Active Global Real Estate Securities Manager (August 11, 2021, Regular Retirement Board Meeting)

Item No. 10: Annual Presentation by Dimensional Fund Advisors – Active Global Real Estate Securities Manager (August 11, 2021, Regular Retirement Board Meeting)

INVESTMENT MANAGER SUMMARY

MANAGEMENT Firm Name Dimensional Fund Advisors (DFA) Manager Tenure with Fund 8.5 Years Investment Strategy/Vehicle Global Real Estate Securities Contract Expiration 2/28/2022

ASSETS Total Firm AUM $ 660.0 Billion Total Firm Assets in Strategy $ 11.0 Billion RP - $ 33.0 Million Total Assets Managed for the Plan HP - $ 8.3 Million As of 06/30/2021

PERFORMANCE As of 06/30/2021 1-Year 3-Year 5-Year ITD¹ DFA Global Real Estate (gross) 32.76% 9.95% 6.76% 7.75% DFA Global Real Estate (net) 32.45% 9.69% 6.51% 7.46% FTSE EPRA/NAREIT Developed Index 34.83% 7.39% 5.97% 6.38% Difference (net) -2.38% 2.30% 0.53% 1.08% ¹ Inception to date 03/31/2013

FEES Current Fee 0.24% Net Expense Ratio

WATCH STATUS N/A

PREVIOUSLY DISCLOSED LITIGATION N/A

Los Angeles Water and Power Employees’ Retirement Plan

August 11, 2021 Ted Simpson, CFA, Regional Director and Vice President Patrick Brown, CFA, Portfolio Manager

This information is provided for registered investment advisors and institutional investors and is not intended for public use. This information is not meant to constitute investment advice, a recommendation of any securities product or investment strategy (including account type), or an offer of any services or products for sale, nor is it intended to provide a sufficient basis on which to make an investment decision. Investors should consult with a financial professional regarding their individual circumstances before making investment decisions. Dimensional Fund Advisors LP is an investment advisor registered with the Securities and Exchange Commission. Consider the investment objectives, risks, and charges and expenses of the Dimensional funds carefully before investing. For this and other information about the Dimensional funds, please read the prospectus carefully before investing. Prospectuses are available by calling Dimensional Fund Advisors collect at (512) 306-7400 or at us.dimensional.com/prospectus. Dimensional funds are distributed by DFA Securities LLC.

MKT11360-0820 Agenda • Section A: Dimensional Overview • Section B: Investment Process and Discipline • Section C: Market Overview • Section D: Performance Review • Section E: Portfolio Review and Characteristics • Section F: Fee Schedule • Appendix Section A: Dimensional Overview Dimensional at a Glance As of June 30, 2021

40 $660B 1,400+ One Years Since Global Assets Employees Globally Investment Founding Under Management in 13 Offices Philosophy

Assets in US dollars. “Dimensional” refers to the Dimensional separate but affiliated entities generally, rather than to one particular entity. These entities are Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., Dimensional Ireland Limited, DFA Australia Limited, Dimensional Fund Advisors Canada ULC, Dimensional Fund Advisors Pte. Ltd., Dimensional Japan Ltd., and Dimensional Hong Kong Limited. Dimensional Hong Kong Limited is licensed by the Securities and Futures Commission to conduct Type 1 (dealing in securities) regulated activities only and does not provide asset management services. 4

#67118-0219 Dimensional Global Investment Solutions $660 billion in global AUM as of June 30, 2021

US Developed Emerging Global Fixed Other Equity ex US Equity Markets Equity Equity Income 6.8% 37.6% 17.1% 11.5% 9.1% 18.0%

(in billions) US Equity $248.1 Developed ex US Equity $112.6 Global Equity $59.7 All Cap Core $95.8 All Cap Core $49.8 All Cap/Large Cap $50.4 All Cap Value $8.0 All Cap Value $1.5 Value $7.1 Growth $3.8 Growth $0.9 Small/SMID Cap $2.3 Large Cap $32.8 Large Cap $10.8 Large Cap Value $32.8 Large Cap Value $16.9 Fixed Income $118.5 SMID Cap Value $21.5 Small Cap $19.1 US $53.0 Small Cap $27.2 Small Cap Value $13.7 US Tax-Exempt $8.5 Small Cap Value $18.2 Non-US and Global $47.8 Micro Cap $7.9 Emerging Markets Equity $75.9 Inflation-Protected $9.2 All Cap Core $37.1 Value $23.8 Other $44.8 Large Cap $9.1 Real Estate $25.5 Small Cap $5.8 Commodities $1.6 Global Allocation $16.7 Target Date $1.1

“Dimensional” refers to the Dimensional separate but affiliated entities generally, rather than to one particular entity. These entities are Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., Dimensional Ireland Limited, DFA Australia Limited, Dimensional Fund Advisors Canada ULC, Dimensional Fund Advisors Pte. Ltd., Dimensional Japan Ltd., and Dimensional Hong Kong Limited. Dimensional Hong Kong Limited is licensed by the Securities and Futures Commission to conduct Type 1 (dealing in securities) regulated activities only and does not provide asset management services. All assets in US dollars. Numbers may not total 100% due to rounding. 5

#17624-1011 Experienced Teams Help Ensure Consistency David Booth,1 Founder and Executive Chairman Gerard O’Reilly,1 Co-Chief Executive Officer, Chief Investment Officer, and Dimensional Director Global Equity Portfolio Management Portfolio Management Trading Jed Fogdall,1 Global Head of Portfolio Management Senior Portfolio Managers: Ryan Wiley,1 Global Head of Equity Trading Robert Deere,1 Senior Investment Director Ashish Bhagwanjee, Joseph Chi, Jason Lapping, Head of International Equity Trading William Collins-Dean, Emily Cornell, Paul Foley, Nathan Lacaze, Co-CEO, Dimensional Fund Advisors Kotaro Hama, John Hertzer, Joe Hohn, Ltd. and Head of EMEA Portfolio Management Arun Keswani, Marc Corona Leblond, Robert Ness, Mary Phillips,1 Deputy Head of Portfolio Management, Slava Platkov, Jim Whittington, Brian Walsh, North America Ethan Wren 1 Global Equity Trading Allen Pu, Deputy Head of Portfolio Management, Portfolio Managers: North America Casey Baum, Patrick Brown, Juno Chen, Rita Chen, Senior Traders: Joel Schneider,1 Deputy Head of Portfolio Murray Cockerell, Gavin Crabb, Damian Dormer, Mark Butterworth, Christian Gunther, Management, North America Krati Gupta, Rob Harvey, Taha Hasnain, Christine Ivanick, Christopher Rink, Le Tran, Bhanu Singh, Head of Asia Pacific Portfolio Simon Johnson, Jake Jolly, Matt Lovell, Scott Van Pelt, Sam Willis, David Vrolyk Management and Director Brendan McAndrews, Leslie Olsovsky, Ross Orlando, Mark Schilder, Patrick Southern, Traders: Nicole Hunter, Head of Capital Markets Andres Torres, Adam Ward, Daniel Weidman, William Letheren, Erhan Oktay, James Simpson, Fixed Income Craig Wright, Eliot Zalevsky Jonathan Smith, Hayato Yonemori Portfolio Management Associate Portfolio Managers: Mariano Aveledo, Julian Aziz, Stephen Bergauer, David Plecha,1 Global Head of Fixed Income Elliott Carson, Adam de Koning, Sinisa Dukic, Joel Kim, CEO, Dimensional Fund Advisors Pte. Ltd. Andrew Farber, Scott Katzbeck, Brendan Mahon, Fixed Income Trading and Head of Fixed Income, International Derryn Manwaring, Bruce McNair, Alex O’Brien, Chetan Panda, Misa Takada, Kristina Vaught, David LaRusso, Head of Fixed Income Trading Joseph Kolerich,1 Head of Fixed Income, Americas Alex Wallach, Jason Wang, Peter Weicher Claudette Higdon, Senior Trader Senior Portfolio Managers: Kipp Cummins, Alexander Fridman, Kotaro Hama, Robert Richardson, Senior Trader Alan Hutchison, Travis Meldau, David Shao Polly Weiss, Senior Trader Portfolio Managers: Odin Costa, Trader Ryan Haselton, Lacey Huebel, Gillian Wilson, Timo Zauner Elizabeth Van Pelt, Trader Associate Portfolio Managers: Alex Degernes, Shawn Doty, Archit Soni

As of June 30, 2021. 1. Investment Committee Member. "Dimensional Director" refers to a member of the Board of Directors of the general partner of Dimensional Fund Advisors LP. See disclosures in the appendix for information on the Dimensional entities. 6

PUG7365-0721 Dimensional Fund Advisors and Affiliates Global Organizational Leadership

EXECUTIVE DIMENSIONAL DIRECTORS David G. Booth,1 Founder and Executive Chairman David G. Booth,1 Executive Kenneth R. French, Consultant David P. Butler,1 Co-Chief Executive Officer and Chairman John A. McQuown Dimensional Director David P. Butler1 Gerard K. O’Reilly1 Gerard K. O’Reilly,1 Co-Chief Executive Officer, Eugene F. Fama, Nobel laureate Chief Investment Officer, and Dimensional Director and Consultant Stephen A. Clark1 President of Dimensional International

INVESTMENT PROFESSIONALS SALES AND CLIENT SERVICE CORPORATE AFFILIATES

RESEARCH Mark Gochnour COMPLIANCE AND RISK MANAGEMENT DIMENSIONAL FUND ADVISORS LTD. Gerard K. O’Reilly1 Head of Global Client Services Group Selwyn Notelovitz (LONDON) Global Chief Compliance Officer Co-Chief Executive Officer, Chief Investment Officer, David R. Jones Nathan Lacaze and Dimensional Director Head of Financial Advisor Services, EMEA FINANCIAL/ACCOUNTING SERVICES Co-Chief Executive Officer and Peter Dillard Kevin Kandasamy Bernie Grzelak Head of EMEA Portfolio Management Chief Data Officer Head of Institutional, Australia Chief Financial Officer John S. Romiza and Head of Investment Analytics and Data Nathan Krieger Co-Chief Executive Officer Savina Rizova1 Head of Financial Advisor Services, Australia HUMAN RESOURCES Global Head of Research Aaron Marcus DFA AUSTRALIA LIMITED Bryce Skaff Global Head of Human Resources (SYDNEY) INVESTMENT SOLUTIONS Co-Head of Global Client Group J. Glenn Crane Marlena Lee Bradley G. Steiman INVESTMENT OPERATIONS Chairman and Chief Executive Officer Global Head of Investment Solutions Director and Head of Canadian Financial Advisor Richard A. Eustice PORTFOLIO MANAGEMENT AND TRADING Services Global Head of Investment Operations DIMENSIONAL FUND ADVISORS Robert T. Deere1 Joel Teasdel LEGAL CANADA ULC (VANCOUVER) Senior Investment Director Head of Financial Advisor Services, Asia ex Japan Catherine L. Newell Bradley G. Steiman 1 Jed S. Fogdall Carlo Venes General Counsel and Secretary Director and Head of Canadian Financial Global Head of Portfolio Management Co-Head of Global Client Group Advisor Services Nathan Lacaze MARKETING Co-Chief Executive Officer, Dimensional Fund Advisors Karen Dolan DIMENSIONAL FUND ADVISORS PTE. Ltd., and Head of EMEA Portfolio Management Global Head of Marketing LTD. (SINGAPORE) Jason Lapping OPERATIONS Joel Kim Head of International Equity Trading Lisa Dallmer Chief Executive Officer and David A. Plecha1 Chief Operating Officer Head of Fixed Income, International Global Head of Fixed Income RISK MANAGEMENT DIMENSIONAL JAPAN LTD. Bhanu Singh Jeffrey Vernor (TOKYO) Head of Asia Pacific Portfolio Management and Director Head of Risk Management John R. Alkire 1 Ryan Wiley Chief Executive Officer Global Head of Equity Trading TECHNOLOGY Michael Holmes DIMENSIONAL HONG KONG LIMITED As of June 30, 2021. Chief Technology Officer (HONG KONG) 1. Member of the Investment Committee of Dimensional Fund Advisors LP. All listed individuals are employees of Dimensional Investment LLC, a subsidiary of Dimensional Fund Advisors LP. "Dimensional Director" refers to the Board of Directors of the general partner of Dimensional Fund Advisors LP. See disclosures in the appendix for information on the Dimensional entities. 7

