STOCK USD.01 19,761 694,006.32 0.002% 99.452% 1990 INFORMATION SERVICES GROUP COMMON STOCK USD.0001 115,883 691,821.51 0.002% 99.454% 1991 INDUS REALTY TRUST INC REIT USD.01 10,236 691,441.80 0.002% 99.456% 1992 WESTERN NEW ENGLAND BANCORP COMMON STOCK USD.01 81,646 690,725.16 0.002% 99.458% 1993 PROVIDENT BANCORP INC COMMON STOCK USD.01 43,546 687,155.88 0.002% 99.460% 1994 KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001 34,070 686,169.80 0.002% 99.462% 1995 NORTHRIM BANCORP INC COMMON STOCK USD1.0 16,807 686,061.74 0.002% 99.464% 1996 BERRY CORP COMMON STOCK USD.001 123,270 684,148.50 0.002% 99.466% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 54 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 1997 LIBERTY BROADBAND CORP PREFERRED STOCK 7 24,077 679,934.48 0.002% 99.468% 1998 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 96,273 677,761.92 0.002% 99.470% 1999 SPIRIT OF TEXAS BANCSHARES I COMMON STOCK NPV 29,059 676,493.52 0.002% 99.472% 2000 SELECT BANCORP INC COMMON STOCK USD1.0 42,219 671,282.10 0.002% 99.474% 2001 ASTRONICS CORP CL B COMMON STOCK USD.01 38,887 670,800.75 0.002% 99.476% 2002 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1.0 17,059 666,665.72 0.002% 99.478% 2003 PCSB FINANCIAL CORP COMMON STOCK USD.01 36,841 664,611.64 0.002% 99.480% 2004 ORRSTOWN FINL SERVICES INC COMMON STOCK 28,772 663,194.60 0.002% 99.482% 2005 TEAM INC COMMON STOCK USD.3 106,688 658,264.96 0.002% 99.484% 2006 DAKTRONICS INC COMMON STOCK 107,609 657,490.99 0.002% 99.486% 2007 LSI INDUSTRIES INC COMMON STOCK 87,276 657,188.28 0.002% 99.488% 2008 ACHILLION PHARMACE COMMON STOCK 448,234 649,939.30 0.002% 99.490% 2009 LIBERTY MEDIA CORP BRAVES A TRACKING STK 24,483 649,778.82 0.002% 99.492% 2010 SPERO THERAPEUTICS INC COMMON STOCK USD.001 48,483 646,763.22 0.002% 99.494% 2011 APYX MEDICAL CORP COMMON STOCK USD.001 71,717 645,453.00 0.002% 99.496% 2012 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 131,404 645,193.64 0.002% 99.498% 2013 ROCKY BRANDS INC COMMON STOCK 11,845 644,368.00 0.002% 99.500% 2014 URBAN ONE INC COMMON STOCK USD.001 139,944 643,742.40 0.002% 99.502% 2015 BCB BANCORP INC COMMON STOCK 42,624 641,064.96 0.002% 99.503% 2016 PURE CYCLE CORP COMMON STOCK USD.0033 41,462 641,002.52 0.002% 99.505% 2017 HEMISPHERE MEDIA GROUP INC COMMON STOCK USD.0001 50,118 636,999.78 0.002% 99.507% 2018 GREENHILL + CO INC COMMON STOCK USD.01 39,752 636,827.04 0.002% 99.509% 2019 EMCORE CORP COMMON STOCK 72,739 635,738.86 0.002% 99.511% 2020 UPLAND SOFTWARE INC COMMON STOCK USD.0001 17,659 635,724.00 0.002% 99.513% 2021 PAGERDUTY INC COMMON STOCK USD.000005 15,649 635,192.91 0.002% 99.515% 2022 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 16,917 634,556.67 0.002% 99.517% 2023 CITIZENS + NORTHERN CORP COMMON STOCK USD1.0 25,465 628,985.50 0.002% 99.518% 2024 COUNTY BANCORP INC COMMON STOCK USD.01 18,100 627,889.00 0.002% 99.520% 2025 BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001 38,692 627,584.24 0.002% 99.522% 2026 CUTERA INC COMMON STOCK USD.001 12,065 626,776.75 0.002% 99.524% 2027 LEVI STRAUSS + CO CLASS A COMMON STOCK USD.01 22,772 626,685.44 0.002% 99.526% 2028 PREMIER FINANCIAL BANCORP COMMON STOCK 36,475 620,804.50 0.002% 99.528% 2029 HURCO COMPANIES INC COMMON STOCK 18,173 616,791.62 0.002% 99.529% 2030 MACKINAC FINANCIAL CORP COMMON STOCK 30,395 616,106.65 0.002% 99.531% 2031 ENTERPRISE BANCORP INC COMMON STOCK USD.01 18,776 613,975.20 0.002% 99.533% 2032 TERRITORIAL BANCORP INC COMMON STOCK USD.01 24,002 613,011.08 0.002% 99.535% 2033 TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001 20,953 605,960.76 0.002% 99.537% 2034 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 68,485 602,668.00 0.002% 99.539% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 55 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2035 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 39,547 601,114.40 0.002% 99.540% 2036 STARTEK INC COMMON STOCK USD.01 85,247 598,433.94 0.002% 99.542% 2037 CAMBRIDGE BANCORP COMMON STOCK USD1.0 6,983 597,605.14 0.002% 99.544% 2038 SPOK HOLDINGS INC COMMON STOCK USD.0001 72,102 594,120.48 0.002% 99.546% 2039 INVACARE CORP COMMON STOCK USD.25 81,904 592,165.92 0.002% 99.547% 2040 TIMBERLAND BANCORP INC COMMON STOCK USD.01 20,578 591,823.28 0.002% 99.549% 2041 HAMILTON BEACH BRAND A COMMON STOCK 31,592 590,454.48 0.002% 99.551% 2042 NUTANIX INC A COMMON STOCK USD.000025 16,366 589,503.32 0.002% 99.553% 2043 COMMUNITY BANKERS TRUST CORP COMMON STOCK USD.01 55,574 589,084.40 0.002% 99.554% 2044 WEYCO GROUP INC COMMON STOCK USD1.0 26,365 588,203.15 0.002% 99.556% 2045 TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 11,971 586,339.58 0.002% 99.558% 2046 NATHAN S FAMOUS INC COMMON STOCK USD.01 9,092 584,161.00 0.002% 99.559% 2047 ORION GROUP HOLDINGS INC COMMON STOCK USD.01 108,141 580,717.17 0.002% 99.561% 2048 MESA AIR GROUP INC COMMON STOCK 64,956 579,407.52 0.002% 99.563% 2049 CASSAVA SCIENCES INC COMMON STOCK USD.001 8,330 579,184.90 0.002% 99.565% 2050 INVESTAR HOLDING CORP COMMON STOCK USD1.0 26,358 578,558.10 0.002% 99.566% 2051 AXONICS INC COMMON STOCK USD.0001 8,500 577,575.00 0.002% 99.568% 2052 ACNB CORP COMMON STOCK USD2.5 20,654 576,866.22 0.002% 99.570% 2053 RBB BANCORP COMMON STOCK 23,880 571,448.40 0.002% 99.571% 2054 10X GENOMICS INC CLASS A COMMON STOCK 3,100 568,013.00 0.002% 99.573% 2055 FIRST HAWAIIAN INC COMMON STOCK USD.01 20,596 567,007.88 0.002% 99.575% 2056 AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001 229,508 566,884.76 0.002% 99.576% 2057 PDL COMMUNITY BANCORP COMMON STOCK 43,206 566,430.66 0.002% 99.578% 2058 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 25,892 565,222.36 0.002% 99.580% 2059 HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 76,990 565,106.60 0.002% 99.581% 2060 COMMUNITY FINANCIAL CORP/THE COMMON STOCK USD.01 15,436 564,340.16 0.002% 99.583% 2061 MCCORMICK + CO INC VTG COM COMMON STOCK 6,660 560,538.90 0.002% 99.585% 2062 1ST CONSTITUTION BANCORP COMMON STOCK 25,910 559,396.90 0.002% 99.586% 2063 RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 139,659 558,636.00 0.002% 99.588% 2064 SMARTFINANCIAL INC COMMON STOCK USD1.0 22,886 557,731.82 0.002% 99.590% 2065 PARKE BANCORP INC COMMON STOCK USD.1 27,897 556,824.12 0.002% 99.591% 2066 VERRA MOBILITY CORP COMMON STOCK USD.0001 36,272 555,324.32 0.002% 99.593% 2067 ANGI INC COMMON STOCK 48,151 554,218.01 0.002% 99.595% 2068 UNITY BANCORP