Semi-Annual Report

DFA Canadian Core Equity Fund DFA Canadian Vector Equity Fund DFA U.S. Core Equity Fund DFA U.S. Vector Equity Fund DFA International Core Equity Fund DFA International Vector Equity Fund DFA Global Real Estate Securities Fund DFA Five-Year Global Fixed Income Fund DFA Investment Grade Fixed Income Fund DFA Global 40EQ-60FI Portfolio (formerly DFA Global Conservative Fund) DFA Global 60EQ-40FI Portfolio (formerly DFA Global Balanced Fund) DFA Global Equity Portfolio (formerly DFA Global Equity Fund)

Period Ended June 30, 2012 (Unaudited) FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2012 (Unaudited)

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Financial Statements DFA Canadian Core Equity Fund ...... 1 Statements of Net Assets ...... 1 Statements of Operations ...... 2 Statements of Changes in Net Assets ...... 3 Statements of Investment Portfolio ...... 4 Discussion of Financial Risk Management ...... 10 DFA Canadian Vector Equity Fund ...... 12 Statements of Net Assets ...... 12 Statements of Operations ...... 13 Statements of Changes in Net Assets ...... 14 Statements of Investment Portfolio ...... 15 Discussion of Financial Risk Management ...... 20 DFA U.S. Core Equity Fund ...... 21 Statements of Net Assets ...... 21 Statements of Operations ...... 22 Statements of Changes in Net Assets ...... 23 Statements of Investment Portfolio ...... 25 Discussion of Financial Risk Management ...... 48 DFA U.S. Vector Equity Fund ...... 50 Statements of Net Assets ...... 50 Statements of Operations ...... 51 Statements of Changes in Net Assets ...... 52 Statements of Investment Portfolio ...... 54 Discussion of Financial Risk Management ...... 73 DFA International Core Equity Fund ...... 75 Statements of Net Assets ...... 75 Statements of Operations ...... 76 Statements of Changes in Net Assets ...... 77 Statements of Investment Portfolio ...... 79 Discussion of Financial Risk Management ...... 123 FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2012 (Unaudited)

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Financial Statements DFA International Vector Equity Fund ...... 128 Statements of Net Assets ...... 128 Statements of Operations ...... 129 Statements of Changes in Net Assets ...... 130 Statements of Investment Portfolio ...... 132 Discussion of Financial Risk Management ...... 163 DFA Global Real Estate Securities Fund ...... 168 Statements of Net Assets ...... 168 Statements of Operations ...... 169 Statements of Changes in Net Assets ...... 170 Statements of Investment Portfolio ...... 171 Discussion of Financial Risk Management ...... 174 DFA Five-Year Global Fixed Income Fund ...... 176 Statements of Net Assets ...... 176 Statements of Operations ...... 177 Statements of Changes in Net Assets ...... 178 Statements of Investment Portfolio ...... 179 Discussion of Financial Risk Management ...... 182 DFA Investment Grade Fixed Income Fund ...... 185 Statement of Net Assets ...... 185 Statement of Operations ...... 186 Statement of Changes in Net Assets ...... 187 Statements of Investment Portfolio ...... 188 Discussion of Financial Risk Management ...... 192 DFA Global 40EQ-60FI Portfolio (formerly DFA Global Conservative Fund) ...... 195 Statement of Net Assets ...... 195 Statement of Operations ...... 196 Statement of Changes in Net Assets ...... 197 Statements of Investment Portfolio ...... 198 Discussion of Financial Risk Management ...... 199 FINANCIAL STATEMENTS OF DIMENSIONAL FUNDS June 30, 2012 (Unaudited)

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Financial Statements DFA Global 60EQ-40FI Portfolio (formerly DFA Global Balanced Fund) ..... 203 Statement of Net Assets ...... 203 Statement of Operations ...... 204 Statement of Changes in Net Assets ...... 205 Statements of Investment Portfolio ...... 206 Discussion of Financial Risk Management ...... 207 DFA Global Equity Portfolio (formerly DFA Global Equity Fund) ...... 211 Statement of Net Assets ...... 211 Statement of Operations ...... 212 Statement of Changes in Net Assets ...... 213 Statements of Investment Portfolio ...... 214 Discussion of Financial Risk Management ...... 215

Notes to Financial Statements ...... 219 August 2012

Dear Unitholder,

At Dimensional, we believe the market force works for investors. This belief has been at the core of our investment philosophy for more than 30 years. Consistency is an important part of what makes Dimensional different. As we continue expanding to pursue business opportunities globally, having a consistent philosophy helps us stay focused on the things that have been key to Dimensional’s success. Most important is our goal to always act in the best interests of our clients, and thereby earning and maintaining trust by striving to do what we say we are going to do. It is Dimensional’s goal to deliver an opportunity for all our clients to have a good lifetime investment experience.

Sincerely,

David G. Booth Chairman and Co-Chief Executive Officer

Dimensional Fund Advisors Canada ULC 1500 W. Georgia St. Suite 1520 Vancouver, BC V6G 2Z6 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Canadian Core Equity Fund 2012 2011

Assets Investments – at fair value $ 606,511,883 $ 597,722,265 Cash 1,520,090 693,503 608,031,973 598,415,768

Due from investment dealers 2,018 6,757,632 Accrued interest and dividends 1,787,854 1,693,045 Subscriptions receivable 3,147,996 2,653,021 612,969,841 609,519,466

Liabilities Accrued expenses 166,226 195,553 Redemptions payable to unitholders 3,746,863 5,117,090 Due to investment dealers 695,390 129,932 Management fees payable 271,016 299,384 4,879,495 5,741,959

Net Assets representing Unitholders’ Equity $ 608,090,346 $ 603,777,507

Net Assets per Class

Class A $ 144,918,996 $ 161,644,012 Class F $ 380,352,091 $ 392,154,326 Class I $ 82,819,259 $ 49,979,169

Net Assets per Unit

Class A $ 14.43 $ 14.90 Class F $ 14.69 $ 15.19 Class I $ 14.87 $ 15.38

The accompanying notes are an integral part of these financial statements. 1 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Canadian Core Equity Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $nil; 2011 – $79) $ 8,814,920 $ 8,384,897 Security lending income (note 13) 65,661 73,082 Interest income – 177 8,880,581 8,458,156

Expenses (note 5) Management fees 1,638,189 1,947,507 Custodian fees 45,849 43,348 Audit fees 40,829 37,705 Legal fees 27,575 18,268 Broker commission expense (note 7) 60,707 56,198 Valuation fees 17,787 18,770 Transaction fees 10,981 15,143 Filing fees 26,580 33,238 Securityholder reporting costs 175,635 174,914 Other expenses 42,699 44,902 2,086,831 2,389,993

Net Investment Income (Loss) 6,793,750 6,068,163

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 8,514,381 6,726,955 Net realized gain (loss) on foreign exchange 145 640 Change in unrealized appreciation (depreciation) in value of investments (30,938,696) (20,948,904) Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (2,377) (933)

Net Gain (Loss) on Investments (22,426,547) (14,222,242)

Increase (Decrease) in Net Assets from Operations $ (15,632,797) $ (8,154,079)

Increase (Decrease) in Net Assets from Operations for the period

Class A $ (3,842,065) $ (3,153,664) Class F $ (8,790,618) $ (4,323,791) Class I $ (3,000,114) $ (676,624)

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ (0.37) $ (0.28) Class F $ (0.34) $ (0.16) Class I $ (0.67) $ (0.22) * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 2 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Canadian Core Equity Fund 2012 2011 2012 2011

Class A Class F

Net Assets at beginning of period $ 161,644,012 $ 180,269,780 $ 392,154,326 $ 450,993,550

Increase (Decrease) in Net Assets from Operations (3,842,065) (3,153,664) (8,790,618) (4,323,791)

Capital Unit Transactions Sales of units 13,647,482 28,984,587 48,009,634 64,087,305 Units redeemed 483,787 (13,532,805) 3,127,076 (44,083,768) Units issued on reinvestment of distribution (26,518,905) 606,961 (50,222,716) 3,061,850 (12,387,636) 16,058,743 913,994 23,065,387

Distributions to Investors From net investment income (495,315) (618,055) (3,925,611) (4,004,600) (495,315) (618,055) (3,925,611) (4,004,600)

Increase (Decrease) in Net Assets for the period (16,725,016) 12,287,024 (11,802,235) 14,736,996

Net Assets at end of period $ 144,918,996 $ 192,556,804 $ 380,352,091 $ 465,730,546

2012 2011 2012 2011

Class I Total

Net Assets at beginning of period $ 49,979,169 $ 41,295,795 $ 603,777,507 $ 672,559,125

Increase (Decrease) in Net Assets from Operations (3,000,114) (676,624) (15,632,797) (8,154,079)

Capital Unit Transactions Sales of units 38,829,672 21,392,634 100,486,788 114,464,526 Units redeemed 748,758 (1,240,282) 4,359,621 (58,856,855) Units issued on reinvestment of distribution (2,843,184) 405,961 (79,584,805) 4,074,772 36,735,246 20,558,313 25,261,604 59,682,443

Distributions to Investors From net investment income (895,042) (577,434) (5,315,968) (5,200,089) (895,042) (577,434) (5,315,968) (5,200,089)

Increase (Decrease) in Net Assets for the period 32,840,090 19,304,255 4,312,839 46,328,275

Net Assets at end of period $ 82,819,259 $ 60,600,050 $ 608,090,346 $ 718,887,400

The accompanying notes are an integral part of these financial statements. 3 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Canada CAD 150,944 Husky Energy Inc. 4,047,516 3,833,978 Energy CAD 27,207 Imperial Oil Ltd. 863,784 1,157,930 CAD 166,816 Advantage Oil & Gas Ltd. 1,312,864 500,448 CAD 6,086 Insignia Energy Ltd. 52,810 3,834 CAD 14,400 Akita Drilling Ltd. 196,979 142,704 CAD 147,206 Ivanhoe Energy Inc. 303,391 64,771 CAD 28,724 AltaGas Ltd. 634,750 830,411 CAD 15,329 Keyera Corp. 342,061 646,884 CAD 75,205 Angle Energy Inc. 600,865 242,160 CAD 123,704 Legacy Oil + Gas Inc. 1,617,631 692,742 CAD 107,900 Antrim Energy Inc. 307,552 59,345 CAD 21,303 MEG Energy Corp. 831,107 774,790 CAD 152,446 ARC Resources Ltd. 3,562,297 3,481,867 CAD 1,000 Mega Uranium Ltd. 305 185 CAD 79,129 Arsenal Energy Inc. 67,413 36,004 CAD 12,488 MGM Energy Corporation 5,931 2,435 CAD 168,216 Athabasca Oil Corp. 2,316,843 1,880,655 CAD 74,763 Mullen Group Ltd. 1,223,285 1,629,833 CAD 8,508 Avenex Energy Corp. 46,453 25,269 CAD 333,540 Nexen Inc. 7,273,410 5,733,553 CAD 108,466 Bankers Petroleum Ltd. 212,745 190,900 CAD 20,200 Niko Resources Ltd. 1,250,071 264,620 CAD 46,608 Baytex Energy Corp. 1,176,156 1,997,153 CAD 25,705 North American Energy Partners Inc. 236,055 66,062 CAD 122,447 Bellatrix Exploration Ltd. 511,571 388,157 CAD 85,707 NuVista Energy Ltd. 996,620 305,974 CAD 74,079 Birchcliff Energy Ltd. 431,872 413,361 CAD 43,615 Open Range Energy Corp. 115,817 44,051 CAD 179,409 BlackPearl Resources Inc. 370,509 538,227 CAD 25,928 Pace Oil and Gas Ltd. 232,793 79,340 CAD 7,016 BNK Petroleum Inc. 18,241 4,701 CAD 99,064 Pacific Rubiales Energy Corp. 1,320,022 2,126,904 CAD 80,904 Bonavista Energy Corp. 1,790,034 1,287,992 CAD 26,255 Paramount Resources Ltd., Class A 509,259 641,672 CAD 1,300 Bonterra Energy Corp. 59,126 58,851 CAD 36,087 Parex Resources Inc. 145,868 169,970 CAD 11,720 C&C Energia Ltd. 102,975 64,929 CAD 4,087 Parkland Fuel Corp. 57,070 58,199 CAD 32,738 Calfrac Well Services Ltd. 680,016 745,774 CAD 27,845 Pason Systems Inc. 327,713 414,334 CAD 94,449 Calmena Energy Services Inc 106,476 17,001 CAD 88,781 Pembina Pipeline Corp. 1,779,059 2,310,082 CAD 69,600 Calvalley Petroleum Inc. 252,130 93,264 CAD 457,830 Pengrowth Energy Corp. 5,620,032 2,957,582 CAD 191,036 Cameco Corp. 5,172,570 4,262,013 CAD 318,628 Penn West Petroleum Ltd. 7,664,788 4,346,086 CAD 83,500 Canacol Energy Ltd. 69,017 37,993 CAD 76,074 Perpetual Energy Inc. 359,381 67,706 Canadian Energy Services & CAD 78,758 PetroBakken Energy Ltd. 1,998,794 964,786 CAD 20,526 Technology Corp. 103,797 198,076 CAD 95,206 Petrobank Energy & Resources Ltd. 1,694,257 1,029,177 CAD 426,649 Canadian Natural Resources Ltd. 11,161,784 11,643,251 CAD 87,590 Petrominerales Ltd. 1,533,082 1,007,285 CAD 54,939 Canadian Oil Sands Ltd. 1,606,553 1,081,749 Peyto Exploration & Development CAD 18,854 Canyon Services Group Inc. 135,734 185,523 CAD 38,718 Corp. 646,486 743,386 CAD 25,250 Cathedral Energy Services Ltd. 179,690 126,755 CAD 2,824 PHX Energy Services Corp. 30,045 22,225 CAD 10,600 CE Franklin Ltd. 120,867 134,726 CAD 38,551 Poseidon Concepts Corp. – 480,345 CAD 44,870 Celtic Exploration Ltd. 305,418 614,719 CAD 213,279 Precision Drilling Corp. 2,386,739 1,471,625 CAD 151,911 Cenovus Energy Inc. 3,521,303 4,915,840 CAD 171,529 Progress Energy Resources Corp. 2,176,180 3,440,872 CAD 43,691 Cequence Energy Ltd. 136,348 41,506 CAD 45,332 Pulse Seismic Inc. 115,232 95,197 CAD 24,161 Chinook Energy Inc. 53,637 28,510 CAD 10,600 Pure Energy Services Ltd. 64,704 77,698 CAD 28,525 CIC Energy Corp. 50,078 33,660 CAD 105,191 Questerre Energy Corp. 110,088 73,634 CAD 159,000 Connacher Oil and Gas Ltd. 123,417 74,730 CAD 113,049 RMP Energy Inc. 281,343 161,660 CAD 86,700 Corridor Resources Inc. 353,718 44,217 CAD 19,701 Rock Energy Inc. 68,889 18,913 CAD 111,294 Crescent Point Energy Corp. 4,246,147 4,220,268 CAD 79,624 Savanna Energy Services Corp. 1,140,580 603,550 CAD 90,012 Crew Energy Inc. 886,452 517,569 CAD 10,340 Secure Energy Services Inc. 81,459 79,101 CAD 39,219 Crocotta Energy Inc. 89,361 79,222 CAD 26,000 Second Wave Petroleum Inc. 34,479 23,920 CAD 20,934 Crown Point Ventures Ltd. 15,700 10,048 CAD 41,400 ShawCor Ltd. 811,715 1,525,590 CAD 92,324 DeeThree Exploration Ltd. 349,794 304,669 CAD 18,914 Sonde Resources Corp. 64,608 33,100 CAD 108,182 Delphi Energy Corp. 214,170 138,473 CAD 373,842 Southern Pacific Resource Corp. 630,863 474,779 CAD 501,472 Denison Mines Corp. 1,792,569 671,972 CAD 69,189 SouthGobi Energy Resources Ltd. 966,786 266,378 CAD 230,012 Enbridge Inc. 4,143,084 9,333,887 CAD 77,614 Sprott Resource Corp. 288,497 308,128 CAD 6,348 Enbridge Income Fund Holdings Inc. 126,462 142,830 CAD 300 Strad Energy Services Ltd. 1,485 1,308 CAD 382,576 EnCana Corp. 10,697,486 8,106,785 CAD 67,000 Strateco Resources Inc. 50,105 23,450 CAD 64,412 Enerflex Ltd. 715,870 689,208 CAD 908,538 Suncor Energy Inc. 27,222,711 26,747,359 CAD 140,410 Enerplus Corp. 4,158,997 1,835,160 CAD 17,264 Surge Energy Inc. 136,083 127,063 CAD 139,423 Ensign Energy Services Inc. 2,245,289 1,947,739 CAD 553,334 Talisman Energy Inc. 8,993,212 6,446,341 CAD 43,184 Epsilon Energy Ltd. 82,513 83,777 CAD 68,015 Terra Energy Corp. 109,411 24,145 CAD 7,164 Equal Energy Ltd. 27,407 17,767 CAD 58,758 Tethys Petroleum Ltd. 85,148 34,667 CAD 27,748 Essential Energy Services Ltd. 54,746 49,391 CAD 28,179 Total Energy Services Inc. 215,146 405,496 CAD 83,075 Fairborne Energy Ltd. 443,448 113,813 CAD 43,536 Tourmaline Oil Corp. 993,424 1,168,071 CAD 27,509 Freehold Royalties Ltd. 458,132 503,965 CAD 265,183 TransCanada Corp. 8,903,182 11,304,751 CAD 259,643 Gran Tierra Energy Inc. 1,759,715 1,285,233 CAD 41,467 Transglobe Energy Corp. 183,693 375,691 CAD 97,390 Guide Exploration Ltd. 228,064 156,798 CAD 110,421 Trican Well Service Ltd. 1,600,625 1,295,238

The accompanying notes are an integral part of these financial statements. 4 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 28,466 Trilogy Energy Corp. 266,627 669,236 CAD 101,158 Claude Resources Inc. 138,860 64,741 CAD 116,544 Trinidad Drilling Ltd. 956,562 675,955 CAD 210,356 Cline Mining Corp. 422,447 168,285 CAD 110,161 Twin Butte Energy Ltd. 195,689 266,590 CAD 14,393 Colossus Minerals Inc. 95,064 50,951 CAD 199,700 Uex Corp. 314,843 107,838 CAD 43,338 Copper Mountain Mining Corp. 101,595 144,749 CAD 475,183 Uranium One Inc. 2,992,959 1,221,220 CAD 26,122 Coro Mining Corp. 18,235 7,053 CAD 72,035 Ur-Energy Inc. 179,689 54,747 CAD 23,840 Detour Gold Corp. 437,447 488,958 CAD 45,787 Veresen Inc. 634,077 552,649 CAD 700 Duluth Exploration Special Warrant 88 315 CAD 19,990 Vermilion Energy Inc. 683,284 913,743 CAD 16,402 Duluth Metals Ltd. 38,543 24,275 CAD 86,322 Vero Energy Inc. 349,981 138,978 CAD 107,240 Dundee Precious Metals Inc. 710,435 656,309 CAD 10,900 Wenzel Downhole Tools Ltd. 19,566 20,165 CAD 27,609 Dynasty Metals & Mining Inc. 109,375 40,033 CAD 14,309 Westfire Energy Ltd. 99,530 58,381 CAD 551,662 Eastern Platinum Ltd. 1,196,389 115,849 CAD 82,046 Whitecap Resources Inc. 709,892 551,349 CAD 15,262 Eastmain Resources Inc. 12,924 13,278 CAD 16,844 Winstar Resources Ltd. 56,656 37,731 CAD 41,155 Eco Oro Minerals Corp. 140,678 69,964 Xtreme Drilling and Coil Services CAD 184,373 Eldorado Gold Corp. 2,112,083 2,308,350 CAD 35,007 Corp. 173,443 54,261 CAD 80,624 Endeavour Mining Corp. 214,998 178,985 CAD 20,153 Zargon Oil & Gas Ltd. 249,479 173,920 CAD 44,000 Endeavour Silver Corp. 156,102 362,120 CAD 17,000 ZCL Composites Inc. 120,159 62,900 CAD 19,100 Energem Resources Inc. 12,350 – 179,384,470 161,439,124 26.55 CAD 19,500 Entree Gold Inc. 42,128 12,480 CAD 48,125 Excellon Resources Inc. 36,310 27,431 Materials CAD 15,246 Exeter Resource Corp. 89,994 25,766 CAD 17,782 Aberdeen International Inc. 15,181 6,846 CAD 60,129 First Majestic Silver Corp. 190,839 881,491 CAD 59,442 Agnico-Eagle Mines Ltd. 1,683,819 2,448,416 CAD 61,283 First Nickel Inc. 9,582 4,290 CAD 53,900 Agrium Inc. 2,095,125 4,852,078 CAD 167,085 First Quantum Minerals Ltd. 1,042,909 3,002,517 CAD 55,665 Ainsworth Lumber Co., Ltd. 171,712 99,640 CAD 17,571 Formation Metals Inc. 61,179 5,974 CAD 124,014 Alacer Gold Corp. 884,382 679,597 CAD 10,617 Fortress Paper Ltd. 336,554 191,531 CAD 36,600 Alamos Gold Inc. 230,167 580,842 CAD 85,722 Fortuna Silver Mines Inc. 274,468 298,313 CAD 32,410 Alexco Resource Corp. 144,412 144,873 CAD 47,499 Fortune Minerals Ltd. 104,333 26,599 CAD 14,000 Almaden Minerals Ltd. 41,143 28,280 CAD 83,692 Franco-Nevada Corp. 2,408,150 3,845,647 CAD 34,147 Altius Minerals Corp. 355,770 358,202 CAD 14,144 Fraser Papers Inc. 75,266 – CAD 122,226 Amerigo Resources Ltd. 167,895 63,558 CAD 166,909 Gabriel Resources Ltd. 436,342 257,040 CAD 45,211 Argonaut Gold Inc. 263,664 347,220 CAD 330,903 Goldcorp Inc. 10,751,041 12,663,658 CAD 52,631 Atna Resources Ltd. 68,226 52,105 CAD 27,000 Golden Queen Mining Co., Ltd. 70,755 52,110 CAD 69,697 Augusta Resource Corp. 213,812 117,091 CAD 252,600 Golden Star Resources Ltd. 671,281 290,490 CAD 108,826 Aura Minerals Inc. 349,288 47,339 CAD 330,957 Great Basin Gold Ltd. 661,015 225,051 CAD 237,783 Aurico Gold Inc. 1,688,994 1,930,798 CAD 27,300 Great Panther Silver Ltd. 41,988 47,229 CAD 55,500 Aurizon Mines Ltd. 106,158 253,635 CAD 16,051 Guyana Goldfields Inc. 91,927 37,399 CAD 33,400 Avalon Rare Metals Inc. 112,088 50,768 CAD 33,500 Hanfeng Evergreen Inc. 222,852 65,995 CAD 200,000 Avion Gold Corp. 201,629 91,000 CAD 92,800 Harry Winston Diamond Corp. 1,658,650 1,071,840 CAD 164,100 B2Gold Corp. 225,676 500,505 CAD 55,616 High River Gold Mines Ltd. 66,767 63,402 CAD 185,006 Baja Mining Corp. 176,977 36,076 CAD 166,122 HudBay Minerals Inc. 2,582,460 1,302,396 CAD 129,560 Banro Corp. 453,990 480,668 CAD 220,264 IAMGOLD Corp. 2,101,896 2,645,371 CAD 336,084 Barrick Gold Corp. 12,176,663 12,865,296 CAD 48,800 Imperial Metals Corp. 180,835 452,864 CAD 2,300 Brampton Brick Ltd. 29,960 10,787 CAD 58,166 Inmet Mining Corp. 2,827,711 2,422,614 CAD 92,451 Brigus Gold Corp. 141,527 77,659 CAD 42,800 Inter-Citic Minerals Inc. 50,544 39,376 CAD 101,500 Caledonia Mining Corp. 18,047 7,105 International Forest Products Ltd., CAD 59,400 Canadian Zinc Corp. 46,943 26,136 CAD 51,882 Class A 301,763 264,079 CAD 40,538 Canam Group Inc. 319,609 201,879 CAD 39,840 International Minerals Corp. 192,285 190,037 CAD 17,400 Candente Copper Corp. 22,641 9,570 CAD 42,645 International Tower Hill Mines Ltd. 191,760 121,112 CAD 103,214 Canfor Corp. 963,389 1,249,922 CAD 46,343 Intertape Polymer Group Inc. 120,591 362,402 CAD 31,114 Canfor Pulp Products Inc. 350,106 333,853 CAD 117,281 Ivanhoe Mines Ltd. 1,352,891 1,148,181 CAD 195,896 Capstone Mining Corp. 463,898 430,971 CAD 117,281 Ivanhoe Mines Ltd., Rights (19Jul12) – 107,899 CAD 56,600 Cardero Resource Corp. 84,269 56,034 CAD 87,050 Ivernia Inc. 39,962 8,270 CAD 216,668 Carpathian Gold Inc. 84,445 59,584 CAD 71,262 Jaguar Mining Inc. 524,832 84,089 CAD 77,800 Cascades Inc. 634,840 324,426 CAD 1,300 Karnalyte Resources Inc. 11,188 9,100 CAD 33,147 CCL Industries Inc., Class B 969,550 1,237,046 CAD 591,549 Katanga Mining Corp. 454,180 390,422 CAD 36,344 Centerra Gold Inc. 322,453 257,316 CAD 72,824 Keegan Resources Inc. 388,311 220,657 CAD 26,859 Champion Minerals Inc. 37,349 24,710 CAD 23,200 Kimber Resources Inc. 40,035 16,936 China Gold International Resources CAD 667,342 Kinross Gold Corp. 9,821,444 5,532,265 CAD 74,372 Corp. 284,846 238,734 CAD 10,887 Kirkland Lake Gold Inc. 86,932 118,995

The accompanying notes are an integral part of these financial statements. 5 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 61,930 La Mancha Resources Inc. 92,654 153,586 CAD 202,776 Sino-Forest Corp. 2,230,320 – CAD 46,176 Labrador Iron Mines Holdings Ltd. 227,635 114,055 CAD 147,408 St. Andrew Goldfields Ltd. 99,940 50,119 CAD 279,719 Lake Shore Gold Corp. 472,951 251,747 CAD 4,565 Stella Jones Inc. 102,084 243,223 CAD 16,800 Lucara Diamond Corp. 14,286 11,424 CAD 62,519 Stornoway Diamond Corp. 160,185 45,014 CAD 483,752 Lundin Mining Corp. 3,526,575 2,041,433 CAD 155,439 Sulliden Gold Corp., Ltd. 288,972 169,429 CAD 11,700 Lydian International Ltd. 27,820 24,336 CAD 21,400 Tanzanian Royalty Exploration Corp. 130,352 88,810 CAD 11,235 MAG Silver Corp. 84,221 99,992 CAD 180,692 Taseko Mines Ltd. 342,960 493,289 CAD 56,322 Major Drilling Group International 333,210 662,910 CAD 1,453 Teck Resources Ltd., Class A 64,468 47,876 CAD 700 MBAC Fertilizer Corp. 1,939 1,820 CAD 336,146 Teck Resources Ltd.. Class B 8,763,871 10,588,597 CAD 161,958 Mercator Minerals Ltd. 321,868 89,077 CAD 54,780 Tembec Inc. 268,891 121,612 CAD 88,421 Methanex Corp. 1,962,256 2,497,893 CAD 8,317 Teranga Gold Corp. 15,698 13,224 CAD 47,932 Migao Corp. 276,475 113,120 CAD 141,740 Thompson Creek Metals Co. Inc. 1,390,975 460,655 CAD 1,340 Minco Base Metals Corp. 1,488 – CAD 16,800 Timmins Gold Corp. 31,041 31,248 CAD 16,100 Minco Silver Corp. 48,382 23,023 CAD 119,080 Torex Gold Resources Inc. 209,015 196,482 Minera Andes Acquisition Corp., CAD 99,774 Trevali Mining Corp. 128,389 93,788 CAD 81,738 Exchangeable Shares 465,907 247,666 CAD 13,850 Virginia Mines Inc. 57,668 124,650 CAD 4,972 Molycorp Inc. 102,274 109,030 CAD 51,500 Volta Resources Inc. 64,099 31,930 CAD 21,100 Mountain Province Diamonds Inc. 33,286 87,354 CAD 70,120 Wesdome Gold Mines Ltd. 128,805 55,395 CAD 103,994 Nautilus Minerals Inc. 156,731 99,834 CAD 30,715 West Fraser Timber Co. Ltd. 1,240,557 1,577,215 CAD 5,600 Nevada Copper Corp. 19,078 10,584 CAD 58,225 Western Copper and Gold Corp. 75,487 43,087 CAD 109,400 Nevsun Resources Ltd. 322,558 362,114 CAD 18,421 Western Forest Products Inc. 37,597 15,289 CAD 225,365 New Gold Inc. 1,062,505 2,179,280 CAD 34,364 Winpak Ltd. 293,006 541,577 CAD 27,409 NGEx Resources Inc. 41,077 53,722 CAD 501,447 Yamana Gold Inc. 4,950,232 7,862,689 CAD 35,286 Norbord Inc. 878,016 462,599 CAD 421,439 Yukon-Nevada Gold Corp. 101,844 139,075 CAD 124,292 North American Palladium Ltd. 539,793 256,042 119,651,394 121,311,564 19.94 CAD 12,218 Northern Dynasty Minerals Ltd. 99,466 28,957

CAD 6,721 Novacopper Inc. 26,884 13,375 Industrials CAD 40,328 Novagold Resources Inc. 231,862 214,948 Capital Goods CAD 165,785 OceanaGold Corp. 456,641 323,281 CAD 56,201 Aecon Group Inc. 589,870 660,362 CAD 30,225 Orezone Gold Corp. 18,550 39,897 CAD 8,825 AG Growth International Inc. 304,110 322,024 CAD 55,165 Oromin Explorations Ltd. 53,909 27,583 CAD 83,889 ATS Automation Tooling Systems Inc. 641,558 781,845 CAD 51,069 Orvana Minerals Corp. 45,459 43,409 CAD 25,393 Bombardier Inc., Class A 136,778 104,365 CAD 109,292 Osisko Mining Corp. 815,956 760,672 CAD 374,572 Bombardier Inc., Class B 1,302,932 1,502,034 CAD 120,752 Pan American Silver Corp. 2,972,733 2,070,897 CAD 132,518 CAE Inc. 993,745 1,305,302 CAD 18,600 Peregrine Diamonds Ltd. 31,642 8,649 CAD 13,200 Electrovaya Inc. 45,504 7,128 CAD 46,600 Petaquilla Minerals Ltd. 70,938 17,941 CAD 36,800 Exco Technologies Ltd. 126,452 174,800 CAD 128,928 Phoscan Chemical Corp. 57,624 36,100 CAD 62,414 Finning International Inc. 1,044,194 1,472,970 CAD 27,394 Pilot Gold Inc. 98,616 28,490 CAD 5,744 Genivar Inc. 163,795 128,091 CAD 215,739 Platinum Group Metals Ltd. 391,752 179,063 CAD 26,806 GLV Inc. 225,908 53,612 CAD 27,900 Polymet Mining Corp. 77,354 22,041 CAD 26,600 Heroux-Devtek Inc. 145,042 207,746 CAD 94,123 Potash Corp. of Saskatchewan 1,791,877 4,180,002 CAD 325 Hydrogenics Corp. 11,482 1,885 CAD 28,030 Premier Gold Mines Ltd. 71,042 123,052 CAD 13,343 Richelieu Hardware Ltd. 298,185 437,117 CAD 34,622 Primero Mining Corp. 124,166 89,325 CAD 10,000 Rocky Mountain Dealerships Inc. 98,135 106,000 CAD 9,900 Q2 Gold Resources Inc. – – CAD 61,978 Russel Metals Inc. 1,412,116 1,553,169 CAD 47,005 Queenston Mining Inc. 149,659 158,877 CAD 24,018 SNC-Lavalin Group Inc. 875,558 913,645 CAD 48,940 Rainy River Resources Ltd. 251,494 197,718 CAD 69,058 Superior Plus Corp. 751,629 419,182 CAD 932 Resolute Forest Products 9,702 10,476 CAD 17,291 The Churchill Corp. 170,650 207,492 CAD 25,286 Richmont Mines Inc. 111,809 119,097 CAD 69,897 Toromont Industries Ltd. 1,004,890 1,534,239 CAD 131,500 Romarco Minerals Inc. 92,050 68,380 CAD 3,500 Vicwest Income Fund 38,817 30,485 CAD 176 RS Technologies Inc. 40,279 22 CAD 2,000 WaterFurnace Renewable Energy Inc. 50,794 32,500 CAD 68,600 Rubicon Minerals Corp. 76,595 212,660 CAD 13,148 Westport Innovations Inc. 87,677 490,157 CAD 84,761 Sabina Gold and Silver Corp. 170,599 167,827 10,519,821 12,446,150 2.05 CAD 52,900 San Gold Corp. 69,332 47,081 CAD 156,317 Scorpio Mining Corp. 200,690 98,480 Commercial Services & Supplies CAD 8,211 Seabridge Gold Inc. 248,809 120,455 CAD 19,290 Black Diamond Group Ltd. 182,212 440,005 CAD 179,400 SEMAFO Inc. 233,242 837,798 CAD 400 DirectCash Payments Inc. 9,670 9,568 CAD 281,244 Sherritt International Corp. 2,848,023 1,378,096 CAD 10,500 Garda World Security Corp. 56,175 87,780 CAD 64,258 Silver Standard Resources Inc. 1,576,135 733,184 CAD 35,681 Horizon North Logistics Inc. 98,391 206,236 CAD 79,045 Silver Wheaton Corp. 814,858 2,158,719 CAD 9,011 IBI Group Inc. 114,941 100,563

The accompanying notes are an integral part of these financial statements. 6 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 600 Inscape Corp. 6,006 1,230 CAD 23,415 Cineplex Inc. 588,252 716,967 CAD 900 K-Bro Linen Inc. 19,141 21,564 CAD 22,693 Cogeco Cable Inc., Sub-Voting Shares 796,891 1,051,140 CAD 12,605 Morneau Shepell Inc. 136,253 144,958 CAD 528 Cogeco Inc. 18,579 23,633 CAD 45,507 Newalta Inc. 374,964 591,591 CAD 76,491 Corus Entertainment Inc., Class B 1,344,474 1,753,174 CAD 97,322 Progressive Waste Solutions Inc. 1,779,815 1,871,502 CAD 62,895 Glacier Media Inc. 235,980 125,790 CAD 25,883 Ritchie Bros. Auctioneers Inc. 446,074 556,743 CAD 25,663 Imax Corp. 329,123 611,293 CAD 42,905 Stantec Inc. 1,008,619 1,243,387 CAD 19,802 Mood Media Corp. 56,760 58,614 CAD 71,475 Transcontinental Inc., Class A 1,307,358 661,859 Newfoundland Capital Corp. Ltd., 5,539,619 5,936,986 0.98 CAD 7,200 Class A 39,898 53,280 Quebecor Inc., Class B, Sub-Voting Transportation CAD 45,508 Shares 1,385,080 1,668,778 CAD 48,945 Air Canada, Class A 173,485 47,966 CAD 53,759 Shaw Communications Inc., Class B 647,666 1,033,786 CAD 117,400 Air Canada, Class B 411,163 115,052 CAD 141,335 Thomson Reuters Corp. 5,339,461 4,087,408 CAD 1,197 Algoma Central Corp. 107,512 132,747 CAD 58,292 Torstar Corp., Class B 1,021,322 546,196 CAD 2,400 Canadian Helicopters Group Inc. 71,895 70,440 TVA Group Inc., CAD 102,600 Canadian National Railway Co. 4,232,332 8,805,132 CAD 9,500 Class B 158,046 69,160 CAD 63,477 Canadian Pacific Railway Ltd. 3,182,427 4,734,749 15,819,261 16,965,675 2.79 CAD 30 Chorus Aviation Inc. 161 93 CAD 55,100 Chorus Aviation Inc., Class B 286,123 169,708 Retailing CAD 2,600 Clarke Inc. 8,245 9,958 CAD 4,924 BMTC Group Inc. 88,748 87,450 CAD 20,006 Contrans Group Inc., Class A 179,132 170,251 Canadian Tire Corp. Ltd., Class A, CAD 86,994 Non-Voting Shares 4,942,231 5,980,837 CAD 1,263 Discovery Air Inc. 18,460 4,117 CAD 39,600 Coastal Contacts Inc. 42,390 119,988 CAD 3,153 Exchange Income Corp. 65,385 75,136 CAD 12,066 Dollarama Inc. 353,059 738,198 CAD 45,781 Student Transportation Inc. 213,741 309,937 CAD 13,900 Glentel Inc. 54,499 173,055 CAD 75,793 TransForce Inc. 659,443 1,263,469 CAD 4,800 HIP Interactive Corp. 6,860 1 CAD 5,800 Vitran Corp. Inc. 115,205 34,858 CAD 11,007 Indigo Books & Music Inc. 165,095 97,082 CAD 116,017 Westjet Airlines Ltd. 1,569,532 1,858,592 CAD 8,500 Le Chateau Inc. 122,473 10,285 11,294,241 17,802,205 2.93 CAD 39,496 Leon’s Furniture Ltd. 413,114 444,330 27,353,681 36,185,341 5.96 CAD 2,990 Reitman’s Canada Ltd. 47,659 36,269 Consumer Discretionary CAD 42,277 Reitman’s Canada Ltd., Class A 718,895 516,202 Automobiles & Components CAD 131,087 RONA Inc. 2,379,515 1,407,874 CAD 5,900 Airboss of America Corp. 30,807 26,904 CAD 14,544 Uni-Select Inc. 418,138 394,142 CAD 5,092 AutoCanada Inc. 54,906 60,697 9,752,676 10,005,713 1.65 CAD 68,905 Ballard Power Systems Inc. 442,302 79,930 38,504,806 41,794,641 6.88 CAD 53,500 Linamar Corp. 655,038 1,055,020 CAD 198,128 Magna International Inc., Class A 6,593,882 7,946,912 Consumer Staples CAD 91,061 Martinrea International Inc. 791,063 727,577 Food & Staples Retailing 8,567,998 9,897,040 1.63 Alimentation Couche-Tard Inc., CAD 71,981 Class B 1,237,894 3,200,275 Consumer Durables & Apparel CAD 12,333 Colabor Group Inc. 134,297 94,717 CAD 11,793 Brick Ltd. 35,751 48,469 CAD 38,427 Empire Co. Ltd., Class A 1,699,544 2,061,609 CAD 2,219 Brookfield Residential Properties Inc. 23,892 24,409 CAD 30,923 George Weston Ltd. 2,329,206 1,781,474 CAD 700 Dorel Industries Inc., Class A 27,059 18,774 CAD 27,500 Jean Coutu Group Inc., Class A 392,078 413,050 CAD 29,582 Dorel Industries Inc., Class B 993,977 793,981 CAD 58,544 Loblaw Cos. Ltd. 2,675,507 1,895,655 CAD 45,134 Gildan Activewear Inc. 714,216 1,263,301 CAD 65,090 Metro Inc., Class A 2,166,452 3,393,142 CAD 7,678 Mega Brands Inc. 70,858 47,988 CAD 114,149 Shoppers Drug Mart Corp. 4,620,274 4,675,543 Transat AT Inc., CAD 14,133 The North West Co., Inc. 276,376 305,979 CAD 35,074 Class B 570,750 111,535 15,531,628 17,821,444 2.93 2,436,503 2,308,457 0.38 Food Beverage & Tobacco Consumer Services CAD 11,755 Alliance Grain Traders Inc. 301,489 154,578 CAD 3,400 Alarmforce Industries Inc. 20,422 31,110 CAD 7,600 Andrew Peller Ltd. 67,332 76,000 CAD 33,000 Enercare Inc. 319,278 301,950 CAD 9,800 Canada Bread Co. Ltd. 514,136 453,250 CAD 66,260 Great Canadian Gaming Corp. 614,443 600,316 Corby Distilleries Ltd., Class A, Voting CAD 31,425 Tim Hortons Inc. 974,225 1,684,380 CAD 14,856 Shares 302,035 248,392 1,928,368 2,617,756 0.43 CAD 81,652 Cott Corp. 584,118 679,345 CAD 100 High Liner Foods Inc. 1,622 1,986 Media CAD 10,822 Liquor Stores N.A. Ltd. 185,843 202,480 CAD 191,635 Aimia Inc. 2,004,353 2,592,822 CAD 66,102 Maple Leaf Foods Inc. 820,983 770,749 Astral Media Inc., CAD 52,706 Class A, Non-Voting Shares 1,853,376 2,573,634 CAD 19,569 Premium Brands Holdings Corp. 281,822 357,721

The accompanying notes are an integral part of these financial statements. 7 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 32,319 Rogers Sugar Income Fund 174,878 187,773 CAD 32,227 Laurentian Bank of Canada 1,229,374 1,490,499 CAD 29,400 Saputo Inc. 530,960 1,242,444 CAD 85,878 National Bank of Canada 5,061,112 6,234,743 CAD 53,243 SunOpta Inc. 470,563 302,420 CAD 377,972 Royal Bank of Canada 15,498,850 19,684,782 CAD 3,700 Sun-Rype Products Ltd. 44,398 20,424 CAD 437,010 Toronto-Dominion Bank 26,164,087 34,785,996 CAD 381,067 Viterra Inc. 3,917,000 6,150,421 89,846,939 109,124,073 17.94 8,197,179 10,847,983 1.78 Diversified Financials Household & Personal Products AGF Management Ltd., Class B, CAD 31,573 Atrium Innovations Inc. 404,190 344,146 CAD 135,850 Non-Voting Shares 2,479,218 1,529,671 CAD 4,875 GLG Life Tech Corporation 45,214 3,169 CAD 76,084 Canaccord Capital Inc. 920,058 416,940 CAD 7,959 Cash Store Financial Services Inc. 36,984 47,754 449,404 347,315 0.06 CAD 29,400 CI Financial Corp. 574,843 645,918 24,178,211 29,016,742 4.77 CAD 6,800 Clairvest Group Inc. 68,207 117,640 Health Care CAD 55,609 Davis & Henderson Income Corp. 1,019,058 959,255 Health Care Equipment & Services CAD 2,800 Fiera Sceptre Inc. 24,603 22,596 CAD 26,100 CML Healthcare Inc. 351,847 249,516 CAD 40,166 Genworth MI Canada Inc. 1,042,254 740,661 CAD 3,300 Imris Inc. 23,135 10,230 CAD 5,100 Gluskin Sheff + Associates Inc. 121,928 67,167 CAD 17,747 Leisureworld Senior Care Corp. 205,863 207,107 CAD 50,660 GMP Capital Corp. 625,180 282,683 CAD 3,600 Novadaq Technologies Inc. 25,335 24,228 CAD 25,858 IGM Financial Inc. 1,068,063 1,034,320 CAD 13,326 SXC Health Solutions Corp. 109,540 1,345,793 CAD 67,643 Onex Corp., Sub-Voting Shares 1,464,349 2,665,811 CAD 6,300 TSO3 Inc. 10,593 7,812 CAD 5,400 Pacific & Western Credit Corp. 40,219 8,262 726,313 1,844,686 0.30 CAD 23,739 Sprott Inc. 168,780 115,846 CAD 161,605 Sprott Resource Lending Corp. 328,139 231,095 Pharmaceuticals Biotechnology & Life Sciences CAD 35,146 TMX Group Inc. 1,162,872 1,629,017 CAD 29,350 AEterna Zentaris Inc. 76,339 14,675 11,144,755 10,514,636 1.73 CAD 9,576 Bioniche Life Sciences Inc. 9,440 4,166 CAD 3,468 Burcon NutraScience Corp. 33,834 20,669 Insurance CAD 39,400 Cangene Corp. 293,679 55,948 CAD 2,800 EGI Financial Holdings Inc. 36,332 25,928 CAD 20,253 Cardiome Pharma Corp. 187,020 8,101 CAD 651 E-L Financial Corp. Ltd. 303,672 266,910 CAD 9,028 Diagnocure Inc. 23,152 6,500 Fairfax Financial Holdings Ltd., CAD 12,746 Sub-Voting Shares 3,356,478 5,085,527 CAD 9,900 Helix Biopharma Corp. 16,514 12,573 CAD 87,900 Great-West Lifeco Inc. 2,113,083 1,937,316 CAD 94,226 Nordion Inc. 1,815,084 894,205 Industrial Alliance Insurance and CAD 21,600 Nuvo Research Inc. 9,375 1,728 CAD 88,495 Financial Services Inc. 2,694,855 2,165,473 CAD 22,800 Oncolytics Biotech Inc. 62,846 75,924 CAD 67,490 Intact Financial Corp. 3,007,825 4,265,368 CAD 12,442 Paladin Labs Inc. 166,708 595,101 CAD 55,613 Kingsway Financial Services Inc. 742,805 30,587 CAD 7,370 Patheon Inc. 18,383 17,467 CAD 967,015 Manulife Financial Corp. 23,702,974 10,704,856 ProMetic Life Sciences Inc., CAD 318,648 Sun Life Financial Inc. 11,257,541 7,051,680 CAD 26,403 Sub-Voting Shares 11,559 3,168 CAD 126,137 Westaim Corp. 78,873 93,341 CAD 73,000 QLT Inc. 259,679 564,290 47,294,438 31,626,986 5.20 CAD 8,400 Resverlogix Corp. 47,716 15,372 CAD 31,100 Theratechnologies Inc. 50,826 24,880 Real Estate CAD 8,655 Transition Therapeutics Inc. 103,300 17,570 Allied Properties Real Estate Valeant Pharmaceuticals International CAD 10,333 Investment Trust 193,469 299,554 CAD 63,424 Inc. 1,209,546 2,890,866 CAD 2,200 Altus Group Ltd. 15,962 16,456 CAD 19,182 YM Biosciences Inc. 37,225 38,364 CAD 19,331 Artis Real Estate Investment Trust 234,021 316,448 4,432,225 5,261,567 0.87 Boardwalk Real Estate Investment 5,158,538 7,106,253 1.17 CAD 12,100 Trust 476,786 707,850 Brookfield Asset Management Inc., Financials CAD 85,154 Class A 1,996,088 2,868,837 Banks CAD 10,831 Brookfield Office Properties Canada 140,486 296,878 CAD 356,915 Bank of Montreal 17,880,393 20,058,620 CAD 27,975 Brookfield Properties Corp. 542,757 495,717 CAD 299,312 Bank of Nova Scotia 13,633,423 15,764,761 CAD 27,460 Calloway Real Estate Investment Trust 579,796 767,507 CAD 104,447 Canadian Imperial Bank of Commerce 7,507,864 7,478,405 CAD 19,547 Canadian Apartment Properties REIT 292,215 463,264 CAD 73,324 Canadian Western Bank 1,571,356 1,932,821 CAD 18,414 Canadian Real Estate Investment Trust 541,527 746,872 CAD 14,500 Equitable Group Inc. 341,051 372,505 Chartwell Seniors Housing Real Estate Firm Capital Mortgage Investment CAD 52,616 Investment Trust 419,413 508,271 CAD 3,500 Corp. 45,962 46,550 CAD 17,822 Cominar Real Estate Investment Trust 308,936 426,480 CAD 600 First National Financial Corp. 10,113 9,270 CAD 16,219 Crombie Real Estate Investment Trust 205,726 237,122 CAD 28,008 Home Capital Group Inc. 903,354 1,265,121 CAD 16,185 Dundee Real Estate Investment Trust 467,957 617,458

The accompanying notes are an integral part of these financial statements. 8 DFA Canadian Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Extendicare Real Estate Investment CAD 94,646 Wi-Lan Inc. 285,673 474,176 CAD 34,417 Trust 239,261 247,802 10,952,517 5,909,219 0.97 CAD 26,700 First Capital Realty Inc. 446,144 488,877 13,977,292 11,458,816 1.88 CAD 18,200 FirstService Corp., Sub-Voting Shares 381,188 518,336 CAD 29,920 Genesis Land Development Corp. 118,255 92,453 Telecommunication Services CAD 24,100 Granite Real Estate Inc. 935,024 831,932 CAD 34,100 Axia NetMedia Corp. 71,068 48,422 CAD 49,418 H&R Real Estate Investment Trust 731,659 1,207,776 CAD 68,805 BCE Inc. 1,831,471 2,886,370 CAD 2,728 Huntingdon Capital Corp. 39,014 32,736 CAD 61,786 Bell Aliant Inc. 1,781,916 1,577,397 CAD 26,900 InnVest Real Estate Investment Trust 220,825 126,161 CAD 29,876 Manitoba Telecom Services Inc. 1,154,013 990,688 CAD 18,722 Killam Properties Inc. 201,500 243,573 CAD 67,678 Rogers Communications Inc., Class B 1,757,181 2,495,965 CAD 1,644 Mainstreet Equity Corp. 33,491 44,898 CAD 71,917 TELUS Corp. 2,872,324 4,389,814 CAD 11,300 Melcor Developments Ltd. 190,835 175,150 CAD 47,041 TELUS Corp., Non-Voting Shares 1,728,038 2,799,880 Morguard Real Estate Investment 11,196,011 15,188,536 2.50 CAD 12,200 Trust 148,914 206,790 Northern Property Real Estate Utilities CAD 5,500 Investment Trust 110,439 180,565 CAD 132,944 Algonquin Power & Utilities Corp. 663,268 874,772 NorthWest Healthcare Properties Real CAD 108,801 Alterra Power Corp. 92,480 48,416 CAD 5,900 Estate Investment Trust 74,301 76,759 CAD 19,985 Atco Ltd. 999,542 1,444,516 Primaris Retail Real Estate Investment CAD 22,600 Boralex Inc., Class A 237,273 188,710 CAD 17,718 Trust 297,772 415,310 Brookfield Renewable Energy CAD 10,850 Retrocom Mid-Market REIT 43,152 56,529 CAD 16,300 Partners LP 413,085 461,616 CAD 56,171 RioCan Real Estate Investment Trust 971,055 1,553,128 Canadian Utilities Ltd., Class A, 11,597,968 15,267,489 2.51 CAD 32,900 Special Shares 1,279,553 2,179,954 159,884,100 166,533,184 27.38 CAD 15,683 Capital Power Corp. 401,154 372,942 CAD 50,966 Capstone Infrastructure Corp. 376,151 203,864 Information Technology CAD 65,216 Emera Inc. 1,346,429 2,188,649 Software & Services CAD 75,276 Fortis Inc. 1,776,644 2,428,404 CAD 8,100 20-20 Technologies Inc. 53,779 31,428 CAD 47,712 Innergex Renewable Energy Inc. 446,386 491,434 CAD 16,482 Absolute Software Corp. 168,216 89,497 CAD 62,582 Just Energy Group Inc. 844,713 699,667 CAD 3,100 Calian Technologies Ltd. 41,468 63,271 CAD 23,900 Maxim Power Corp 171,884 45,410 CAD 86,659 CGI Group Inc. 756,900 2,118,813 CAD 31,940 Northland Power Inc. 481,255 569,810 CAD 7,200 Computer Modelling Group Ltd. 72,052 124,128 CAD 240,977 TransAlta Corp. 5,112,103 4,154,443 CAD 1,400 Constellation Software Inc. 39,927 128,730 CAD 8,207 Valener Inc. 136,714 125,075 CAD 48,400 Descartes Systems Group Inc. 207,174 418,660 14,778,634 16,477,682 2.71 CAD 16,400 Enghouse Systems Ltd. 127,289 222,056 594,067,137 606,511,883 99.74 MacDonald Dettwiler & Associates CAD 13,039 Ltd. 519,417 760,565 Embedded Broker Commission (406,173) Mediagrif Interactive Technologies CAD 5,700 Inc. 59,432 96,786 Total Investments $593,660,964 606,511,883 99.74 CAD 28,415 Open Text Corp. 895,635 1,441,777 CAD 2,740 Points International Ltd. 54,556 32,907 Other assets less liabilities 1,578,463 0.26 CAD 33,300 Wireless Matrix Corp. 28,930 20,979 Net Assets Representing Unitholders’ 3,024,775 5,549,597 0.91 Equity $608,090,346 100.00

Technology Hardware & Equipment CAD 24,529 5N Plus Inc. 129,365 48,322 Currency codes used above are as follows: CAD - Canadian Dollar CAD 9,123 Aastra Technologies Ltd. 266,878 158,740 CAD 206,440 Celestica Inc. 1,603,549 1,523,527 CAD 67,093 COM DEV International Ltd. 228,308 177,796 CAD 30,833 DragonWave Inc. 235,774 112,232 CAD 10,876 Evertz Technologies Ltd. 358,440 144,325 CAD 20,813 Exfo Electro Optical Engineering Inc. 123,970 104,065 CAD 50,700 Hemisphere GPS Inc 148,252 35,997 CAD 20,910 Miranda Technologies Inc. 209,473 354,215 CAD 5,200 NHC Communications Inc. 7,515 – CAD 282,160 Research In Motion Ltd. 6,540,617 2,119,022 CAD 133,500 Sandvine Corp. 156,515 172,215 CAD 32,500 Sierra Wireless Inc. 447,670 296,400 CAD 10,750 Softchoice Corp. 111,980 131,795 CAD 15,200 Vecima Networks Inc. 98,538 56,392

The accompanying notes are an integral part of these financial statements. 9 DFA Canadian Core Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by market segment and geography. The more significant sectors as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2012 December 31, 2011 Financials 27.38 25.56 Energy 26.55 26.04 Materials 19.94 21.50

The Fund’s market risk is affected primarily by changes in actual market prices. The Fund will generally invest in a broad and diverse group of readily marketable equity securities of Canadian companies traded on an exchange or on the over-the-counter market. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on the Canadian exchange was 99.74% (December 31, 2011: 99.00%). If equity prices on the Canadian exchange had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $60,651,188 (December 31, 2011: $59,772,227). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk As at June 30, 2012 and December 31, 2011, the Fund invested primarily in Canadian securities. As a result, the Fund did not have any significant exposure to currency risk.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2012 and December 31, 2011, the Fund had no significant investments in debt instruments and/or derivatives and, therefore, did not have significant exposure to credit risk. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

The accompanying notes are an integral part of these financial statements. 10 DFA Canadian Core Equity Fund Discussion of Financial Risk Management (note 11)

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 11 Dimensional Funds Statement of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Canadian Vector Equity Fund 2012 2011

Assets Investments – at fair value $ 93,246,259 $ 62,514,882 Cash 215,215 2,517,822 93,461,474 65,032,704

Due from manager 8,046 4,176 Accrued interest and dividends 260,395 155,522 Subscriptions receivable 693,363 643,040 94,423,278 65,835,442

Liabilities Accrued expenses 3,042 22,652 Redemptions payable to unitholders 136,768 17,243 Due to investment dealers 299,345 2,702,764 Management fees payable 23,014 17,476 462,169 2,760,135

Net Assets representing Unitholders’ Equity $ 93,961,109 $ 63,075,307

Net Assets per Class

Class A $ 3,740,795 $ 2,170,916 Class F $ 67,809,792 $ 52,469,631 Class I $ 22,410,522 $ 8,434,760

Net Assets per Unit

Class A $ 8.39 $ 8.78 Class F $ 8.42 $ 8.81 Class I $ 8.93 $ 9.34

The accompanying notes are an integral part of these financial statements. 12 Dimensional Funds Statement of Operations For the six-month period ended June 30, 2012 (unaudited)

DFA Canadian Vector Equity Fund 2012

Investment Income Dividend income $ 1,157,263 Security lending income (note 13) 8,809 1,166,072

Expenses (note 5) Management fees 123,148 Custodian fees 12,822 Audit fees 4,419 Legal fees 2,064 Broker commission expense (note 7) 36,652 Valuation fees 8,457 Transaction fees 12,872 Filing fees 2,493 Securityholder reporting costs 9,331 Other expenses 6,494 218,752 Fees recovered or (waived) and expenses absorbed by manager (note 5) (4,004) 214,748

Net Investment Income (Loss) 951,324

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 527,017 Net realized gain (loss) on foreign exchange (136) Change in unrealized appreciation (depreciation) in value of investments (6,286,321) Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (368)

Net Gain (Loss) on Investments (5,759,808)

Increase (Decrease) in Net Assets from Operations $ (4,808,484)

Increase (Decrease) in Net Assets from Operations for the period

Class A $ (188,350) Class F $ (3,365,631) Class I $ (1,254,503)

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ (0.55) Class F $ (0.46) Class I $ (0.75) * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 13 Dimensional Funds Statement of Changes in Net Assets For the six-month period ended June 30, 2012 (unaudited)

DFA Canadian Vector Equity Fund 2012 2012

Class A Class F

Net Assets at beginning of period $ 2,170,916 $ 52,469,631

Increase (Decrease) in Net Assets from Operations (188,350) (3,365,631)

Capital Unit Transactions Sales of units 1,949,743 27,123,424 Units redeemed 12,049 402,405 Units issued on reinvestment of distribution (191,403) (8,261,744) 1,770,389 19,264,085

Distributions to Investors From net investment income (12,160) (558,293) (12,160) (558,293)

Increase (Decrease) in Net Assets for the period 1,569,879 15,340,161

Net Assets at end of period $ 3,740,795 $ 67,809,792

2012 2012

Class I Total

Net Assets at beginning of period $ 8,434,760 $ 63,075,307

Increase (Decrease) in Net Assets from Operations (1,254,503) (4,808,484)

Capital Unit Transactions Sales of units 15,232,344 44,305,511 Units redeemed 179,801 594,255 Units issued on reinvestment of distribution (2,079) (8,455,226) 15,410,066 36,444,540

Distributions to Investors From net investment income (179,801) (750,254) (179,801) (750,254)

Increase (Decrease) in Net Assets for the period 13,975,762 30,885,802

Net Assets at end of period $ 22,410,522 $ 93,961,109

The accompanying notes are an integral part of these financial statements. 14 DFA Canadian Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Canada CAD 41,688 Ivanhoe Energy Inc. 54,114 18,343 Energy CAD 2,400 Keyera Corp. 104,963 101,280 CAD 39,007 Advantage Oil & Gas Ltd. 209,951 117,021 CAD 18,000 Laramide Resources Ltd. 17,000 14,940 CAD 400 Akita Drilling Ltd., Class A 3,905 3,964 CAD 32,488 Legacy Oil + Gas Inc. 353,325 181,933 CAD 7,589 AltaGas Ltd. 206,094 219,398 CAD 9,132 MEG Energy Corp. 355,980 332,131 CAD 20,500 Anderson Energy Ltd. 13,001 6,150 CAD 84,500 Mega Uranium Ltd. 27,311 15,633 CAD 24,361 Angle Energy Inc. 160,301 78,442 CAD 11,100 Mullen Group Ltd. 225,698 241,980 CAD 31,827 Antrim Energy Inc. 23,791 17,505 CAD 81,391 Nexen Inc. 1,557,451 1,399,111 CAD 24,674 ARC Resources Ltd. 537,032 563,554 CAD 5,674 Niko Resources Ltd. 273,951 74,329 CAD 17,000 Arsenal Energy Inc. 11,636 7,735 CAD 5,400 North American Energy Partners Inc. 26,693 13,878 CAD 42,321 Athabasca Oil Corp. 513,370 473,149 CAD 17,266 NuVista Energy Ltd. 65,622 61,640 CAD 9,807 Avenex Energy Corp. 52,179 29,127 CAD 4,700 Open Range Energy Corp. 14,194 4,747 CAD 32,362 Bankers Petroleum Ltd. 147,850 56,957 CAD 8,220 Pace Oil and Gas Ltd. 43,140 25,153 CAD 944 Baytex Energy Corp. 51,036 40,450 CAD 8,418 Pacific Rubiales Energy Corp. 173,365 180,734 CAD 38,359 Bellatrix Exploration Ltd. 165,853 121,598 CAD 1,600 Paramount Resources Ltd., Class A 53,362 39,104 CAD 13,886 Birchcliff Energy Ltd. 179,314 77,484 CAD 12,324 Parex Resources Inc. 85,048 58,046 CAD 40,300 BlackPearl Resources Inc. 198,515 120,900 CAD 4,600 Parkland Fuel Corp. 52,270 65,504 CAD 15,500 BNK Petroleum Inc. 42,474 10,385 CAD 4,300 Pason Systems Inc. 58,002 63,984 CAD 23,045 Bonavista Energy Corp. 518,883 366,876 CAD 4,381 Pembina Pipeline Corp. 100,353 113,994 CAD 800 Bonterra Energy Corp. 43,979 36,216 CAD 106,257 Pengrowth Energy Corp. 1,116,485 686,420 CAD 8,675 C&C Energia Ltd. 67,666 48,060 CAD 72,029 Penn West Petroleum Ltd. 1,444,859 982,476 CAD 7,624 Calfrac Well Services Ltd. 216,539 173,675 CAD 10,700 Perpetual Energy Inc. 19,527 9,523 CAD 8,100 Calvalley Petroleum Inc. 13,446 10,854 CAD 17,562 PetroBakken Energy Ltd. 232,189 215,135 CAD 37,086 Cameco Corp. 781,454 827,389 CAD 25,387 Petrobank Energy & Resources Ltd. 365,272 274,433 CAD 97,627 Canacol Energy Ltd. 84,705 44,420 CAD 24,400 Petrominerales Ltd. 423,075 280,600 Canadian Energy Services & Peyto Exploration & Development CAD 2,000 Technology Corp. 24,970 19,300 CAD 12,900 Corp. 233,207 247,680 CAD 89,262 Canadian Natural Resources Ltd. 2,836,152 2,435,959 CAD 2,585 PHX Energy Services Corp. 24,556 20,344 CAD 16,172 Canadian Oil Sands Ltd. 351,540 318,427 CAD 4,154 Poseidon Concepts Corp. 10,469 51,759 CAD 6,900 Canyon Services Group Inc. 86,338 67,896 CAD 48,761 Precision Drilling Corp. 567,765 336,451 CAD 8,100 Cathedral Energy Services Ltd. 52,829 40,662 CAD 35,587 Progress Energy Resources Corp. 439,156 713,875 CAD 7,300 Celtic Exploration Ltd. 132,605 100,010 CAD 8,800 Pulse Seismic Inc. 16,386 18,480 CAD 3,653 Cenovus Energy Inc. 120,754 118,211 CAD 4,000 Pure Energy Services Ltd. 27,733 29,320 CAD 19,413 Cequence Energy Ltd. 72,208 18,442 CAD 7,700 Questerre Energy Corp. 6,150 5,390 CAD 4,500 Chinook Energy Inc. 7,177 5,310 CAD 25,102 RMP Energy Inc. 53,493 35,896 CAD 900 Compton Petroleum Corp. 4,887 1,008 CAD 1,100 Rock Energy Inc. 2,413 1,056 CAD 111,055 Connacher Oil and Gas Ltd. 101,162 52,196 CAD 20,043 Savanna Energy Services Corp. 161,824 151,926 CAD 7,400 Corridor Resources Inc. 19,301 3,774 CAD 8,000 Second Wave Petroleum Inc. 10,480 7,360 CAD 9,893 Crescent Point Energy Corp. 390,429 375,143 CAD 10,857 Secure Energy Services Inc. 84,653 83,056 CAD 25,711 Crew Energy Inc. 308,033 147,838 CAD 6,966 ShawCor Ltd. 202,925 256,697 CAD 10,619 Crocotta Energy Inc. 28,046 21,450 CAD 6,800 Sonde Resources Corp. 17,919 11,900 CAD 6,175 Crown Point Ventures Ltd. 4,631 2,964 CAD 76,303 Southern Pacific Resource Corp. 119,369 96,905 CAD 12,193 DeeThree Exploration Ltd. 50,851 40,237 CAD 14,700 SouthGobi Energy Resources Ltd. 131,063 56,595 CAD 38,582 Delphi Energy Corp. 72,742 49,385 CAD 23,464 Sprott Resource Corp. 100,708 93,152 CAD 92,540 Denison Mines Corp. 138,960 124,004 CAD 4,200 Strad Energy Services Ltd. 22,280 18,312 CAD 1,300 Enbridge Income Fund Holdings Inc. 25,886 29,250 CAD 18,500 Strateco Resources Inc. 10,039 6,475 CAD 65,324 EnCana Corp. 1,563,714 1,384,216 CAD 154,210 Suncor Energy Inc. 5,289,565 4,539,942 CAD 37,695 Enerplus Corp. 859,508 492,668 CAD 6,013 Surge Energy Inc. 54,184 44,256 CAD 31,887 Ensign Energy Services Inc. 531,803 445,461 CAD 102,008 Talisman Energy Inc. 1,405,811 1,188,393 CAD 8,331 Epsilon Energy Ltd. 24,552 16,162 CAD 8,000 Tethys Petroleum Ltd. 4,782 4,720 CAD 4,868 Equal Energy Ltd. 24,190 12,073 CAD 6,223 Total Energy Services Inc. 95,777 89,549 CAD 20,035 Essential Energy Services Ltd. 38,807 35,662 CAD 13,351 Tourmaline Oil Corp. 330,125 358,207 CAD 17,308 Fairborne Energy Ltd. 65,369 23,712 CAD 26,244 TransCanada Corp. 1,074,550 1,118,782 CAD 6,500 Forsys Metals Corp. 5,880 5,460 CAD 9,116 Transglobe Energy Corp. 85,046 82,591 CAD 3,300 Freehold Royalties Ltd. 64,652 60,456 CAD 27,735 Trican Well Service Ltd. 416,909 325,332 CAD 62,475 Gran Tierra Energy Inc. 363,647 309,251 CAD 2,100 Trilogy Energy Corp. 60,503 49,371 CAD 24,078 Guide Exploration Ltd. 70,714 38,766 CAD 30,198 Trinidad Drilling Ltd. 256,927 175,148 CAD 27,886 Husky Energy Inc. 702,371 708,304 CAD 5,000 Tuscany International Drilling Inc. 2,502 1,825 CAD 1,500 Imperial Oil Ltd. 60,937 63,840 CAD 28,567 Twin Butte Energy Ltd. 64,846 69,132