PUG5112-1020 Partial List of Clients

Corporate Nonprofit Organizations Public Taft-Hartley Anthem, Inc. Baptist Foundation of Alabama City and County of Kalamazoo Local Union #226 AT&T Inc. Gonzaga University City of Baton Rouge National Electrical Benefit Fund Kellogg Company Misericordia Home Endowment County of Los Angeles Deferred National Retirement Fund Merck National Telecommunications Compensation Union Electrical Industry Master Trust Microsoft Corporation Cooperative Association Illinois Municipal Retirement Fund PepsiCo, Inc. Public Policy Institute of California Los Angeles Department of PPG Industries, Inc. Surdna Foundation Water & Power System Verizon Communications, Inc. Toledo Community Foundation Los Angeles Fire and Police Pensions University of Miami Maryland State Retirement Agency Western Michigan University Mississippi Public Employees Foundation Retirement System Municipal Fire & Police Retirement System of Iowa Nebraska Investment Council Nova Scotia Health Employees' Pension Plan Teachers' Retirement Allowances Fund Utah State Retirement Systems

As of June 30, 2021. Clients in bold have been clients with Dimensional for 10 or more years. Some entities listed do not engage Dimensional directly but invest in a commingled vehicle advised by Dimensional. This list is solely a partial list of clients of the Dimensional group of companies and is generally representative of Dimensional’s institutional client base. Clients have given consent to be included and were not chosen based on performance-based criteria. This list should not be construed as an expression of any client's experience with Dimensional, or a suggestion that one client's experience is in any way indicative of another client's future experience with Dimensional. Inclusion of a client’s name on the list should not be taken as an indication that the client approves or disapproves of Dimensional or the advisory services provided to either the client and/or the commingled vehicle in which the client may be invested. 8

#66075-1018 Section B: Investment Process and Discipline REIT Investment Strategy Providing broad, cost-effective access to real estate

Dimensional’s REIT strategies are built on specific principles: Broad coverage within the real estate asset class. • By type and size of REIT—such as multi-family, retail, office building, industrial, storage, lodging, recreational, and mixed-use properties.

• By capitalization—includes small cap REITs.

Disciplined, process-driven approach • Exclusion rules designed to capture the distinct characteristics of the asset class.

• Patient trading emphasizes price over time of execution.

Low costs • Low management fees and reduced trading costs.

Note: Exclusion rules seek to exclude from purchase securities Dimensional determines to fall within these exclusions 10

#17869-1011 Global REIT Underlying Property Holdings The Global Real Estate Securities Portfolio provides exposure to over 234,000 properties around the globe

Number of Properties

>5,0001

1,000–5,000

100–999

1–99

Only cell tower exposure²

No properties

Portfolio holdings data used in the analysis are as of December 31, 2020. Holdings and properties subject to change. Properties are defined as buildings or parcels of land held for development owned and/or managed by companies whose securities are held by DFA Global Real Estate Securities Portfolio. Where data on individual buildings were not available, data on properties (consisting of multiple buildings) were used instead. Property data are the latest data available from the companies' financial statements and websites as of December 31, 2020. Stated exposure to over 234,000 properties does not include billboard REITs or cell tower REITs. Billboard REITs held by DFA Global Real Estate Securities Portfolio provide exposure to approximately 114,400 additional properties as of 12/31/20. Cell tower REITs held by DFA Global Real Estate Securities Portfolio provide exposure to approximately 227,000 additional properties as of 12/31/20. 1. The only country in this range is the United States (approximately 204,000 properties). 2. DFA Global Real Estate Securities Portfolio has exposure to approximately 227,000 cell towers in the following countries: US, Argentina, Brazil, Burkina Faso, Canada, Chile, Colombia, Costa Rica, Ecuador, El Salvador, France, Guatemala, Germany, Ghana, India, Kenya, Mexico, Nicaragua, Niger, Nigeria, Panama, Paraguay, Peru, Poland, South Africa, Uganda. 11

67197-0421 TRADING Trading Costs Matter Dimensional’s flexible approach helps reduce the total costs of trading

Total Implicit Trading Turnover Explicit Costs = x Costs + Costs

Total traded Brokerage Bid-ask spread, value divided commissions, market impact by assets under custody, exchange management fees/taxes

Minimizing portfolio Economies of scale Flexible trading turnover reduces and efficient market helps control the impact of access help control implicit costs trading costs on explicit costs performance

For illustrative purposes only. 12

67315-0219 Section C: Market Overview Global Equity Returns (%) One-Year as of June 30, 2021

55%

45% Russell 3000 Index; 44.16% MSCI Emerging Markets IMI; 43.34%

S&P Global REIT Index; 34.83% 35% MSCI World ex USA IMI; 34.82%

25% Returns Returns (%)

15%

-5% 6/2020 9/2020 12/2020 3/2021 6/2021

Past performance is not a guarantee of future results. Indices are not available for direct investment. Their performance does not reflect the expenses associated with the management of an actual portfolio. Performance is shown in USD net dividends and is based on MSCI World ex USA IMI Index, MSCI Emerging Markets IMI Index, and Russell 3000 Index (total return). Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes. MSCI data © MSCI 2020, all rights reserved. S&P data © 2020 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. 14 Real Estate Investment Trusts (REITs) As of June 30, 2021

PERIODIC RETURNS1 (%) REIT SUBINDUSTRY RETURNS AND MARKET WEIGHTS (%)

2nd US REITs Global ex US REITs Quarter Year to 1 3 5 10 REIT 2nd Quarter Market 2nd Quarter Market Asset Class 2020 Date Year Years Years Years Subindustries 2020 Returns Weight 2020 Returns Weight US REITs 11.76 22.94 39.98 8.13 5.16 8.67 Residential 14.18 21.31 6.30 6.43 Global ex US REITs 7.29 9.68 31.93 4.63 4.11 5.00 Industrial 12.09 16.88 10.50 21.00 Retail 13.09 15.35 5.06 23.77 Specialized 17.75 14.53 8.41 2.27 Office 8.12 11.29 7.07 16.49 TOTAL VALUE OF REITs Health Care 7.47 11.01 9.31 2.70 Diversified 9.40 4.97 8.36 25.48 Hotel and Resort -0.40 4.67 1.87 1.86 37% Global ex US $559 billion 63% 278 REITs US (25 other $950 billion countries) 115 REITs

1. Returns for periods greater than one year are annualized. Past performance is not a guarantee of future results. Indices are not available for direct investment. Index performance does not reflect the expenses associated with the management of an actual portfolio. Dow Jones US Select REIT Index used as proxy for the US market, and S&P Global ex US REIT Index used as proxy for the World ex US market. For subindustry returns and weights, market weights are calculated as an average of the month- beginning weights during the quarter and returns are gross of dividend withholding taxes. Index level Global ex-US REITs are net div, while US REITs are total return. Total value of REIT stocks represented by Dow Jones US Select REIT Index and the S&P Global ex US REIT Index as of quarter end. Characteristics are derived by Dimensional. REIT Subindustries are classified according to GICS Industry Codes. GICS was developed by and is the exclusive property of MSCI and S&P Dow Jones Indices LLC, a division of S&P Global. Dow Jones and S&P data © 2021 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. 15

#65677-0718 Section D: Performance Review Performance Since 4/13 Since 7/08 As of June 30, 2021 2nd Account Portfolio Quarter Year to 1st Full 1st Full Annualized Returns1 (%) 2020 Date 1 Year 3 Years 5 Years 10 Years Month Month

GLOBAL REAL ESTATE SECURITIES PORTFOLIO (gross of fees)2 10.58 17.44 32.76 9.95 6.76 8.54 7.75 7.64 GLOBAL REAL ESTATE SECURITIES PORTFOLIO (net of fees) 10.52 17.30 32.45 9.69 6.51 8.24 7.47 7.30

FTSE EPRA/NAREIT Developed Index (gross dividends)3 9.42 16.11 34.83 7.39 5.97 7.29 6.38 6.11 S&P Global REIT Index (net dividends) 10.17 17.03 34.83 7.25 4.62 6.85 5.87 5.79

GLOBAL REAL ESTATE FTSE EPRA/NAREIT S&P Global Calendar Year SECURITIES PORTFOLIO Developed Index REIT Index Returns (%) (net of fees) (gross dividends) (net dividends) Account Value 2011 1.81 -5.82 0.61 WATER & POWER EMPLOYEES $32,987,369 2012 23.17 28.65 22.38 RETIREMENT PLAN 2013 1.77 4.39 1.73 2014 22.74 15.89 21.54 WATER & POWER EMPLOYEES RETIREMENT PLAN $8,260,322 2015 0.69 0.05 -0.44 RETIREE HEALTH BENEFITS FUND 2016 6.56 4.99 5.77 Total $41,247,691 2017 9.20 11.42 7.41 2018 -4.15 -4.74 -5.90 2019 26.40 23.06 23.12 2020 -6.72 -8.18 -9.09

Net of fees performance reported net of all advisory fees and includes reinvestment of dividends and other earnings. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. To obtain the most current month-end performance data, visit us.dimensional.com. 1. Returns for periods shorter than one year are not annualized. 2. Provided at specific request of Los Angeles Water and Power Employees’ Retirement Plan. Gross of fees performance includes the reinvestment of dividends and other earnings, but does not reflect the deduction of advisory expenses. 3. FTSE EPRA/NAREIT Developed Index is the benchmark selected by Los Angeles Water and Power Employees’ Retirement The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. S&P data © 2021 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. FTSE data is provided by FTSE NAREIT. Indices are not available for direct investment. See “Appendix: Standardized Performance Data and Disclosures” to learn how to obtain complete information on performance, investment objectives, risks, advisory fees, and expenses of Dimensional’s funds. 17

#64494-0518 Global Real Estate Securities Portfolio Performance as of June 30, 2021

PERIODIC RETURNS (%)

⚫ DFA Global Real Estate Securities Portfolio (net of fees) ⚫ FTSE EPRA/NAREIT Developed Index (gross dividends)

34.83 32.45

17.30 16.11

10.52 9.42 9.69 7.39 7.47 6.38

2nd Quarter 2021 Year to Date 1 Year 3 Years Since 4/13 Account 1st Full Month

Performance for the portfolio is reported net of all advisory fees and includes reinvestment of dividends and other earnings. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. To obtain the most current month-end performance data, visit us.dimensional.com. 1. Returns for periods shorter than one year are not annualized. Portfolio inception returns are from the first full month. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. S&P data © 2021 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. FTSE data is provided by FTSE NAREIT. Indices are not available for direct investment. See “Appendix: Standardized Performance Data and Disclosures” to learn how to obtain complete information on performance, investment objectives, risks, advisory fees, and expenses of Dimensional’s funds. 18 Market Value Summary Account Inception Date: March 28, 2013