INC COMMON STOCK 24,920 553,473.20 0.002% 99.596% 2069 REVOLVE GROUP INC COMMON STOCK USD.001 7,928 551,868.08 0.002% 99.598% 2070 CENTRAL VALLEY COMM BANCORP COMMON STOCK 24,647 551,846.33 0.002% 99.600% 2071 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 149,282 550,850.58 0.002% 99.601% 2072 TOWNSQUARE MEDIA INC CL A COMMON STOCK USD.01 44,674 549,043.46 0.002% 99.603% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 56 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2073 FIRST BUSINESS FINANCIAL SER COMMON STOCK USD.01 19,875 548,152.50 0.002% 99.604% 2074 Q2 HOLDINGS INC COMMON STOCK USD.0001 5,279 545,373.49 0.002% 99.606% 2075 J ALEXANDER S HOLDINGS COMMON STOCK USD.001 39,480 545,218.80 0.002% 99.608% 2076 BANK OF COMMERCE HOLDINGS COMMON STOCK 40,430 544,592.10 0.002% 99.609% 2077 VILLAGE SUPER MARKET CLASS A COMMON STOCK 24,118 543,860.90 0.002% 99.611% 2078 INTRICON CORP COMMON STOCK USD1.0 22,660 543,840.00 0.002% 99.612% 2079 VIDLER WATER RESOUCES INC COMMON STOCK USD.001 40,315 543,043.05 0.002% 99.614% 2080 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 21,421 543,022.35 0.002% 99.616% 2081 ITERIS INC COMMON STOCK USD.1 87,120 542,757.60 0.002% 99.617% 2082 EVANS BANCORP INC COMMON STOCK USD.5 13,858 541,432.06 0.002% 99.619% 2083 PFSWEB INC COMMON STOCK USD.001 45,862 539,337.12 0.002% 99.621% 2084 ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001 60,566 539,037.40 0.002% 99.622% 2085 IVERIC BIO INC COMMON STOCK USD.001 62,378 538,322.14 0.002% 99.624% 2086 TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01 6,193 537,118.89 0.002% 99.625% 2087 FARMER BROS CO COMMON STOCK USD1.0 55,168 534,577.92 0.002% 99.627% 2088 ELASTIC NV COMMON STOCK EUR.01 3,521 521,319.26 0.002% 99.628% 2089 PLAYA HOTELS + RESORTS NV COMMON STOCK USD.01 77,700 519,813.00 0.002% 99.630% 2090 AZEK CO INC/THE COMMON STOCK 14,284 519,509.08 0.002% 99.631% 2091 AMES NATIONAL CORP COMMON STOCK USD2.0 21,956 517,942.04 0.002% 99.633% 2092 API GROUP CORP COMMON STOCK USD.0001 22,597 517,923.24 0.002% 99.635% 2093 NEWPARK RESOURCES INC COMMON STOCK USD.01 159,170 514,119.10 0.002% 99.636% 2094 CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 10,711 513,485.34 0.002% 99.638% 2095 FIRST NORTHWEST BANCORP COMMON STOCK 27,220 511,736.00 0.002% 99.639% 2096 OPKO HEALTH INC COMMON STOCK USD.01 148,435 510,616.40 0.002% 99.641% 2097 LCNB CORPORATION COMMON STOCK 30,267 509,696.28 0.002% 99.642% 2098 TWIN DISC INC COMMON STOCK 34,374 505,985.28 0.001% 99.644% 2099 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 14,194 504,880.58 0.001% 99.645% 2100 IDENTIV INC COMMON STOCK USD.001 30,918 503,345.04 0.001% 99.647% 2101 QUAKER CHEMICAL CORP COMMON STOCK USD1.0 1,992 501,466.08 0.001% 99.648% 2102 CYMABAY THERAPEUTICS INC COMMON STOCK USD.0001 126,914 500,041.16 0.001% 99.650% 2103 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 18,417 496,522.32 0.001% 99.651% 2104 EASTERN CO/THE COMMON STOCK 16,904 496,301.44 0.001% 99.652% 2105 NORTHWEST PIPE CO COMMON STOCK USD.01 17,456 495,924.96 0.001% 99.654% 2106 DELTA APPAREL INC COMMON STOCK USD.01 15,491 495,712.00 0.001% 99.655% 2107 GOODRICH PETROLEUM CORP COMMON STOCK 30,840 494,056.80 0.001% 99.657% 2108 C + F FINANCIAL CORP COMMON STOCK USD1.0 9,438 493,229.88 0.001% 99.658% 2109 MERSANA THERAPEUTICS INC COMMON STOCK USD.0001 44,631 490,941.00 0.001% 99.660% 2110 PACIFIC MERCANTILE BANCORP COMMON STOCK 58,543 490,004.91 0.001% 99.661% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 57 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2111 SELECT INTERIOR CONCEPTS A COMMON STOCK USD.01 44,690 488,908.60 0.001% 99.663% 2112 TEEKAY CORP COMMON STOCK USD.001 163,206 487,985.94 0.001% 99.664% 2113 CULP INC COMMON STOCK USD.05 32,546 487,213.62 0.001% 99.666% 2114 SHORE BANCSHARES INC COMMON STOCK USD.01 28,072 486,768.48 0.001% 99.667% 2115 CHEMUNG FINANCIAL CORP COMMON STOCK USD.01 10,517 482,730.30 0.001% 99.668% 2116 NI HOLDINGS INC COMMON STOCK USD.01 24,329 480,984.33 0.001% 99.670% 2117 FOSTER (LB) CO A COMMON STOCK USD.01 26,480 480,876.80 0.001% 99.671% 2118 JOUNCE THERAPEUTICS INC COMMON STOCK USD.001 95,220 479,908.80 0.001% 99.673% 2119 FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 36,002 479,726.65 0.001% 99.674% 2120 BANKFINANCIAL CORP COMMON STOCK USD.01 41,987 479,491.54 0.001% 99.675% 2121 KVH INDUSTRIES INC COMMON STOCK USD.01 41,870 473,968.40 0.001% 99.677% 2122 IMMERSION CORPORATION COMMON STOCK USD.001 62,202 470,247.12 0.001% 99.678% 2123 LANNETT CO INC COMMON STOCK USD.001 101,012 468,695.68 0.001% 99.680% 2124 QAD INC B COMMON STOCK USD.001 5,440 468,112.00 0.001% 99.681% 2125 MOLECULAR TEMPLATES INC COMMON STOCK USD.001 66,461 465,227.00 0.001% 99.682% 2126 HORIZON GLOBAL CORP COMMON STOCK USD.01 52,085 463,556.50 0.001% 99.684% 2127 ANTERO MIDSTREAM CORP COMMON STOCK 48,207 457,966.50 0.001% 99.685% 2128 THE BANK OF PRINCETON COMMON STOCK USD5.0 15,499 457,065.51 0.001% 99.686% 2129 HERON THERAPEUTICS INC COMMON STOCK USD.01 36,977 457,035.72 0.001% 99.688% 2130 UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 103,419 452,975.22 0.001% 99.689% 2131 MARINE PRODUCTS CORP COMMON STOCK USD.1 27,683 452,893.88 0.001% 99.691% 2132 TRECORA RESOURCES COMMON STOCK USD.1 57,175 452,826.00 0.001% 99.692% 2133 MMA CAPITAL HOLDINGS INC COMMON STOCK 16,416 452,424.96 0.001% 99.693% 2134 FORESTAR GROUP INC COMMON STOCK USD1.0 21,917 448,640.99 0.001% 99.695% 2135 EMERALD HOLDING INC COMMON STOCK USD.01 113,437 448,076.15 0.001% 99.696% 2136 TWIST BIOSCIENCE CORP COMMON STOCK USD.00001 3,630 446,671.50 0.001% 99.697% 2137 NEW HOME CO INC/THE COMMON STOCK USD.01 50,177 446,575.30 0.001% 99.698% 2138 UPWORK INC COMMON STOCK USD.0001 8,608 445,808.32 0.001% 99.700% 2139 SIMULATIONS PLUS INC COMMON STOCK USD.001 9,442 445,567.98 0.001% 99.701% 2140 POTBELLY CORP COMMON STOCK USD.01 63,716 444,737.68 0.001% 99.702% 2141 PENNS WOODS BANCORP INC COMMON STOCK USD5.55 18,821 442,481.71 0.001% 99.704% 2142 WILEY (JOHN) + SONS CL B COMMON STOCK USD1.0 7,502 440,067.32 0.001% 99.705% 2143 SILVERCREST ASSET MANAGEME A COMMON STOCK USD.01 27,562 439,889.52 0.001% 99.706% 2144 PCB BANCORP COMMON STOCK 22,984 435,316.96 0.001% 99.708% 2145 BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV 15,051 433,769.82 0.001% 99.709% 2146 EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 12,064 433,338.88 0.001% 99.710% 2147 TRANSOCEAN LTD COMMON STOCK CHF.1 