The accompanying notes are an integral part of these financial statements. 15 DFA Canadian Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 44,700 Uex Corp. 36,141 24,138 CAD 25,300 Dundee Precious Metals Inc. 211,796 154,836 CAD 98,367 Uranium One Inc. 261,802 252,803 CAD 5,400 Dynasty Metals & Mining Inc. 12,924 7,830 CAD 12,900 Ur-Energy Inc. 15,657 9,804 CAD 123,500 Eastern Platinum Ltd. 87,002 25,935 CAD 13,966 Veresen Inc. 182,472 168,570 CAD 10,000 Eastmain Resources Inc. 12,247 8,700 CAD 800 Vermilion Energy Inc. 39,257 36,568 CAD 6,200 Eco Oro Minerals Corp. 15,554 10,540 CAD 13,442 Vero Energy Inc. 47,192 21,642 CAD 43,750 Eldorado Gold Corp. 606,550 547,750 CAD 5,708 Westfire Energy Ltd. 28,004 23,289 CAD 15,952 Endeavour Mining Corp. 36,263 35,413 CAD 19,609 Whitecap Resources Inc. 149,974 131,772 CAD 5,800 Endeavour Silver Corp. 56,623 47,734 CAD 400 Winstar Resources Ltd. 1,398 896 CAD 11,600 Entree Gold Inc. 15,412 7,424 Xtreme Drilling and Coil Services CAD 14,500 Excellon Resources Inc. 9,108 8,265 CAD 2,400 Corp. 8,602 3,720 CAD 4,600 Exeter Resource Corp. 19,406 7,774 CAD 5,815 Zargon Oil & Gas Ltd. 88,685 50,183 CAD 7,357 First Majestic Silver Corp. 133,452 107,854 32,935,167 27,487,119 29.25 CAD 34,600 First Quantum Minerals Ltd. 616,551 621,762 CAD 7,500 Formation Metals Inc. 4,679 2,550 Materials CAD 3,196 Fortress Paper Ltd. 95,173 57,656 CAD 19,179 Agnico-Eagle Mines Ltd. 798,125 789,983 CAD 19,388 Fortuna Silver Mines Inc. 87,558 67,470 CAD 4,164 Agrium Inc. 299,163 374,843 CAD 19,400 Fortune Minerals Ltd. 18,668 10,864 CAD 1,685 Ainsworth Lumber Co., Ltd. 3,266 3,016 CAD 9,297 Franco-Nevada Corp. 368,267 427,197 CAD 28,154 Alacer Gold Corp. 250,144 154,284 CAD 29,934 Gabriel Resources Ltd. 117,487 46,098 CAD 7,300 Alamos Gold Inc. 117,053 115,851 CAD 74,415 Goldcorp Inc. 3,078,324 2,847,861 CAD 5,800 Alexco Resource Corp. 38,896 25,926 CAD 400 Golden Queen Mining Co., Ltd. 1,115 772 CAD 8,000 Altius Minerals Corp. 92,989 83,920 CAD 51,633 Golden Star Resources Ltd. 121,521 59,378 CAD 21,000 Amerigo Resources Ltd. 17,701 10,920 CAD 2,500 Goldgroup Mining Inc. 2,207 1,038 CAD 13,360 Argonaut Gold Inc. 84,135 102,605 CAD 87,309 Great Basin Gold Ltd. 143,293 59,370 CAD 20,000 Atna Resources Ltd. 16,541 19,800 CAD 9,600 Great Panther Silver Ltd. 29,007 16,608 CAD 18,900 Augusta Resource Corp. 64,762 31,752 CAD 7,516 Guyana Goldfields Inc. 39,332 17,512 CAD 15,333 Aura Minerals Inc. 27,619 6,670 CAD 3,700 Hanfeng Evergreen Inc. 14,780 7,289 CAD 53,917 Aurico Gold Inc. 503,823 437,806 CAD 20,700 Harry Winston Diamond Corp. 272,988 239,085 CAD 11,044 Aurizon Mines Ltd. 59,366 50,471 CAD 51,812 High River Gold Mines Ltd. 65,078 59,066 CAD 12,400 Avalon Rare Metals Inc. 47,419 18,848 CAD 41,994 HudBay Minerals Inc. 510,189 329,233 CAD 64,864 Avion Gold Corp. 98,934 29,513 CAD 48,999 IAMGOLD Corp. 784,294 588,478 CAD 22,000 B2Gold Corp. 75,328 67,100 CAD 3,400 Imperial Metals Corp. 38,794 31,552 CAD 12,216 Baja Mining Corp. 11,652 2,382 CAD 14,024 Inmet Mining Corp. 824,602 584,100 CAD 28,423 Banro Corp. 114,089 105,449 CAD 5,300 Inter-Citic Minerals Inc. 5,772 4,876 CAD 41,538 Barrick Gold Corp. 1,872,210 1,590,075 International Forest Products Ltd., CAD 27,637 Brigus Gold Corp. 37,174 23,215 CAD 12,100 Class A 54,483 61,589 CAD 6,500 Canada Lithium Corp. 3,058 3,058 CAD 18,771 International Minerals Corp. 107,678 89,538 CAD 9,720 Canam Group Inc. 45,648 48,406 CAD 15,802 International Tower Hill Mines Ltd. 74,461 44,878 CAD 2,700 Candente Copper Corp. 2,761 1,485 CAD 14,500 Intertape Polymer Group Inc. 45,754 113,390 CAD 4,610 Canexus Corp. 29,422 36,742 CAD 53,332 Ivanhoe Mines Ltd. 598,034 522,120 CAD 23,867 Canfor Corp. 251,865 289,029 CAD 53,332 Ivanhoe Mines Ltd., Rights – 49,065 CAD 5,421 Canfor Pulp Products Inc. 77,833 58,167 CAD 10,100 Jaguar Mining Inc. 53,002 11,918 CAD 61,511 Capstone Mining Corp. 190,180 135,324 CAD 1,500 Karnalyte Resources Inc. 15,584 10,500 CAD 10,700 Cardero Resource Corp. 11,632 10,593 CAD 56,147 Katanga Mining Corp. 74,138 37,057 CAD 61,307 Carpathian Gold Inc. 27,001 16,859 CAD 20,027 Keegan Resources Inc. 95,428 60,682 CAD 16,900 Cascades Inc. 83,493 70,473 CAD 164,856 Kinross Gold Corp. 1,960,446 1,366,655 CAD 6,218 CCL Industries Inc., Class B 197,330 232,056 CAD 3,400 Kirkland Lake Gold Inc. 54,008 37,162 CAD 12,115 Centerra Gold Inc. 165,597 85,774 CAD 6,000 La Mancha Resources Inc. 14,874 14,880 CAD 8,541 Champion Minerals Inc. 10,771 7,858 CAD 11,500 Labrador Iron Mines Holdings Ltd. 71,107 28,405 China Gold International Resources CAD 80,063 Lake Shore Gold Corp. 153,036 72,057 CAD 37,000 Corp. 151,020 118,770 CAD 41,237 Lucara Diamond Corp. 42,755 28,041 CAD 33,635 Claude Resources Inc. 57,135 21,526 CAD 109,761 Lundin Mining Corp. 591,721 463,191 CAD 44,344 Cline Mining Corp. 70,605 35,475 CAD 2,300 Lydian International Ltd. 5,504 4,784 CAD 5,000 Colossus Minerals Inc. 34,927 17,700 CAD 3,700 MAG Silver Corp. 35,807 32,930 CAD 4,500 Continental Gold Ltd. 33,858 29,610 CAD 7,100 Major Drilling Group International 89,704 83,567 CAD 8,999 Copper Mountain Mining Corp. 47,724 30,057 CAD 15,157 MBAC Fertilizer Corp. 44,433 39,408 CAD 8,400 Detour Gold Corp. 230,945 172,284 CAD 42,900 Mercator Minerals Ltd. 78,766 23,595 CAD 193 Duluth Exploration Special Warrant 24 87 CAD 12,438 Methanex Corp. 325,316 351,374 CAD 24,662 Duluth Metals Ltd. 57,185 36,500 CAD 6,800 Migao Corp. 26,024 16,048

The accompanying notes are an integral part of these financial statements. 16 DFA Canadian Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CAD 5,700 Minco Silver Corp. 20,864 8,151 CAD 1,754 Winpak Ltd. 20,351 27,643 CAD 1,417 Molycorp Inc. 29,148 31,073 CAD 105,763 Yamana Gold Inc. 1,462,925 1,658,364 CAD 5,400 Mountain Province Diamonds Inc. 27,376 22,356 CAD 62,000 Yukon-Nevada Gold Corp. 18,286 20,460 CAD 28,083 Nautilus Minerals Inc. 63,425 26,960 28,714,510 23,532,366 25.04 CAD 6,200 Nevada Copper Corp. 26,144 11,718 Industrials CAD 32,083 Nevsun Resources Ltd. 151,674 106,195 Capital Goods CAD 37,059 New Gold Inc. 365,978 358,361 CAD 14,109 Aecon Group Inc. 137,148 165,781 CAD 8,400 NGEx Resources Inc. 27,614 16,464 CAD 2,179 AG Growth International Inc. 81,829 79,512 CAD 5,193 Norbord Inc. 55,327 68,080 CAD 1,500 Armtec Infrastructure Inc. 3,675 2,250 CAD 28,263 North American Palladium Ltd. 88,054 58,222 CAD 15,414 ATS Automation Tooling Systems Inc. 114,598 143,658 CAD 5,800 Northern Dynasty Minerals Ltd. 41,788 13,746 CAD 353 Badger Daylighting Ltd. 8,262 8,698 CAD 3,600 Northland Resources SA 3,862 2,916 CAD 3,095 Bird Construction Inc. 34,861 43,794 CAD 1,666 Novacopper Inc. 6,664 3,315 CAD 8,900 Bombardier Inc., Class B 52,260 35,689 CAD 10,000 Novagold Resources Inc. 77,175 53,300 CAD 13,321 CAE Inc. 155,930 131,212 CAD 64,413 OceanaGold Corp. 169,693 125,605 CAD 10,800 CanWel Building Materials Group Ltd. 24,007 25,596 CAD 6,700 Orezone Gold Corp. 16,352 8,844 CAD 2,700 Exco Technologies Ltd. 10,820 12,825 CAD 6,600 Oromin Explorations Ltd. 6,517 3,300 CAD 3,700 Finning International Inc. 77,536 87,320 CAD 2,700 Orvana Minerals Corp. 3,278 2,295 CAD 3,159 Genivar Inc. 76,507 70,446 CAD 28,865 Osisko Mining Corp. 269,048 200,900 CAD 4,200 GLV Inc. 17,083 8,400 CAD 24,166 Pan American Silver Corp. 603,941 414,447 CAD 4,273 Heroux-Devtek Inc. 33,604 33,372 CAD 18,500 Petaquilla Minerals Ltd. 11,541 7,123 CAD 1,805 Richelieu Hardware Ltd. 48,379 59,132 CAD 48,356 Platinum Group Metals Ltd. 65,512 40,135 CAD 3,500 Rocky Mountain Dealerships Inc. 35,035 37,100 CAD 1,800 Polymet Mining Corp. 2,969 1,422 CAD 11,400 Russel Metals Inc. 273,132 285,684 CAD 20,200 Premier Gold Mines Ltd. 97,898 88,678 CAD 1,000 SNC-Lavalin Group Inc. 53,690 38,040 CAD 15,300 Primero Mining Corp. 45,199 39,474 CAD 4,440 The Churchill Corp. 65,741 53,280 CAD 13,200 Queenston Mining Inc. 66,616 44,616 CAD 6,837 Toromont Industries Ltd. 127,828 150,072 CAD 6,500 Rainy River Resources Ltd. 39,335 26,260 CAD 800 Vicwest Inc. 7,821 6,968 CAD 4,100 Richmont Mines Inc. 26,213 19,311 CAD 1,800 Wajax Corp. 66,445 86,490 CAD 60,300 Romarco Minerals Inc. 67,655 31,356 CAD 100 WaterFurnace Renewable Energy Inc. 1,933 1,625 CAD 32,300 Rubicon Minerals Corp. 110,639 100,130 CAD 2,600 Westport Innovations Inc. 79,220 96,928 CAD 35,400 Sabina Silver Corp. 130,728 70,092 1,587,344 1,663,872 1.77 CAD 50,200 San Gold Corp. 87,226 44,678 Commercial Services & Supplies CAD 31,354 Scorpio Mining Corp. 51,634 19,753 CAD 3,180 Black Diamond Group Ltd. 44,751 72,536 CAD 1,300 Seabridge Gold Inc. 36,838 19,071 CAD 500 DirectCash Payments Inc. 10,589 11,960 CAD 20,165 SEMAFO Inc. 134,873 94,171 CAD 1,500 Garda World Security Corp. 14,038 12,540 CAD 74,401 Sherritt International Corp. 441,775 364,565 CAD 12,816 Horizon North Logistics Inc. 56,486 74,076 CAD 4,500 Shore Gold Inc. 2,667 855 CAD 1,800 IBI Group Inc. 22,279 20,088 CAD 19,134 Silver Standard Resources Inc. 356,442 218,319 CAD 900 K-Bro Linen Inc. 18,584 21,564 CAD 2,400 Silver Wheaton Corp. 83,608 65,544 CAD 8,821 Morneau Shepell Inc. 91,500 101,442 CAD 22,925 St. Andrew Goldfields Ltd. 12,812 7,795 CAD 9,644 Newalta Inc. 124,575 125,372 CAD 1,276 Stella Jones Inc. 48,058 67,985 CAD 20,052 Progressive Waste Solutions Inc. 443,166 385,600 CAD 10,900 Stornoway Diamond Corp. 21,004 7,848 CAD 2,900 Ritchie Bros. Auctioneers Inc. 74,021 62,379 CAD 56,562 Sulliden Gold Corp., Ltd. 75,206 61,653 CAD 7,248 Stantec Inc. 194,004 210,047 CAD 8,200 Tanzanian Royalty Exploration Corp. 42,925 34,030 CAD 15,100 Transcontinental Inc., Class A 213,790 139,826 CAD 51,843 Taseko Mines Ltd. 192,831 141,531 1,307,783 1,237,430 1.32 CAD 340 Teck Resources Ltd., Class A 15,288 11,203 CAD 57,345 Teck Resources Ltd.. Class B 2,406,600 1,806,367 Transportation CAD 18,553 Tembec Inc. 64,020 41,188 CAD 12,900 Air Canada, Class B 18,638 12,642 CAD 6,100 Teranga Gold Corp. 12,449 9,699 CAD 500 Canadian Helicopters Group Inc. 12,230 14,675 CAD 38,857 Thompson Creek Metals Co. Inc. 326,619 126,285 CAD 1,900 Canadian National Railway Co. 142,871 163,058 CAD 6,636 Timmins Gold Corp. 15,776 12,343 CAD 3,300 Canadian Pacific Railway Ltd. 196,280 246,147 CAD 46,300 Torex Gold Resources Inc. 75,415 76,395 CAD 8,800 Chorus Aviation Inc., Class B 30,760 27,104 CAD 49,200 Trevali Mining Corp. 66,508 46,248 CAD 6,256 Contrans Group Inc., Class A 54,624 53,239 CAD 2,100 Virginia Mines Inc. 18,878 18,900 CAD 700 Exchange Income Corp. 13,824 16,681 CAD 18,200 Volta Resources Inc. 23,406 11,284 CAD 6,700 Student Transportation Inc. 43,543 45,359 CAD 10,700 TransForce Inc. 158,810 178,369 CAD 13,889 Wesdome Gold Mines Ltd. 32,804 10,972 CAD 27,100 Westjet Airlines Ltd. 363,399 434,142 CAD 6,972 West Fraser Timber Co. Ltd. 322,349 358,012 CAD 12,700 Western Copper and Gold Corp. 26,585 9,398 1,034,979 1,191,416 1.27 CAD 24,091 Western Forest Products Inc. 21,643 19,996 3,930,106 4,092,718 4.36

The accompanying notes are an integral part of these financial statements. 17 DFA Canadian Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Consumer Discretionary Consumer Staples Automobiles & Components Food & Staples Retailing CAD 3,308 AutoCanada Inc. 25,633 39,431 Alimentation Couche-Tard Inc., CAD 17,800 Ballard Power Systems Inc. 23,247 20,648 CAD 4,000 Class B 118,802 177,840 CAD 13,151 Linamar Corp. 244,020 259,338 CAD 4,510 Colabor Group Inc. 43,972 34,637 CAD 36,241 Magna International Inc., Class A 1,632,644 1,453,627 CAD 6,385 Empire Co. Ltd., Class A 366,709 342,555 CAD 4,200 George Weston Ltd. 283,819 241,962 CAD 23,512 Martinrea International Inc. 197,192 187,861 CAD 4,100 Jean Coutu Group Inc., Class A 50,274 61,582 2,122,736 1,960,905 2.09 CAD 5,320 Liquor Stores N.A. Ltd. 81,505 99,537 Consumer Durables & Apparel CAD 13,977 Loblaw Cos. Ltd. 501,312 452,575 CAD 4,600 Brick Ltd. 14,549 18,906 CAD 7,885 Metro Inc., Class A 389,150 411,045 CAD 3,842 Brookfield Residential Properties Inc. 26,004 42,262 CAD 16,753 Shoppers Drug Mart Corp. 682,489 686,203 CAD 7,738 Dorel Industries Inc., Class B 204,695 207,688 CAD 2,782 The North West Co., Inc. 53,971 60,230 CAD 9,000 Gildan Activewear Inc. 219,919 251,910 2,572,003 2,568,166 2.72 CAD 1,700 Mega Brands Inc. 14,270 10,625 Food Beverage & Tobacco 479,437 531,391 0.57 CAD 3,531 Alliance Grain Traders Inc. 75,948 46,433

Consumer Services Corby Distilleries Ltd., Class A, Voting CAD 3,300 Shares 52,618 55,176 CAD 5,700 Enercare Inc. 50,068 52,155 CAD 21,077 Cott Corp. 154,197 175,361 CAD 700 Gamehost Inc. 7,550 8,330 CAD 1,300 High Liner Foods Inc. 23,136 25,818 CAD 12,985 Great Canadian Gaming Corp. 103,581 117,644 CAD 8,058 Maple Leaf Foods Inc. 93,414 93,956 CAD 1,200 Tim Hortons Inc. 58,252 64,320 CAD 3,100 Premium Brands Holdings Corp. 48,713 56,668 CAD 8,600 Transat AT Inc., Class B 61,837 27,348 CAD 14,689 Rogers Sugar Income Fund 77,169 85,343 CAD 737 Whistler Blackcomb Holdings Inc. 7,697 8,033 CAD 800 Saputo Inc. 35,590 33,808 288,985 277,830 0.30 CAD 16,557 SunOpta Inc. 89,584 94,044 CAD 65,576 Viterra Inc. 699,472 1,058,397 Media CAD 39,912 Aimia Inc. 497,785 540,009 1,349,841 1,725,004 1.84 Astral Media Inc., Class A, Household & Personal Products CAD 11,617 Non-Voting Shares 422,109 567,258 CAD 3,954 Atrium Innovations Inc. 53,752 43,099 CAD 8,553 Cineplex Inc. 219,136 261,893 3,975,596 4,336,269 4.61 CAD 1,800 Cogeco Cable Inc., Sub-Voting Shares 82,914 83,376

CAD 831 Cogeco Inc. 35,870 37,196 Health Care CAD 14,985 Corus Entertainment Inc., Class B 317,766 343,456 Health Care Equipment & Services CAD 4,200 Imax Corp. 102,700 100,044 CAD 5,200 CML Healthcare Inc. 49,586 49,712 CAD 4,033 Mood Media Corp. 11,574 11,938 CAD 6,024 Imris Inc. 20,704 18,674 Quebecor Inc., Class B, Sub-Voting CAD 6,518 Leisureworld Senior Care Corp. 72,865 76,065 CAD 7,786 Shares 255,833 285,513 CAD 757 SXC Health Solutions Corp. 45,604 76,449 CAD 16,100 Shaw Communications Inc., Class B 324,083 309,603 188,759 220,900 0.24 CAD 24,479 Thomson Reuters Corp. 763,099 707,933 CAD 12,408 Torstar Corp., Class B 127,220 116,263 Pharmaceuticals Biotechnology & Life Sciences 3,160,089 3,364,482 3.59 CAD 8,900 AEterna Zentaris Inc. 14,661 4,450 CAD 1,000 Burcon NutraScience Corp. 8,358 5,960 Retailing CAD 800 Cardiome Pharma Corp. 2,811 320 CAD 500 BMTC Group Inc. 10,405 8,880 CAD 11,778 Nordion Inc. 112,634 111,773 Canadian Tire Corp. Ltd., Class A, CAD 4,700 Oncolytics Biotech Inc. 20,259 15,651 CAD 12,172 Non-Voting Shares 773,046 836,825 CAD 1,300 Paladin Labs Inc. 52,082 62,179 CAD 400 Coastal Contacts Inc. 1,161 1,212 CAD 6,241 QLT Inc. 42,063 48,243 CAD 2,100 Dollarama Inc. 79,109 128,478 CAD 4,600 Theratechnologies Inc. 12,937 3,680 CAD 500 Glentel Inc. 9,397 6,225 CAD 4,900 YM Biosciences Inc. 10,311 9,800 CAD 200 Le Chateau Inc. 1,378 242 276,116 262,056 0.28 CAD 2,100 Leon’s Furniture Ltd. 24,993 23,625 464,875 482,956 0.52 CAD 600 Reitman’s Canada Ltd. 9,096 7,278

CAD 8,400 Reitman’s Canada Ltd., Class A 126,584 102,564 Financials CAD 30,579 RONA Inc. 318,916 328,418 Banks CAD 3,094 Uni-Select Inc. 81,483 83,847 CAD 61,268 Bank of Montreal 3,598,465 3,443,261 1,435,568 1,527,594 1.63 CAD 36,595 Bank of Nova Scotia 1,913,072 1,927,459 7,486,815 7,662,202 8.18 CAD 9,391 Canadian Imperial Bank of Commerce 684,462 672,396 CAD 12,577 Canadian Western Bank 352,386 331,530 CAD 2,616 Equitable Group Inc. 67,574 67,205

The accompanying notes are an integral part of these financial statements. 18 DFA Canadian Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Firm Capital Mortgage Investment MacDonald Dettwiler & Associates CAD 6,156 Corp. 79,467 81,875 CAD 4,199 Ltd. 192,622 244,928 CAD 3,020 First National Financial Corp. 46,971 46,659 CAD 300 Mediagrif Interactive Technologies Inc. 5,005 5,094 CAD 8,841 Genworth MI Canada Inc. 202,062 163,028 CAD 4,315 Open Text Corp. 235,118 218,943 CAD 5,600 Home Capital Group Inc. 280,506 252,952 CAD 300 Points International Ltd. 3,696 3,603 CAD 7,633 Laurentian Bank of Canada 341,900 353,026 771,344 878,177 0.93 CAD 10,231 National Bank of Canada 728,888 742,771 CAD 34,366 Royal Bank of Canada 1,779,344 1,789,781 Technology Hardware & Equipment CAD 48,209 Toronto-Dominion Bank 3,649,398 3,837,436 CAD 12,801 5N Plus Inc. 66,957 25,218 CAD 1,800 Aastra Technologies Ltd. 28,643 31,320 13,724,495 13,709,379 14.59 CAD 49,269 Celestica Inc. 412,397 363,605 Diversified Financials CAD 15,661 COM DEV International Ltd. 32,500 41,502 AGF Management Ltd., Class B, CAD 8,300 DragonWave Inc. 38,871 30,212 CAD 23,440 Non-Voting Shares 389,239 263,934 CAD 2,016 Evertz Technologies Ltd. 25,503 26,752 CAD 11,200 Canaccord Capital Inc. 120,445 61,376 CAD 5,300 Exfo Electro Optical Engineering Inc. 34,697 26,500 CAD 1,154 Cash Store Financial Services Inc. 11,255 6,924 CAD 2,000 Hemisphere GPS Inc. 1,782 1,420 CAD 1,500 CI Financial Corp. 30,987 32,955 CAD 4,700 Miranda Technologies Inc. 44,795 79,618 CAD 16,814 Davis & Henderson Income Corp. 299,735 290,042 CAD 71,110 Research In Motion Ltd. 1,322,247 534,036 CAD 1,100 Gluskin Sheff + Associates Inc. 18,818 14,487 CAD 26,800 Sandvine Corp. 48,245 34,572 CAD 11,536 GMP Capital Corp. 102,936 64,371 CAD 8,600 Sierra Wireless Inc. 69,026 78,432 CAD 2,200 Guardian Capital Group Ltd., Class A 21,159 20,592 CAD 400 Smart Technologies Inc., Class A 1,806 704 CAD 3,100 IGM Financial Inc. 144,535 124,000 CAD 4,100 Softchoice Corp. 42,640 50,266 CAD 11,541 Onex Corp., Sub-Voting Shares 391,038 454,831 CAD 21,050 Wi-Lan Inc. 140,377 105,461 CAD 2,051 Sprott Inc. 15,537 10,009 2,310,486 1,429,618 1.52 CAD 28,800 Sprott Resource Lending Corp. 43,061 41,184 3,081,830 2,307,795 2.45 1,588,745 1,384,705 1.47 Telecommunication Services Insurance CAD 1,100 BCE Inc. 41,474 46,145 CAD 177 E-L Financial Corp. Ltd. 69,241 72,570 CAD 6,700 Bell Aliant Inc. 188,274 171,051 Fairfax Financial Holdings Ltd., CAD 7,287 Manitoba Telecom Services Inc. 227,083 241,637 CAD 2,300 Sub-Voting Shares 932,895 917,677 CAD 3,100 TELUS Corp. 163,003 189,224 CAD 9,800 Great-West LifeCo Inc. 221,294 215,992 CAD 2,500 TELUS Corp., Non-Voting Shares 127,395 148,800 Industrial Alliance Insurance and 747,229 796,857 0.85 CAD 19,071 Financial Services Inc. 635,296 466,667 CAD 10,700 Intact Financial Corp. 624,091 676,240 Utilities CAD 174,929 Manulife Financial Corp. 2,390,904 1,936,464 CAD 26,078 Algonquin Power & Utilities Corp. 155,699 171,593 CAD 57,111 Sun Life Financial Inc. 1,371,696 1,263,866 CAD 600 Atco Ltd. 36,935 43,368 CAD 63,000 Westaim Corp. 37,470 46,620 CAD 5,200 Boralex Inc., Class A 39,240 43,420 6,282,887 5,596,096 5.96 Brookfield Renewable Energy Partners CAD 1,300 LP 34,155 36,816 Real Estate Canadian Utilities Ltd., Class A, CAD 5,100 Altus Group Ltd. 31,729 38,148 CAD 2,100 Special Shares 124,750 139,146 CAD 400 Brookfield Real Estate Services Inc. 5,433 4,784 CAD 2,578 Capital Power Corp. 64,069 61,305 CAD 1,162 First Capital Realty Inc. 19,965 21,276 CAD 12,529 Capstone Infrastructure Corp. 77,004 50,116 CAD 1,400 FirstService Corp., Sub-Voting Shares 42,804 39,872 CAD 2,200 Emera Inc. 73,372 73,832 CAD 1,961 Granite Real Estate Inc. 63,921 67,694 CAD 9,215 Innergex Renewable Energy Inc. 88,771 94,915 CAD 600 Huntingdon Capital Corp. 6,672 7,200 CAD 5,465 Just Energy Group Inc. 69,560 61,099 CAD 3,301 Killam Properties Inc. 36,636 42,946 CAD 10,295 Northland Power Inc. 170,749 183,663 CAD 400 Mainstreet Equity Corp. 8,846 10,924 CAD 8,500 Ram Power Corp. 2,508 2,040 CAD 1,400 Melcor Developments Ltd. 17,849 21,700 CAD 34,115 TransAlta Corp. 666,872 588,143 CAD 200 Morguard Corp. 17,240 17,998 CAD 2,349 Valener Inc. 37,463 35,799 251,095 272,542 0.29 1,641,147 1,585,255 1.69 21,847,222 20,962,722 22.31 104,824,497 93,246,259 99.24

Information Technology Embedded Broker Commission (92,029) Software & Services Total Investments $104,732,468 93,246,259 99.24 CAD 1,500 Absolute Software Corp. 7,658 8,145 CAD 600 Calian Technologies Ltd. 11,290 12,246 Other assets less liabilities 714,850 0.76 CAD 6,500 CGI Group Inc. 131,702 158,925 Net Assets Representing Unitholders’ CAD 2,800 Computer Modelling Group Ltd. 39,970 48,272 Equity $93,961,109 100.00 CAD 700 Constellation Software Inc. 50,796 64,365 CAD 8,600 Descartes Systems Group Inc. 59,706 74,390 Currency codes used above are as follows: CAD 2,900 Enghouse Systems Ltd. 33,781 39,266 CAD - Canadian Dollar

The accompanying notes are an integral part of these financial statements. 19 DFA Canadian Vector Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by market segment and geography. The more significant sectors as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2012 December 31, 2011 Energy 29.24 28.24 Materials 25.06 24.10 Financials 22.31 24.53

The Fund’s market risk is affected primarily by changes in actual market prices. The Fund will generally invest in a broad and diverse group of readily marketable equity securities of Canadian companies traded on an exchange or on the over-the-counter market. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on the Canadian exchange was 99.24% (December 31, 2011: 99.11%). If equity prices on the Canadian exchange had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $9,324,626 (December 31, 2011: $6,251,488). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk As at June 30, 2012 and December 31, 2011, the Fund invested primarily in Canadian securities. As a result, the Fund did not have any significant exposure to currency risk.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2012 and December 31, 2011, the Fund had no significant investments in debt instruments and/or derivatives and, therefore, did not have significant exposure to credit risk. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 20 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA U.S. Core Equity Fund 2012 2011

Assets Investments – at fair value $ 501,790,198 $ 436,111,380 Cash 1,677,791 1,469,203 503,467,989 437,580,583

Unrealized appreciation on forward foreign currency contracts 1,912,743 2,690,427 Due from investment dealers – 7,808 Accrued interest and dividends 506,308 518,198 Subscriptions receivable 7,904,559 1,254,352 513,791,599 442,051,368

Liabilities Unrealized depreciation on forward foreign currency contracts 340,760 180,875 Accrued expenses 142,428 163,941 Redemptions payable to unitholders 920,154 532,528 Due to investment dealers 6,955,948 916,849 Management fees payable 188,959 188,063 8,548,249 1,982,256

Net Assets representing Unitholders’ Equity $ 505,243,350 $ 440,069,112

Net Assets per Class

Class A $ 77,131,705 $ 73,805,394 Class A(H) $ 29,143,552 $ 28,590,400 Class F $ 201,891,937 $ 184,986,932 Class F(H) $ 109,279,558 $ 108,274,330 Class I $ 55,767,389 $ 28,661,138 Class I(H) $ 32,029,209 $ 15,750,918

Net Assets per Unit

Class A $ 9.22 $ 8.59 Class A(H) $ 15.48 $ 14.42 Class F $ 9.32 $ 8.68 Class F(H) $ 15.56 $ 14.49 Class I $ 9.48 $ 8.83 Class I(H) $ 12.09 $ 11.26

The accompanying notes are an integral part of these financial statements. 21 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Core Equity Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $688,941; 2011 – $508,283) $ 5,680,612 $ 3,076,518 Interest income 2,336 6,280 Security lending income (note 13) 60,378 44,658 5,743,326 3,127,456

Expenses (note 5) Management fees 1,158,426 1,179,201 Custodian fees 47,009 39,053 Audit fees 33,647 19,768 Legal fees 11,101 11,634 Broker commission expense (note 7) 28,716 30,040 Valuation fees 17,838 18,226 Transaction fees 38,552 38,005 Filing fees 21,485 24,158 Securityholder reporting costs 155,037 149,772 Other expenses 30,697 35,072 1,542,508 1,544,929

Net Investment Income (Loss) 4,200,818 1,582,527

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 3,539,725 2,092,374 Net realized gain (loss) on foreign exchange 72,733 48,966 Net realized gain (loss) on currency forward contracts 1,102,712 5,238,019 Change in unrealized appreciation (depreciation) in value of investments 26,397,604 4,463,302 Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (3,324) (9,871)

Net Gain (Loss) on Investments 31,109,450 11,832,790

Increase (Decrease) in Net Assets from Operations $ 35,310,268 $ 13,415,317

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 5,492,166 $ 1,090,565 Class A(H) $ 2,147,414 $ 1,334,807 Class F $ 14,793,061 $ 3,627,046 Class F(H) $ 8,775,620 $ 6,819,531 Class I $ 2,697,963 $ 384,080 Class I(H) $ 1,404,044 $ 159,288

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.65 $ 0.12 Class A(H) $ 1.11 $ 0.73 Class F $ 0.69 $ 0.18 Class F(H) $ 1.20 $ 0.90 Class I $ 0.64 $ 0.17 Class I(H) $ 0.70 $ 1.06 * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 22 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Core Equity Fund 2012 2011 2012 2011

Class A Class A(H)

Net Assets at beginning of period $ 73,805,394 $ 75,149,771 $ 28,590,400 $ 26,070,362

Increase (Decrease) in Net Assets from Operations 5,492,166 1,090,565 2,147,414 1,334,807

Capital Unit Transactions Sales of units 9,193,232 15,261,522 3,642,292 5,670,255 Units redeemed 39,898 (6,027,412) 8,402 (2,333,785) Units issued on reinvestment of distribution (11,357,887) 9,028 (5,236,424) 5,071 (2,124,757) 9,243,138 (1,585,730) 3,341,541

Distributions to Investors From net investment income (41,098) (9,019) (8,532) (3,891) (41,098) (9,019) (8,532) (3,891)

Increase (Decrease) in Net Assets for the period 3,326,311 10,324,684 553,152 4,672,457

Net Assets at end of period $ 77,131,705 $ 85,474,455 $ 29,143,552 $ 30,742,819

2012 2011 2012 2011

Class F Class F(H)

Net Assets at beginning of period $ 184,986,932 $ 170,599,502 $ 108,274,330 $ 116,854,857

Increase (Decrease) in Net Assets from Operations 14,793,061 3,627,046 8,775,620 6,819,531

Capital Unit Transactions Sales of units 23,705,763 31,951,438 9,893,049 13,465,995 Units redeemed 1,043,392 (19,202,865) 514,058 (20,549,212) Units issued on reinvestment of distribution (21,381,746) 720,363 (17,464,264) 354,540 3,367,409 13,468,936 (7,057,157) (6,728,677)

Distributions to Investors From net investment income (1,255,465) (877,361) (713,235) (551,867) (1,255,465) (877,361) (713,235) (551,867)

Increase (Decrease) in Net Assets for the period 16,905,005 16,218,621 1,005,228 (461,013)

Net Assets at end of period $ 201,891,937 $ 186,818,123 $ 109,279,558 $ 116,393,844

The accompanying notes are an integral part of these financial statements. 23 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Core Equity Fund 2012 2011 2012 2011

Class I Class I(H)

Net Assets at beginning of period $ 28,661,138 $ 17,686,739 $ 15,750,918 $ 1,148,194

Increase (Decrease) in Net Assets from Operations 2,697,963 384,080 1,404,044 159,288

Capital Unit Transactions Sales of units 24,621,026 4,234,194 15,091,472 4,821,004 Units redeemed 254,826 (175,027) 208,946 (1,657) Units issued on reinvestment of distribution (114,149) 62,287 (209,434) 13,541 24,761,703 4,121,454 15,090,984 4,832,888

Distributions to Investors From net investment income (353,415) (128,704) (216,737) (20,722) (353,415) (128,704) (216,737) (20,722)

Increase (Decrease) in Net Assets for the period 27,106,251 4,376,830 16,278,291 4,971,454

Net Assets at end of period $ 55,767,389 $ 22,063,569 $ 32,029,209 $ 6,119,648

2012 2011

Total

Net Assets at beginning of period $ 440,069,112 $ 407,509,425

Increase (Decrease) in Net Assets for the period 35,310,268 13,415,317

Capital Unit Transactions Sales of units 86,146,834 75,404,408 Units redeemed 2,069,522 (48,289,958) Units issued on reinvestment of distribution (55,763,904) 1,164,830 32,452,452 28,279,280

Distributions to Investors From net investment income (2,588,482) (1,591,564) (2,588,482) (1,591,564)

Increase (Decrease) in Net Assets for the period 65,174,238 40,103,033

Net Assets at end of period $ 505,243,350 $ 447,612,458

The accompanying notes are an integral part of these financial statements. 24 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

United States of America USD 3,400 FMC Technologies Inc. 81,771 135,790 Energy USD 4,176 Forest Oil Corp. 125,590 31,120 USD 200 Adams Resources & Energy Inc. 8,705 8,454 USD 700 Geokinetics Inc. 13,611 190 USD 3,400 Alon USA Energy Inc. 22,306 29,214 USD 2,500 Georesources Inc. 54,754 93,101 USD 5,095 Alpha Natural Resources Inc. 210,131 45,075 USD 1,900 Global Geophysical Services Inc. 19,908 11,838 USD 23,125 Anadarko Petroleum Corp. 1,345,661 1,558,743 USD 3,621 Green Plains Renewable Energy Inc. 42,585 22,966 USD 15,667 Apache Corp. 1,573,060 1,401,827 USD 1,000 Gulf Island Fabrication Inc. 30,784 28,689 USD 2,910 Approach Resources Inc. 48,838 75,633 USD 2,490 Gulfmark Offshore Inc. 102,943 86,239 USD 7,300 Arch Coal Inc. 159,859 51,131 USD 3,700 Gulfport Energy Corp. 89,412 77,671 USD 5,616 Atwood Oceanics Inc. 179,112 216,402 USD 12,126 Halliburton Co. 354,779 350,718 USD 16,514 Baker Hughes Inc. 902,047 691,145 USD 3,500 Harvest Natural Resources Inc. 17,689 30,501 USD 3,200 Basic Energy Services Inc. 45,656 33,588 USD 10,807 Heckmann Corp. 60,379 37,077 USD 4,300 Berry Petroleum Co. 130,189 173,616 USD 9,900 Helix Energy Solutions Group 167,552 165,391 USD 4,516 Bill Barrett Corp. 161,182 98,479 USD 6,475 Helmerich & Payne Inc. 238,595 286,549 USD 1,100 Bolt Technology Corp. 14,885 16,787 USD 12,702 Hercules Offshore Inc. 51,436 45,647 USD 7,354 BPZ Resources Inc. 54,731 18,867 USD 17,054 Hess Corp. 1,045,815 754,198 USD 3,200 Bristow Group Inc. 126,149 132,395 USD 14,992 HollyFrontier Corp. 245,449 540,907 USD 9,600 Cabot Oil & Gas Corp., Class A 138,252 385,067 USD 3,100 Hornbeck Offshore Services Inc. 107,391 122,325 USD 6,600 Cal Dive International Inc. 73,745 19,418 USD 1,300 Houston American Energy Corp. 19,935 1,482 USD 2,100 Callon Petroleum Co. 14,235 9,086 USD 13,017 Ion Geophysical Corporation 60,378 87,198 USD 4,940 Cameron International Corp. 143,515 214,796 USD 2,600 James River Coal Co. 58,950 7,094 USD 900 CARBO Ceramics Inc. 41,872 70,349 USD 12,900 Key Energy Services Inc. 167,682 99,678 USD 3,800 Carrizo Oil & Gas Inc. 122,415 90,912 USD 9,388 Kinder Morgan Inc. 320,161 307,750 USD 6,800 Cheniere Energy Inc. 112,140 101,626 USD 15,072 Kodiak Oil & Gas Corp. 132,666 125,821 USD 28,200 Chesapeake Energy Corp. 797,360 533,988 USD 2,435 Lone Pine Resources Inc. 16,854 6,792 USD 87,125 Chevron Corp. 7,194,264 9,353,163 USD 1,600 Lufkin Industries Inc. 43,549 88,432 USD 4,400 Cimarex Energy Co. 166,433 246,906 USD 12,387 Magnum Hunter Resources Corp. 82,214 52,460 USD 1,100 Clayton Williams Energy Inc. 51,924 53,999 USD 38,754 Marathon Oil Corp. 976,738 1,008,826 USD 6,266 Clean Energy Fuels Corp. 91,864 98,812 USD 19,189 Marathon Petroleum Corp. 595,469 877,333 USD 5,411 Cloud Peak Energy Inc. 113,592 93,041 USD 2,400 Matrix Service Co. 28,382 27,707 USD 4,200 Cobalt International Energy Inc. 105,360 100,396 USD 18,638 McDermott International Inc. 270,981 211,185 USD 3,200 Comstock Resources Inc. 119,717 53,492 USD 7,057 McMoRan Exploration Co. 116,673 91,026 USD 2,743 Concho Resources Inc. 102,008 237,615 USD 1,824 Mitcham Industries Inc. 42,441 31,512 USD 71,187 ConocoPhillips 4,790,323 4,049,007 USD 11,635 Murphy Oil Corp. 686,961 595,923 USD 4,492 Consol Energy Inc. 179,284 138,290 USD 17,437 Nabors Industries Ltd. 352,363 255,625 USD 1,567 Contango Oil & Gas Co. 72,995 94,218 USD 18,739 National Oilwell Varco Inc. 697,293 1,229,147 USD 1,115 Continental Resources Inc. 34,247 75,588 USD 749 Natural Gas Services Group Inc. 12,539 11,285 USD 800 Core Laboratories NV 105,608 94,434 USD 5,200 Newfield Exploration Co. 220,879 155,163 USD 3,198 Crimson Exploration Inc. 14,693 14,911 USD 7,600 Newpark Resources 55,371 45,572 USD 4,450 Crosstex Energy Inc. 37,799 63,425 USD 15,112 Noble Corp. 497,648 500,159 USD 1,000 Dawson Geophysical Co. 33,647 24,230 USD 6,900 Noble Energy Inc. 458,387 595,541 USD 3,000 Delek US Holdings Inc. 23,048 53,631 USD 1,878 Nordic American Tankers Ltd. 26,005 25,944 USD 27,624 Denbury Resources Inc. 465,983 424,651 USD 5,457 Northern Oil and Gas Inc. 121,268 88,610 USD 21,500 Devon Energy Corp. 1,574,211 1,269,290 USD 1,013 Oasis Petroleum Inc. 27,175 24,926 USD 5,000 DHT Holdings Inc. 3,480 3,156 USD 24,982 Occidental Petroleum Corp. 1,797,586 2,181,128 USD 25 DHT Maritime Inc., Preferred 3,480 3,563 USD 3,000 Oceaneering International Inc. 70,462 146,141 USD 4,765 Diamond Offshore Drilling Inc. 360,965 286,840 USD 4,300 Oil States International Inc. 208,103 289,798 USD 2,591 Dresser-Rand Group Inc. 81,163 117,486 USD 2,400 Overseas Shipholding Group Inc. 124,190 27,145 USD 1,900 Dril-Quip Inc. 63,706 126,870 USD 400 OYO Geospace Corp. 24,405 36,495 USD 2,657 Endeavour International Corp. 35,466 22,668 USD 600 Panhandle Oil and Gas Inc., Class A 16,842 18,300 USD 3,079 Energen Corp. 143,544 141,432 USD 11,200 Parker Drilling Co. 82,283 51,310 USD 3,155 Energy Partners Ltd. 40,168 54,250 USD 6,260 Patriot Coal Corp. 78,318 7,775 USD 3,402 Energy XXI Bermuda Ltd. 114,294 108,335 USD 11,100 Patterson-UTI Energy Inc. 218,381 164,533 USD 2,700 ENGlobal Corp. 15,938 4,068 USD 2,377 PDC Energy Inc. 83,306 59,360 USD 10,066 EOG Resources Inc. 914,307 923,419 USD 5,400 Peabody Energy Corp. 226,997 134,743 USD 3,146 EQT Corp. 145,162 171,701 USD 2,890 Penn Virginia Corp. 91,714 21,566 USD 3,221 EXCO Resources Inc. 49,411 24,856 USD 7,200 Petroquest Energy Inc. 69,061 36,577 USD 4,407 Exterran Holdings Inc. 140,833 57,159 USD 700 PHI Inc., Non-Voting Shares 25,793 19,647 USD 101,395 Exxon Mobil Corp. 7,536,212 8,835,043 USD 35,593 Phillips 66 1,181,979 1,204,829

The accompanying notes are an integral part of these financial statements. 25 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,400 Pioneer Drilling Co. 49,044 35,611 USD 1,800 AM Castle & Co. 21,466 19,443 USD 5,900 Pioneer Natural Resources Co. 238,845 529,773 USD 3,129 AMCOL International Corp. 87,813 89,958 USD 9,359 Plains Exploration & Production Co. 344,088 335,193 USD 3,100 American Vanguard Corp. 45,993 83,854 USD 8,610 QEP Resources Inc. 247,969 262,699 USD 3,200 AptarGroup Inc. 118,671 166,341 USD 8,300 Quicksilver Resources Inc. 112,674 45,798 USD 100 Arabian American Development Co. 886 985 USD 4,450 Range Resources Corp. 196,654 280,246 USD 5,495 Ashland Inc. 257,695 387,621 USD 3,300 Rex Energy Corp. 32,820 37,560 USD 1,475 Balchem Corp., Class B 24,759 48,953 USD 412 Rignet Inc. 6,722 7,281 USD 3,200 Ball Corp. 72,917 133,601 USD 3,100 Rosetta Resources Inc. 61,012 115,634 USD 8,755 Bemis Co. 260,576 279,245 USD 8,400 Rowan Cos., Plc 226,754 276,388 USD 10,641 Boise Inc. 46,607 71,282 USD 15,526 RPC Inc. 90,515 187,304 USD 3,600 Buckeye Technologies Inc. 26,325 104,379 USD 35,428 SandRidge Energy Inc. 284,052 240,931 USD 5,200 Cabot Corp. 169,469 215,619 USD 21,534 Schlumberger Ltd. 1,308,081 1,423,002 USD 4,400 Calgon Carbon Corp. 49,958 63,697 USD 2,127 SEACOR Holdings Inc. 184,534 193,564 USD 3,200 Carpenter Technology Corp. 124,297 155,851 USD 2,617 SemGroup Corp. 68,244 85,096 USD 2,300 Celanese Corp. 66,747 80,970 USD 5,000 Ship Finance International Ltd. 97,067 79,459 USD 6,700 Century Aluminum Co. 108,297 49,929 USD 1,600 SM Energy Company 51,712 79,994 USD 2,414 CF Industries Holdings Inc. 261,068 476,253 USD 5,058 Southwestern Energy Co. 142,497 164,366 USD 5,604 Chemtura Corp. 96,421 82,725 USD 10,429 Spectra Energy Corp. 246,867 308,431 USD 1,800 Clearwater Paper Corp. 45,062 62,561 USD 4,712 Stone Energy Corp. 143,694 121,509 USD 6,400 Cliffs Natural Resources Inc. 324,640 321,215 USD 6,800 Sunoco Inc. 314,695 328,692 USD 8,800 Coeur dAlene Mines Corp. 178,313 157,228 USD 9,525 Superior Energy Services Inc. 269,655 196,072 USD 9,226 Commercial Metals Co. 202,737 118,534 USD 3,900 Swift Energy Co. 146,797 73,849 USD 804 Compass Minerals International Inc. 47,557 62,452 USD 1,146 Targa Resources Corp. 51,206 49,794 USD 110 Contango Ore Inc. 571 1,064 USD 6,500 Teekay Shipping Corp. 164,281 193,689 USD 2,947 Crown Holdings Inc. 83,691 103,477 USD 1,536 Tesco Corp. 32,534 18,733 USD 4,279 Cytec Industries Inc. 215,960 255,580 USD 11,613 Tesoro Corp. 263,192 295,211 USD 1,100 Deltic Timber Corp. 51,362 68,188 USD 6,200 Tetra Technologies Inc. 98,414 44,941 USD 3,400 Domtar Corp. 162,504 265,522 USD 735 TGC Industries Inc. 6,752 7,243 USD 34,678 Dow Chemical Co. 1,194,863 1,111,721 USD 4,697 Tidewater Inc. 247,122 221,636 USD 4,500 Eagle Materials Inc. 148,401 171,063 USD 11,495 Transocean Ltd. 546,910 523,452 USD 4,800 Eastman Chemical Co. 121,314 245,993 USD 2,635 Triangle Petroleum Corp. 19,371 14,915 USD 3,017 Ecolab Inc., PFD. 149,068 210,456 USD 2,354 Ultra Petroleum Corp. 108,660 55,239 USD 14,967 EI Du Pont de Nemours & Co. 620,243 770,238 USD 2,600 Union Drilling Inc. 23,652 11,832 USD 6,900 Ferro Corp. 85,978 33,648 USD 3,800 Unit Corp. 198,829 142,674 USD 2,400 FMC Corp. 47,443 130,571 USD 9,400 USEC Inc. 57,326 8,900 Freeport-McMoRan Copper & Gold USD 4,827 Vaalco Energy Inc. 33,995 42,458 USD 32,849 Inc. 1,219,361 1,138,698 USD 31,436 Valero Energy Corp. 1,179,058 772,883 USD 5,266 General Moly Inc. 16,073 16,780 USD 2,900 Venoco Inc. 32,686 29,523 USD 2,700 Georgia Gulf Corp. 53,414 70,560 USD 6,300 W&T Offshore Inc. 78,483 98,066 USD 3,400 Glatfelter 46,632 56,663 USD 6,200 Warren Resources Inc. 16,555 15,085 USD 5,050 Globe Specialty Metals Inc. 66,721 69,046 USD 26,768 Weatherford International Ltd. 541,491 343,910 USD 22,987 Graphic Packaging Holding Co. 58,144 128,477 USD 8,300 Western Refining Inc. 44,852 188,177 USD 1,878 Greif Inc., Class A 98,562 78,388 USD 5,800 Whiting Petroleum Corp. 142,683 242,801 USD 800 Hawkins Inc. 18,275 30,818 USD 2,300 Willbros Group Inc. 35,266 15,079 USD 1,358 Haynes International Inc. 63,417 70,370 USD 9,435 Williams Cos. Inc. 226,046 276,729 USD 4,600 HB Fuller Co. 109,965 143,769 USD 4,568 World Fuel Services Corp. 121,657 176,671 USD 3,300 Headwaters Inc. 17,238 17,268 USD 2,833 WPX Energy Inc. 52,538 46,694 USD 17,853 Hecla Mining Co. 78,665 86,332 53,778,550 56,413,785 11.17 USD 3,457 Horsehead Holding Corp. 26,630 35,018 USD 19,900 Huntsman Corp. 182,510 262,154 Materials USD 1,900 Innophos Holdings Inc. 49,410 109,172 USD 600 AEP Industries Inc. 18,331 26,437 USD 2,000 Innospec Inc. 23,145 60,330 USD 3,700 Air Products & Chemicals Inc. 298,385 304,055 USD 1,201 International Flavors & Fragrances Inc. 50,079 66,929 USD 3,000 Airgas Inc. 134,912 256,579 USD 20,647 International Paper Co. 588,621 607,259 USD 8,500 AK Steel Holding Corp. 145,886 50,709 USD 3,499 Intrepid Potash Inc. 87,449 81,075 USD 1,500 Albemarle Corp. 48,717 91,029 USD 2,000 Kaiser Aluminum Corp. 92,936 105,470 USD 52,549 Alcoa Inc. 996,529 467,568 USD 4,400 KapStone Paper and Packaging Corp. 42,130 70,909 USD 4,037 Allegheny Technologies Inc. 206,177 131,064 USD 700 KMG Chemicals Inc. 8,939 13,661 USD 1,400 Allied Nevada Gold Corp. 26,961 40,349 USD 600 Koppers Holdings Inc. 23,890 20,774

The accompanying notes are an integral part of these financial statements. 26 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,480 Kraton Performance Polymers Inc. 82,716 55,242 USD 522 United States Lime & Minerals Inc. 20,682 24,546 USD 4,800 Kronos Worldwide Inc. 62,883 77,209 USD 7,637 United States Steel Corp. 407,511 160,084 USD 1,413 Landec Corp. 12,324 12,328 USD 669 Universal Stainless & Alloy 25,769 27,904 USD 12,300 Louisiana-Pacific Corp. 130,932 136,240 USD 7,300 Valspar Corp. 198,445 390,093 USD 1,100 LSB Industries Inc. 17,840 34,592 USD 7,424 Vulcan Materials Co. 395,871 300,053 LyondellBasell Industries NV, USD 744 Walter Industries Inc. 25,113 33,448 USD 9,772 Class A 410,436 400,522 USD 4,000 Wausau Paper Corp. 54,528 39,663 USD 2,562 Martin Marietta Materials Inc. 218,759 205,582 USD 4,400 Westlake Chemical Corp. 110,937 234,095 USD 2,400 Materion Corp. 65,246 56,099 USD 6,210 Worthington Industries Inc. 118,774 129,413 USD 4,482 McEwen Mining Inc. 12,702 13,643 USD 1,800 WR Grace & Co. 44,481 92,376 USD 11,831 MeadWestvaco Corp. 313,221 346,281 USD 1,650 Zep Inc. 21,886 23,047 USD 4,300 Mercer International Inc. 29,755 24,952 USD 3,994 Zoltek Cos Inc. 40,195 36,676 USD 1,616 Metals USA Holdings Corp. 21,766 26,142 20,466,495 22,290,097 4.41 USD 1,651 Minerals Technologies Inc. 99,809 107,235 USD 700 Molycorp Inc. 35,255 15,350 Industrials USD 7,702 Monsanto Co. 530,434 649,001 Capital Goods USD 13,000 Mosaic Co. 704,376 724,465 USD 10,594 3M Co. 889,624 966,140 USD 2,900 Myers Industries Inc. 37,190 50,574 USD 1,740 AAON Inc. 25,893 33,356 USD 1,300 Neenah Paper Inc. 31,171 35,363 USD 2,900 AAR Corp. 80,730 39,739 USD 600 NewMarket Corp. 31,332 132,361 USD 4,400 Aceto Corp. 40,743 40,404 USD 15,163 Newmont Mining Corp. 767,683 748,525 USD 5,516 Actuant Corp., Class A 130,651 152,519 USD 15,452 Nucor Corp. 645,192 596,201 USD 2,400 Acuity Brands Inc. 91,332 124,243 USD 7,779 Olin Corp. 149,235 165,437 USD 10,928 Aecom Technology Corp. 303,891 183,010 USD 900 Olympic Steel Inc. 42,139 15,017 USD 2,600 Aegion Corp. 53,608 47,274 USD 2,300 OM Group Inc. 99,487 44,442 USD 1,600 Aerovironment Inc. 39,362 42,840 USD 5,500 Omnova Solutions Inc. 39,132 42,219 USD 5,700 AGCO Corp. 185,115 265,366 USD 8,355 Owens-Illinois Inc. 243,220 162,886 USD 6,076 Aircastle Ltd. 48,426 74,599 USD 4,900 Packaging Corp. of America 108,233 140,774 USD 1,200 Alamo Group Inc. 25,839 38,238 USD 1,090 Penford Corp. 20,358 9,920 USD 2,600 Albany International Corp., Class A 76,293 49,577 USD 8,500 PolyOne Corp. 72,878 118,379 USD 2,867 Alliant Techsystems Inc. 213,666 147,601 USD 2,400 PPG Industries Inc. 150,090 259,358 USD 2,050 Altra Holdings Inc. 29,852 32,912 USD 3,800 Praxair Inc. 318,398 420,593 USD 2,200 Ameresco Inc. 24,845 26,697 USD 1,000 Quaker Chemical Corp. 26,247 47,044 USD 2,500 American Railcar Industries Inc. 38,066 68,973 USD 6,170 Reliance Steel & Aluminum Co. 253,495 317,209 USD 717 American Science & Engineering Inc. 50,070 41,169 USD 4,594 Rock-Tenn Co. 215,138 255,126 USD 157 American Superconductor Corp. 684 751 USD 4,400 Rockwood Holdings Inc. 124,215 198,528 USD 1,100 American Woodmark Corp. 28,902 19,105 USD 4,100 Royal Gold Inc. 191,259 327,117 USD 4,300 AMETEK Inc. 105,175 218,312 USD 7,446 RPM International Inc. 160,813 206,111 USD 900 Ampco-Pittsburgh Corp. 32,316 16,758 USD 2,136 RTI International Metals Inc. 56,979 49,254 USD 3,450 AO Smith Corp., Class B 103,548 171,715 USD 2,100 Schnitzer Steel Industries Inc. 107,478 59,883 USD 2,300 Apogee Enterprises Inc. 40,595 37,581 USD 2,391 Schulman A Inc. 51,485 48,221 USD 3,775 Applied Industrial Technologies Inc. 102,698 141,581 USD 1,500 Schweitzer-Mauduit International Inc. 55,962 104,009 USD 1,000 Argan Inc. 17,707 14,232 USD 1,600 Scotts Miracle-Gro Co., Class A 73,118 66,931 USD 4,000 Armstrong World Industries Inc. 92,564 200,189 USD 16,780 Sealed Air Corp. 362,775 263,418 USD 1,900 Astec Industries Inc. 66,461 59,286 USD 4,597 Sensient Technologies Corp. 133,372 171,896 USD 459 Astronics Corp. 11,382 13,173 USD 2,021 Sigma-Aldrich Corp. 109,308 152,109 USD 45 Astronics Corporation, B Shares – 1,260 USD 2,200 Silgan Holdings Inc. 53,806 95,479 USD 1,300 AZZ Inc. 48,885 81,089 USD 8,100 Solutia Inc. 61,979 231,141 USD 2,996 Babcock & Wilcox Co. 72,111 74,696 USD 5,765 Sonoco Products Co. 164,978 176,952 USD 5,000 Barnes Group Inc. 112,663 123,642 USD 1,533 Southern Copper Corp. 46,639 49,177 USD 6,091 BE Aerospace Inc. 143,873 270,795 USD 2,800 Spartech Corp. 27,402 14,709 USD 4,400 Beacon Roofing Supply Inc. 72,489 112,926 USD 17,179 Steel Dynamics Inc. 248,148 205,147 USD 3,900 Belden CDT Inc. 129,007 132,413 USD 1,000 Stepan Co. 56,472 95,687 USD 2,200 Blount International Inc. 26,384 32,789 USD 9,522 Stillwater Mining Co. 110,147 82,689 USD 6,316 Boeing Co. 413,428 477,814 USD 3,607 Suncoke Energy Inc. 49,003 53,833 USD 4,127 Brady Corp. 135,854 115,457 USD 2,400 Texas Industries Inc. 118,392 95,289 USD 4,100 Briggs & Stratton Corp. 100,332 72,962 USD 1,367 The Sherwin-Williams Co. 81,309 184,091 USD 1,600 Builders FirstSource Inc. 4,808 7,705 USD 8,638 Titanium Metals Corp. 121,296 99,459 USD 4,688 Carlisle Cos Inc. 176,254 253,044 USD 900 Tredegar Corp. 19,120 13,331 USD 1,100 Cascade Corp. 61,181 52,600

The accompanying notes are an integral part of these financial statements. 27 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 9,308 Caterpillar Inc. 668,779 804,513 USD 2,500 Granite Construction Inc. 105,096 66,453 USD 1,700 Ceradyne Inc. 40,382 44,375 USD 4,500 Great Lakes Dredge & Dock Corp. 33,360 32,618 USD 2,000 Chart Industries Inc. 69,220 139,941 USD 2,100 Greenbrier Cos. Inc. 48,025 37,542 USD 1,772 CIRCOR International Inc. 60,250 61,534 USD 5,132 Griffon Corp. 67,023 44,880 USD 2,400 CLARCOR Inc. 82,404 117,670 USD 2,615 H&E Equipment Services Inc. 46,034 39,986 USD 1,767 CNH Global NV 77,051 69,887 USD 400 Hardinge Inc. 10,674 3,693 USD 410 Coleman Cable Inc. 5,200 3,615 USD 5,905 Harsco Corp. 203,414 122,396 USD 2,600 Colfax Corp. 31,928 72,923 USD 1,132 HEICO Corp. 27,101 45,544 USD 1,700 Columbus McKinnon Corp. 42,744 26,081 USD 2,896 HEICO Corp., Class A 64,101 95,111 USD 2,823 Comfort Systems USA Inc. 36,441 28,740 USD 5,955 Hexcel Corp. 90,114 156,352 USD 1,900 Commercial Vehicle Group Inc. 23,404 16,674 USD 12,100 Hoku Corp. 33,376 1,651 USD 5,800 Cooper Industries PLC 258,818 402,523 USD 11,700 Honeywell International Inc. 547,312 665,121 USD 3,100 Crane Co. 103,500 114,782 USD 2,100 Houston Wire & Cable Co. 31,543 23,282 USD 2,483 Cubic Corp. 95,379 121,538 USD 3,000 Hubbell Inc. 150,820 237,705 USD 3,100 Cummins Inc. 116,382 305,780 USD 200 Hubbell Inc., Class A 11,668 15,118 USD 4,074 Curtiss-Wright Corp. 150,828 128,698 USD 4,216 Huntington Ingalls Industries Inc. 155,561 172,757 USD 11,200 Danaher Corp. 419,566 593,596 USD 300 Hurco Cos. Inc. 11,616 6,215 USD 6,376 Deere & Co. 396,043 524,869 USD 5,865 IDEX Corp. 185,974 232,744 USD 3,700 DigitalGlobe Inc. 98,516 57,067 USD 5,328 II-VI Inc. 72,408 90,367 USD 2,200 Donaldson Co Inc. 40,382 74,739 USD 7,800 Illinois Tool Works Inc. 392,549 419,830 USD 1,384 Douglas Dynamics Inc. 19,020 20,050 USD 14,398 Ingersoll-Rand PLC 373,542 618,856 USD 6,408 Dover Corp. 300,770 349,668 USD 1,700 Insteel Industries Inc. 25,656 19,228 USD 800 Ducommun Inc. 19,186 8,030 USD 2,800 Interline Brands Inc. 62,212 71,492 USD 800 DXP Enterprises Inc. 18,629 33,734 USD 4,598 ITT Corp. 251,158 82,339 USD 3,675 Dycom Industries Inc. 56,515 69,664 USD 6,163 Jacobs Engineering Group Inc. 276,744 237,355 USD 1,202 Dynamic Materials Corp. 32,019 21,109 USD 1,100 John Bean Technologies Corp. 18,848 15,174 USD 12,680 Eaton Corp. 408,035 511,321 USD 1,900 Joy Global Inc. 97,899 109,675 USD 5,883 EMCOR Group Inc. 148,924 166,619 USD 2,300 Kaman Corp. 64,948 72,353 USD 11,540 Emerson Electric Co. 532,639 547,353 USD 2,400 Kaydon Corp. 96,049 52,238 USD 1,800 Encore Wire Corp. 47,574 49,056 USD 7,875 KBR Inc. 203,436 198,104 USD 2,700 Energy Recovery Inc. 15,995 6,569 USD 6,000 Kennametal Inc. 184,820 202,490 USD 4,449 EnerSys 111,042 158,797 Kratos Defense & Security Solutions USD 1,800 EnPro Industries Inc. 60,720 68,425 USD 1,614 Inc. 16,392 9,579 USD 2,100 ESCO Technologies Inc. 92,373 77,863 USD 6,138 L-3 Communications Holdings Inc. 529,613 462,536 USD 2,851 Esterline Technologies Corp. 149,138 180,968 USD 863 Lawson Products 13,270 8,127 USD 16,016 Exelis Inc. 163,981 160,931 USD 1,500 Layne Christensen Co. 55,505 31,626 USD 4,200 Fastenal Co. 90,545 172,358 USD 700 LB Foster Co. 19,951 20,346 USD 5,100 Federal Signal Corp. 57,813 30,218 USD 1,400 Lennox International Inc. 55,835 66,460 USD 2,788 Flow International Corp. 17,647 8,884 USD 3,900 Lincoln Electric Holdings Inc. 103,053 173,943 USD 2,100 Flowserve Corp. 189,769 245,325 USD 1,057 Lindsay Corporation 50,856 69,827 USD 4,478 Fluor Corp. 226,211 224,841 USD 1,106 LMI Aerospace Inc. 22,477 19,558 USD 8,331 Fortune Brands Home & Security Inc. 116,526 188,795 USD 2,675 Lockheed Martin Corp. 244,472 237,116 USD 2,200 Franklin Electric Co. Inc. 97,532 114,292 USD 1,500 LSI Industries Inc. 18,004 10,827 USD 1,200 FreightCar America Inc. 31,355 28,062 USD 500 Lydall Inc. 9,728 6,872 USD 1,700 Furmanite Corp. 15,900 8,394 USD 9,000 Manitowoc Co. Inc. 96,484 107,109 USD 1,800 Gardner Denver Inc. 66,510 96,957 USD 12,700 Masco Corp. 256,059 179,070 USD 4,400 GATX Corp. 168,586 172,234 USD 6,400 MasTec Inc. 88,950 97,993 USD 4,100 GenCorp Inc. 32,241 27,131 USD 3,659 Meritor Inc. 45,211 19,370 USD 5,135 Generac Holdings Inc. 90,636 125,674 USD 533 Met-Pro Corp. 7,300 4,976 USD 4,297 General Cable Corp. 142,438 113,476 USD 800 Michael Baker Corp. 26,160 21,355 USD 12,961 General Dynamics Corp. 942,173 870,075 USD 900 Middleby Corp. 57,854 91,066 USD 437,140 General Electric Co. 9,379,792 9,265,533 USD 1,600 Miller Industries Inc. 31,667 25,948 USD 1,800 GeoEye Inc. 52,719 28,367 USD 3,744 Moog Inc., Class A 148,465 157,380 USD 2,333 Gibraltar Industries Inc. 46,222 24,630 USD 1,126 MSC Industrial Direct Co. 53,904 75,084 USD 1,693 Global Power Equipment Group Inc. 42,771 37,591 USD 3,896 Mueller Industries Inc. 133,206 168,846 USD 2,900 Goodrich Corp. 194,529 374,535 USD 12,112 Mueller Water Products Inc. 89,217 42,664 USD 1,000 Graco Inc. 43,729 46,881 USD 2,000 MYR Group Inc. 45,930 34,716 USD 5,851 GrafTech International Ltd. 56,336 57,481 USD 695 NACCO Industries Inc., Class A 92,359 82,252 USD 1,100 Graham Corp. 16,991 20,762 USD 512 National Presto Industries Inc. 46,005 36,362