Account Value at Inception WATER & POWER EMPLOYEES RETIREMENT PLAN $8,000,000

Purchases $10,290,000

Withdrawals $0

Dividends $6,789,666

Change in Market Value $7,907,703

Account Value as of June 30, 2021 $32,987,369

Account Value at Inception

WATER & POWER EMPLOYEES RETIREMENT PLAN RETIREE HEALTH BENEFITS FUND $2,000,000

Purchases $2,580,000

Withdrawals $0

Dividends $1,700,119

Change in Market Value $1,980,203

Account Value as of June 30, 2021 $8,260,322

19 Top 10 Contributors and Detractors Global Real Estate Securities Portfolio, 1 Year as of May 31, 2021

Contributors Detractors

Global Real Estate Global Real Estate Security Securities Portfolio Security Securities Portfolio Contribution Contribution

Vonovia SE 0.53% American Tower Corp -2.16%

Mitsubishi Estate Co Ltd 0.40% Equinix Inc -1.00%

Iron Mountain Inc 0.20% Crown Castle International Corp -0.85%

Goodman Group 0.16% SBA Communications Corp -0.80%

Digital Realty Trust Inc 0.16% VICI Properties Inc -0.18%

Americold Realty Trust 0.14% Simon Property Group Inc -0.17%

Mitsui Fudosan Co Ltd 0.14% Colony Capital Inc -0.12% Sumitomo Realty & Development Co 0.11% Deutsche Wohnen SE -0.12% Ltd Samhallsbyggnadsbolaget i Norden -0.11% Swiss Prime Site AG 0.10% AB Lamar Advertising Co 0.09% CoreSite Realty Corp -0.11%

This information is provided for Los Angeles Water and Power Employees' Retirement Plan, an institutional investor, at its specific request and is not intended for public use. The holdings identified do not represent all of the securities purchased, sold or recommended. Information on (1) the calculation methodology, and (2) a list including the analysis above for each portfolio holding during the period is available upon request. Please contact your Dimensional representative for additional information. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. To obtain the most current month-end performance data, visit us.dimensional.com. Holdings are subject to change. See "Appendix: Standardized Performance Data and Disclosures" to learn how to obtain complete information on performance, investment objectives, risks, advisory fees, and expenses of Dimensional's funds. Indices are not available for direct investment. 20 % Contributor/Detractor shows how the security contributed or detracted from the strategies return over the period. Attribution Analysis by Sector (GIC REIT Industry) Global Real Estate Securities Portfolio vs. FTSE EPRA/NAREIT Developed Index (Total Return)

1 Year as of June 30, 2021

Portfolio Benchmark Average Average Portfolio Benchmark Portfolio Portfolio Sector Weights Weights Return Return Allocation Composition Interaction Total Diversified REITs 11% 9% 38.38% 39.62% 0.08% -0.11% -0.04% -0.07% Health Care REITs 7% 8% 35.18% 34.76% -0.00% 0.02% -0.04% -0.02% Hotel and Resort REITs 3% 2% 60.91% 67.02% 0.17% -0.15% -0.01% 0.00% Industrial REITs 15% 14% 33.35% 29.97% -0.06% 0.44% -0.08% 0.30% Office REITs 12% 11% 25.33% 24.78% -0.05% 0.04% -0.05% -0.06% Residential REITs 12% 13% 36.22% 36.36% 0.02% -0.02% -0.11% -0.11% Retail REITs 15% 14% 47.14% 48.27% 0.15% -0.18% -0.11% -0.15% Specialized REITs 26% 10% 22.94% 41.19% 0.93% -3.86% -0.07% -3.01% Other Industry 0% 20% — 26.45% 1.52% -0.00% -0.06% 1.47% Cash 0% — 0.09% — -0.05% 0.00% — -0.05% Estimated Total 100% 100% 33.28% 34.98% 2.71% -3.83% -0.58% -1.70% Expenses and Fees -0.30% — -0.30% Other -0.52% -0.15% -0.37% Total 32.45% 34.83% -2.38%

Attribution constructed using holdings-based information that utilizes an internally developed system. Additional information available upon request. Performance for the portfolio is reported net of all advisory fees and includes reinvestment of dividends and other earnings. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. To obtain the most current month-end performance data, visit us.dimensional.com. Holdings are subject to change. The prospectus benchmark for the Global Real Estate Securities Portfolio is the S&P Global REIT Index. FTSE data is provided by FTSE NAREIT. Indices are not available for direct investment. See “Appendix: Standardized Performance Data & Disclosures” to learn how to obtain complete information on performance, investment objectives, risks, advisory fees, and expenses of Dimensional’s funds. REITs are classified according to GICS Industry code. GICS was developed by and is the exclusive property of MSCI and S&P Dow Jones Indices LLC, a division of S&P Global. 21

#17625-1011 Attribution Analysis by Country Global Real Estate Securities Portfolio vs. FTSE EPRA/NAREIT Developed Index (Total Return)

1 Year as of June 30, 2021 Portfolio Benchmark Average Average Portfolio Benchmark Portfolio Portfolio Country Weights Weights Return Return Allocation Composition Interaction Total Australia 7% 3% 45.82% 38.95% 0.16% 0.30% -0.01% 0.45% Austria — 0% — 33.50% 0.00% — -0.00% 0.00% Belgium 1% 1% 23.89% 24.64% 0.00% -0.01% -0.00% -0.01% Canada 2% 3% 48.07% 47.72% -0.11% 0.00% -0.02% -0.12% China 0% — 18.89% — -0.03% 0.02% — -0.01% Finland — 0% — 13.23% 0.06% — -0.00% 0.06% France 1% 1% 33.77% 32.30% 0.01% 0.02% -0.01% 0.02% Germany 0% 6% 29.91% 23.40% 0.57% 0.02% -0.01% 0.58% Hong Kong 2% 6% 23.72% 21.29% 0.53% 0.04% -0.02% 0.55% Ireland 0% 0% 20.41% 20.29% -0.00% 0.00% -0.00% -0.00% Israel — 0% — 57.37% -0.03% — -0.00% -0.03% Italy 0% 0% 27.92% 30.56% -0.00% -0.00% -0.00% -0.00% Japan 10% 11% 31.21% 28.58% 0.15% 0.21% -0.05% 0.32% Malaysia 0% — -4.05% — -0.07% -0.01% — -0.08% Mexico 1% — 37.73% — -0.20% 0.20% — 0.00% Netherlands 1% 1% 54.19% 55.00% 0.03% -0.01% -0.01% 0.02% New Zealand 1% 0% 30.58% 22.66% -0.04% 0.04% 0.00% -0.00% Norway — 0% — 85.42% -0.06% — -0.00% -0.06% Singapore 4% 3% 16.07% 15.57% -0.05% 0.02% -0.01% -0.04% South Africa 1% — 61.13% — -0.19% 0.33% — 0.14% Spain 1% 0% 23.48% 22.81% -0.01% 0.00% -0.00% -0.01% Sweden — 2% — 53.89% -0.34% — -0.01% -0.36% Switzerland — 1% — 12.59% 0.25% — -0.00% 0.25% Taiwan 0% — 15.27% — -0.04% 0.02% — -0.02% Turkey 0% — -19.37% — -0.03% -0.03% — -0.06% UK 5% 5% 39.42% 37.57% -0.01% 0.07% -0.02% 0.04% US 65% 54% 32.64% 39.29% 0.44% -3.29% -0.41% -3.27% Cash 0% — 0.09% — -0.05% 0.00% — -0.05% Estimated Total 100% 100% 33.28% 34.98% 0.95% -2.06% -0.58% -1.70% Expenses and Fees -0.30% — -0.30% Other -0.52% -0.15% -0.37% Total 32.45% 34.83% -2.38%

Attribution constructed using holdings-based information that utilizes an internally developed system. Additional information available upon request. Performance for the portfolio is reported net of all advisory fees and includes reinvestment of dividends and other earnings. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. To obtain the most current month-end performance data, visit us.dimensional.com. Holdings are subject to change. FTSE data is provided by FTSE NAREIT. Indices are not available for direct investment. See “Appendix: Standardized Performance Data & Disclosures” to learn how to obtain complete information on performance, investment objectives, risks, advisory fees, and expenses of Dimensional’s funds. 22

#17625-1011 Section E: Portfolio Review and Characteristics Top 10 Holdings Global Real Estate Securities Portfolio, as of June 30, 2021

Security Country Percent of Portfolio

American Tower Corp United States 5.74 Prologis Inc United States 4.30 Crown Castle International Corp United States 4.00 Equinix Inc United States 3.35 Public Storage United States 2.33 Simon Property Group Inc United States 2.11 Digital Realty Trust Inc United States 1.86 Goodman Group Australia 1.75 SBA Communications Corp United States 1.72 Welltower Inc United States 1.72

Holdings are subject to change. 24

#17867-1011 Sector Allocations As of June 30, 2021

GLOBAL REAL ESTATE FTSE EPRA/NAREIT S&P Global SECURITIES PORTFOLIO Developed Index REIT Index

PORTFOLIO WEIGHTS (%)

Diversified 11.1 8.7 12.0

Health Care 7.0 7.3 8.3

Hotel & Resort 3.1 2.6 3.1

Industrial 14.7 13.1 16.8

Office 11.1 10.4 11.9

Residential 12.4 13.1 14.5

Retail 15.5 14.2 16.4

Specialized 25.1 12.3 17.0

Other Real Estate — 18.2

Other 0.0 0.3

#17600-1011 Characteristics As of June 30, 2021

GLOBAL REAL ESTATE FTSE EPRA/NAREIT S&P Global SECURITIES PORTFOLIO Developed Index REIT Index MARKET CHARACTERISTICS

Size of Universe $1,874,160 $1,859,766 $1,672,684 Number of Holdings 451 352 429

SIZE CHARACTERISTICS

Wtd. Average Market Cap (millions) $28,278 $19,706 $20,574 Median Market Cap (millions) $1,791 $3,161 $1,867

VALUATION CHARACTERISTICS

Aggregate Price-to-Book 1.90 1.56 1.84 Wtd. Average Dividend-to-Price 3.04% 3.07% 3.15%

PROFITABILITY CHARACTERISTICS

Wtd. Average Profitability1 0.18 0.12 0.13

1. Operating income before depreciation and amortization minus interest expense scaled by book. Holdings are subject to change. S&P data © 2021 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. FTSE data is provided by FTSE NAREIT. 26

#17595-1011 Country Allocations As of June 30, 2021

GLOBAL REAL ESTATE FTSE EPRA/NAREIT S&P Global SECURITIES PORTFOLIO Developed Index REIT Index PORTFOLIO WEIGHTS (%) United States 65.2 56.8 66.6 Japan 9.3 10.7 9.1 Australia 6.8 3.3 6.2 United Kingdom 4.9 4.7 5.0 Singapore 3.4 2.9 3.2 Canada 2.0 3.0 1.8 Hong Kong 1.6 5.6 1.5 France 1.4 1.1 2.0 Belgium 1.3 1.1 1.2 Netherlands 1.1 0.8 0.2 South Africa 0.7 — 0.7 Mexico 0.5 — 0.4 Spain 0.5 0.4 0.4 New Zealand 0.5 0.2 0.4 Germany 0.3 4.9 0.2 Malaysia 0.2 — 0.2 Ireland 0.1 0.1 0.1 Taiwan 0.1 — — Turkey 0.1 — 0.0 China 0.1 — 0.0 Italy — 0.0 0.0 Austria — 0.2 — Finland — 0.3 — India — — 0.2 Israel — 0.2 0.1 Korea — — 0.2 Norway — 0.2 — Saudi Arabia — — 0.1 Sweden — 2.5 —

Holdings are subject to change. Numbers may not total 100% due to rounding. S&P data © 2021 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. FTSE data is provided by FTSE NAREIT. 27