119,721 432,192.81 0.001% 99.711% 2148 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 6,743 430,540.55 0.001% 99.713% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 58 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2149 CITIZENS INC COMMON STOCK 80,221 429,984.56 0.001% 99.714% 2150 PLUMAS BANCORP COMMON STOCK 13,751 429,443.73 0.001% 99.715% 2151 DAWSON GEOPHYSICAL CO COMMON STOCK USD.01 158,454 429,410.34 0.001% 99.717% 2152 ADVERUM INC COMMON STOCK USD.0001 188,597 428,115.19 0.001% 99.718% 2153 PDL BIOPHARMA INC COMMON STOCK USD.01 458,319 424,540.89 0.001% 99.719% 2154 COMPUTER TASK GROUP INC COMMON STOCK USD.01 47,645 424,516.95 0.001% 99.720% 2155 ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK USD.01 17,523 422,829.99 0.001% 99.722% 2156 MANITEX INTERNATIONAL INC COMMON STOCK 52,595 419,708.10 0.001% 99.723% 2157 DYNATRACE INC COMMON STOCK USD.001 6,562 419,114.94 0.001% 99.724% 2158 FORTITUDE GOLD CORP COMMON STOCK 54,214 417,989.94 0.001% 99.725% 2159 FIRST COMMUNITY CORP COMMON STOCK USD1.0 20,414 417,466.30 0.001% 99.727% 2160 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 17,934 416,965.50 0.001% 99.728% 2161 RIVERVIEW BANCORP INC COMMON STOCK USD.01 59,634 416,245.32 0.001% 99.729% 2162 VENATOR MATERIALS PLC COMMON STOCK USD.001 130,745 414,461.65 0.001% 99.730% 2163 SUNNOVA ENERGY INTERNATIONAL COMMON STOCK USD.001 10,875 414,337.50 0.001% 99.731% 2164 MIDDLEFIELD BANC CORP COMMON STOCK 17,126 411,880.30 0.001% 99.733% 2165 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001 67,732 411,810.56 0.001% 99.734% 2166 BASSETT FURNITURE INDS COMMON STOCK USD5.0 18,048 411,133.44 0.001% 99.735% 2167 SAFEGUARD SCIENTIFICS INC COMMON STOCK USD.1 52,713 409,052.88 0.001% 99.736% 2168 CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001 75,485 408,373.85 0.001% 99.737% 2169 RGC RESOURCES INC COMMON STOCK USD5.0 16,102 408,346.72 0.001% 99.739% 2170 HAWTHORN BANCSHARES INC COMMON STOCK USD1.0 17,843 407,355.69 0.001% 99.740% 2171 AEGLEA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 65,850 403,660.50 0.001% 99.741% 2172 SEVERN BANCORP INC/MD COMMON STOCK USD.01 33,252 402,016.68 0.001% 99.742% 2173 SILVERBOW RESOURCES INC COMMON STOCK 20,279 401,929.78 0.001% 99.743% 2174 GOLD RESOURCE CORP COMMON STOCK USD.001 189,752 400,376.72 0.001% 99.745% 2175 MALVERN BANCORP INC COMMON STOCK USD.01 21,444 400,359.48 0.001% 99.746% 2176 GREEN BRICK PARTNERS INC COMMON STOCK USD.01 15,871 397,885.97 0.001% 99.747% 2177 LEVEL ONE BANCORP INC COMMON STOCK 14,563 397,424.27 0.001% 99.748% 2178 HUDSON GLOBAL INC COMMON STOCK USD.001 22,248 396,014.40 0.001% 99.749% 2179 ENZO BIOCHEM INC COMMON STOCK USD.01 121,470 395,992.20 0.001% 99.751% 2180 JOINT CORP/THE COMMON STOCK USD.001 5,013 395,976.87 0.001% 99.752% 2181 LINCOLN EDUCATIONAL SERVICES COMMON STOCK 56,293 390,673.42 0.001% 99.753% 2182 INTEVAC INC COMMON STOCK 59,949 389,668.50 0.001% 99.754% 2183 GENCOR INDUSTRIES INC COMMON STOCK USD.1 32,968 387,044.32 0.001% 99.755% 2184 AIRGAIN INC COMMON STOCK USD.0001 21,069 384,509.25 0.001% 99.756% 2185 HOMETRUST BANCSHARES INC COMMON STOCK 14,545 382,969.85 0.001% 99.757% 2186 LOVESAC CO/THE COMMON STOCK USD.00001 6,292 381,924.40 0.001% 99.759% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 59 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2187 CASTLIGHT HEALTH INC B COMMON STOCK USD.0001 163,791 381,633.03 0.001% 99.760% 2188 EAGLE BANCORP MONTANA INC COMMON STOCK USD.01 17,152 380,774.40 0.001% 99.761% 2189 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 30,003 380,438.04 0.001% 99.762% 2190 EGAIN CORP COMMON STOCK USD.001 32,408 378,201.36 0.001% 99.763% 2191 BIGLARI HOLDINGS INC A COMMON STOCK 475 377,639.25 0.001% 99.764% 2192 COASTAL FINANCIAL CORP/WA COMMON STOCK 12,903 377,025.66 0.001% 99.765% 2193 COLONY BANKCORP COMMON STOCK USD1.0 20,874 373,644.60 0.001% 99.766% 2194 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 8,926 371,321.60 0.001% 99.767% 2195 UNITED SECURITY BANCSHARE/CA COMMON STOCK 45,844 369,961.08 0.001% 99.769% 2196 EXTERRAN CORP COMMON STOCK USD.01 84,070 368,226.60 0.001% 99.770% 2197 VIEWRAY INC COMMON STOCK USD.001 55,142 366,142.88 0.001% 99.771% 2198 KINIKSA PHARMACEUTICALS A COMMON STOCK USD.000273 23,728 363,750.24 0.001% 99.772% 2199 GENIE ENERGY LTD B COMMON STOCK 61,685 363,324.65 0.001% 99.773% 2200 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 104,188 362,574.24 0.001% 99.774% 2201 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 17,349 362,420.61 0.001% 99.775% 2202 BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 4,121 362,112.27 0.001% 99.776% 2203 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 22,460 361,606.00 0.001% 99.777% 2204 UNIVERSAL STAINLESS + ALLOY COMMON STOCK USD.001 32,024 360,910.48 0.001% 99.778% 2205 ARMSTRONG FLOORING INC COMMON STOCK USD.0001 82,982 358,482.24 0.001% 99.779% 2206 ENETI INC COMMON STOCK USD.01 22,074 358,481.76 0.001% 99.780% 2207 WHITING PETROLEUM CORP COMMON STOCK 7,632 357,940.80 0.001% 99.781% 2208 INTEST CORP COMMON STOCK USD.01 24,960 357,177.60 0.001% 99.782% 2209 QUAD GRAPHICS INC COMMON STOCK USD.025 101,801 356,303.50 0.001% 99.783% 2210 LIMBACH HOLDINGS INC COMMON STOCK USD.0001 39,849 356,250.06 0.001% 99.785% 2211 YELLOW CORP COMMON STOCK USD1.0 68,492 356,158.40 0.001% 99.786% 2212 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 35,498 354,980.00 0.001% 99.787% 2213 BGSF INC COMMON STOCK USD.01 28,102 354,647.24 0.001% 99.788% 2214 BEL FUSE INC CL B COMMON STOCK USD.1 25,954 354,012.56 0.001% 99.789% 2215 EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 83,591 352,754.02 0.001% 99.790% 2216 CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 60,292 352,105.28 0.001% 99.791% 2217 PANGAEA LOGISTICS SOLUTIONS COMMON STOCK USD.0001 74,703 351,851.13 0.001% 99.792% 2218 AMTECH SYSTEMS INC COMMON STOCK USD.01 33,942 351,639.12 0.001% 99.793% 2219 OVERSEAS SHIPHOLDING GROUP A COMMON STOCK 132,112 351,417.92 0.001% 99.794% 2220 ULTRALIFE CORP COMMON STOCK USD.1 44,133 350,416.02 0.001% 99.795% 2221 CARPARTS.COM INC COMMON STOCK USD.001 19,745 347,709.45 0.001% 99.796% 2222 PEOPLES FINANCIAL SERVICES COMMON STOCK USD2.0 8,101 347,532.90 0.001% 99.797% 2223 GRAHAM CORP COMMON STOCK USD.1 25,375 347,383.75 0.001% 99.798% 2224 VERU INC COMMON STOCK USD.01 50,478 346,783.86 0.001% 99.799% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 60 