The accompanying notes are an integral part of these financial statements. 28 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,800 Navistar International Corp. 65,813 51,933 USD 1,100 Trex Co. Inc. 26,364 33,730 USD 1,923 NN Inc. 22,564 19,949 USD 3,200 Trimas Corp. 17,264 65,448 USD 1,600 Nordson Corp. 36,928 83,529 USD 6,900 Trinity Industries Inc. 209,865 175,473 USD 10,656 Northrop Grumman Corp. 714,357 692,016 USD 4,300 Triumph Group Inc. 174,569 246,416 USD 500 Northwest Pipe Co. 15,741 12,339 USD 3,630 Tutor Perini Corp. 109,449 46,748 USD 4,000 Orbital Sciences Corp. 76,400 52,531 USD 900 Twin Disc Inc. 30,579 16,896 USD 2,700 Orion Energy Systems Inc. 14,438 6,020 USD 20,036 Tyco International Ltd. 652,778 1,077,608 USD 1,780 Orion Marine Group Inc. 27,450 12,594 USD 600 Ultralife Batteries Inc. 9,152 2,260 USD 7,658 Oshkosh Truck Corp. 277,657 163,175 USD 3,630 United Rentals Inc. 95,673 125,759 USD 11,536 Owens Corning Inc. 285,209 335,063 USD 13,802 United Technologies Corp. 1,008,054 1,061,563 USD 5,850 PACCAR Inc. 232,751 233,340 USD 1,661 Universal Forest Products Inc. 69,164 65,864 USD 2,300 Pall Corp. 86,466 128,268 USD 7,004 URS Corp. 323,486 248,709 USD 3,585 Parker-Hannifin Corp. 204,236 280,517 USD 6,800 USG Corp. 142,955 132,017 USD 8,713 Pentair Inc. 296,441 339,731 USD 1,500 Valmont Industries Inc. 114,833 184,730 USD 2,600 Pike Electric Corp. 33,771 20,381 USD 1,400 Vicor Corp. 15,340 9,863 USD 1,000 PMFG Inc. 15,597 7,931 USD 2,400 Wabtec Corp. 90,236 190,603 USD 2,300 Polypore International Inc. 23,921 94,457 USD 1,300 Watsco Inc. 68,421 97,698 USD 691 Powell Industries Inc. 29,492 26,211 Watts Water Technologies Inc., USD 1,900 PowerSecure International Inc. 17,127 9,633 USD 2,824 Class A 94,304 95,852 USD 2,368 Precision Castparts Corp. 220,888 396,543 USD 3,473 WESCO International Inc. 147,089 203,479 USD 3,051 Primoris Services Corp. 27,521 37,242 USD 3,500 Woodward Governor Co. 81,353 140,639 USD 3,300 Quanex Building Products Corp. 52,818 60,002 USD 1,000 WW Grainger Inc. 84,225 194,712 USD 10,896 Quanta Services Inc. 226,092 266,890 USD 7,716 Xylem Inc. 201,431 197,639 USD 700 Raven Industries Inc. 33,025 49,564 38,864,095 43,097,389 8.53 USD 12,365 Raytheon Co. 643,696 712,366 USD 2,100 RBC Bearings Inc. 71,171 101,102 Commercial Services & Supplies USD 3,761 Regal-Beloit Corp. 196,626 238,425 USD 4,600 ABM Industries Inc. 95,285 91,506 USD 3,904 Robbins & Myers Inc. 131,856 166,331 Acacia Research - Acacia Technologies USD 1,783 Corp. 37,923 67,543 USD 1,900 Rockwell Automation Inc. 78,121 127,741 USD 6,102 ACCO Brands Corp. 58,356 64,296 USD 2,100 Rockwell Collins Inc. 120,190 105,441 USD 3,600 Roper Industries Inc., with Rights 199,914 361,330 USD 1,800 Acorn Energy Inc. 14,687 15,228 USD 2,200 Rush Enterprises Inc., Class A 22,951 36,597 USD 2,650 Administaff Inc. 71,374 72,949 USD 450 Rush Enterprises Inc., Class B 6,838 6,116 USD 2,800 American Reprographics Co. 24,840 14,338 USD 2,494 Sauer-Danfoss Inc. 46,107 88,713 USD 2,500 Asset Acceptance Capital Corp. 23,151 17,256 USD 868 SeaCube Container Leasing Ltd. 14,220 15,111 USD 300 Asta Funding Inc. 11,334 2,856 USD 5,800 Shaw Group Inc. 178,360 161,198 USD 9,298 Avery Dennison Corp. 315,684 258,606 USD 4,100 Simpson Manufacturing Co. Inc. 125,633 123,217 USD 600 Barrett Business Services, Inc. 14,495 12,895 USD 3,700 Snap-On Inc. 162,154 234,407 USD 4,397 Brink’s Co. 139,417 103,762 USD 250 Sparton Corp. 2,330 2,489 USD 2,100 Casella Waste Systems Inc., Class A 19,386 12,485 USD 9,564 Spirit Aerosystems Holdings Inc. 178,054 231,732 USD 2,700 CBIZ Inc. 24,114 16,300 USD 4,300 SPX Corp. 251,524 285,858 USD 3,200 CDI Corp. 59,911 53,362 USD 1,109 Standex International Corp. 33,043 48,107 USD 2,385 Ceco Environmental Corp. 19,222 19,109 USD 8,297 Stanley Black & Decker Inc. 455,375 543,549 USD 3,900 Cenveo Inc. 24,381 7,663 USD 1,300 Sterling Construction Co. Inc. 30,348 13,513 USD 5,933 Cintas Corp. 194,379 233,148 USD 675 Sun Hydraulics Corp. 17,571 16,678 USD 1,800 Clean Harbors Inc. 54,524 103,389 USD 3,310 TAL Internatioanl Group Inc 93,782 112,886 USD 1,100 Consolidated Graphics Inc. 52,300 32,521 USD 2,200 Taser International Inc. 15,864 11,714 USD 3,400 Copart Inc. 59,440 82,000 USD 600 Tecumseh Products Co. 12,993 3,085 USD 919 Corporate Executive Board Co. 42,537 38,247 USD 2,800 Teledyne Technologies Inc. 116,386 175,707 USD 8,197 Corrections Corp. of America 158,986 245,759 USD 1,000 Tennant Co. 27,295 40,630 USD 1,500 Courier Corp. 24,015 20,249 USD 9,713 Terex Corp. 286,336 176,210 USD 12,084 Covanta Holding Corp. 234,454 210,858 USD 3,800 Textainer Group Holdings Ltd. 67,300 142,712 USD 600 CRA International Inc. 26,750 8,967 USD 10,730 Textron Inc. 271,894 271,563 USD 3,100 Deluxe Corp. 68,267 78,710 USD 1,160 The Gorman-Rupp Co. 20,425 35,133 USD 2,255 Dolan Media Co. 27,770 15,404 USD 5,133 Timken Co. 154,038 239,335 USD 1,697 Dun & Bradstreet Corp. 141,855 122,955 USD 4,002 Titan International Inc. 66,138 99,900 USD 977 Ecology Inc. 18,403 17,635 USD 1,700 Titan Machinery, Inc. 34,977 52,561 USD 1,781 Encore Capital Group Inc. 29,673 53,651 USD 500 Toro Co. 20,174 37,266 USD 5,600 EnergySolutions Inc. 39,592 9,521 USD 1,000 TransDigm Group Inc. 46,061 136,694 USD 1,300 EnerNOC Inc. 18,180 9,569

The accompanying notes are an integral part of these financial statements. 29 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,800 Ennis Inc. 47,417 43,784 USD 2,157 Towers Watson & Co. 112,085 131,536 USD 5,559 Equifax Inc. 193,961 263,669 USD 700 TRC Cos. Inc. 8,127 4,311 USD 1,000 Exponent Inc. 23,876 53,672 USD 3,593 TrueBlue Inc. 64,858 56,624 USD 1,000 Franklin Covey Co. 8,936 10,394 USD 1,460 Unifirst Corp. 68,563 94,621 USD 3,900 FTI Consulting Inc. 181,223 114,228 USD 3,600 United Stationers Inc. 90,766 98,771 USD 4,871 Fuel Tech Inc. 40,186 24,100 USD 2,804 Verisk Analytics Inc. 92,280 140,590 USD 1,490 G&K Services Inc. 50,425 47,282 USD 3,100 Viad Corp. 77,246 63,024 USD 5,610 Geo Group Inc. 108,715 129,703 USD 1,600 Volt Information Sciences Inc. 16,833 11,142 USD 1,353 GP Strategies Corp. 16,945 25,372 USD 400 VSE Corp. 16,967 9,651 USD 2,100 Healthcare Services Group Inc. 29,457 41,411 USD 8,025 Waste Connections Inc. 164,687 244,279 Heidrick & Struggles International USD 8,842 Waste Management Inc. 300,150 300,653 USD 1,400 Inc. 43,054 24,871 7,644,458 7,543,510 1.49 USD 1,800 Herman Miller Inc. 38,018 33,938 USD 3,600 Hill International Inc. 31,729 11,728 Transportation USD 3,781 HNI Corp. 105,822 99,118 USD 5,170 Air Transport Services Group Inc. 21,820 27,317 USD 7,200 Hudson Global Inc. 40,387 30,493 USD 6,064 Alaska Air Group Inc. 119,260 221,504 USD 2,032 Huron Consulting Group Inc. 81,725 65,453 USD 2,000 Allegiant Travel Co. 89,238 141,733 USD 1,899 ICF International Inc. 40,511 46,031 USD 1,500 Amerco Inc. 97,810 137,147 USD 1,200 IHS Inc., Class A 61,793 131,536 USD 1,700 Arkansas Best Corp. 61,105 21,789 USD 4,200 Innerworkings Inc. 31,898 57,766 USD 2,322 Atlas Air Worldwide Holdings Inc. 102,751 102,830 USD 4,400 Interface Inc. 51,005 61,010 USD 9,000 Avis Budget Group Inc. 79,644 139,178 USD 1,550 Intersections Inc. 20,711 24,995 USD 1,896 CAI International Inc. 26,667 38,373 USD 5,105 Iron Mountain Inc. 138,245 171,246 USD 1,600 Celadon Group Inc. 22,033 26,665 USD 6,034 Kar Auction Services Inc. 90,702 105,351 USD 1,800 CH Robinson Worldwide Inc. 107,523 107,237 USD 2,890 Kelly Services Inc. 59,802 37,925 USD 4,865 Con-way Inc. 171,536 178,846 USD 4,500 Kforce Inc. 54,558 61,572 USD 45,900 CSX Corp. 610,090 1,043,915 USD 1,472 Kimball International Inc., Class B 18,408 11,539 USD 15,422 Delta Air Lines Inc. 150,255 172,547 USD 2,500 Knoll Inc. 37,380 34,130 USD 2,200 Dollar Thrifty Automotive Group Inc. 17,299 181,081 USD 4,038 Korn/Ferry International 79,036 58,950 USD 2,071 Echo Global Logistics Inc. 33,041 40,144 USD 4,797 Manpower Inc. 244,133 178,935 Expeditors International Washington USD 1,800 McGrath Rentcorp. 56,928 48,543 USD 2,800 Inc. 112,335 110,430 USD 4,161 Metalico Inc. 34,744 9,277 USD 13,147 FedEx Corp. 1,171,401 1,225,868 USD 3,300 Mine Safety Appliances Co. 122,338 135,189 USD 1,400 Forward Air Corp. 33,952 45,979 USD 2,100 Mistras Group Inc. 23,107 56,163 USD 5,200 Genco Shipping & Trading Ltd. 100,819 16,093 USD 3,676 Mobile Mini Inc. 79,888 53,852 USD 2,600 Genesee & Wyoming Inc., Class A 90,484 139,864 USD 800 Multi-Color Corporation 17,370 18,024 USD 4,400 Hawaiian Holdings Inc. 29,141 29,116 USD 3,335 Navigant Consulting Inc. 61,250 42,881 USD 4,335 Heartland Express Inc. 74,434 63,109 USD 8,764 Nielsen Holdings NV 250,859 233,851 USD 20,732 Hertz Global Holdings Inc. 204,684 269,948 USD 3,000 NL Industries Inc. 40,707 37,963 USD 3,200 HUB Group Inc., Class A 87,748 117,833 USD 3,721 On Assignment Inc. 43,096 60,497 USD 490 International Shipholding Corp. 12,549 9,383 USD 12,214 Pendrell Corp. 33,069 13,802 USD 1,600 JB Hunt Transport Services Inc. 45,265 97,114 USD 2,500 Pitney Bowes Inc., with PFD. Rights 82,478 38,101 USD 22,775 JetBlue Airways Corp. 171,215 122,886 USD 1,677 Portfolio Recovery Associates Inc. 94,630 155,788 USD 6,300 Kansas City Southern 192,324 446,010 USD 2,300 Quad/Graphics Inc. 83,408 33,648 USD 3,800 Kirby Corp. 129,474 182,172 USD 198 RCM Technologies Inc. 670 1,095 USD 7,224 Knight Transportation Inc. 133,065 117,523 USD 18,343 Republic Services Inc. 518,937 493,930 USD 900 Landstar System Inc. 35,062 47,407 USD 3,100 Resources Connection Inc. 62,089 38,787 USD 1,400 Marten Transport Ltd. 26,428 30,244 USD 1,900 Robert Half International Inc. 56,130 55,224 USD 15,346 Norfolk Southern Corp. 818,315 1,120,950 USD 2,400 Rollins Inc. 28,045 54,657 USD 4,200 Old Dominion Freight Line Inc. 89,162 185,228 USD 15,936 RR Donnelley & Sons Co. 409,503 190,790 USD 348 Pacer International Inc. 2,047 1,913 USD 1,700 Schawk Inc. 27,310 21,945 USD 1,000 PAM Transportation Services Inc. 15,104 9,671 USD 100 Standard Parking Corp. 1,925 2,190 USD 700 Park Ohio Holdings Corp. 14,909 13,533 USD 7,000 Steelcase Inc. 81,548 64,280 USD 2,500 Quality Distribution Inc. 10,102 28,175 USD 1,100 Stericycle Inc. 49,363 102,646 USD 3,736 RailAmerica Inc. 50,100 91,929 USD 3,400 SYKES Enterprises Inc. 66,124 55,174 USD 7,200 Republic Airways Holdings Inc. 56,863 40,755 USD 1,500 Team Inc. 33,763 47,568 Roadrunner Transportation Systems USD 5,600 Tetra Tech Inc. 122,066 148,627 USD 2,384 Inc. 37,314 40,895 USD 1,200 The Advisory Board Co. 32,771 60,582 USD 4,512 Ryder System Inc. 227,093 165,364 USD 500 The Standard Register Co. 3,037 295 USD 1,600 Saia Inc. 21,591 35,656

The accompanying notes are an integral part of these financial statements. 30 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 3,800 Skywest Inc. 89,237 25,262 USD 1,455 Brunswick Corp. 29,623 32,914 USD 50,059 Southwest Airlines Co. 604,161 469,875 USD 7,243 Callaway Golf Co. 76,176 43,505 USD 3,711 Swift Transporation Co. 41,638 35,702 USD 4,000 Carter’s Inc. 107,117 214,198 USD 20,838 Union Pacific Corp. 1,334,587 2,530,845 USD 528 Cavco Industries Inc. 22,018 27,441 USD 17,058 United Continental Holdings Inc. 366,648 422,339 USD 2,600 Coach Inc. 101,576 154,792 USD 7,200 United Parcel Service Inc. 497,326 577,234 USD 2,000 Columbia Sportswear Co. 104,137 109,074 USD 1,143 Universal Truckload Services Inc. 22,838 17,385 USD 6,100 CROCS Inc. 49,530 100,231 USD 5,300 US Airways Group Inc. 51,243 71,870 USD 600 CSS Industries Inc. 15,375 12,540 USD 300 USA Truck Inc. 5,862 1,460 USD 1,200 Culp Inc. 15,892 12,498 USD 9,140 UTi Worldwide Inc. 132,215 135,946 USD 900 Deckers Outdoor Corp. 22,540 40,324 USD 6,491 Werner Enterprises Inc. 141,492 157,869 USD 400 Delta Apparel Inc. 6,969 5,571 USD 1,300 XPO Logistics Inc. 20,137 22,195 USD 23,976 DR Horton Inc. 310,320 448,389 9,010,436 11,853,336 2.35 USD 2,800 Ethan Allen Interiors Inc. 63,852 56,783 USD 1,700 Fossil Inc. 43,757 132,449 55,518,989 62,494,235 12.37 USD 900 Furniture Brands International Inc. 4,623 1,154 Consumer Discretionary USD 7,200 Garmin Ltd. 193,560 280,591 Automobiles & Components USD 1,500 G-III Apparel Group Ltd. 31,777 36,146 American Axle & Manufacturing USD 1,375 Hanesbrands Inc. 37,687 38,817 USD 985 Holdings Inc. 6,655 10,519 USD 4,098 Harman International Industries Inc. 178,150 165,085 USD 1,773 Amerigon Inc. 26,286 20,758 USD 2,400 Hasbro Inc. 61,954 82,731 USD 3,578 Autoliv Inc. 213,979 199,067 USD 2,761 Helen of Troy Ltd. 60,700 95,175 USD 2,500 BorgWarner Inc. 86,466 166,960 USD 1,672 Hooker Furniture Corp. 24,760 19,984 USD 5,000 Cooper Tire & Rubber Co. 73,975 89,232 USD 4,811 Iconix Brand Group Inc. 91,327 85,516 USD 12,344 Dana Holding Corp. 94,595 160,855 USD 1,600 iRobot Corp. 26,164 36,063 USD 3,178 Dorman Products Inc. 49,310 81,078 USD 1,525 Jakks Pacific Inc. 31,327 24,856 USD 1,600 Drew Industries Inc. 44,083 45,315 USD 3,767 Jarden Corp. 118,175 161,031 USD 4,400 Exide Technologies 31,980 15,006 USD 6,124 Jones Apparel Group Inc. 140,205 59,540 USD 6,755 Federal-Mogul Corp. 73,817 75,577 USD 6,300 KB Home 125,169 62,790 USD 41,940 Ford Motor Co. 310,651 409,037 USD 400 Kenneth Cole Productions Inc., Class A 10,578 6,125 USD 2,049 Fuel Systems Solutions Inc. 60,588 34,794 USD 1,100 Kid Brands Inc. 16,239 2,240 USD 25,747 General Motors Co. 730,423 516,633 USD 2,412 K-Swiss Inc. 24,814 7,514 USD 4,700 Gentex Corp. 94,012 99,812 USD 3,900 La-Z-Boy Inc. 32,909 48,756 USD 4,600 Harley-Davidson Inc. 141,663 214,155 USD 5,200 Leapfrog Enterprises Inc. 32,996 54,209 USD 24,885 Johnson Controls Inc. 753,482 701,757 USD 8,000 Leggett & Platt Inc. 172,628 172,010 USD 5,000 Lear Corp. 235,941 192,004 USD 13,436 Lennar Corp., Class A 215,637 422,529 USD 2,900 Modine Manufacturing Co. 15,431 20,401 USD 1,628 Lennar Corp., Class B 21,253 39,711 USD 1,700 Motorcar Parts of America Inc. 23,487 7,771 USD 2,659 Lifetime Brands Inc. 34,994 33,675 USD 910 Shiloh Industries Inc. 12,866 10,580 USD 500 Lululemon Athletica Inc. 37,510 30,348 USD 1,700 Spartan Motors Inc. 15,565 9,051 USD 1,586 M/I Homes Inc. 24,285 27,933 USD 3,200 Standard Motor Products Inc. 33,094 45,739 USD 1,400 Maidenform Brands Inc. 24,419 28,349 USD 1,000 Stoneridge Inc. 9,370 6,913 USD 1,528 Marine Products Corp. 7,959 9,473 USD 4,000 Superior Industries International Inc. 71,217 66,580 USD 8,631 Mattel Inc. 199,374 285,043 USD 2,100 Tenneco Inc. 32,864 57,296 USD 4,800 MDC Holdings Inc. 192,331 159,695 USD 900 Tesla Motors Inc. 22,575 28,633 USD 3,000 Meritage Homes Corp. 57,823 103,658 USD 8,226 The Goodyear Tire & Rubber Co. 83,147 98,903 USD 5,500 Mohawk Industries Inc. 331,270 390,997 USD 4,534 Thor Industries Inc. 152,301 126,520 USD 2,200 Movado Group Inc. 46,397 55,948 USD 4,965 TRW Automotive Holdings Corp. 117,158 185,808 USD 256 Nautilus Inc. 702 865 USD 2,786 Visteon Corp. 139,838 106,304 USD 1,200 Nederlandse Waterschapsbank NV 15,453 18,728 USD 1,933 WABCO Holdings Inc. 51,133 104,141 USD 10,300 Newell Rubbermaid Inc. 203,741 190,005 USD 1,500 Winnebago Industries Inc. 23,094 15,546 USD 4,671 NIKE Inc., Class B 284,079 417,231 3,831,046 3,922,745 0.78 USD 400 NVR Inc. 260,500 345,384 USD 1,500 Oxford Industries Inc. 28,007 68,291 Consumer Durables & Apparel USD 1,550 Perry Ellis International Inc. 26,925 32,806 USD 6,650 Aaron’s Inc 137,257 191,660 USD 1,200 Polaris Industries Inc. 26,386 87,324 USD 1,100 American Greetings Corp., Class A 28,663 16,339 USD 1,600 Pool Corp. 36,488 65,872 USD 1,100 Arctic Cat Inc. 34,457 40,942 USD 33,175 Pulte Homes Inc. 392,452 361,042 USD 10,762 Ascena Retail Group Inc. 101,972 204,005 USD 3,400 PVH Corp. 135,340 269,122 USD 510 Bassett Furniture Industries Inc. 4,057 5,353 USD 12,400 Quiksilver Inc. 37,409 29,287 USD 1,550 Blyth Inc. 56,774 54,488 USD 2,300 RG Barry Corp. 26,580 31,681

The accompanying notes are an integral part of these financial statements. 31 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 300 Rocky Brands Inc. 8,780 4,025 USD 2,008 Education Management Corp. 44,049 14,248 USD 3,389 Ryland Group Inc. 83,641 88,255 USD 800 Einstein Noah Restaurant Group Inc. 7,546 14,245 USD 3,216 Skechers USA Inc., Class A 70,154 66,692 USD 2,500 Fiesta Restaurant Group Inc. 28,032 33,621 USD 735 Skyline Corp. 21,436 3,764 USD 3,960 Gaylord Entertainment Co., Class A 116,637 155,333 USD 5,068 Smith & Wesson Holding Corp. 33,935 42,824 USD 1,000 Grand Canyon Education Inc. 21,602 21,308 USD 15,033 Standard Pacific Corp. 52,139 94,734 USD 3,700 H&R Block Inc. 85,844 60,156 USD 1,586 Stanley Furniture Co Inc. 18,443 6,281 USD 4,320 Hillenbrand Inc. 93,912 80,791 USD 828 Steinway Musical Instruments 22,278 20,585 USD 1,693 Hyatt Hotels Corp., Class A 69,657 64,065 USD 2,301 Steven Madden Ltd. 24,034 74,352 USD 4,400 International Game Technology 121,908 70,551 USD 1,100 Sturm Ruger & Co. Inc. 9,015 44,917 USD 2,800 International Speedway Corp., Class A 96,349 74,627 USD 1,900 Tempur-Pedic International Inc. 26,808 45,263 USD 4,335 Interval Leisure Group Inc. 59,497 83,852 USD 13,775 Toll Brothers Inc. 291,443 416,923 USD 2,400 Isle of Capri Casinos Inc. 23,800 15,051 USD 2,100 True Religion Apparel Inc. 50,578 61,935 USD 485 ITT Educational Services Inc. 35,923 30,001 USD 2,000 Tupperware Brands Corp. 62,935 111,456 USD 4,300 Jack in the Box Inc. 99,348 121,917 USD 1,200 Under Armour Inc. 33,044 115,349 USD 1,600 K12 Inc. 41,242 37,953 USD 2,433 Unifi Inc. 28,729 28,063 USD 6,000 Krispy Kreme Doughnuts Inc. 30,159 38,971 USD 1,100 Universal Electronics Inc. 24,422 14,737 USD 5,500 Las Vegas Sands Corp. 98,998 243,512 USD 1,990 VF Corp. 146,409 270,683 USD 900 Learning Tree International Inc. 9,487 3,894 USD 2,800 Warnaco Group Inc. 100,483 121,376 USD 3,000 Life Time Fitness Inc. 114,098 142,049 USD 5,105 Whirlpool Corp. 374,063 317,805 USD 1,403 Lincoln Educational Services Corp. 28,857 9,270 USD 2,800 Wolverine World Wide Inc. 86,855 110,544 USD 3,100 Lubys Inc. 21,994 21,082 USD 2,100 Zagg Inc. 23,287 22,897 USD 500 Mac-Gray Corp. 8,940 7,177 7,008,029 8,932,286 1.77 USD 1,300 Marcus Corp. 26,500 18,171 USD 4,026 Marriott International Inc., Class A 129,046 160,627 Consumer Services USD 2,400 Matthews International Corp., Class A 95,142 79,408 USD 1,500 AFC Enterprises Inc. 16,130 35,306 USD 9,300 McDonald’s Corp. 462,952 838,001 USD 1,300 Ambassadors Group Inc. 26,952 7,200 USD 29,641 MGM Mirage 457,693 336,463 USD 400 American Public Education Inc. 22,203 13,027 USD 1,900 Monarch Casino & Resort Inc. 21,365 17,621 USD 2,100 Ameristar Casinos Inc. 38,083 37,926 USD 700 Multimedia Games Inc. 9,511 9,970 USD 1,425 Apollo Group Inc. 91,640 52,502 USD 7,722 Orient-Express Hotels Ltd. 78,519 65,800 USD 1,828 Bally Tehnologies Inc. 56,734 86,797 USD 800 Panera Bread Co., Class A 35,687 113,525 USD 1,344 Benihana Inc. 14,756 22,043 USD 1,200 Papa Johns International Inc. 30,600 58,053 USD 140 Biglari Holdings Inc 29,921 54,924 USD 900 Peet’s Coffee & Tea Inc. 26,841 54,984 USD 2,100 BJ’s Restaurants Inc. 36,886 81,219 USD 5,421 Penn National Gaming Inc. 169,074 245,810 USD 700 Bluegreen Corp. 8,960 3,520 USD 2,100 PF Chang’s China Bistro, Inc. 81,727 110,059 USD 2,676 Bob Evans Farms Inc. 88,997 109,517 USD 4,100 Pinnacle Entertainment Inc. 67,784 40,154 USD 7,100 Boyd Gaming Corp. 94,585 52,043 USD 700 Red Lion Hotels Corp. 9,046 6,157 USD 851 Bravo Brio Restaurant Group Inc. 16,977 15,413 USD 1,400 Red Robin Gourmet Burgers Inc. 57,699 43,471 USD 2,800 Bridgepoint Education Inc. 51,252 62,085 USD 5,188 Regis Corp. 121,199 94,858 USD 3,200 Brinker International Inc. 59,552 103,792 USD 1,200 Ricks Cabaret International Inc. 14,572 10,555 USD 1,251 Buffalo Wild Wings Inc. 56,187 110,343 USD 13,000 Royal Caribbean Cruises Ltd. 380,115 344,233 USD 1,394 Capella Education Co. 59,364 49,245 USD 3,600 Ruby Tuesday Inc. 40,299 24,922 USD 5,200 Career Education Corp. 145,528 35,257 USD 3,983 Ruths Hospitality Group Inc. 21,088 26,722 USD 1,700 Caribou Coffee Co., Inc. 12,788 22,326 USD 1,500 School Specialty Inc. 44,962 4,932 USD 25,208 Carnival Corp. 805,476 879,215 USD 7,700 Scientific Games Corp. 143,831 67,023 USD 1,100 Carriage Services Inc. 6,473 9,284 USD 19,996 Service Corp. International 194,190 251,815 USD 2,500 Carrols Restaurant Group Inc. 22,818 15,118 USD 3,500 Shuffle Master Inc. 20,067 49,172 USD 1,100 CEC Entertainment Inc. 35,245 40,718 USD 3,150 Six Flags Entertainment Corp. 113,469 173,715 USD 5,200 Cheesecake Factory 143,516 169,192 USD 2,500 Sonic Corp. 22,145 25,477 USD 600 Chipotle Mexican Grill Inc. 46,200 231,963 USD 3,500 Sotheby’s, Class A, Voting Shares 65,904 118,868 USD 2,300 Choice Hotels International Inc. 82,807 93,333 USD 2,800 Speedway Motorsports Inc. 87,485 48,060 USD 1,500 Churchill Downs Inc. 65,637 89,624 USD 7,000 Starbucks Corp. 164,390 379,906 USD 1,804 Coinstar Inc. 63,188 125,951 Starwood Hotels & Resorts Worldwide USD 6,081 Corinthian Colleges Inc. 49,570 17,829 USD 3,200 Inc. 152,298 172,726 USD 1,302 Cracker Barrel Old Country Store Inc. 50,334 83,228 USD 1,500 Steiner Leisure Ltd. 59,741 70,734 USD 2,899 Darden Restaurants Inc. 114,810 149,485 USD 5,900 Stewart Enterprises Inc. 36,933 42,766 USD 2,718 DeVry Inc. 131,209 85,668 USD 300 Strayer Education Inc. 57,320 33,296 USD 1,785 DineEquity Inc. 67,499 81,121 USD 7,167 Texas Roadhouse Inc., Class A 91,438 134,399 USD 3,939 Dominos Pizza Inc. 52,487 123,952 USD 35,531 The Wendys Co. 216,185 170,372

The accompanying notes are an integral part of these financial statements. 32 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Town Sports International USD 1,800 Morningstar Inc. 92,178 105,735 USD 1,300 Holdings Inc. 15,866 17,576 USD 3,400 National CineMedia Inc. 56,919 52,474 USD 1,700 Universal Technical Institute Inc. 33,203 23,382 USD 81,400 News Corp., Class A 1,080,610 1,846,325 USD 3,200 Vail Resorts Inc. 139,539 163,083 USD 22,100 News Corp., Class B 284,965 506,225 USD 1,600 Weight Watchers International Inc. 66,792 84,001 USD 4,100 Omnicom Group Inc. 171,473 202,815 USD 4,754 WMS Industries Inc. 122,101 96,554 USD 1,100 Outdoor Channel Holdings Inc. 11,581 8,197 USD 9,340 Wyndham Worldwide Corp. 205,021 501,293 USD 5,314 Regal Entertainment Group 86,790 74,386 USD 1,137 Wynn Resorts Ltd. 97,289 120,047 USD 411 Rentrak Corp. 6,834 8,624 USD 3,900 Yum! Brands Inc. 124,351 255,813 USD 200 Saga Communications Inc., Class A 9,212 7,499 8,533,622 10,198,414 2.02 USD 2,100 Scholastic Corp. 70,033 60,246 USD 2,011 Scripps Networks Interactive Inc. 63,710 116,409 Media USD 2,700 Sinclair Broadcast Group Inc. 24,428 24,876 USD 1,385 AH Belo Corp., Class A 12,553 5,668 USD 14,300 Sirius XM Radio Inc. 30,849 26,787 USD 2,300 AMC Networks Inc., Class A 89,788 83,311 USD 3,438 The McClatchy Co. 9,218 7,665 USD 700 Arbitron Inc. 26,637 24,935 USD 2,950 The McGraw-Hill Cos Inc. 111,413 135,146 USD 1,192 Ascent Media Corp. 44,704 62,581 USD 11,300 The New York Times Co. 166,132 89,731 USD 8,100 Belo Corp. 38,094 53,023 USD 73,021 The Walt Disney Co. 2,352,158 3,604,700 USD 6,300 Cable Satisfaction International Inc. – – USD 702 The Washington Post Co. 313,643 267,394 USD 4,800 Cablevision Systems Corp. 90,705 64,943 USD 16,656 Time Warner Cable Inc. 1,016,645 1,391,462 USD 4,815 Cambium Learning Group Inc. 15,695 4,657 USD 56,387 Time Warner Inc. 2,055,689 2,209,510 USD 2,400 CBS Corp., Class A 27,081 81,289 USD 3,600 Valassis Communications Inc. 45,183 79,640 USD 30,250 CBS Corp., Class B 581,647 1,009,185 USD 250 Viacom Inc. 4,902 12,939 Central European Media Enterprises USD 3,251 Ltd., Class A 57,270 16,780 USD 9,350 Viacom Inc., Class B 270,387 447,572 USD 1,024 Charter Communications Inc., Class A 48,705 73,839 USD 3,300 Virgin Media Inc. 94,420 81,906 USD 8,700 Cinemark Holdings Inc. 117,078 202,295 USD 1,100 World Wrestling Entertainment Inc. 19,135 8,735 USD 1,600 Clear Channel Outdoor Holdings Inc. 17,551 9,822 16,016,524 21,336,543 4.22 USD 119,307 Comcast Corp., Class A 2,645,824 3,881,876 Retailing USD 35,020 Comcast Corp., Special Class A 734,497 1,119,833 USD 1,000 1-800-Flowers.com Inc. 8,326 3,543 USD 9,818 CTC Media Inc. 104,028 80,561 USD 5,500 Abercrombie & Fitch Co. 182,724 191,103 USD 5,755 Cumulus Media Inc., Class A 22,559 17,518 USD 1,500 Advance Auto Parts Inc. 66,101 104,192 USD 2,300 Digital Generation Inc. 48,335 28,941 USD 5,845 Aeropostale Inc. 108,976 106,157 USD 10,054 DIRECTV 363,811 499,696 USD 3,900 Amazon.com Inc. 375,360 906,640 Discovery Communications Inc., USD 3,400 Class A 109,682 186,879 USD 14,955 American Eagle Outfitters 238,190 300,388 Discovery Communications Inc., USD 900 America’s Car-Mart Inc. 14,447 35,523 USD 2,921 Class C 51,168 149,013 USD 3,800 Ann Inc. 105,578 98,649 USD 3,100 DISH Network Corp. 72,986 90,071 USD 3,000 Asbury Automotive Group Inc. 57,885 72,292 USD 4,700 DreamWorks Animation SKG Inc. 121,228 91,247 USD 3,400 AutoNation Inc. 64,045 122,152 USD 1,744 Entercom Communications Corp. 8,247 10,671 USD 500 AutoZone Inc. 74,699 186,578 USD 3,160 Entravision Communications Corp. 10,278 3,828 USD 5,275 Barnes & Noble Inc. 145,549 88,394 USD 3,033 EW Scripps Co. 32,609 29,642 USD 7,100 Bebe Stores Inc. 48,901 42,429 USD 392 Fisher Communications Inc. 15,614 11,876 USD 3,850 Bed Bath & Beyond Inc. 126,193 242,185 USD 19,601 Gannet Co. Inc. 547,623 293,735 USD 15,724 Best Buy Co Inc. 526,057 335,684 USD 5,622 Harte-Hanks Inc. 85,706 52,255 USD 1,700 Big 5 Sporting Goods Corp. 31,745 13,084 USD 19,100 Interpublic Group of Cos. Inc. 138,235 210,976 USD 3,156 Big Lots Inc. 75,708 131,057 USD 2,698 John Wiley & Sons Inc., Class A 113,451 134,369 USD 600 Blue Nile Inc. 32,213 18,081 USD 5,000 Journal Communications Inc. 18,250 26,215 USD 552 Books-A-Million Inc. 10,333 1,798 USD 2,876 Knology Inc. 41,538 57,533 USD 3,675 Brown Shoe Co Inc. 49,321 48,301 USD 3,900 Lamar Advertising Co. 117,366 113,514 USD 3,869 Build-A-Bear Workshop Inc. 29,633 18,749 USD 2,700 Liberty Global Inc., Class A 81,021 136,365 USD 6,400 Cabela’s Inc., Class A 135,358 246,352 USD 2,400 Liberty Global Inc., Series C 59,514 116,669 USD 1,127 Cache Inc. 8,018 5,197 USD 8 Liberty Media Corp. 576 715 USD 5,595 CarMax Inc. 116,836 147,697 USD 5,107 Liberty Media Corp. - Liberty Capital 383,915 456,852 USD 3,700 Casual Male Retail Group Inc. 13,923 13,673 USD 1,700 LIN TV Corp., Class A 8,267 5,209 USD 2,121 Cato Corp., Class A 44,540 65,772 USD 15,499 Live Nation 198,683 144,849 USD 12,800 Chicos FAS Inc. 129,001 193,250 USD 5,287 Madison Square Garden Inc. 115,400 201,464 USD 1,400 Christopher & Banks Corp. 25,083 1,653 USD 1,910 Martha Stewart Living Omnimedia 8,779 6,592 USD 900 Citi Trends Inc. 25,341 14,129 USD 895 Media General Inc. 14,757 4,200 USD 5,762 Collective Brands Inc. 104,664 125,591 USD 3,200 Meredith Corp. 126,562 104,053 USD 2,922 Conns Inc. 32,053 43,996

The accompanying notes are an integral part of these financial statements. 33 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 842 Core-Mark Holding Co Inc. 26,049 41,188 USD 7,500 Pier 1 Imports Inc. 17,034 125,449 USD 1,226 Cost Plus Inc. 12,152 27,446 USD 600 priceline.com Inc. 46,147 404,675 USD 838 Destination Maternity Corp. 16,775 18,419 USD 6,800 RadioShack Corp. 115,149 26,583 USD 2,000 Dick’s Sporting Goods Inc. 39,594 97,774 USD 1,200 Ralph Lauren Corp. 91,571 171,045 USD 5,000 Dillards Inc. 117,456 324,096 USD 5,300 Rent-A-Center Inc. 126,895 182,104 USD 4,700 Dollar General Corp. 145,227 260,104 USD 3,800 Ross Stores Inc. 49,503 241,710 USD 5,500 Dollar Tree Inc. 60,374 301,241 USD 900 Rue21 Inc. 27,940 23,089 USD 1,062 DSW Inc. 19,250 58,859 USD 14,810 Saks Inc. 147,477 160,875 USD 2,900 Expedia Inc. 94,848 141,919 USD 6,800 Sally Beauty Holdings Inc. 81,547 178,053 USD 300 Express Inc. 6,333 5,546 USD 4,601 Sears Holdings Corp. 469,450 279,638 USD 2,300 Family Dollar Stores Inc. 59,395 155,547 USD 2,400 Select Comfort Corp. 15,691 51,114 USD 13,603 Foot Locker Inc. 242,705 423,488 USD 1,500 Shoe Carnival Inc. 15,489 32,740 USD 4,000 Freds Inc. 50,297 62,183 USD 2,300 Shutterfly Inc. 19,994 71,767 USD 604 Gaiam Inc. 4,469 2,367 USD 6,600 Signet Jewelers Ltd. 154,644 295,776 USD 12,280 GameStop Corp. 305,852 229,655 USD 3,800 Sonic Automotive Inc. 63,872 52,884 USD 2,400 Genesco Inc. 103,695 146,966 USD 3,700 Stage Stores Inc. 60,562 68,970 USD 4,158 Genuine Parts Co. 189,753 254,957 USD 30,373 Staples Inc. 576,128 403,213 USD 100 Gordmans Stores Inc. 1,262 1,676 USD 3,600 Stein Mart Inc. 25,130 29,100 USD 2,100 Group 1 Automotive Inc. 79,371 97,488 USD 2,400 Systemax Inc. 40,542 28,807 USD 2,900 Guess ? Inc. 79,213 89,663 USD 12,515 Target Corp. 664,737 741,648 USD 1,200 Haverty Furniture Cos. Inc. 17,701 13,646 USD 2,300 The Bon-Ton Stores Inc. 20,790 18,264 USD 4,107 hhgregg Inc. 58,224 47,205 USD 1,625 The Buckle Inc. 48,054 65,462 USD 1,000 Hibbett Sports Inc. 25,620 58,752 USD 2,500 The Childrens Place Retail Stores Inc. 102,667 126,722 USD 21,565 Home Depot Inc. 742,193 1,163,136 USD 4,469 The Finish Line Inc. 41,405 95,179 USD 2,900 HOT Topic Inc. 26,504 28,579 USD 12,406 The Gap Inc. 217,592 345,555 USD 3,900 HSN Inc. 50,349 160,205 USD 8,100 The Wet Seal Inc. 32,960 25,976 USD 800 J. Crew Group Inc., Escrow Shares – – USD 2,500 Tiffany & Co. 82,861 134,764 USD 12,900 JC Penney Co. Inc. 489,109 305,995 USD 6,400 TJX Cos Inc. 108,393 279,581 USD 2,450 JOS A Bank Clothiers Inc. 95,842 105,830 USD 2,600 Tractor Supply Co. 68,782 219,854 USD 1,700 Kirklands Inc. 27,661 19,453 USD 600 Tripadvisor Inc. 23,938 27,292 USD 10,664 Kohls Corp. 505,811 493,644 USD 3,467 Tuesday Morning Corp. 15,367 15,142 Liberty Media Corp. - Interactive, Ulta Salon, Cosmetics & Fragrance, USD 35,420 Series A 543,115 641,135 USD 3,356 Inc. 30,797 318,767 Liberty Media Corp. - Interactive, USD 1,900 Urban Outfitters Inc. 53,866 53,367 USD 400 Series B 10,246 7,179 USD 1,517 US Auto Parts Network Inc. 9,196 6,456 USD 1,900 Lithia Motors Inc., Class A 41,660 44,566 USD 1,694 Vitamin Shoppe Inc. 61,021 94,697 USD 7,300 LKQ Corp. 114,130 248,370 USD 1,600 Voxx International Corp. 16,433 15,181 USD 50,959 Lowes Cos Inc. 1,187,630 1,474,915 USD 1,900 West Marine Inc. 25,934 22,670 USD 3,400 Ltd Brands Inc. 69,619 147,212 USD 2,700 Williams-Sonoma Inc. 67,067 96,123 USD 1,600 Lumber Liquidators Holdings Inc. 37,844 54,991 USD 1,500 Zale Corp. 42,882 4,093 USD 15,763 Macy’s Inc. 427,144 551,072 USD 2,798 Zumiez Inc. 43,885 112,801 USD 2,400 MarineMax Inc. 25,703 23,260 14,237,493 19,319,092 3.82 USD 4,800 Men’s Wearhouse Inc. 145,526 137,412 49,626,714 63,709,080 12.61 USD 1,975 Monro Muffler Brake Inc. 34,371 66,814 USD 700 NetFlix Inc. 17,796 48,794 Consumer Staples USD 3,700 New York & Co Inc. 18,970 13,108 Food & Staples Retailing USD 3,600 Nordstrom Inc. 151,238 182,003 USD 2,900 Caseys General Stores Inc. 84,186 174,129 USD 1,100 NutriSystem Inc. 32,194 12,923 USD 8,100 Costco Wholesale Corp. 472,277 783,307 USD 17,000 Office Depot Inc. 52,428 37,383 USD 64,964 CVS Caremark Corp. 2,317,790 3,090,563 USD 5,852 OfficeMax Inc. 144,246 30,086 USD 3,279 Harris Teeter Supermarkets Inc. 99,640 136,832 USD 6,801 Orbitz Worldwide, Inc. 26,562 25,202 USD 1,369 Ingles Markets Inc., Class A 28,129 22,327 USD 207 Orchard Supply Hardware Stores – 3,505 USD 700 Nash Finch Co. 28,722 15,279 USD 5,240 O’Reilly Automotive Inc. 214,085 446,825 USD 16,718 Pilgrims Pride Corp. 109,827 121,521 USD 700 Overstock.com Inc. 14,489 4,924 USD 1,300 Pricesmart Inc. 26,893 89,294 USD 3,300 Pacific Sunwear Of California 16,226 6,114 USD 18,031 Safeway Inc. 447,781 333,170 USD 8,400 Penske Auto Group Inc. 176,059 181,807 USD 1,700 Schiff Nutrition International Inc. 15,232 31,066 USD 3,670 PEP Boys-Manny Moe & Jack 43,646 37,026 USD 6,075 Snyder’s-Lance Inc. 133,297 155,915 USD 300 PetMed Express Inc. 3,629 3,708 USD 2,600 Spartan Stores Inc. 49,511 47,936 USD 2,600 PetSmart Inc. 65,660 180,256 USD 17,401 SUPERVALU Inc. 377,436 91,764

The accompanying notes are an integral part of these financial statements. 34 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,727 Susser Holdings Corp. 33,512 65,316 USD 2,400 Monster Beverage Corp. 63,902 173,940 USD 7,710 Sysco Corp. 230,292 233,827 USD 2,479 National Beverage Corp. Inc. 22,210 37,604 USD 1,238 The Andersons Inc. 50,983 53,691 USD 1,001 Omega Protein Corp. 11,045 7,490 USD 10,700 The Kroger Co. 259,810 252,503 USD 21,497 PepsiCo Inc. 1,424,729 1,546,177 USD 1,600 The Pantry Inc. 24,322 23,912 USD 15,500 Philip Morris International Inc. 758,262 1,375,996 USD 3,500 United Natural Foods Inc. 100,049 195,405 USD 1,995 Post Holdings Inc. 53,878 62,454 USD 18,645 Walgreen Co. 711,885 561,284 USD 4,198 Ralcorp Holdings Inc. 270,077 285,146 USD 31,800 Wal-Mart Stores Inc. 1,759,037 2,256,791 USD 8,400 Reynolds American Inc. 258,018 383,455 USD 1,999 Weis Markets Inc. 82,733 90,459 USD 1,800 Sanderson Farms Inc. 77,805 83,946 USD 4,200 Whole Foods Market Inc. 82,416 407,485 USD 500 Seneca Foods Corp. 15,035 13,545 7,525,760 9,233,776 1.83 USD 5,417 Smart Balance Inc. 41,021 51,784 USD 15,315 Smithfield Foods Inc. 340,962 337,555 Food Beverage & Tobacco USD 23,400 The Coca-Cola Co. 1,363,385 1,862,433 USD 3,900 Alexander & Baldwin Holdings Inc. 172,028 211,424 USD 3,700 The Hain Celestial Group Inc. 106,067 207,286 USD 692 Alico Inc. 29,726 21,431 USD 1,700 The Hershey Co. 87,174 124,644 USD 9,400 Alliance One International Inc. 45,264 33,015 USD 6,629 The JM Smucker Co. 345,198 509,388 USD 28,906 Altria Group Inc. 603,702 1,017,023 USD 2,723 Tootsie Roll Industries Inc. 72,040 66,144 USD 36,767 Archer-Daniels-Midland Co. 1,237,124 1,104,953 USD 3,037 TreeHouse Foods Inc. 112,363 192,651 USD 3,800 B&G Foods Inc. 31,959 102,866 USD 19,600 Tyson Foods Inc., Class A 328,431 375,530 USD 7,930 Beam Inc 511,399 504,329 USD 2,200 Universal Corp. 112,203 103,788 USD 600 Boston Beer Co. Inc. 20,440 73,904 USD 2,671 Vector Group Ltd. 42,773 46,254 USD 1,500 Brown-Forman Corp. 85,903 147,882 16,437,110 20,113,517 3.98 USD 9,817 Bunge Ltd. 734,535 627,236 USD 1,100 Calavo Growers Inc. 15,132 28,590 Household & Personal Products USD 2,100 Cal-Maine Foods Inc. 48,986 83,549 USD 5,360 Avon Products Inc. 162,866 88,454 USD 3,800 Campbell Soup Co. 134,944 129,056 USD 2,300 Central Garden and Pet Co. 24,427 24,305 USD 5,764 Central European Distribution Corp. 181,050 16,783 USD 3,000 Central Garden and Pet Co., Class A 29,271 33,229 USD 2,800 Chiquita Brands International Inc. 50,160 14,253 USD 4,374 Church & Dwight Co., Inc. 127,165 247,005 USD 656 Coca-Cola Bottling Co Consolidated 37,490 42,728 USD 2,526 Clorox Co. 163,330 186,312 USD 14,900 Coca-Cola Enterprises Inc. 359,714 425,186 USD 4,561 Colgate-Palmolive Co. 344,034 483,602 USD 17,332 ConAgra Foods Inc. 388,606 457,178 USD 3,019 Elizabeth Arden Inc. 74,927 119,221 USD 10,791 Constellation Brands Inc., Class A 234,115 297,275 USD 3,100 Energizer Holdings Inc. 201,455 237,486 USD 1,009 Craft Brewers Alliance Inc. 6,761 8,331 USD 1,400 Herbalife Ltd. 21,647 68,798 USD 10,905 Darling International Inc. 108,225 182,958 USD 2,550 Inter Parfums Inc. 44,520 44,807 USD 9,900 DE Master Blenders 1753 NV 112,415 115,703 USD 5,281 Kimberly-Clark Corp. 351,586 450,267 USD 6,364 Dean Foods Co. 76,044 110,270 USD 500 Medifast Inc. 16,222 9,997 USD 2,000 Diamond Foods Inc. 72,967 36,283 USD 1,878 Nu Skin Enterprises Inc. 50,790 89,592 USD 7,488 Dole Food Company Inc. 88,310 66,855 USD 500 Nutraceutical International Corp. 10,090 7,763 USD 6,800 Dr Pepper Snapple Group Inc. 138,365 302,801 USD 100 Oil-Dri Corp. of America 2,035 2,213 USD 900 Farmer Brothers Co. 23,475 7,266 USD 3,327 Prestige Brands Holdings Inc. 40,108 53,515 USD 4,500 Flowers Foods Inc. 70,811 106,422 USD 59,145 Procter & Gamble Co. 3,839,245 3,688,020 USD 4,627 Fresh Del Monte Produce Inc. 137,539 110,415 USD 2,100 Revlon Inc. 32,290 30,380 USD 8,400 General Mills Inc. 257,903 329,494 USD 4,368 Spectrum Brands Holdings Inc. 124,126 144,789 USD 1,800 Green Mountain Coffee Roasters Inc. 15,516 39,912 USD 2,600 The Estee Lauder Cos Inc. 54,073 143,252 USD 500 Griffin Land & Nurseries Inc. 17,135 14,095 USD 1,079 USANA Health Sciences Inc. 39,051 45,257 USD 1,980 Hillshire Brands Co. 162,248 58,154 USD 1,248 WD-40 Co. 45,075 63,221 USD 4,583 HJ Heinz Co. 215,397 253,815 5,798,333 6,261,485 1.24 USD 5,848 Hormel Foods Corp. 113,832 181,048 29,761,203 35,608,778 7.05 USD 5,400 Ingredion Inc. 192,960 272,345 USD 1,778 J&J Snack Foods Corp. 77,141 106,940 Healthcare USD 900 John B. Sanfilippo & Son Inc. 16,119 16,300 Healthcare Equipment & Services USD 2,300 Kellogg Co. 121,820 115,484 USD 700 Abaxis Inc. 15,422 26,346 USD 83,274 Kraft Foods Inc., Class A 2,614,956 3,273,244 USD 1,300 ABIOMED Inc. 16,411 30,188 USD 1,504 Lancaster Colony Corp. 73,794 109,018 USD 6,840 Accuray Inc. 44,288 47,560 USD 2,100 Lorillard, Inc. 161,267 282,139 USD 18,700 Aetna Inc. 697,300 738,085 USD 1,800 McCormick & Co Inc. 69,904 111,104 USD 800 Air Methods Corp. 25,440 79,929 USD 3,407 Mead Johnson Nutrition Co. 183,611 279,214 USD 6,855 Alere Inc. 240,146 135,457 USD 2,100 MGP Ingredients Inc. 16,285 6,927 USD 4,100 Align Technology Inc. 50,921 139,620 USD 10,177 Molson Coors Brewing Co., Class B 463,455 431,109 USD 253 Alliance Imaging Inc. 1,944 245

The accompanying notes are an integral part of these financial statements. 35 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 9,528 Allscripts Healthcare Solutions Inc. 155,251 105,924 USD 7,000 Health Net Inc. 215,650 173,028 USD 500 Almost Family Inc. 20,200 11,372 USD 2,600 Healthsouth Corp. 45,307 61,568 USD 51 Alphatec Holdings Inc. 255 95 USD 1,300 HealthStream Inc. 24,723 34,370 USD 2,000 Amedisys Inc. 91,955 25,329 USD 2,100 Healthways Inc. 43,905 17,039 USD 3,075 AMERIGROUP Corp. 99,157 206,300 USD 3,615 Henry Schein Inc. 209,093 288,826 USD 5,600 AmerisourceBergen Corp. 125,459 224,223 USD 3,600 Hill-Rom Holdings Inc. 96,007 113,065 USD 4,200 AMN Healthcare Services Inc. 46,448 25,398 USD 3,800 HMS Holdings Corp. 61,826 128,824 USD 2,891 Amsurg Corp. 75,765 88,178 USD 15,833 Hologic Inc. 271,766 290,944 USD 1,100 Analogic Corp. 67,454 69,375 USD 4,125 Hospira Inc. 175,668 146,855 USD 2,300 Angiodynamics Inc. 36,493 28,075 USD 7,600 Humana Inc. 363,561 599,245 USD 1,300 Anika Therapeutics Inc. 14,106 17,959 USD 1,600 ICU Medical Inc. 67,204 86,852 USD 2,157 Arthrocare Corp. 60,959 64,319 USD 800 IDEXX Laboratories Inc. 41,363 78,292 USD 1,029 Assisted Living Concepts Inc. 17,123 14,876 USD 2,100 Integra LifeSciences Holdings Corp. 76,929 79,316 USD 565 Athenahealth Inc. 34,216 45,533 USD 100 Integramed America Inc. 1,311 1,407 USD 6,614 Baxter International Inc. 351,492 357,879 USD 500 Intuitive Surgical Inc. 111,444 281,888 USD 2,900 Becton Dickinson and Co. 230,204 220,599 USD 2,100 Invacare Corp. 50,713 32,967 USD 1,900 Bio-Reference Labs Inc. 34,951 50,775 USD 945 IPC The Hospitalist Company, Inc. 35,181 43,572 USD 5,500 BioScrip Inc. 36,661 41,547 USD 700 IRIS International Inc. 9,643 8,024 USD 92,408 Boston Scientific Corp. 890,632 533,411 USD 3,567 Kindred Healthcare Inc. 86,157 35,624 USD 10,483 Brookdale Senior Living Inc. 255,516 189,432 USD 2,947 Laboratory Corp. of America Holdings 244,864 277,848 USD 2,400 Cantel Medical Corp. 30,730 66,458 USD 300 Landauer Inc. 20,432 17,454 USD 4,653 Capital Senior Living Corp. 43,480 50,117 USD 1,500 LCA-Vision Inc. 21,822 6,566 USD 7,400 Cardinal Health Inc. 326,082 316,335 USD 1,300 LHC Group Inc. 34,504 22,420 USD 2,000 CardioNet Inc. 16,626 4,154 USD 4,204 LifePoint Hospitals Inc. 129,518 175,432 USD 14,571 CareFusion Corp. 356,295 380,789 USD 5,400 Lincare Holdings Inc. 116,772 187,024 USD 1,700 Catalyst Health Solutions Inc. 50,523 161,715 USD 2,694 Magellan Health Services Inc. 118,457 124,214 USD 4,400 Centene Corp. 108,744 135,010 USD 3,242 Masimo Corp. 72,396 73,866 USD 2,600 Cerner Corp. 56,722 218,769 USD 4,229 McKesson Corp. 247,960 403,582 USD 1,700 Chemed Corp. 78,509 104,603 USD 4,800 MedAssets Inc. 69,362 65,676 USD 12,700 CIGNA Corp. 477,479 569,016 USD 650 Medcath Corp. 6,148 4,937 USD 7,900 Community Health Systems Inc. 251,447 225,354 USD 1,607 Medical Action Industries Inc. 27,645 5,710 USD 400 Computer Programs & Systems Inc. 15,958 23,309 USD 1,200 Medidata Solutions Inc. 23,191 39,912 USD 3,483 Conceptus Inc. 46,682 70,208 USD 4,115 Mednax Inc. 230,868 287,133 USD 2,548 Conmed Corp. 64,751 71,698 USD 2,288 MedQuist Holdings Inc. 20,779 30,211 USD 170 Corvel Corp. 7,626 8,479 USD 19,986 Medtronic Inc. 867,448 787,826 USD 9,650 Coventry Health Care Inc. 298,680 312,114 USD 496 Meridian Bioscience Inc. 13,084 10,326 USD 10,428 Covidien PLC 473,784 567,862 USD 2,661 Merit Medical Systems Inc. 34,790 37,385 USD 1,218 CR Bard Inc. 105,456 133,261 USD 4,841 Metropolitan Health Networks Inc. 34,579 47,115 USD 2,200 Cross Country Healthcare Inc. 26,775 9,788 USD 4,373 Molina Healthcare Inc. 83,789 104,487 USD 2,900 CryoLife Inc. 22,432 15,411 USD 900 MWI Veterinary Supply Inc. 40,880 93,906 USD 1,300 Cutera Inc. 18,244 9,463 USD 959 National Healthcare Corp. 50,151 43,885 USD 1,500 Cyberonics Inc. 39,790 68,566 USD 2,700 Natus Medical Inc. 41,437 31,885 USD 400 Cynosure Inc. 10,185 8,592 USD 1,200 Neogen Corp. 27,539 56,428 USD 2,100 DaVita Inc. 119,552 209,814 USD 3,200 NuVasive Inc. 97,937 82,552 USD 5,484 DENTSPLY International Inc. 195,956 210,981 USD 9,815 Omnicare Inc. 301,645 311,855 USD 1,600 Edwards Lifesciences Corp. 44,168 168,312 USD 2,155 Omnicell Inc. 39,907 32,097 USD 2,979 Emeritus Corp. 56,307 51,042 USD 1,800 Ensign Group, Inc. 36,562 51,750 USD 2,800 OraSure Technologies Inc. 22,724 32,012 USD 500 Exactech Inc. 8,989 8,516 USD 1,918 Orthofix International NV 76,534 80,487 USD 1,900 ExamWorks Group Inc. 25,443 25,533 USD 3,750 Owens & Minor Inc. 104,462 116,936 USD 7,326 Express Scripts Holding Co. 312,837 416,319 USD 810 Palomar Medical Technologies Inc. 20,006 7,001 USD 4,100 Five Star Quality Care Inc. 16,367 12,814 USD 6,554 Patterson Cos. Inc. 186,037 229,994 USD 1,846 Gen-Probe Inc. 95,448 154,461 USD 1,500 PDI Inc. 16,562 12,537 USD 4,800 Gentiva Health Services Inc. 66,302 33,816 USD 1,700 PharMerica Corp. 39,348 18,864 USD 2,200 Greatbatch Inc. 50,164 50,797 USD 1,800 Providence Service Corp. 31,384 25,087 USD 2,200 Haemonetics Corp. 125,215 165,873 USD 3,400 PSS World Medical Inc. 71,152 72,585 USD 2,816 Hanger Orthopedic Group Inc. 56,026 73,419 USD 1,200 Quality Systems Inc. 32,309 33,596 USD 5,800 HCA Holdings Inc. 153,455 179,680 USD 5,754 Quest Diagnostics Inc. 317,061 350,827 Health Management Associates Inc., USD 3,120 Quidel Corp. 47,660 49,773 USD 9,451 Class A 71,589 75,433 USD 3,982 ResMed Inc. 86,717 126,724