#64494-0518 Characteristics As of June 30, 2021

GLOBAL REAL ESTATE SECURITIES PORTFOLIO * CHARACTERISTICS

Turnover1 0%

Tracking Error (3 YR Annualized) (%) 2.86

Standard Deviation (3 YR) (%) 18.62

R2 (3 YR) 0.98

Beta (3 YR) 0.94

Alpha (3 YR) (%) 2.30

Sharpe Ratio (3 YR) 0.45

Information Ratio (3 YR) 0.80

Jensen's Alpha (3 YR) (%) 2.41

Treynor Ratio (3 YR) (%) 8.93

1. The following statement on turnover is from the Prospectus dated 2/28/2021: During the most recent fiscal year, the DFA Global Real Estate Securities Portfolio’s portfolio turnover rate was 0% of the average value of its direct investments portfolio * Characteristics are compared against FTSE EPRA/NAREIT Developed Index. Risk Free Rate is defined as the FTSE 3 Month Treasury Bill. Holdings are subject to change. 28 Section F: Fee Schedule Fees

Total (Gross) Net Expense Expense Management Ratio1 (%) Ratio1 (%) Fee1 (%)

Global Real Estate Securities Portfolio 0.24 0.34 0.20

1. Fee and expense information as of the prospectus date 02/28/21. Certain Portfolios have entered into fee waiver and/or expense assumption arrangements with the Advisor. In these cases, the Advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the Portfolio. Unless otherwise stated in the prospectus, the Advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the Portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the Portfolio's prospectus for details and more information. 30

17868-0221 Appendix Standardized Performance Data and Disclosures

Performance data shown represents past performance. Past Risks include loss of principal and fluctuating value. Investment value performance is no guarantee of future results, and current will fluctuate, and shares, when redeemed, may be worth more or less performance may be higher or lower than the performance shown. than original cost. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth Small and micro cap securities are subject to greater volatility than more or less than their original cost. To obtain performance data for those in other asset categories. Dimensional portfolios current to the most recent month-end, visit us.dimensional.com. International and emerging markets investing involves special risks, such as currency fluctuation and political instability. Investing in Consider the investment objectives, risks, and charges and expenses emerging markets may accentuate these risks. of the Dimensional funds carefully before investing. For this and other information about the Dimensional funds, please read the prospectus Sector-specific investments focus on a specific segment of the market, carefully before investing. Prospectuses are available by calling which can increase investment risks. Dimensional Fund Advisors collect at (512) 306-7400 or at us.dimensional.com/prospectus. Dimensional funds are distributed by Fixed income securities are subject to increased loss of principal during DFA Securities LLC. periods of rising interest rates. Fixed income investments are subject to various other risks, including changes in credit quality, liquidity, Dimensional Fund Advisors LP is an investment advisor registered with prepayments, call risk, and other factors. Municipal securities are subject the Securities and Exchange Commission. to the risks of adverse economic and regulatory changes in their issuing Disclosure regarding Dimensional ETFs: states.

ETFs trade like stocks, fluctuate in market value and may trade either at a Real estate investment risks include changes in real estate values and premium or discount to their net asset value. ETF shares trade at market property taxes, interest rates, cash flow of underlying real estate assets, price and are not individually redeemable with the issuing fund, other supply and demand, and the management skill and creditworthiness of than in large share amounts called creation units. ETFs are subject to risk the issuer. similar to those of stocks, including those regarding short-selling and margin account maintenance. Brokerage commissions and expenses will Sustainability funds use environmental and social screens that may limit reduce returns. investment opportunities for the fund.

For ETFs, the market price return is calculated from closing prices as Commodities include increased risks, such as political, economic, and determined by the fund’s listing exchange. If you trade your shares at currency instability, and may not be suitable for all investors. The another time, your return may differ. portfolio may be more volatile than a diversified fund because the portfolio invests in a smaller number of issuers and commodity sectors.

The fund prospectuses contain more information about investment risks.

MP2422-0121 Standardized Performance Data and Disclosures

AVERAGE ANNUAL TOTAL RETURNS1 (%) FEES AND EXPENSES2 (%) Net Total (Gross) Management Since Inception Expense Expense Management Fee after Fee Symbol 1 Year 5 Years 10 Years Inception Date Ratio Ratio Fee Waiver

US Equity Portfolios Enhanced US Large Company Portfolio DFELX 41.04 17.44 14.84 9.89 7/2/1996 0.15 0.19 0.12 0.12 US Core Equity 1 Portfolio DFEOX 47.07 16.95 13.90 10.32 9/15/2005 0.15 0.15 0.12 0.12 US Core Equity 2 Portfolio DFQTX 49.50 16.37 13.36 9.93 9/15/2005 0.19 0.19 0.16 0.16 US High Relative Profitability Portfolio DURPX 34.51 — — 18.03 5/16/2017 0.25 0.25 0.20 0.20 US Large Cap Equity Portfolio DUSQX 43.36 17.63 — 14.87 6/25/2013 0.13 0.13 0.10 0.10 US Large Cap Growth Portfolio DUSLX 34.60 18.55 — 16.61 12/20/2012 0.19 0.19 0.15 0.15 US Large Cap Value Portfolio DFLVX 50.50 12.56 11.82 10.30 2/19/1993 0.22 0.32 0.29 0.19 US Large Company Portfolio DFUSX 40.76 17.60 14.77 7.73 9/23/1999 0.08 0.09 0.06 0.06 US Micro Cap Portfolio DFSCX 70.38 14.39 12.14 12.02 12/23/1981 0.44 0.44 0.41 0.41 US Small Cap Growth Portfolio DSCGX 57.86 15.42 — 14.19 12/20/2012 0.38 0.38 0.33 0.33 US Small Cap Portfolio DFSTX 65.00 14.04 11.86 10.84 3/19/1992 0.33 0.33 0.30 0.30 US Small Cap Value Portfolio DFSVX 80.43 12.42 10.46 11.56 3/2/1993 0.39 0.39 0.36 0.36 US Targeted Value Portfolio DFFVX 80.04 13.10 11.00 11.50 2/23/2000 0.33 0.33 0.30 0.30 US Vector Equity Portfolio DFVEX 59.68 14.08 11.70 8.98 12/30/2005 0.28 0.28 0.25 0.25

1. Performance information as of 06/30/21. 2. Fee and expense information as of the prospectus dated 02/28/21. Certain portfolios have entered into fee waiver and/or expense assumption arrangements with the advisor. In these cases, the advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the portfolio. Unless otherwise stated in the prospectus, the advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the portfolio's prospectus for details and more information. 33

58386-0317 Standardized Performance Data and Disclosures

Non-US Equity Portfolios Asia Pacific Small Company Portfolio DFRSX 45.69 9.47 4.35 8.16 1/5/1993 0.47 0.57 0.50 0.40 Continental Small Company Portfolio DFCSX 52.08 14.19 8.91 9.90 4/15/1988 0.46 0.56 0.50 0.40 Emerging Markets Core Equity Portfolio DFCEX 47.22 11.89 4.18 8.47 4/5/2005 0.39 0.39 0.33 0.33 Emerging Markets Portfolio DFEMX 43.55 11.88 4.10 7.35 4/25/1994 0.35 0.45 0.39 0.29 Emerging Markets Small Cap Portfolio DEMSX 55.55 11.92 5.50 11.39 3/5/1998 0.60 0.80 0.72 0.52 Emerging Markets Targeted Value Portfolio DEMGX 58.42 — — 15.26 11/14/2018 0.73 0.73 0.52 0.52 Emerging Markets Value Portfolio DFEVX 46.75 10.80 2.20 9.76 4/1/1998 0.46 0.56 0.51 0.41 International Core Equity Portfolio DFIEX 40.18 10.70 6.19 5.92 9/15/2005 0.25 0.25 0.20 0.20 International High Relative Profitability Portfolio DIHRX 34.26 — — 9.91 5/16/2017 0.31 0.31 0.25 0.25 International Large Cap Growth Portfolio DILRX 33.30 11.74 — 8.80 12/20/2012 0.29 0.29 0.23 0.23 International Small Cap Growth Portfolio DISMX 43.55 12.91 — 11.06 12/20/2012 0.56 0.58 0.48 0.48 International Small Cap Value Portfolio DISVX 43.90 8.75 6.37 7.35 12/29/1994 0.49 0.49 0.45 0.45 International Small Company Portfolio DFISX 45.01 11.22 7.54 7.46 9/30/1996 0.44 0.44 0.30 0.30 International Value Portfolio DFIVX 45.08 9.34 3.96 6.20 2/15/1994 0.34 0.54 0.50 0.30 International Vector Equity Portfolio DFVQX 43.87 10.53 6.03 6.02 8/14/2008 0.40 0.40 0.35 0.35 Japanese Small Company Portfolio DFJSX 18.39 7.95 7.52 5.43 1/31/1986 0.46 0.56 0.50 0.40 Large Cap International Portfolio DFALX 34.71 10.56 5.85 6.07 7/17/1991 0.18 0.18 0.14 0.14 UK Small Company Portfolio DFUKX 57.18 10.16 8.45 9.22 3/4/1986 0.49 0.77 0.50 0.40 World ex US Core Equity Portfolio DFWIX 43.25 11.16 — 6.86 4/9/2013 0.31 0.31 0.25 0.25 World ex US Targeted Value Portfolio DWUSX 51.24 10.36 — 8.22 11/1/2012 0.55 0.55 0.45 0.45 World ex US Value Portfolio DFWVX 45.38 9.66 3.77 5.42 8/23/2010 0.43 0.62 0.37 0.37

65480-0718 Standardized Performance Data and Disclosures

Tax-Managed Portfolios TA World ex US Core Equity Portfolio DFTWX 43.03 11.10 5.66 4.72 3/6/2008 0.36 0.36 0.30 0.30 After Taxes on Distributions 42.18 10.58 5.18 4.30 After Taxes on Distributions & Sale of Fund Shares 25.70 8.82 4.51 3.80 Tax-Managed International Value Portfolio DTMIX 43.29 9.24 3.84 5.71 4/16/1999 0.50 0.50 0.45 0.45 After Taxes on Distributions 42.18 8.65 3.30 5.18 After Taxes on Distributions & Sale of Fund Shares 25.89 7.36 3.09 4.88 Tax-Managed US Marketwide Value Portfolio DTMMX 48.32 12.74 12.01 8.24 12/14/1998 0.37 0.57 0.53 0.33 After Taxes on Distributions 47.57 11.70 11.29 7.76 After Taxes on Distributions & Sale of Fund Shares 28.73 9.93 9.82 6.97

1. Performance information as of 06/30/21. Assumed highest marginal tax rate in effect for capital gains and ordinary income. Income from funds managed for tax efficiency may be subject to an alternative minimum tax and/or any applicable state and local taxes. 2. Fee and expense information as of the prospectus dated 02/28/21. Certain portfolios have entered into fee waiver and/or expense assumption arrangements with the advisor. In these cases, the advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the portfolio. Unless otherwise stated in the prospectus, the advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the portfolio's prospectus for details and more information. 35