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2225 ALPHA PRO TECH LTD COMMON STOCK USD.01 28,782 345,671.82 0.001% 99.800% 2226 STRATTEC SECURITY CORP COMMON STOCK USD.01 8,355 344,058.90 0.001% 99.801% 2227 MANNING + NAPIER INC COMMON STOCK USD.01 37,193 342,547.53 0.001% 99.802% 2228 EPSILON ENERGY LTD COMMON STOCK 67,458 342,012.06 0.001% 99.803% 2229 FIRST UNITED CORP COMMON STOCK USD.01 19,729 341,508.99 0.001% 99.804% 2230 US XPRESS ENTERPRISES INC A COMMON STOCK USD.01 38,971 340,216.83 0.001% 99.805% 2231 CITIZENS COMMUNITY BANCORP I COMMON STOCK USD.01 24,520 339,602.00 0.001% 99.806% 2232 GENASYS INC COMMON STOCK USD.00001 60,454 338,542.40 0.001% 99.807% 2233 PEOPLES BANCORP OF NC COMMON STOCK 12,220 335,439.00 0.001% 99.808% 2234 SALISBURY BANCORP INC COMMON STOCK USD.1 7,079 334,907.49 0.001% 99.809% 2235 PTC THERAPEUTICS INC COMMON STOCK USD.001 8,705 333,662.65 0.001% 99.810% 2236 GSI TECHNOLOGY INC COMMON STOCK USD.001 60,553 332,435.97 0.001% 99.811% 2237 MASTECH DIGITAL INC COMMON STOCK USD.01 18,872 330,826.16 0.001% 99.812% 2238 APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001 42,626 329,498.98 0.001% 99.813% 2239 GULF ISLAND FABRICATION INC COMMON STOCK 72,244 329,432.64 0.001% 99.814% 2240 PRUDENTIAL BANCORP INC COMMON STOCK USD.01 23,308 328,642.80 0.001% 99.815% 2241 SECURITY NATL FINL CORP CL A COMMON STOCK USD2.0 38,871 328,459.95 0.001% 99.816% 2242 LANDMARK BANCORP INC COMMON STOCK USD.01 11,868 327,675.48 0.001% 99.817% 2243 NORTHERN TECHNOLOGIES INTL COMMON STOCK USD.02 17,402 325,069.36 0.001% 99.818% 2244 ACCURAY INC COMMON STOCK USD.001 79,188 324,670.80 0.001% 99.819% 2245 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 27,317 322,067.43 0.001% 99.820% 2246 SB FINANCIAL GROUP INC COMMON STOCK 17,474 321,172.12 0.001% 99.821% 2247 CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 11,350 319,048.50 0.001% 99.822% 2248 BIOHAVEN PHARMACEUTICAL HOLD COMMON STOCK 2,517 317,167.17 0.001% 99.823% 2249 TURTLE BEACH CORP COMMON STOCK 10,213 315,581.70 0.001% 99.824% 2250 CIVEO CORP COMMON STOCK USD.01 14,372 312,016.12 0.001% 99.824% 2251 ESSA BANCORP INC COMMON STOCK USD.01 19,001 310,286.33 0.001% 99.825% 2252 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 18,377 309,836.22 0.001% 99.826% 2253 ACME UNITED CORP COMMON STOCK USD2.5 7,309 309,170.70 0.001% 99.827% 2254 FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 14,234 309,162.48 0.001% 99.828% 2255 NVE CORP COMMON STOCK USD.01 4,115 308,913.05 0.001% 99.829% 2256 LIBERTY TRIPADVISOR HDG A COMMON STOCK 73,790 308,442.20 0.001% 99.830% 2257 RANDOLPH BANCORP INC COMMON STOCK 14,267 303,316.42 0.001% 99.831% 2258 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 34,657 302,555.61 0.001% 99.832% 2259 FONAR CORP COMMON STOCK USD.0001 17,731 300,008.52 0.001% 99.833% 2260 AMERICAN RIVER BANKSHRS (CA) COMMON STOCK 15,223 298,979.72 0.001% 99.834% 2261 EVERI HOLDINGS INC COMMON STOCK USD.001 13,173 298,895.37 0.001% 99.834% 2262 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 16,951 298,676.62 0.001% 99.835% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 61 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2263 FIRST CAPITAL INC COMMON STOCK USD.01 6,938 297,432.06 0.001% 99.836% 2264 NACCO INDUSTRIES CL A COMMON STOCK USD1.0 11,718 293,770.26 0.001% 99.837% 2265 SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001 3,424 293,436.80 0.001% 99.838% 2266 ARDELYX INC COMMON STOCK USD.000001 168,231 292,721.94 0.001% 99.839% 2267 LENSAR INC COMMON STOCK 35,748 290,631.24 0.001% 99.840% 2268 ASSEMBLY BIOSCIENCES INC COMMON STOCK USD.001 82,694 286,948.18 0.001% 99.840% 2269 TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01 17,129 285,197.85 0.001% 99.841% 2270 HEALTHEQUITY INC COMMON STOCK USD.0001 3,851 284,896.98 0.001% 99.842% 2271 GAIA INC COMMON STOCK USD.0001 23,801 283,469.91 0.001% 99.843% 2272 USA TRUCK INC COMMON STOCK USD.01 20,287 283,206.52 0.001% 99.844% 2273 NATIONAL BANKSHARES INC/VA COMMON STOCK USD1.25 7,777 281,138.55 0.001% 99.845% 2274 FIDELITY D+D BANCORP INC COMMON STOCK 5,497 280,347.00 0.001% 99.846% 2275 SANDRIDGE ENERGY INC COMMON STOCK USD.001 46,447 277,753.06 0.001% 99.846% 2276 HILL INTERNATIONAL INC COMMON STOCK USD.0001 127,716 275,866.56 0.001% 99.847% 2277 GLAUKOS CORP COMMON STOCK USD.001 5,398 275,298.00 0.001% 99.848% 2278 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 96,669 274,539.96 0.001% 99.849% 2279 SYNLOGIC INC COMMON STOCK USD.001 86,658 273,839.28 0.001% 99.850% 2280 ZOVIO INC COMMON STOCK USD.01 111,556 273,312.20 0.001% 99.850% 2281 SUPPORT.COM INC COMMON STOCK USD.0001 33,595 269,431.90 0.001% 99.851% 2282 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 18,851 268,249.73 0.001% 99.852% 2283 READING INTERNATIONAL INC A COMMON STOCK USD.01 50,900 267,734.00 0.001% 99.853% 2284 ASTRONOVA INC COMMON STOCK USD.05 16,656 267,328.80 0.001% 99.854% 2285 CALITHERA BIOSCIENCES INC COMMON STOCK USD.001 136,322 265,827.90 0.001% 99.854% 2286 NORWOOD FINANCIAL CORP COMMON STOCK USD.1 10,571 265,332.10 0.001% 99.855% 2287 BLUEGREEN VACATIONS HOLDING COMMON STOCK USD.01 15,247 263,925.57 0.001% 99.856% 2288 VICTORY CAPITAL HOLDING A COMMON STOCK USD.01 8,635 263,281.15 0.001% 99.857% 2289 OAK VALLEY BANCORP COMMON STOCK 15,008 262,339.84 0.001% 99.857% 2290 DLH HOLDINGS CORP COMMON STOCK USD.001 24,977 262,258.50 0.001% 99.858% 2291 WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01 9,192 260,593.20 0.001% 99.859% 2292 PALOMAR HOLDINGS INC COMMON STOCK USD.0001 3,188 259,598.84 0.001% 99.860% 2293 AXOGEN INC COMMON STOCK USD.01 12,702 258,739.74 0.001% 99.861% 2294 LUBY S INC COMMON STOCK USD.32 63,655 258,439.30 0.001% 99.861% 2295 FIRST SAVINGS FINANCIAL GRP COMMON STOCK USD.01 3,511 258,339.38 0.001% 99.862% 2296 INNODATA INC COMMON STOCK USD.01 37,353 255,494.52 0.001% 99.863% 2297 IEC ELECTRONICS CORP COMMON STOCK USD.01 22,978 252,758.00 0.001% 99.864% 2298 HMN FINANCIAL INC COMMON STOCK USD.01 11,368 252,483.28 0.001% 99.864% 2299 SOUND FINANCIAL BANCORP INC COMMON STOCK USD.01 5,599 251,955.00 0.001% 99.865% 2300 ASSOCIATED CAPITAL GROUP A COMMON STOCK USD.001 6,655 250,826.95 0.001% 99.866% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 62 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2301 SECUREWORKS CORP A COMMON STOCK USD.01 12,468 250,108.08 0.001% 99.867% 2302 CHEMOCENTRYX INC COMMON STOCK USD.001 16,807 248,407.46 0.001% 99.867% 2303 IHEARTMEDIA