The accompanying notes are an integral part of these financial statements. 36 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 818 Rochester Medical Corp. 11,234 8,944 USD 31,336 Bristol-Myers Squibb Co. 803,044 1,146,544 USD 3,600 RTI Biologics Inc. 16,330 13,780 USD 4,200 Bruker BioSciences Corp. 26,698 56,868 USD 10,859 Select Medical Holdings Corp. 78,422 111,545 USD 3,600 Cambrex Corp. 42,917 34,414 USD 3,200 Sirona Dental Systems Inc. 101,884 146,567 USD 6,378 Celgene Corp. 360,917 416,534 Skilled Healthcare Group, Inc., USD 4,500 Celldex Therapeutics Inc. 22,154 23,731 USD 1,200 Class A 12,362 7,672 USD 961 Cepheid Inc. 18,938 43,771 USD 5,917 Solta Medical Inc. 17,487 17,650 Charles River Laboratories USD 3,500 Spectranetics Corp. 31,252 40,691 USD 2,825 International Inc. 121,454 94,189 USD 9,494 St Jude Medical Inc. 384,705 385,745 USD 542 Codexis Inc. 5,266 2,058 USD 5,100 STERIS Corp. 151,622 162,875 USD 4,700 Covance Inc. 246,478 228,859 USD 4,994 Stryker Corp. 275,920 279,984 USD 4,000 Cubist Pharmaceuticals Inc. 83,142 154,377 USD 799 Sun Healthcare Group Inc. 11,257 6,808 USD 2,087 Depomed Inc. 17,265 12,068 USD 5,500 Sunrise Senior Living Inc. 18,254 40,819 USD 2,515 Dusa Pharmaceuticals Inc. 14,515 13,365 USD 1,000 SurModics Inc. 27,929 17,602 USD 14,200 Eli Lilly and Co. 612,204 620,176 USD 3,700 Symmetry Medical Inc. 48,837 32,281 USD 2,684 Emergent Biosolutions Inc. 38,557 41,342 USD 2,563 Team Health Holdings Inc. 46,232 62,779 USD 6,645 Endo Pharmaceuticals Holdings Inc. 163,520 209,578 USD 3,979 Teleflex Inc. 252,689 246,736 USD 2,300 Enzo Biochem Inc. 19,079 3,887 USD 37,765 Tenet Healthcare Corp. 217,019 201,460 USD 4,000 Enzon Pharmaceuticals Inc. 41,334 27,895 USD 4,100 The Cooper Cos Inc. 194,921 332,793 USD 3,600 eResearch Technology Inc. 25,397 29,283 USD 3,000 Thoratec Corp. 83,965 102,467 USD 13,000 Forest Laboratories Inc., Class A 413,971 462,948 USD 501 Tornier NV 10,815 11,415 USD 1,119 Furiex Pharmaceuticals Inc. 19,157 23,866 USD 1,157 Triple-S Management Corp., Class B 20,495 21,473 USD 800 Genomic Health Inc. 16,148 27,194 USD 29,572 UnitedHealth Group Inc. 1,042,709 1,761,188 USD 6,600 Gilead Sciences Inc. 291,177 344,490 USD 6,149 Universal American Co. 54,165 65,980 USD 817 GTx Inc. 3,522 2,928 USD 6,900 Universal Health Services Inc. 216,995 303,039 USD 1,087 Harvard Bioscience Inc. 4,803 4,150 USD 900 US Physical Therapy Inc. 14,516 23,263 USD 1,100 Hi-Tech Pharmacal Co Inc. 18,023 36,216 USD 1,498 Varian Medical Systems Inc. 72,997 92,707 USD 1,600 Illumina Inc. 57,481 65,774 USD 1,300 Vascular Solutions Inc. 13,474 16,583 USD 3,400 Immunomedics Inc. 15,390 12,322 USD 7,762 VCA Antech Inc. 199,242 173,767 USD 6,121 Impax Laboratories Inc. 89,626 126,063 USD 2,700 WellCare Health Plans Inc. 58,578 145,738 USD 6,015 Incyte Corp., Ltd. 69,757 138,944 USD 19,767 WellPoint Inc. 1,371,006 1,283,898 USD 1,000 Indevus Pharmaceuticals Inc. – – USD 3,320 West Pharmaceutical Services Inc. 138,106 170,585 USD 549 Infinity Pharmaceuticals Inc. 9,530 7,556 USD 3,712 Wright Medical Group Inc. 78,342 80,644 USD 1,900 Jazz Pharmaceuticals PLC 16,295 87,005 USD 700 Young Innovations Inc. 16,189 24,465 USD 47,567 Johnson & Johnson 3,160,268 3,272,117 USD 6,443 Zimmer Holdings Inc. 380,570 422,025 USD 1,505 Lannett Co. Inc. 10,308 6,496 19,825,380 22,773,489 4.51 USD 8,776 Life Technologies Corp. 375,866 401,870 USD 3,000 Luminex Corp. 58,971 74,766 Pharmaceuticals Biotechnology & Life Sciences USD 2,900 Maxygen Inc. 26,967 17,596 USD 20,511 Abbott Laboratories 1,115,814 1,345,795 USD 4,800 Medicines Co. 68,353 112,100 USD 1,100 Acorda Therapeutics Inc. 27,154 26,373 USD 3,900 Medicis Pharmaceutical Corp. 101,049 135,629 USD 1,992 Affymax Inc. 26,175 26,100 USD 1,500 Medivation Inc. 76,054 139,559 USD 4,027 Affymetrix Inc. 26,209 19,187 USD 1,500 Medtox Scientific Inc. 21,612 41,170 USD 5,116 Agilent Technologies Inc. 146,100 204,271 USD 110,293 Merck & Co., Ltd. 3,931,339 4,686,725 USD 2,500 Albany Molecular Research Inc. 24,915 6,490 USD 500 Mettler-Toledo International Inc. 62,612 79,377 USD 3,000 Alexion Pharmaceuticals Inc. 57,331 303,277 USD 3,900 Momenta Pharmaceuticals Inc. 68,247 53,640 USD 4,824 Alkermes PLC 59,264 83,292 USD 17,152 Mylan Inc. 298,566 357,613 USD 3,400 Allergan Inc. 200,750 320,281 USD 4,396 Myriad Genetics Inc. 85,728 106,334 USD 3,928 Alnylam Pharmaceuticals Inc. 36,188 46,627 USD 200 Myriad Pharmaceuticals Inc. 1,585 531 USD 500 AMAG Pharmaceuticals Inc. 26,010 7,839 USD 3,800 Nabi Biopharmaceuticals 23,069 6,112 USD 18,491 Amgen Inc. 1,095,345 1,374,772 USD 700 Nanosphere Inc. 4,714 1,546 USD 506 Amicus Therapeutics Inc. 6,042 2,828 USD 1,000 Neurocrine Biosciences Inc. 24,724 8,032 USD 7,300 Ariad Pharmaceuticals Inc. 19,615 127,826 USD 1,410 Obagi Medical Products Inc. 16,189 21,919 USD 1,500 Arqule Inc. 8,570 9,040 USD 3,145 Onyx Pharmaceuticals Inc. 94,578 212,725 USD 4,300 Astex Pharmaceuticals 16,579 9,149 USD 3,600 Par Pharmaceutical Cos Inc. 106,499 132,342 USD 3,247 Aveo Pharmaceuticals Inc. 56,042 40,163 USD 5,100 Parexel International Corp. 102,511 146,520 USD 4,850 Biogen Idec Inc. 261,997 712,833 USD 5,200 PDL BioPharma Inc. 36,310 35,045 USD 3,879 BioMarin Pharmaceuticals Inc. 92,758 156,263 USD 9,300 PerkinElmer Inc. 217,506 244,366 USD 369 BioMimetic Therapeutics Inc. 4,531 988 USD 1,600 Perrigo Co. 29,992 192,110 USD 2,112 Bio-Rad Laboratories Inc. 215,832 214,625 USD 321,179 Pfizer Inc. 6,251,451 7,513,915

The accompanying notes are an integral part of these financial statements. 37 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,072 Pozen Inc. 7,726 6,810 USD 6,900 Cathay General BanCorp. 79,302 116,045 USD 1,500 Progenics Pharmaceuticals Inc. 18,853 14,920 USD 2,172 Center BanCorp. Inc. 25,276 24,788 USD 2,812 Questcor Pharmaceuticals Inc. 12,847 152,385 USD 1,548 Centerstate Banks of Florida Inc. 20,267 11,221 USD 1,200 Regeneron Pharmaceuticals Inc. 21,286 139,538 USD 2,164 Chemical Financial Corp. 59,467 47,322 USD 2,500 Repligen Corp. 14,014 10,919 USD 165,991 Citigroup Inc. 8,436,051 4,628,558 USD 5,900 Rigel Pharmaceuticals Inc. 48,693 55,860 USD 1,200 City Holding Co. 45,963 40,962 USD 800 Salix Pharmaceuticals Ltd. 22,145 44,330 USD 5,200 City National Corp. 284,670 257,282 USD 1,200 Sangamo Biosciences Inc. 8,989 6,731 USD 1,600 Clifton Savings Bancorp Inc. 16,734 16,794 USD 3,917 Santarus Inc. 13,025 28,233 USD 616 CNB Financial Corp. 9,892 10,216 USD 6,000 Sciclone Pharmaceuticals Inc. 15,360 42,819 USD 2,900 CoBiz Financial Inc. 25,973 18,452 USD 2,236 Seattle Genetics Inc. 37,777 57,774 USD 3,787 Columbia Banking System Inc. 78,677 72,442 USD 4,300 Spectrum Pharmaceuticals Inc. 25,707 67,853 USD 13,535 Comerica Inc. 504,170 423,438 USD 700 Techne Corp. 46,751 52,892 USD 8,007 Commerce Bancshares Inc. 319,635 308,535 USD 20,828 Thermo Fisher Scientific Inc. 1,006,023 1,099,849 USD 3,139 Community Bank System Inc. 74,072 86,570 USD 1,095 Transcept Pharmaceuticals Inc. 9,938 6,889 USD 1,207 Community Trust Bancorp Inc. 40,725 41,115 USD 2,900 United Therapeutics Corp. 141,909 145,757 USD 5,364 Cullen/Frost Bankers Inc. 290,350 313,888 USD 2,600 Vertex Pharmaceuticals Inc. 96,259 147,990 USD 8,462 CVB Financial Corp. 95,975 100,276 USD 6,900 Viropharma Inc. 93,394 166,411 USD 3,160 Dime Community Bancshares 45,966 42,754 USD 2,300 Warner Chilcott PLC, Class A 53,287 41,983 USD 12,382 East West Bancorp Inc. 248,757 295,725 USD 1,100 Waters Corp. 67,071 88,939 USD 1,100 Enterprise Financial Services Corp. 19,953 12,262 USD 5,734 Watson Pharmaceuticals Inc. 205,184 431,858 USD 1,200 ESSA Bancorp Inc. 15,237 13,206 USD 1,101 XenoPort Inc. 6,977 6,759 USD 700 Farmers Capital Bank Corp. 17,027 4,668 24,439,263 30,354,068 6.01 Federal Agricultural Mortgage Corp., USD 656 Class C 16,396 17,504 44,264,643 53,127,557 10.52 USD 283 Fidelity Southern Corp. 5,455 2,475 Financials USD 57,753 Fifth Third Bancorp. 973,856 787,271 Banks USD 1,100 Financial Institutions Inc. 16,811 18,847 USD 2,230 1st Source Corp. 49,848 51,217 USD 1,117 First Bancorp 23,986 10,109 USD 2,260 1st United Bancorp Inc. 13,488 14,242 USD 900 First Bancorp Inc. 16,918 15,494 USD 2,520 Ameris BanCorp. 33,698 32,299 USD 2,500 First BanCorp. 9,913 10,028 USD 764 Arrow Financial Corp. 16,968 18,753 USD 6,440 First Busey Corp. 30,648 31,601 USD 14,400 Associated BancCorp. 275,296 193,364 USD 2,700 First California Financial Group Inc. 12,383 18,884 USD 6,500 Astoria Financial Corp. 138,013 64,784 USD 8,400 First Commonwealth Financial Corp. 55,623 57,467 USD 1,100 B of I Holding Inc. 15,346 22,140 USD 1,700 First Community Bancshares Inc. 28,290 24,939 USD 1,470 Bancfirst Corp. 66,261 62,495 USD 614 First Defiance Financial Corp. 10,260 10,695 USD 3,000 Bancorp Inc. 25,492 28,801 USD 5,333 First Financial Bancorp 87,588 86,705 USD 5,326 BancorpSouth Inc. 140,603 78,729 USD 3,100 First Financial Bankshares, Inc. 100,560 109,038 USD 2,900 Bank Mutual Corp. 35,171 12,990 USD 1,400 First Financial Corp. 51,332 41,304 USD 3,158 Bank of Hawaii Corp. 147,117 147,665 USD 2,100 First Financial Holdings Inc. 32,464 22,897 USD 63,150 Bank of New York Mellon Corp. 2,144,430 1,411,162 USD 1,800 First Financial Northwest Inc. 18,102 14,843 USD 2,800 Bank of the Ozarks Inc. 42,757 85,659 USD 21,742 First Horizon National Corp. 280,591 191,242 USD 1,000 BankFinancial Corp. 15,738 7,646 USD 123 First Interstate BancSystem Inc. 1,542 1,776 USD 5,568 Bankunited Inc. 135,068 133,550 USD 2,502 First Merchants Corp. 43,137 31,712 USD 1,320 Banner Corp. 23,340 29,470 USD 6,500 First Midwest Bancorp Inc. 129,315 72,592 USD 39,303 BB&T Corp. 1,140,753 1,233,983 USD 32,265 First Niagara Financial Group Inc. 410,144 250,954 USD 6,928 BBCN Bancorp Inc. 76,679 76,737 USD 469 First Pactrust Bancorp Inc. 5,532 5,629 USD 5,500 Beneficial Mutual Bancorp Inc. 66,845 48,322 USD 2,144 First Republic Bank 69,715 73,317 USD 2,048 Berkshire Hills Bancorp Inc. 53,423 45,807 USD 244 First South Bancorp Inc. 5,488 999 USD 4,957 BOK Financial Corp. 245,416 292,998 USD 9,267 FirstMerit Corp. 187,386 156,043 Boston Private Financial Holdings USD 2,798 Flushing Financial Corp. 44,551 38,740 USD 7,164 Inc. 58,269 65,056 USD 12,256 FNB Corp. 142,409 135,627 USD 5,639 Brookline Bancorp Inc. 64,491 50,749 USD 1,784 Fox Chase Bancorp Inc. 20,330 26,208 USD 1,088 Bryn Mawr Bank Corp. 21,956 23,294 USD 18,272 Fulton Financial Corp. 218,983 185,832 USD 300 Camden National Corp. 12,046 11,087 USD 600 German American Bancorp Inc. 9,146 12,449 USD 555 Capital Bank Corp. 7,564 1,283 USD 5,400 Glacier Bancorp Inc. 102,637 85,101 USD 805 Capital City Bank Group Inc. 21,251 6,015 USD 1,000 Great Southern Bancorp Inc. 26,706 27,996 USD 26,668 CapitalSource Inc. 131,316 182,172 USD 302 Green Bankshares Inc. 9,937 507 USD 14,079 Capitol Federal Financial Inc. 191,450 169,991 USD 7,358 Hancock Holding Co. 301,919 228,245 USD 2,750 Cardinal Financial Corp. 30,204 34,268 USD 1,519 Hanmi Financial Corp. 14,035 16,191

The accompanying notes are an integral part of these financial statements. 38 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,064 Heartland Financial USA Inc. 21,053 25,986 USD 3,553 Rockville Financial Inc. 37,315 41,814 USD 2,218 Heritage Commerce Corp. 21,000 14,655 USD 2,278 Roma Financial Corp. 34,494 19,689 USD 1,004 Heritage Financial Corp. 13,325 14,964 USD 2,500 S&T Bancorp Inc. 49,883 46,983 USD 2,748 Home Bancshares Inc. 63,407 85,383 USD 2,000 Sandy Spring Bancorp Inc. 47,477 36,589 USD 1,300 Home Federal Bancorp Inc. 15,261 13,883 USD 1,228 SCBT Financial Corp. 46,418 44,056 USD 41,946 Hudson City Bancorp Inc. 489,226 271,592 USD 300 Sierra Bancorp 10,440 3,014 USD 1,261 Hudson Valley Holding Corp. 26,413 23,133 USD 2,900 Signature Bank, New York NY 91,195 180,093 USD 60,508 Huntington Bancshares Inc. 386,571 393,625 USD 2,142 Simmons First National Corp., Class A 60,914 50,679 USD 2,500 Iberiabank Corp. 134,894 128,402 USD 1,095 Southside Bancshares Inc. 25,668 25,049 USD 1,600 Independent Bank Corp., Maryland 42,799 47,514 USD 2,500 Southwest Bancorp Inc. 36,533 23,899 USD 5,272 International Bancshares Corp. 118,806 104,767 USD 1,269 StellarOne Corp. 19,406 16,110 USD 200 Intervest Bancshares Corp. 8,764 753 USD 2,600 Sterling Bancorp 30,579 26,390 USD 1,518 Intl FCStone Inc. 44,782 29,842 USD 800 Suffolk Bancorp 27,163 10,360 USD 9,698 Investors Bancorp Inc. 123,334 148,886 USD 6,878 Sun Bancorp Inc. 30,489 18,836 USD 459 Kaiser Federal Financial Group 10,613 6,888 USD 29,389 SunTrust Banks Inc. 1,023,433 724,650 USD 3,836 Kearny Financial Corp. 50,076 37,842 USD 15,809 Susquehanna Bancshares Inc. 141,806 165,611 USD 59,882 KeyCorp 764,301 471,243 USD 3,523 SVB Financial Group 170,494 210,569 USD 2,646 Lakeland Bancorp Inc. 22,042 28,258 USD 915 SY Bancorp Inc. 24,022 22,161 USD 1,295 Lakeland Financial Corp. 34,268 35,293 USD 50,726 Synovus Financial Corp. 113,057 102,250 USD 6,835 M&T Bank Corp. 638,986 574,205 USD 1,499 Taylor Capital Group Inc. 30,321 24,966 USD 660 Macatawa Bank Corp. 9,630 2,237 USD 12,909 TCF Financial Corp. 210,174 150,739 USD 1,100 MainSource Financial Group Inc. 16,279 13,237 USD 1,146 Territorial Bancorp Inc. 21,201 26,519 USD 4,405 MB Financial Inc. 114,299 96,372 USD 3,645 Texas Capital Bancshares Inc. 83,071 149,842 USD 315 Mercantile Bank Corp. 12,971 5,904 USD 14,373 TFS Financial Corp. 174,853 139,593 USD 700 Merchants Bancshares Inc. 16,987 19,540 USD 858 Tompkins Trustco Inc. 35,881 32,791 USD 1,700 Meridian Interstate Bancorp Inc. 18,840 23,935 USD 2,245 TowneBank 47,572 31,974 USD 1,700 Metro Bancorp Inc. 22,248 20,751 USD 1,000 Trico Bancshares 27,284 15,678 USD 15,860 MGIC Investment Corp. 77,380 46,340 USD 11,561 National Penn Bancshares Inc. 129,992 112,518 USD 8,843 Trustco Bank Corp. NY 67,556 49,064 USD 2,375 NBT Bancorp Inc. 56,670 52,178 USD 5,616 Trustmark Corp. 146,087 139,961 USD 30,688 New York Community Bancorp Inc. 459,629 391,461 USD 3,208 UMB Financial Corp. 131,270 167,149 USD 434 Northeast Community Bancorp Inc. 6,115 2,298 USD 10,000 Umpqua Holdings Corp. 145,534 133,874 USD 2,416 Northfield Bancorp Inc. 33,374 34,926 USD 1,785 Union First Market Bankshare 29,478 26,241 USD 9,750 Northwest Bancshares Inc. 115,489 116,134 USD 4,449 United Bankshares Inc. 120,572 117,400 USD 2,100 OceanFirst Financial Corp. 31,440 30,615 USD 3,270 United Community Banks Inc. 32,240 28,463 USD 11,000 Ocwen Financial Corp. 124,938 210,085 USD 1,320 United Financial Bancorp Inc. 19,206 19,270 USD 8,500 Old National Bancorp 121,151 103,841 USD 1,258 United Security Bancshares 16,914 2,754 USD 625 OmniAmerican Bancorp Inc. 11,335 13,616 USD 1,800 Univest Corp. of Pennsylvania 37,349 30,273 USD 3,924 Oriental Financial Group Inc. 48,688 44,263 USD 76,101 US Bancorp 1,992,260 2,490,809 USD 4,835 Oritani Financial Corp. 54,945 70,782 USD 15,868 Valley National Bancorp 216,431 171,237 USD 1,285 Pacific Capital Bancorp NA 37,291 59,745 USD 3,500 ViewPoint Financial Group 42,171 55,692 USD 2,300 Pacific Continental Corp. 27,030 20,746 USD 2,844 Virginia Commerce Bancorp 27,813 24,292 USD 3,562 PacWest Bancorp 95,586 85,689 USD 1,498 Walker & Dunlop Inc. 18,430 19,582 USD 1,107 Park National Corp. 93,262 78,325 USD 1,255 Washington Banking Company 15,203 17,708 USD 400 Park Sterling Corp. 1,796 1,914 USD 9,600 Washington Federal Inc. 197,892 165,168 USD 138 Peapack-Gladstone Financial Corp. 3,581 2,172 USD 1,301 Washington Trust Bancorp Inc. 30,817 32,238 USD 500 Peoples Bancorp Inc. 12,742 11,132 USD 1,124 Waterstone Financial Inc. 15,748 4,337 USD 24,829 People’s United Financial Inc. 423,365 293,215 USD 8,206 Webster Financial Corp. 202,255 181,117 USD 3,131 Pinnacle Financial Partners Inc. 56,674 62,157 USD 223,371 Wells Fargo & Co. 7,526,766 7,602,077 USD 29,759 PNC Financial Services Group Inc. 1,926,524 1,851,095 USD 2,192 WesBanco Inc. 43,612 47,421 USD 3,274 Popular Inc. 79,559 55,329 USD 700 West Bancorporation Inc. 10,904 6,770 USD 7,008 PrivateBancorp Inc. 98,458 105,234 USD 2,005 West Coast Bancorp. 30,947 40,109 USD 4,270 Prosperity Bancshares Inc. 157,049 182,621 USD 2,730 Westamerica Bancorporation 134,854 131,154 USD 118 Provident Financial Holdings Inc. 4,019 1,378 USD 6,300 Western Alliance BanCorp. 46,895 60,032 USD 5,800 Provident Financial Services Inc. 85,615 90,578 USD 2,116 Westfield Financial Inc. 20,977 15,704 USD 3,300 Provident New York Bancorp 35,432 25,499 USD 3,378 Wilshire Bancorp Inc. 35,193 18,811 USD 14,885 Radian Group Inc. 122,183 49,704 USD 2,629 Wintrust Financial Corp. 98,397 94,907 USD 71,294 Regions Financial Corp. 682,286 489,195 USD 497 WSFS Financial Corp. 18,718 20,214 USD 2,286 Renasant Corp. 44,117 36,445 USD 15,674 Zions Bancorp. 311,603 309,724 USD 1,800 Republic Bancorp Inc. 43,991 40,663 42,695,825 36,320,583 7.19 USD 500 Riverview Bancorp Inc. 9,185 636

The accompanying notes are an integral part of these financial statements. 39 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Diversified Financials USD 250 Life Partners Holdings Inc. 4,650 542 USD 2,200 Affiliated Managers Group Inc. 147,299 245,226 USD 4,000 LPL Financial Holdings Inc. 137,907 137,477 USD 908 Altisource Portfolio Solutions SA 32,135 67,554 USD 2,300 MarketAxess Holdings Inc. 25,195 62,331 USD 29,200 American Capital Ltd. 145,514 299,946 USD 1,324 Marlin Business Services Inc. 24,057 22,092 USD 16,100 American Express Co. 573,058 953,933 USD 6,400 MCG Capital Corp. 17,739 29,841 USD 13,745 Ameriprise Financial Inc. 544,742 730,999 USD 1,500 Medallion Financial Corp. 16,420 16,172 Apollo Global Management LLC, USD 4,100 Moody’s Corp. 155,078 152,393 USD 1,800 Class A 22,509 22,705 USD 78,840 Morgan Stanley 2,580,032 1,170,235 USD 1,400 Artio Global Investors Inc. 22,262 4,974 USD 2,750 MSCI Inc. 80,752 95,272 USD 551,783 Bank of America Corp. 11,735,359 4,589,438 USD 12,427 Nasdaq Stock Market Inc. 313,132 286,805 USD 900 BGC Partners Inc., Class A 8,137 5,369 USD 2,800 Nelnet Inc. 59,582 65,534 USD 7,304 BlackRock Inc. 1,293,340 1,262,010 USD 5,961 Netspend Holdings Inc. 44,913 55,649 USD 1,700 Calamos Asset Management Inc. 23,623 19,816 USD 5,534 NewStar Financial, Inc. 49,414 73,015 USD 27,909 Capital One Financial Corp. 1,508,979 1,552,757 USD 10,669 Northern Trust Corp. 557,953 499,632 USD 200 Capital Southwest Corp. 28,382 20,705 USD 18,078 NYSE Euronext 605,372 470,782 USD 2,411 Cash America International Inc. 96,031 108,097 USD 900 Oppenheimer Holdings, Class A 23,531 14,339 USD 615 CBOE Holdings Inc. 13,475 17,324 USD 4,300 PHH Corp. 86,117 76,564 USD 13,751 CIT Group Inc. 568,604 499,632 USD 1,865 Pico Holdings Inc. 63,205 42,473 USD 3,530 CME Group Inc. 1,205,333 963,475 USD 1,200 Piper Jaffray Cos 62,085 28,623 USD 2,000 Cohen & Steers Inc. 44,567 70,205 USD 500 QC Holdings Inc. 8,152 2,112 USD 4,176 CompuCredit Holdings Corp. 21,086 15,390 USD 9,300 Raymond James Financial Inc. 241,277 324,085 USD 9,189 Cowen Group Inc. 54,731 24,790 USD 1,406 Resource America Inc. 15,043 9,089 USD 1,455 Credit Acceptance Corp. 45,945 124,589 USD 1,500 Safeguard Scientifics Inc. 18,399 23,624 USD 3,400 DFC Global Corp. 59,547 63,793 USD 5,741 SEI Investments Co. 126,520 116,250 USD 100 Diamond Hill Investment Group Inc. 6,283 7,891 USD 24,850 SLM Corp. 377,782 397,440 USD 2,698 Direct Markets Holdings Corp. 11,515 989 USD 27,824 State Street Corp. 1,233,863 1,264,199 USD 26,105 Discover Financial Services 461,200 918,739 USD 4,387 Stifel Financial Corp. 129,402 137,916 USD 3,573 Duff & Phelps Corp. 58,850 52,707 USD 1,700 SWS Group Inc. 31,540 9,190 USD 26,552 E*Trade Financial Corp. 345,087 214,358 USD 3,554 T Rowe Price Group Inc. 180,761 218,934 USD 2,482 Eaton Vance Corp. 74,865 68,072 USD 13,212 TD Ameritrade Holding Corp. 252,938 228,524 USD 1,200 Edelman Financial Group Inc. 13,019 10,616 USD 18,780 The Charles Schwab Corp. 350,017 247,017 USD 2 Epoch Holding Corp. 36 46 USD 250 Tree.com Inc. 1,829 2,896 USD 2,363 Evercore Partners Inc. 63,036 56,196 USD 100 Virtus Investment Partners Inc. 5,651 8,225 USD 4,300 Ezcorp Inc. 81,443 102,655 USD 1,925 Waddell & Reed Financial Inc. 54,967 59,322 USD 3,953 Federated Investors Inc. 104,707 87,892 USD 418 Westwood Holdings Group Inc. 15,152 15,779 USD 1,700 First Cash Financial Services Inc. 32,998 69,470 USD 1,300 World Acceptance Corp. 42,854 87,058 USD 4,792 First Marblehead Corp. 13,381 5,708 44,016,788 32,754,990 6.48 USD 2,700 Franklin Resources Inc. 254,008 305,027 USD 600 GAMCO Investors Inc., Class A 28,838 27,121 Insurance USD 9,600 GFI Group Inc. 56,664 34,793 USD 19,036 ACE Ltd. 1,251,895 1,436,610 USD 26,264 Goldman Sachs Group Inc. 4,069,286 2,560,170 USD 500 Affirmative Insurance Holdings Inc. 8,181 168 USD 1,146 Green Dot Corp., Class A 35,171 25,772 USD 18,023 Aflac Inc. 855,119 781,271 USD 1,900 Greenhill & Co. Inc. 95,614 68,958 USD 874 Alleghany Corp. 292,557 301,456 USD 1,900 Harris & Harris Group Inc. 14,975 7,350 Allied World Assurance Co Holdings USD 418 Heritage Financial Group Inc 9,181 5,451 USD 3,200 Ltd 188,391 258,829 USD 3,300 ICG Group Inc. 32,749 31,042 USD 28,432 Allstate Corp. 1,239,111 1,015,687 USD 3,900 Interactive Brokers Group Inc. 67,263 58,325 USD 9,400 Alterra Capital Holdings Ltd. 196,436 223,548 USD 1,700 IntercontinentalExchange Inc. 201,750 235,269 American Equity Investment Life USD 4,500 Holding Co. 45,236 50,439 USD 26,100 Invesco Ltd. 474,908 600,241 USD 8,650 American Financial Group Inc. 258,017 345,553 USD 3,400 Investment Technology Group Inc. 98,276 31,775 USD 30,160 American International Group Inc. 967,759 984,997 USD 16,815 Janus Capital Group Inc. 244,668 133,867 USD 1,700 American National Insurance Co. 159,120 123,346 USD 16,974 Jefferies Group Inc. 309,064 224,472 American Safety Insurance Holdings USD 2,200 JMP Group Inc. 16,790 13,797 USD 500 Ltd. 8,863 9,539 USD 215,522 JP Morgan Chase & Co. 9,222,896 7,839,597 USD 1,984 AMERISAFE Inc. 44,991 52,354 USD 2,600 KBW Inc. 68,250 43,516 USD 5,239 Amtrust Financial Services Inc. 92,196 158,407 USD 7,200 Knight Capital Group Inc. 126,665 87,446 USD 10,523 Aon PLC 486,853 500,937 USD 4,300 Lazard Ltd., Class A 109,793 113,730 USD 9,300 Arch Capital Group Ltd. 233,696 375,022 USD 11,413 Legg Mason Inc. 585,642 306,161 Argo Group International USD 13,467 Leucadia National Corp. 439,978 291,613 USD 2,900 Holdings Ltd. 100,975 86,327

The accompanying notes are an integral part of these financial statements. 40 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,143 Arthur J Gallagher & Co. 118,498 147,960 USD 19,590 Principal Financial Group 721,569 522,722 USD 5,709 Aspen Insurance Holdings Ltd. 155,166 168,026 USD 2,800 ProAssurance Corp. 172,752 253,784 USD 7,831 Assurant Inc. 301,087 277,677 USD 11,300 Progressive Corp. 214,766 239,628 USD 15,719 Assured Guaranty Ltd. 228,208 225,638 USD 7,053 Protective Life Corp. 218,746 211,173 USD 7,994 Axis Capital Holdings Ltd. 245,962 264,739 USD 26,286 Prudential Financial Inc. 1,625,906 1,295,741 USD 743 Baldwin & Lyons Inc., Class B 18,555 17,466 USD 4,815 Reinsurance Group of America Inc. 241,936 260,929 USD 28,518 Berkshire Hathaway Inc., Class B 2,244,619 2,418,716 USD 4,400 RenaissanceRe Holdings Ltd. 262,013 340,078 USD 12,261 Brown & Brown Inc. 263,334 340,393 USD 1,975 RLI Corp. 121,781 137,086 USD 15,600 Chubb Corp., PFD., Rights 843,354 1,156,179 USD 1,073 Safety Insurance Group Inc. 43,423 44,339 USD 10,873 Cincinnati Financial Corp. 401,796 421,517 USD 1,800 Seabright Insurance Holdings 28,758 16,236 USD 3,636 Citizens Inc., Class A 24,868 36,017 USD 4,517 Selective Insurance Group 89,617 79,922 USD 4,264 CNA Financial Corp. 131,887 120,332 USD 3,575 StanCorp Financial Group Inc. 163,420 135,281 USD 22,882 CNO Financial Group Inc. 118,187 181,468 USD 3,600 State Auto Financial Corp. 90,197 51,456 USD 1,100 Crawford & Co. 8,196 4,558 USD 1,200 Stewart Information Services Corp. 16,110 18,740 USD 1,300 Donegal Group Inc. 24,313 17,536 USD 5,023 Symetra Financial Corp. 66,811 64,586 USD 1,600 eHealth Inc. 34,125 26,225 USD 7,100 The Phoenix Cos Inc. 19,475 13,300 USD 1,000 EMC Insurance Group Inc. 27,227 20,504 USD 22,301 The Travelers Cos Inc. 1,127,441 1,449,165 USD 3,270 Employers Holdings Inc. 58,960 60,056 USD 7,408 Torchmark Corp. 291,466 381,083 USD 3,400 Endurance Specialty Holdings Ltd. 130,344 132,536 USD 3,700 Tower Group Inc. 102,282 78,500 USD 974 Enstar Group Ltd. 69,404 97,205 USD 2,350 United Fire Group Inc., GDR 46,313 50,935 USD 2,500 Erie Indemnity Co., Class A 121,844 181,976 USD 3,700 Universal Insurance Holdings Inc. 21,873 12,769 USD 19,393 Unum Group 431,988 377,684 USD 3,500 Everest Re Group Ltd. 294,842 369,002 USD 9,320 Validus Holdings Ltd. 263,415 303,813 USD 2,578 FBL Financial Group Inc. 77,543 73,356 USD 3,793 Willis Group Holdings PLC 141,695 140,673 Fidelity National Financial, Inc., USD 18,956 Class A 331,518 371,490 USD 8,250 WR Berkley Corp. 244,258 326,802 USD 8,007 First American Corp. 122,189 138,250 USD 22,511 XL Group PLC 439,298 482,410 USD 6,304 Flagstone Reinsurance Holdings SA 64,861 51,406 28,531,150 28,070,625 5.56 USD 34,400 Genworth Financial, Inc., Class A 263,059 198,218 Real Estate USD 1,293 Global Indemnity PLC 19,875 26,603 USD 1,730 Acadia Realty Trust 33,413 40,790 USD 2,900 Greenlight Capital Re, Ltd., Class A 59,465 75,019 USD 671 Agree Realty Corp. 16,880 15,076 USD 1,700 Hallmark Financial Services Inc. 15,628 13,482 USD 200 Alexanders Inc. 63,508 87,778 USD 3,600 Hanover Insurance Group Inc. 170,603 143,301 USD 1,300 Alexandria Real Estate Equities Inc. 91,713 96,256 Hartford Financial Services Group USD 23,854 Inc. 980,291 427,894 USD 2,600 American Campus Communities Inc. 68,997 119,032 USD 9,400 HCC Insurance Holdings Inc. 289,491 300,392 USD 4,040 American Tower Corp., Class A 168,408 287,493 Apartment Investment & Management USD 4,296 Hilltop Holdings Inc. 41,848 45,004 USD 4,635 Co. 111,039 127,545 USD 3,100 Horace Mann Educators Corp. 45,155 55,166 USD 2,700 Ashford Hospitality Trust Inc. 16,699 23,172 USD 220 Independence Holding Co. 4,235 2,190 USD 1,300 Associated Estates Realty Corp. 15,522 19,773 USD 200 Infinity Property & Casualty Corp. 8,739 11,724 USD 200 AV Homes Inc 18,014 2,952 USD 5,004 Kemper Corp. 185,012 156,650 USD 1,623 AvalonBay Communities Inc. 148,866 233,866 USD 17,459 Lincoln National Corp. 668,452 388,720 USD 6,077 BioMed Realty Trust Inc. 105,878 115,506 USD 17,987 Loews Corp. 698,465 749,496 USD 2,200 Boston Properties Inc. 176,077 242,605 USD 4,600 Maiden Holdings Ltd. 37,900 40,602 USD 5,710 Brandywine Realty Trust 67,684 71,733 USD 700 Markel Corp. 270,045 312,804 USD 2,600 BRE Properties Inc. 107,888 132,373 USD 10,587 Marsh & McLennan Cos Inc. 313,149 347,270 USD 2,100 Camden Property Trust 94,442 144,672 USD 16,200 MBIA Inc. 147,868 177,953 USD 2,184 Campus Crest Communities Inc. 24,566 23,079 USD 3,742 Meadowbrook Insurance Group Inc. 30,561 33,486 USD 2,001 Capital Lease Funding Inc. 8,274 8,413 USD 4,583 Mercury General Corp. 224,758 194,421 USD 5,677 CBL & Associates Properties Inc. 70,456 112,873 USD 59,659 MetLife Inc. 2,717,794 1,874,306 USD 7,200 CBRE Group Inc. 58,535 119,918 USD 6,000 Montpelier Re Holdings Ltd. 109,276 130,046 USD 4,462 Cedar Realty Trust Inc. 23,469 22,894 USD 3,409 National Financial Partners Corp. 31,362 46,436 USD 3,600 Colonial Properties Trust 54,873 81,033 USD 1,387 National Interstate Corp. 37,231 37,588 USD 3,675 Commonwealth REIT 79,309 71,422 USD 1,600 Navigators Group Inc. 81,560 81,363 USD 375 Consolidated-Tomoka Land Co. 21,309 10,949 USD 22,049 Old Republic International Corp. 317,032 186,086 Corporate Office Properties Trust SBI USD 2,200 OneBeacon Insurance Group Ltd. 35,460 29,116 USD 2,750 MD 103,201 65,791 USD 4,814 PartnerRe Ltd. 368,343 371,047 USD 5,174 Cousins Properties Inc. 40,519 40,770 USD 3,600 Platinum Underwriters Holdings Ltd. 131,679 139,599 USD 5,500 Cubesmart 39,550 65,288 USD 1,939 Presidential Life Corp. 19,861 19,365 USD 10,600 DCT Industrial Trust Inc. 62,017 67,985 USD 5,212 Primerica Inc. 109,361 141,725 USD 9,180 DDR Corp. 66,448 136,728

The accompanying notes are an integral part of these financial statements. 41 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 7,576 DiamondRock Hospitality Co. 85,648 78,593 USD 6,396 Piedmont Office Realty Trust Inc. 120,502 112,062 USD 2,000 Digital Realty Trust Inc. 91,834 152,809 USD 2,000 Post Properties Inc. 45,812 99,606 USD 5,100 Douglas Emmett Inc. 90,625 119,833 USD 7,128 ProLogis Inc. 297,396 241,284 USD 9,800 Duke Realty Corp. 132,766 146,062 USD 1,100 PS Business Parks Inc. 61,898 75,781 USD 2,800 DuPont Fabros Technology Inc. 57,375 81,383 USD 2,250 Public Storage Inc. 181,282 330,673 USD 1,500 EastGroup Properties Inc. 64,126 81,301 USD 2,100 Ramco-Gershenson Properties Trust 20,271 26,852 USD 2,600 Education Realty Trust Inc. 16,483 29,328 USD 2,800 Realty Income Corp. 72,797 119,067 USD 2,000 Entertainment Properties Trust 82,784 83,663 USD 3,500 Regency Centers Corp. 132,167 169,393 USD 1,200 Equity Lifestyle Properties Inc. 61,637 84,197 USD 2,100 Retail Opportunity Investments Corp. 22,185 25,740 USD 4,150 Equity One Inc. 77,198 89,568 USD 1,200 Sabra Healthcare REIT Inc. 39,988 20,890 USD 3,900 Equity Residential 139,982 247,634 USD 800 Saul Centers Inc. 34,853 34,939 USD 917 Essex Property Trust Inc. 87,245 143,702 USD 5,500 Senior Housing Properties Trust 109,441 124,976 USD 1,100 Excel Trust Inc. 13,092 13,382 USD 4,496 Simon Property Group Inc. 375,957 712,342 USD 3,400 Extra Space Storage Inc. 46,242 105,814 USD 1,795 SL Green Realty Corp. 111,649 146,503 USD 1,100 Federal Realty Invs Trust 78,775 116,510 USD 1,400 Sovran Self Storage Inc. 56,733 71,335 USD 3,800 FelCor Lodging Trust Inc. 15,727 18,144 USD 6,645 St. Joe Co. 181,663 106,886 USD 3,300 First Industrial Realty Trust Inc. 52,265 42,398 USD 7,200 Strategic Hotels & Resorts Inc. 38,761 47,205 USD 1,900 First Potomac Realty Trust 29,721 22,747 USD 200 Stratus Properties Inc. 6,863 1,832 USD 200 Forest City Enterprises Inc. 13,747 2,932 USD 1,100 Sun Communities Inc. 13,870 49,542 USD 12,584 Forest City Enterprises Inc., Class A 210,844 186,786 USD 5,504 Sunstone Hotel Investors Inc. 62,930 61,581 USD 3,400 Forestar Group Inc. 62,968 44,375 USD 3,468 Tanger Factory Outlet Centers 72,874 113,085 USD 2,600 Franklin Street Properties Corp. 32,207 27,978 USD 2,500 Taubman Centers Inc. 108,821 196,356 USD 6,517 General Growth Properties 99,856 119,888 USD 1,655 Tejon Ranch Co. 50,008 48,204 USD 1,200 Getty Realty Corp. 28,661 23,395 USD 3,276 The Howard Hughes Corp. 208,014 205,044 USD 5,234 Glimcher Realty Trust 22,859 54,350 USD 2,568 The Macerich Co. 80,253 154,351 USD 2,012 Government Properties Income Trust 48,313 46,271 USD 4,733 Thomas Properties Group Inc. 30,371 26,164 USD 5,554 HCP Inc. 161,142 249,466 USD 4,293 UDR Inc. 80,932 112,933 USD 3,527 Health Care REIT Inc. 157,134 209,372 USD 522 Universal Health Realty Income Trust 17,843 22,059 USD 3,800 Healthcare Realty Trust Inc. 84,776 92,266 USD 800 Urstadt Biddle Properties Inc. 14,330 16,069 USD 6,000 Hersha Hospitality Trust 25,516 32,252 USD 4,853 Ventas Inc. 195,176 311,752 USD 2,833 HFF Inc. 41,981 40,147 USD 2,656 Vornado Realty Trust 207,780 227,023 USD 2,800 Highwoods Properties Inc. 84,907 95,892 Washington Real Estate Investment USD 1,600 Home Properties Inc. 78,739 99,883 USD 3,500 Trust 103,013 101,301 USD 5,000 Hospitality Properties Trust 131,662 125,984 USD 4,571 Weingarten Realty Investors 113,322 122,573 USD 13,650 Host Hotels & Resorts Inc. 168,244 219,563 USD 1,300 Winthrop Realty Trust 16,506 16,107 USD 2,900 Inland Real Estate Corp. 32,431 24,741 USD 771 ZipRealty Inc. 3,777 1,138 USD 3,386 Investors Real Estate Trust 25,991 27,198 9,280,709 11,730,655 2.32 USD 3,200 Jones Lang LaSalle Inc. 194,958 229,607 124,524,472 108,876,853 21.55 USD 1,972 Kennedy-Wilson Holdings Inc. 21,274 28,086 USD 2,200 Kilroy Realty Corp. 75,024 108,380 Information Technology USD 8,100 Kimco Realty Corp. 152,547 156,843 Software & Services USD 4,246 Kite Realty Group Trust 20,731 21,570 USD 3,343 Accelrys Inc. 26,772 27,499 USD 3,351 LaSalle Hotel Properties 86,317 99,411 USD 5,700 Accenture PLC 234,175 348,579 USD 5,174 Lexington Realty Trust 31,378 44,509 USD 2,100 ACI Worldwide Inc. 44,980 94,517 USD 4,200 Liberty Property Trust 135,564 157,521 USD 25,425 Activision Blizzard Inc. 296,159 310,089 USD 1,400 LTC Properties Inc. 37,893 51,680 USD 5,900 Actuate Corp. 39,682 41,505 USD 3,400 Mack-Cali Realty Corp. 118,054 100,691 USD 6,391 Acxiom Corp. 98,934 98,311 USD 5,500 Medical Properties Trust Inc. 48,830 53,753 USD 9,300 Adobe Systems Inc. 319,541 306,475 Mid-America Apartment USD 2,600 Advent Software Inc. 51,185 71,758 USD 1,279 Communities Inc. 65,101 88,763 USD 3,088 Akamai Technologies Inc. 87,504 99,782 USD 826 Mission West Properties Inc. 7,788 7,232 USD 800 Alliance Data Systems Corp. 41,515 109,982 Monmouth Real Estate Investment USD 8,700 Amdocs Ltd. 247,264 263,231 USD 2,048 Corp., Class A 16,621 24,436 USD 1,100 American Software Inc. 8,762 8,892 USD 1,182 National Health Investors Inc. 50,349 61,274 USD 2,301 Ancestry.com Inc. 79,311 64,443 USD 3,200 National Retail Properties Inc. 69,351 92,097 USD 3,254 ANSYS Inc. 134,218 209,067 USD 4,700 Omega Healthcare Investors Inc. 78,970 107,659 USD 8,261 AOL Inc. 204,725 236,156 USD 479 One Liberty Properties Inc. 8,243 9,163 USD 4,300 Ariba Inc. 45,917 195,855 USD 1,100 Parkway Properties Inc. 24,631 12,822 USD 2,700 AsiaInfo-Linkage Inc. 53,151 32,380 Pennsylvania Real Estate Investment USD 3,600 Trust 53,990 54,938 USD 1,573 Aspen Technology Inc. 26,119 37,056

The accompanying notes are an integral part of these financial statements. 42 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 3,200 Autodesk Inc. 112,444 113,989 USD 3,857 Google Inc., Class A 2,071,046 2,277,596 USD 6,951 Automatic Data Processing Inc. 325,899 393,805 USD 2,800 Hackett Group Inc. 15,339 15,849 USD 1,400 Blackbaud Inc. 35,297 36,558 USD 1,600 Heartland Payment Systems Inc. 25,875 48,980 USD 4,685 Blucora Inc. 52,871 58,618 USD 700 Higher One Holdings Inc. 10,863 8,680 USD 2,700 BMC Software Inc. 94,990 117,316 USD 6,892 IAC/InterActiveCorp. 274,283 319,878 USD 100 Boingo Wireless Inc. 1,148 1,172 USD 3,800 iGate Corp. 27,771 65,805 USD 6,737 Booz Allen Hamilton Holding Corp. 115,656 104,731 USD 1,700 Informatica Corp. 25,092 73,243 USD 2,249 Bottomline Technologies Inc. 43,457 41,236 USD 2,500 Innodata Isogen Inc. 15,973 17,358 USD 4,250 Broadridge Financial Solutions Inc. 92,301 92,029 USD 800 Interactive Intelligence Group 16,446 22,943 USD 11,540 CA Inc. 256,173 318,144 USD 5,000 Internap Network Services Corp. 26,482 33,087 USD 2,473 CACI International Inc., Class A 129,140 138,470 USD 2,800 Intuit Inc. 84,549 169,151 USD 3,700 Cadence Design Systems Inc. 37,194 41,397 USD 4,043 J2 Global Inc. 106,671 108,662 USD 900 Callidus Software Inc. 7,754 4,554 USD 5,103 Jack Henry & Associates Inc. 136,242 179,179 USD 1,300 Cardtronics Inc. 9,558 39,969 USD 3,752 JDA Software Group Inc. 85,179 113,369 USD 921 Cass Information Systems Inc. 27,071 37,608 USD 2,300 Kenexa Corp. 38,072 67,998 USD 3,900 Ciber Inc. 16,983 17,073 USD 1,300 Keynote Systems Inc. 15,445 19,653 USD 2,650 Citrix Systems Inc. 98,536 226,429 USD 4,200 KIT Digital Inc. 43,368 18,258 Cognizant Technology Solutions USD 6,688 Lender Processing Services Inc. 150,900 172,192 USD 3,010 Corp. 119,432 183,829 USD 6,200 Limelight Networks Inc. 19,868 18,494 USD 1,000 CommVault Systems Inc. 15,757 50,455 USD 1,200 Liquidity Services Inc. 16,262 62,500 USD 8,727 Computer Sciences Corp. 466,609 220,425 USD 800 LogMeIn Inc. 24,744 24,849 USD 500 Computer Task Group Inc. 4,278 7,630 USD 900 Manhattan Associates Inc. 27,380 41,836 USD 19,980 Compuware Corp. 162,920 188,965 USD 1,700 Mantech International Corp., Class A 71,267 40,619 USD 1,000 comScore Inc. 10,783 16,747 USD 1,155 Marchex Inc. 12,347 4,233 USD 1,799 Concur Technologies Inc. 52,349 124,705 USD 1,077 MasterCard Inc., Class A 219,048 471,568 USD 9,650 Convergys Corp. 156,520 145,103 USD 2,000 MAXIMUS Inc. 49,893 105,368 USD 9,868 CoreLogic Inc. 196,581 184,045 USD 10,500 Mentor Graphics Corp. 123,776 160,450 USD 1,861 CoStar Group Inc. 93,288 153,822 USD 2,375 MICROS Systems Inc. 69,826 123,795 USD 3,100 CSG Systems International Inc. 64,590 54,503 USD 121,171 Microsoft Corp. 3,373,580 3,772,292 USD 4,100 DealerTrack Holdings Inc. 100,683 125,638 USD 3,920 ModusLink Global Solutions Inc. 54,824 11,932 USD 2,927 Deltek Inc. 19,455 34,477 USD 1,094 Moneygram International Inc. 27,405 16,272 USD 5,943 Dice Holdings Inc. 52,336 56,812 USD 3,150 Monotype Imaging Holdings Inc. 28,971 53,747 USD 257 Digimarc Corp. 3,582 6,695 USD 9,200 Monster Worldwide Inc. 178,253 77,738 USD 2,433 Digital River Inc. 98,541 41,166 USD 860 Move Inc. 7,421 7,967 USD 2,675 DST Systems Inc. 157,595 147,983 USD 600 NCI Inc., Class A 18,001 2,474 USD 600 Dynamics Research Corp. 8,518 3,549 USD 3,700 Netscout Systems Inc. 49,440 81,287 USD 7,830 Earthlink Inc. 68,420 59,227 USD 1,000 NetSuite Inc. 26,586 55,748 USD 22,100 eBay Inc. 631,295 945,179 USD 5,045 NeuStar Inc., Class A 128,837 171,493 USD 3,400 Ebix Inc. 62,752 69,020 USD 1,300 NIC Inc. 8,207 16,768 USD 11,585 Electronic Arts Inc. 264,523 145,539 USD 9,114 Nuance Communications Inc. 140,439 220,921 USD 1,101 Ellie Mae Inc. 17,027 20,165 USD 1,202 Official Payments Holdings Inc. 10,012 4,772 USD 1,855 Envestnet Inc. 21,563 22,605 USD 1,400 Opnet Technologies Inc. 18,790 37,798 USD 3,350 EPIQ Systems Inc. 46,427 41,744 USD 59,000 Oracle Corp. 1,318,636 1,783,929 USD 540 ePlus Inc. 9,607 17,669 USD 5,391 Parametric Technology Corp. 90,144 115,090 USD 1,774 Equinix Inc. 139,128 317,228 USD 4,860 Paychex Inc. 163,294 155,359 USD 4,965 Euronet Worldwide Inc. 122,114 86,485 USD 2,972 Perficient Inc. 25,442 33,917 USD 3,200 ExlService Holdings Inc. 63,482 80,239 USD 2,500 PRG-Schultz International Inc. 15,826 20,208 USD 833 Factset Research Systems Inc. 60,818 78,799 USD 5,603 Progress Software Corp. 117,856 118,988 USD 3,100 Fair Isaac Corp. 90,281 133,465 USD 1,033 PROS Holdings Inc. 9,820 17,668 Fidelity National Information Services USD 400 Qad Inc., Class A 7,513 5,721 USD 19,362 Inc. 551,536 671,570 USD 100 Qad Inc., Class B 2,005 1,324 USD 5,800 Fiserv Inc. 302,447 426,437 USD 1,100 Qlik Technologies Inc. 29,849 24,760 USD 2,900 Fleetcor Technologies Inc. 118,197 103,362 USD 6,709 Quest Software Inc. 112,330 190,150 USD 1,512 Forrester Research Inc. 40,962 52,074 USD 3,500 QuinStreet Inc. 73,110 32,924 USD 2,400 Fortinet Inc. 43,574 56,709 USD 2,000 Rackspace Hosting Inc. 52,865 89,466 USD 1,600 Gartner Inc. 28,737 70,140 USD 2,500 RealD Inc. 38,858 38,101 USD 4,531 Genpact Ltd. 70,150 76,618 USD 2,435 RealNetworks Inc. 23,353 21,393 USD 6,100 Global Cash Access Holdings Inc. 45,523 44,713 USD 3,100 Red Hat Inc. 76,866 178,217 USD 3,688 Global Payments Inc. 163,516 162,272 USD 754 Reis Inc. 4,032 7,285

The accompanying notes are an integral part of these financial statements. 43 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 929 Rosetta Stone Inc. 23,977 13,080 USD 2,900 Aruba Networks Inc. 16,677 44,403 USD 2,909 Rovi Corp. 57,195 58,105 USD 600 Aviat Networks Inc. 5,604 1,698 USD 3,000 Saba Software Inc. 15,588 28,281 USD 2,500 Avid Technology Inc. 54,795 18,885 USD 13,217 SAIC Inc. 232,876 162,812 USD 9,331 Avnet Inc. 267,563 293,152 USD 1,300 Salesforce.com Inc. 67,526 182,956 USD 9,600 AVX Corp. 132,050 104,379 USD 8,200 Sapient Corp. 53,899 83,981 USD 600 Aware Inc. 4,350 3,922 USD 2,000 SolarWinds Inc. 37,409 88,652 USD 1,096 Badger Meter Inc. 40,924 41,898 USD 1,000 Solera Holdings Inc. 41,498 42,544 USD 1,099 Bel Fuse Inc. 26,280 19,513 USD 1,031 Sourcefire Inc. 9,228 53,939 USD 4,850 Benchmark Electronics Inc. 99,152 68,731 USD 2,000 SRS Labs Inc. 15,802 18,345 USD 1,500 Black Box Corp. 53,927 43,812 USD 6,953 SS&C Technologies Holdings Inc. 131,211 176,892 USD 6,200 Brightpoint Inc. 61,273 34,084 USD 600 Stamps.com Inc. 9,010 15,069 USD 38,092 Brocade Communications Systems Inc. 244,636 191,183 USD 500 StarTek Inc. 9,717 1,481 USD 1,300 CalAmp Corp. 6,147 9,688 USD 1,800 support.com Inc. 9,622 5,827 USD 2,591 Calix Networks Inc. 44,792 21,630 USD 12,769 Symantec Corp. 227,055 189,792 USD 2,700 Checkpoint Systems Inc. 52,407 23,914 USD 6,437 Synopsys Inc. 160,771 192,729 USD 73,090 Cisco Systems Inc. 1,650,416 1,276,863 USD 1,435 Syntel Inc. 56,088 88,633 USD 2,900 Cognex Corp. 62,942 93,412 USD 8,100 Take-Two Interactive Software Inc. 115,847 77,844 USD 2,100 Coherent Inc. 80,292 92,464 USD 1,700 TechTarget Inc. 8,173 8,705 USD 1,521 Communications Systems Inc. 26,557 17,234 TeleCommunication Systems Inc., USD 2,200 Comtech Telecommunications Corp. 83,904 63,989 USD 719 Class A 8,514 908 USD 83,245 Corning Inc. 1,321,355 1,095,785 USD 2,673 Telenav Inc. 22,989 16,654 USD 3,700 Cray Inc. 19,505 45,465 USD 4,439 TeleTech Holdings Inc. 80,308 72,216 USD 2,400 CTS Corp. 23,642 22,967 USD 3,224 TIBCO Software Inc. 27,174 98,203 USD 4,152 Daktronics Inc. 40,664 29,124 USD 7,154 TiVo Inc. 83,156 60,159 USD 2,400 Datalink Corp. 23,235 23,309 USD 1,569 TNS Inc. 28,985 28,656 USD 24,539 Dell Inc. 476,828 312,774 USD 6,671 Total System Services Inc. 113,132 162,451 USD 4,798 Diebold Inc. 173,187 180,291 USD 700 Tyler Technologies Inc. 8,503 28,748 USD 1,780 Digi International Inc. 19,966 18,538 USD 500 Ultimate Software Group Inc. 34,816 45,329 USD 1,798 Dolby Laboratories Inc., Class A 75,097 75,561 USD 1,805 Unisys Corp. 47,786 35,925 USD 2,567 Dot Hill Systems Corp. 7,741 3,005 USD 7,068 United Online Inc. 70,725 30,293 USD 800 DTS Inc. 22,850 21,208 USD 7,600 ValueClick Inc. 102,913 126,812 USD 900 Echelon Corp. 8,577 3,189 USD 1,801 VeriFone Holdings Inc. 34,558 60,689 USD 3,939 EchoStar Corp. 91,191 105,626 USD 900 Verint Systems Inc. 24,130 27,029 USD 1,535 Electro Rent Corp. 23,090 25,347 USD 2,550 VeriSign Inc. 79,729 109,423 USD 2,300 Electro Scientific Industries Inc. 33,124 27,630 USD 2,000 Virtusa Corp. 17,797 27,162 USD 4,200 Electronics for Imaging Inc. 83,720 69,439 USD 19,745 Visa Inc., Class A 1,538,058 2,488,754 USD 38,600 EMC Corp. 605,891 1,007,568 USD 800 Vistaprint N.V. 26,241 26,282 USD 7,500 Emulex Corp. 111,284 54,975 USD 938 VMware Inc., Class A 41,861 86,908 USD 11,500 Extreme Networks 35,276 40,157 USD 4,100 Web.com Group Inc. 58,678 76,426 USD 1,300 F5 Networks Inc. 38,940 131,764 USD 1,794 WebMD Health Corp. 86,247 37,423 USD 2,484 Fabrinet 49,535 31,712 USD 1,061 Websense Inc. 16,332 20,220 USD 1,200 FARO Technologies Inc. 27,481 51,395 USD 5,320 Western Union Company 112,946 91,098 USD 6,450 Finisar Corp. 118,263 98,102 USD 2,500 Wright Express Corp. 77,124 157,085 USD 4,700 FLIR Systems Inc. 118,050 93,256 USD 3,000 XO Group Inc. 34,109 26,999 USD 1,200 Gerber Scientific Inc., Escrow Shares – – USD 47,772 Yahoo! Inc. 839,130 769,394 USD 2,701 Globecomm Systems Inc. 31,469 27,828 USD 3,527 GSI Group Inc. 40,964 41,077 23,177,287 28,118,698 5.57 USD 9,016 Harmonic Inc. 73,632 39,010 Technology Hardware & Equipment USD 4,879 Harris Corp. 215,111 207,772 USD 1,800 3D Systems Corp. 12,999 62,653 USD 94,010 Hewlett-Packard Co. 3,611,086 1,922,751 USD 4,100 ADTRAN Inc. 118,278 126,055 USD 400 ID Systems Inc. 9,748 1,775 USD 175 Aeroflex Holding Corp. 1,916 1,076 USD 500 Identive Group Inc. 1,071 477 USD 1,400 Agilysys Inc. 16,411 12,329 USD 2,300 Imation Corp. 22,565 13,815 USD 3,291 Amphenol Corp. 124,325 184,004 USD 1,100 Immersion Corp. 16,016 6,305 USD 1,200 Anaren Inc. 27,251 23,932 USD 9,500 Infinera Corp. 85,801 66,056 USD 2,500 Anixter International Inc. 132,348 135,044 USD 14,122 Ingram Micro Inc., Class A 270,111 251,164 USD 11,065 Apple Inc. 2,249,210 6,578,486 USD 2,700 Inphi Corp. 38,035 25,948 USD 9,617 Arris Group Inc. 105,131 135,991 USD 3,400 Insight Enterprises Inc. 56,233 58,220 USD 7,812 Arrow Electronics Inc. 252,615 261,097 USD 1,550 InterDigital Inc. 46,824 46,550

The accompanying notes are an integral part of these financial statements. 44 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,300 Intermec Inc. 88,553 27,097 USD 15,637 Seagate Technology 221,796 393,205 International Business Machines USD 2,334 ShoreTel Inc. 12,334 10,407 USD 12,043 Corp. 1,467,792 2,396,534 USD 3,300 Silicon Graphics International Corp. 26,218 21,535 USD 1,700 Intevac Inc. 27,957 12,911 USD 23,900 Sonus Networks Inc. 57,205 52,069 USD 2,200 IPG Photonics Corp. 31,603 97,607 USD 4,000 STEC Inc. 44,486 31,763 USD 3,189 Itron Inc. 203,013 133,888 USD 1,300 Stratasys Inc. 17,100 65,498 USD 5,320 Ixia 50,735 65,046 USD 4,000 Super Micro Computer Inc. 41,850 64,585 USD 8,867 Jabil Circuit Inc. 164,867 183,430 USD 2,635 Sycamore Networks Inc. 83,884 38,924 USD 10,287 JDS Uniphase Corp. 123,113 115,095 USD 3,870 Symmetricom Inc. 27,650 23,560 USD 22,166 Juniper Networks Inc. 487,357 367,827 USD 2,150 Synaptics Inc. 54,434 62,622 USD 4,741 Kemet Corp. 57,202 28,959 USD 3,500 SYNNEX Corp. 91,671 122,787 USD 2,100 Key Tronic Corp. 22,124 17,552 USD 18,700 TE Connectivity Ltd. 631,849 607,107 USD 2,000 KVH Industries Inc. 21,393 25,431 USD 3,500 Tech Data Corp. 134,426 171,638 USD 2,282 LeCroy Corp. 22,173 33,082 USD 27,800 Tellabs Inc. 231,841 94,245 USD 6,084 Lexmark International Inc. 201,958 164,570 USD 1,955 Telular Corp. 15,173 18,370 USD 1,600 Littelfuse Inc. 52,099 92,618 USD 2,700 Teradata Corp. 99,012 197,936 USD 1,500 Loral Space & Communications Inc. 35,548 102,681 USD 1,122 Tessco Technologies Inc. 19,577 25,118 USD 1,560 Measurement Specialties Inc. 44,718 51,567 USD 2,142 Trimble Navigation Ltd. 52,014 100,354 USD 1,800 Mercury Computer Systems Inc. 24,020 23,676 USD 4,941 TTM Technologies Inc. 48,248 47,284 USD 3,400 Methode Electronics Inc. 32,397 29,456 USD 6,510 UTstarcom Holdings Corp. 14,414 7,887 USD 2,007 Molex Inc. 53,230 48,894 USD 3,228 Viasat Inc. 103,342 124,155 USD 5,400 Molex Inc. 106,323 110,939 USD 800 Viasystems Group Inc. 14,755 13,764 USD 5,835 Motorola Solutions Inc. 310,087 285,670 USD 11,600 Vishay Intertechnology Inc. 119,500 111,481 USD 1,100 MTS Systems Corp. 41,395 43,092 USD 828 Vishay Precision Group Inc. 14,150 11,751 USD 2,000 Multi-Fineline Electronix Inc. 50,990 50,068 USD 4,000 Westell Technologies Inc. 12,024 9,692 USD 4,150 National Instruments Corp. 83,870 113,523 USD 15,963 Western Digital Corp. 469,589 495,172 USD 7,100 NCR Corp. 114,718 164,368 USD 88,221 Xerox Corp. 863,482 705,933 USD 3,204 NetApp Inc. 95,322 103,792 USD 2,455 Xyratex Ltd. 34,659 28,267 USD 3,500 Netgear Inc. 88,216 122,930 USD 3,300 Zebra Technologies Corp., Class A 106,024 115,401 Network Equipment Technologies USD 1,474 Zygo Corp. 21,973 26,756 USD 2,643 Inc. 11,032 3,525 24,773,565 28,039,522 5.55 USD 3,300 Newport Corp. 50,727 40,315 USD 3,100 Novatel Wireless Inc. 31,806 7,795 Semiconductor & Semiconductor Equipment USD 5,200 Oclaro Inc. 24,981 16,040 USD 4,900 Advanced Energy Industries Inc. 73,556 66,895 USD 1,672 Oplink Communications Inc. 22,683 22,996 USD 8,900 Advanced Micro Devices Inc. 69,670 51,827 USD 569 Opnext Inc. 2,092 730 USD 3,600 Altera Corp. 78,217 123,986 USD 3,120 ORBCOMM Inc. 17,421 10,355 USD 14,643 Amkor Technology Inc. 111,787 72,748 USD 1,600 OSI Systems Inc. 47,265 103,059 USD 1,300 Amtech Systems Inc. 23,795 4,963 USD 1,400 Park Electrochemical Corp. 37,590 36,829 USD 5,200 Anadigics Inc. 18,678 9,529 USD 1,700 PC Connection Inc. 16,559 18,293 USD 6,350 Analog Devices Inc. 189,458 243,458 USD 600 PC Mall Inc. 9,838 3,268 USD 50,117 Applied Materials Inc. 695,976 584,197 USD 700 PC-Tel Inc. 8,571 4,597 USD 4,185 Applied Micro Circuits Corp. 49,992 24,328 USD 4,000 Plantronics Inc. 119,200 136,052 USD 9,600 Atmel Corp. 49,072 65,481 USD 3,400 Plexus Corp. 94,337 97,576 USD 2,500 ATMI Inc. 60,867 52,328 USD 5,550 Polycom Inc. 69,159 59,496 USD 3,728 Avago Technologies Ltd. 117,655 136,175 USD 5,600 Power-One Inc. 20,652 25,769 USD 4,100 AXT Inc. 14,470 16,446 USD 9,732 QLogic Corp. 159,515 135,636 USD 7,223 Broadcom Corp. 224,663 248,471 USD 25,400 QUALCOMM Inc. 1,249,872 1,439,540 USD 5,100 Brooks Automation Inc. 63,817 48,961 USD 617 Quantum Corp. 1,696 1,269 USD 600 BTU International Inc. 8,341 1,637 USD 2,000 Radisys Corp. 25,690 12,746 USD 2,090 Cabot Microelectronics Corp. 83,626 62,066 USD 800 Richardson Electronics Ltd. 9,112 10,034 USD 1,100 Ceva Inc. 8,793 19,698 USD 400 Rimage Corp. 11,254 3,258 USD 4,900 Cirrus Logic Inc. 45,041 149,005 USD 3,200 Riverbed Technology Inc. 28,130 52,548 USD 1,700 Cohu Inc. 28,555 17,497 USD 2,200 Rofin-Sinar Technologies Inc. 64,837 42,375 USD 9,591 Cree Inc. 286,326 250,547 USD 1,500 Rogers Corp. 64,548 60,503 USD 2,900 Cymer Inc. 115,986 173,982 USD 12,708 SanDisk Corp. 505,669 472,214 USD 3,200 Cypress Semiconductor Corp. 46,637 43,035 USD 6,579 Sanmina-SCI Corp. 67,958 54,922 USD 3,750 Diodes Inc. 52,528 71,582 USD 2,150 Scansource Inc. 66,562 66,978 USD 1,600 DSP Group Inc. 26,777 10,327 USD 3,200 Seachange International Inc. 25,026 26,779 USD 278 Emcore Corp. 3,023 1,251