28230-0912 Standardized Performance Data and Disclosures

AVERAGE ANNUAL TOTAL RETURNS1 (%) FEES AND EXPENSES2 (%) Net Total (Gross) Since Inception Expense Expense Management Symbol 1 Year 5 Years 10 Years Inception Date Ratio Ratio Fee Fixed Income Portfolios California Intermediate-Term Municipal Bond Portfolio DCIBX 0.49 1.48 — 2.25 11/29/2011 0.23 0.23 0.18 California Municipal Real Return Portfolio DCARX 6.94 — — 2.62 11/1/2017 0.29 0.29 0.20 California Short-Term Municipal Bond Portfolio DFCMX 0.10 0.71 0.90 1.51 4/2/2007 0.22 0.22 0.18 Diversified Fixed Income Portfolio DFXIX -0.46 — — 2.19 8/10/2016 0.15 0.25 0.12 Five-Year Global Fixed Income Portfolio DFGBX 0.58 1.53 2.15 4.88 11/6/1990 0.26 0.26 0.22 Global Core Plus Fixed Income Portfolio DGCFX 3.51 — — 5.14 1/11/2018 0.29 0.29 0.24 Global Core Plus Real Return Portfolio³ DFAAX — — — 1.40 4/26/2021 0.30 0.31 0.24 Inflation-Protected Securities Portfolio DIPSX 6.52 4.17 3.47 4.60 9/18/2006 0.11 0.11 0.09 Intermediate Government Fixed Income Portfolio DFIGX -3.32 2.27 3.10 5.86 10/19/1990 0.12 0.12 0.09 Intermediate-Term Extended Quality Portfolio DFTEX 2.16 4.20 4.78 4.62 7/20/2010 0.23 0.23 0.19 Intermediate-Term Municipal Bond Portfolio DFTIX 0.54 1.73 — 1.95 3/1/2012 0.22 0.22 0.18 Investment Grade Portfolio DFAPX -0.01 3.37 3.81 3.96 3/7/2011 0.22 0.22 0.19 LTIP Portfolio DRXIX 5.62 7.40 — 4.45 3/7/2012 0.15 0.15 0.10 Minnesota Municipal Bond Portfolio DMNBX 0.18 — — 1.28 7/25/2017 0.32 0.37 0.25 Municipal Bond Portfolio DFMPX 0.42 1.56 — 1.95 3/10/2015 0.23 0.23 0.18 Municipal Real Return Portfolio DMREX 7.78 2.94 — 2.29 11/4/2014 0.25 0.25 0.20 New York Municipal Bond Portfolio DNYMX 0.21 0.96 — 1.53 6/16/2015 0.25 0.28 0.20 One-Year Fixed Income Portfolio DFIHX 0.07 1.18 0.86 4.32 7/25/1983 0.17 0.17 0.14 Oregon Municipal Bond Portfolio DOGMX 0.39 — — 1.70 9/10/2019 0.32 0.87 0.25 Selective State Municipal Bond Portfolio DSSMX — — — 0.97 9/30/2020 0.23 0.30 0.20 Selectively Hedged Global Fixed Income Portfolio DFSHX 1.48 2.08 1.01 1.41 1/9/2008 0.17 0.17 0.14 Short-Duration Real Return Portfolio DFAIX 5.92 2.75 — 1.99 11/5/2013 0.22 0.22 0.18 Short-Term Extended Quality Portfolio DFEQX 1.19 1.83 1.99 2.81 3/4/2009 0.22 0.23 0.19 Short-Term Government Portfolio DFFGX -0.54 0.53 1.01 4.54 6/1/1987 0.20 0.20 0.16 Short-Term Municipal Bond Portfolio DFSMX 0.13 0.75 0.87 1.59 8/20/2002 0.21 0.21 0.18 Targeted Credit Portfolio DTCPX 2.78 2.44 — 2.52 5/20/2015 0.20 0.23 0.18 Two-Year Fixed Income Portfolio DFCFX -0.02 1.14 0.86 2.73 6/6/1996 0.21 0.25 0.14 Two-Year Global Fixed Income Portfolio DFGFX 0.27 1.32 1.00 2.89 2/9/1996 0.17 0.17 0.14 Two-Year Government Portfolio DFYGX -0.10 0.79 0.64 2.69 6/6/1996 0.20 0.22 0.14 World ex US Government Fixed Income Portfolio DWFIX -2.12 2.97 — 4.23 12/6/2011 0.20 0.21 0.17 Commodities Portfolio Commodity Strategy Portfolio DCMSX 47.05 3.23 -3.25 -2.76 11/9/2010 0.32 0.32 0.28 1. Performance information as of 06/30/21. 2. Fee and expense information as of the prospectus dated 02/28/21, except where otherwise noted. 3. Fee and expense information as of the prospectus dated 04/13/21. Certain portfolios have entered into fee waiver and/or expense assumption arrangements with the advisor. In these cases, the advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the portfolio. Unless otherwise stated in the prospectus, the advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the portfolio's prospectus for details and more information. 36 Standardized Performance Data and Disclosures

AVERAGE ANNUAL TOTAL RETURNS1 (%) FEES AND EXPENSES2 (%) Net Total (Gross) Since Inception Expense Expense Management Symbol 1 Year 5 Years 10 Years Inception Date Ratio Ratio Fee

Global Portfolios Global Allocation 25/75 Portfolio DGTSX 11.44 5.45 4.38 4.69 12/24/2003 0.24 0.40 0.18 Global Allocation 60/40 Portfolio DGSIX 27.38 10.16 7.71 7.15 12/24/2003 0.25 0.42 0.19 Global Equity Portfolio DGEIX 46.29 14.61 10.75 9.32 12/24/2003 0.25 0.43 0.20 Global Small Company Portfolio DGLIX 57.63 — — 11.37 1/18/2017 0.47 0.82 0.40 Selectively Hedged Global Equity Portfolio DSHGX 44.87 14.27 — 11.76 11/14/2011 0.31 0.52 0.24 World Core Equity Portfolio DREIX 44.87 14.18 — 11.38 3/7/2012 0.27 0.45 0.22

Real Estate Portfolios Global Real Estate Securities Portfolio DFGEX 32.45 6.51 8.24 6.40 6/4/2008 0.24 0.34 0.20 International Real Estate Securities Portfolio DFITX 32.18 4.24 5.26 1.76 3/1/2007 0.27 0.27 0.24 Real Estate Securities Portfolio DFREX 32.85 7.76 10.10 10.18 1/5/1993 0.18 0.20 0.17

Social and Sustainability Portfolios Emerging Markets Social Core Equity Portfolio DFESX 46.27 12.12 4.08 6.86 8/31/2006 0.45 0.45 0.37 Emerging Markets Sustainability Core 1 Portfolio DESIX 41.80 — — 6.11 3/27/2018 0.52 0.52 0.37 Global Social Core Equity Portfolio DGBEX 47.03 — — 20.44 11/19/2019 0.34 0.53 0.00 Global Sustainability Fixed Income Portfolio DGSFX 1.09 — — 6.23 11/6/2018 0.28 0.29 0.23 International Social Core Equity Portfolio DSCLX 41.83 10.68 — 7.99 11/1/2012 0.28 0.28 0.23 International Sustainability Core 1 Portfolio DFSPX 37.95 11.75 6.52 4.67 3/12/2008 0.26 0.26 0.21 Social Fixed Income Portfolio DSFIX 0.06 3.29 — 3.43 4/5/2016 0.25 0.25 0.20 US Social Core Equity 2 Portfolio DFUEX 50.20 16.69 12.99 9.01 10/1/2007 0.23 0.23 0.19 US Sustainability Core 1 Portfolio DFSIX 47.74 18.63 14.65 12.02 3/12/2008 0.20 0.20 0.16 US Sustainability Targeted Value Portfolio DAABX — — — 80.17 7/7/2020 0.40 0.42 0.36

AVERAGE ANNUAL TOTAL RETURNS1 (%) FEES AND EXPENSES2 (%) Net Total (Gross) Since Inception Listing Expense Expense Management Symbol 1 Year 5 Years 10 Years Inception Date Date Ratio Ratio Fee

ETFs US Equity ETF3 (NAV) DFUS 43.48 17.87 14.61 9.86 9/25/2001 6/14/2021 0.11 0.11 0.08 US Equity ETF3 (Market Price) 43.56 17.88 14.62 9.86 After Taxes on Distributions 42.92 17.39 14.16 9.51 After Taxes on Distributions & Sale of Fund Shares 25.85 14.37 12.20 8.44 US Core Equity Market ETF4 (NAV) DFAU — — — 21.85 11/17/2020 11/18/2020 0.12 0.12 0.12 US Core Equity Market ETF4 (Market Price) — — — 21.91 US Core Equity 2 ETF3 (NAV) DFAC 48.66 16.28 13.35 9.55 10/4/2007 6/14/2021 0.19 0.19 0.16 US Core Equity 2 ETF3 (Market Price) 49.91 16.47 13.44 9.61 After Taxes on Distributions 48.12 15.67 12.79 9.09 After Taxes on Distributions & Sale of Fund Shares 28.90 12.99 11.03 7.87 US Targeted Value ETF3 (NAV) DFAT 72.53 12.22 11.07 10.27 12/11/1998 6/14/2021 0.34 0.34 0.30 US Targeted Value ETF3 (Market Price) 72.56 12.23 11.07 10.27 After Taxes on Distributions 71.77 11.21 10.15 9.60 After Taxes on Distributions & Sale of Fund Shares 43.05 9.51 8.91 8.84 US Small Cap ETF3 (NAV) DFAS 63.34 13.96 11.85 10.05 12/15/1998 6/14/2021 0.34 0.34 0.30 US Small Cap ETF3 (Market Price) 63.53 13.98 11.86 10.06 After Taxes on Distributions 62.92 13.19 11.20 9.65 After Taxes on Distributions & Sale of Fund Shares 37.57 11.00 9.68 8.73 4 International Core Equity Market ETF (NAV) DFAI — — — 17.46 11/17/2020 11/18/2020 0.18 0.18 0.18 International Core Equity Market ETF4 (Market Price) — — — 17.87 Emerging Core Equity Market ETF4 (NAV) DFAE — — — 16.76 12/1/2020 12/2/2020 0.35 0.35 0.35 Emerging Core Equity Market ETF4 (Market Price) — — — 16.96

1. Performance information as of 06/30/21. Assumed highest marginal tax rate in effect for capital gains and ordinary income. Income from funds managed for tax efficiency may be subject to an alternative minimum tax and/or any applicable state and local taxes. 2. Fee and expense information as of the prospectus dated 02/28/21. 3. Prior to listing date, the ETF operated as a mutual fund. The NAVs of the predecessor mutual fund are used for both NAV and market price performance from inception to listing. 4. The fund is subject to a unified management fee structure. Certain portfolios have entered into fee waiver and/or expense assumption arrangements with the advisor. In these cases, the advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the portfolio. Unless otherwise stated in the prospectus, the advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the portfolio's prospectus for details and more information. The market price return is calculated from closing prices as determined by the fund’s listing exchange. If you trade your shares at another time, your return may differ. 38