INC CLASS A COMMON STOCK 9,585 247,772.25 0.001% 99.868% 2304 LAZYDAYS HOLDINGS INC COMMON STOCK USD.0001 11,759 245,410.33 0.001% 99.869% 2305 LIMESTONE BANCORP INC COMMON STOCK 14,697 244,264.14 0.001% 99.869% 2306 ARDMORE SHIPPING CORP COMMON STOCK USD.01 67,262 244,161.06 0.001% 99.870% 2307 CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001 73,255 243,939.15 0.001% 99.871% 2308 EXONE CO/THE COMMON STOCK USD.01 14,695 243,937.00 0.001% 99.872% 2309 SHARPS COMPLIANCE CORP COMMON STOCK USD.01 23,834 237,863.32 0.001% 99.872% 2310 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 9,816 237,252.72 0.001% 99.873% 2311 VALUE LINE INC COMMON STOCK USD.1 7,363 235,616.00 0.001% 99.874% 2312 BYLINE BANCORP INC COMMON STOCK USD.01 9,550 235,025.50 0.001% 99.874% 2313 PIXELWORKS INC COMMON STOCK USD.001 77,861 234,361.61 0.001% 99.875% 2314 COMMUNITY WEST BANCSHARES COMMON STOCK 17,906 234,210.48 0.001% 99.876% 2315 NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 89,619 233,905.59 0.001% 99.876% 2316 BAYCOM CORP COMMON STOCK 12,706 232,519.80 0.001% 99.877% 2317 SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 59,866 232,280.08 0.001% 99.878% 2318 LIBERTY MEDIA COR SIRIUSXM B TRACKING STK USD.01 4,753 231,019.57 0.001% 99.879% 2319 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001 32,517 230,545.53 0.001% 99.879% 2320 FEDERAL AGRIC MTG CORP CL A COMMON STOCK USD1.0 2,460 229,616.40 0.001% 99.880% 2321 S+W SEED CO COMMON STOCK USD.001 68,983 229,023.56 0.001% 99.881% 2322 CATALYST BIOSCIENCES INC COMMON STOCK USD.001 55,853 227,321.71 0.001% 99.881% 2323 SYNALLOY CORP COMMON STOCK USD1.0 22,975 225,384.75 0.001% 99.882% 2324 MINERVA NEUROSCIENCES INC COMMON STOCK USD.0001 122,253 224,945.52 0.001% 99.883% 2325 UBER TECHNOLOGIES INC COMMON STOCK USD.00001 5,144 223,558.24 0.001% 99.883% 2326 LIBERTY BROADBAND B COMMON STOCK USD.01 1,306 223,260.70 0.001% 99.884% 2327 GLYCOMIMETICS INC COMMON STOCK USD.001 109,811 221,818.22 0.001% 99.885% 2328 ACACIA RESEARCH CORP COMMON STOCK USD.001 39,294 221,618.16 0.001% 99.885% 2329 UNITED BANCSHARES INC/OHIO COMMON STOCK USD1.0 6,375 219,300.00 0.001% 99.886% 2330 SUMMIT STATE BANK COMMON STOCK 13,468 219,057.02 0.001% 99.886% 2331 RICHARDSON ELEC LTD COMMON STOCK USD.05 28,182 218,692.32 0.001% 99.887% 2332 OHIO VALLEY BANC CORP COMMON STOCK USD1.0 8,757 216,122.76 0.001% 99.888% 2333 FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0 21,539 215,820.78 0.001% 99.888% 2334 BANK OF SOUTH CAROLINA CORP COMMON STOCK 10,128 212,991.84 0.001% 99.889% 2335 MERRIMACK PHARMACEUTICALS IN COMMON STOCK USD.01 38,029 212,962.40 0.001% 99.890% 2336 ISSUER DIRECT CORP COMMON STOCK USD.01 7,605 212,635.80 0.001% 99.890% 2337 SURGALIGN HOLDINGS INC COMMON STOCK USD.001 194,049 211,513.41 0.001% 99.891% 2338 PRO DEX INC COMMON STOCK 6,861 210,495.48 0.001% 99.892% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 63 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2339 PARSONS CORP COMMON STOCK USD1.0 5,434 209,861.08 0.001% 99.892% 2340 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 43,645 208,186.65 0.001% 99.893% 2341 BRIGHTCOVE COMMON STOCK USD.001 18,100 207,607.00 0.001% 99.893% 2342 CHIASMA INC COMMON STOCK USD.01 51,748 206,992.00 0.001% 99.894% 2343 AWARE INC/MASS COMMON STOCK USD.01 51,506 204,993.88 0.001% 99.895% 2344 SYROS PHARMACEUTICALS INC COMMON STOCK USD.001 44,318 204,749.16 0.001% 99.895% 2345 KINGSTONE COS INC COMMON STOCK USD.01 26,975 204,470.50 0.001% 99.896% 2346 ELEVATE CREDIT INC COMMON STOCK 56,257 203,650.34 0.001% 99.896% 2347 CODA OCTOPUS GROUP INC COMMON STOCK USD.001 22,446 203,360.76 0.001% 99.897% 2348 NICHOLAS FINANCIAL INC COMMON STOCK 18,462 201,235.80 0.001% 99.898% 2349 FRIEDMAN INDUSTRIES COMMON STOCK USD1.0 15,398 200,174.00 0.001% 99.898% 2350 MOMENTIVE GLOBAL INC COMMON STOCK USD.00001 9,518 199,878.00 0.001% 99.899% 2351 FULL HOUSE RESORTS INC COMMON STOCK USD.0001 23,954 198,099.58 0.001% 99.899% 2352 AMCON DISTRIBUTING CO COMMON STOCK USD.01 1,168 197,976.00 0.001% 99.900% 2353 ARVINAS INC COMMON STOCK USD.001 1,953 197,448.30 0.001% 99.901% 2354 FARMERS + MERCHANTS BANCO/OH COMMON STOCK 8,932 196,146.72 0.001% 99.901% 2355 AIR T INC COMMON STOCK USD.25 6,373 195,204.99 0.001% 99.902% 2356 AMREP CORP COMMON STOCK USD.1 14,457 194,012.94 0.001% 99.902% 2357 CARA THERAPEUTICS INC COMMON STOCK USD.001 16,136 193,147.92 0.001% 99.903% 2358 ASURE SOFTWARE INC COMMON STOCK USD.01 20,330 191,508.60 0.001% 99.903% 2359 GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01 10,504 190,227.44 0.001% 99.904% 2360 HENNESSY ADVISORS INC COMMON STOCK 20,446 190,147.80 0.001% 99.905% 2361 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 61,518 190,090.62 0.001% 99.905% 2362 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 7,057 188,563.04 0.001% 99.906% 2363 LANTRONIX INC COMMON STOCK USD.0001 35,760 188,097.60 0.001% 99.906% 2364 ASPEN GROUP INC COMMON STOCK USD.001 28,483 187,702.97 0.001% 99.907% 2365 ENOCHIAN BIOSCIENCES INC COMMON STOCK 36,985 184,185.30 0.001% 99.907% 2366 SHOCKWAVE MEDICAL INC COMMON STOCK USD.001 1,007 183,274.00 0.001% 99.908% 2367 RF INDUSTRIES LTD COMMON STOCK USD.01 19,118 182,959.26 0.001% 99.908% 2368 BBQ HOLDINGS INC COMMON STOCK 12,707 179,041.63 0.001% 99.909% 2369 HC2 HOLDINGS INC COMMON STOCK USD.001 48,253 177,571.04 0.001% 99.909% 2370 FFBW INC COMMON STOCK USD.01 15,405 177,003.45 0.001% 99.910% 2371 TRUPANION INC COMMON STOCK USD.00001 1,537 176,785.74 0.001% 99.911% 2372 NETWORK 1 TECHNOLOGIES INC COMMON STOCK USD.01 57,475 173,574.50 0.001% 99.911% 2373 AUBURN NATL BANCORPORATION COMMON STOCK USD.01 5,123 173,259.86 0.001% 99.912% 2374 APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 47,982 172,735.20 0.001% 99.912% 2375 ALPINE IMMUNE SCIENCES INC COMMON STOCK USD.001 19,427 171,734.68 0.001% 99.913% 2376 LIFEVANTAGE CORP COMMON STOCK USD.0001 21,105 171,372.60 0.001% 99.913% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 64 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2377 COMPX INTERNATIONAL INC COMMON STOCK USD.01 9,138 169,966.80 0.001% 99.914% 2378 SPARK ENERGY INC CLASS A COMMON STOCK USD.01 15,216 169,354.08 0.001% 99.914% 2379 PRIMEENERGY RESOURCES CORP COMMON STOCK USD.1 3,139 163,228.00 0.000% 99.915% 2380 CROWN CRAFTS INC COMMON STOCK USD.01 22,116 162,110.28 0.000% 99.915% 2381 SHARPSPRING INC COMMON STOCK USD.001 9,427 160,164.73 0.000% 99.915% 2382 XBIOTECH