The accompanying notes are an integral part of these financial statements. 45 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 12,000 Entegris Inc. 55,644 104,208 USD 2,300 STR Holdings Inc. 42,941 10,701 USD 5,392 Entropic Communications Inc. 28,684 30,905 USD 1,460 Sunpower Corporation 33,719 7,134 USD 5,306 Exar Corp. 37,689 43,970 USD 600 Supertex Inc. 24,736 11,484 Fairchild Semiconductor International USD 17,104 Teradyne Inc. 238,683 244,997 USD 11,211 Inc. 156,247 161,042 USD 3,906 Tessera Technologies Inc. 93,395 61,119 USD 3,461 FEI Co. 96,513 168,563 USD 17,630 Texas Instruments Inc. 526,658 514,576 USD 1,600 First Solar Inc. 248,792 24,531 USD 12,144 TriQuint Semiconductor Inc. 73,660 67,874 USD 2,958 Formfactor Inc. 93,433 19,454 USD 600 Ultra Clean Holdings 8,652 3,922 USD 900 FSI International Inc. 4,424 3,289 USD 2,300 Ultratech Inc. 47,992 73,641 USD 3,800 GSI Technology Inc. 23,892 18,298 USD 2,900 Veeco Instruments Inc. 69,173 101,413 USD 3,100 GT Advanced Technologies Inc. 16,504 16,663 USD 1,400 Volterra Semiconductor Corp. 15,431 33,394 USD 1,273 Hittite Microwave Corp. 62,430 66,212 USD 4,700 Xilinx Inc. 120,239 160,627 USD 14,069 Integrated Device Technology Inc. 112,492 80,495 11,922,059 11,935,170 2.36 USD 2,538 Integrated Silicon Solutions Inc. 22,257 26,071 59,872,911 68,093,390 13.48 USD 101,223 Intel Corp. 2,122,261 2,745,252

USD 6,016 International Rectifier Corp. 173,773 122,431 Telecommunications Services USD 11,000 Intersil Corp., Class A 222,740 119,265 USD 2,500 AboveNet Inc. 141,158 213,638 USD 2,513 IXYS Corp. 28,449 28,551 USD 263,906 AT&T Inc. 8,123,774 9,578,066 USD 7,117 KLA-Tencor Corp. 287,272 357,056 USD 1,405 Atlantic Tele-Network Inc. 48,810 48,146 USD 5,200 Kopin Corp. 18,367 18,158 USD 2,800 Cbeyond Inc. 43,430 19,270 USD 7,400 Kulicke & Soffa Industries Inc. 54,765 67,275 USD 34,689 CenturyTel Inc. 1,279,859 1,394,241 USD 10,586 Lam Research Corp. 310,022 406,619 USD 11,800 Cincinnati Bell Inc. 42,534 44,568 USD 11,500 Lattice Semiconductor Corp. 37,654 44,020 Consolidated Communications USD 3,700 Linear Technology Corp. 121,946 117,976 USD 1,900 Holdings Inc. 33,246 28,628 USD 16,196 LSI Corp. 91,080 104,701 USD 4,500 Crown Castle International Corp. 137,696 268,689 USD 2,870 LTX- Credence Corp. 24,613 19,547 USD 54,145 Frontier Communications Corp. 525,022 210,567 USD 1,664 Magnachip Semiconductor Corp. 17,819 16,059 USD 2,900 General Communication Inc. 25,249 24,534 USD 28,634 Marvell Technology Group Ltd. 494,162 328,530 USD 1,100 HickoryTech Corp. 8,939 12,318 USD 8,884 Maxim Integrated Products Inc. 165,993 231,807 USD 2,400 IDT Corp., Class B 20,154 23,993 USD 15,800 MEMC Electronic Materials Inc. 256,956 34,744 USD 5,500 Iridium Communications Inc. 53,944 50,114 USD 1,582 MEMSIC Inc. 7,155 4,155 USD 4,728 Leap Wireless International Inc. 81,169 30,950 USD 4,492 Micrel Inc. 49,239 43,581 USD 2,960 Level 3 Communications Inc. 40,513 66,687 USD 4,665 Microchip Technology Inc. 139,007 157,056 USD 1,400 Lumos Networks Corp. 22,643 13,455 USD 61,771 Micron Technology Inc. 601,510 395,553 USD 25,200 MetroPCS Communications Inc. 256,779 154,955 USD 8,210 Microsemi Corp. 152,614 154,543 USD 3,121 Neutral Tandem Inc. 54,608 41,845 USD 1,700 Mindspeed Technologies Inc. 15,315 4,240 USD 7,660 NII Holdings Inc., Class B 278,043 79,776 USD 900 MIPS Technologies Inc. 8,604 6,102 USD 1,400 Ntelos Holdings Corp. 58,173 26,866 USD 4,892 MKS Instruments Inc. 117,849 144,030 USD 4,120 Premiere Global Services Inc. 45,452 35,149 USD 2,900 Monolithic Power Systems Inc. 47,522 58,545 Primus Telecommunications Group USD 2,617 MoSys Inc. 14,772 8,605 USD 500 Inc. 7,022 7,926 USD 2,000 Nanometrics Inc. 15,876 31,193 USD 2,100 SBA Communications Corp. 82,439 121,989 USD 21,168 NVIDIA Corp. 307,520 297,822 USD 1,800 Shenandoah Telecommunications Co. 34,971 24,959 USD 4,900 Omnivision Technologies Inc. 99,775 66,596 USD 160,921 Sprint Nextel Corp. 1,671,404 532,433 USD 20,434 ON Semiconductor Corp. 164,999 147,700 USD 1,500 SureWest Communications 24,693 32,160 USD 2,000 PDF Solutions Inc. 20,950 20,015 USD 9,048 Telephone & Data Systems Inc. 328,763 196,109 USD 2,400 Pericom Semiconductor Corp. 24,653 21,965 USD 5,000 tw telecom Inc. 80,971 130,514 USD 4,900 Photronics Inc. 17,557 30,430 USD 2,251 United States Cellular Corp. 122,494 88,480 USD 6,200 PLX Technology Inc. 32,385 40,081 USD 1,917 USA Mobility Inc. 23,347 25,059 USD 20,586 PMC - Sierra Inc. 157,623 128,470 USD 109,342 Verizon Communications Inc. 3,854,279 4,945,753 USD 2,537 Power Integrations Inc. 81,393 96,157 USD 9,500 Vonage Holdings Corp. 23,596 19,246 USD 24,300 RF Micro Devices Inc. 99,859 105,139 USD 22,267 Windstream Corp. 263,450 218,528 USD 1,546 Rubicon Technology Inc. 14,227 16,038 17,838,624 18,709,611 3.70 USD 3,236 Rudolph Technologies Inc. 37,205 28,694 USD 4,996 Semtech Corp. 86,163 123,696 Utilities USD 2,200 Sigma Designs Inc. 23,866 14,267 USD 23,351 AES Corp. 315,421 304,763 USD 4,500 Silicon Image Inc. 26,319 18,875 USD 3,724 AGL Resources Inc. 142,475 146,948 USD 3,032 Silicon Laboratories Inc. 118,326 117,018 USD 1,500 Allete Inc. 61,687 63,786 USD 4,800 Skyworks Solutions Inc. 44,408 133,747 USD 2,152 Alliant Energy Corp. 71,762 99,859 USD 4,700 Spansion Inc. 91,568 52,490 USD 4,400 Ameren Corp. 175,296 150,150 USD 2,700 Standard Microsystems Corp. 74,342 101,373 USD 7,167 American Electric Power Co., Inc. 283,451 291,052

The accompanying notes are an integral part of these financial statements. 46 DFA U.S. Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 600 American States Water Co. 22,529 24,177 USD 2,250 OGE Energy Corp. 89,607 118,516 USD 3,400 American Water Works Co Inc. 73,584 118,760 USD 5,408 Oneok Inc. 143,014 232,832 USD 5,300 Aqua America Inc. 109,705 134,676 USD 3,249 Ormat Technologies Inc. 122,091 70,651 USD 3,700 Atmos Energy Corp. 110,269 132,139 USD 1,400 Otter Tail Corp. 41,312 32,582 USD 2,900 Avista Corp. 65,223 78,887 USD 5,100 Pepco Holdings Inc. 106,496 101,557 USD 2,061 Black Hills Corp. 68,034 67,499 USD 6,580 PG&E Corp. 297,140 303,253 USD 2,400 California Water Service Group 51,135 45,079 USD 2,600 Piedmont Natural Gas Co., Inc. 78,362 85,125 USD 24,384 Calpine Corp. 321,085 409,846 USD 2,400 Pinnacle West Capital Corp. 92,910 126,320 USD 8,399 CenterPoint Energy Inc. 131,198 176,655 USD 3,000 PNM Resources Inc. 61,782 59,678 USD 600 CH Energy Group Inc. 25,913 40,095 USD 3,591 Portland General Electric Co. 88,628 97,501 USD 600 Chesapeake Utilities Corp. 20,127 26,687 USD 8,551 PPL Corp. 293,886 242,009 USD 2,664 Cleco Corp. 77,281 113,474 USD 3,700 Progress Energy Inc. 172,120 226,346 USD 4,900 CMS Energy Corp. 82,106 117,129 USD 9,652 Public Service Enterprise Group Inc. 351,804 319,254 USD 4,398 Consolidated Edison Inc. 212,073 278,314 USD 11,700 Questar Corp. 185,075 248,467 USD 3,600 Consolidated Water Co., Ltd. 29,815 30,309 USD 2,484 SCANA Corp. 98,403 120,929 USD 8,496 Dominion Resources Inc. 362,406 466,892 USD 3,767 Sempra Energy 216,705 264,001 USD 3,155 DTE Energy Co. 146,008 190,501 USD 1,900 SJW Corp. 55,298 46,404 USD 19,310 Duke Energy Corp. 362,177 453,523 USD 1,100 South Jersey Industries Inc. 39,771 57,045 USD 8,200 Dynegy Inc. 43,010 4,884 USD 12,558 Southern Co. 475,488 591,675 USD 5,974 Edison International 249,838 280,859 USD 1,900 Southwest Gas Corp. 54,460 84,316 USD 1,800 El Paso Electric Co. 44,508 60,729 USD 5,711 TECO Energy Inc. 95,253 104,944 USD 2,300 Empire District Electric Co. 49,396 49,336 USD 5,325 UGI Corp. 151,789 159,435 USD 3,500 Entergy Corp. 299,929 241,868 USD 2,300 UIL Holdings Corp. 72,440 83,943 USD 12,969 Exelon Corp. 775,083 496,700 USD 800 Unitil Corp. 18,091 21,542 USD 6,633 FirstEnergy Corp. 369,392 332,032 USD 1,400 UNS Energy Corp. 45,490 54,716 USD 2,400 Genie Energy Ltd., Class B 21,454 18,936 USD 3,200 Vectren Corp. 91,918 96,202 USD 55,671 Genon Energy Inc 336,436 96,349 USD 4,932 Westar Energy Inc. 121,938 150,279 USD 5,062 Great Plains Energy Inc. 121,066 110,231 USD 1,800 WGL Holdings Inc. 64,451 72,787 USD 3,900 Hawaiian Electric Industries Inc. 100,616 113,275 USD 4,800 Wisconsin Energy Corp. 116,487 193,364 USD 2,500 IDACORP Inc. 88,130 107,099 USD 8,797 Xcel Energy Inc. 195,754 254,255 USD 2,248 Integrys Energy Group Inc. 96,140 130,060 USD 199 York Water Co. 3,426 3,618 USD 2,007 ITC Holdings Corp. 101,097 140,676 11,690,442 12,466,812 2.47 USD 900 Laclede Group Inc. 39,202 36,448 467,343,043 501,790,198 99.32 USD 3,450 MDU Resources Group Inc. 76,950 75,900 USD 1,000 MGE Energy Inc. 38,640 48,093 Embedded Broker Commission (263,945) USD 900 Middlesex Water Co. 17,974 17,399 Total Investments $467,079,098 501,790,198 99.32 USD 1,700 National Fuel Gas Co. 85,025 81,308 USD 2,100 New Jersey Resources Corp. 82,302 93,191 Currency Forward Contracts (a) 1,571,983 0.31 USD 6,274 NextEra Energy Inc. 371,166 439,443 Other assets less liabilities 1,881,169 0.37 USD 5,700 NiSource Inc. 111,611 143,505 USD 5,630 Northeast Utilities 154,758 222,387 Net Assets Representing USD 1,237 Northwest Natural Gas Co. 55,370 59,944 Unitholders’ Equity $505,243,350 100.00 USD 1,500 NorthWestern Corp. 41,910 56,013 USD 15,150 NRG Energy Inc. 434,050 267,905 Currency codes used above are as follows: USD 8,800 NV Energy Inc. 123,240 157,496 USD - U.S. Dollar

(a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 3, 2012 CAD 2,904,059 USD 2,851,500 831 CITI A July 3, 2012 CAD 37,624,868 USD 36,408,250 555,974 UBS A July 3, 2012 USD 39,259,750 CAD 40,255,809 (283,775) JPM A+ July 10, 2012 USD 4,894,000 CAD 5,040,575 (56,985) JPM A+ July 10, 2012 CAD 46,248,353 USD 44,948,750 476,794 CITI A July 17, 2012 CAD 43,928,284 USD 42,832,250 305,185 UBS A July 24, 2012 CAD 3,605,349 USD 3,538,500 976 UBS A July 24, 2012 CAD 35,570,303 USD 34,659,250 265,523 UBS A July 24, 2012 CAD 3,605,073 USD 3,538,500 700 JPM A+ July 31, 2012 CAD 43,763,904 USD 42,655,750 306,760 JPM A+ 1,571,983

(1) Source: Standard & Poor’s JPM = JP Morgan UBS = UBS AG Warburg CITI = Citibank

The accompanying notes are an integral part of these financial statements. 47 DFA U.S. Core Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by market segment and geography. The significant sectors as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2012 December 31, 2011 Financials 21.54 19.91

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund will generally invest in a broad and diverse group of readily marketable equity securities of U.S. companies with a greater emphasis on small capitalization and value companies. As at June 30, 2012, the Fund’s investments as a percentage of Net Assets, traded on the U.S. stock exchanges was 99.32% (2011: 99.10%). If equity prices on the U.S. stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $50,179,020 (2011: $43,611,138). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency. It is therefore exposed to currency risk, as the value of the securities denominated in other currencies fluctuate due to changes in exchange rates. On December 17, 2008, the Fund introduced hedged classes of units which generally hedge the exposure to foreign currency risk. The tables below summarize both the Fund’s unhedged classes and hedged classes exposures to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Percentage Financial Percentage Instruments of Net Assets Instruments of Net Assets Exposure (CAD) (%) Exposure (CAD) (%) June 30, 2012 December 31, 2011 Unites States Dollar 330,297,075 65.37 285,664,670 64.91

The accompanying notes are an integral part of these financial statements. 48 DFA U.S. Core Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage Instruments Contracts of Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 United States Dollar 165,843,979 171,953,810 (6,109,831) (1.21) December 31, 2011 United States Dollar 151,391,249 152,929,644 (1,538,395) (0.35)

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the U.S. Dollar increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the unhedged classes would have decreased or increased, respectively, by approximately $33,029,708 (December 31, 2011: $28,566,467) and Net Assets of hedged classes would have decreased or increased, respectively, by approximately $610,983 (December 31, 2011: $153,840). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk During the period ended June 30, 2012, the Fund held forward foreign currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to hedge a majority of the foreign currency exposure for the hedged classes of units. When used on behalf of the hedged classes of units, the risk of the hedge is allocated to the hedged classes. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the Canadian Dollar. Other than as described above, as at June 30, 2012 and December 31, 2011, the Fund had no other significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 49 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA U.S. Vector Equity Fund 2012 2011

Assets Investments – at fair value $ 193,565,612 $ 167,051,648 Cash 752,606 1,184,731 194,318,218 168,236,379

Unrealized appreciation on forward foreign currency contracts 252,930 183,437 Due from investment dealers – 699,497 Accrued interest and dividends 176,587 164,213 Subscriptions receivable 503,761 450,548 195,251,496 169,734,074

Liabilities Unrealized depreciation on forward foreign currency contracts 63,300 78,262 Accrued expenses 54,320 71,421 Redemptions payable to unitholders 272,108 1,477,886 Due to investment dealers 324,576 54,720 Management fees payable 66,219 69,693 780,523 1,751,982

Net Assets representing Unitholders’ Equity $ 194,470,973 $ 167,982,092

Net Assets per Class

Class A $ 17,619,891 $ 21,141,754 Class A(H) $ 3,755,359 $ 3,455,760 Class F $ 140,122,545 $ 125,753,900 Class F(H) $ 10,523,852 $ 10,841,518 Class I $ 17,882,815 $ 6,789,160 Class I(H) $ 4,566,511 $ –

Net Assets per Unit

Class A $ 10.52 $ 9.83 Class A(H) $ 12.31 $ 11.52 Class F $ 10.76 $ 10.05 Class F(H) $ 11.55 $ 10.79 Class I $ 11.72 $ 10.95 Class I(H) $ 9.71 $ –

The accompanying notes are an integral part of these financial statements. 50 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Vector Equity Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $246,622; 2011 – $160,066) $ 2,168,047 $ 958,887 Interest income 4,444 17,296 Security lending income (note 13) 30,485 21,761 2,202,976 997,944

Expenses (note 5) Management fees 403,493 424,068 Custodian fees 27,172 17,227 Audit fees 12,691 7,069 Legal fees 6,411 5,066 Broker commission expense (note 7) 15,754 16,860 Valuation fees 17,657 17,901 Transaction fees 21,773 15,577 Filing fees 11,178 11,282 Securityholder reporting costs 50,704 42,066 Other expenses 13,262 12,944 580,095 570,060

Net Investment Income (Loss) 1,622,881 427,884

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 1,810,556 1,384,885 Net realized gain (loss) on foreign exchange (6,326) (18,005) Net realized gain (loss) on future contracts – 89,936 Net realized gain (loss) on currency forward contracts (145,574) 393,660 Change in unrealized appreciation (depreciation) in value of investments 9,295,711 1,261,443 Change in unrealized appreciation (depreciation) in value of foreign exchange from currency 2,817 22,527

Net Gain (Loss) on Investments 10,957,184 3,134,446

Increase (Decrease) in Net Assets from Operations $ 12,580,065 $ 3,562,330

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 1,487,888 $ 448,843 Class A(H) $ 241,053 $ 91,258 Class F $ 9,510,791 $ 2,464,046 Class F(H) $ 803,998 $ 558,183 Class I $ 621,924 $ – Class I(H) $ (85,589) $ –

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.81 $ 0.18 Class A(H) $ 0.81 $ 0.40 Class F $ 0.75 $ 0.22 Class F(H) $ 0.82 $ 0.59 Class I $ 0.55 $ – Class I(H) $ (0.27) $ – * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 51 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Vector Equity Fund 2012 2011 2012 2011

Class A Class A(H)

Net Assets at beginning of period $ 21,141,754 $ 26,468,123 $ 3,455,760 $ 1,926,600

Increase (Decrease) in Net Assets from Operations 1,487,888 448,843 241,053 91,258

Capital Unit Transactions Sales of units 1,167,704 1,478,002 589,507 2,401,790 Units redeemed – (2,428,869) – (795,207) Units issued on reinvestment of distribution (6,177,455) 19,660 (530,961) 5,903 (5,009,751) (931,207) 58,546 1,612,486

Distributions to Investors From net investment income – (19,909) – (5,911) – (19,909) – (5,911)

Increase (Decrease) in Net Assets for the period (3,521,863) (502,273) 299,599 1,697,833

Net Assets at end of period $ 17,619,891 $ 25,965,850 $ 3,755,359 $ 3,624,433

2012 2011 2012 2011

Class F Class F(H)

Net Assets at beginning of period $ 125,753,900 $ 115,343,169 $ 10,841,518 $ 9,577,298

Increase (Decrease) in Net Assets from Operations 9,510,791 2,464,046 803,998 558,183

Capital Unit Transactions Sales of units 19,030,288 26,178,680 1,737,934 5,029,811 Units redeemed 477,106 (15,187,899) 40,736 (3,743,830) Units issued on reinvestment of distribution (13,897,284) 365,320 (2,845,383) 44,389 5,610,110 11,356,101 (1,066,713) 1,330,370

Distributions to Investors From net investment income (752,256) (573,548) (54,951) (58,904) (752,256) (573,548) (54,951) (58,904)

Increase (Decrease) in Net Assets for the period 14,368,645 13,246,599 (317,666) 1,829,649

Net Assets at end of period $ 140,122,545 $ 128,589,768 $ 10,523,852 $ 11,406,947

The accompanying notes are an integral part of these financial statements. 52 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA U.S. Vector Equity Fund 2012 2011 2012 2011

Class I Class I(H)

Net Assets at beginning of period $ 6,789,160 $ – $ – $ –

Increase (Decrease) in Net Assets from Operations 621,924 – (85,589) –

Capital Unit Transactions Sales of units 10,480,484 – 4,652,100 – Units redeemed 112,408 – 22,909 – Units issued on reinvestment of distribution (8,753) – – – 10,584,139 – 4,675,009 –

Distributions to Investors From net investment income (112,408) – (22,909) –

Increase (Decrease) in Net Assets for the period 11,093,655 – 4,566,511 –

Net Assets at end of period $ 17,882,815 $ – $ 4,566,511 $ –

2012 2011

Total

Net Assets at beginning of period $ 167,982,092 $ 153,315,190

Increase (Decrease) in Net Assets from Operations 12,580,065 3,562,330

Capital Unit Transactions Sales of units 37,658,017 35,088,283 Units redeemed 653,159 (22,155,805) Units issued on reinvestment of distribution (23,459,836) 435,272 14,851,340 13,367,750

Distributions to Investors From net investment income (942,524) (658,272) (942,524) (658,272)

Increase (Decrease) in Net Assets for the period 26,488,881 16,271,808

Net Assets at end of period $ 194,470,973 $ 169,586,998

The accompanying notes are an integral part of these financial statements. 53 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

United States of America USD 5,000 Heckmann Corp. 31,980 17,154 Energy USD 12,300 Helix Energy Solutions Group Inc. 184,692 205,486 USD 300 Adams Resources & Energy Inc. 7,262 12,681 USD 2,991 Helmerich & Payne Inc. 147,900 132,366 USD 4,200 Alon USA Energy Inc. 40,204 36,088 USD 14,300 Hercules Offshore Inc. 76,690 51,390 USD 12,132 Anadarko Petroleum Corp. 681,671 817,759 USD 8,658 Hess Corp. 523,488 382,892 USD 12,698 Apache Corp. 1,257,065 1,136,172 USD 2,447 HKN Inc. 7,264 5,605 USD 2,200 Approach Resources Inc. 19,017 57,180 USD 8,541 HollyFrontier Corp. 254,880 308,157 USD 1,700 Arch Coal Inc. 37,751 11,907 USD 3,800 Hornbeck Offshore Services Inc. 112,180 149,947 USD 1,900 Atwood Oceanics Inc. 80,150 73,213 USD 7,739 ION Geophysical Corp. 47,177 51,842 USD 3,125 Baker Hughes Inc. 175,926 130,788 USD 1,200 James River Coal Co. 26,499 3,274 USD 3,199 Basic Energy Services Inc. 23,839 33,577 USD 4,800 Key Energy Services Inc. 48,026 37,090 USD 1,600 Berry Petroleum Co. 48,819 64,601 USD 5,601 Kodiak Oil & Gas Corp. 51,130 46,757 USD 3,559 Bill Barrett Corp. 118,890 77,610 USD 500 Lufkin Industries Inc. 29,780 27,635 USD 750 Bolt Technology Corp. 8,403 11,445 USD 4,465 Magnum Hunter Resources Corp. 27,426 18,910 USD 9,934 BPZ Resources Inc. 51,923 25,486 USD 24,873 Marathon Oil Corp. 634,615 647,482 USD 3,400 Bristow Group Inc. 120,895 140,670 USD 11,701 Marathon Petroleum Corp. 387,320 534,977 USD 3,200 Cabot Oil & Gas Corp. 50,552 128,356 USD 1,455 Matrix Service Co. 14,988 16,798 USD 9,930 Cal Dive International Inc. 67,156 29,216 USD 7,150 McDermott International Inc. 88,908 81,016 USD 3,948 Callon Petroleum Co. 23,171 17,082 USD 1,826 McMoRan Exploration Co. 30,102 23,553 USD 2,673 Cameron International Corp. 137,558 116,224 USD 800 Mitcham Industries Inc. 6,239 13,821 USD 8,036 Murphy Oil Corp. 470,769 411,589 USD 250 CARBO Ceramics Inc. 16,699 19,541 USD 11,700 Nabors Industries Ltd. 288,406 171,521 USD 2,500 Carrizo Oil & Gas Inc. 61,608 59,810 USD 8,200 National Oilwell Varco Inc. 322,215 537,862 USD 1,300 Cheniere Energy Inc. 23,109 19,428 USD 1,000 Natural Gas Services Group Inc. 16,908 15,067 USD 14,389 Chesapeake Energy Corp. 423,604 272,466 USD 1,300 Newfield Exploration Co. 63,943 38,791 USD 25,306 Chevron Corp. 2,243,171 2,716,685 USD 7,500 Newpark Resources 28,219 44,972 USD 2,088 Cimarex Energy Co. 108,597 117,168 USD 11,663 Noble Corp. 418,626 386,008 USD 800 Clayton Williams Energy Inc. 22,854 39,272 USD 1,800 Noble Energy Inc. 105,671 155,359 USD 2,805 Clean Energy Fuels Corp. 44,468 44,234 USD 2,995 Nordic American Tankers Ltd. 41,757 41,376 USD 3,306 Cloud Peak Energy Inc. 63,241 56,846 USD 1,500 Oasis Petroleum Inc. 47,329 36,909 USD 1,000 Cobalt International Energy Inc. 22,243 23,904 USD 10,052 Occidental Petroleum Corp. 887,891 877,620 USD 4,079 Comstock Resources Inc. 127,678 68,186 USD 1,194 Oceaneering International Inc. 41,945 58,164 USD 400 Concho Resources Inc. 18,283 34,650 USD 1,333 Oil States International Inc. 40,708 89,837 USD 43,771 ConocoPhillips 2,803,318 2,489,627 USD 3,069 Overseas Shipholding Group Inc. 168,728 34,712 USD 500 Consol Energy Inc. 25,300 15,393 USD 200 OYO Geospace Corp. 7,156 18,248 USD 1,400 Contango Oil & Gas Co. 74,121 84,176 USD 118 Panhandle Oil and Gas Inc., Class A 3,316 3,599 USD 2,457 Crimson Exploration Inc. 12,842 11,456 USD 11,482 Parker Drilling Co. 66,352 52,602 USD 2,200 Crosstex Energy Inc. 18,282 31,356 USD 3,200 Patriot Coal Corp. 54,663 3,974 USD 900 Dawson Geophysical Co. 22,163 21,807 USD 8,000 Patterson-UTI Energy Inc. 125,268 118,582 USD 7,300 Delek US Holdings Inc. 51,635 130,502 USD 2,538 PDC Energy Inc. 82,963 63,381 USD 19,700 Denbury Resources Inc. 357,579 302,839 USD 700 Penn Virginia Corp. 17,860 5,224 USD 13,344 Devon Energy Corp. 909,062 787,786 USD 2,500 Petroquest Energy Inc. 16,580 12,700 USD 2,700 Diamond Offshore Drilling Inc. 181,251 162,533 USD 1,522 PHI Inc. 35,020 42,719 USD 1,100 Dresser-Rand Group Inc. 55,468 49,878 USD 18,685 Phillips 66 620,487 632,490 USD 800 Dril-Quip Inc. 50,067 53,419 USD 4,100 Pioneer Drilling Co. 48,906 33,183 USD 2,777 Endeavour International Corp. 35,178 23,691 USD 4,000 Pioneer Natural Resources Co. 172,600 359,168 USD 100 Energen Corp. 5,805 4,593 USD 6,304 Plains Exploration & Production Co. 300,095 225,778 USD 3,797 Energy Partners Ltd. 55,966 65,289 USD 5,700 QEP Resources Inc. 145,077 173,912 USD 2,230 Energy XXI Bermuda Ltd. 81,217 71,013 USD 1,600 Quicksilver Resources Inc. 21,610 8,829 USD 2,700 ENGlobal Corp. 8,315 4,068 USD 800 Range Resources Corp. 40,528 50,381 USD 2,700 EOG Resources Inc. 266,295 247,689 USD 2,950 Rex Energy Corp. 36,461 33,576 USD 6,368 Exterran Holdings Inc. 99,677 82,593 USD 400 Rex Stores Corp. 5,255 7,937 USD 21,324 Exxon Mobil Corp. 1,395,203 1,858,065 USD 911 Rosetta Resources Inc. 31,588 33,982 USD 7,800 Forest Oil Corp. 87,659 58,127 USD 6,054 Rowan Cos. Inc. 206,532 199,197 USD 2,296 Georesources Inc. 41,973 85,504 USD 14,524 SandRidge Energy Inc. 114,266 98,772 USD 3,477 Green Plains Renewable Energy Inc. 37,785 22,053 USD 4,000 Schlumberger Ltd. 280,835 264,327 USD 1,300 Gulf Island Fabrication Inc. 30,743 37,295 USD 2,000 SEACOR Holdings Inc. 163,261 182,007 USD 2,473 Gulfmark Offshore Inc. 73,692 85,650 USD 3,553 SemGroup Corp. 87,103 115,531 USD 1,600 Gulfport Energy Corp. 15,589 33,588 USD 5,711 Ship Finance International Ltd. 78,566 90,758 USD 4,547 Harvest Natural Resources Inc. 51,232 39,625 USD 1,500 SM Energy Company 43,387 74,995

The accompanying notes are an integral part of these financial statements. 54 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 3,155 Stone Energy Corp. 77,487 81,359 USD 2,600 Eagle Materials Inc. 75,533 98,836 USD 2,800 Sunoco Inc. 90,669 135,344 USD 600 Eastman Chemical Co. 18,756 30,749 USD 7,497 Superior Energy Services Inc. 193,864 154,326 USD 2,400 Ferro Corp. 17,532 11,704 USD 4,200 Swift Energy Co. 133,205 79,530 USD 600 FMC Corp. 22,994 32,643 USD 3,800 Teekay Shipping Corp. 93,689 113,234 Freeport-McMoRan Copper & Gold USD 2,922 Tesco Corp. 44,021 35,637 USD 500 Inc. 18,968 17,332 USD 800 Friedman Industries Inc. 8,014 8,258 USD 11,593 Tesoro Corp. 237,579 294,702 USD 1,233 Futurefuel Corp. 13,058 13,155 USD 3,600 Tetra Technologies Inc. 41,016 26,095 USD 4,600 General Moly Inc. 14,866 14,658 USD 2,349 TGC Industries Inc. 9,477 23,149 USD 2,232 Georgia Gulf Corp. 38,085 58,330 USD 4,152 Tidewater Inc. 192,940 195,919 USD 19,864 Graphic Packaging Holding Co. 75,962 111,022 USD 12,016 Transocean Ltd. 611,455 547,177 USD 600 Greif Inc. 34,989 25,044 USD 4,900 Triangle Petroleum Corp. 32,750 27,736 USD 369 Hawkins Inc. 11,609 14,215 USD 300 Ultra Petroleum Corp. 12,925 7,040 USD 500 Haynes International Inc. 14,231 25,909 USD 3,600 Union Drilling Inc. 35,179 16,382 USD 3,800 HB Fuller Co. 83,855 118,766 USD 3,314 Unit Corp. 168,314 124,426 USD 8,500 Headwaters Inc. 106,224 44,479 USD 6,900 USEC Inc. 53,595 6,533 USD 8,800 Hecla Mining Co. 56,883 42,554 USD 4,200 Vaalco Energy Inc. 19,732 36,943 USD 5,150 Horsehead Holding Corp. 49,530 52,167 USD 19,094 Valero Energy Corp. 717,274 469,443 USD 8,400 Huntsman Corp. 95,453 110,658 USD 1,500 Venoco Inc. 20,243 15,271 USD 1,000 Innophos Holdings Inc. 24,637 57,459 USD 3,600 W&T Offshore Inc. 71,843 56,038 USD 1,900 Innospec Inc. 22,996 57,313 USD 3,732 Warren Resources Inc. 11,719 9,080 USD 11,109 International Paper Co. 383,722 326,732 USD 10,296 Weatherford International Ltd. 175,471 132,281 USD 800 Intrepid Potash Inc. 26,002 18,537 USD 9,100 Western Refining Inc. 86,666 206,315 USD 2,287 Kaiser Aluminum Corp. 115,874 120,605 USD 2,935 Whiting Petroleum Corp. 80,746 122,866 USD 4,100 KapStone Paper and Packaging Corp. 52,999 66,075 USD 2,089 Willbros Group Inc. 29,193 13,696 USD 300 KMG Chemicals Inc. 5,209 5,855 USD 1,900 World Fuel Services Corp. 58,393 73,484 USD 1,700 Kraton Performance Polymers Inc. 48,665 37,867 24,752,803 24,817,657 12.76 USD 2,700 Landec Corp. 17,878 23,557 USD 13,320 Louisiana-Pacific Corp. 175,875 147,537 Materials USD 1,200 LSB Industries Inc. 14,454 37,737 USD 2,478 A Schulman Inc. 52,814 49,975 USD 1,517 LyondellBasell Industries NV, Class A 65,825 62,177 USD 425 AEP Industries Inc. 17,381 18,726 USD 1,200 Martin Marietta Materials Inc. 104,641 96,291 USD 600 Air Products & Chemicals Inc. 51,077 49,306 USD 1,635 Materion Corp. 38,324 38,217 USD 996 Airgas Inc. 55,008 85,184 USD 9,400 MeadWestvaco Corp. 295,843 275,128 USD 1,100 AK Steel Holding Corp. 21,454 6,562 USD 5,302 Mercer International Inc. 24,737 30,767 USD 30,731 Alcoa Inc. 574,699 273,437 USD 2,227 Metals USA Holdings Corp. 28,981 36,026 USD 2,178 Allegheny Technologies Inc. 104,036 70,710 USD 1,366 Minerals Technologies Inc. 82,340 88,724 USD 2,516 AM Castle & Co. 40,333 27,177 USD 3,760 Myers Industries Inc. 37,165 65,571 USD 1,300 AMCOL International Corp. 39,050 37,375 USD 1,900 Neenah Paper Inc. 45,663 51,684 USD 2,533 American Vanguard Corp. 24,636 68,517 USD 200 NewMarket Corp. 31,151 44,120 USD 1,843 AptarGroup Inc. 78,469 95,802 USD 3,200 Newmont Mining Corp. 168,063 157,969 USD 3,530 Ashland Inc. 233,678 249,009 USD 3,008 Noranda Aluminum Holding Corp. 40,503 24,315 USD 3,627 Bemis Co Inc. 109,093 115,685 USD 7,562 Nucor Corp. 293,041 291,773 USD 10,424 Boise Inc. 78,375 69,828 USD 6,600 Olin Corp. 128,525 140,363 USD 2,500 Buckeye Technologies Inc. 24,111 72,485 USD 1,138 Olympic Steel Inc. 28,699 18,988 USD 1,900 Cabot Corp. 35,740 78,784 USD 3,300 OM Group Inc. 124,402 63,765 USD 2,700 Calgon Carbon Corp. 40,386 39,087 USD 2,700 Omnova Solutions Inc. 20,014 20,725 USD 1,000 Carpenter Technology Corp. 25,152 48,704 USD 1,800 Owens-Illinois Inc. 45,911 35,092 USD 6,459 Century Aluminum Co. 98,337 48,133 USD 1,900 Packaging Corp. of America 44,865 54,586 USD 1,488 CF Industries Holdings Inc. 189,981 293,564 USD 5,000 PH Glatfelter Co. 62,810 83,327 USD 900 Chase Corp. 11,427 12,094 USD 7,100 PolyOne Corp. 49,252 98,881 USD 5,364 Chemtura Corp. 78,777 79,182 USD 725 Quaker Chemical Corp. 17,452 34,107 USD 1,501 Clearwater Paper Corp. 53,481 52,169 USD 5,434 Reliance Steel & Aluminum Co. 253,857 279,370 USD 3,408 Cliffs Natural Resources Inc. 223,402 171,047 USD 1,051 Rock-Tenn Co. 59,355 58,367 USD 6,249 Coeur dAlene Mines Corp. 149,998 111,650 USD 2,000 Rockwood Holdings Inc. 55,948 90,240 USD 8,198 Commercial Metals Co. 127,638 105,326 USD 1,400 Royal Gold Inc. 76,353 111,698 USD 100 Contango Ore Inc. 519 967 USD 3,500 RPM International Inc. 74,972 96,883 USD 2,600 Cytec Industries Inc. 129,374 155,295 USD 2,823 RTI International Metals Inc. 61,989 65,095 USD 700 Deltic Timber Corp. 29,878 43,392 USD 1,864 Schnitzer Steel Industries Inc. 83,444 53,153 USD 3,022 Domtar Corp. 218,366 236,002 USD 1,500 Schweitzer-Mauduit International Inc. 98,362 104,009

The accompanying notes are an integral part of these financial statements. 55 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 12,458 Sealed Air Corp. 254,811 195,570 USD 3,600 Applied Industrial Technologies Inc. 82,839 135,018 USD 3,600 Sensient Technologies Corp. 107,982 134,615 USD 1,300 Argan Inc. 16,834 18,502 USD 200 Sigma-Aldrich Corp. 13,114 15,053 USD 1,337 Armstrong World Industries Inc. 52,210 66,913 USD 800 Silgan Holdings Inc. 32,031 34,720 USD 1,549 Astec Industries Inc. 44,419 48,334 USD 1,774 Solutia Inc. 22,625 50,623 USD 840 AZZ Inc. 30,203 52,396 USD 2,932 Sonoco Products Co. 91,713 89,995 USD 1,783 Babcock & Wilcox Co. 44,927 44,454 USD 1,925 Spartech Corp. 36,560 10,112 USD 3,600 Barnes Group Inc. 66,440 89,022 USD 15,273 Steel Dynamics Inc. 241,730 182,386 USD 2,300 BE Aerospace Inc. 37,627 102,254 USD 445 Stepan Co. 30,196 42,581 USD 4,900 Beacon Roofing Supply Inc. 81,939 125,759 USD 9,300 Stillwater Mining Co. 91,182 80,761 USD 1,800 Belden Inc. 46,370 61,114 USD 1,485 Suncoke Energy Inc. 20,170 22,163 USD 9,082 BlueLinx Holdings Inc. 25,881 21,635 USD 2,000 Texas Industries Inc. 77,444 79,408 USD 3,783 Brady Corp. 111,160 105,833 USD 10,869 The Dow Chemical Co. 323,030 348,443 USD 5,500 Briggs & Stratton Corp. 142,783 97,875 USD 400 The Scotts Miracle-Gro Co. 16,526 16,733 USD 1,700 Carlisle Cos Inc. 60,357 91,761 USD 4,044 Titanium Metals Corp. 54,948 46,563 USD 1,200 Cascade Corp. 42,178 57,381 USD 1,500 Tredegar Corp. 35,606 22,219 USD 2,950 Ceradyne Inc. 59,663 77,003 USD 354 United States Lime & Minerals Inc. 12,926 16,646 USD 1,500 Chart Industries Inc. 27,858 104,956 USD 10,700 United States Steel Corp. 355,505 224,290 USD 1,200 CIRCOR International Inc. 33,865 41,671 USD 896 Universal Stainless & Alloy 15,492 37,372 USD 1,100 CLARCOR Inc. 37,253 53,932 US Concrete Inc., Class A, Warrants USD 769 CNH Global NV 33,146 30,415 USD 60 (31Aug17) – 1 USD 1,200 Columbus McKinnon Corp. 19,755 18,410 US Concrete Inc., Class B, Warrants USD 2,800 Comfort Systems USA Inc. 33,785 28,505 USD 60 (31Aug17) – – USD 700 Cooper Industries PLC 37,141 48,580 USD 2,833 Valspar Corp. 65,593 151,388 USD 1,200 Crane Co. 38,136 44,432 USD 4,519 Vulcan Materials Co. 200,475 182,643 USD 1,400 Cubic Corp. 52,826 68,527 USD 3,600 Wausau Paper Corp. 38,027 35,697 USD 5,319 Curtiss-Wright Corp. 166,100 168,028 USD 2,400 Westlake Chemical Corp. 77,048 127,688 USD 2,000 Danaher Corp. 76,274 105,999 USD 5,650 Worthington Industries Inc. 84,810 117,743 USD 1,151 DigitalGlobe Inc. 24,221 17,752 USD 200 WR Grace & Co. 8,619 10,264 USD 1,636 Douglas Dynamics Inc. 22,905 23,700 USD 250 Zep Inc. 4,672 3,492 USD 4,900 Dover Corp. 274,677 267,381 USD 3,600 Zoltek Cos Inc. 34,998 33,058 USD 794 Ducommun Inc. 18,750 7,970 9,451,843 9,478,565 4.87 USD 900 DXP Enterprises Inc. 11,824 37,951

Industrials USD 3,000 Dycom Industries Inc. 31,375 56,868 Capital Goods USD 800 Dynamic Materials Corp. 17,481 14,049 USD 1,200 AAON Inc. 17,136 23,004 USD 2,400 Eaton Corp. 103,252 96,780 USD 3,000 AAR Corp. 68,253 41,109 USD 4,559 EMCOR Group Inc. 113,889 129,121 USD 2,385 Accuride Corp. 19,487 14,544 USD 1,700 Encore Wire Corp. 39,324 46,330 USD 3,800 Aceto Corp. 28,888 34,895 USD 1,450 Energy Recovery Inc. 3,865 3,528 USD 5,500 Actuant Corp., Class A 116,167 152,076 USD 5,300 EnerSys 116,591 189,172 USD 1,000 Acuity Brands Inc. 37,362 51,768 USD 2,100 EnPro Industries Inc. 57,264 79,829 USD 8,288 Aecom Technology Corp. 215,750 138,799 USD 1,940 ESCO Technologies Inc. 61,146 71,930 USD 4,100 Aegion Corp. 82,643 74,548 USD 2,499 Esterline Technologies Corp. 126,168 158,625 USD 700 Aerovironment Inc. 21,616 18,742 USD 12,324 Exelis Inc. 124,462 123,833 USD 2,362 AGCO Corp. 80,812 109,964 USD 3,799 Federal Signal Corp. 23,342 22,509 USD 3,700 Aircastle Ltd. 21,295 45,427 USD 4,900 Flow International Corp. 13,390 15,614 USD 1,200 Alamo Group Inc. 27,925 38,238 USD 400 Flowserve Corp. 44,391 46,729 USD 1,866 Albany International Corp. 38,075 35,581 USD 500 Fluor Corp. 26,817 25,105 USD 1,268 Alliant Techsystems Inc. 87,094 65,280 USD 3,300 Fortune Brands Home & Security Inc. 42,737 74,784 USD 200 Allied Defense Group Inc. 4,298 1,089 USD 1,500 Franklin Electric Co., Inc. 44,270 77,927 USD 1,224 Altra Holdings Inc. 22,668 19,651 USD 1,418 FreightCar America Inc. 28,347 33,159 USD 2,205 Ameresco Inc., Class A 25,885 26,758 USD 1,400 Furmanite Corp. 4,900 6,913 USD 1,600 American Railcar Industries Inc. 23,600 44,143 USD 300 Gardner Denver Inc. 9,186 16,160 USD 500 American Science & Engineering Inc. 38,006 28,709 USD 5,300 GATX Corp. 216,042 207,463 USD 2,222 American Superconductor Corp. 10,594 10,632 USD 5,411 General Cable Corp. 172,077 142,895 USD 1,300 American Woodmark Corp. 28,598 22,578 USD 2,709 General Dynamics Corp. 197,430 181,856 USD 370 AMETEK Inc. 15,399 18,785 USD 137,924 General Electric Co. 1,840,882 2,923,410 USD 960 Ampco-Pittsburgh Corp. 24,288 17,875 USD 2,837 GeoEye Inc. 76,081 44,709 USD 2,520 AO Smith Corp. 77,976 125,427 USD 3,219 Gibraltar Industries Inc. 53,561 33,984 USD 1,500 Apogee Enterprises Inc. 22,719 24,510 USD 1,255 Global Power Equipment Group Inc. 30,919 27,866

The accompanying notes are an integral part of these financial statements. 56 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 700 Goodrich Corp. 59,206 90,405 USD 1,100 Northwest Pipe Co. 29,554 27,145 USD 2,900 GrafTech International Ltd. 47,123 28,490 USD 360 Omega Flex Inc. 6,372 4,200 USD 3,486 Granite Construction Inc. 89,798 92,662 USD 3,996 Orbital Sciences Corp. 63,393 52,479 USD 5,990 Great Lakes Dredge & Dock Corp. 38,228 43,419 USD 1,753 Orion Marine Group Inc. 23,825 12,403 USD 3,000 Greenbrier Cos. Inc. 44,129 53,631 USD 6,613 Oshkosh Truck Corp. 162,544 140,908 USD 8,279 Griffon Corp. 94,480 72,400 USD 8,760 Owens Corning Inc. 250,378 254,434 USD 2,084 H&E Equipment Services Inc. 24,884 31,867 USD 500 Pall Corp. 17,128 27,884 USD 1,000 Hardinge Inc. 25,278 9,234 USD 900 PACCAR Inc. 36,697 35,898 USD 2,300 Harsco Corp. 74,497 47,673 USD 500 Parker Hannifin Corp. 30,051 39,124 USD 1,366 HEICO Corp. 29,162 54,959 USD 3,700 Pentair Inc. 132,953 144,268 USD 1,109 HEICO Corp., Class A 23,916 36,422 USD 2,825 Pike Electric Corp. 26,203 22,145 USD 2,900 Hexcel Corp. 31,776 76,141 USD 500 Polypore International Inc. 8,309 20,534 USD 1,000 Hubbell Inc. 49,240 79,235 USD 700 Powell Industries Inc. 25,648 26,553 USD 1,922 Huntington Ingalls Industries 68,579 78,757 USD 1,271 PowerSecure International Inc. 7,326 6,444 USD 700 Hurco Cos Inc. 11,374 14,502 USD 1,400 Primoris Services Corp. 18,425 17,089 USD 2,448 IDEX Corp. 78,419 97,145 USD 2,900 Quanex Building Products Corp. 46,439 52,729 USD 2,200 II-VI Inc. 33,656 37,314 USD 8,881 Quanta Services Inc. 174,411 217,534 USD 300 Illinois Tool Works Inc. 16,102 16,147 USD 3,088 Raytheon Co. 157,143 177,904 USD 7,900 Ingersoll-Rand PLC 278,353 339,558 USD 1,075 RBC Bearings Inc. 25,976 51,754 USD 1,100 Innovative Solutions & Support Inc. 5,665 3,651 USD 1,328 Regal-Beloit Corp. 72,960 84,187 USD 2,200 Insteel Industries Inc. 27,711 24,883 USD 2,808 Robbins & Myers Inc. 91,394 119,636 USD 2,100 Integrated Electrical Services Inc. 15,473 5,537 USD 800 Roper Industries Inc. 44,393 80,296 USD 4,900 Interline Brands Inc. 85,228 125,110 USD 2,150 Rush Enterprises Inc. 27,207 35,765 USD 992 ITT Corp. 21,505 17,764 USD 100 Sauer-Danfoss Inc. 4,410 3,557 USD 2,937 Jacobs Engineering Group Inc. 130,757 113,112 USD 1,209 SeaCube Container Leasing Ltd. 20,381 21,047 USD 1,462 John Bean Technologies Corp. 21,689 20,168 USD 2,398 Simpson Manufacturing Co., Inc. 65,975 72,067 USD 400 Kadant Inc. 6,491 9,553 USD 500 SL Industries Inc. 4,257 6,668 USD 1,300 Kaman Corp. 29,800 40,895 USD 1,600 Snap-On Inc. 68,378 101,365 USD 2,663 Kaydon Corp. 91,024 57,963 USD 3,956 Spirit Aerosystems Holdings Inc. 87,121 95,852 USD 3,139 KBR Inc. 78,064 78,965 USD 1,700 SPX Corp. 108,979 113,014 USD 2,537 Kennametal Inc. 68,147 85,620 USD 925 Standex International Corp. 18,229 40,126 USD 863 Key Technology Inc. 10,195 8,715 USD 4,281 Stanley Black & Decker Inc. 280,371 280,455 Kratos Defense & Security Solutions USD 938 Sterling Construction Co Inc. 14,387 9,750 USD 823 Inc. 8,127 4,885 USD 1,969 TAL International Group Inc. 28,026 67,152 USD 4,690 L-3 Communications Holdings Inc. 362,081 353,420 USD 3,400 Taser International Inc. 15,116 18,103 USD 1,405 Lawson Products 22,330 13,231 USD 1,200 Tecumseh Products Co. 27,763 6,169 USD 2,222 Layne Christensen Co. 59,482 46,848 USD 1,401 Teledyne Technologies Inc. 66,810 87,916 USD 1,287 LB Foster Co., Class A 39,669 37,407 USD 600 Tennant Co. 18,950 24,378 USD 600 Lennox International Inc. 25,292 28,483 USD 8,039 Terex Corp. 186,863 145,841 USD 1,600 Lincoln Electric Holdings Inc. 45,132 71,361 USD 1,300 Textainer Group Holdings Ltd. 26,217 48,823 USD 400 Lindsay Corp. 14,925 26,425 USD 5,500 Textron Inc. 125,231 139,198 USD 1,200 LMI Aerospace Inc. 16,548 21,220 USD 1,000 The Gorman-Rupp Co. 22,963 30,287 USD 2,100 LSI Industries Inc. 16,289 15,158 USD 4,000 The Manitowoc Co Inc. 52,880 47,604 USD 1,600 Lydall Inc. 12,988 21,990 USD 2,400 The Shaw Group Inc. 77,294 66,703 USD 2,900 Masco Corp. 39,055 40,890 USD 2,224 Timken Co. 69,245 103,698 USD 5,889 MasTec Inc. 83,724 90,169 USD 1,814 Titan International Inc. 16,167 45,282 USD 1,400 Meritor Inc 15,589 7,411 USD 1,560 Titan Machinery Inc. 41,484 48,232 USD 900 Met-Pro Corp. 8,894 8,402 USD 750 Trex Co Inc. 15,080 22,998 USD 653 Michael Baker Corp. 26,949 17,431 USD 2,000 Trimas Corp. 10,574 40,905 USD 500 Middleby Corp. 25,819 50,592 USD 5,607 Trinity Industries Inc. 161,258 142,591 USD 1,200 Miller Industries Inc. 13,874 19,461 USD 2,600 Triumph Group Inc. 73,705 148,996 USD 2,788 Moog Inc., Class A 104,735 117,194 USD 4,600 Tutor Perini Corp. 91,312 59,240 USD 1,600 Mueller Industries Inc. 42,782 69,341 USD 11,278 Tyco International Ltd. 290,936 606,571 USD 15,457 Mueller Water Products Inc. 82,958 54,447 USD 2,100 Ultralife Corp. 8,564 7,910 USD 1,643 MYR Group Inc. 33,058 28,519 USD 2,077 United Rentals Inc. 38,656 71,956 USD 400 NACCO Industries Inc., Class A 52,048 47,339 USD 2,400 Universal Forest Products Inc. 90,140 95,167 USD 300 National Presto Industries Inc. 29,394 21,306 USD 5,819 URS Corp. 239,365 206,630 USD 700 NN Inc. 5,385 7,262 USD 3,553 USG Corp. 50,574 68,979 USD 200 Nordson Corp. 5,898 10,441 USD 600 Valmont Industries Inc. 46,845 73,892 USD 4,511 Northrop Grumman Corp. 264,504 292,951 USD 1,000 Wabtec Corp. 41,317 79,418

The accompanying notes are an integral part of these financial statements. 57 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 300 Watsco Inc. 16,352 22,546 USD 4,300 Kelly Services Inc. 90,637 56,427 Watts Water Technologies Inc., USD 2,700 Kforce Inc. 39,162 36,943 USD 3,800 Class A 122,807 128,979 USD 2,300 Kimball International Inc., Class B 31,769 18,030 USD 1,000 WESCO International Inc. 49,136 58,589 USD 300 Knoll Inc. 3,125 4,096 USD 200 Willis Lease Finance Corp. 2,867 2,486 USD 2,925 Korn/Ferry International 50,008 42,702 USD 1,400 Woodward Governor Co. 37,085 56,255 USD 3,264 Manpower Inc. 146,624 121,752 USD 200 WW Grainger Inc. 20,616 38,942 USD 2,359 McGrath Rentcorp. 64,392 63,618 USD 2,924 Xylem Inc. 76,333 74,896 USD 4,000 Metalico Inc. 17,784 8,918 14,207,295 16,996,770 8.74 USD 1,600 Mine Safety Appliances Co. 45,002 65,546 USD 1,400 Mistras Group Inc. 22,559 37,442 Commercial Services & Supplies USD 4,700 Mobile Mini Inc. 88,568 68,854 USD 4,330 ABM Industries Inc. 89,272 86,135 USD 800 Multi-Color Corp. 9,871 18,024 USD 3,100 ACCO Brands Corp. 32,701 32,664 USD 3,629 Navigant Consulting Inc. 49,219 46,662 USD 700 Acorn Energy Inc. 4,685 5,922 USD 4,274 Nielsen Holdings NV 123,788 114,044 USD 300 Administaff Inc. 7,341 8,258 USD 4,100 NL Industries Inc. 31,329 51,883 USD 1,790 American Reprographics Co. 11,478 9,166 USD 4,414 On Assignment Inc. 34,979 71,764 USD 600 Amrep Corp. 8,526 3,592 USD 1,300 Portfolio Recovery Associates Inc. 73,013 120,766 USD 4,045 Asset Acceptance Capital Corp. 35,181 27,920 USD 198 RCM Technologies Inc. 670 1,095 USD 1,300 Asta Funding Inc. 9,701 12,374 USD 8,692 Republic Services Inc. 251,026 234,053 USD 3,209 Avery Dennison Corp. 94,998 89,252 USD 3,800 Resources Connection Inc. 72,015 47,545 USD 757 Barrett Business Services Inc. 8,927 16,269 USD 800 Robert Half International Inc. 17,881 23,252 USD 2,100 Casella Waste Systems Inc. 6,533 12,485 USD 7,106 RR Donnelley & Sons Co. 191,934 85,075 USD 6,500 CBIZ Inc. 43,449 39,241 USD 1,392 Schawk Inc. 16,060 17,969 USD 2,264 CDI Corp. 30,817 37,754 USD 7,600 Steelcase Inc. 47,134 69,789 USD 2,800 Cintas Corp. 83,982 110,031 USD 300 Stericycle Inc. 25,762 27,994 USD 600 Clean Harbors Inc. 31,292 34,463 USD 3,803 SYKES Enterprises Inc. 87,611 61,714 USD 900 Consolidated Graphics Inc. 26,855 26,608 USD 800 Team Inc. 14,572 25,370 USD 200 Copart Inc. 3,577 4,824 USD 4,068 Tetra Tech Inc. 87,314 107,967 USD 3,600 Corrections Corp. of America 84,887 107,934 USD 600 The Advisory Board Co. 22,440 30,291 USD 2,013 Courier Corp. 25,536 27,174 USD 2,492 The Brinks Co. 61,608 58,807 USD 8,922 Covanta Holding Corp. 150,615 155,683 USD 900 CRA International Inc. 24,245 13,450 USD 600 The Corporate Executive Board Co. 24,040 24,971 USD 900 Deluxe Corp. 13,111 22,851 USD 2,139 The Dolan Co. 23,826 14,612 USD 241 Dun & Bradstreet Corp. 15,475 17,462 USD 5,385 The Geo Group Inc. 110,692 124,501 USD 455 Ecology Inc. 8,235 8,213 USD 964 TMS International Corp., Class A 11,208 9,775 USD 1,300 Encore Capital Group Inc. 21,310 39,161 USD 1,235 Towers Watson & Co., Class A 70,543 75,312 USD 7,822 EnergySolutions Inc. 46,203 13,299 USD 2,358 TRC Cos. Inc. 13,161 14,523 USD 700 EnerNOC Inc. 20,372 5,152 USD 2,997 TrueBlue Inc. 42,545 47,231 USD 3,471 Ennis Inc. 57,018 54,277 USD 1,100 Unifirst Corp. 51,184 71,290 USD 2,637 Equifax Inc. 86,924 125,075 USD 3,000 United Stationers Inc. 84,343 82,309 USD 700 Exponent Inc. 19,813 37,570 USD 2,399 Viad Corp. 54,393 48,773 USD 1,100 Franklin Covey Co. 8,795 11,434 USD 1,100 Virco Manufacturing 3,393 1,814 USD 3,309 FTI Consulting Inc. 134,766 96,918 USD 1,550 Volt Information Sciences Inc. 18,664 10,793 USD 1,900 Fuel Tech Inc. 20,210 9,401 USD 800 VSE Corp. 34,520 19,302 USD 1,948 G&K Services Inc. 60,131 61,815 USD 3,450 Waste Connections Inc. 80,306 105,017 USD 1,700 GP Strategies Corp. 12,597 31,879 USD 2,200 Waste Management Inc. 76,360 74,806 Heidrick & Struggles International 4,191,889 4,248,262 2.18 USD 1,100 Inc. 30,285 19,541 USD 749 Herman Miller Inc. 12,714 14,122 Transportation USD 2,500 Hill International Inc. 18,682 8,144 USD 5,400 Air Transport Services Group Inc. 27,411 28,532 USD 1,771 HNI Corp. 50,537 46,426 USD 2,800 Alaska Air Group Inc. 70,917 102,277 USD 2,700 Hudson Global Inc. 11,862 11,435 USD 1,000 Allegiant Travel Co. 44,176 70,866 USD 1,168 Huron Consulting Group Inc. 31,168 37,623 USD 1,898 Amerco Inc. 111,756 173,536 USD 2,067 ICF International Inc. 50,903 50,104 USD 2,700 Arkansas Best Corp. 71,862 34,607 USD 117 IHS Inc., Class A 9,686 12,825 USD 2,413 Atlas Air Worldwide Holdings Inc. 112,102 106,860 USD 3,700 Innerworkings Inc. 21,817 50,889 USD 11,542 Avis Budget Group Inc. 179,593 178,488 USD 1,100 Interface Inc. 9,168 15,252 USD 1,063 CAI International Inc. 17,724 21,514 USD 2,300 Intersections Inc. 15,982 37,090 USD 2,300 Celadon Group Inc. 18,966 38,331 USD 1,568 Iron Mountain Inc. 43,388 52,598 USD 4,300 Con-way Inc. 117,847 158,076 USD 1,895 Kar Auction Services Inc. 29,105 33,086 USD 15,450 CSX Corp. 161,160 351,383

The accompanying notes are an integral part of these financial statements. 58 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 3,500 Delta Air Lines Inc. 26,197 39,159 USD 1,474 Standard Motor Products Inc. 17,029 21,069 USD 700 Dollar Thrifty Automotive Group Inc. 51,531 57,617 USD 683 Stoneridge Inc. 5,676 4,721 USD 425 Eagle Bulk Shipping Inc. 10,882 1,376 USD 3,499 Superior Industries International Inc. 63,973 58,241 USD 3,800 FedEx Corp. 177,914 354,324 USD 1,667 The Goodyear Tire & Rubber Co. 25,652 20,043 USD 713 Forward Air Corp. 17,881 23,417 USD 1,845 Thor Industries Inc. 55,074 51,484 USD 3,684 Genco Shipping & Trading Ltd. 55,524 11,402 USD 2,406 TRW Automotive Holdings Corp. 98,819 90,041 USD 1,650 Genesee & Wyoming Inc. 55,690 88,760 USD 300 WABCO Holdings Inc. 7,555 16,163 USD 6,400 Hawaiian Holdings Inc. 43,114 42,351 USD 600 Williams Controls Inc. 4,630 7,391 USD 1,000 Heartland Express Inc. 16,335 14,558 USD 2,300 Winnebago Industries Inc. 22,519 23,837 USD 10,093 Hertz Global Holdings Inc. 132,026 131,420 1,511,620 1,361,118 0.70 USD 1,500 HUB Group Inc., Class A 42,835 55,234 USD 557 International Shipholding Corp. 12,516 10,666 Consumer Durables & Apparel USD 32,271 JetBlue Airways Corp. 199,851 174,124 USD 4,700 American Greetings Corp., Class A 127,256 69,811 USD 2,400 Kansas City Southern 79,108 169,908 USD 1,400 Arctic Cat Inc. 17,050 52,108 USD 1,300 Kirby Corp. 57,998 62,322 USD 6,022 Ascena Retail Group Inc. 66,879 114,154 USD 2,700 Knight Transportation Inc. 49,307 43,925 USD 1,217 Bassett Furniture Industries Inc. 10,117 12,774 USD 2,485 Mair Holdings Inc. 2,714 – USD 5,800 Beazer Homes USA Inc. 25,660 19,072 USD 2,820 Marten Transport Ltd. 54,340 60,921 USD 1,114 Blyth Inc. 22,147 39,161 USD 7,748 Norfolk Southern Corp. 340,474 565,953 USD 6,800 Callaway Golf Co. 48,820 40,844 USD 2,662 Old Dominion Freight Line Inc. 53,104 117,399 USD 1,700 Carters Inc. 39,542 91,034 USD 1,500 Pacer International Inc. 4,998 8,246 USD 900 Cavco Industries Inc. 33,628 46,774 USD 500 PAM Transportation Services Inc. 5,438 4,836 USD 1,300 Columbia Sportswear Co. 60,533 70,898 USD 4,383 RailAmerica Inc. 61,387 107,849 USD 2,500 CROCS Inc. 18,222 41,078 USD 3,781 Republic Airways Holdings Inc. 41,301 21,402 USD 200 CSS Industries Inc. 3,799 4,180 Roadrunner Transportation Systems USD 121 Deckers Outdoor Corp. 4,108 5,421 USD 2,847 Inc. 46,854 48,838 USD 698 Delta Apparel Inc. 12,814 9,721 USD 3,500 Ryder System Inc. 185,910 128,274 USD 1,663 Dixie Group Inc., Class A 10,834 6,264 USD 2,000 Saia Inc. 27,960 44,570 USD 12,203 DR Horton Inc. 135,889 228,215 USD 6,000 Skywest Inc. 104,528 39,887 USD 1,600 Ethan Allen Interiors Inc. 20,130 32,447 USD 30,565 Southwest Airlines Co. 381,488 286,896 USD 300 Fossil Inc. 10,490 23,373 USD 9,900 Union Pacific Corp. 516,492 1,202,388 USD 3,100 Furniture Brands International Inc. 15,751 3,977 USD 7,963 United Continental Holdings Inc. 156,503 197,156 USD 2,100 Garmin Ltd. 69,685 81,839 USD 1,900 Universal Truckload Services Inc. 32,172 28,898 USD 2,100 G-III Apparel Group Ltd. 33,005 50,604 USD 2,300 US Airways Group Inc. 8,099 31,189 USD 1,080 Hanesbrands Inc. 27,646 30,489 USD 7,494 UTi Worldwide Inc. 111,332 111,464 USD 3,000 Harman International Industries Inc. 75,052 120,853 USD 4,300 Werner Enterprises Inc. 94,165 104,581 USD 393 Hasbro Inc. 12,337 13,547 4,191,482 5,655,780 2.91 USD 4,100 Helen of Troy Ltd. 91,339 141,332 22,590,666 26,900,812 13.83 USD 1,174 Hooker Furniture Corp. 14,706 14,032 USD 7,260 Iconix Brand Group Inc. 93,750 129,048 Consumer Discretionary USD 2,961 Jakks Pacific Inc. 41,398 48,261 Automobiles & Components USD 4,167 Jarden Corp. 121,038 178,131 USD 1,953 Autoliv Inc. 134,233 108,658 USD 2,260 Johnson Outdoors Inc., Class A 33,855 47,097 USD 700 BorgWarner Inc. 20,358 46,749 USD 2,200 KB Home 24,307 21,927 USD 1,800 Cooper Tire & Rubber Co. 35,870 32,124 USD 1,100 Kenneth Cole Productions Inc., Class A 21,132 16,843 USD 6,600 Dana Holding Corp. 76,140 86,005 USD 1,500 K-Swiss Inc., Class A 17,335 4,673 USD 1,200 Dorman Products Inc. 19,864 30,615 USD 5,186 La-Z-Boy Inc. 47,830 64,834 USD 1,600 Drew Industries Inc. 35,298 45,315 USD 1,620 Leapfrog Enterprises Inc. 7,460 16,888 USD 5,400 Exide Technologies 36,934 18,417 USD 2,054 Leggett & Platt Inc. 41,119 44,164 USD 4,936 Federal Mogul Corp. 89,359 55,226 USD 1,500 Lennar Corp. 19,473 36,589 USD 7,300 Ford Motor Co. 80,384 71,196 USD 10,400 Lennar Corp., Class A 131,107 327,055 USD 1,404 Fuel Systems Solutions Inc. 67,895 23,841 USD 2,311 Lifetime Brands Inc. 22,032 29,268 USD 14,555 General Motors Co. 352,229 292,057 USD 1,238 M/I Homes Inc. 15,315 21,804 USD 1,700 Gentex Corp. 43,371 36,102 USD 1,300 Maidenform Brands Inc. 21,274 26,324 USD 1,000 Harley-Davidson Inc. 25,261 46,555 USD 83 Marine Products Corp. 428 515 USD 2,000 Johnson Controls Inc. 59,401 56,400 USD 1,800 Mattel Inc. 41,551 59,446 USD 1,842 Lear Corp. 87,129 70,734 USD 4,438 MDC Holdings Inc. 103,517 147,652 USD 1,400 Modine Manufacturing Co. 15,428 9,849 USD 3,900 Meritage Homes Corp. 75,703 134,755 USD 2,154 Shiloh Industries Inc. 18,417 25,043 USD 4,780 Mohawk Industries Inc. 314,755 339,812 USD 2,487 Spartan Motors Inc. 13,122 13,242 USD 1,600 Movado Group Inc. 25,298 40,689