MP2422-0121 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector American Tower Corp United States 5.56% 0.00% Specialized REITs Prologis Inc United States 4.35% 4.88% Industrial REITs Crown Castle International Corp United Kingdom 3.99% 0.00% Specialized REITs Equinix Inc United States 3.19% 0.00% Specialized REITs Public Storage United States 2.25% 2.39% Specialized REITs Simon Property Group Inc United States 2.14% 2.36% Retail REITs Digital Realty Trust Inc United States 1.93% 2.38% Specialized REITs SBA Communications Corp United States 1.65% 0.00% Specialized REITs Goodman Group United Kingdom 1.65% 0.00% Industrial REITs Welltower Inc United States 1.59% 1.76% Health Care REITs Equity Residential United Kingdom 1.47% 1.60% Residential REITs AvalonBay Communities Inc United States 1.47% 1.64% Residential REITs Link REIT United States 1.31% 1.12% Retail REITs Realty Income Corp United States 1.30% 1.44% Retail REITs Alexandria Real Estate Equities Inc United States 1.26% 1.36% Office REITs Segro PLC United States 1.18% 0.99% Industrial REITs Ventas Inc United States 1.06% 1.16% Health Care REITs Invitation Homes Inc United States 1.05% 1.14% Residential REITs Extra Space Storage Inc United Kingdom 1.01% 1.08% Specialized REITs Essex Property Trust Inc United States 0.98% 1.08% Residential REITs Sun Communities Inc United Kingdom 0.94% 1.00% Residential REITs Mid-America Apartment Communities Inc United Kingdom 0.94% 1.03% Residential REITs Healthpeak Properties Inc United Kingdom 0.92% 1.01% Health Care REITs Boston Properties Inc United States 0.89% 1.03% Office REITs Duke Realty Corp United States 0.88% 0.96% Industrial REITs Scentre Group United States 0.73% 0.61% Retail REITs UDR Inc United States 0.72% 0.78% Residential REITs WP Carey Inc United States 0.67% 0.74% Diversified REITs Iron Mountain Inc United States 0.63% 0.00% Specialized REITs Camden Property Trust United States 0.62% 0.66% Residential REITs Nippon Building Fund Inc United States 0.62% 0.52% Office REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 39 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Equity LifeStyle Properties Inc United States 0.62% 0.69% Residential REITs Medical Properties Trust Inc United States 0.61% 0.68% Health Care REITs Host Hotels & Resorts Inc United States 0.61% 0.67% Hotel & Resort REITs Unibail-Rodamco-Westfield United States 0.59% 0.66% Retail REITs Stockland United States 0.58% 0.48% Diversified REITs Mirvac Group United States 0.56% 0.48% Diversified REITs Dexus United States 0.56% 0.49% Office REITs Regency Centers Corp United States 0.55% 0.61% Retail REITs VEREIT Inc United States 0.55% 0.58% Diversified REITs American Homes 4 Rent United States 0.54% 0.58% Residential REITs Japan Real Estate Investment Corp Canada 0.53% 0.44% Office REITs Gaming and Leisure Properties Inc Canada 0.51% 0.57% Specialized REITs Land Securities Group PLC United States 0.49% 0.40% Diversified REITs CapitaLand Integrated Commercial Trust United States 0.47% 0.39% Retail REITs Ascendas Real Estate Investment Trust United States 0.47% 0.41% Industrial REITs Japan Metropolitan Fund Invest United States 0.47% 0.40% Retail REITs Gecina SA Canada 0.47% 0.46% Diversified REITs GPT Group/The United States 0.46% 0.39% Diversified REITs GLP J-Reit United States 0.46% 0.39% Industrial REITs Kimco Realty Corp United States 0.46% 0.49% Retail REITs Lamar Advertising Co United States 0.45% 0.00% Specialized REITs Nippon Prologis REIT Inc Canada 0.45% 0.39% Industrial REITs British Land Co PLC/The Canada 0.45% 0.38% Diversified REITs Nomura Real Estate Master Fund Inc United States 0.45% 0.40% Diversified REITs CyrusOne Inc United States 0.45% 0.50% Specialized REITs STORE Capital Corp United States 0.44% 0.47% Diversified REITs CubeSmart United States 0.44% 0.48% Specialized REITs Omega Healthcare Investors Inc United States 0.43% 0.47% Health Care REITs Federal Realty Investment Trust United States 0.42% 0.49% Retail REITs National Retail Properties Inc United States 0.41% 0.45% Retail REITs Vornado Realty Trust United States 0.39% 0.47% Office REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 40 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Klepierre SA United States 0.38% 0.30% Retail REITs Derwent London PLC United States 0.38% 0.28% Office REITs Life Storage Inc United States 0.38% 0.41% Specialized REITs Kilroy Realty Corp United States 0.37% 0.46% Office REITs Rexford Industrial Realty Inc United States 0.36% 0.41% Industrial REITs Daiwa House REIT Investment Corp United States 0.36% 0.32% Diversified REITs Tritax Big Box REIT PLC United States 0.35% 0.27% Industrial REITs Apartment Income REIT Corp United States 0.35% 0.39% Residential REITs Warehouses De Pauw CVA United States 0.35% 0.30% Industrial REITs Brixmor Property Group Inc United States 0.34% 0.38% Retail REITs Charter Hall Group United Kingdom 0.34% 0.00% Diversified REITs First Industrial Realty Trust Inc United States 0.33% 0.36% Industrial REITs UNITE Group PLC/The United States 0.33% 0.29% Residential REITs American Campus Communities Inc United States 0.32% 0.36% Residential REITs Orix JREIT Inc United States 0.32% 0.27% Office REITs Covivio United States 0.32% 0.26% Office REITs EastGroup Properties Inc United States 0.31% 0.35% Industrial REITs Douglas Emmett Inc United States 0.31% 0.32% Office REITs Healthcare Trust of America Inc United States 0.30% 0.33% Health Care REITs Vicinity Centres Belgium 0.30% 0.25% Retail REITs Merlin Properties Socimi SA Belgium 0.30% 0.22% Diversified REITs Aedifica SA United States 0.29% 0.24% Health Care REITs Mapletree Logistics Trust United States 0.29% 0.24% Industrial REITs SL Green Realty Corp United States 0.28% 0.31% Office REITs Cofinimmo SA United States 0.28% 0.24% Diversified REITs STAG Industrial Inc United States 0.28% 0.32% Industrial REITs Cousins Properties Inc United States 0.28% 0.31% Office REITs Advance Residence Investment Corp United States 0.28% 0.23% Residential REITs United Urban Investment Corp Sweden 0.28% 0.24% Diversified REITs Spirit Realty Capital Inc United States 0.27% 0.30% Retail REITs CoreSite Realty Corp France 0.26% 0.00% Specialized REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 41 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector MGM Growth Properties LLC United States 0.26% 0.00% Hotel & Resort REITs Canadian Apartment Properties REIT United States 0.26% 0.44% Residential REITs Park Hotels & Resorts Inc United States 0.25% 0.27% Hotel & Resort REITs Fibra Uno Administracion SA de CV United States 0.25% 0.00% Diversified REITs Highwoods Properties Inc United States 0.24% 0.26% Office REITs Growthpoint Properties Ltd United States 0.24% 0.00% Diversified REITs Mapletree Industrial Trust Germany 0.24% 0.22% Industrial REITs Unibail-Rodamco-Westfield Netherlands 0.23% 0.00% Retail REITs Hudson Pacific Properties Inc France 0.23% 0.24% Office REITs Mapletree Commercial Trust United States 0.23% 0.20% Retail REITs Agree Realty Corp France 0.23% 0.24% Retail REITs Sekisui House Reit Inc Netherlands 0.23% 0.19% Diversified REITs Big Yellow Group PLC United States 0.23% 0.17% Specialized REITs Terreno Realty Corp United States 0.22% 0.24% Industrial REITs Industrial & Infrastructure Fund Investment Corp Netherlands 0.22% 0.19% Industrial REITs Safestore Holdings PLC United States 0.22% 0.15% Specialized REITs Japan Prime Realty Investment Corp United States 0.22% 0.19% Office REITs Healthcare Realty Trust Inc United States 0.22% 0.24% Health Care REITs Inmobiliaria Colonial Socimi SA United States 0.22% 0.20% Office REITs QTS Realty Trust Inc United States 0.21% 0.23% Specialized REITs Kenedix Office Investment Corp Belgium 0.21% 0.16% Office REITs Hammerson PLC Belgium 0.21% 0.13% Retail REITs LondonMetric Property PLC United States 0.21% 0.16% Diversified REITs Weingarten Realty Investors United States 0.20% 0.22% Retail REITs Activia Properties Inc United States 0.20% 0.18% Diversified REITs Ryman Hospitality Properties Inc Belgium 0.20% 0.21% Hotel & Resort REITs Physicians Realty Trust Austria 0.20% 0.21% Health Care REITs JBG SMITH Properties Belgium 0.20% 0.22% Office REITs EPR Properties Belgium 0.19% 0.20% Specialized REITs RioCan Real Estate Investment Trust Germany 0.19% 0.31% Retail REITs Japan Hotel REIT Investment Corp United States 0.19% 0.15% Hotel & Resort REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 42 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Sabra Health Care REIT Inc Switzerland 0.19% 0.20% Health Care REITs Outfront Media Inc United States 0.18% 0.00% Specialized REITs Lexington Realty Trust Hong Kong 0.18% 0.19% Industrial REITs Nippon Accommodations Fund Inc New Zealand 0.18% 0.15% Residential REITs Apple Hospitality REIT Inc United States 0.18% 0.19% Hotel & Resort REITs Great Portland Estates PLC Australia 0.18% 0.15% Office REITs ICADE Australia 0.18% 0.16% Diversified REITs Frasers Logistics & Commercial Trust Australia 0.17% 0.16% Industrial REITs Primary Health Properties PLC New Zealand 0.17% 0.16% Health Care REITs Invincible Investment Corp Singapore 0.17% 0.11% Hotel & Resort REITs PS Business Parks Inc Australia 0.17% 0.17% Diversified REITs National Storage Affiliates Trust Australia 0.17% 0.16% Specialized REITs Japan Logistics Fund Inc New Zealand 0.16% 0.14% Industrial REITs Corporate Office Properties Trust Singapore 0.16% 0.17% Office REITs alstria office REIT-AG Australia 0.16% 0.18% Office REITs Keppel DC REIT United States 0.16% 0.13% Specialized REITs Brookfield Property REIT Inc Australia 0.16% 0.04% Retail REITs Mori Hills REIT Investment Corp Malta 0.16% 0.13% Office REITs National Health Investors Inc United States 0.16% 0.16% Health Care REITs Pebblebrook Hotel Trust United States 0.15% 0.16% Hotel & Resort REITs Daiwa Office Investment Corp Japan 0.15% 0.11% Office REITs Allied Properties Real Estate Investment Trust Japan 0.15% 0.25% Office REITs Workspace Group PLC Singapore 0.15% 0.10% Office REITs Essential Properties Realty Trust Inc Singapore 0.15% 0.15% Diversified REITs Granite Real Estate Investment Trust Hong Kong 0.14% 0.22% Industrial REITs Sunstone Hotel Investors Inc United States 0.14% 0.15% Hotel & Resort REITs Charter Hall Long Wale REIT Japan 0.14% 0.11% Diversified REITs AEON REIT Investment Corp Japan 0.14% 0.12% Retail REITs Shopping Centres Australasia Property Group Japan 0.14% 0.12% Retail REITs Frontier Real Estate Investment Corp United States 0.14% 0.12% Retail REITs Suntec Real Estate Investment Trust Japan 0.14% 0.13% Diversified REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 43 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Mitsui Fudosan Logistics Park Inc Japan 0.14% 0.14% Industrial REITs RLJ Lodging Trust Singapore 0.14% 0.14% Hotel & Resort REITs Retail Properties of America Inc Australia 0.14% 0.14% Retail REITs Ingenia Communities Group Japan 0.13% 0.00% Residential REITs SITE Centers Corp Japan 0.13% 0.13% Retail REITs Kenedix Residential Next Investment Corp Japan 0.13% 0.11% Residential REITs NTT UD REIT Investment Corp Japan 0.13% 0.10% Diversified REITs H&R Real Estate Investment Trust New Zealand 0.13% 0.21% Diversified REITs Choice Properties Real Estate Investment Trust Australia 0.13% 0.17% Retail REITs Comforia Residential REIT Inc Japan 0.13% 0.11% Residential REITs Goodman Property Trust Japan 0.13% 0.10% Diversified REITs Invesco Office J-Reit Inc United States 0.13% 0.10% Office REITs National Storage REIT Japan 0.13% 0.09% Specialized REITs Brandywine Realty Trust Hong Kong 0.13% 0.13% Office REITs Urban Edge Properties United States 0.13% 0.13% Retail REITs Piedmont Office Realty Trust Inc United States 0.13% 0.13% Office REITs Daiwa Securities Living Investments Corp Australia 0.13% 0.11% Residential REITs Assura PLC Japan 0.13% 0.16% Health Care REITs LaSalle Logiport REIT Hong Kong 0.12% 0.15% Industrial REITs Shaftesbury PLC Japan 0.12% 0.14% Retail REITs Mapletree North Asia Commercial Trust United States 0.12% 0.00% Diversified REITs NIPPON REIT Investment Corp Singapore 0.12% 0.10% Diversified REITs SmartCentres Real Estate Investment Trust United States 0.12% 0.18% Retail REITs CareTrust REIT Inc United States 0.12% 0.12% Health Care REITs Japan Excellent Inc United States 0.12% 0.10% Office REITs Frasers Centrepoint Trust United States 0.12% 0.11% Retail REITs Retail Opportunity Investments Corp France 0.12% 0.12% Retail REITs Xenia Hotels & Resorts Inc United States 0.12% 0.12% Hotel & Resort REITs Redefine Properties Ltd United States 0.11% 0.00% Diversified REITs Centuria Industrial REIT United States 0.11% 0.00% Industrial REITs Columbia Property Trust Inc United States 0.11% 0.11% Office REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 44 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Fortune Real Estate Investment Trust United States 0.11% 0.08% Retail REITs Macerich Co/The United States 0.11% 0.13% Retail REITs Four Corners Property Trust Inc United States 0.11% 0.11% Specialized REITs Eurocommercial Properties NV United States 0.11% 0.08% Retail REITs Paramount Group Inc United States 0.11% 0.12% Office REITs BWP Trust United States 0.11% 0.09% Retail REITs Service Properties Trust France 0.11% 0.12% Hotel & Resort REITs DiamondRock Hospitality Co United States 0.11% 0.11% Hotel & Resort REITs Charter Hall Retail REIT United States 0.11% 0.08% Retail REITs Hulic Reit Inc United States 0.11% 0.10% Diversified REITs Washington Real Estate Investment Trust United States 0.11% 0.11% Diversified REITs Keppel REIT United States 0.10% 0.10% Office REITs Acadia Realty Trust France 0.10% 0.10% Retail REITs Kite Realty Group Trust France 0.10% 0.10% Retail REITs American Assets Trust Inc United States 0.10% 0.10% Diversified REITs Tokyu REIT Inc United States 0.10% 0.09% Diversified REITs PLA Administradora Industrial S de RL de CV United States 0.10% 0.00% Industrial REITs Kiwi Property Group Ltd United States 0.10% 0.08% Retail REITs Befimmo SA United States 0.10% 0.05% Office REITs Mori Trust Sogo Reit Inc United States 0.10% 0.08% Office REITs Ascott Residence Trust United States 0.10% 0.08% Hotel & Resort REITs Global Net Lease Inc United States 0.10% 0.10% Diversified REITs Resilient REIT Ltd United States 0.09% 0.00% Retail REITs Parkway Life Real Estate Investment Trust United States 0.09% 0.07% Health Care REITs Macquarie Mexico Real Estate Management SA de CV United States 0.09% 0.00% Industrial REITs Waypoint REIT United States 0.09% 0.09% Retail REITs Empire State Realty Trust Inc United States 0.09% 0.10% Diversified REITs Kenedix Retail REIT Corp United States 0.09% 0.08% Retail REITs Tanger Factory Outlet Centers Inc United States 0.09% 0.09% Retail REITs Monmouth Real Estate Investment Corp United States 0.09% 0.10% Industrial REITs Independence Realty Trust Inc United States 0.09% 0.10% Residential REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 45 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Easterly