INC COMMON STOCK 9,859 159,715.80 0.000% 99.916% 2383 OLD SECOND BANCORP INC COMMON STOCK USD1.0 13,666 158,252.28 0.000% 99.916% 2384 OLD POINT FINANCIAL CORP COMMON STOCK USD5.0 7,052 158,246.88 0.000% 99.917% 2385 KALA PHARMACEUTICALS INC COMMON STOCK USD.001 45,256 156,133.20 0.000% 99.917% 2386 WIRELESS TELECOM GROUP INC COMMON STOCK USD.01 55,860 155,290.80 0.000% 99.918% 2387 ELECTROMED INC COMMON STOCK USD.01 13,044 153,136.56 0.000% 99.918% 2388 OTONOMY INC COMMON STOCK USD.001 84,471 151,203.09 0.000% 99.919% 2389 MID PENN BANCORP INC COMMON STOCK USD1.0 5,767 150,230.35 0.000% 99.919% 2390 BRIDGFORD FOODS CORP COMMON STOCK USD1.0 11,491 150,187.37 0.000% 99.920% 2391 KEY TRONIC CORP COMMON STOCK 22,454 149,768.18 0.000% 99.920% 2392 FIRST WESTERN FINANCIAL INC COMMON STOCK 5,714 148,106.88 0.000% 99.920% 2393 BM TECHNOLOGIES INC COMMON STOCK USD.0001 14,728 147,721.84 0.000% 99.921% 2394 LINDBLAD EXPEDITIONS HOLDING COMMON STOCK USD.0001 10,754 147,222.26 0.000% 99.921% 2395 COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 21,210 146,773.20 0.000% 99.922% 2396 SMART SAND INC COMMON STOCK USD.001 51,796 146,582.68 0.000% 99.922% 2397 IF BANCORP INC COMMON STOCK USD.01 6,461 146,470.87 0.000% 99.923% 2398 EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 13,726 144,809.30 0.000% 99.923% 2399 ENERGY RECOVERY INC COMMON STOCK USD.001 6,828 144,412.20 0.000% 99.924% 2400 MAUI LAND + PINEAPPLE CO COMMON STOCK 13,708 143,934.00 0.000% 99.924% 2401 RANGER ENERGY SERVICES INC COMMON STOCK 17,872 143,869.60 0.000% 99.924% 2402 UNITED BANCORP INC/OHIO COMMON STOCK USD1.0 11,080 143,486.00 0.000% 99.925% 2403 DAILY JOURNAL CORP COMMON STOCK USD.01 426 141,858.00 0.000% 99.925% 2404 GREAT ELM GROUP INC COMMON STOCK USD.001 61,827 141,583.83 0.000% 99.926% 2405 FVCBANKCORP INC COMMON STOCK USD.01 7,445 141,455.00 0.000% 99.926% 2406 OCEAN BIO CHEM INC COMMON STOCK USD.01 12,000 141,240.00 0.000% 99.926% 2407 INTELLICHECK INC COMMON STOCK USD.001 15,600 140,400.00 0.000% 99.927% 2408 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 22,794 136,991.94 0.000% 99.927% 2409 CHICKEN SOUP FOR THE SOUL EN COMMON STOCK 3,771 135,303.48 0.000% 99.928% 2410 TANDY LEATHER FACTORY INC COMMON STOCK USD.0024 28,054 134,378.66 0.000% 99.928% 2411 BANK OF THE JAMES FINANCIAL COMMON STOCK USD2.14 8,408 134,275.76 0.000% 99.928% 2412 FIRST US BANCSHARES INC COMMON STOCK USD.01 11,301 132,786.75 0.000% 99.929% 2413 ECOVYST INC COMMON STOCK 8,527 132,680.12 0.000% 99.929% 2414 LIFEWAY FOODS INC COMMON STOCK 20,990 132,656.80 0.000% 99.930% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 65 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2415 CUMBERLAND PHARMACEUTICALS COMMON STOCK 40,261 130,848.25 0.000% 99.930% 2416 PATHFINDER BANCORP INC COMMON STOCK USD.01 8,118 130,456.26 0.000% 99.930% 2417 SERVICESOURCE INTERNATIONAL COMMON STOCK USD.0001 84,801 128,897.52 0.000% 99.931% 2418 MERCHANTS BANCORP/IN COMMON STOCK 3,508 128,533.12 0.000% 99.931% 2419 RANPAK HOLDINGS CORP COMMON STOCK USD.0001 4,961 127,100.82 0.000% 99.932% 2420 LAKE SHORE BANCORP INC COMMON STOCK USD.01 8,295 125,254.50 0.000% 99.932% 2421 NETSOL TECHNOLOGIES INC COMMON STOCK USD.001 27,104 124,136.32 0.000% 99.932% 2422 RAMACO RESOURCES INC COMMON STOCK 18,463 121,301.91 0.000% 99.933% 2423 CF BANKSHARES INC COMMON STOCK USD.01 6,476 121,101.20 0.000% 99.933% 2424 NATURAL HEALTH TRENDS CORP COMMON STOCK USD.001 16,960 120,416.00 0.000% 99.933% 2425 KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 16,790 120,216.40 0.000% 99.934% 2426 MERIDIAN CORP COMMON STOCK 4,438 119,826.00 0.000% 99.934% 2427 ALITHYA GROUP INC CLASS A COMMON STOCK 39,261 119,746.05 0.000% 99.934% 2428 FIRST GUARANTY BANCSHARES IN COMMON STOCK 6,290 119,698.70 0.000% 99.935% 2429 PERMA FIX ENVIRONMENTAL SVCS COMMON STOCK USD.001 20,738 118,828.74 0.000% 99.935% 2430 ARAVIVE INC COMMON STOCK USD.0001 28,295 117,424.25 0.000% 99.935% 2431 PERMA PIPE INTERNATIONAL HOL COMMON STOCK USD.01 16,930 116,647.70 0.000% 99.936% 2432 ARK RESTAURANTS CORP COMMON STOCK USD.01 7,366 116,382.80 0.000% 99.936% 2433 MAMMOTH ENERGY SERVICES INC COMMON STOCK USD.01 31,577 115,571.82 0.000% 99.937% 2434 GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001 3,466 114,793.92 0.000% 99.937% 2435 SURFACE ONCOLOGY INC COMMON STOCK USD.0001 18,978 114,057.78 0.000% 99.937% 2436 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 5,094 111,202.02 0.000% 99.938% 2437 ELMIRA SAVINGS BANK COMMON STOCK USD1.0 7,695 110,808.00 0.000% 99.938% 2438 VERASTEM INC COMMON STOCK USD.0001 33,906 109,516.38 0.000% 99.938% 2439 EDITAS MEDICINE INC COMMON STOCK USD.0001 2,612 109,338.32 0.000% 99.938% 2440 SENECA FOODS CORP CL B COMMON STOCK USD.25 1,999 108,925.51 0.000% 99.939% 2441 FEDNAT HOLDING CO COMMON STOCK USD.01 42,906 108,552.18 0.000% 99.939% 2442 SI BONE INC COMMON STOCK USD.0001 3,566 108,192.44 0.000% 99.939% 2443 ATOMERA INC COMMON STOCK USD.001 6,042 106,641.30 0.000% 99.940% 2444 MAGYAR BANCORP INC COMMON STOCK 10,243 106,629.63 0.000% 99.940% 2445 STERLING BANCORP INC/MI COMMON STOCK 22,217 106,197.26 0.000% 99.940% 2446 AGROFRESH SOLUTIONS INC COMMON STOCK 54,123 105,539.85 0.000% 99.941% 2447 VIRCO MFG CORPORATION COMMON STOCK USD.01 31,667 105,134.44 0.000% 99.941% 2448 IRIDEX CORP COMMON STOCK USD.01 15,940 104,247.60 0.000% 99.941% 2449 Y MABS THERAPEUTICS INC COMMON STOCK USD.0001 3,142 104,000.20 0.000% 99.942% 2450 AFFINITY BANCSHARES INC COMMON STOCK USD.01 7,887 103,635.18 0.000% 99.942% 2451 MARINUS PHARMACEUTICALS INC COMMON STOCK USD.001 7,043 103,532.10 0.000% 99.942% 2452 OPTIMIZERX CORP COMMON STOCK USD.001 1,871 103,410.17 0.000% 99.943% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 66 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2453 MAYS (J.W.) INC COMMON STOCK USD1.0 2,713 103,094.00 0.000% 99.943% 2454 ROCKY MOUNTAIN CHOC FACT INC COMMON STOCK USD.001 12,203 102,139.11 0.000% 99.943% 2455 MIND TECHNOLOGY INC COMMON STOCK USD.01 50,830 100,643.40 0.000% 99.943% 2456 DATA I/O CORP COMMON STOCK 16,306 100,608.02 0.000% 99.944% 2457 ORION ENERGY SYSTEMS INC COMMON STOCK 20,054 100,470.54 0.000% 99.944% 2458 LIBERTY LATIN AMERIC CL A COMMON STOCK USD.01 7,360 100,464.00 0.000% 99.944% 2459 OPTION CARE HEALTH INC COMMON STOCK USD.0001 4,832 100,119.04 0.000% 99.945% 2460 CITIZENS HOLDING COMPANY COMMON STOCK USD.2 5,685 100,056.00 0.000% 99.945% 2461 HOME FEDERAL BANCORP INC/LA COMMON