The accompanying notes are an integral part of these financial statements. 59 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,700 Newell Rubbermaid Inc. 41,382 49,807 USD 1,580 Education Management Corp. 35,936 11,211 USD 200 NVR Inc. 138,874 172,692 USD 500 Einstein Noah Restaurant Group Inc. 6,990 8,903 USD 1,400 Oxford Industries Inc. 34,271 63,738 USD 2,000 Full House Resorts Inc. 7,147 5,823 USD 1,500 Perry Ellis International Inc. 37,912 31,748 USD 500 Gaming Partners International Corp. 2,601 3,059 USD 1,000 Pool Corp. 22,009 41,170 USD 4,200 Gaylord Entertainment Co., Class A 97,956 164,747 USD 17,971 Pulte Group Inc. 174,640 195,578 USD 475 Hillenbrand Inc. 9,422 8,883 USD 1,574 PVH Corp. 57,255 124,587 USD 603 Hyatt Hotels Corp., Class A 21,088 22,818 USD 14,721 Quiksilver Inc. 63,988 34,769 USD 3,774 International Speedway Corp. 104,505 100,587 USD 100 RG Barry Corp. 1,251 1,377 USD 3,555 Interval Leisure Group Inc. 46,614 68,764 USD 2,900 Ryland Group Inc. 60,534 75,521 USD 2,800 Isle of Capri Casinos Inc. 16,479 17,559 USD 4,460 Skechers USA Inc., Class A 93,376 92,490 USD 1,100 J Alexander’s Corp. 9,880 12,677 USD 500 Skyline Corp. 9,444 2,560 USD 1,800 Jack in the Box Inc. 35,862 51,035 USD 4,100 Smith & Wesson Holding Corp. 20,555 34,644 USD 900 K12 Inc. 17,755 21,349 USD 7,304 Standard Pacific Corp. 33,528 46,028 USD 1,250 Krispy Kreme Doughnuts Inc. 9,155 8,119 USD 1,851 Stanley Furniture Co., Inc. 17,184 7,330 USD 560 Kona Grill Inc. 1,789 5,125 USD 1,092 Steinway Musical Instruments Inc. 26,033 27,148 USD 942 Learning Tree International Inc. 11,198 4,076 USD 1,376 Steven Madden Ltd. 25,473 44,463 USD 1,900 Life Time Fitness Inc. 48,926 89,964 USD 712 Superior Uniform Group Inc. 8,486 8,445 USD 900 Lincoln Educational Services Corp. 21,624 5,946 USD 932 Tandy Brands Accessories Inc. 6,429 1,319 USD 1,912 Lubys Inc. 20,076 13,003 USD 9,268 The Jones Group Inc. 249,614 90,107 USD 1,330 Mac-Gray Corp. 15,013 19,091 USD 1,100 The Warnaco Group Inc. 48,248 47,683 USD 3,045 Marcus Corp. 36,122 42,562 USD 9,929 Toll Brothers Inc. 219,849 300,517 USD 900 Matthews International Corp. 30,585 29,778 USD 500 True Religion Apparel Inc. 14,002 14,746 USD 25,080 MGM Resorts International 292,762 284,690 USD 400 Tupperware Brands Corp. 21,362 22,291 USD 1,000 Monarch Casino & Resort Inc. 7,000 9,274 USD 184 Under Armour Inc., Class A 5,601 17,687 USD 600 Morningstar Inc. 36,883 35,245 USD 1,720 Unifi Inc. 19,650 19,839 USD 2,000 Multimedia Games Inc. 11,435 28,485 USD 1,600 Universal Electronics Inc. 37,670 21,436 USD 527 Nathans Famous Inc. 8,502 15,677 USD 415 VF Corp. 32,227 56,449 USD 8,440 Orient-Express Hotels Ltd., Class A 88,229 71,918 USD 3,500 Whirlpool Corp. 240,228 217,888 USD 700 Papa Johns International Inc. 16,768 33,864 USD 400 Wolverine World Wide Inc. 11,136 15,792 USD 462 Peets Coffee & Tea Inc. 19,836 28,225 3,999,327 4,979,626 2.56 USD 2,675 Penn National Gaming Inc. 86,147 121,295 USD 996 PF Changs China Bistro Inc. 33,007 52,200 Consumer Services USD 4,100 Pinnacle Entertainment Inc. 47,876 40,154 USD 1,400 Ambassadors Group Inc. 18,026 7,753 USD 1,200 Red Lion Hotels Corp. 17,135 10,555 USD 669 Ameristar Casinos Inc. 15,063 12,082 USD 1,800 Red Robin Gourmet Burgers Inc. 33,495 55,891 USD 659 Benihana Inc. 7,364 10,808 USD 5,271 Regis Corp. 111,053 96,376 USD 220 Biglari Holdings Inc. 63,244 86,309 USD 1,200 Ricks Cabaret International Inc. 9,346 10,555 USD 900 BJs Restaurants Inc. 16,535 34,808 USD 8,863 Royal Caribbean Cruises Ltd. 288,244 234,688 USD 4,200 Bluegreen Corp. 14,211 21,123 USD 6,839 Ruby Tuesday Inc. 50,693 47,345 USD 3,000 Bob Evans Farms Inc./DE 86,511 122,777 USD 1,895 Ruths Hospitality Group Inc. 5,447 12,713 USD 6,800 Boyd Gaming Corp. 58,819 49,844 USD 1,700 School Specialty Inc. 65,226 5,590 USD 363 Bravo Brio Restaurant Group Inc. 7,396 6,574 USD 4,867 Scientific Games Corp., Class A 42,873 42,364 USD 600 Bridgepoint Education Inc. 15,610 13,304 USD 12,900 Service Corp International 84,089 162,453 USD 750 Brinker International Inc. 12,881 24,326 USD 2,400 Shuffle Master Inc. 21,739 33,718 USD 400 Buffalo Wild Wings Inc. 23,451 35,282 USD 921 Six Flags Entertainment Corp. 33,550 50,791 USD 216 Capella Education Co. 7,448 7,630 USD 1,400 Sothebys 39,626 47,547 USD 6,000 Career Education Corp. 110,257 40,681 USD 4,945 Speedway Motorsports Inc. 136,029 84,878 USD 15,492 Carnival Corp. 477,362 540,336 Starwood Hotels & Resorts Worldwide USD 3,783 Carriage Services Inc. 22,403 31,927 USD 500 Inc. 16,990 26,989 USD 900 CEC Entertainment Inc. 27,971 33,315 USD 600 Steiner Leisure Ltd. 26,893 28,294 USD 1,354 Churchill Downs Inc. 48,546 80,901 USD 4,900 Stewart Enterprises Inc., Class A 21,085 35,518 USD 300 Coinstar Inc. 8,539 20,945 USD 3,600 Texas Roadhouse Inc. 41,432 67,509 USD 7,800 Corinthian Colleges Inc. 60,840 22,869 USD 2,000 The Cheesecake Factory Inc. 39,814 65,074 USD 1,100 Cracker Barrel Old Country Store Inc. 40,581 70,316 USD 32,400 The Wendys Co. 159,982 155,359 USD 790 Darden Restaurants Inc. 27,426 40,736 USD 100 Universal Technical Institute Inc. 1,448 1,375 USD 1,000 DeVry Inc. 56,812 31,519 USD 2,503 Vail Resorts Inc. 103,070 127,562 USD 2,300 DineEquity Inc. 87,666 104,525 USD 2,919 WMS Industries Inc. 77,231 59,285 USD 1,465 Dominos Pizza Inc. 24,302 46,101 USD 7,169 Wyndham Worldwide Corp. 216,568 384,772 Dover Downs Gaming & 4,241,993 4,782,856 2.46 USD 900 Entertainment Inc. 4,503 2,758

The accompanying notes are an integral part of these financial statements. 60 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Media Retailing USD 5,342 AH Belo Corp. 26,673 21,862 USD 1,850 Aaron’s Inc. 42,641 53,319 USD 336 AMC Networks Inc., Class A 14,370 12,171 USD 1,300 Abercrombie & Fitch Co., Class A 46,112 45,170 USD 800 Arbitron Inc. 18,818 28,497 USD 200 Aeropostale Inc. 3,489 3,632 USD 1,252 Ascent Media Corp. 58,907 65,731 USD 3,800 American Eagle Outfitters Inc. 56,531 76,327 USD 500 Beasley Broadcasting Group Inc. 1,813 2,932 USD 1,550 Americas Car-Mart Inc. 36,704 61,178 USD 2,800 Belo Corp., Class A 20,372 18,329 USD 2,200 Ann Inc. 31,401 57,113 USD 5,200 Cable Satisfaction International Inc. – – USD 2,900 Asbury Automotive Group Inc. 53,795 69,882 USD 2,119 Cambium Learning Group Inc. 6,907 2,049 USD 1,600 AutoNation Inc. 31,242 57,483 USD 479 CBS Corp., Class A 6,756 16,224 USD 6,470 Barnes & Noble Inc. 151,062 108,418 USD 15,616 CBS Corp., Class B 514,280 520,973 USD 6,487 Bebe Stores Inc. 38,114 38,766 Central European Media Enterprises USD 8,000 Best Buy Co., Inc. 220,251 170,788 USD 3,396 Ltd., Class A 58,731 17,529 USD 2,800 Big 5 Sporting Goods Corp. 22,422 21,550 USD 2,100 Cinemark Holdings Inc. 27,215 48,830 USD 1,100 Big Lots Inc. 30,647 45,679 Clear Channel Outdoor Holdings Inc., USD 5,730 Brown Shoe Co. Inc. 78,569 75,310 USD 800 Class A 8,363 4,911 USD 4,332 Build-A-Bear Workshop Inc. 28,141 20,993 USD 72,715 Comcast Corp., Class A 1,783,602 2,365,919 USD 5,788 Cabela’s Inc., Class A 86,160 222,794 USD 20,712 Comcast Corp., Special Class A 490,398 662,307 USD 4,400 CTC Media Inc. 46,970 36,104 USD 2,510 Cache Inc. 12,103 11,576 USD 10,915 Cumulus Media Inc., Class A 38,333 33,225 USD 1,700 CarMax Inc. 52,060 44,877 USD 1,300 Digital Generation Inc. 37,589 16,358 USD 923 Casual Male Retail Group Inc. 3,772 3,411 Discovery Communications Inc., USD 3,800 Chicos FAS Inc. 17,871 57,371 USD 590 Class A 18,833 32,429 USD 17 Citi Trends Inc. 278 267 Discovery Communications Inc., USD 5,900 Collective Brands Inc. 99,751 128,599 USD 590 Class C 10,505 30,099 USD 3,917 Conns Inc. 28,420 58,978 DreamWorks Animation SKG Inc., USD 1,140 Core-Mark Holding Co., Inc. 37,203 55,766 USD 7,679 Class A 145,323 149,082 USD 1,300 Cost Plus Inc. 23,305 29,103 USD 5,001 EW Scripps Co., Class A 38,915 48,876 USD 800 Destination Maternity Corp. 9,077 17,584 USD 1,500 Fisher Communications Inc. 38,063 45,446 USD 100 Dicks Sporting Goods Inc. 2,312 4,889 USD 8,419 Gannet Co. Inc. 363,052 126,165 USD 4,800 Dillards Inc., Class A 107,902 311,132 USD 6,100 Harte-Hanks Inc. 58,434 56,698 USD 900 Dollar General Corp. 28,651 49,807 USD 2,306 Interpublic Group of Cos Inc. 18,547 25,472 USD 1,200 Dollar Tree Inc. 20,658 65,725 USD 660 John Wiley & Sons Inc. 28,688 32,870 USD 926 DSW Inc., Class A 17,190 51,321 USD 4,100 Journal Communications Inc. 15,342 21,496 USD 1,859 Expedia Inc. 63,237 90,975 USD 800 Lamar Advertising Co., Class A 24,488 23,285 USD 4,500 Foot Locker Inc. 93,875 140,094 USD 230 Liberty Global Inc., Class A 8,596 11,616 USD 3,562 Freds Inc., Class A 40,945 55,374 Liberty Media Corp - Liberty Capital, USD 2,103 Class A 171,715 188,126 USD 10,171 GameStop Corp., Class A 250,394 190,214 USD 16,261 Live Nation 159,943 151,970 USD 1,900 Genesco Inc. 44,947 116,348 USD 3,797 Madison Square Garden Inc., Class A 99,323 144,687 USD 996 Genuine Parts Co. 40,214 61,072 USD 3,300 Martha Stewart Living Omnimedia 18,140 11,389 USD 2,750 Group 1 Automotive Inc. 94,135 127,663 USD 3,300 Media General Inc., Class A 42,176 15,488 USD 1,100 Guess? Inc. 42,827 34,010 USD 2,904 Meredith Corp. 73,451 94,428 USD 2,800 Haverty Furniture Cos. Inc. 35,213 31,841 USD 39,981 News Corp., Class A 522,490 906,855 USD 500 Hibbett Sports Inc. 10,337 29,376 USD 7,526 News Corp., Class B 107,130 172,392 USD 6,000 HOT Topic Inc. 33,828 59,128 USD 3,300 Outdoor Channel Holdings Inc. 20,773 24,592 USD 920 HSN Inc. 10,576 37,792 USD 994 Regal Entertainment Group, Class A 11,569 13,914 USD 8,675 JC Penney Co. Inc. 300,063 205,776 USD 524 Rentrak Corp. 8,729 10,995 USD 1,027 JOS A Bank Clothiers Inc. 45,343 44,362 USD 625 Saga Communications Inc., Class A 13,733 23,434 USD 1,500 Kirklands Inc. 24,023 17,164 USD 3,700 Scholastic Corp. 114,192 106,148 USD 2,500 Kohls Corp. 135,565 115,727 USD 3,376 The McClatchy Co., Class A 9,047 7,527 USD 24,800 Liberty Media Corp. - Interactive 479,011 448,903 USD 7,306 The New York Times Co., Class A 61,238 58,015 USD 1,600 Lithia Motors Inc., Class A 35,357 37,529 USD 22,441 The Walt Disney Co. 678,246 1,107,805 USD 2,867 LKQ Corp. 57,186 97,545 USD 471 The Washington Post Co., Class B 190,951 179,406 USD 12,961 Lowes Cos Inc. 314,163 375,132 USD 8,321 Time Warner Cable Inc. 530,121 695,146 USD 3,622 Macy’s Inc. 134,187 126,625 USD 32,700 Time Warner Inc. 1,294,026 1,281,341 USD 2,900 MarineMax Inc. 29,666 28,106 USD 3,000 Valassis Communications Inc. 63,461 66,367 USD 3,400 Men’s Wearhouse Inc. 63,853 97,334 USD 700 Viacom Inc., Class B 22,043 33,508 USD 879 Monro Muffler Brake Inc. 19,007 29,736 USD 800 Virgin Media Inc. 18,898 19,856 USD 3,561 New York & Co., Inc. 14,896 12,616 USD 900 World Wrestling Entertainment Inc. 15,088 7,147 USD 27,510 Office Depot Inc. 82,280 60,494 8,175,366 9,798,021 5.04 USD 10,640 OfficeMax Inc. 83,523 54,702

The accompanying notes are an integral part of these financial statements. 61 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,000 Orbitz Worldwide Inc. 13,306 7,411 USD 1,292 Susser Holdings Corp. 20,412 48,864 Orchard Supply Hardware Stores USD 2,000 The Kroger Co. 45,828 47,197 USD 169 Corp. – 2,861 USD 2,470 United Natural Foods Inc. 66,512 137,900 USD 900 O’Reilly Automotive Inc. 40,053 76,745 USD 8,287 Walgreen Co. 289,904 249,470 USD 3,100 Pacific Sunwear Of California 12,642 5,744 USD 5,000 Wal-Mart Stores Inc. 267,703 354,841 USD 6,170 Penske Auto Group Inc. 110,622 133,542 USD 2,000 Weis Markets Inc. 76,958 90,505 USD 4,500 PEP Boys-Manny Moe & Jack 65,981 45,400 USD 1,400 Whole Foods Market Inc. 40,787 135,828 USD 300 PetSmart Inc. 8,112 20,799 2,986,292 3,581,805 1.84 USD 4,100 Pier 1 Imports Inc. 40,402 68,579 USD 6,142 RadioShack Corp. 96,462 24,011 Food Beverage & Tobacco USD 3,760 Alexander & Baldwin Holdings Inc. 165,766 203,834 USD 200 Ralph Lauren Corp. 16,711 28,507 USD 987 Alico Inc. 29,057 30,566 USD 5,400 Rent-A-Center Inc. 112,793 185,540 USD 8,685 Alliance One International Inc. 44,364 30,504 USD 9,700 Saks Inc. 101,809 105,367 USD 2,700 Andersons Inc. 68,013 117,096 USD 2,300 Sally Beauty Holdings Inc. 17,986 60,224 USD 21,799 Archer-Daniels-Midland Co. 669,803 655,122 USD 3,763 Sears Holdings Corp. 303,467 228,706 USD 2,600 B&G Foods Inc., Class A 22,381 70,382 USD 1,500 Shoe Carnival Inc. 15,334 32,740 USD 4,020 Beam Inc. 239,331 255,662 USD 2,300 Shutterfly Inc. 38,945 71,767 USD 6,211 Bunge Ltd. 412,144 396,838 USD 2,200 Signet Jewelers Ltd. 64,303 98,592 USD 973 Calavo Growers Inc. 21,375 25,289 USD 2,600 Sonic Automotive Inc. 26,344 36,184 USD 1,500 Cal-Maine Foods Inc. 43,734 59,678 USD 2,775 Stage Stores Inc. 53,577 51,727 USD 7,400 Central European Distribution Corp. 88,173 21,546 USD 13,988 Staples Inc. 217,769 185,696 USD 5,400 Chiquita Brands International Inc. 107,813 27,487 USD 2,898 Stein Mart Inc. 24,582 23,425 USD 400 Coca-Cola Bottling Co., Consolidated 26,332 26,054 USD 2,800 Systemax Inc. 42,344 33,608 USD 5,421 Coca-Cola Enterprises Inc. 147,790 154,693 USD 1,100 Tandy Leather Factory Inc. 4,104 5,767 USD 4,200 ConAgra Foods Inc. 103,860 110,786 USD 2,659 Target Corp. 137,764 157,574 USD 7,384 Constellation Brands Inc., Class A 135,379 203,418 USD 500 The Bon-Ton Stores Inc. 8,699 3,970 USD 1,006 Craft Brewers Alliance Inc. 6,167 8,306 USD 200 The Buckle Inc. 7,814 8,057 USD 8,300 Darling International Inc. 86,433 139,253 USD 2,300 The Cato Corp., Class A 51,201 71,323 USD 700 Diamond Foods Inc. 33,407 12,699 USD 1,500 The Childrens Place Retail Stores Inc. 55,180 76,033 USD 7,392 Dole Food Co., Inc. 91,089 65,998 USD 5,005 The Finish Line Inc., Class A 44,268 106,595 USD 1,300 Dr. Pepper Snapple Group, Inc. 38,122 57,888 USD 1,100 The Gap Inc. 23,570 30,639 USD 1,895 Farmer Bros Co. 35,652 15,299 USD 6,300 The Wet Seal Inc. 23,176 20,203 USD 1,650 Flowers Foods Inc. 29,000 39,021 USD 400 Tiffany & Co. 17,436 21,562 USD 5,963 Fresh Del Monte Produce Inc. 142,483 142,296 USD 600 Tractor Supply Co. 15,126 50,736 USD 3,900 Hain Celestial Group Inc. 76,805 218,491 USD 600 Vitamin Shoppe Inc. 26,120 33,541 USD 1,350 Hormel Foods Corp. 27,146 41,795 USD 1,857 Voxx International Corp. 17,740 17,620 USD 3,100 Ingredion Inc. 104,366 156,346 USD 2,900 West Marine Inc. 30,987 34,601 USD 1,400 J&J Snack Foods Corp. 58,403 84,205 USD 1,500 Williams-Sonoma Inc. 43,135 53,402 USD 800 John B Sanfilippo & Son Inc. 8,480 14,489 USD 2,500 Zale Corp. 12,744 6,821 USD 48,233 Kraft Foods Inc., Class A 1,544,572 1,895,890 USD 1,398 Zumiez Inc. 18,035 56,360 USD 300 Lancaster Colony Corp. 15,791 21,746 USD 7,900 Molson Coors Brewing Co., B Shares 353,090 334,652 5,957,128 7,026,425 3.61 USD 1,412 Omega Protein Corp. 16,957 10,566 23,885,434 27,948,046 14.37 USD 861 Post Holdings Inc. 23,245 26,954 Consumer Staples USD 3,589 Ralcorp Holdings Inc. 240,863 243,780 Food & Staples Retailing USD 1,800 Reynolds American Inc. 48,991 82,169 USD 1,100 Caseys General Stores Inc. 35,055 66,049 USD 958 Sanderson Farms Inc. 39,813 44,678 USD 5,963 Smart Balance Inc. 40,383 57,003 USD 1,400 Costco Wholesale Corp. 88,775 135,386 USD 11,243 Smithfield Foods Inc. 318,686 247,805 USD 34,284 CVS Caremark Corp. 1,235,913 1,631,009 USD 4,253 The JM Smucker Co. 273,905 326,811 USD 1,600 Harris Teeter Supermarkets Inc. 49,262 66,768 USD 1,969 Tootsie Roll Industries Inc. 50,125 47,828 USD 2,100 Ingles Markets Inc. 35,968 34,249 USD 2,580 TreeHouse Foods Inc. 81,482 163,662 USD 728 Nash Finch Co. 25,449 15,890 USD 12,800 Tyson Foods Inc., Class A 256,907 245,244 USD 1,900 Pantry Inc. 39,907 28,395 USD 2,900 Universal Corp. 130,703 136,812 USD 9,969 Pilgrims Pride Corp. 57,077 72,463 USD 525 Vector Group Ltd. 8,673 9,091 USD 400 Pricesmart Inc. 8,215 27,475 6,507,054 7,279,732 3.74 USD 8,200 Safeway Inc. 188,016 151,516 USD 900 Seneca Foods Corp. 25,071 24,381 Household & Personal Products USD 5,183 Snyder’s-Lance Inc. 118,653 133,022 USD 2,900 Central Garden and Pet Co. 16,161 30,645 USD 2,773 Spartan Stores Inc. 45,629 51,125 USD 4,400 Central Garden and Pet Co., Class A 42,546 48,736 USD 15,070 SUPERVALU Inc. 225,198 79,472 USD 1,200 Church & Dwight Co., Inc. 37,300 67,765

The accompanying notes are an integral part of these financial statements. 62 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,900 Elizabeth Arden Inc. 30,314 75,031 USD 300 Cutera Inc. 2,923 2,184 USD 1,213 Energizer Holdings Inc. 80,543 92,926 USD 400 Cyberonics Inc. 15,037 18,284 USD 2,058 Inter Parfums Inc. 28,740 36,162 USD 900 Cynosure Inc., Class A 9,630 19,333 USD 370 Mannatech Inc. 12,211 2,580 USD 300 DaVita Inc. 24,538 29,973 USD 500 Nu Skin Enterprises Inc., Class A 14,008 23,853 USD 1,000 DENTSPLY International Inc. 34,954 38,472 USD 83 Nutraceutical International Corp. 1,206 1,289 USD 1,900 Emeritus Corp. 32,851 32,554 USD 1,800 Physicians Formula Holdings Inc. 4,427 6,359 USD 900 Exactech Inc. 16,346 15,329 USD 5,155 Prestige Brands Holdings Inc. 61,081 82,919 USD 1,553 ExamWorks Group Inc. 18,245 20,870 USD 400 Reliv International Inc. 1,312 652 USD 1,219 Five Star Quality Care Inc. 3,955 3,810 USD 5,331 Spectrum Brands Holdings Inc. 149,204 176,710 USD 500 Gen-Probe Inc. 22,367 41,837 USD 9,900 The Procter & Gamble Co. 645,875 617,320 USD 3,900 Gentiva Health Services Inc. 94,356 27,475 USD 535 USANA Health Sciences Inc. 19,769 22,440 USD 3,300 Greatbatch Inc. 65,520 76,195 USD 600 WD-40 Co. 21,044 30,395 USD 1,167 Haemonetics Corp. 72,265 87,988 1,165,741 1,315,782 0.68 USD 2,400 Hanger Orthopedic Group Inc. 35,200 62,573 10,659,087 12,177,319 6.26 USD 2,300 Health Management Associates Inc. 17,369 18,357 USD 2,700 Health Net Inc. 60,761 66,739 Health Care USD 2,000 HealthStream Inc. 8,577 52,878 Health Care Equipment & Services USD 2,021 Healthways Inc. 30,857 16,398 USD 300 Abaxis Inc. 8,124 11,291 USD 1,100 Henry Schein Inc. 67,614 87,886 USD 3,839 Accuray Inc. 23,299 26,694 USD 1,400 Hill-Rom Holdings Inc. 33,520 43,970 USD 5,800 Aetna Inc. 180,279 228,925 USD 10,369 Hologic Inc. 220,333 190,539 USD 900 Air Methods Corp. 33,335 89,920 USD 2,300 Hospira Inc. 85,204 81,883 USD 5,300 Alere Inc. 181,545 104,730 USD 3,300 Humana Inc. 160,287 260,198 USD 500 Align Technology Inc. 8,803 17,027 USD 1,200 ICU Medical Inc. 43,375 65,139 USD 2,943 Alliance HealthCare Services Inc. 17,291 2,846 USD 2,000 Integra LifeSciences Holdings Corp. 68,946 75,539 Allscripts-Misys Healthcare Solutions USD 625 Integramed America Inc. 5,479 8,793 USD 4,110 Inc. 81,138 45,691 USD 3,200 Invacare Corp. 80,071 50,235 USD 728 Almost Family Inc. 23,321 16,557 USD 345 IPC The Hospitalist Co., Inc. 15,271 15,907 USD 3,769 Alphatec Holdings Inc. 10,277 7,022 USD 1,100 IRIS International Inc. 13,192 12,610 USD 2,817 Amedisys Inc. 63,821 35,676 USD 4,412 Kindred Healthcare Inc. 108,793 44,063 USD 1,200 AMERIGROUP Corp. 30,122 80,507 USD 600 Laboratory Corp. of America Holdings 48,357 56,569 USD 900 AmerisourceBergen Corp. 23,991 36,036 USD 850 LCA-Vision Inc. 4,824 3,721 USD 3,400 AMN Healthcare Services Inc. 32,504 20,561 USD 1,509 LHC Group Inc. 35,263 26,024 USD 3,235 Amsurg Corp. 76,538 98,670 USD 5,175 LifePoint Hospitals Inc. 170,489 215,952 USD 900 Analogic Corp. 37,734 56,761 USD 1,584 Lincare Holdings Inc. 40,625 54,860 USD 2,551 Angiodynamics Inc. 46,118 31,139 USD 1,963 Magellan Health Services Inc. 87,514 90,509 USD 1,200 Anika Therapeutics Inc. 10,115 16,578 USD 6,054 MedAssets Inc. 96,747 82,834 USD 300 Arrhythmia Research Technology Inc. 1,157 861 USD 1,250 Medical Action Industries Inc. 16,083 4,441 USD 925 Arthrocare Corp. 29,673 27,582 USD 1,402 Mednax Inc. 87,667 97,828 USD 2,290 Assisted Living Concepts Inc. 32,146 33,105 USD 2,237 Medtronic Inc. 86,815 88,180 USD 3,100 BioScrip Inc. 26,157 23,417 USD 2,552 Merit Medical Systems Inc. 37,144 35,853 USD 63,238 Boston Scientific Corp. 561,687 365,031 USD 2,993 Metropolitan Health Networks Inc. 7,184 29,130 USD 5,900 Brookdale Senior Living Inc. 109,159 106,615 USD 3,350 Molina Healthcare Inc. 55,917 80,044 USD 1,950 Cantel Medical Corp. 25,264 53,997 USD 500 MWI Veterinary Supply Inc. 20,411 52,170 USD 2,800 Capital Senior Living Corp. 15,909 30,159 USD 842 National Healthcare Corp. 32,066 38,531 USD 2,472 Cardinal Health Inc. 83,454 105,673 USD 2,000 Natus Medical Inc. 30,649 23,619 USD 10,057 CareFusion Corp. 269,436 262,823 USD 1,539 NuVasive Inc. 41,866 39,702 USD 314 Catalyst Health Solutions Inc. 12,617 29,870 USD 8,900 Omnicare Inc. 294,243 282,783 USD 3,200 Centene Corp. 73,277 98,189 USD 2,236 Omnicell Inc. 26,684 33,303 USD 1,400 Chemed Corp. 67,967 86,143 USD 635 Orthofix International NV 26,277 26,647 USD 3,700 CIGNA Corp. 143,698 165,776 USD 4,550 Owens & Minor Inc. 129,556 141,882 USD 6,994 Community Health Systems Inc. 207,499 199,509 USD 1,150 Palomar Medical Technologies Inc. 11,785 9,940 USD 1,720 Conceptus Inc. 17,713 34,671 USD 2,000 Patterson Cos Inc. 61,865 70,184 USD 3,600 Conmed Corp. 97,809 101,300 USD 1,800 PDI Inc. 16,216 15,045 USD 6,000 Coventry Health Care Inc. 160,170 194,061 USD 3,450 PharMerica Corp. 49,595 38,284 USD 1,289 Covidien PLC 67,876 70,193 USD 2,300 PSS World Medical Inc. 50,065 49,102 USD 300 CR Bard Inc. 28,946 32,823 USD 895 Quest Diagnostics Inc. 48,419 54,569 USD 1,849 Cross Country Healthcare Inc. 12,933 8,226 USD 2,700 Quidel Corp. 39,697 43,073 USD 1,841 CryoLife Inc. 10,016 9,783 USD 600 ResMed Inc. 16,023 19,095

The accompanying notes are an integral part of these financial statements. 63 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 736 Rochester Medical Corp. 8,687 8,047 USD 3,800 eResearchTechnology Inc. 24,643 30,910 USD 6,127 RTI Biologics Inc. 37,640 23,453 USD 4,974 Forest Laboratories Inc. 154,264 177,131 USD 13,704 Select Medical Holdings Corp. 116,741 140,769 USD 158 Furiex Pharmaceuticals Inc. 2,834 3,370 USD 1,100 Sirona Dental Systems Inc. 34,153 50,382 USD 2,700 Geron Corp. 17,425 4,700 Skilled Healthcare Group Inc., USD 3,200 Harvard Bioscience Inc. 12,512 12,217 USD 1,800 Class A 16,822 11,508 USD 600 Hi-Tech Pharmacal Co Inc. 12,808 19,754 USD 3,000 Solta Medical Inc. 9,649 8,949 USD 3,042 Impax Laboratories Inc. 65,659 62,650 USD 2,200 Spectranetics Corp. 13,966 25,577 USD 1,000 Incyte Corp Ltd. 8,598 23,100 USD 2,000 St Jude Medical Inc. 76,811 81,261 USD 7,800 Indevus Pharmaceuticals Inc. 8,116 – USD 1,963 STERIS Corp. 63,014 62,691 USD 1,394 Infinity Pharmaceuticals Inc. 9,626 19,187 USD 500 Stryker Corp. 28,449 28,032 USD 700 Jazz Pharmaceuticals PLC 22,970 32,054 USD 1,233 Sun Healthcare Group Inc. 17,368 10,506 USD 3,771 Johnson & Johnson 242,879 259,406 USD 1,057 SurModics Inc. 12,984 18,605 USD 2,575 Lannett Co Inc. 14,011 11,115 USD 5,400 Symmetry Medical Inc. 47,133 47,113 USD 4,117 Life Technologies Corp. 207,289 188,525 USD 383 Team Health Holdings Inc. 8,157 9,381 USD 1,200 Luminex Corp. 17,721 29,906 USD 2,886 Teleflex Inc. 166,167 178,959 USD 2,800 Medicis Pharmaceutical Corp., Class A 71,749 97,374 USD 11,643 Tenet Healthcare Corp. 66,285 62,111 USD 800 Medtox Scientific Inc. 7,769 21,957 USD 2,900 The Cooper Cos Inc. 131,194 235,390 USD 34,809 Merck & Co., Ltd. 1,221,249 1,479,153 USD 1,200 The Ensign Group Inc. 30,071 34,500 USD 4,000 Momenta Pharmaceuticals Inc. 58,735 55,015 USD 1,006 The Providence Service Corp. 14,177 14,021 USD 5,900 Mylan Inc/PA 128,338 123,013 USD 1,500 Thoratec Corp. 48,728 51,233 USD 1,200 Onyx Pharmaceuticals Inc. 36,697 81,167 USD 1,738 Triple-S Management Corp., Class B 28,925 32,256 USD 1,400 Par Pharmaceutical Cos Inc. 35,605 51,467 USD 7,463 UnitedHealth Group Inc. 206,175 444,466 USD 2,200 Parexel International Corp. 30,499 63,205 USD 7,028 Universal American Company 62,172 75,412 USD 2,700 PDL BioPharma Inc. 23,894 18,197 Universal Health Services Inc., USD 3,500 PerkinElmer Inc. 80,754 91,966 USD 2,781 Class B 95,724 122,138 USD 109,104 Pfizer Inc. 2,001,448 2,552,465 USD 5,369 VCA Antech Inc. 115,756 120,195 USD 2,831 Rigel Pharmaceuticals Inc. 22,161 26,804 USD 1,600 WellCare Health Plans Inc. 55,306 86,363 USD 800 Salix Pharmaceuticals Ltd. 38,807 44,330 USD 11,400 WellPoint Inc. 729,687 740,448 USD 3,897 Sciclone Pharmaceuticals Inc. 18,306 27,811 USD 2,100 West Pharmaceutical Services Inc. 86,605 107,900 USD 2,500 Spectrum Pharmaceuticals Inc. 22,830 39,449 USD 3,537 Wright Medical Group Inc. 58,316 76,842 USD 500 Techne Corp. 33,852 37,780 USD 500 Young Innovations Inc. 12,497 17,475 USD 4,304 Zimmer Holdings Inc. 251,427 281,918 USD 3,668 The Medicines Co. 55,873 85,663 USD 12,100 Thermo Fisher Scientific Inc. 534,302 638,956 8,731,586 9,546,224 4.91 USD 843 Transcept Pharmaceuticals Inc. 7,651 5,304 Pharmaceuticals Biotechnology & Life Sciences USD 1,100 United Therapeutics Corp. 57,400 55,287 USD 4,679 Affymax Inc. 20,522 61,306 USD 3,400 Vical Inc. 12,507 12,496 USD 7,200 Affymetrix Inc. 37,977 34,304 USD 5,200 Viropharma Inc. 41,537 125,412 USD 2,000 Albany Molecular Research Inc. 18,389 5,192 USD 1,900 Watson Pharmaceuticals Inc. 77,373 143,099 USD 2,900 Alkermes PLC 53,917 50,072 6,441,326 8,037,408 4.13 USD 1,736 Alnylam Pharmaceuticals Inc. 14,542 20,607 15,172,912 17,583,632 9.04 USD 3,150 Amgen Inc. 182,470 234,197 USD 2,700 Astex Pharmaceuticals 8,088 5,745 Financials USD 223 Aveo Pharmaceuticals Inc. 3,690 2,758 Banks USD 1,100 BioClinica Inc. 4,995 5,409 USD 2,970 1st Source Corp. 53,693 68,213 USD 1,100 Biogen Idec Inc. 58,508 161,673 USD 800 1st United Bancorp Inc. 4,920 5,041 USD 1,600 BioMarin Pharmaceutical Inc. 46,027 64,455 USD 400 American National Bankshares Inc. 8,703 9,549 USD 800 Bio-Rad Laboratories Inc. 82,453 81,297 USD 2,201 Ameris BanCorp. 19,292 28,211 USD 2,500 Bristol-Myers Squibb Co. 69,800 91,472 USD 1,600 AmeriServ Financial Inc. 8,309 4,496 USD 2,200 Bruker Corp. 34,903 29,788 USD 1,161 Arrow Financial Corp. 29,940 28,497 USD 4,200 Cambrex Corp. 21,564 40,150 USD 9,981 Associated Banc-Corp. 194,205 134,026 USD 3,280 Celldex Therapeutics Inc. 16,292 17,297 USD 7,200 Astoria Financial Corp. 105,492 71,760 Charles River Laboratories USD 1,285 Bancfirst Corp. 51,458 54,630 USD 2,200 International Inc. 75,846 73,351 USD 1,092 Bancorp Inc. 8,477 10,483 USD 1,166 Covance Inc. 62,425 56,776 USD 1,500 BancorpSouth Inc. 36,702 22,173 USD 2,237 Cubist Pharmaceuticals Inc. 42,110 86,335 USD 912 BancTrust Financial Group Inc. 11,247 2,758 USD 448 Cumberland Pharmaceuticals Inc. 3,275 2,937 USD 2,600 Bank Mutual Corp. 19,129 11,646 USD 2,600 Emergent Biosolutions Inc. 44,042 40,048 USD 900 Bank of Hawaii Corp. 42,516 42,083 USD 3,124 Endo Pharmaceuticals Holdings Inc. 70,698 98,528 USD 27,000 Bank of New York Mellon Corp. 753,104 603,347 USD 3,200 Enzon Pharmaceuticals Inc. 28,102 22,316 USD 4,260 Bank of the Ozarks Inc. 59,349 130,324

The accompanying notes are an integral part of these financial statements. 64 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,162 BankFinancial Corp. 25,116 16,530 USD 1,900 First Financial Northwest Inc. 20,321 15,668 USD 224 Banner Corp. 38,818 5,001 USD 10,252 First Horizon National Corp. 105,624 90,176 USD 13,980 BB&T Corp. 364,970 438,925 USD 748 First Interstate BancSystem Inc. 9,692 10,798 USD 6,729 BBCN Bancorp Inc. 71,963 74,533 USD 1,922 First Merchants Corp. 34,493 24,361 USD 500 BCB Bancorp Inc. 4,724 5,141 USD 6,600 First Midwest Bancorp Inc. 75,934 73,709 USD 3,411 Beneficial Mutual Bancorp Inc. 31,351 29,968 USD 19,566 First Niagara Financial Group Inc. 275,175 152,182 USD 500 Berkshire Bancorp Inc/NY 3,458 4,464 USD 899 First Pactrust Bancorp Inc. 10,770 10,791 USD 2,130 Berkshire Hills Bancorp Inc. 49,035 47,641 USD 900 First South Bancorp Inc. 10,169 3,683 USD 1,500 BofI Holding Inc. 23,207 30,190 USD 8,804 FirstMerit Corp. 125,657 148,247 USD 935 BOK Financial Corp. 45,274 55,266 USD 1,800 Flushing Financial Corp. 20,981 24,922 Boston Private Financial Holdings USD 10,735 FNB Corp. 87,945 118,796 USD 8,800 Inc. 105,957 79,913 USD 453 Fox Chase Bancorp Inc. 5,762 6,655 USD 5,200 Brookline Bancorp Inc. 53,944 46,798 USD 13,343 Fulton Financial Corp. 190,858 135,703 USD 641 Bryn Mawr Bank Corp. 12,799 13,724 USD 609 German American Bancorp Inc. 10,019 12,635 USD 900 Camden National Corp. 29,882 33,260 USD 7,131 Glacier Bancorp Inc. 97,816 112,380 USD 1,433 Capital City Bank Group Inc. 18,556 10,708 USD 907 Great Southern Bancorp Inc. 22,488 25,393 USD 16,900 CapitalSource Inc. 100,458 115,446 USD 2,949 Hancock Holding Co. 143,244 91,478 USD 10,936 Capitol Federal Financial Inc. 128,871 132,042 USD 1,743 Heartland Financial USA Inc. 25,858 42,569 USD 2,100 Cardinal Financial Corp. 20,491 26,168 USD 2,214 Heritage Commerce Corp. 32,656 14,628 USD 7,000 Cathay General Bancorp 116,439 117,727 USD 2,494 Home Bancshares Inc. 58,768 77,491 USD 1,440 Center Bancorp Inc. 12,789 16,434 USD 1,541 Home Federal Bancorp Inc. 19,219 16,457 USD 400 Centerstate Banks Inc. 2,239 2,899 USD 9,400 Hudson City Bancorp Inc. 132,260 60,863 USD 600 CFS Bancorp Inc. 9,831 2,853 USD 605 Hudson Valley Holding Corp. 11,272 11,099 USD 3,320 Chemical Financial Corp. 97,590 72,601 USD 29,880 Huntington Bancshares Inc/OH 341,073 194,380 USD 6,976 CIT Group Inc. 286,250 253,467 USD 2,624 Iberiabank Corp. 143,468 134,770 USD 49,654 Citigroup Inc 2,430,005 1,384,572 USD 1,688 Independent Bank Corp. 37,329 50,128 USD 1,200 City Holding Co. 39,086 40,962 USD 5,339 International Bancshares Corp. 94,309 106,098 USD 2,900 City National Corp/CA 133,396 143,484 USD 1,113 Intl FCStone Inc. 22,999 21,880 USD 300 Clifton Savings Bancorp Inc. 2,762 3,149 USD 6,602 Investors Bancorp Inc. 81,817 101,355 USD 2,100 CoBiz Financial Inc. 9,999 13,362 USD 719 Kaiser Federal Financial Group 9,097 10,789 USD 4,184 Columbia Banking System Inc. 76,799 80,036 USD 1,529 Kearny Financial Corp. 16,231 15,083 USD 9,289 Comerica Inc. 396,802 290,603 USD 29,558 KeyCorp. 769,621 232,607 USD 2,073 Commerce Bancshares Inc. 81,365 79,879 USD 2,003 Lakeland Bancorp Inc. 16,520 21,391 USD 2,400 Community Bank System Inc. 51,150 66,190 USD 1,200 Lakeland Financial Corp. 21,441 32,704 USD 1,100 Community Trust Bancorp Inc. 27,736 37,470 USD 500 LNB Bancorp Inc. 8,114 3,263 USD 1,113 Cullen/Frost Bankers Inc. 61,271 65,130 USD 3,856 M&T Bank Corp. 350,637 323,941 USD 5,629 CVB Financial Corp. 49,402 66,704 USD 1,530 MainSource Financial Group Inc. 11,878 18,411 USD 3,282 Dime Community Bancshares Inc. 39,514 44,405 USD 4,304 MB Financial Inc. 127,857 94,162 USD 500 Doral Financial Corp. 3,302 758 USD 146 Mercantile Bank Corp. 2,681 2,736 USD 7,500 East West Bancorp Inc. 118,951 179,126 USD 765 Meridian Interstate Bancorp Inc. 9,686 10,771 USD 200 Encore Bancshares Inc. 2,498 4,198 USD 252 Metro Bancorp Inc. 2,749 3,076 USD 1,700 Enterprise Financial Services Corp. 15,027 18,951 USD 5,300 MGIC Investment Corp. 23,675 15,486 USD 1,200 ESSA Bancorp, Inc. 15,769 13,206 USD 11,589 National Penn Bancshares Inc. 132,861 112,791 USD 888 Farmers Capital Bank Corp. 9,697 5,921 USD 1,723 NBT Bancorp Inc. 39,120 37,853 Federal Agricultural Mortgage Corp., USD 600 New England Bancshares Inc. 2,995 8,081 USD 700 Class C 5,231 18,678 USD 10,484 New York Community Bancorp Inc. 168,653 133,736 USD 1,629 Fidelity Southern Corp. 12,538 14,246 USD 2,127 Northeast Community Bancorp Inc. 20,187 11,260 USD 27,235 Fifth Third Bancorp. 578,227 371,259 USD 2,200 Northfield Bancorp Inc. 28,517 31,804 USD 914 Financial Institutions Inc. 14,703 15,660 USD 10,000 Northwest Bancshares Inc. 110,490 119,112 USD 1,000 First Bancorp. 15,019 9,050 USD 1,616 OceanFirst Financial Corp. 17,495 23,559 USD 4,819 First Busey Corp. 58,672 23,647 USD 8,000 Ocwen Financial Corp. 84,856 152,789 USD 2,698 First California Financial Group Inc. 12,374 18,870 USD 8,783 Old National Bancorp. 102,665 107,298 USD 5,800 First Commonwealth Financial Corp. 27,798 39,680 USD 295 OmniAmerican Bancorp Inc. 4,352 6,427 USD 1,100 First Community Bancshares Inc. 13,608 16,137 USD 4,244 Oriental Financial Group Inc. 53,269 47,872 USD 100 First Defiance Financial Corp. 1,518 1,742 USD 4,869 Oritani Financial Corp. 59,632 71,280 USD 3,700 First Financial BanCorp. 49,933 60,156 USD 267 Pacific Capital Bancorp NA 7,909 12,414 USD 1,350 First Financial Bankshares Inc. 48,319 47,484 USD 2,020 Pacific Continental Corp. 17,276 18,220 USD 949 First Financial Corp. 29,107 27,998 USD 2,638 PacWest BanCorp. 44,499 63,461 USD 200 First Financial Holdings Inc. 1,936 2,181 USD 900 Park National Corp. 57,892 63,679

The accompanying notes are an integral part of these financial statements. 65 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 396 Park Sterling Corp. 1,807 1,895 USD 4,478 ViewPoint Financial Group 46,659 71,254 USD 840 Peapack Gladstone Financial Corp. 11,786 13,221 USD 1,529 Virginia Commerce BanCorp. 6,509 13,060 USD 13,446 Peoples United Financial Inc. 195,410 158,789 USD 696 Washington Banking Co. 8,381 9,821 USD 3,003 Pinnacle Financial Partners Inc. 49,471 59,615 USD 10,152 Washington Federal Inc. 206,973 174,666 USD 12,367 PNC Financial Services Group Inc. 1,901,828 769,263 USD 883 Washington Trust Bancorp Inc. 15,566 21,880 USD 3,813 Popular Inc. 94,072 64,438 USD 7,600 Webster Financial Corp. 224,672 167,742 USD 27 Preferred Bank 663 367 USD 100,335 Wells Fargo & Co. 2,170,926 3,414,742 USD 4,707 PrivateBancorp Inc. 58,055 70,681 USD 2,169 WesBanco Inc. 45,568 46,923 USD 3,200 Prosperity Bancshares Inc. 102,117 136,859 USD 1,625 West Bancorporation Inc. 8,130 15,716 USD 6,100 Provident Financial Services Inc. 89,599 95,263 USD 1,327 West Coast Bancorp. 18,653 26,546 USD 2,600 Provident New York Bancorp 28,224 20,090 USD 300 Westamerica Bancorp. 16,424 14,413 USD 8,400 Radian Group Inc. 68,915 28,049 USD 8,037 Western Alliance BanCorp. 49,086 76,584 USD 23,127 Regions Financial Corp. 241,565 158,690 USD 1,800 Westfield Financial Inc. 16,562 13,359 USD 2,160 Renasant Corp. 37,632 34,436 USD 2,200 Wilshire Bancorp Inc. 16,800 12,251 USD 1,274 Republic Bancorp Inc/KY, Class A 25,328 28,780 USD 2,963 Wintrust Financial Corp. 115,445 106,964 USD 1,600 Republic First Bancorp Inc. 7,046 3,323 USD 417 WSFS Financial Corp. 15,483 16,960 USD 1,100 Riverview Bancorp Inc. 10,777 1,400 USD 1,261 Yadkin Valley Financial Corp. 18,135 3,351 USD 4,398 Rockville Financial Inc 32,032 51,759 USD 7,400 Zions Bancorporation 423,158 146,227 USD 3,052 Roma Financial Corp. 38,943 26,379 21,683,996 18,433,124 9.48 USD 2,600 S&T Bancorp Inc. 48,326 48,862 USD 2,074 Sandy Spring Bancorp Inc. 45,741 37,943 Diversified Financials USD 1,430 SCBT Financial Corp. 39,413 51,303 USD 800 Affiliated Managers Group Inc. 56,763 89,173 USD 900 Seacoast Banking Corp. of Florida 17,135 1,365 USD 18,760 American Capital Ltd. 100,678 192,705 USD 500 Shore Bancshares Inc. 7,620 2,901 USD 4,869 Ameriprise Financial Inc. 241,539 258,948 USD 898 SI Financial Group Inc. 4,698 10,495 USD 211,306 Bank of America Corp. 8,454,060 1,757,531 USD 1,026 Sierra BanCorp. 8,530 10,309 USD 2,287 BlackRock Inc. 426,100 395,156 USD 1,500 Signature Bank 50,009 93,152 Calamos Asset Management Inc., USD 2,524 Simmons First National Corp. 62,086 59,717 USD 1,500 Class A 22,312 17,485 USD 3,410 Southern Community Financial Corp. 13,145 10,762 USD 12,719 Capital One Financial Corp. 911,369 707,640 USD 1,174 Southside Bancshares Inc. 22,642 26,856 USD 200 Capital Southwest Corp. 29,617 20,705 USD 1,700 Southwest Bancorp Inc. 22,946 16,251 USD 2,100 Cash America International Inc. 73,412 94,153 USD 1,950 StellarOne Corp. 25,631 24,755 USD 2,100 CME Group Inc. 514,641 573,172 USD 2,461 Sterling Bancorp 18,034 24,979 USD 4,686 Cowen Group Inc., Class A 41,487 12,642 USD 500 Suffolk BanCorp. 14,699 6,475 USD 400 Credit Acceptance Corp. 18,429 34,251 USD 2,930 Sun Bancorp Inc. 33,731 8,024 USD 1,900 DFC Global Corp. 31,339 35,649 USD 10,656 SunTrust Banks Inc. 795,605 262,747 USD 4,900 Discover Financial Services 70,644 172,451 USD 11,079 Susquehanna Bancshares Inc. 164,623 116,061 USD 800 Duff & Phelps Corp. 14,614 11,801 USD 1,300 SVB Financial Group 60,306 77,701 USD 11,700 E*Trade Financial Corp. 183,099 94,456 USD 998 SY Bancorp Inc. 23,769 24,171 USD 3,040 Edelman Financial Group Inc 34,654 26,894 USD 30,339 Synovus Financial Corp. 287,895 61,156 USD 762 Evercore Partners Inc., Class A 18,862 18,122 USD 7,300 TCF Financial Corp. 103,322 85,242 USD 800 Ezcorp Inc. 16,984 19,099 USD 505 Territorial Bancorp Inc. 9,855 11,686 USD 600 Federated Investors Inc., Class B 17,245 13,341 USD 3,700 Texas Capital Bancshares Inc. 56,344 152,103 USD 1,200 First Cash Financial Services Inc. 22,968 49,037 USD 4,080 TFS Financial Corp. 46,424 39,626 USD 1,300 Firstcity Financial Corp. 11,493 11,263 USD 924 Tompkins Financial Corp. 39,939 35,313 USD 8,575 GFI Group Inc. 40,586 31,078 USD 927 TowneBank 18,931 13,203 USD 1,737 Gleacher & Co Inc 12,378 1,202 USD 1,600 Trico Bancshares 26,638 25,085 USD 1,700 Harris & Harris Group Inc. 8,344 6,577 USD 6,700 Trustco Bank Corp. NY 37,952 37,174 USD 418 Heritage Financial Group Inc. 3,928 5,451 USD 4,857 Trustmark Corp. 100,148 121,046 USD 2,900 ICG Group Inc. 23,453 27,280 USD 2,280 UMB Financial Corp. 88,482 118,797 USD 2,560 Interactive Brokers Group Inc., Class A 36,123 38,285 USD 10,928 Umpqua Holdings Corp. 182,783 146,297 USD 200 IntercontinentalExchange Inc. 22,813 27,679 USD 1,687 Union First Market Bankshare 20,624 24,800 USD 13,400 Invesco Ltd. 293,311 308,170 USD 2,362 United Bankshares Inc. 42,581 62,328 USD 1,600 Investment Technology Group Inc. 32,305 14,953 USD 1,549 United Community Banks Inc. 63,559 13,483 USD 3,900 Janus Capital Group Inc. 53,073 31,048 USD 1,921 United Financial Bancorp Inc. 26,756 28,044 USD 3,100 Jefferies Group Inc. 74,287 40,996 USD 2,057 United Security Bancshares 11,020 4,502 USD 500 JMP Group Inc. 3,410 3,136 USD 1,700 Univest Corp. of Pennsylvania 29,339 28,591 USD 109,944 JP Morgan Chase & Co. 5,377,937 3,999,205 USD 18,879 US BanCorp. 466,936 617,915 USD 1,200 KBW Inc. 34,369 20,084 USD 5,279 Valley National BanCorp. 62,486 56,967 USD 9,768 Knight Capital Group Inc. 140,536 118,636

The accompanying notes are an integral part of these financial statements. 66 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,500 Legg Mason Inc. 335,464 120,715 USD 4,702 Assurant Inc. 177,747 166,727 USD 4,881 Leucadia National Corp. 131,783 105,693 USD 3,857 Assured Guaranty Ltd. 86,739 55,365 USD 1,862 MarketAxess Holdings Inc. 25,168 50,461 USD 3,113 Axis Capital Holdings Ltd. 88,908 103,094 USD 1,265 Marlin Business Services Inc. 16,439 21,108 USD 100 Baldwin & Lyons Inc., Class B 2,349 2,351 USD 5,400 MCG Capital Corp. 28,539 25,178 USD 2,523 Brown & Brown Inc. 52,795 70,044 USD 1,000 Medallion Financial Corp. 9,317 10,781 USD 9,500 Chubb Corp., PFD., Rights 484,424 704,083 USD 25,953 Morgan Stanley 720,665 385,225 USD 6,846 Cincinnati Financial Corp. 317,328 265,401 USD 5,100 NASDAQ OMX Group Inc. 118,727 117,704 USD 5,411 Citizens Inc/TX 36,114 53,599 USD 4,400 Nelnet Inc. 82,043 102,982 USD 2,016 CNA Financial Corp. 67,545 56,892 USD 4,097 NewStar Financial Inc. 34,392 54,056 USD 22,226 CNO Financial Group Inc. 135,922 176,266 USD 831 Northern Trust Corp. 41,596 38,916 USD 1,252 Donegal Group Inc. 19,742 16,888 USD 5,200 NYSE Euronext 150,312 135,417 USD 1,300 eHealth Inc. 19,088 21,308 USD 619 Oppenheimer Holdings Inc., Class A 17,334 9,862 USD 800 EMC Insurance Group Inc. 20,387 16,403 USD 619 Penson Worldwide Inc. 7,947 89 USD 2,700 Employers Holdings Inc. 41,887 49,587 USD 5,162 PHH Corp. 101,699 91,913 USD 3,714 Endurance Specialty Holdings Ltd. 121,022 144,776 USD 2,297 Pico Holdings Inc. 71,624 52,311 USD 900 Enstar Group Ltd. 77,560 89,820 USD 1,100 Piper Jaffray Cos 53,252 26,238 USD 700 Erie Indemnity Co. 28,579 50,953 USD 4,600 Primerica inc 98,529 125,084 USD 1,700 Everest Re Group Ltd. 139,179 179,230 USD 1,804 QC Holdings Inc. 11,092 7,622 USD 3,599 FBL Financial Group Inc., Class A 102,631 102,408 USD 2,700 Raymond James Financial Inc. 71,661 94,089 Fidelity National Financial Inc., USD 2,000 Resource America Inc., Class A 18,243 12,929 USD 6,025 Class A 93,431 118,075 USD 1,697 Safeguard Scientifics Inc. 29,247 26,726 USD 6,640 First American Financial Corp. 102,557 114,647 USD 800 SEI Investments Co. 16,274 16,199 USD 5,798 Flagstone Reinsurance Holdings SA 64,379 47,280 USD 9,200 SLM Corp. 113,498 147,141 USD 12,804 Genworth Financial Inc. 204,168 73,779 USD 11,416 State Street Corp. 486,604 518,693 USD 1,188 Global Indemnity PLC 18,250 24,443 USD 2,770 Stifel Financial Corp. 115,786 87,082 USD 2,021 Greenlight Capital Re Ltd. 48,128 52,281 USD 1,500 SWS Group Inc. 21,426 8,109 USD 2,746 Hallmark Financial Services 19,441 21,777 USD 2,100 TD Ameritrade Holding Corp. 37,131 36,323 USD 3,519 Hanover Insurance Group Inc. 161,933 140,076 USD 1,734 The Charles Schwab Corp. 29,268 22,808 USD 14,720 Hartford Financial Services Group Inc. 1,279,200 264,048 USD 9,028 The Goldman Sachs Group Inc. 1,488,180 880,034 USD 7,600 HCC Insurance Holdings Inc. 216,395 242,870 USD 553 Tree.com Inc. 4,043 6,407 USD 7,200 Hilltop Holdings Inc. 81,706 75,425 USD 115 Virtus Investment Partners Inc. 1,980 9,459 USD 4,055 Horace Mann Educators Corp. 66,231 72,161 USD 1,000 World Acceptance Corp. 30,249 66,967 USD 2,305 Independence Holding Co. 26,140 22,950 21,988,674 12,693,775 6.53 USD 1,443 Infinity Property & Casualty Corp. 59,839 84,588 USD 5,333 Kemper Corp. 221,419 166,950 Insurance USD 13,018 Lincoln National Corp. 839,071 289,843 USD 500 21st Century Holding Co. 2,191 1,995 USD 10,000 Loews Corp. 368,722 416,688 USD 7,283 ACE Ltd. 461,865 549,634 USD 4,894 Maiden Holdings Ltd. 40,172 43,197 USD 2,196 Affirmative Insurance Holdings Inc. 17,852 738 USD 500 Markel Corp. 192,317 223,431 USD 2,600 Aflac Inc. 126,489 112,706 USD 1,750 Marsh & McLennan Cos., Inc. 41,408 57,403 USD 629 Alleghany Corp. 206,514 216,952 USD 19,400 MBIA Inc. 135,804 213,104 Allied World Assurance Co. Holdings USD 3,796 Meadowbrook Insurance Group Inc. 31,330 33,969 USD 2,500 Ltd. 147,198 202,210 USD 1,900 Mercury General Corp. 74,943 80,602 USD 13,380 Allstate Corp. 767,260 477,979 USD 27,444 MetLife Inc. 1,585,426 862,209 USD 4,177 Altera Corp. 96,844 99,336 USD 6,200 Montpelier Re Holdings Ltd. 111,873 134,381 American Equity Investment Life USD 2,400 National Financial Partners Corp. 31,457 32,692 USD 6,612 Holding Co. 70,551 74,112 USD 1,000 National Interstate Corp. 17,973 27,100 USD 5,450 American Financial Group Inc. 131,883 217,718 USD 1,169 Navigators Group Inc. 59,220 59,446 USD 700 American International Group Inc. 25,221 22,861 USD 19,242 Old Republic International Corp. 351,773 162,395 USD 500 American National Insurance Co. 49,042 36,278 USD 2,500 OneBeacon Insurance Group, Ltd. 38,493 33,087 American Safety Insurance Holdings USD 750 Ltd. 15,524 14,309 USD 2,100 PartnerRe Ltd. 164,170 161,861 USD 2,500 AMERISAFE Inc. 45,878 65,970 USD 2,858 Platinum Underwriters Holdings Ltd. 103,125 110,826 USD 3,100 Amtrust Financial Services Inc. 60,011 93,732 USD 3,600 Presidential Life Corp. 35,826 35,953 USD 1,531 AON Corp. 74,240 72,882 USD 9,534 Principal Financial Group Inc. 265,332 254,397 USD 3,836 Arch Capital Group Ltd. 90,317 154,687 USD 2,100 ProAssurance Corp. 120,196 190,338 Argo Group International Holdings USD 4,700 Protective Life Corp. 170,231 140,722 USD 2,905 Ltd. 98,948 86,475 USD 13,276 Prudential Financial Inc. 930,565 654,427 USD 1,000 Arthur J Gallagher & Co. 24,039 35,713 USD 3,897 Reinsurance Group of America Inc. 205,864 211,182 USD 4,280 Aspen Insurance Holdings Ltd. 114,261 125,968 USD 2,221 RenaissanceRe Holdings Ltd. 133,655 171,662

The accompanying notes are an integral part of these financial statements. 67 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 1,500 RLI Corp. 83,274 104,116 USD 12,700 Convergys Corp. 190,409 190,965 USD 1,500 Safety Insurance Group Inc. 55,874 61,984 USD 7,690 Corelogic Inc. 150,079 143,424 USD 187 SeaBright Holdings Inc. 1,764 1,687 USD 1,010 CoStar Group Inc. 53,169 83,482 USD 5,364 Selective Insurance Group Inc. 121,949 94,909 USD 2,257 CSG Systems International Inc. 39,604 39,682 USD 2,200 StanCorp Financial Group Inc. 53,143 83,250 USD 3,100 DealerTrack Holdings Inc. 58,784 94,994 USD 3,018 State Auto Financial Corp. 50,559 43,138 USD 4,100 Demand Media Inc. 34,317 46,707 USD 1,800 Stewart Information Services Corp. 52,257 28,110 USD 3,429 Dice Holdings Inc. 33,722 32,779 USD 7,579 Symetra Financial Corp. 86,261 97,451 USD 1,403 Digital River Inc. 42,947 23,739 USD 6,400 The Phoenix Cos Inc. 15,433 11,989 USD 1,495 DST Systems Inc. 72,011 82,705 USD 1,814 The Progressive Corp. 33,508 38,468 USD 2,132 Dynamics Research Corp. 26,622 12,611 USD 9,850 The Travelers Cos Inc. 503,668 640,074 USD 10,084 Earthlink Inc. 85,167 76,277 USD 3,862 Torchmark Corp. 149,060 198,669 USD 3,800 eBay Inc. 91,049 162,519 USD 2,424 Tower Group Inc. 60,701 51,428 USD 1,500 Ebix Inc. 28,468 30,450 USD 2,500 United Fire Group Inc., GDR 72,844 54,186 USD 2,900 Electronic Arts Inc. 54,424 36,432 USD 2,000 Universal Insurance Holdings Inc. 12,234 6,902 USD 2,879 EPIQ Systems Inc. 37,153 35,875 USD 13,900 Unum Group 335,966 270,707 USD 783 ePlus Inc. 20,757 25,620 USD 5,889 Validus Holdings Ltd. 154,367 191,969 USD 320 Equinix Inc. 32,087 57,223 USD 3,900 WR Berkley Corp. 108,489 154,488 USD 3,900 Euronet Worldwide Inc. 87,832 67,933 USD 11,320 XL Group PLC 242,099 242,587 USD 1,600 ExlService Holdings Inc. 27,966 40,119 15,551,687 13,485,827 6.94 USD 1,600 Fair Isaac Corp. 31,851 68,885 USD 2,210 FalconStor Software Inc. 9,686 5,827 Real Estate Fidelity National Information Services USD 1,200 AV Homes Inc 42,228 17,714 USD 11,634 Inc. 252,321 403,525 USD 644 Consolidated-Tomoka Land Co. 23,359 18,803 USD 1,300 Fiserv Inc. 65,963 95,581 USD 5,200 Forest City Enterprises Inc. 61,944 77,184 USD 600 Fleetcor Technologies Inc. 23,541 21,385 USD 1,242 Forestar Group Inc. 23,857 16,210 USD 780 Forrester Research Inc. 20,897 26,864 USD 500 Jones Lang LaSalle Inc. 30,896 35,876 USD 600 Gartner Inc. 24,919 26,302 USD 43 Kennedy-Wilson Holdings Inc. 476 612 USD 4,537 Genpact Ltd. 71,200 76,720 USD 183 Tejon Ranch Co. 6,233 5,330 USD 2,075 Global Cash Access Holdings Inc. 16,510 15,210 USD 1,100 The St Joe Co. 31,364 17,694 USD 1,400 Global Payments Inc. 62,595 61,600 USD 2,180 ZipRealty Inc. 9,348 3,218 USD 3,800 GT Advanced Technologies Inc. 25,129 20,426 229,705 192,641 0.10 USD 5,500 IAC/InterActiveCorp. 314,655 255,271 59,454,062 44,805,367 23.05 USD 700 iGate Corp. 7,321 12,122 USD 6,600 Internap Network Services Corp. 20,228 43,674 Information Technology USD 1,714 J2 Global Inc. 40,102 46,066 Software & Services USD 1,700 Jack Henry & Associates Inc. 41,382 59,691 USD 4,840 Accelrys Inc. 32,442 39,813 USD 3,463 JDA Software Group Inc. 95,220 104,637 USD 1,400 ACI Worldwide Inc. 26,339 63,011 USD 1,300 Kenexa Corp. 15,973 38,433 USD 14,804 Activision Blizzard Inc. 190,751 180,553 USD 1,300 Keynote Systems Inc. 15,859 19,653 USD 3,800 Actuate Corp. 23,788 26,732 USD 2,739 KIT Digital Inc. 24,793 11,907 USD 5,484 Acxiom Corp. 73,213 84,359 USD 996 Lender Processing Services Inc. 25,781 25,644 USD 1,431 Adobe Systems Inc. 43,552 47,158 USD 13,596 Limelight Networks Inc. 40,043 40,555 USD 1,522 Akamai Technologies Inc. 41,050 49,180 USD 2,537 Mantech International Corp. 95,675 60,618 USD 4,007 Amdocs Ltd. 115,526 121,238 USD 2,000 Marchex Inc. 9,123 7,330 USD 639 Ancestry.com Inc. 21,067 17,896 USD 1,400 MAXIMUS Inc. 34,109 73,758 USD 300 ANSYS Inc. 13,941 19,275 USD 7,215 Mentor Graphics Corp. 82,447 110,252 USD 9,699 AOL Inc. 174,166 277,264 USD 3,810 ModusLink Global Solutions Inc. 51,351 11,598 USD 700 Ariba Inc. 20,967 31,883 USD 1,600 Monotype Imaging Holdings Inc. 23,544 27,300 USD 1,427 AsiaInfo-Linkage Inc. 27,245 17,113 USD 11,372 Monster Worldwide Inc. 124,449 96,091 USD 5,100 Blucora Inc. 46,439 63,810 USD 608 NCI Inc. 18,206 2,507 USD 2,529 Booz Allen Hamilton Holding Corp. 43,490 39,315 USD 2,910 Netscout Systems Inc. 39,700 63,931 USD 1,300 Broadridge Financial Solutions Inc. 29,702 28,150 USD 1,500 NeuStar Inc., Class A 38,069 50,989 USD 3,953 CA Inc. 87,780 108,979 USD 2,103 Nuance Communications Inc. 32,191 50,976 USD 2,560 CACI International Inc. 131,965 143,341 USD 1,400 Official Payments Holdings Inc. 14,012 5,559 USD 660 Cass Information Systems Inc. 18,786 26,950 USD 3,899 Online Resources Corp. 17,398 9,527 USD 7,766 Ciber Inc. 38,356 33,997 USD 1,000 Opnet Technologies Inc. 11,456 26,999 USD 4,300 Computer Sciences Corp. 231,382 108,609 USD 2,300 Parametric Technology Corp. 38,554 49,102 USD 16,875 Compuware Corp. 143,206 159,598 USD 2,588 Perficient Inc. 23,741 29,535 USD 700 Concur Technologies Inc. 38,167 48,523 USD 1,785 Pervasive Software Inc. 7,536 13,593