Government Properties Inc United States 0.09% 0.09% Office REITs Mack-Cali Realty Corp United States 0.09% 0.08% Office REITs LTC Properties Inc United States 0.09% 0.09% Health Care REITs Industrial Logistics Properties Trust United States 0.09% 0.09% Industrial REITs Heiwa Real Estate REIT Inc United States 0.09% 0.00% Diversified REITs Hamborner REIT AG United States 0.09% 0.04% Retail REITs Charter Hall Social Infrastructure REIT United States 0.08% 0.00% Specialized REITs Champion REIT United States 0.08% 0.06% Office REITs Hoshino Resorts REIT Inc United States 0.08% 0.07% Hotel & Resort REITs CapitaLand China Trust United States 0.08% 0.00% Retail REITs Office Properties Income Trust United States 0.08% 0.08% Office REITs Mercialys SA United States 0.08% 0.04% Retail REITs Uniti Group Inc United States 0.08% 0.00% Specialized REITs Equity Commonwealth United States 0.08% 0.18% Office REITs Hibernia REIT plc United States 0.08% 0.06% Office REITs Montea C.V.A United States 0.07% 0.08% Industrial REITs Fukuoka REIT Corp United States 0.07% 0.07% Retail REITs Global One Real Estate Investment Corp United States 0.07% 0.06% Office REITs Ichigo Office REIT Investment Corp United States 0.07% 0.06% Office REITs Precinct Properties New Zealand Ltd United States 0.07% 0.07% Office REITs Summit Industrial Income REIT United States 0.07% 0.09% Industrial REITs Argosy Property Ltd Japan 0.07% 0.00% Diversified REITs Abacus Property Group Canada 0.07% 0.00% Diversified REITs NSI NV Switzerland 0.07% 0.04% Office REITs CDL Hospitality Trusts United Kingdom 0.07% 0.04% Hotel & Resort REITs Cromwell Property Group United Kingdom 0.07% 0.06% Office REITs First Capital Real Estate Investment Trust Japan 0.07% 0.18% Retail REITs NorthWest Healthcare Properties Real Estate Investment Trust Australia 0.07% 0.09% Health Care REITs Manulife US Real Estate Investment Trust Australia 0.07% 0.06% Office REITs ARA LOGOS Logistics Trust Turkey 0.07% 0.00% Industrial REITs Dream Industrial Real Estate Investment Trust Turkey 0.07% 0.10% Industrial REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 46 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Prologis Property Mexico SA de CV Turkey 0.06% 0.00% Industrial REITs Irish Residential Properties REIT PLC Turkey 0.06% 0.05% Residential REITs Retail Estates NV Singapore 0.06% 0.05% Retail REITs Killam Apartment Real Estate Investment Trust United Kingdom 0.06% 0.09% Residential REITs Getty Realty Corp Japan 0.06% 0.06% Retail REITs InterRent Real Estate Investment Trust Taiwan 0.06% 0.08% Residential REITs Yuexiu Real Estate Investment Trust Turkey 0.06% 0.00% Diversified REITs Starhill Global REIT Japan 0.06% 0.00% Retail REITs Intervest Offices & Warehouses NV Switzerland 0.06% 0.04% Office REITs Capital & Counties Properties PLC Japan 0.06% 0.10% Retail REITs Summit Hotel Properties Inc Switzerland 0.06% 0.06% Hotel & Resort REITs Arena REIT Japan 0.06% 0.00% Health Care REITs RPT Realty Australia 0.06% 0.06% Retail REITs Cominar Real Estate Investment Trust Malaysia 0.05% 0.08% Diversified REITs Centuria Office REIT Singapore 0.05% 0.00% Office REITs Vital Healthcare Property Trust United Kingdom 0.05% 0.00% Health Care REITs Hankyu Hanshin REIT Inc Singapore 0.05% 0.00% Diversified REITs NexPoint Residential Trust Inc Malaysia 0.05% 0.06% Residential REITs Community Healthcare Trust Inc Sweden 0.05% 0.06% Health Care REITs Growthpoint Properties Australia Ltd Taiwan 0.05% 0.00% Diversified REITs Mirai Corp United Kingdom 0.05% 0.00% Office REITs Apartment Investment and Management Co Japan 0.05% 0.06% Residential REITs Wereldhave NV France 0.05% 0.04% Retail REITs ESR-REIT Japan 0.05% 0.00% Industrial REITs Artis Real Estate Investment Trust Japan 0.05% 0.06% Diversified REITs Boardwalk Real Estate Investment Trust Japan 0.05% 0.07% Residential REITs One REIT Inc Hong Kong 0.05% 0.00% Office REITs Starts Proceed Investment Corp Hong Kong 0.05% 0.00% Residential REITs Sunlight Real Estate Investment Trust China 0.05% 0.00% Diversified REITs Centerspace Taiwan 0.05% 0.05% Residential REITs Hyprop Investments Ltd Sweden 0.05% 0.00% Retail REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 47 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector VICI Properties Inc Canada 0.05% 0.93% Specialized REITs WPT Industrial Real Estate Investment Trust Germany 0.05% 0.05% Industrial REITs Universal Health Realty Income Trust Japan 0.05% 0.05% Health Care REITs Altarea SCA France 0.05% 0.00% Residential REITs Diversified Healthcare Trust Canada 0.05% 0.05% Health Care REITs GCP Student Living PLC Singapore 0.05% 0.06% Residential REITs CRE Logistics REIT Inc Sweden 0.05% 0.00% Industrial REITs Vukile Property Fund Ltd Taiwan 0.05% 0.00% Retail REITs CT Real Estate Investment Trust Sweden 0.04% 0.00% Retail REITs AIMS APAC REIT Sweden 0.04% 0.00% Industrial REITs Star Asia Investment Corp Hong Kong 0.04% 0.00% Diversified REITs Dream Office Real Estate Investment Trust Japan 0.04% 0.04% Office REITs Crombie Real Estate Investment Trust Australia 0.04% 0.07% Retail REITs Cathay No 1 REIT Japan 0.04% 0.00% Diversified REITs UMH Properties Inc Japan 0.04% 0.00% Residential REITs IGB Real Estate Investment Trust Singapore 0.04% 0.00% Retail REITs Vastned Retail NV Japan 0.04% 0.03% Retail REITs Lar Espana Real Estate Socimi SA Israel 0.04% 0.02% Diversified REITs Prosperity REIT Singapore 0.04% 0.00% Office REITs Emira Property Fund Ltd Singapore 0.04% 0.00% Diversified REITs Gladstone Commercial Corp United Kingdom 0.04% 0.00% Diversified REITs Mitsubishi Estate Logistics REIT Investment Corp Malaysia 0.04% 0.08% Industrial REITs Aventus Group Japan 0.04% 0.00% Retail REITs Sunway Real Estate Investment Trust Taiwan 0.03% 0.00% Retail REITs Chatham Lodging Trust Belgium 0.03% 0.00% Hotel & Resort REITs Property for Industry Ltd Belgium 0.03% 0.00% Industrial REITs Empiric Student Property PLC Japan 0.03% 0.04% Residential REITs NewRiver REIT PLC Singapore 0.03% 0.02% Retail REITs Alexander's Inc Hong Kong 0.03% 0.03% Retail REITs Takara Leben Real Estate Investment Corp Singapore 0.03% 0.00% Diversified REITs Seritage Growth Properties Canada 0.03% 0.00% Retail REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 48 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Equites Property Fund Ltd Malaysia 0.03% 0.00% Industrial REITs Global Medical REIT Inc Malaysia 0.03% 0.00% Health Care REITs GDI Property Group Malaysia 0.03% 0.00% Office REITs Stride Property Group United Kingdom 0.03% 0.00% Diversified REITs KLCCP Stapled Group Belgium 0.03% 0.00% Diversified REITs Saul Centers Inc Sweden 0.03% 0.00% Retail REITs Tosei Reit Investment Corp Hong Kong 0.03% 0.00% Diversified REITs Immobiliare Grande Distribuzione SIIQ SpA Germany 0.03% 0.02% Retail REITs Care Property Invest NV United Kingdom 0.03% 0.00% Residential REITs ALE Property Group Australia 0.03% 0.00% Specialized REITs Franklin Street Properties Corp France 0.03% 0.03% Office REITs Hotel Property Investments China 0.03% 0.00% Specialized REITs Carmila SA Singapore 0.03% 0.04% Retail REITs SA Corporate Real Estate Ltd Japan 0.03% 0.00% Diversified REITs Mori Trust Hotel Reit Inc Singapore 0.03% 0.00% Hotel & Resort REITs Far East Hospitality Trust Switzerland 0.03% 0.00% Hotel & Resort REITs Urstadt Biddle Properties Inc Malaysia 0.03% 0.00% Retail REITs New Senior Investment Group Inc Turkey 0.03% 0.00% Health Care REITs Health Care & Medical Investment Corp Singapore 0.03% 0.00% Health Care REITs Axis Real Estate Investment Trust Turkey 0.03% 0.00% Diversified REITs City Office REIT Inc United Kingdom 0.03% 0.00% Office REITs SPH REIT Turkey 0.03% 0.00% Retail REITs OUE Commercial Real Estate Investment Trust France 0.03% 0.00% Diversified REITs Samty Residential Investment Corp Canada 0.03% 0.00% Diversified REITs Secure Income REIT Plc United Kingdom 0.03% 0.00% Diversified REITs Emlak Konut Gayrimenkul Yatirim Ortakligi AS Singapore 0.02% 0.00% Residential REITs ARGAN SA Singapore 0.02% 0.00% Specialized REITs Regional REIT Ltd Turkey 0.02% 0.03% Office REITs APN Industria REIT Singapore 0.02% 0.00% Industrial REITs Morguard North American Residential Real Estate Investment TrustIsrael 0.02% 0.00% Residential REITs Concentradora Fibra Danhos SA de CV Hong Kong 0.02% 0.00% Diversified REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 49 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector True North Commercial Real Estate Investment Trust United Kingdom 0.02% 0.00% Office REITs Keppel Pacific Oak US REIT Canada 0.02% 0.00% Office REITs CorePoint Lodging Inc Singapore 0.02% 0.00% Hotel & Resort REITs One Liberty Properties Inc United Kingdom 0.02% 0.00% Diversified REITs Hersha Hospitality Trust Malaysia 0.02% 0.00% Hotel & Resort REITs Shin Kong No.1 REIT Japan 0.02% 0.00% Diversified REITs Sabana Shari'ah Compliant Industrial Real Estate Investment Trust Mexico 0.02% 0.00% Industrial REITs Slate Grocery REIT Hong Kong 0.02% 0.00% Retail REITs First Real Estate Investment Trust United Kingdom 0.02% 0.00% Health Care REITs Xior Student Housing NV New Zealand 0.02% 0.07% Residential REITs Investec Property Fund Ltd Turkey 0.02% 0.00% Diversified REITs Cathay No 2 REIT Japan 0.02% 0.00% Office REITs Leasinvest Real Estate SCA Malaysia 0.02% 0.01% Diversified REITs Lippo Malls Indonesia Retail Trust Canada 0.02% 0.00% Retail REITs Standard Life Investment Property Income Trust Ltd Turkey 0.02% 0.02% Diversified REITs Whitestone REIT Mexico 0.02% 0.00% Retail REITs American Finance Trust Inc United Kingdom 0.02% 0.06% Retail REITs Retail Value Inc Australia 0.02% 0.00% Retail REITs Automotive Properties Real Estate Investment Trust Singapore 0.02% 0.00% Specialized REITs XYMAX REIT Investment Corp Mexico 0.02% 0.00% Diversified REITs Ichigo Hotel REIT Investment Corp Canada 0.02% 0.00% Hotel & Resort REITs Schroder Real Estate Investment Trust Ltd Malaysia 0.02% 0.02% Diversified REITs Ooedo Onsen Reit Investment Corp Japan 0.01% 0.00% Hotel & Resort REITs Fubon No 2 REIT Singapore 0.01% 0.00% Office REITs Itochu Advance Logistics Investment Corp Mexico 0.01% 0.00% Industrial REITs Wereldhave Belgium Comm VA Australia 0.01% 0.00% Retail REITs Marimo Regional Revitalization REIT Inc Germany 0.01% 0.00% Diversified REITs Slate Office REIT Canada 0.01% 0.00% Office REITs Spring Real Estate Investment Trust Japan 0.01% 0.00% Office REITs Custodian Reit PLC Japan 0.01% 0.03% Diversified REITs LXI REIT Plc Canada 0.01% 0.06% Diversified REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 50 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Regal Real Estate Investment Trust Turkey 0.01% 0.00% Hotel & Resort REITs Target Healthcare REIT PLC Canada 0.01% 0.04% Health Care REITs Bluerock Residential Growth REIT Inc Malaysia 0.01% 0.00% Residential REITs Morguard Real Estate Investment Trust Japan 0.01% 0.00% Diversified REITs Plymouth Industrial REIT Inc Australia 0.01% 0.00% Industrial REITs Irongate Group Mexico 0.01% 0.00% Diversified REITs Capitaland Malaysia Mall Trust Germany 0.01% 0.00% Retail REITs Plaza Retail REIT Canada 0.01% 0.00% Retail REITs Frasers Hospitality Trust Sweden 0.01% 0.00% Hotel & Resort REITs Preferred Apartment Communities Inc Turkey 0.01% 0.00% Residential REITs Societe de la Tour Eiffel South Africa 0.01% 0.00% Office REITs Attacq Ltd Japan 0.01% 0.00% Diversified REITs BTB Real Estate Investment Trust Germany 0.01% 0.00% Diversified REITs Braemar Hotels & Resorts Inc Canada 0.01% 0.00% Hotel & Resort REITs Is Gayrimenkul Yatirim Ortakligi AS Canada 0.01% 0.00% Diversified REITs Inovalis Real Estate Investment Trust South Africa 0.01% 0.00% Office REITs Asesor de Activos Prisma SAPI de CV South Africa 0.01% 0.00% Hotel & Resort REITs McKay Securities PLC Singapore 0.01% 0.00% Office REITs CTO Realty Growth Inc Mexico 0.01% 0.00% Diversified REITs YTL Hospitality REIT Japan 0.01% 0.00% Hotel & Resort REITs Vakif Gayrimenkul Yatirim Ortakligi AS Spain 0.01% 0.00% Office REITs PRO Real Estate Investment Trust Australia 0.01% 0.00% Diversified REITs Alarko Gayrimenkul Yatirim Ortakligi AS Turkey 0.01% 0.00% Diversified REITs Concentradora Fibra Hotelera Mexicana SA de CV Singapore 0.01% 0.00% Hotel & Resort REITs EC World Real Estate Investment Trust Canada 0.01% 0.00% Industrial REITs Arrowhead Properties Ltd Canada 0.01% 0.00% Diversified REITs Cedar Realty Trust Inc New Zealand 0.01% 0.00% Retail REITs Aspen Group Ltd/Australia Singapore 0.01% 0.00% Diversified REITs Ascencio United Kingdom 0.01% 0.02% Retail REITs APN Convenience Retail REIT Sweden 0.01% 0.00% Retail REITs AKIS Gayrimenkul Yatirimi AS United Kingdom 0.01% 0.00% Diversified REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 51 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Halk Gayrimenkul Yatirim Ortakligi AS United Kingdom 0.01% 0.00% Residential REITs BSR Real Estate Investment Trust Australia 0.01% 0.00% Residential REITs Civitas Social Housing PLC Australia 0.01% 0.06% Residential REITs Cegereal SA Australia 0.01% 0.00% Office REITs Pavilion Real Estate Investment Trust Japan 0.01% 0.00% Retail REITs Fubon No 1 REIT Australia 0.01% 0.00% Office REITs RREEF China Commercial Trust Japan 0.00% 0.00% Diversified REITs Torunlar Gayrimenkul Yatirim Ortakligi AS Japan 0.00% 0.00% Diversified REITs COIMA RES SpA United Kingdom 0.00% 0.00% Office REITs Carindale Property Trust Germany 0.00% 0.00% Retail REITs Ozak Gayrimenkul Yatirim Ortakligi Hong Kong 0.00% 0.00% Diversified REITs BRT Apartments Corp United Kingdom 0.00% 0.00% Residential REITs IREIT Global Italy 0.00% 0.00% Office REITs Australian Unity Office Fund Singapore 0.00% 0.00% Office REITs Sentral REIT Japan 0.00% 0.00% Office REITs Akfen Gayrimenkul Yatirim Ortakligi AS United Kingdom 0.00% 0.00% Hotel & Resort REITs Panora Gayrimenkul Yatirim Ortakligi Sweden 0.00% 0.00% Retail REITs Sasseur Real Estate Investment Trust South Africa 0.00% 0.00% Retail REITs Nurol Gayrimenkul Yatirim Ortakligi AS Sweden 0.00% 0.00% Diversified REITs Yeni Gimat Gayrimenkul Ortakligi AS Mexico 0.00% 0.00% Retail REITs Fibra Shop Portafolios Inmobiliarios SAPI de CV Canada 0.00% 0.00% Retail REITs Impact Healthcare Reit PLC Japan 0.00% 0.02% Health Care REITs Minto Apartment Real Estate Investment Trust Japan 0.00% 0.00% Residential REITs Home Invest Belgium SA Netherlands 0.00% 0.00% Residential REITs Reysas Gayrimenkul Yatirim Ortakligi AS Finland 0.00% 0.00% Industrial REITs Octodec Investments Ltd Sweden 0.00% 0.00% Diversified REITs Garda Property Group Singapore 0.00% 0.00% Office REITs Urstadt Biddle Properties Inc United Kingdom 0.00% 0.00% Retail REITs Clipper Realty Inc United Kingdom 0.00% 0.00% Residential REITs Ediston Property Investment Co PLC Ireland 0.00% 0.00% Diversified REITs AmFIRST Real Estate Investment Trust Canada 0.00% 0.00% Office REITs Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 52 Portfolio Holdings Global Real Estate Securities Portfolio, as of May 31, 2021