STOCK USD.01 5,228 99,697.96 0.000% 99.945% 2462 SENSUS HEALTHCARE INC COMMON STOCK USD.01 26,485 98,524.20 0.000% 99.946% 2463 VIKING THERAPEUTICS INC COMMON STOCK USD.00001 15,900 97,785.00 0.000% 99.946% 2464 MAGNOLIA OIL + GAS CORP A COMMON STOCK USD.0001 6,858 96,012.00 0.000% 99.946% 2465 SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 14,990 95,486.30 0.000% 99.946% 2466 AVROBIO INC COMMON STOCK USD.0001 12,944 95,267.84 0.000% 99.947% 2467 RED VIOLET INC COMMON STOCK USD.001 3,910 94,387.40 0.000% 99.947% 2468 FIRST NATIONAL CORP/VA COMMON STOCK USD1.25 4,411 93,733.75 0.000% 99.947% 2469 FRANKLIN FINANCIAL SERVICES COMMON STOCK USD1.0 2,735 92,333.60 0.000% 99.947% 2470 NEXA RESOURCES SA COMMON STOCK 10,918 92,257.10 0.000% 99.948% 2471 PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 7,981 91,382.45 0.000% 99.948% 2472 HAVERTY FURNITURE COS CL A COMMON STOCK USD1.0 2,523 91,004.61 0.000% 99.948% 2473 FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 2,891 90,777.40 0.000% 99.949% 2474 CALIFORNIA FIRST LEASING COR COMMON STOCK USD.01 4,858 90,480.25 0.000% 99.949% 2475 CPI AEROSTRUCTURES INC COMMON STOCK USD.001 27,297 89,807.13 0.000% 99.949% 2476 EXTREME NETWORKS INC COMMON STOCK USD.001 8,082 88,982.82 0.000% 99.949% 2477 A10 NETWORKS INC COMMON STOCK USD.00001 6,894 88,036.38 0.000% 99.950% 2478 PATRIOT TRANSPORTATION HOLDI COMMON STOCK USD.1 7,392 87,225.60 0.000% 99.950% 2479 DONEGAL GROUP INC B COMMON STOCK USD.01 5,678 86,873.40 0.000% 99.950% 2480 CHEMBIO DIAGNOSTICS INC COMMON STOCK USD.01 30,538 86,727.92 0.000% 99.950% 2481 MAINSTREET BANCSHARES INC COMMON STOCK USD4.0 3,548 85,506.80 0.000% 99.951% 2482 QUEST RESOURCE HOLDING CORP COMMON STOCK USD.001 14,300 84,656.00 0.000% 99.951% 2483 KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 6,314 84,102.48 0.000% 99.951% 2484 ZEDGE INC CL B COMMON STOCK 5,460 83,865.60 0.000% 99.951% 2485 OPIANT PHARMACEUTICALS INC COMMON STOCK USD.001 5,178 83,469.36 0.000% 99.952% 2486 LUTHER BURBANK CORP COMMON STOCK 6,429 83,319.84 0.000% 99.952% 2487 CORVUS PHARMACEUTICALS INC COMMON STOCK USD.0001 39,229 81,988.61 0.000% 99.952% 2488 U.S. GLOBAL INVESTORS INC A COMMON STOCK USD.025 14,134 81,977.20 0.000% 99.952% 2489 NOBILITY HOMES INC COMMON STOCK USD.1 2,557 81,824.00 0.000% 99.953% 2490 WILLAMETTE VALLEY VINEYARDS COMMON STOCK 6,260 80,566.20 0.000% 99.953% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 67 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2491 NOVAVAX INC COMMON STOCK USD.01 442 79,263.86 0.000% 99.953% 2492 SIFCO INDUSTRIES COMMON STOCK USD1.0 7,118 79,009.80 0.000% 99.953% 2493 BK TECHNOLOGIES CORP COMMON STOCK USD.6 24,446 78,960.58 0.000% 99.954% 2494 UNION BANKSHARES INC /VT COMMON STOCK USD2.0 2,439 78,413.85 0.000% 99.954% 2495 BRIDGEBIO PHARMA INC COMMON STOCK 1,467 78,411.15 0.000% 99.954% 2496 FRANCHISE GROUP INC COMMON STOCK USD.01 2,300 78,108.00 0.000% 99.954% 2497 AEHR TEST SYSTEMS COMMON STOCK USD.01 13,278 74,622.36 0.000% 99.954% 2498 ICC HOLDINGS INC COMMON STOCK USD.01 4,514 72,720.54 0.000% 99.955% 2499 BROADWIND INC COMMON STOCK USD.001 18,954 72,025.20 0.000% 99.955% 2500 ATLANTIC AMERICAN CORP COMMON STOCK USD1.0 17,563 71,832.67 0.000% 99.955% 2501 AMICUS THERAPEUTICS INC COMMON STOCK USD.01 7,731 71,820.99 0.000% 99.955% 2502 CLEARONE INC COMMON STOCK USD.001 25,372 71,802.76 0.000% 99.956% 2503 AMERISERV FINANCIAL INC COMMON STOCK USD.01 18,864 71,494.56 0.000% 99.956% 2504 UNITED GUARDIAN INC COMMON STOCK USD.1 4,655 71,361.15 0.000% 99.956% 2505 ESPEY MFG + ELECTRONICS CORP COMMON STOCK USD.333 4,614 69,532.98 0.000% 99.956% 2506 LGL GROUP INC/THE COMMON STOCK USD.01 6,640 68,790.40 0.000% 99.956% 2507 IRADIMED CORP COMMON STOCK USD.0001 2,040 68,666.40 0.000% 99.957% 2508 BEL FUSE INC CL A COMMON STOCK USD.1 4,354 67,617.62 0.000% 99.957% 2509 EMCLAIRE FINANCIAL CORP COMMON STOCK USD1.25 2,399 67,555.84 0.000% 99.957% 2510 CODEXIS INC COMMON STOCK USD.0001 3,161 66,886.76 0.000% 99.957% 2511 BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 17,342 65,205.92 0.000% 99.957% 2512 PING IDENTITY HOLDING CORP COMMON STOCK USD.001 2,918 64,400.26 0.000% 99.958% 2513 IMMUCELL CORP COMMON STOCK USD.1 6,242 63,668.40 0.000% 99.958% 2514 KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01 10,488 63,242.64 0.000% 99.958% 2515 PROPHASE LABS INC COMMON STOCK USD.0005 8,768 62,778.88 0.000% 99.958% 2516 FG FINANCIAL GROUP INC COMMON STOCK USD.001 8,932 62,524.00 0.000% 99.958% 2517 ALTISOURCE PORTFOLIO SOL COMMON STOCK USD1.0 6,759 62,453.16 0.000% 99.958% 2518 BUSINESS FIRST BANCSHARES COMMON STOCK USD1.0 2,673 62,307.63 0.000% 99.959% 2519 MOLSON COORS BEVERAGE CO A COMMON STOCK USD.01 1,020 61,730.40 0.000% 99.959% 2520 GRAY TELEVISION INC A COMMON STOCK 3,160 61,485.70 0.000% 99.959% 2521 MISONIX INC COMMON STOCK USD.0001 2,276 60,405.04 0.000% 99.959% 2522 GREENE COUNTY BANCORP INC COMMON STOCK USD.1 1,937 59,911.41 0.000% 99.959% 2523 GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001 2,762 58,140.10 0.000% 99.960% 2524 MIRATI THERAPEUTICS INC COMMON STOCK 361 57,781.66 0.000% 99.960% 2525 ONE STOP SYSTEMS INC COMMON STOCK USD.0001 9,500 56,905.00 0.000% 99.960% 2526 CSP INC COMMON STOCK USD.01 5,597 56,585.67 0.000% 99.960% 2527 SIGMATRON INTERNATIONAL INC COMMON STOCK USD.01 9,201 55,758.06 0.000% 99.960% 2528 PSYCHEMEDICS CORP COMMON STOCK USD.005 7,568 55,624.80 0.000% 99.960% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 68 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2529 DULUTH HOLDINGS INC CL B COMMON STOCK 3,601 53,906.97 0.000% 99.961% 2530 TAYLOR DEVICES INC COMMON STOCK USD.025 4,452 53,780.16 0.000% 99.961% 2531 HEALTH CATALYST INC COMMON STOCK USD.001 926 53,763.56 0.000% 99.961% 2532 EYENOVIA INC COMMON STOCK USD.0001 12,546 53,069.58 0.000% 99.961% 2533 SCPHARMACEUTICALS INC COMMON STOCK 9,561 52,394.28 0.000% 99.961% 2534 PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2.0 5,433 48,136.38 0.000% 99.961% 2535 OCWEN FINANCIAL CORP COMMON STOCK USD.01 1,835 47,985.25 0.000% 99.961% 2536 OCONEE FEDERAL FINANCIAL COR COMMON STOCK USD.01 2,225 46,502.50 0.000% 99.962% 2537 UNIQUE FABRICATING INC COMMON STOCK USD.001 17,320 45,723.07 0.000% 99.962% 2538 QUICKLOGIC CORP COMMON STOCK USD.001 8,226 43,597.80 0.000% 99.962% 2539 DOVER MOTORSPORTS INC COMMON STOCK USD.1 18,678 43,146.18 0.000% 99.962% 2540 JERASH HOLDINGS US INC COMMON STOCK USD.001 5,937 42,983.88 0.000% 