The accompanying notes are an integral part of these financial statements. 68 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 3,200 Progress Software Corp. 60,167 67,957 USD 788 Bel Fuse Inc. 17,812 13,991 USD 640 Qad Inc., Class A 6,292 9,154 USD 6,767 Benchmark Electronics Inc. 143,267 95,897 USD 160 Qad Inc., Class B 1,679 2,119 USD 2,300 Black Box Corp. 90,129 67,178 USD 4,433 Quest Software Inc. 82,766 125,642 USD 3,090 Brightpoint Inc. 25,495 16,987 USD 5,400 QuinStreet Inc. 56,646 50,797 USD 42,895 Brocade Communications Systems Inc. 242,344 215,289 USD 2,901 RealNetworks Inc. 75,174 25,488 USD 1,521 Calix Networks Inc. 27,938 12,697 USD 565 Reis Inc. 3,021 5,459 USD 4,700 Checkpoint Systems Inc. 71,042 41,628 USD 1,112 Rosetta Stone Inc. 11,027 15,657 USD 14,155 Cisco Systems Inc. 263,614 247,284 USD 400 Rovi Corp. 12,759 7,990 USD 2,400 Cognex Corp. 44,901 77,307 USD 2,900 SAIC Inc. 50,439 35,723 USD 1,366 Coherent Inc. 52,305 60,146 USD 3,500 Sapient Corp. 26,707 35,846 USD 1,400 Communications Systems Inc. 16,701 15,863 USD 146 Scientific Learning Corp. 772 232 USD 2,501 Comtech Telecommunications Corp. 75,774 72,743 USD 2,300 Smith Micro Software Inc. 17,381 4,262 USD 48,309 Corning Inc. 780,898 635,910 USD 500 SolarWinds Inc. 23,050 22,163 USD 2,900 Cray Inc. 16,152 35,635 USD 317 Solera Holdings Inc. 13,982 13,487 USD 2,318 CTS Corp. 22,918 22,183 USD 1,900 SRS Labs Inc. 14,478 17,428 USD 600 Cyberoptics Corp. 8,688 5,162 USD 5,690 SS&C Technologies Holdings Inc. 102,471 144,760 USD 1,700 Daktronics Inc. 14,759 11,924 USD 612 Stamps.com Inc. 6,587 15,371 USD 2,245 Diebold Inc. 64,518 84,359 USD 2,000 StarTek Inc. 14,003 5,925 USD 2,400 Digi International Inc. 33,246 24,995 USD 2,705 support.com Inc. 6,774 8,757 USD 600 Dolby Laboratories Inc., Class A 22,843 25,215 USD 2,400 Symantec Corp. 40,239 35,672 USD 214 DTS Inc. 6,476 5,673 USD 2,586 Synopsys Inc. 62,337 77,427 USD 2,200 EchoStar Corp. 54,529 58,994 USD 178 Syntel Inc. 8,950 10,994 USD 2,725 Electro Rent Corp. 35,631 44,997 USD 4,050 Take-Two Interactive Software Inc. 50,953 38,922 USD 3,670 Electro Scientific Industries Inc. 52,620 44,088 USD 1,072 TechTarget Inc. 7,023 5,489 USD 4,449 Electronics for Imaging Inc. 78,366 73,556 USD 2,900 TeleCommunication Systems Inc. 24,933 3,661 USD 6,100 Emulex Corp. 68,931 44,713 USD 2,600 TeleTech Holdings Inc. 45,345 42,298 USD 2,836 Extreme Networks Inc. 8,147 9,903 USD 5,200 The Hackett Group Inc. 16,232 29,434 USD 2,500 Fabrinet 47,548 31,916 USD 2,500 TheStreet.com Inc. 6,517 3,792 USD 700 FARO Technologies Inc. 14,067 29,981 USD 1,200 TNS Inc. 22,097 21,917 USD 2,000 Finisar Corp. 41,770 30,419 USD 1,400 Total System Services Inc. 22,405 34,092 USD 1,215 FLIR Systems Inc. 34,545 24,108 USD 662 Unisys Corp. 20,636 13,176 USD 3,000 Gerber Scientific Inc., Escrow Shares – – USD 10,460 United Online Inc. 67,576 44,831 USD 1,400 Globecomm Systems Inc. 18,582 14,424 USD 3,699 ValueClick Inc. 52,916 61,721 USD 3,637 GSI Group Inc. 38,048 42,358 USD 1,600 Virtusa Corp. 15,837 21,729 USD 5,153 Harmonic Inc. 29,893 22,296 USD 4,800 Visa Inc. 363,897 605,015 USD 921 Harris Corp. 43,003 39,221 USD 300 VistaPrint NV 17,385 9,856 USD 34,061 Hewlett-Packard Co. 1,161,254 696,637 USD 3,613 Web.com Group Inc. 25,443 67,348 USD 2,400 Hutchinson Technology Inc. 34,238 3,567 USD 500 WebMD Health Corp. 22,816 10,430 USD 1,800 Identive Group Inc. 5,638 1,716 USD 1,286 Wright Express Corp. 44,207 80,805 USD 2,900 Imation Corp. 73,688 17,419 USD 2,700 XO Group Inc. 27,953 24,299 USD 7,600 Infinera Corp. 65,368 52,845 USD 12,207 Yahoo! Inc. 197,832 196,600 USD 10,318 Ingram Micro Inc., Class A 203,393 183,509 USD 6,000 Insight Enterprises Inc. 96,195 102,742 6,437,121 7,243,651 3.72 USD 398 InterDigital Inc. 9,801 11,953 Technology Hardware & Equipment USD 4,000 Intermec Inc. 50,648 25,207 USD 1,500 Adtran Inc. 40,968 46,118 USD 2,865 Intevac Inc. 28,306 21,759 USD 1,103 Aeroflex Holding Corp. 11,799 6,782 USD 300 IPG Photonics Corp. 4,747 13,310 USD 2,000 Agilysys Inc. 26,544 17,612 USD 2,784 Itron Inc. 137,421 116,885 USD 500 Amphenol Corp., Class A 23,078 27,956 USD 3,437 Ixia 24,962 42,023 USD 1,806 Anaren Inc. 36,265 36,018 USD 4,200 Jabil Circuit Inc. 69,852 86,884 USD 1,500 Anixter International Inc. 76,820 81,027 USD 4,400 JDS Uniphase Corp. 36,617 49,229 USD 10,642 Arris Group Inc. 111,638 150,485 USD 4,733 Juniper Networks Inc. 113,205 78,540 USD 7,179 Arrow Electronics Inc. 241,490 239,941 USD 3,068 Kemet Corp. 37,262 18,740 USD 3,100 Aviat Networks Inc. 40,400 8,774 USD 1,530 KVH Industries Inc. 19,603 19,455 USD 2,995 Avid Technology Inc. 51,952 22,624 USD 2,575 Lexmark International Inc., Class A 77,536 69,653 USD 6,394 Avnet Inc. 189,559 200,880 USD 1,791 Littelfuse Inc. 44,111 103,674 USD 9,275 AVX Corp. 139,304 100,845 USD 1,203 Loral Space & Communications Inc. 51,780 82,350 USD 1,500 Aware Inc. 3,437 9,804 USD 1,600 Measurement Specialties Inc. 19,255 52,890 USD 700 Badger Meter Inc. 23,410 26,759 USD 1,831 Mercury Computer Systems Inc. 23,884 24,084

The accompanying notes are an integral part of these financial statements. 69 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 2,550 Methode Electronics Inc. 23,609 22,092 Semiconductor & Semiconductor Equipment USD 2,339 Molex Inc. 63,800 56,983 USD 4,100 Advanced Energy Industries Inc. 48,769 55,973 USD 1,912 Molex Inc., Class A 39,956 39,281 USD 1,417 Alpha & Omega Semiconductor Ltd. 15,899 13,171 USD 2,087 Motorola Solutions Inc. 82,857 102,175 USD 13,203 Amkor Technology Inc. 72,970 65,594 USD 600 MTS Systems Corp. 18,168 23,505 USD 1,000 Amtech Systems Inc. 22,502 3,818 USD 2,312 Multi-Fineline Electronix Inc. 61,018 57,878 USD 4,100 Anadigics Inc. 13,574 7,513 USD 1,200 National Instruments Corp. 24,123 32,826 USD 2,308 Analog Devices Inc. 81,522 88,488 USD 1,100 NCR Corp. 16,879 25,466 USD 15,388 Applied Materials Inc. 191,048 179,373 USD 2,000 Netgear Inc. 48,319 70,245 USD 4,525 Applied Micro Circuits Corp. 37,430 26,304 USD 3,800 Newport Corp. 46,413 46,423 USD 2,965 ATMI Inc. 50,994 62,061 USD 2,700 Novatel Wireless Inc. 25,626 6,789 USD 700 Avago Technologies Ltd. 23,979 25,569 USD 422 Oclaro Inc. 3,930 1,302 USD 3,114 AXT Inc. 18,107 12,491 USD 2,430 Oplink Communications Inc. 40,855 33,422 USD 1,400 Broadcom Corp., Class A 47,957 48,160 USD 1,300 OSI Systems Inc. 26,808 83,736 USD 4,100 Brooks Automation Inc. 49,772 39,361 USD 1,400 Park Electrochemical Corp. 36,345 36,829 USD 1,200 BTU International Inc. 6,609 3,274 USD 2,000 PC Connection Inc. 18,141 21,522 USD 1,455 Cabot Microelectronics Corp. 48,998 43,208 USD 1,100 PC Mall Inc. 6,821 5,991 USD 1,000 Cascade Microtech Inc. 10,204 4,479 USD 800 Performance Technologies Inc. 2,354 1,727 USD 2,001 Ceva Inc. 24,397 35,833 USD 1,579 Plantronics Inc. 45,191 53,707 USD 2,994 Cohu Inc. 35,124 30,816 USD 2,500 Plexus Corp. 73,283 71,747 USD 4,387 Cree Inc. 136,675 114,602 USD 1,900 Polycom Inc. 23,067 20,368 USD 2,000 Cymer Inc. 80,951 119,987 USD 3,558 Power-One Inc. 20,551 16,372 USD 1,300 Cypress Semiconductor Corp. 13,474 17,483 USD 5,084 QLogic Corp. 83,425 70,856 USD 3,350 Diodes Inc. 68,219 63,946 USD 2,000 Radisys Corp. 20,748 12,746 USD 1,465 Richardson Electronics Ltd. 12,376 18,375 USD 2,100 DSP Group Inc. 20,129 13,554 USD 1,100 Rimage Corp. 20,279 8,959 USD 8,900 Entegris Inc. 80,730 77,287 USD 2,000 Rofin-Sinar Technologies Inc. 48,009 38,523 USD 6,215 Entropic Communications Inc. 37,777 35,622 USD 1,300 Rogers Corp. 46,113 52,436 USD 6,041 Exar Corp. 38,880 50,061 USD 6,136 SanDisk Corp. 268,623 228,007 Fairchild Semiconductor International USD 7,300 Inc. 103,106 104,862 USD 5,900 Sanmina-SCI Corp. 58,970 49,253 USD 2,900 FEI Co. 79,286 141,240 USD 1,653 Scansource Inc. 46,490 51,495 USD 3,700 Seachange International Inc. 25,709 30,963 USD 200 First Solar Inc. 24,307 3,066 USD 3,100 Seagate Technology PLC 43,627 77,952 USD 4,400 Formfactor Inc. 64,061 28,937 USD 2,600 ShoreTel Inc. 16,806 11,594 USD 5,215 FSI International Inc. 22,019 19,060 USD 1,902 Silicon Graphics International Corp. 12,694 12,412 USD 267 GigOptix Inc. 4,090 723 USD 17,778 Sonus Networks Inc. 43,809 38,732 USD 500 GSI Technology Inc. 1,944 2,408 USD 3,000 STEC Inc. 41,243 23,822 USD 384 Hittite Microwave Corp. 23,154 19,973 USD 500 Stratasys Inc. 8,398 25,192 USD 10,100 Integrated Device Technology Inc. 74,965 57,787 USD 1,200 Super Micro Computer Inc. 15,565 19,376 USD 2,925 Integrated Silicon Solutions Inc. 22,937 30,046 USD 3,344 Sycamore Networks Inc. 120,739 49,397 USD 15,054 Intel Corp. 304,351 408,277 USD 3,292 Symmetricom Inc. 19,490 20,042 USD 4,635 International Rectifier Corp. 135,296 94,326 USD 450 Synaptics Inc. 12,014 13,107 USD 9,400 Intersil Corp. 120,477 101,917 USD 4,190 SYNNEX Corp. 116,815 146,994 USD 3,800 IXYS Corp. 27,718 43,173 USD 3,600 Tech Data Corp. 137,850 176,542 USD 1,600 KLA-Tencor Corp. 64,732 80,271 USD 39,456 Tellabs Inc. 213,936 133,760 USD 3,602 Kopin Corp. 14,439 12,578 USD 2,000 Telular Corp. 7,021 18,793 USD 4,715 Kulicke & Soffa Industries Inc. 34,332 42,865 USD 700 Tessco Technologies Inc. 14,764 15,671 USD 4,420 Lam Research Corp. 121,290 169,777 USD 700 Transact Technologies Inc. 4,716 5,437 USD 4,300 Lattice Semiconductor Corp. 24,557 16,460 USD 4,130 TTM Technologies Inc. 41,445 39,523 USD 3,500 LTX-Credence Corp. 23,190 23,838 USD 3,751 Tyco Electronics Ltd. 129,965 121,779 USD 13,965 Marvell Technology Group Ltd. 193,879 160,226 USD 2,100 Viasat Inc. 69,338 80,770 USD 100 Maxim Integrated Products Inc. 2,955 2,609 USD 310 Viasystems Group Inc. 6,948 5,334 USD 5,100 MEMC Electronic Materials Inc. 59,788 11,215 USD 14,696 Vishay Intertechnology Inc. 177,385 141,234 USD 2,200 Micrel Inc. 16,695 21,344 USD 835 Vishay Precision Group Inc. 17,373 11,850 USD 1,700 Microchip Technology Inc. 54,376 57,234 USD 9,307 Western Digital Corp. 323,828 288,703 USD 47,226 Micron Technology Inc. 478,018 302,412 USD 56,298 Xerox Corp. 526,492 450,488 USD 5,508 Microsemi Corp. 90,802 103,681 USD 3,132 Xyratex Ltd. 36,640 36,062 USD 5,100 MKS Instruments Inc. 94,427 150,154 USD 1,019 Zebra Technologies Corp., Class A 29,586 35,634 USD 2,247 Monolithic Power Systems Inc. 39,784 45,362 USD 1,575 Zygo Corp. 18,758 28,589 USD 100 Nanometrics Inc. 1,583 1,560 9,599,029 8,570,524 4.41 USD 4,900 NVIDIA Corp. 72,660 68,940

The accompanying notes are an integral part of these financial statements. 70 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,948 Omnivision Technologies Inc. 66,914 67,248 USD 33,413 Verizon Communications Inc. 1,083,819 1,511,335 USD 8,876 ON Semiconductor Corp. 73,903 64,157 USD 3,834 Windstream Corp. 46,668 37,627 USD 1,812 PDF Solutions Inc. 6,856 18,133 8,220,191 7,860,430 4.04 USD 3,600 Pericom Semiconductor Corp. 38,594 32,948 USD 6,700 Photronics Inc. 52,983 41,608 Utilities USD 2,638 AES Corp. 24,524 34,430 USD 2,800 PLX Technology Inc. 10,236 18,101 USD 100 AGL Resources Inc. 3,853 3,946 USD 16,525 PMC - Sierra Inc. 114,891 103,127 USD 600 Allete Inc. 22,456 25,514 USD 1,148 Power Integrations Inc. 38,689 43,512 USD 100 Alliant Energy Corp. 3,765 4,640 USD 358 RF Micro Devices Inc. 2,099 1,549 USD 400 American States Water Co. 14,193 16,118 USD 3,300 Rubicon Technology Inc. 37,738 34,234 USD 800 American Water Works Co Inc. 17,257 27,943 USD 3,555 Rudolph Technologies Inc. 34,091 31,523 USD 330 Aqua America Inc. 7,304 8,385 USD 1,456 Semtech Corp. 29,117 36,049 USD 277 Atmos Energy Corp. 9,138 9,893 USD 1,800 Sigma Designs Inc. 21,378 11,673 USD 1,100 Avista Corp. 23,562 29,923 USD 4,100 Silicon Image Inc. 9,998 17,197 USD 700 Black Hills Corp. 23,850 22,925 USD 500 Silicon Laboratories Inc. 22,499 19,297 USD 13,753 Calpine Corp. 175,382 231,160 USD 1,096 Skyworks Solutions Inc. 14,411 30,539 USD 523 Cleco Corp. 16,875 22,277 USD 3,141 Spansion Inc., Class A 56,171 35,079 USD 2,955 Consolidated Water Co., Ltd. 24,316 24,879 USD 1,748 Standard Microsystems Corp. 35,719 65,630 USD 10,913 Dynegy Inc. 63,384 6,499 USD 1,172 SunPower Corp. 18,858 5,727 USD 200 El Paso Electric Co. 7,007 6,748 USD 714 Supertex Inc. 19,174 13,665 USD 1,591 Genie Energy Ltd., Class B 14,222 12,553 USD 4,450 Teradyne Inc. 46,283 63,742 USD 51,596 Genon Energy Inc 598,758 89,296 USD 4,253 Tessera Technologies Inc. 78,654 66,549 USD 800 Great Plains Energy Inc. 15,000 17,421 USD 10,558 TriQuint Semiconductor Inc. 58,383 59,010 USD 900 Hawaiian Electric Industries Inc. 22,640 26,140 USD 3,025 Ultra Clean Holdings 20,603 19,771 USD 300 ITC Holdings Corp. 20,247 21,028 USD 2,400 Ultratech Inc. 36,854 76,842 USD 566 MGE Energy Inc. 21,255 27,220 USD 2,884 Veeco Instruments Inc. 100,763 100,854 USD 500 New Jersey Resources Corp. 21,864 22,188 USD 1,000 Volterra Semiconductor Corp. 16,932 23,853 USD 500 Northwest Natural Gas Co. 24,609 24,230 USD 2,400 Xilinx Inc. 77,978 82,022 USD 700 NorthWestern Corp. 25,238 26,139 USD 9,500 NRG Energy Inc. 254,996 167,994 4,812,677 4,747,988 2.44 USD 700 NV Energy Inc. 10,600 12,528 20,848,827 20,562,163 10.57 USD 2,200 Oneok Inc. 91,097 94,717 Telecommunication Services USD 3,778 Ormat Technologies Inc. 90,555 82,155 USD 646 AboveNet Inc. 38,699 55,204 USD 1,600 PNM Resources Inc. 19,087 31,828 USD 900 Portland General Electric Co. 21,983 24,436 USD 116,096 AT&T Inc. 3,347,721 4,213,528 USD 418 Public Service Enterprise Group Inc. 13,693 13,826 USD 1,200 Atlantic Tele-Network Inc. 67,074 41,121 USD 1,822 Questar Corp. 26,320 38,693 USD 1,452 Cbeyond Inc. 13,984 9,993 USD 200 RGC Resources Inc. 2,944 3,626 USD 20,116 CenturyTel Inc. 736,138 808,515 USD 1,800 SJW Corp. 43,967 43,961 USD 4,988 Cincinnati Bell Inc. 16,023 18,840 USD 705 Southwest Gas Corp. 20,088 31,286 Consolidated Communications USD 800 TECO Energy Inc. 14,878 14,701 USD 742 Holdings Inc. 14,331 11,180 USD 300 The Laclede Group Inc. 10,248 12,149 USD 37,504 Frontier Communications Corp. 303,556 145,851 USD 400 UGI Corp. 12,716 11,976 USD 4,585 General Communication Inc., Class A 29,746 38,789 USD 300 UIL Holdings Corp. 8,608 10,949 USD 1,482 HickoryTech Corp. 13,692 16,596 USD 1,000 Unitil Corp. 23,876 26,927 USD 1,591 IDT Corp Class B 10,345 15,906 USD 200 UNS Energy Corp. 7,656 7,817 USD 6,721 Iridium Communications Inc. 52,328 61,239 USD 800 Vectren Corp. 23,082 24,050 USD 590 Level 3 Communications Inc. 20,627 13,292 USD 800 Westar Energy Inc. 22,370 24,376 USD 805 Lumos Networks Corp. 13,012 7,736 USD 300 WGL Holdings Inc. 11,334 12,131 USD 9,969 MetroPCS Communications Inc. 93,779 61,300 1,930,797 1,431,621 0.74 USD 1,500 Neutral Tandem Inc. 37,475 20,112 196,966,622 193,565,612 99.53 USD 3,044 NII Holdings Inc. 117,116 31,702 USD 805 NTELOS Holdings Corp. 26,855 15,448 Embedded Broker Commission (113,544) USD 7,400 ORBCOMM Inc. 21,681 24,559 Total Investments $196,853,078 193,565,612 99.53 USD 3,392 Premiere Global Services Inc. 27,987 28,938 Primus Telecommunications Group Currency Forward Contracts (a) 189,630 0.10 USD 1,162 Inc. 19,990 18,419 USD 200 Shenandoah Telecommunications Co. 2,273 2,773 Other assets less liabilities 715,731 0.37 USD 93,132 Sprint Nextel Corp. 1,602,928 308,142 Net Assets Representing Unitholders’ USD 1,100 SureWest Communications 18,966 23,584 Equity $194,470,973 100.00 USD 7,081 Telephone & Data Systems Inc. 282,862 153,476 USD 1,500 tw telecom Inc. 23,570 39,154 Currency codes used above are as follows: USD 2,218 United States Cellular Corp. 104,895 87,183 USD - United States Dollar USD 2,975 USA Mobility Inc. 32,051 38,888 (a) See next page

The accompanying notes are an integral part of these financial statements. 71 DFA U.S. Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

(a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 3, 2012 CAD 8,773,886 USD 8,491,000 128,814 UBS A July 3, 2012 USD 8,576,000 CAD 8,791,369 (59,776) RBC AA- July 3, 2012 CAD 548,939 USD 539,000 161 JPM A+ July 3, 2012 USD 454,000 CAD 465,761 (3,524) JPM A+ July 17, 2012 CAD 9,343,303 USD 9,111,000 64,079 CITI A July 31, 2012 CAD 892,770 USD 876,000 321 JPM A+ July 31, 2012 CAD 8,809,918 USD 8,589,000 59,555 RBC AA- 189,630

(1) Source: Standard & Poor’s RBC = Royal Bank of Canada CITI = Citibank UBS = UBS AG WARBURG JPM = JP Morgan

The accompanying notes are an integral part of these financial statements. 72 DFA U.S. Vector Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by market segment and geography. The more significant sector as a percentage of Net Assets is as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Sector June 30, 2012 December 31, 2011 Financials 23.05 25.14

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund will generally invest in a broad and diverse group of common stocks of U.S. operating companies with an increased exposure to small capitalization and value companies. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on a U.S. exchange is 99.53% (December 31, 2011: 99.45%). If equity prices on the U.S. stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $19,356,561 (December 31, 2011: $16,705,165). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency. It is therefore exposed to currency risk as the value of the securities denominated in other currencies fluctuates due to changes in exchange rates. On June 24, 2009, the Fund introduced hedged classes of units which hedge a majority of these units’ exposure to foreign currency risk. The tables below summarize both the Fund’s unhedged classes and hedged classes exposures to currency risks as at June 30, 2012 and December 31, 2011, if applicable. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Percentage Financial Percentage Instruments of Net Assets Instruments of Net Assets Exposure (CAD) (%) Exposure (CAD) (%) June 30, 2012 December 31, 2011 United States Dollar 174,845,652 89.91 154,391,511 91.91

The accompanying notes are an integral part of these financial statements. 73 DFA U.S. Vector Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage of Instruments Contracts Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 United States Dollar 18,592,097 19,111,686 (519,589) (0.27) December 31, 2011 United States Dollar 14,333,991 14,198,435 135,556 0.08

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the U.S. Dollar increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the unhedged classes would have decreased or increased, respectively, by approximately $17,484,565 (December 31, 2011: $15,439,151) and Net Assets of the hedged classes would have decreased or increased, respectively, by approximately $51,959 (December 31, 2011: $13,556). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2012, the Fund held foreign currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to hedge a majority of the foreign currency exposure for the hedged classes of units. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the Canadian Dollar. Other than as described above, as at June 30, 2012 and December 31, 2011, the Fund has no other significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 74 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA International Core Equity Fund 2012 2011

Assets Investments – at fair value $ 453,790,420 $ 397,219,144 Cash 2,153,971 2,600,282 455,944,391 399,819,426

Unrealized appreciation on forward foreign currency contracts 300,041 1,142,610 Due from investment dealers 21,534 – Accrued interest and dividends 1,677,418 930,314 Subscriptions receivable 6,498,816 1,437,790 464,442,200 403,330,140

Liabilities Unrealized depreciation on forward foreign currency contracts 182,586 108,140 Accrued expenses 215,920 230,012 Redemptions payable to unitholders 924,219 772,515 Due to investment dealers 1,905,283 1,313,768 Management fees payable 201,306 205,808 3,429,314 2,630,243

Net Assets representing Unitholders’ Equity $ 461,012,886 $ 400,699,897

Net Assets per Class

Class A $ 79,110,814 $ 78,075,037 Class A(H) $ 14,882,315 $ 14,339,864 Class F $ 205,490,566 $ 191,189,909 Class F(H) $ 80,796,626 $ 75,961,110 Class I $ 55,501,857 $ 30,577,997 Class I(H) $ 25,230,708 $ 10,555,980

Net Assets per Unit

Class A $ 8.38 $ 8.24 Class A(H) $ 12.31 $ 11.97 Class F $ 8.48 $ 8.34 Class F(H) $ 12.36 $ 12.01 Class I $ 7.03 $ 6.91 Class I(H) $ 9.95 $ 9.66

The accompanying notes are an integral part of these financial statements. 75 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Core Equity Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $1,182,556; 2011 – $974,183) $ 9,429,160 $ 8,923,342 Interest income 7,430 16,824 Security lending income (note 13) 158,938 135,114 9,595,528 9,075,280

Expenses (note 5) Management fees 1,276,731 1,429,643 Custodian fees 142,505 125,719 Audit fees 31,986 19,822 Legal fees 17,648 12,407 Broker commission expense (note 7) 63,056 48,352 Valuation fees 17,850 17,648 Transaction fees 113,756 38,831 Filing fees 20,620 24,096 Securityholder reporting costs 155,413 151,610 Other expenses 35,243 36,651 1,874,808 1,904,779

Net Investment Income (Loss) 7,720,720 7,170,501

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments (279,834) 2,592,894 Net realized gain (loss) on foreign exchange 42,979 (53,173) Net realized gain (loss) on currency forward contracts 2,272,289 (1,576,793) Change in unrealized appreciation (depreciation) in value of investments 2,817,200 (9,354,609) Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (6,629) (41,921)

Net Gain (Loss) on Investments 4,846,005 (8,433,602)

Increase (Decrease) in Net Assets from Operations $ 12,566,725 $ (1,263,101)

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 2,276,465 $ (590,798) Class A(H) $ 504,224 $ (208,919) Class F $ 6,045,230 $ 275,114 Class F(H) $ 3,243,013 $ (678,463) Class I $ 394,055 $ (60,035) Class I(H) $ 103,738 $ –

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.24 $ (0.06) Class A(H) $ 0.41 $ (0.20) Class F $ 0.26 $ 0.01 Class F(H) $ 0.50 $ (0.12) Class I $ 0.07 $ (0.02) Class I(H) $ 0.06 $ – * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 76 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Core Equity Fund 2012 2011 2012 2011

Class A Class A(H)

Net Assets at beginning of period $ 78,075,037 $ 93,259,679 $ 14,339,864 $ 14,635,830

Increase (Decrease) in Net Assets from Operations 2,276,465 (590,798) 504,224 (208,919)

Capital Unit Transactions Sales of units 10,693,719 17,947,457 2,592,226 3,514,737 Units redeemed 724,621 (7,705,069) 134,889 (1,643,459) Units issued on reinvestment of distribution (11,905,306) 835,272 (2,551,830) 127,807 (486,966) 11,077,660 175,285 1,999,085

Distributions to Investors From net investment income (753,722) (859,281) (137,058) (130,207) (753,722) (859,281) (137,058) (130,207)

Increase (Decrease) in Net Assets for the period 1,035,777 9,627,581 542,451 1,659,959

Net Assets at end of period $ 79,110,814 $ 102,887,260 $ 14,882,315 $ 16,295,789

2012 2011 2012 2011

Class F Class F(H)

Net Assets at beginning of period $ 191,189,909 $ 214,552,251 $ 75,961,110 $ 76,813,176

Increase (Decrease) in Net Assets from Operations 6,045,230 275,114 3,243,013 (678,463)

Capital Unit Transactions Sales of units 29,936,732 32,327,776 15,662,652 13,365,043 Units redeemed 2,493,549 (24,432,602) 796,075 (5,016,992) Units issued on reinvestment of distribution (21,162,021) 2,481,598 (13,675,308) 708,144 11,268,260 10,376,772 2,783,419 9,056,195

Distributions to Investors From net investment income (3,012,833) (3,058,588) (1,190,916) (1,131,497) (3,012,833) (3,058,588) (1,190,916) (1,131,497)

Increase (Decrease) in Net Assets for the period 14,300,657 7,593,298 4,835,516 7,246,235

Net Assets at end of period $ 205,490,566 $ 222,145,549 $ 80,796,626 $ 84,059,411

The accompanying notes are an integral part of these financial statements. 77 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Core Equity Fund 2012 2011 2012 2011

Class I Class I(H)

Net Assets at beginning of period $ 30,577,997 $ 18,596,827 $ 10,555,980 $ –

Increase (Decrease) in Net Assets from Operations 394,055 (60,035) 103,738 –

Capital Unit Transactions Sales of units 24,794,221 8,947,293 14,570,990 – Units redeemed 644,403 (151,375) 386,594 – Units issued on reinvestment of distribution (83,011) 218,381 – – 25,355,613 9,014,299 14,957,584 –

Distributions to Investors From net investment income (825,808) (402,645) (386,594) –

Increase (Decrease) in Net Assets for the period 24,923,860 8,551,619 14,674,728 –

Net Assets at end of period $ 55,501,857 $ 27,148,446 $ 25,230,708 $ –

2012 2011

Total

Net Assets at beginning of period $ 400,699,897 $ 417,857,763

Increase (Decrease) in Net Assets from Operations 12,566,725 (1,263,101)

Capital Unit Transactions Sales of units 98,250,540 76,102,306 Units redeemed 5,180,131 (38,949,497) Units issued on reinvestment of distribution (49,377,476) 4,371,202 54,053,195 41,524,011

Distributions to Investors From net investment income (6,306,931) (5,582,218) (6,306,931) (5,582,218)

Increase (Decrease) in Net Assets for the period 60,312,989 34,678,692

Net Assets at end of period $ 461,012,886 $ 452,536,455

The accompanying notes are an integral part of these financial statements. 78 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Equity AUD 12,927 Caltex Australia Ltd. 174,507 181,839 Australia AUD 1,443 Campbell Brothers Ltd. 27,080 81,568 AUD 3,150 Abacus Property Group 26,506 6,696 AUD 50,567 Cape Lambert Resources Ltd. 24,664 16,070 AUD 22,074 Adelaide Brighton Ltd. 52,450 73,141 AUD 4,774 Cardno Ltd. 23,605 37,507 AUD 7,778 Aditya Birla Minerals Ltd. 10,111 3,728 AUD 30,441 Ceramic Fuel Cells Ltd. 15,724 2,506 AUD 9,599 AGL Energy Ltd. 128,284 147,728 AUD 50,493 CFS Retail Property Trust 86,463 101,805 AUD 5,089 AJ Lucas Group Ltd. 22,627 5,303 Challenger Financial Services AUD 6,776 Alesco Corp. Ltd. 41,158 13,732 AUD 35,984 Group Ltd. 129,302 121,856 AUD 72,995 Alumina Ltd. 106,287 59,706 AUD 3,150 Charter Hall Group 20,984 7,451 USD 31,245 Alumina Ltd., ADR 219,529 104,015 AUD 57,850 Citigold Corp. Ltd. 18,223 3,496 AUD 3,402 Amalgamated Holdings Ltd. 19,182 22,864 AUD 10,352 Coal of Africa Ltd. 23,780 6,040 AUD 43,432 Amcor Ltd. 199,310 320,404 AUD 7,680 Coca-Cola Amatil Ltd. 51,914 107,071 USD 1,894 Amcor Ltd/Australia, ADR 43,721 55,995 AUD 730 Cochlear Ltd. 39,099 50,042 AUD 112,610 AMP Ltd. 521,895 450,571 AUD 7,366 Coffey International Ltd. 17,312 2,686 AUD 358 Andritz AG 15,295 18,618 AUD 17,492 Commonwealth Bank of Australia 731,027 967,809 AUD 7,567 Ansell Ltd. 64,556 103,998 AUD 84,595 Commonwealth Property Office Fund 85,645 89,468 AUD 19,894 APA Group 62,796 103,438 AUD 2,979 Computershare Ltd. 20,163 22,970 AUD 22,350 APN News & Media Ltd. 72,030 15,370 AUD 15,599 Consolidated Media Holdings Ltd. 27,682 54,612 AUD 15,088 Aquarius Platinum Ltd. 54,953 10,926 AUD 34,350 Cromwell Group 23,472 24,338 AUD 2,481 Aquila Resources Ltd. 23,333 7,730 AUD 22,629 Crown Ltd. 184,649 200,184 AUD 21,338 Ardent Leisure Group 31,384 28,237 AUD 3,450 CSL Ltd. 74,027 141,671 AUD 2,092 Aristocrat Leisure Ltd. 21,774 5,994 AUD 30,157 CSR Ltd. 147,836 43,835 AUD 36,648 Asciano Group 236,507 165,728 AUD 4,512 Cudeco Ltd. 16,880 14,950 AUD 12,518 Aspen Group 16,759 5,087 AUD 7,468 Customers Ltd. 21,545 9,844 AUD 39,427 Atlas Iron Ltd. 125,628 82,985 AUD 11,962 Dart Energy Ltd. 1,693 2,181 AUD 6,156 Aurora Oil & Gas Ltd. 22,304 19,949 AUD 51,735 David Jones Ltd. 141,887 139,078 AUD 16,607 Ausdrill Ltd. 32,799 58,834 AUD 4,916 Decmil Group Ltd. 14,703 13,523 AUD 4,123 Ausenco Ltd. 10,241 15,251 AUD 61,788 Deep Yellow Ltd. 14,287 2,897 AUD 5,315 Austal Ltd. 17,689 8,861 AUD 13,730 Deep Yellow Ltd., Rights (20Jul12) – 61 AUD 6,949 Australand Property Group 30,525 17,812 AUD 122,454 Dexus Property Group 100,692 118,662 Australia & New Zealand Banking AUD 15,470 Discovery Metals Ltd. 22,744 22,567 AUD 63,023 Group Ltd. 1,345,714 1,446,669 AUD 30,295 Downer EDI Ltd. 154,186 98,803 AUD 10,463 Australian Agricultural Co. Ltd. 19,850 11,992 AUD 26,332 DUET Group 54,231 50,484 AUD 16,318 Australian Infrastructure Fund 28,137 40,637 AUD 8,365 DuluxGroup Ltd. 18,938 26,235 Australian Pharmaceutical Industries AUD 9,976 Echo Entertainment Group Ltd. – 10,208 AUD 24,784 Ltd. 29,600 9,038 AUD 6,330 Australian Stock Exchange Ltd. 221,446 196,683 AUD 9,977 Echo Entertainment Group Ltd. 34,059 44,494 Australian Worldwide Exploration AUD 49,883 Echo Entertainment Group Ltd. 216,161 222,460 AUD 26,121 Ltd. 60,298 36,471 AUD 37,192 Elders Ltd. 104,986 8,526 AUD 4,947 Automotive Holdings Group 18,418 12,732 AUD 34,013 Emeco Holdings Ltd. 36,290 30,833 AUD 18,272 Bank of Queensland Ltd. 165,319 125,657 AUD 814 Energy Resources of Australia Ltd. 3,571 1,344 AUD 86,654 Beach Petroleum Ltd. 93,002 84,873 AUD 52,690 Energy World Corp. Ltd. 32,562 20,039 AUD 24,611 Bendigo and Adelaide Bank Ltd. 197,849 190,022 AUD 22,825 Envestra Ltd. 17,772 18,551 AUD 20,100 BHP Billiton Ltd. 562,528 658,467 Evolution Mining Ltd., Rights USD 6,925 BHP Billiton Ltd., ADR 428,761 460,435 AUD 10,338 (30Nov11) 12,700 15,835 AUD 6,321 Billabong International Ltd. 6,633 7,080 AUD 183,042 Fairfax Media Ltd. 267,550 105,852 AUD 7,374 Billabong International Ltd. 73,873 8,260 AUD 39,343 FKP Property Group 53,730 15,373 Billabong International Ltd., Rights AUD 4,435 Fleetwood Corp. Ltd. 27,133 54,206 AUD 6,320 (17Jul12) – 348 AUD 9,939 FlexiGroup Ltd. 22,485 26,822 AUD 5,542 Biota Holdings Ltd. 5,336 3,984 AUD 2,337 Flight Centre Ltd. 18,837 46,096 AUD 153,313 BlueScope Steel Ltd. 319,328 47,126 AUD 21,459 Fortescue Metals Group Ltd. 50,803 109,562 AUD 32,276 Boart Longyear Ltd. 124,940 95,847 AUD 33,752 Galaxy Resources Ltd. 44,372 20,398 AUD 11,023 Boom Logistics Ltd. 18,762 2,412 AUD 14,526 Geodynamics Ltd. 21,306 1,665 AUD 61,934 Boral Ltd. 297,026 190,374 AUD 62,015 Gindalbie Metals Ltd. 46,126 28,432 AUD 13,577 Bradken Ltd. 102,254 73,281 AUD 5,890 Gloucester Coal Ltd. 32,911 21,726 AUD 16,734 Brambles Ltd. 138,099 107,408 AUD 115,961 Goodman Fielder Ltd. 153,600 65,851 AUD 796 Brambles Ltd., Rights (22Jun12) – 116 AUD 11,641 Goodman Group 77,346 44,516 AUD 8,168 Brickworks Ltd. 82,211 85,959 AUD 25,361 GPT Group 92,483 86,675 AUD 8,364 Bunnings Warehouse Property Trust 17,264 16,254 AUD 6,917 GrainCorp Ltd. 49,496 68,325 AUD 3,884 Cabcharge Australia Ltd. 23,817 20,195 AUD 2,449 GUD Holdings Ltd. 18,198 21,869

The accompanying notes are an integral part of these financial statements. 79 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

AUD 71,936 Gunns Ltd. 72,936 11,993 AUD 9,528 Nufarm Ltd. 77,785 50,037 AUD 11,988 GWA International Ltd. 36,166 26,106 AUD 25,556 Oil Search Ltd. 85,809 174,151 AUD 41,383 Harvey Norman Holdings Ltd. 108,208 84,084 AUD 106,478 OneSteel Ltd. 260,287 95,969 AUD 1,381 Hastie Group Ltd. 27,915 230 AUD 398 Opus Group Ltd. 512 241 AUD 76,184 Hillgrove Resources Ltd. 18,857 9,129 AUD 8,365 Orica Ltd. 170,607 215,200 AUD 17,137 Hills Industries Ltd. 40,040 18,481 AUD 52,172 Origin Energy Ltd. 656,571 662,669 AUD 79,163 Horizon Oil Ltd. 24,771 23,096 AUD 27,173 OZ Minerals Ltd. 324,521 222,544 AUD 10,654 IBT Education Ltd. 19,782 48,068 AUD 32,938 Pacific Brands Ltd. 63,745 16,989 AUD 13,543 iiNET Ltd. 21,458 43,181 AUD 9,366 Pacific Magazines Ltd. 17,254 3,416 AUD 8,467 Iluka Resources Ltd. 36,490 99,693 AUD 49,024 Paladin Energy Ltd. 150,034 63,597 AUD 95,499 Incitec Pivot Ltd. 237,378 282,600 AUD 27,101 Pan Australian Resources Ltd. 55,802 76,809 AUD 6,971 Independence Group NL 28,235 24,987 AUD 10,487 Panoramic Resources Ltd. 21,009 6,611 AUD 48,407 Indophil Resources NL 32,806 16,897 AUD 37,335 PaperlinX Ltd. 57,031 2,101 AUD 12,518 Industrea Ltd. 18,040 16,761 AUD 2,812 Perpetual Ltd. 84,887 67,039 AUD 50,669 Infigen Energy 66,370 11,615 AUD 7,102 Perseus Mining Ltd. 17,442 18,278 AUD 20,763 ING Office Fund 73,630 58,197 AUD 9,297 Pharmaxis Ltd. 23,474 9,881 AUD 75,679 Insurance Australia Group Ltd. 294,156 273,628 AUD 6,760 Platinum Asset Management Ltd. 23,819 27,189 AUD 16,328 Integra Mining Ltd. 10,412 6,550 AUD 6,994 Premier Investments Ltd. 33,287 33,887 AUD 14,015 IOOF Holdings Ltd. 60,773 88,057 AUD 28,361 Primary Health Care Ltd. 125,565 87,176 AUD 3,960 Iress Market Technology Ltd. 23,878 26,985 AUD 20 Prime AET & D Holdings 187 – USD 1,100 James Hardie Industries NV, ADR 31,959 45,623 Prime Retirement & Aged Care AUD 8,000 James Hardie Industries SE 26,618 66,103 AUD 18,603 Property Trust 8,857 – AUD 1,250 JB Hi-Fi Ltd. 13,496 11,462 Programmed Maintenance AUD 24,518 Kagara Ltd. 23,623 2,938 AUD 6,590 Services Ltd. 26,752 16,548 AUD 13,600 Karoon Gas Australia Ltd. 65,326 56,967 AUD 53,597 Qantas Airways Ltd. 135,988 60,035 KFM Diversified Infrastructure and AUD 47,198 QBE Insurance Group Ltd. 785,836 657,522 AUD 12,306 Logistics Fund 17,818 19,811 AUD 22,233 QR National Ltd. 90,422 78,765 AUD 6,149 Kingsgate Consolidated Ltd. 21,231 31,074 AUD 8,621 Ramelius Resources Ltd. 9,556 4,312 AUD 2,888 Leighton Holdings Ltd. 59,666 48,960 AUD 3,880 Ramsay Health Care Ltd. 34,114 91,328 AUD 32,670 Lend Lease Group 296,921 245,096 AUD 3,127 Regis Resources Ltd. 11,034 12,675 AUD 23,119 Linc Energy Ltd. 73,820 16,501 AUD 38,765 Resolute Mining Ltd. 21,028 54,327 AUD 32,677 Lynas Corp Ltd. 18,632 28,771 AUD 20,149 Ridley Corp Ltd. 20,864 21,415 AUD 20,187 Macmahon Holdings Ltd. 23,815 12,095 AUD 10,817 Rio Tinto Ltd. 789,826 636,586 AUD 12,071 MacQuarie Atlas Roads Group 19,751 18,741 AUD 37,060 Roc Oil Co Ltd. 29,154 11,971 AUD 6,459 Macquarie CountryWide Trust 38,782 22,142 AUD 7,413 SAI Global Ltd. 26,216 36,921 AUD 17,914 Macquarie Group Ltd. 581,574 485,312 AUD 7,628 Salmat Ltd. 23,068 17,883 AUD 1,595 McPhersons Ltd. 4,189 2,609 AUD 34,366 Santos Ltd. 435,048 381,359 AUD 93,953 MEO Australia Ltd. 49,145 23,495 AUD 3,962 Seek Ltd. 29,840 26,091 AUD 8,731 Mermaid Marine Australia Ltd. 23,788 25,564 AUD 5,478 Servcorp Ltd. 24,069 15,126 AUD 3,357 Metcash Ltd. 12,278 11,753 AUD 14,824 Service Stream Ltd. 21,725 5,406 AUD 27,455 Metcash Ltd. 108,130 96,407 AUD 7,673 Seven Group Holdings Ltd. 68,740 61,642 AUD 7,806 Mincor Resources NL 14,823 5,246 AUD 73,153 Sigma Pharmaceuticals Ltd. 100,609 46,115 AUD 6,759 Mineral Deposits Ltd. 40,474 30,424 AUD 5,227 Silex Systems Ltd. 27,877 17,428 AUD 1,700 Mineral Resources Ltd. 21,838 15,854 AUD 12,967 Sims Group Ltd. 210,082 129,843 AUD 50,397 Mirabela Nickel Ltd. 67,959 13,391 AUD 12,564 Sonic Healthcare Ltd. 159,748 166,129 AUD 142,350 Mirvac Group 235,083 188,372 AUD 22,616 Southern Cross Media Group 48,112 28,160 AUD 3,060 Monadelphous Group Ltd. 31,573 69,508 AUD 64,394 SP AusNet 66,965 68,439 AUD 7,737 Mortgage Choice Ltd. 10,335 10,359 AUD 44,973 Spark Infrastructure Group 56,223 70,994 AUD 35,578 Mount Gibson Iron Ltd. 42,565 31,696 AUD 13,264 Spotless Group Ltd. 41,962 35,105 AUD 28,288 Murchison Metals Ltd. 43,689 13,706 AUD 18,223 St. Barbara Ltd. 25,796 33,419 AUD 37,818 Myer Holdings Ltd. 105,951 63,442 AUD 34,203 Stockland 146,581 109,767 AUD 87,227 National Australia Bank Ltd. 2,199,918 2,139,503 AUD 39,655 Straits Metals Ltd. 20,128 14,875 AUD 9,250 New Hope Corp. Ltd. 10,430 38,649 AUD 35,262 STW Communications Group Ltd. 50,262 34,721 AUD 23,091 Newcrest Mining Ltd. 608,296 544,000 AUD 64,851 Suncorp Group Ltd. 545,784 544,637 AUD 29,840 Nexus Energy Ltd. 29,178 3,420 AUD 5,953 Sunland Group Ltd. 13,706 5,769 AUD 41,470 NIB Holdings Ltd. 27,353 64,600 AUD 15,233 Super Cheap Auto Group Ltd. 65,002 113,646 AUD 191,819 Nido Petroleum Ltd. 23,865 7,195 AUD 20,417 Syndey Airport 25,409 61,482 AUD 5,808 Northern Iron Ltd. 9,468 5,628 AUD 43,367 TABCORP Holdings Ltd. 324,810 131,946 AUD 9,053 NRW Holdings Ltd. 22,509 28,393 AUD 19,736 Tap Oil Ltd. 23,829 13,675

The accompanying notes are an integral part of these financial statements. 80 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

AUD 11,112 Tassal Group Ltd. 22,791 15,110 EUR 1,617 Strabag SE 41,147 37,704 AUD 103,242 Tattersall’s Ltd. 290,107 281,847 EUR 1,034 Telekom Austria AG 25,850 10,371 AUD 19,594 Telstra Corp Ltd. 60,580 75,132 USD 600 Telekom Austria AG, ADR 32,564 12,046 USD 3,400 Telstra Corp Ltd., ADR 61,204 65,247 EUR 2,349 Uniqa Versicherungen AG 79,965 30,881 AUD 47,472 Ten Network Holdings Ltd. 57,473 24,732 EUR 2,349 Uniqua Versicherung AG – – AUD 31,498 TFS Corp Ltd. 24,081 16,082 EUR 471 Verbund AG 24,477 11,022 AUD 21,576 Thakral Holdings Group 17,554 17,086 EUR 6,925 Voestalpine AG 260,138 186,763 AUD 11,952 Thorn Group Ltd. 12,172 18,182 EUR 1,941 Wiener Staedtische Versicherung AG 106,036 80,291 AUD 42,054 Toll Holdings Ltd. 294,532 173,962 EUR 8,988 Wienerberger AG 259,581 88,080 AUD 20,061 TPG Telecom Limited 26,114 36,371 EUR 1,742 Zumtobel AG 23,292 18,337 AUD 24,985 Transfield Services Ltd. 72,594 47,251 2,535,382 1,423,416 0.31 AUD 88,984 Transpacific Industries Group Ltd. 84,509 66,757 Belgium AUD 20,155 Transurban Group 108,243 119,495 EUR 1,531 Ackermans & van Haaren NV 120,968 121,987 AUD 10,958 Treasury Wine Estates Ltd. 36,580 49,554 EUR 183 Aedifica 9,915 11,434 AUD 2,249 Trinity Group 5,737 586 EUR 181,954 Ageas 400,019 365,432 AUD 9,485 United Group Ltd. 106,749 122,254 EUR 9,504 AGFA-Gevaert NV 104,294 15,427 AUD 21,953 UXC Ltd. 23,459 12,695 EUR 2,376 AGFA-Gevaert NV, Strip – 3 AUD 4,744 Village Roadshow Ltd. 9,712 15,076 EUR 13,438 Anheuser-Busch InBev NV 614,478 1,061,191 AUD 104,279 Virgin Australia Holdings Ltd 69,540 41,832 EUR 2,120 Anheuser-Busch InBev NV, Strip – 3 Virgin Australia International EUR 570 Arseus NV 7,749 10,170 AUD 104,279 Holdings Pvt., Ltd. – 543 EUR 13 Banque Nationale de Belgique 65,697 34,747 Washington H Soul Pattinson & Co., AUD 12,617 Ltd. 100,981 176,427 EUR 1,862 Barco NV 127,033 95,109 AUD 5,390 Watpac Ltd. 20,936 3,229 EUR 511 Befimmo SCA Sicafi 47,652 29,554 AUD 44,080 Wesfarmers Ltd. 1,003,472 1,372,850 EUR 2,334 Bekaert SA 91,194 58,632 West Australian Newspapers EUR 2,848 Belgacom SA 110,496 82,367 AUD 4,285 Holdings Ltd. 28,875 7,769 EUR 172 Cie Immobiliere de Belgique SA 7,195 5,761 AUD 3,595 Western Areas NL 16,475 15,171 EUR 898 Cie Maritime Belge SA 34,326 19,909 AUD 28,626 Westfield Group 330,679 283,361 EUR 437 Cofinimmo 82,298 49,361 AUD 33,805 Westfield Retail Trust 90,127 100,388 EUR 830 Colruyt SA 27,706 37,605 AUD 56,678 Westpac Banking Corp. 1,236,022 1,247,870 EUR 1,194 Compagnie d’Entreprises CFE 60,950 63,849 USD 2,808 Westpac Banking Corp., ADR 331,659 310,539 EUR 8,280 Deceuninck NV 71,765 9,173 AUD 2,240 White Energy Co., Ltd. 3,391 724 EUR 6,624 Deceuninck Plastics, Strip – 9 AUD 5,754 Whitehaven Coal Ltd. 32,476 24,821 USD 5,125 Delhaize Group 394,782 191,274 AUD 11,800 WHK Group Ltd. 20,825 10,328 EUR 24,793 Dexia SA 323,703 4,152 AUD 6,805 Woodside Petroleum Ltd. 272,955 219,951 EUR 1,306 D’ieteren SA 63,121 55,151 AUD 6,222 Woolworths Ltd. 136,122 173,748 EUR 500 Elia System Operator SA 21,730 20,841 AUD 1,166 WorleyParsons Ltd. 20,165 30,495 EUR 1,747 Euronav SA 35,662 12,153 EUR 464 EVS Broadcast Equipment SA 30,431 22,218 28,685,230 26,261,247 5.70 EUR 805 Exmar NV 26,217 5,870 Austria EUR 2,138 Galapagos NV 34,777 34,070 EUR 290 Agrana Beteiligungs AG 33,777 31,942 EUR 1,461 Gimv NV 79,794 67,662 EUR 3,209 Atrium European Real Estate Ltd. 19,753 14,800 EUR 7,668 KBC Groep NV 443,012 164,424 EUR 1,245 CA Immobilien Anlagen AG 17,700 12,565 EUR 365 Kinepolis Group NV 22,698 31,622 EUR 4,174 Conwert Immobilien Invest AG 68,525 46,190 EUR 123 Mobistar SA 10,684 4,285 Erste Bank der Oesterreichischen EUR 2,926 Nyrstar – 4 EUR 9,389 Sparkassen AG 482,081 179,797 EUR 12,178 Nyrstar 130,501 70,174 EUR 1,016 EVN AG 29,209 13,291 EUR 445 Sipef SA 27,101 32,390 EUR 1,503 Flughafen Wien AG 106,801 58,929 EUR 2,523 Solvay SA 280,425 252,511 EUR 35,747 Immofinanz AG 140,130 114,529 EUR 2,434 Telenet Group Holding NV 63,430 107,864 EUR 1,549 Intercell AG 55,619 3,813 EUR 3,317 Tessenderlo Chemie NV 127,180 85,889 EUR 93 Lenzing AG 7,839 7,821 EUR 182 Tessenderlo Chemie NV, Strip – 26 EUR 172 Mayr Melnhof Karton AG 15,878 16,053 EUR 574 Thrombogenics NV 16,051 15,743 EUR 248 Oberbank AG 12,117 15,207 EUR 6,304 UCB SA 301,539 323,220 EUR 1,006 Oesterreichische Post AG 39,709 34,466 EUR 3,334 Umicore 71,188 155,995 EUR 7,604 OMV AG 404,817 240,144 EUR 443 Warehouses De Pauw SCA 21,764 22,930 Raiffeisen International Bank-Holding 4,509,525 3,752,191 0.81 EUR 3,382 AG 186,514 111,862 EUR 416 RHI AG 23,793 9,831 Brazil Schoeller-Bleckmann Oilfield BRL 5,600 AES Tiete SA 60,932 69,601 EUR 444 Equipment AG 38,070 36,681 BRL 5,600 AES Tiete SA, Preferred Shares 66,641 81,126

The accompanying notes are an integral part of these financial statements. 81 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

BRL 1,600 Aliansce Shopping Centers SA 14,160 13,885 USD 20,000 Gafisa SA 250,496 51,921 BRL 29,819 All America Latina Logistica SA 226,674 128,022 BRL 3,800 General Shopping Brasil SA 22,078 18,183 BRL 12,600 Amil Participacoes SA 74,337 125,499 BRL 7,100 Gerdau SA 96,063 51,860 Anhanguera Educacional USD 40,585 Gerdau SA, ADR 438,382 361,942 BRL 4,494 Participacoes SA 58,675 58,315 Gol Linhas Aereas Inteligentes SA, BRL 5,600 Banco ABC Brasil SA 42,319 26,995 USD 9,300 ADR 137,354 41,848 BRL 16,093 Banco Bradesco SA 241,894 203,932 BRL 11,200 Grendene SA 58,925 58,871 USD 61,019 Banco Bradesco SA, ADR 1,021,746 922,488 BRL 21,900 Hypermarcas SA 174,264 131,766 BRL 27,300 Banco do Brasil SA 395,516 269,148 BRL 21,700 Ideiasnet SA 38,343 19,579 BRL 7,500 Banco do Estado do Rio Grande 62,289 53,755 Iguatemi Empresa de Shopping BRL 7,800 Banco Panamericano SA 39,329 20,164 BRL 2,500 Centers SA 43,069 52,082 USD 38,153 Banco Santander Brasil SA 428,882 300,634 BRL 12,900 Inpar Sa 25,606 9,677 BRL 116,944 BM&F BOVESPA SA 684,353 602,847 BRL 2,700 Iochpe-Maxion SA 30,847 31,519 BRL 17,800 BR Malls Participacoes SA 85,025 207,518 BRL 24,200 Itau Unibanco Banco Multiplo SA 486,189 346,654 BRL 11,100 BR Properties SA 129,782 130,926 Itau Unibanco Banco Multiplo SA, USD 23,512 ADR 401,742 332,955 BRL 1,700 Brasil Brokers Participacoes SA 5,616 5,627 BRL 2,961 Itau Unibanco Holdings SA 54,944 37,867 USD 30,524 Brasil Foods SA, ADR 358,595 471,718 BRL 49,000 JBS SA 202,760 149,520 USD 6,000 Braskem SA, ADR 112,432 81,179 BRL 26,300 JHSF Participacoes SA 47,372 79,320 BRL 18,900 Brookfield Incorporacoes SA 89,684 31,710 BRL 31,500 Klabin SA 103,385 141,466 BRL 16,300 CCR SA 129,847 134,922 BRL 1,047 Kroton Educacional SA 1,523 1,783 BRL 4,200 Centrais Eletricas Brasileiras SA 64,747 30,337 BRL 9,822 Kroton Educacional SA 84,191 142,687 Centrais Eletricas Brasileiras SA, USD 2,900 ADR 48,418 20,725 BRL 4,200 Light SA 64,645 52,733 Centrais Eletricas Brasileiras SA, BRL 1,100 Localiza Rent a Car SA 20,331 16,922 BRL 4,400 PFD., Class B 66,017 43,178 BRL 9,100 Log-in Logistica Intermodal SA 48,976 29,982 CETIP SA - Balcao Organizado de BRL 7,817 Lojas Americanas SA 52,318 52,463 BRL 5,500 Ativos e Derivativos 101,681 69,864 BRL 2,000 Lojas Renner SA 61,261 56,761 Cia Brasileira de Distribuicao Grupo M. Dias Branco SA Ind Com de USD 2,810 Pao de Acucar, ADR 79,570 114,457 BRL 4,000 Alimentos 59,192 119,158 Cia de Bebidas das Americas, PR BRL 9,700 Magnesita Refratarios SA 57,777 31,418 USD 5,500 ADR 63,091 214,508 Mahle-Metal Leve SA Industria e Cia de Saneamento Basico do Estado BRL 1,300 Comercio 13,007 13,054 USD 1,400 de Sao Paulo, ADR 78,964 108,078 BRL 6,600 Marcopolo SA 24,598 30,109 Cia de Saneamento de Minas Gerais- BRL 7,800 Marfrig Alimentos SA 96,320 36,927 BRL 3,700 COPASA 55,500 81,489 Mills Estruturas e Servicos de Cia de Transmissao de Energia BRL 1,443 Engenharia SA 17,814 19,734 BRL 1,500 Eletrica Paulista 47,471 48,661 BRL 17,200 MMX Mineracao e Metalicos SA 89,864 50,915 BRL 3,680 Cia Energetica de Minas Gerais 48,842 69,204 BRL 19,700 MRV Engenharia e Participacoes SA 140,555 92,766 USD 4,983 Cia Energetica de Minas Gerais, ADR 73,894 93,494 Multiplan Empreendimentos BRL 5,800 Cia Energetica de Sao Paulo 69,773 107,895 BRL 4,900 Imobiliarios SA 72,048 121,280 BRL 2,100 Cia Energetica do Ceara, Class A 36,014 40,822 BRL 2,500 Natura Cosmeticos SA 59,422 58,989 Cia Paranaense de Energia, Class P, BRL 7,100 Obrascon Huarte Lain Brasil SA 61,366 64,024 USD 2,500 ADR 48,232 55,102 BRL 5,500 OGX Petroleo e Gas Participacoes SA 50,468 15,333 USD 12,585 Cia Siderurgica Nacional SA, ADR 121,289 72,645 BRL 5,008 Oi SA 64,102 20,917 BRL 3,639 Cielo SA 78,992 108,976 BRL 10,199 Oi SA 105,087 48,854 BRL 10,100 Cosan SA Industria e Comercio 143,325 157,169 USD 1,559 Oi SA ADR 19,634 7,460 BRL 5,600 CPFL Energia SA 65,452 71,475 USD 6,581 Oi SA ADR 177,557 82,675 BRL 27,000 Cyrela Brazil Realty SA 226,064 202,551 BRL 10,600 OSX Brasil SA 98,740 48,357 BRL 17,531 Diagnosticos da America SA 126,376 116,498 PDG Realty SA Empreendimentos e BRL 15,744 Duratex SA 103,869 84,831 BRL 61,086 Participacoes 272,632 108,682 Ecorodovias Infraestrutura e USD 83,601 Petroleo Brasileiro SA 2,653,803 1,544,747 BRL 3,400 Logistica SA 27,809 27,850 USD 56,854 Petroleo Brasileiro SA, ADR 2,100,399 1,085,833 BRL 14,300 EDP - Energias do Brasil SA 98,335 93,287 BRL 12,300 Plascar Participacoes Industriais SA 25,526 5,050 Eletropaulo Metropolitana BRL 3,200 Eletricidade de Sao Paulo SA 66,871 41,102 BRL 10,600 Porto Seguro SA 64,450 91,931 USD 7,540 Embraer SA 251,717 203,647 BRL 4,744 Raia Drogasil SA 45,616 48,694 BRL 2,500 Estacio Participacoes SA 29,961 30,793 BRL 11,600 Randon Participacoes SA 62,536 52,801 BRL 11,700 Even Construtora e Incorporadora SA 54,711 40,268 BRL 1,300 Redecard SA 18,263 21,614 BRL 3,600 Ferbasa-Ferro Ligas DA Bahia 25,886 20,620 BRL 7,800 Rossi Residencial SA 63,162 19,452 USD 16,305 Fibria Celulose SA, ADR 378,968 124,329 BRL 2,800 Santos Brasil Participacoes SA 43,593 43,430 BRL 4,500 Fleury SA 62,783 58,165 BRL 4,700 Sao Martinho SA 71,641 47,957

The accompanying notes are an integral part of these financial statements. 82 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