Country Percent of Portfolio Index Weight Sector Akmerkez Gayrimenkul Yatirim Ortakligi AS Australia 0.00% 0.00% Retail REITs MAPLETREE INDUSTRIAL TRUST RIGHT 6/14/21 Australia 0.00% 0.00% Industrial REITs Acanthe Developpement SA Belgium 0.00% 0.00% Office REITs 360 Capital Group Ltd Australia 0.00% 0.00% Office REITs Indus Realty Trust Inc Australia 0.00% 0.00% Industrial REITs Intu Properties PLC Finland 0.00% 0.00% Retail REITs Al-'Aqar Healthcare REIT Canada 0.00% 0.00% Health Care REITs Sotherly Hotels Inc Japan 0.00% 0.00% Hotel & Resort REITs AmanahRaya Real Estate Investment Trust Ireland 0.00% 0.00% Diversified REITs CIM Commercial Trust Corp South Africa 0.00% 0.00% Office REITs Tower Property Fund Ltd Singapore 0.00% 0.00% Diversified REITs Global Self Storage Inc United Kingdom 0.00% 0.00% Specialized REITs Washington Prime Group Inc United Kingdom 0.00% 0.00% Retail REITs Condor Hospitality Trust Inc Australia 0.00% 0.00% Hotel & Resort REITs Wheeler Real Estate Investment Trust Inc Australia 0.00% 0.00% Retail REITs Charter Hall Long Wale REIT Australia 0.00% 0.00% Diversified REITs Spirit MTA REIT Liq Trust Unit China 0.00% 0.00% Bgp Holdings (Private) Canada 0.00% 0.00%

Holdings are subject to change. Numbers may not total 100% due to rounding. Sectors defined by MSCI. Index shown is the FTSE EPRA/NAREIT Developed Index. Index data source: FTSE NAREIT. The prospectus benchmark for the DFA Global Real Estate Securities Portfolio is the S&P Global REIT Index. 53