99.962% 2541 DALLASNEWS CORP COMMON STOCK USD.01 6,262 41,955.40 0.000% 99.962% 2542 CAMBIUM NETWORKS CORP COMMON STOCK USD.0001 919 40,481.95 0.000% 99.962% 2543 TRINITY PLACE HOLDINGS INC COMMON STOCK USD.01 16,938 40,143.06 0.000% 99.962% 2544 CONTANGO OIL + GAS COMMON STOCK USD.04 10,500 40,110.00 0.000% 99.963% 2545 ADVANCED EMISSIONS SOLUTIONS COMMON STOCK 5,208 39,164.16 0.000% 99.963% 2546 NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD CW26 6,017 39,110.50 0.000% 99.963% 2547 SOLARWINDS CORP W/I COMMON STOCK USD.001 3,300 37,092.00 0.000% 99.963% 2548 OPTICAL CABLE CORP COMMON STOCK 8,150 36,512.00 0.000% 99.963% 2549 NAVIOS MARITIME ACQUISITION COMMON STOCK USD.0001 14,951 35,732.89 0.000% 99.963% 2550 BOWL AMERICA INC CLASS A COMMON STOCK USD.1 3,937 35,708.59 0.000% 99.963% 2551 WVS FINANCIAL CORP COMMON STOCK USD.01 2,157 35,051.25 0.000% 99.963% 2552 ZYNERBA PHARMACEUTICALS INC COMMON STOCK USD.001 7,863 34,675.83 0.000% 99.963% 2553 HV BANCORP INC COMMON STOCK USD.01 1,600 34,000.00 0.000% 99.964% 2554 BALLY S CORP COMMON STOCK USD.01 683 33,637.75 0.000% 99.964% 2555 CONTRA PFENEX INC COMMON STOCK 44,829 33,621.75 0.000% 99.964% 2556 COFFEE HOLDING CO INC COMMON STOCK USD.001 5,400 32,076.00 0.000% 99.964% 2557 FIVE POINT HOLDINGS LLC CL A COMMON STOCK 3,804 31,839.48 0.000% 99.964% 2558 INTERGROUP CORP COMMON STOCK USD.01 677 31,026.91 0.000% 99.964% 2559 AVALON HOLDINGS CORP A COMMON STOCK USD.01 6,800 30,396.00 0.000% 99.964% 2560 BOSTON OMAHA CORP CL A COMMON STOCK 923 30,191.33 0.000% 99.964% 2561 FLUENT INC COMMON STOCK 11,731 29,210.19 0.000% 99.964% 2562 GTT COMMUNICATIONS INC COMMON STOCK USD.0001 51,823 29,020.88 0.000% 99.964% 2563 VINCE HOLDING CORP COMMON STOCK USD.001 3,562 28,317.90 0.000% 99.964% 2564 KARUNA THERAPEUTICS INC COMMON STOCK USD.00001 237 27,070.14 0.000% 99.965% 2565 CCUR HOLDINGS INC COMMON STOCK USD.01 4 26,952.00 0.000% 99.965% 2566 CKX LANDS INC COMMON STOCK 2,161 25,830.43 0.000% 99.965% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 69 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2567 VIRTRA INC COMMON STOCK USD.005 3,600 25,524.00 0.000% 99.965% 2568 NATIONAL SECURITY GROUP INC COMMON STOCK USD1.0 2,402 25,461.20 0.000% 99.965% 2569 INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01 729 24,632.91 0.000% 99.965% 2570 USIO INC COMMON STOCK USD.001 4,200 23,604.00 0.000% 99.965% 2571 HUTTIG BUILDING PRODUCTS INC COMMON STOCK USD.01 3,665 22,832.95 0.000% 99.965% 2572 N ABLE INC COMMON STOCK USD.001 1,650 22,770.00 0.000% 99.965% 2573 STRATA SKIN SCIENCES INC COMMON STOCK USD.001 15,712 22,468.16 0.000% 99.965% 2574 UNICO AMERICAN CORP COMMON STOCK 5,450 22,290.50 0.000% 99.965% 2575 BALLANTYNE STRONG INC COMMON STOCK USD.01 5,733 22,129.38 0.000% 99.965% 2576 LUMOS PHARMA INC COMMON STOCK USD.01 2,606 19,805.60 0.000% 99.965% 2577 P + F INDUSTRIES CL A COMMON STOCK USD1.0 2,869 19,480.51 0.000% 99.965% 2578 TRIO TECH INTERNATIONAL COMMON STOCK 3,963 19,260.18 0.000% 99.966% 2579 CONTRA ADURO BIOTECH I COMMON STOCK 19,543 18,761.28 0.000% 99.966% 2580 MARCHEX INC CLASS B COMMON STOCK USD.01 7,366 18,709.64 0.000% 99.966% 2581 HARLEYSVILLE FINANCIAL CORP COMMON STOCK USD.01 711 17,668.35 0.000% 99.966% 2582 CHICAGO RIVET + MACHINE CO COMMON STOCK USD1.0 653 17,598.35 0.000% 99.966% 2583 ADDVANTAGE TECHNOLOGIES GRP COMMON STOCK USD.01 7,817 17,510.08 0.000% 99.966% 2584 MEDIACO HOLDING INC CL A WI COMMON STOCK USD.01 2,910 17,198.10 0.000% 99.966% 2585 ARCADIA BIOSCIENCES INC COMMON STOCK USD.001 6,872 16,149.20 0.000% 99.966% 2586 BLUE APRON HOLDINGS INC A COMMON STOCK USD.0001 3,626 15,954.40 0.000% 99.966% 2587 LIBERTY MEDIA CORP BRAVES B TRACKING STK USD.01 522 15,790.50 0.000% 99.966% 2588 SRAX INC COMMON STOCK 3,513 14,930.25 0.000% 99.966% 2589 RUBICON TECHNOLOGY INC COMMON STOCK USD.001 1,435 13,489.00 0.000% 99.966% 2590 BERKSHIRE BANCORP INC COMMON STOCK USD.1 1,150 13,075.50 0.000% 99.966% 2591 SERVOTRONICS INC COMMON STOCK USD.2 1,473 12,603.58 0.000% 99.966% 2592 AUTOSCOPE TECHNOLOGIES CORP COMMON STOCK 1,872 12,467.52 0.000% 99.966% 2593 NEWSSTAR FINANCIAL INCCVR COMMON STOCK 120,603 12,253.26 0.000% 99.966% 2594 BSQUARE CORP COMMON STOCK 3,749 11,809.35 0.000% 99.966% 2595 AMERICAN SHARED HOSPITAL SER COMMON STOCK 3,958 11,240.72 0.000% 99.966% 2596 CYCLERION THERAPEUTICS INC COMMON STOCK USD.00001 3,615 10,519.65 0.000% 99.966% 2597 GLEN BURNIE BANCORP COMMON STOCK USD1.0 793 10,039.38 0.000% 99.966% 2598 MORPHIC HOLDING INC COMMON STOCK USD.0001 174 10,025.88 0.000% 99.966% 2599 STAR EQUITY HOLDINGS INC COMMON STOCK USD.0001 2,380 8,568.00 0.000% 99.966% 2600 FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 569 8,535.00 0.000% 99.966% 2601 AMERICAN BILTRITE INC COMMON STOCK USD.01 36 7,920.00 0.000% 99.966% 2602 PHX MINERALS INC COMMON STOCK USD.01666 2,371 7,160.42 0.000% 99.966% 2603 PROGENIC PHARMACEUTICALS INC. COMMON STOCK 132,661 7,044.30 0.000% 99.966% 2604 CYANOTECH CORP COMMON STOCK USD.005 2,301 7,041.06 0.000% 99.966% U.S. Core Equity 2 Portfolio-Institutional Class Dimensional Fund Advisors Page 70 of 70

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 33,834,729,952.68 99.966% 2605 CONTRA ZAGG INC COMMON STOCK 75,640 6,807.60 0.000% 99.967% 2606 READING INTERNATIONAL INC B COMMON STOCK USD.01 300 6,330.00 0.000% 99.967% 2607 MEDIA GEN INC CVR COMMON STOCK 96,518 5,443.62 0.000% 99.967% 2608 CONTANGO ORE INC COMMON STOCK USD.001 223 4,679.66 0.000% 99.967% 2609 EVI INDUSTRIES INC COMMON STOCK USD.025 100 2,694.00 0.000% 99.967% 2610 INDEPENDENCE CONTRACT DRILLI COMMON STOCK USD.01 738 2,332.08 0.000% 99.967% 2611 ACTUA CORP COMMON STOCK USD.001 16,946 1,694.60 0.000% 99.967% 2612 FIVE STAR SENIOR LIVING INC COMMON STOCK USD.01 204 1,158.72 0.000% 99.967% 2613 LAZARE KAPLAN INTERNATIONAL COMMON STOCK USD1.0 3,667 515.58 0.000% 99.967% 2614 MEDCATH CORPORATION COMMON STOCK USD.01 26,258 0.00 0.000% 99.967% 2615 STEADYMED LTD CVR CONTRA COMMON STOCK 10,116 0.00 0.000% 99.967% 2616 FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE 165,573 0.00 0.000% 99.967% INT UNI 2617 CONTRA CLEMENTIA PHARM F COMMON STOCK 1,000 0.00 0.000% 99.967% 2618 ELANCO ANIMAL HEALTH INC COMMON STOCK 131,780 0.00 0.000% 99.967% 2619 ESC DIAMOND RESORTS IN 1,411 0.00 0.000% 99.967% Index Future 11,310,901.30 0.033% 2620 S+P500 EMINI FUT SEP21 XCME 20210917 9/17/2021 68,700 301,558,650.00 11,310,901.30 0.033% 100.000% Total 33,846,104,176.66 100.00%