BRL 12,540 Sao Paulo Alpargatas SA 56,367 84,221 CLP 38,281 PAZ Corp., SA 41,352 19,302 BRL 3,900 SLC Agricola SA 38,609 38,390 CLP 56,218 Ripley Corp SA 51,339 53,730 BRL 1,400 Souza Cruz SA 17,745 20,863 CLP 27,172 Sigdo Koppers SA 67,823 67,119 BRL 17,600 Sul America SA 173,576 138,724 Sociedad Quimica y Minera de BRL 12,500 Suzano Papel e Celulose SA 111,250 25,154 USD 1,000 Chile SA, ADR 60,037 56,766 BRL 9,100 Tecnisa SA 53,905 33,949 CLP 60,000 Sonda SA 95,566 171,630 BRL 2,600 Tegma Gestao Logistica 35,053 39,893 USD 300 Vina Concha y Toro SA 12,299 11,896 BRL 2,600 Telefonica Brasil SA 65,287 59,437 CLP 10,746 Vina Concha y Toro SA 25,059 21,366 USD 9,843 Telefonica Brasil SA, ADR 160,471 248,112 CLP 96,500 Yingde Gases 81,891 88,897 BRL 3,800 Terna Participacoes SA 79,348 127,223 2,918,995 3,042,589 0.66 USD 3,194 Tim Participacoes SA, ADR 64,005 89,323 China BRL 1,336 Totvs SA 24,622 25,469 TPI - Triunfo Participacoes e HKD 106,000 Agile Property Holdings Ltd. 145,509 137,709 BRL 700 Investimentos SA 2,534 2,647 Agricultural Bank of China Ltd., BRL 2,900 Tractebel Energia SA 37,753 54,389 HKD 537,000 Class H 258,064 217,044 USD 9,160 Ultrapar Participacoes SA, ADR 83,634 211,405 HKD 42,000 Air China Ltd., Class H 40,089 24,967 Usinas Siderurgicas de Minas USD 15,400 Aluminum Corp of China Ltd., ADR 343,112 170,576 BRL 8,800 Gerais SA 193,637 34,436 HKD 86,000 AMVIG Holdings Ltd. 38,518 38,371 Usinas Siderurgicas de Minas Gerais HKD 42,000 Angang Steel Co., Ltd., Class H 79,439 23,204 BRL 21,423 SA, PFD., Class A 393,110 68,629 Anhui Conch Cement Co., Ltd., USD 56,790 Vale SA, ADR 1,178,269 1,126,816 HKD 48,000 Class H 118,749 131,647 USD 37,620 Vale SA, Sponsored ADR 881,103 760,619 Anhui Tianda Oil Pipe Co., Ltd., Valid Solucoes e Servicos de HKD 9,000 Class H 4,723 1,370 Seguranca em Meios de Pagamento HKD 94,000 Anta Sports Products Ltd. 105,109 57,606 BRL 2,600 - e Identificacao S.A. 36,082 39,102 HKD 106,000 Anton Oilfield Services Group 10,269 17,666 BRL 21,584 Vanguarda Agro Sa 6,426 4,048 HKD 15,000 Asian Citrus Holdings Ltd. 10,119 8,523 BRL 6,400 Weg SA 67,595 62,091 HKD 320,000 AVIC International Holding HK Ltd. 18,649 10,330 20,407,967 15,989,493 3.47 AviChina Industry & Technology Co., HKD 24,000 Ltd., Class H 12,260 8,031 Canada HKD 2,434,700 Bank of China Ltd., Class H 1,245,820 939,323 GBP 580 Canaccord Financial Inc. 5,273 2,959 0.00 Bank of Communications Co., Ltd., HKD 282,394 Class H 294,675 191,959 Chile HKD 39,000 BBMG Corp. 25,835 27,432 CLP 60,906 Aguas Andinas SA, Class A 36,040 37,890 Beijing Capital International Airport USD 1,714 Banco de Chile, ADR 82,425 147,071 HKD 222,000 Co., Ltd., Class H 236,794 136,048 CLP 2,058 Banco de Credito e Inversiones 79,399 130,123 HKD 102,000 Beijing Capital Land Ltd., Class H 41,013 30,518 USD 514 Banco Santander Chile, ADR 40,653 40,538 HKD 27,000 Beijing Development Ltd. 6,978 4,393 CLP 51,842 Besalco SA 47,953 92,224 HKD 32,000 Beijing Enterprises Holdings Ltd. 126,291 194,425 CLP 2,293 CAP SA 95,764 86,010 HKD 354,000 Beijing Enterprises Water Group Ltd. 95,246 66,894 CLP 3,214 Cencosud SA Right (22Jul12) – 1,019 HKD 23,000 Beijing Jingkelong Co., Ltd., Class H 21,335 17,294 Centros Comerciales HKD 26,000 Belle International Holdings Ltd. 44,274 44,832 CLP 29,944 Sudamericanos SA 216,264 167,718 HKD 80,000 Bosideng International Holdings Ltd. 19,045 20,681 USD 1,100 Cia Cervecerias Unidas SA, ADR 42,572 69,577 Brilliance China Automotive Holdings CLP 19,375 Cia General de Electricidad 139,460 89,416 HKD 100,000 Ltd. 28,987 88,316 CLP 343,791 Colbun SA 99,654 96,182 HKD 22,000 Byd Co., Ltd., Class H 72,729 42,150 CLP 7,105,000 Corpbanca SA 62,122 90,280 BYD Electronic (International) Co., CLP 12,913 E.CL SA 36,721 31,110 HKD 73,500 Ltd. 52,096 14,854 Empresa Nacional de Electricidad SA/ HKD 63,591 C C Land Holdings Ltd. 56,161 15,271 USD 3,875 Chile, ADR 206,525 201,192 Centron Telecom International Empresa Nacional De HKD 101,000 Holdings Ltd. 28,906 11,398 CLP 4,891 Telecomunicaciones S.A. 82,244 92,476 HKD 161,084 Chaoda Modern Agriculture 185,805 13,119 CLP 61,540 Empresas CMPC SA 193,472 247,738 HKD 189,000 China Agri-Industries Holdings Ltd. 145,751 104,416 CLP 23,273 Empresas COPEC SA 341,048 349,659 HKD 109,000 China Aoyuan Property Group Ltd. 18,765 14,733 CLP 219,689 Empresas Iansa SA 26,078 15,905 HKD 61,000 China Automation Group Ltd. 40,979 14,649 CLP 15,000 EMPRESAS LA POLAR COM 95,268 9,484 HKD 88,000 China BlueChemical Ltd., Class H 63,703 50,580 USD 13,500 Enersis SA, ADR 259,874 256,732 HKD 352,000 China Citic Bank Corp Ltd., Class H 173,593 181,534 CLP 78,728 Inversiones Aguas Metropolitanas SA 103,198 132,848 HKD 199,000 China Coal Energy Co., Ltd., Class H 263,074 165,563 USD 801 Lan Airlines SA, ADR 20,437 21,283 China Communications Construction CLP 2,880 Latam Airlines Group SA 83,931 76,130 HKD 215,000 Co., Ltd., Class H 244,049 190,725 CLP 450,000 Masisa S.A. 63,991 45,844 China Communications Services Corp CLP 12,979 Parque Arauco SA 28,536 23,434 HKD 204,000 Ltd., Class H 135,686 101,995

The accompanying notes are an integral part of these financial statements. 83 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

China Construction Bank Corp., China Shipping Development Co., Ltd., HKD 1,216,760 Class H 939,031 843,065 HKD 124,000 Class H 198,090 58,254 China COSCO Holdings Co., Ltd., China Southern Airlines Co., Ltd., HKD 214,500 Class H 229,745 95,704 USD 1,350 ADR 45,579 30,030 HKD 291,000 China Dongxiang Group Co. 107,120 26,731 China Southern Airlines Co., Ltd., China Eastern Airlines Corp. Ltd., HKD 80,000 Class H 37,032 35,379 HKD 24,000 Class H 10,192 7,685 China State Construction International HKD 29,000 China Everbright International Ltd. 13,411 13,814 HKD 122,000 Holdings Ltd. 45,599 115,750 HKD 52,000 China Everbright Ltd. 85,856 74,379 China Sunshine Paper Holdings Co., HKD 32,000 China Gas Holdings Ltd. 17,126 16,167 HKD 180,000 Ltd. 57,833 20,078 HKD 9,000 China Green Holdings Ltd. 11,075 2,055 USD 3,700 China Telecom Corp Ltd., ADR 219,955 165,513 China High Speed Transmission China Travel International Investment HKD 42,000 Equipment Group Co., Ltd. 82,217 13,173 HKD 332,000 HK Ltd. 90,539 62,301 HKD 48,017 China Huiyuan Juice Group Ltd. 37,070 17,202 USD 27,129 China Unicom Hong Kong Ltd., ADR 383,417 346,614 China Insurance International HKD 34,000 China Water Affairs Group Ltd. 12,776 8,343 HKD 28,000 Holdings Co. Ltd. 39,739 46,076 HKD 10,000 China Windpower Group Ltd. 979 354 USD 8,408 China Life Insurance Co., Ltd., ADR 481,980 337,854 HKD 80,000 China Wireless Technologies Ltd. 23,937 13,228 China Longyuan Power Group Corp., HKD 120,000 China Yurun Food Group Ltd. 171,477 105,821 HKD 92,000 Class H 94,027 60,726 HKD 23,500 China Zhengtong Auto Service 21,617 12,613 HKD 11,000 China Mengniu Dairy Co. Ltd. 39,129 29,231 HKD 63,600 China Zhongwang Holdings Ltd. 27,137 24,370 China Merchants Bank Co., Ltd., Chongqing Machinery & Electric Co., HKD 98,500 Class H 228,993 187,166 HKD 84,000 Ltd., Class H 20,268 11,464 China Merchants Holdings HKD 101,000 Citic Pacific Ltd. 231,988 155,071 HKD 40,918 International Co. Ltd. 177,311 125,379 HKD 259,700 Citic Resources Holdings Ltd. 65,694 42,940 HKD 41,400 China Metal Recycling Holdings Ltd. 54,137 30,804 China Minsheng Banking Corp Ltd., HKD 8,000 Clear Media Ltd. 4,599 4,199 HKD 205,500 Class H 183,200 184,994 HKD 72,000 CNOOC Ltd. 69,373 145,504 USD 25,190 China Mobile Ltd., ADR 1,362,156 1,401,995 USD 1,900 CNOOC Ltd., ADR 227,456 389,045 HKD 69,000 China Molybdenum Co., Ltd., Class H 58,992 25,444 HKD 60,000 CNPC Hong Kong Ltd. 38,496 97,160 China National Building Material Co., HKD 66,000 Cofco International Ltd. 58,021 65,563 HKD 158,000 Ltd., Class H 169,117 171,883 HKD 71,500 Comba Telecom Systems Holdings Ltd. 51,718 30,119 China National Materials Co., Ltd., HKD 54,000 COSCO International Holdings Limited 34,018 20,834 HKD 125,000 Class H 88,228 39,040 HKD 112,000 COSCO Pacific Ltd. 204,656 154,617 China Nickel Resources Holding Co., HKD 14,000 Dah Chong Hong Holdings Ltd. 13,544 12,677 HKD 124,000 Ltd. 25,640 8,950 HKD 340,000 China Oil and Gas Group Ltd. 42,305 32,124 HKD 20,000 Dalian Port PDA Co., Ltd., Class H 9,524 4,488 HKD 20,000 China Oilfield Services Ltd., Class H 24,707 28,975 HKD 12,000 Daphne International Holdings Ltd. 9,943 12,314 China Overseas Land & Investment Datang International Power Generation HKD 93,600 Ltd. 190,163 220,845 HKD 138,000 Co., Ltd., Class H 127,261 54,871 China Pacific Insurance Group Co., HKD 37,000 Digital China Holdings Ltd. 53,984 65,354 HKD 55,600 Ltd., Class H 211,728 181,311 Dongfeng Motor Group Co., Ltd., China Petroleum & Chemical Corp., HKD 134,000 Class H 92,809 208,551 USD 6,457 ADR 547,827 585,703 HKD 59,000 Dongyue Group 9,764 27,795 HKD 96,000 China Pharmaceutical Group Ltd. 52,850 24,062 HKD 148,000 Dynasty Fine Wines Group Ltd 45,533 24,665 China Power International HKD 64,000 First Tractor Co. 47,065 51,903 HKD 56,000 Development Ltd. 32,040 14,844 HKD 77,000 Fosun International Ltd. 65,133 40,216 HKD 184,000 China Precious Metal Resources 37,546 30,907 HKD 144,000 Franshion Properties China Ltd. 51,637 43,840 HKD 21,000 China Properties Group Ltd. 6,355 7,275 HKD 74,000 Fufeng Group Ltd. 50,696 28,064 China Railway Construction Corp., Fushan International Energy Group HKD 78,000 Ltd., Class H 120,944 65,406 HKD 152,000 Ltd. 117,369 39,494 HKD 68,000 China Railway Group Ltd., Class H 31,119 28,733 HKD 200,000 Geely Automobile Holdings Ltd. 52,486 70,862 China Resources Cement Holdings Global Bio-Chem Technology Group HKD 78,000 Ltd. 72,383 45,651 HKD 198,800 Co., Ltd. 54,579 28,958 HKD 54,000 China Resources Enterprise 205,908 162,275 HKD 163,000 Glorious Property Holdings Ltd. 28,939 28,876 HKD 68,000 China Resources Land Ltd. 164,180 140,633 HKD 16,000 Golden Meditech Co., Ltd. 3,203 1,701 China Resources Power Holdings HKD 78,000 Company Ltd. 133,961 162,543 GOME Electrical Appliances Holdings HKD 1,012,360 Ltd. 261,491 134,177 HKD 121,000 China Shanshui Cement Group Ltd. 95,658 82,885 HKD 88,000 Great Wall Motor Co., Ltd., Class H 101,947 176,684 China Shenhua Energy Co., Ltd., HKD 38,000 Class H 161,669 134,639 Great Wall Technology Co., Ltd., HKD 28,000 Class H 14,078 5,034 China Shineway Pharmaceutical HKD 10,000 Group Ltd. 14,876 14,592 HKD 65,500 Greentown China Holdings Ltd. 92,881 68,677 China Shipping Container Lines Co., HKD 52,000 Guangdong Investment Ltd. 37,552 37,940 HKD 261,750 Ltd., Class H 114,667 63,201 USD 900 Guangshen Railway Co., Ltd., ADR 34,178 13,680

The accompanying notes are an integral part of these financial statements. 84 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Guangzhou Automobile Group Co., USD 4,491 PetroChina Co., Ltd., ADR 512,443 590,665 HKD 137,467 Ltd., Class H 136,155 115,993 PICC Property & Casualty Co., Ltd., HKD 600,600 Guangzhou Investment Co. Ltd. 153,040 148,172 HKD 78,000 Class H 57,965 88,641 HKD 28,000 Guangzhou Pharmaceutical Co., Ltd. 23,785 50,486 Ping An Insurance Group Co of China Guangzhou R&F Properties Co., Ltd., HKD 15,000 Ltd., Class H 148,825 121,253 HKD 90,000 Class H 200,105 120,230 HKD 155,000 Poly Hong Kong Investment Ltd. 148,588 84,412 HKD 16,776 GZI Transportation Ltd. 7,085 8,344 HKD 18,000 Ports Design Ltd. 45,561 19,086 HKD 21,000 Haitian International Holdings Ltd. 23,522 20,944 HKD 39,000 Pou Sheng International Holdings Ltd. 5,491 3,224 Harbin Power Equipment Co., Ltd., HKD 156,000 Qingling Motors Co., Ltd., Class H 43,844 37,667 HKD 80,000 Class H 87,846 65,193 HKD 55,296 Qunxing Paper Holdings Co., Ltd. 16,074 14,657 HKD 10,500 Hengan International Group Co., Ltd. 100,019 102,997 HKD 1,926,000 Renhe Commercial Holdings Co., Ltd. 148,393 79,614 HKD 136,000 Hengdeli Holdings Ltd. 38,156 43,546 HKD 75,000 REXLot Holdings Ltd. 10,508 5,315 HKD 78,000 Hi Sun Technology China Ltd. 46,641 9,314 HKD 54,000 Rreef China Commercial Trust 29,981 – Hidili Industry International HKD 246,000 Samson Holding Ltd. 50,003 28,731 HKD 46,000 Development Ltd. 57,912 12,858 Semiconductor Manufacturing HKD 249,000 Honghua Group Ltd. 42,857 39,864 HKD 428,000 International Corp. 24,073 14,322 HKD 82,000 Hopson Development Holdings Ltd. 138,770 48,853 Semiconductor Manufacturing USD 13,925 International Corp., ADR 72,426 22,824 Hua Han Bio-Pharmaceutical HKD 92,160 Holdings Ltd. 20,920 16,569 Shandong Molong Petroleum HKD 29,600 Machinery Co., Ltd., Class H 18,721 9,555 Huadian Power International Co., Shandong Xinhua Pharmaceutical Co., HKD 68,000 Class H 34,511 20,792 HKD 34,000 Ltd., Class H 14,793 8,745 Huaneng Power International Inc., Shanghai Electric Group Co., Ltd., USD 1,100 ADR 47,278 33,338 HKD 68,000 Class H 34,541 27,841 Hunan Non-Ferrous Metal Corp Ltd., HKD 30,000 Shanghai Industrial Holdings Ltd. 67,781 80,114 HKD 96,000 Class H 39,984 29,353 Shanghai Jin Jiang International Hotels Industrial & Commercial Bank of HKD 118,000 Group Co, Ltd, CL H 33,855 15,949 HKD 1,240,700 China, Class H 940,675 696,840 Shanghai Prime Machinery Co., Ltd., Intime Department Store Group Co., HKD 70,000 Class H 14,463 9,553 HKD 25,000 Ltd. 22,331 24,835 HKD 251,428 Shanghai Real Estate Ltd. 23,998 10,888 Jiangsu Expressway Co., Ltd., Shenzhen Expressway Co., Ltd., HKD 36,000 Class H 38,254 33,967 HKD 42,000 Class H 39,026 15,432 HKD 35,000 Jiangxi Copper Co., Ltd., Class H 76,484 77,712 HKD 605,000 Shenzhen International Holdings 49,886 37,711 HKD 72,000 Ju Teng International Holdings Ltd. 58,977 20,597 HKD 130,000 Shenzhen Investment Ltd. 120,467 31,048 HKD 960,000 Kai Yuan Holdings Ltd. 46,614 25,196 HKD 136,000 Shimao Property Holdings Ltd. 219,910 210,593 HKD 105,000 Kaisa Group Holdings 21,506 20,668 HKD 158,000 Shougang Concord Century 20,917 6,427 HKD 44,000 Kasen International Holdings Ltd. 19,683 6,351 Shougang Concord International HKD 49,000 Kingboard Chemical Holdings Ltd. 133,076 95,037 HKD 100,000 Enterprises Co. Ltd. 15,703 4,462 HKD 93,000 Kingboard Laminates Holdings Ltd. 27,013 34,416 HKD 305,144 Shui On Land Limited 189,028 124,133 HKD 90,000 Kingsoft Corp Ltd. 47,738 40,628 HKD 256,000 Silver Grant International 86,317 47,704 HKD 65,000 KWG Property Holding Ltd. 49,866 41,369 HKD 120,000 SIM Technology Group Ltd. 28,112 6,693 HKD 59,200 Lee & Man Paper Manufacturing Ltd. 23,433 23,850 HKD 144,000 Sino Biopharmaceutical 47,750 52,533 HKD 106,000 Lenovo Group Ltd. 35,755 90,833 HKD 236,000 Sinofert Holdings Ltd. 144,588 36,544 HKD 69,000 Li Ning Co., Ltd. 66,900 39,207 HKD 252,000 Sinolink Worldwide Holdings Ltd. 51,277 16,535 Lianhua Supermarket Holdings Co., HKD 87,000 Sinomedia Holding Ltd. - 22,988 34,022 HKD 37,000 Ltd., Class H 41,324 35,784 HKD 261,381 Sino-Ocean Land Holdings Ltd. 148,403 131,713 HKD 16,500 Longfor Properties Co., Ltd. 26,489 26,070 HKD 124,000 Sinopec Kantons Holdings Ltd. 65,100 89,985 HKD 148,000 Lonking Holdings Ltd. 48,692 35,541 Sinopec Shanghai Petrochemical Co., HKD 160,000 Lumena Resources Corp. 52,284 26,875 USD 1,199 Ltd., ADR 45,324 34,678 HKD 74,000 Maanshan Iron & Steel, Class H 53,697 17,091 Sinopec Yizheng Chemical Fibre Co., HKD 82,000 Ltd., Class H 35,827 17,002 Metallurgical Corp. of China Ltd., HKD 47,600 Sinopharm Group Co., Ltd., Class H 126,467 132,423 HKD 207,000 Class H 57,694 44,277 HKD 203,000 Sinotrans Ltd., Class H 71,979 33,565 HKD 76,000 Mingfa Group International Co., Ltd. 21,953 20,146 HKD 163,500 Sinotrans Shipping Ltd. 75,762 38,620 HKD 40,000 Minth Group Ltd. 56,352 43,620 HKD 76,000 Sinotruk Hong Kong Ltd. 42,339 46,076 HKD 2,400,000 Nan Hai Corp., Ltd. 29,685 11,023 HKD 106,134 Skyworth Digital Holdings Ltd. 71,106 47,493 HKD 30,000 NetDragon Websoft Inc. 16,730 26,573 HKD 235,500 Soho China Ltd. 127,657 182,642 HKD 322,200 New World China Land Ltd. 113,471 131,917 HKD 44,000 Solargiga Energy Holdings Ltd. 9,946 3,407 HKD 122,000 Nine Dragons Paper Holdings Ltd. 130,838 69,002 HKD 24,600 Spg Land Holdings Ltd. 13,343 5,294 HKD 85,000 NVC Lighting Holdings Ltd. 32,499 16,174 TCC Hong Kong Cement Holdings HKD 104,000 Oriental Metals Ltd. 50,059 43,672 HKD 76,000 Ltd. 33,507 20,345 HKD 310,000 PCD Stores Group Ltd. 50,019 28,883 TCL Multimedia Technology Holdings HKD 96,000 Peak Sport Products Co., Ltd. 63,831 16,377 HKD 12,000 Ltd. 12,185 6,551

The accompanying notes are an integral part of these financial statements. 85 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

HKD 16,400 Tencent Holdings Ltd. 114,558 485,948 DKK 4,669 Carlsberg A/S, Class B 375,448 372,699 HKD 42,400 Tian An China Investments Co. Ltd. 27,801 22,534 DKK 1,920 Chr Hansen Holding A/S 41,126 50,134 HKD 16,000 Tiangong International Co., Ltd. 1,829 3,191 DKK 350 Coloplast A/S 29,440 63,918 Tianjin Capital Environmental DKK 1,782 D/S Norden 60,822 47,982 HKD 50,000 Protection Group Co., Ltd. 18,826 12,073 DKK 26,192 Den Danske Bank A/S 709,955 369,411 HKD 70,000 Tianjin Development Hldgs 46,144 35,733 DKK 360 Dfds A/S 42,538 17,497 Tianjin Port Development Holdings DKK 6,004 DSV A/S 98,349 120,674 HKD 78,000 Ltd. 25,344 9,110 DKK 1,400 East Asiatic Co. Ltd. A/S 52,182 34,567 HKD 30,000 Tingyi Cayman Islands Holding Corp. 50,965 78,106 DKK 2,824 FLSmidth & Co. A/S 131,760 156,578 HKD 54,000 Towngas China Co., Ltd. 23,381 39,470 DKK 886 Genmab A/S 53,349 8,935 HKD 14,000 TPV Technology Ltd. 7,971 2,866 DKK 12,400 GN Store Nord 55,066 152,115 HKD 118,500 Travelsky Technology Ltd., Class H 71,471 62,046 DKK 2,817 H Lundbeck A/S 65,870 59,059 HKD 99,000 Truly International Holdings 23,388 14,161 DKK 1,472 H+H International A/S 18,611 9,692 HKD 53,000 Uni-President China Holdings Ltd. 35,617 50,076 DKK 4,517 Jyske Bank 212,159 123,580 HKD 210,000 United Energy Group 14,124 31,967 DKK 1,050 NeuroSearch A/S 40,467 569 HKD 330,000 VODone Ltd. 89,193 27,282 DKK 1,516 NKT Holding A/S 97,097 49,829 HKD 37,000 Want Want China Holdings Ltd. 46,900 46,029 USD 1,920 Novo Nordisk A/S, ADR 159,691 283,855 HKD 44,000 Wasion Group Holdings Ltd. 30,278 17,380 DKK 800 Novo-Nordisk A/S 25,142 117,545 HKD 15,000 Weiqiao Textile Co., Class H 32,399 5,610 DKK 2,000 Novozymes AS 32,556 52,604 HKD 133,600 Welling Holding Ltd. 34,994 21,740 DKK 5,014 Pandora A/S 57,252 47,652 HKD 42,000 West China Cement Ltd. 7,602 8,212 DKK 52 PER Aarsleff A/S, Class B 4,181 3,631 HKD 24,000 Xinao Gas Holdings Ltd. 35,459 85,035 DKK 368 Ringkjoebing Landbobank A/S 46,331 44,442 HKD 75,000 Xingda International Holdings Ltd. 36,670 24,802 DKK 526 Rockwool International AS, Series B 51,576 49,215 Xinhua Winshare Publishing and DKK 300 Royal UNIBREW A/S 23,880 19,285 HKD 67,000 Media Co., Ltd., Class H 29,514 29,014 DKK 555 Schouw & Co. 16,035 11,251 HKD 70,000 Xiwang Sugar Holdings Co., Ltd. 22,981 6,614 DKK 121 SimCorp A/S 22,752 20,986 HKD 42,500 XTEP International Holdings 28,309 14,947 DKK 353 Solor A/S 27,519 19,266 Yanchang Petroleum International HKD 40,000 Ltd. 4,359 3,097 DKK 2,900 Spar Nord Bank A/S 41,122 10,451 SGD 58,000 Yanlord Land Group Ltd. 101,161 56,854 DKK 5,197 Sydbank A/S 125,530 85,500 USD 6,200 Yanzhou Coal Mining Co., Ltd., ADR 102,913 96,446 DKK 15,892 TDC A/S 123,901 112,263 HKD 14,000 Yips Chemical Holdings Ltd. 14,467 9,094 DKK 2,250 TK Development A/S 35,224 5,419 Zhejiang Expressway Co., Ltd., DKK 813 Topdanmark AS 103,058 141,430 HKD 30,000 Class H 36,661 20,078 DKK 1,012 TrygVesta AS 74,498 57,759 HKD 96,000 Zhong An Real Estate Ltd. 25,934 10,834 DKK 28 United International Enterprises Ltd. 4,175 3,930 Zhuzhou CSR Times Electric Co., DKK 11,237 Vestas Wind Systems A/S 277,358 63,122 HKD 5,000 Ltd., Class H 10,094 13,779 DKK 530 Vestjysk Bank A/S 25,276 1,469 HKD 6,200 ZTE Corp., Class H 14,185 12,123 DKK 200 William Demant A.S. 18,212 18,228 23,621,668 19,406,567 4.21 4,231,275 3,375,957 0.73

Colombia Egypt USD 900 BanColombia SA, ADR 54,445 56,651 Commercial International Bank Egypt USD 3,072 Ecopetrol SA, ADR 149,764 174,387 USD 7,400 SAE, GDR 52,043 32,138 204,209 231,038 0.05 USD 1,200 Orascom Construction Industries, GDR 55,461 49,477 107,504 81,615 0.02 Czech Republic CZK 2,542 CEZ A.S. 123,114 89,372 Finland CZK 579 Komercni Banka AS 115,107 101,885 EUR 1,415 Ahlstrom OYJ 32,729 23,150 CZK 6,564 Telefonica O2 Czech Republic AS 162,001 126,804 EUR 9,473 Amer Sports OYJ, Class A 117,942 109,405 CZK 5,820 Unipetrol 77,636 49,650 EUR 1,325 Atria Group Plc 23,329 8,569 477,858 367,711 0.08 EUR 1,141 Cargotec Corp., Class B 58,257 26,576 EUR 4,467 Citycon OYJ 17,502 12,775 Denmark EUR 2,038 Cramo OYJ 64,712 25,834 DKK 340 ALK-Abello A/S 45,379 20,501 EUR 4,824 Elisa OYJ, Class A 79,368 98,624 DKK 4,500 Alm Brand A/S, Registered Shares 34,256 9,123 EUR 2,792 Finnair OYJ 33,323 6,294 DKK 7,500 Amagerbanken AS 34,864 – EUR 2,000 Fiskars OYJ Abp 26,984 37,101 DKK 55 AP Moller - Maersk A/S 482,315 365,559 EUR 15,439 Fortum OYJ 363,753 297,741 DKK 22 AP Moller - Maersk A/S, Class A 150,428 138,447 EUR 6,019 Huhtamaki OYJ 80,944 90,799 DKK 1,031 Auriga Industries 19,505 12,594 EUR 7,652 Kemira OYJ 107,303 90,740 DKK 1,960 Bang & Olufsen A/S 56,124 21,055 EUR 456 Kesko OYJ, Class A 15,863 12,683 DKK 250 Bavarian Nordic A/S 28,896 2,136 EUR 4,698 Kesko OYJ, Class B 181,413 124,614

The accompanying notes are an integral part of these financial statements. 86 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 1,926 Kone OYJ 53,708 118,178 EUR 299 Bollore 60,708 66,252 EUR 2,314 Konecranes OYJ 63,241 61,647 EUR 437 Bonduelle SCA 43,147 37,386 EUR 677 Lassila & Tikanoja OYJ 13,107 8,163 EUR 290 Bongrain SA 23,979 18,493 EUR 4,805 Metso OYJ 118,672 167,811 EUR 3,119 Bourbon SA 123,508 76,122 EUR 23,143 M-real OYJ 90,339 59,628 EUR 1,201 Boursorama 16,060 7,813 EUR 9,553 Neste Oil OYJ 212,030 108,913 EUR 7,899 Bouygues 334,003 215,728 EUR 110,822 Nokia OYJ 767,041 231,281 EUR 8,323 Bull SA 24,149 25,090 USD 10,400 Nokia OYJ, ADR 341,260 21,917 EUR 453 Bureau Veritas SA 24,615 40,839 EUR 3,033 Nokian Renkaat OYJ 63,651 116,670 EUR 3,413 Canal 23,322 18,686 EUR 9,961 OKO Bank, Series A 162,191 117,928 EUR 8,220 Cap Gemini SA 422,540 306,880 EUR 9,226 Oriola-KD OYJ 33,554 22,820 EUR 7,082 Carrefour SA 397,630 132,699 EUR 1,964 Orion Corp., Series B 36,784 37,850 EUR 2,669 Casino Guichard Perrachon SA 237,874 238,173 EUR 653 Orion Oyj 12,572 12,543 EUR 107 Cegedim SA 6,991 3,230 EUR 57,804 Outokumpu OYJ 200,781 57,003 EUR 909 CFAO SA 39,549 43,655 EUR 854 Outotec OYJ 40,350 39,397 EUR 930 Christian Dior SA 76,154 129,631 EUR 10,225 Raisio PLC, Class V 23,891 33,062 EUR 19,136 Cie de Saint-Gobain 1,146,961 716,999 EUR 5,192 Ramirent OYJ 42,576 43,074 Cie Generale des Etablissements EUR 6,308 Michelin, Class B 462,505 418,177 EUR 5,307 Rautaruukki OYJ 171,186 33,910 Cie Generale d’Optique Essilor EUR 12,638 Ruukki Group OYJ 37,727 10,745 EUR 1,865 International SA 95,902 176,109 EUR 15,665 Sampo OYJ, Class A 402,101 412,083 EUR 787 Ciments Francais, Class A 106,809 48,320 EUR 5,253 Sanoma-WSOY Oyj 109,902 47,032 EUR 2,155 Club Mediterranee 54,961 37,478 EUR 6,038 Sponda OYJ 32,992 22,713 EUR 7,020 CNP Assurances 177,853 86,998 EUR 1,663 Stockmann OYJ Abp., Class B 55,679 34,149 Compagnie Generale de USD 10,200 Stora Enso OYJ, ADR 175,737 63,447 USD 9,010 Geophysique SA 300,960 236,746 EUR 36,803 Stora Enso OYJ, Class R 294,145 228,807 EUR 2,724 Compagnie Plastic-Omnium SA 41,268 69,201 EUR 3,628 Tieto OYJ 91,448 58,796 EUR 37,908 Credit Agricole SA 918,108 169,213 EUR 1,038 Tikkurila Oy 3,358 17,985 EUR 5,357 Danone SA 339,298 338,259 EUR 26,097 UPM-Kymmene OYJ 352,269 299,044 EUR 598 Dassault Systemes SA 29,715 56,938 USD 8,200 UPM-Kymmene OYJ, ADR 202,913 93,999 USD 300 Dassault Systemes SA, ADR 18,678 28,740 EUR 1,542 Uponor OYJ 39,565 13,925 EUR 3,304 Derichebourg 19,735 8,074 EUR 5,178 Wartsila OYJ 95,431 172,033 EUR 372 Devoteam SA 8,742 4,069 EUR 5,632 YIT OYJ 95,532 97,005 EUR 6,267 Edenred 156,661 180,360 5,639,155 3,828,463 0.83 EUR 2,243 Eiffage SA 131,526 73,568 EUR 8,745 Electricite de France 297,734 197,150 France EUR 258 Eramet 77,496 30,156 EUR 4,762 ABC Arbitrage 44,455 40,120 EUR 334 Esso SA Francaise 64,000 25,339 EUR 1,539 Accor SA 90,917 48,921 EUR 8,438 Etablissements Maurel et Prom 156,897 123,757 EUR 934 Aeroports de Paris, ADP 78,485 71,676 EUR 33 Etam Developpement SA 1,494 443 EUR 8,665 Air France-KLM 210,264 41,960 EUR 1,404 Euler Hermes SA 132,595 92,153 EUR 2,602 Air Liquide 241,967 301,849 EUR 4,998 Euro Disney SCA 57,314 24,853 EUR 51,295 Alcatel-Lucent 84,520 85,905 EUR 657 Eurofins Scientific 46,073 82,547 USD 125,736 Alcatel-Lucent, ADR 478,356 207,369 European Aeronautic Defence and EUR 1,950 Alstom RGPT 152,519 62,601 EUR 19,613 Space Co., NV 516,502 705,057 EUR 868 Altamir Amboise 8,322 6,597 EUR 1,344 Eutelsat Communications 37,723 42,004 EUR 1,733 Alten 56,503 48,725 EUR 877 Faiveley Transport 72,511 47,508 EUR 18,717 Altran Technologies SA 99,139 83,476 EUR 792 Faurecia 23,897 13,315 EUR 219 ANF SA 10,496 9,367 EUR 517 Fimalac 30,638 20,580 EUR 1,113 April Group SA 43,065 15,930 EUR 801 Fonciere Des Regions SA 61,945 58,446 EUR 3,439 Arkema 158,798 228,070 EUR 43,457 France Telecom SA 888,078 579,987 EUR 1,418 Assystem 19,763 23,437 USD 9,200 France Telecom SA, ADR 279,697 122,883 EUR 3,678 Atos Origin SA 195,628 223,262 EUR 49,629 GDF Suez SA 1,834,338 1,199,088 EUR 630 Avanquest Software 3,276 1,274 EUR 168 GDF Suez SA, Strip – – EUR 24,203 AXA SA 476,548 326,604 EUR 808 Gecina SA 83,577 73,030 USD 45,970 AXA SA, ADR 1,475,994 623,841 EUR 4,229 Gemalto NV 137,481 307,702 EUR 467 Axway Software SA 18,411 8,435 EUR 6,476 GFI Informatique 32,109 22,025 EUR 1,080 Beneteau SA 20,013 10,549 EUR 1,382 GL Events 37,003 25,815 EUR 200 BioMerieux, NPV 13,961 16,703 EUR 27,231 Groupe Eurotunnel SA 284,184 224,268 EUR 40,752 BNP Paribas 3,326,601 1,592,544 EUR 809 Groupe Flo 4,678 3,450 EUR 551 Boiron SA 18,072 14,523 EUR 2,580 Groupe Steria SCA 63,975 40,449

The accompanying notes are an integral part of these financial statements. 87 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 516 Haulotte Group 18,657 3,556 EUR 12,011 SCOR SE 272,982 295,691 EUR 22,836 Havas SA 81,219 105,612 EUR 981 SEB SA 41,075 61,849 EUR 501 Hermes International 57,206 156,286 EUR 652 Seche Environment 45,797 17,261 EUR 5,236 Hi-Media SA 27,657 13,491 EUR 3,005 Sechilienne-Sidec 83,384 42,699 EUR 582 ICADE 57,275 44,678 EUR 5,532 Sequana 74,975 12,179 EUR 245 Iliad SA 22,759 36,012 EUR 5,532 Sequana SA, Rights (27Jun12) – 7 EUR 1,769 Imerys SA 113,178 91,202 EUR 2,290 SES SA 49,919 54,945 EUR 399 Infogrames Entertainment SA 16,393 607 EUR 1,383 Societe BIC SA 88,957 144,954 EUR 1,186 Ingenico 21,556 58,517 EUR 426 Societe de la Tour Eiffel 40,525 21,090 EUR 969 Ipsen SA 35,168 24,392 Societe des Bains de Mer et du Cercle EUR 1,217 Ipsos SA 42,097 36,341 EUR 70 des Etrangers a Monaco 6,696 2,662 EUR 31,937 Societe Generale 2,171,469 757,437 EUR 3,710 JC Decaux SA 84,162 83,114 Societe Immobiliere de Location pour EUR 3,123 Klepierre SA 108,207 104,180 EUR 454 l’Industrie et le Commerce 57,089 43,420 EUR 1,022 Korian SA 28,492 15,523 EUR 5,827 Societe Television Francaise 1 126,525 47,217 EUR 9,377 Lafarge SA 637,007 424,607 EUR 1,468 Sodexho Alliance SA 61,683 116,022 USD 4,500 Lafarge SA, ADR 168,162 50,256 EUR 7,193 Soitec SA 85,316 26,669 EUR 9,327 Lagardere SCA 514,258 263,859 EUR 128 Somfy SA 34,917 24,093 EUR 218 LDC SA 25,866 22,706 EUR 467 Sopra Group SA 23,789 23,995 EUR 2,140 Legrand SA 68,116 73,746 EUR 95 Spir Communication 17,476 2,361 EUR 167 LISI 17,452 9,982 EUR 303 STEF-TFE 17,012 14,060 EUR 1,139 L’Oreal SA 116,712 135,315 EUR 9,819 STMicroelectronics NV 57,541 54,695 LVMH Moet Hennessy Louis USD 29,500 STMicroelectronics NV - NY Shares 238,311 163,377 EUR 1,675 Vuitton SA 181,670 257,966 EUR 8,397 Suez Environnement SA 123,435 91,569 EUR 1,608 M6 Metropole Television 43,583 21,419 EUR 4,865 Technicolor 31,980 11,714 EUR 1,678 Manitou BF SA 48,847 29,593 USD 530 Technicolor, ADR 66,912 1,403 EUR 8,438 Maurel & Prom Nigeria 34,077 19,349 EUR 1,743 Technip SA 107,421 183,630 EUR 1,548 Medica SA 24,839 25,057 USD 1,600 Technip SA, ADR 35,362 42,432 EUR 552 Mercialys SA 20,157 10,425 EUR 4,058 Teleperformance 131,975 90,910 EUR 1,886 Mersen 72,852 47,949 EUR 4,725 Thales SA 212,652 158,261 EUR 1,611 METabolic EXplorer SA 13,420 7,160 EUR 8,071 Theolia SA 32,887 7,590 EUR 45,056 Natixis 89,270 122,877 EUR 82 Total Gabon 38,912 33,924 EUR 703 Naturex 39,850 41,840 EUR 18,322 Total SA 1,030,878 837,206 EUR 800 Neopost SA 85,716 43,398 USD 30,952 Total SA, ADR 1,965,801 1,416,720 EUR 1,811 Nexans SA 171,262 71,122 EUR 142 Touax 4,389 4,052 EUR 3,321 Nexity 116,388 80,410 EUR 934 Trigano SA 36,749 10,829 EUR 31,312 Nicox SA 92,483 115,083 EUR 7,954 Ubisoft Entertainment SA 97,734 54,031 EUR 84 Norbert Dentressangle 8,589 5,389 EUR 1,313 Unibail-Rodamco SA 220,216 245,262 EUR 91 NRJ Group 753 615 EUR 4,180 Valeo SA 139,120 174,954 EUR 1,727 Orpea 70,260 60,626 EUR 3,863 Vallourec SA 309,432 160,094 EUR 5,029 PagesJaunes Groupe SA 85,260 11,098 EUR 1,654 Veolia Environnement 74,788 21,273 EUR 250 Parrot SA 4,982 7,411 Veolia Environnement, Sponsored EUR 3,064 Pernod-Ricard SA 298,301 332,590 USD 4,641 ADR 194,423 59,674 EUR 9,730 Peugeot SA 446,186 97,143 EUR 1,734 Viel et Compagnie 9,362 5,316 EUR 439 Pierre & Vacances 39,071 8,008 EUR 439 Vilmorin Clause & Cie 44,153 47,296 EUR 3,304 PPR 387,343 477,564 EUR 7,677 Vinci SA 423,192 363,699 EUR 1,636 Publicis Groupe 58,971 75,862 EUR 46,303 Vivendi SA 1,488,833 872,674 USD 3,800 Publicis Groupe SA, ADR 81,597 88,745 EUR 2,943 Zodiac SA 145,202 303,608 EUR 1,721 Rallye SA 86,571 49,840 38,407,384 27,538,455 5.97 EUR 5,277 RECYLEX SA 42,516 16,995 EUR 1,069 Remy Cointreau SA 55,744 119,177 Germany EUR 9,370 Renault SA 751,823 379,025 EUR 3,302 Aareal Bank AG 86,870 54,746 EUR 9,999 Rexel Promesses 123,637 173,380 EUR 4,932 Adidas AG 230,417 358,662 EUR 862 Rubis 36,690 45,002 EUR 4,126 ADVA AG Optical Networking 16,066 21,692 EUR 743 SA des Ciments Vicat 55,927 36,521 EUR 1,711 Air Berlin PLC 10,136 3,857 EUR 5,733 Safran SA 111,082 215,657 USD 1,700 Aixtron AG, ADR 60,265 24,697 EUR 3,133 Saft Groupe SA 112,420 76,120 EUR 3,169 Aixtron SE NA 49,466 45,825 EUR 3,843 Sanofi-Aventis SA 376,724 295,608 USD 129,249 Allianz AG, ADR 2,006,734 1,314,504 USD 60,745 Sanofi-Aventis, ADR 2,242,067 2,335,133 EUR 5,835 Allianz SE 842,613 594,738 EUR 12,324 Schneider Electric SA 661,688 692,843 EUR 891 Alstria Office REIT-AG 10,019 9,544

The accompanying notes are an integral part of these financial statements. 88 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 11,305 Arques Industries AG 42,749 21,001 EUR 261 Gesco AG 20,730 19,841 EUR 1,468 Asian Bamboo AG 73,853 14,242 EUR 616 GFK AG 26,273 30,358 EUR 412 Augusta Technologie AG 10,341 12,420 EUR 5,866 Gildemeister AG 114,787 93,327 EUR 1,809 Axel Springer AG 80,341 78,955 EUR 613 Grammer AG 14,578 10,787 EUR 1,674 Balda AG 13,600 10,246 EUR 687 Grenkeleasing AG 22,170 38,463 USD 3,400 BASF AG, ADR 151,036 240,219 EUR 599 Hamburger Hafen und Logistik AG 26,650 15,545 EUR 12,733 BASF SE 624,009 896,108 Hannover Rueckversicherung AG, EUR 555 Bauer AG 27,450 13,424 EUR 3,070 Registered Shares 130,680 185,268 EUR 9,323 Bayer AG 604,367 679,303 EUR 7,131 HeidelbergCement AG 514,181 346,514 EUR 12,670 Bayerische Motoren Werke AG 628,186 930,684 EUR 15,894 Heidelberger Druckmaschinen AG 138,998 22,441 EUR 1,042 BayWa AG 43,010 38,411 EUR 2,059 Henkel AG & Co KGaA 71,356 115,901 EUR 595 Bechtle AG 20,040 22,328 EUR 2,118 Hochtief AG 128,704 104,120 EUR 968 Beiersdorf AG 60,654 63,710 EUR 947 Indus Holding AG 25,403 26,449 EUR 2,766 Bilfinger Berger SE 144,943 228,335 EUR 22,518 Infineon Technologies AG 154,441 154,616 EUR 142 Biotest AG 7,497 7,180 USD 12,299 Infineon Technologies AG, ADR 87,088 84,016 EUR 221 Brenntag AG 24,998 24,729 EUR 7,380 IVG Immobilien AG 95,729 14,831 EUR 1,728 Carl Zeiss Meditec AG 31,652 42,941 EUR 3,612 Jenoptik AG 35,692 23,219 EUR 1,447 CAT Oil AG 15,813 9,134 EUR 1,828 K+S AG 40,472 84,800 EUR 6,402 Celesio AG 203,853 106,020 EUR 3,232 Kabel Deutschland Holding AG 184,294 204,537 EUR 212 CENTROTEC Sustainable AG 3,246 3,527 KHD Humboldt Wedag EUR 1,739 International AG 12,670 10,823 EUR 1,329 Comdirect Bank AG 17,427 12,067 EUR 6,862 Kloeckner & Co SE 183,168 71,347 EUR 187,605 Commerzbank AG 1,126,779 322,161 EUR 3,011 Kontron AG 43,580 18,747 EUR 2,617 Continental AG 189,663 220,283 EUR 542 Krones AG 28,840 27,580 EUR 1,329 Curanum AG 5,473 2,760 EUR 45 KSB AG 24,853 23,478 EUR 37,015 Daimler AG 2,407,582 1,683,259 EUR 2,123 KUKA AG 48,793 48,436 EUR 3,570 Deutsche Bank AG 192,644 131,458 EUR 176 KWS Saat AG 18,567 46,196 EUR 32,988 Deutsche Bank AG, Registered Shares 2,561,134 1,207,116 EUR 2,111 Lanxess AG 90,313 135,186 EUR 878 Deutsche Beteiligungs AG 25,411 17,385 EUR 1,925 Leoni AG 73,744 74,061 EUR 1,630 Deutsche Boerse AG 130,509 89,149 EUR 3,758 Linde AG 505,179 591,840 EUR 534 Deutsche Euroshop AG 19,956 19,093 EUR 1,601 MAN SE 119,116 165,803 EUR 16,300 Deutsche Lufthansa AG 317,758 191,505 EUR 2,927 Merck KGaA 280,924 296,753 EUR 30,580 Deutsche Post AG 622,406 547,584 EUR 4,104 Metro AG 180,917 121,256 USD 34,017 Deutsche Telekom AG, ADR 659,140 378,586 EUR 2,284 MLP AG 38,211 14,691 Deutsche Telekom AG, Registered EUR 79,150 Shares 1,203,980 880,260 EUR 1,251 Morphosys AG 25,539 28,187 EUR 10,384 Deutsche Wohnen AG 110,305 175,240 EUR 800 MTU Aero Engines Holdings AG 30,713 59,558 EUR 6,094 Deutz AG 31,601 31,324 EUR 7,733 Muenchener Rueckversicherungs AG 1,292,357 1,104,287 EUR 1,216 Douglas Holding AG 64,094 48,546 EUR 519 MVV Energie AG 25,578 13,412 EUR 71 Draegerwek AG & Co., KGaA 6,673 6,328 EUR 2,305 Norddeutsche Affinerie AG 96,808 112,763 EUR 2,369 Drillisch AG 14,658 22,950 EUR 196 Pfeiffer Vacuum Technology AG 20,267 20,296 EUR 398 Duerr AG 17,318 24,790 EUR 928 Phoenix Solar AG 28,073 1,914 EUR 1,520 DVB Bank AG 40,422 45,331 EUR 2,915 PNE Wind AG 8,667 5,937 EUR 55,110 E.ON AG 1,827,680 1,201,948 EUR 1,277 Porsche AG 94,194 64,479 USD 15,984 E.ON AG, ADR 767,246 349,696 Praktiker Bau- und EUR 4,516 Heimwerkermaerkte AG 70,894 7,121 EUR 1,585 Elmos Semiconductor AG 14,755 13,211 EUR 10,506 Premiere AG 64,990 38,722 EUR 933 ElringKlinger AG 27,234 22,488 EUR 83 Puma AG Rudolf Dassler Sport 22,845 24,293 EUR 3,410 EM.Sport Media AG 20,470 6,414 EUR 14,419 QIAGEN NV 258,700 245,193 EUR 4,823 Evotec AG 15,049 13,160 EUR 6,154 QIAGEN NV 86,104 104,564 EUR 351 Fielmann AG 23,882 33,018 EUR 2,653 Rheinmetall AG 180,882 132,710 Fraport AG Frankfurt Airport Services EUR 1,933 Worldwide 117,103 105,509 EUR 6,914 Rhoen Klinikum AG 169,391 164,244 EUR 7,519 Freenet AG 84,913 110,763 EUR 20,270 RWE AG 1,091,095 837,435 Fresenius Medical Care AG & Co EUR 2,799 SAF-Holland SA 23,482 15,938 EUR 501 KGaA 20,999 35,975 EUR 3,226 Salzgitter AG 276,346 133,861 Fresenius Medical Care AG & Co EUR 1,168 SAP AG 61,818 69,884 USD 1,500 KGaA, ADR 77,882 107,628 USD 4,300 SAP AG, ADR 225,822 259,943 EUR 2,533 Fresenius SE 168,394 266,695 EUR 2,777 SGL Carbon SE 76,585 110,400 EUR 1,043 GAGFAH SA 12,144 10,067 USD 12,065 Siemens AG 1,089,746 1,031,876 EUR 6,506 GEA Group AG 98,662 175,714 EUR 1,313 Singulus Technologies 21,453 3,067 EUR 3,529 Gerresheimer AG 142,160 168,210 EUR 920 Sixt AG 24,038 15,449

The accompanying notes are an integral part of these financial statements. 89 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 186 SMA Solar Technology AG 25,775 6,467 GBP 12,775 Bellway PLC 206,295 169,467 EUR 1,869 Software AG 33,716 58,905 GBP 8,294 Berkeley Group Holdings PLC 145,281 186,327 EUR 6,718 Solarworld AG 112,101 11,943 GBP 2,074 Betfair Group PLC 28,816 24,669 EUR 4,800 Stada Arzneimittel AG 179,835 148,128 GBP 67,254 BG Group PLC 1,300,895 1,393,999 EUR 4,348 Suedzucker AG 92,296 156,192 USD 11,000 BG Group PLC, ADR 173,283 230,018 EUR 3,139 Suss Microtec AG 20,075 36,507 USD 9,778 BHP Billiton PLC, ADR 485,040 568,999 EUR 2,790 Symrise AG 51,356 86,117 GBP 6,290 Big Yellow Group PLC 42,720 29,034 TAG Tegernsee Immobilien- und GBP 12,130 Bodycote International PLC 68,736 64,422 EUR 4,448 Beteiligungs-AG 39,226 42,002 GBP 52,052 Booker Group PLC 65,884 75,523 EUR 818 Takkt AG 11,821 10,327 GBP 12,232 Bovis Homes Group PLC 123,772 91,839 EUR 18,726 ThyssenKrupp AG 626,196 309,265 GBP 38,086 BP PLC 502,654 256,198 EUR 11,577 TUI AG 234,018 70,409 USD 113,197 BP PLC, ADR 6,232,347 4,671,838 EUR 1,807 United Internet AG, Registered Shares 23,089 31,508 GBP 4,233 Brammer PLC 10,343 17,514 EUR 1,357 Volkswagen AG 207,227 207,505 GBP 8,552 Brewin Dolphin Holdings PLC 27,277 18,735 EUR 403 Vossloh AG 33,329 34,405 GBP 10,049 British American Tobacco PLC 304,187 519,361 EUR 489 Wacker Chemie AG 66,423 34,118 USD 1,700 British American Tobacco PLC, ADR 119,662 176,426 EUR 1,977 Wacker Neuson SE 21,114 26,233 GBP 29,378 British Land Co. PLC 283,365 238,419 EUR 400 Wincor Nixdorf AG 28,523 14,403 GBP 1,606 British Sky Broadcasting Group PLC 20,699 17,835 EUR 2,287 Wirecard AG 24,775 44,900 British Sky Broadcasting Group PLC, 29,986,113 23,704,950 5.14 USD 2,900 ADR 112,782 129,667 GBP 5,281 Britvic PLC 32,554 27,719 Great Britain GBP 12,384 BT Group PLC 61,188 41,722 GBP 66,478 3i Group PLC 482,009 208,913 USD 11,400 BT Group PLC, ADR 440,403 384,847 GBP 2,323 888 Holdings Plc. 4,065 2,352 GBP 29,957 BTG PLC 101,467 194,781 GBP 5,586 A.G.BARR PLC 20,030 35,545 GBP 13,946 Bunzl PLC 172,767 231,918 GBP 45,628 Aberteen Asset Management PLC 123,452 188,859 GBP 11,131 Burberry Group PLC 63,473 235,153 GBP 3,093 Admiral Group PLC 51,400 58,784 GBP 42,128 Bwin.Party Digital Entertainment PLC 102,214 73,752 GBP 41,878 Aegis Group PLC 77,191 107,701 Cable & Wireless Communications GBP 39,579 Afren PLC 91,288 65,440 GBP 161,669 PLC 416,933 76,299 GBP 9,585 African Barrick Gold PLC 61,821 59,174 GBP 180,882 Cable & Wireless Worldwide PLC 240,316 109,217 GBP 2,077 AGA Foodservice Group PLC 30,211 2,268 GBP 14,028 Cairn Energy PLC 143,774 59,249 GBP 4,933 Aggreko PLC 40,457 162,968 GBP 90 Camellia PLC 16,806 13,406 GBP 5,071 Allied Gold Mining PLC 11,271 11,319 GBP 4,905 Cape PLC 34,828 20,592 GBP 14,801 AMEC PLC 153,430 236,461 GBP 4,629 Capita Group PLC 47,461 48,343 GBP 36,092 Amlin PLC 206,490 203,481 GBP 16,847 Capital & Counties Properties PLC 26,745 56,301 GBP 50,559 Anglo American PLC 1,887,320 1,683,580 GBP 16,847 Capital Shopping Centres Group PLC 184,635 86,466 GBP 5,537 Anglo Pacific Group PLC 20,530 21,541 GBP 29,578 Carillion PLC 177,960 130,208 GBP 1,754 Anglo-Eastern Plantations 13,091 22,009 USD 9,800 Carnival PLC, ADR 352,406 341,708 GBP 77,256 Anite PLC 39,927 148,922 GBP 54 Carpetright PLC 809 582 GBP 40,020 Antisoma PLC 32,053 1,021 GBP 2,012 Castings PLC 11,816 9,945 GBP 15,112 Antofagasta PLC 125,169 262,151 GBP 25,497 Catlin Group Ltd. 170,012 172,977 USD 12,400 ARM Holdings PLC, ADR 95,222 300,068 GBP 17,228 Centamin PLC 31,170 19,022 GBP 3,421 Ashmore Group PLC 18,431 18,971 GBP 3,620 Centaur Media PLC 10,934 2,063 GBP 43,320 Ashtead Group PLC 88,551 179,375 GBP 80,599 Centrica PLC 407,608 408,270 GBP 14,447 Associated British Foods PLC 226,057 295,072 GBP 9,300 Chemring Group PLC 96,783 40,644 GBP 33,235 Assura Group Ltd. 29,816 14,837 GBP 8,308 Chesnara PLC 27,410 22,718 GBP 1,885 AstraZeneca PLC 96,940 85,656 GBP 2,339 Cineworld Group PLC 6,138 7,645 USD 24,583 AstraZeneca PLC, ADR 1,126,892 1,120,196 GBP 809 Clarkson PLC 15,554 16,704 GBP 5,187 Atkins WS PLC 58,529 56,858 GBP 14,137 Clinton Cards PLC 15,765 1,465 GBP 1,106 Aveva Group PLC 18,946 28,744 GBP 14,497 Close Brothers Group PLC 200,076 172,085 GBP 130,282 Aviva PLC 1,433,374 566,254 GBP 36,462 Cobham PLC 141,934 134,932 GBP 21,216 Babcock International Group PLC 194,537 288,545 GBP 17,840 Colt Telecom Group SA 54,322 35,527 GBP 120,221 BAE Systems PLC 853,230 553,194 GBP 6,552 Communisis PLC 10,446 2,847 GBP 31,501 Balfour Beatty PLC 195,823 149,622 GBP 31,751 Compass Group PLC 167,388 338,423 GBP 101,832 Barclays PLC 485,792 264,326 GBP 7,065 Computacenter PLC 33,178 33,760 USD 89,421 Barclays PLC, ADR 2,769,644 936,751 GBP 5,562 Consort Medical PLC 45,960 62,254 GBP 82,661 Barratt Developments PLC 167,635 183,328 GBP 25,947 Cookson Group PLC 157,639 243,878 GBP 44,287 BBA Aviation PLC 167,439 143,977 GBP 2,949 Cranswick PLC 39,442 38,039 GBP 34,748 Beazley Group PLC 85,266 76,289 GBP 4,365 Croda International PLC 42,854 157,426

The accompanying notes are an integral part of these financial statements. 90 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

GBP 14,636 CSR PLC 114,949 51,432 GBP 29,726 Hays PLC 55,337 34,883 Daily Mail & General Trust, Class A, GBP 3,014 Headlam Group PLC 28,039 13,287 GBP 9,129 Non-voting Shares 76,568 61,569 GBP 8,578 Helical Bar PLC 51,058 25,234 GBP 8,630 Dairy Crest Group PLC 58,743 45,421 GBP 11,056 Helphire PLC 32,252 167 GBP 10,411 Davis Service Group PLC 91,253 82,997 GBP 65,492 Henderson Group PLC 124,866 106,510 GBP 5,044 De La Rue PLC 87,985 81,387 GBP 4,286 Heritage Oil PLC 41,437 8,399 GBP 119,731 Debenhams PLC 129,573 165,034 GBP 7,405 Hikma Pharmaceuticals PLC 52,734 77,038 GBP 4,183 Derwent London PLC 78,171 123,518 GBP 5,484 Hill & Smith Holdings PLC 36,201 27,980 GBP 7,155 Development Securities PLC 36,856 16,114 GBP 29,920 Hiscox Ltd. 165,952 203,843 GBP 9,937 Devro PLC 15,663 47,991 GBP 15,907 HMV Group PLC 29,251 875 GBP 3,367 Diageo PLC 59,121 88,095 GBP 10,148 Hochschild Mining PLC 14,603 76,063 USD 5,500 Diageo PLC, ADR 390,947 576,669 GBP 29,821 Home Retail Group, NPV 173,927 40,225 GBP 660 Dignity PLC 11,470 8,492 GBP 8,510 Homeserve PLC 38,352 21,153 GBP 4,621 Diploma PLC 15,932 32,823 GBP 37,664 Howden Joinery Group PLC 41,951 76,566 GBP 4,005 Domino Printing Sciences PLC 26,780 34,482 GBP 141,457 HSBC Holdings PLC 1,766,783 1,265,510 GBP 388 Dominos Pizza UK & IRL PLC 2,097 3,180 USD 113,914 HSBC Holdings PLC, ADR 6,654,081 5,116,603 GBP 23,850 Drax Group PLC 229,647 213,140 GBP 4,972 Hunstworth PLC 12,752 3,548 GBP 62,666 DS Smith PLC 148,220 147,275 GBP 11,002 Hunting PLC 123,707 126,564 GBP 331,810 DSG International PLC 323,274 96,921 GBP 19,914 ICAP PLC 161,991 107,128 GBP 2,831 E2V Technologies PLC 16,610 6,285 GBP 14,849 IG Group Holdings PLC 77,528 113,311 GBP 12,123 EasyJet PLC 123,001 102,347 GBP 5,753 Imagination Technologies Group PLC 18,579 42,800 GBP 23,664 Electrocomponents PLC 92,353 77,309 GBP 12,294 IMI PLC 93,666 162,890 GBP 29,592 Elementis PLC 44,208 93,562 GBP 15,783 Imperial Tobacco Group PLC 495,460 617,792 GBP 47,759 Enquest PLC 106,557 82,011 USD 500 Imperial Tobacco Group PLC, ADR 47,784 39,368 GBP 43,803 Enterprise Inns PLC 169,525 45,571 GBP 42,204 Inchcape PLC 312,188 222,463 GBP 9,739 Eurasian Natural Resources Corp PLC 118,533 64,457 GBP 29,878 Informa PLC 210,658 181,072 GBP 9,322 Evraz PLC 61,943 36,831 GBP 17,450 Inmarsat PLC 137,415 136,720 GBP 5,039 Exillon Energy PLC 34,698 8,195 GBP 25,636 Innovation Group PLC 15,380 7,766 GBP 21,102 Experian PLC 167,221 302,976 GBP 1,079 Intercontinental Hotels Group PLC 24,713 26,391 GBP 49,925 F&C Asset Management PLC 95,380 66,069 Intercontinental Hotels Group PLC, GBP 10,411 Fenner PLC 49,643 59,974 USD 2,801 ADR 45,959 68,694 GBP 6,585 Ferrexpo PLC 18,692 22,594 GBP 27,720 Intermediate Capital Group PLC 241,946 119,288 GBP 16,920 Fiberweb PLC 22,884 17,266 International Consolidated Airlines GBP 2,288 Fidessa Group PLC 27,251 56,508 GBP 71,879 Group SA 268,575 182,680 GBP 9,543 Filtrona PLC 36,574 72,806 International Consolidated Airlines GBP 16,635 Findel PLC 18,633 774 USD 600 Group SA, ADR 25,400 7,611 GBP 29,505 Firstgroup PLC 228,986 105,518 GBP 13,797 International Personal Finance PLC 51,894 52,554 GBP 1,793 Fresnillo PLC 25,145 41,538 GBP 64,864 International Power PLC 337,103 431,779 GBP 820 Fuller Smith & Turner, Class A 11,707 9,152 GBP 7,292 Interserve PLC 49,221 36,263 GBP 12,017 Future PLC 11,940 2,299 GBP 1,950 Intertek Group PLC 31,243 83,013 GBP 2,772 Galliford Try PLC 37,109 27,933 GBP 28,946 Invensys PLC 103,234 102,780 GBP 9,899 Gem Diamonds Ltd. 71,414 30,935 GBP 35,710 Investec PLC 246,761 211,804 GBP 6,051 Genus PLC 83,670 119,440 GBP 7,296 IP Group PLC 15,712 17,414 GBP 76,239 GKN PLC 322,549 219,288 GBP 197,026 ITV PLC 268,271 240,475 GBP 6,100 GlaxoSmithKline PLC 185,632 140,734 GBP 59,225 J. Sainsbury PLC 396,330 284,515 USD 11,100 GlaxoSmithKline PLC, ADR 544,294 514,957 GBP 946 James Fisher & Sons PLC 10,635 9,148 GBP 1,454 Go-Ahead Group PLC 48,490 27,912 GBP 1,877 Jardine Lloyd Thompson Group PLC 13,315 20,934 GBP 8,677 Grainger Trust PLC 14,389 12,569 GBP 5,383 JKX Oil & Gas PLC 32,668 8,454 GBP 7,661 Great Portland Estates PLC 53,984 48,053 GBP 1,492 John Menzies PLC 16,138 14,261 GBP 15,161 Greene King PLC 161,486 133,072 GBP 24,052 John Wood Group PLC 109,858 262,881 GBP 3,250 Greggs PLC 26,933 26,116 GBP 10,193 Johnson Matthey PLC 236,313 358,678 GBP 65,160 Group 4 Securicor PLC 246,393 289,755 GBP 64,066 Johnston Press PLC 24,574 4,852 GBP 10,502 Halfords Group PLC 72,972 38,362 GBP 11,665 Jupiter Fund Management PLC 40,124 40,006 GBP 21,511 Halma PLC 88,316 143,089 GBP 12,667 Kazakhmys PLC 198,270 145,717 GBP 24,362 Hammerson PLC 250,575 172,036 GBP 3,647 Keller Group PLC 55,235 20,846 GBP 24,522 Hansteen Holdings PLC 29,241 28,112 GBP 29,434 Kesa Electricals PLC 99,056 23,113 GBP 1,205 Hardy Oil & Gas PLC 4,205 2,248 GBP 2,816 Kier Group PLC 58,334 56,483 GBP 5,279 Hardy Underwriting Bermuda Ltd. 25,565 23,483 GBP 176,523 Kingfisher PLC 506,020 808,889 GBP 6,632 Hargreaves Lansdown PLC 20,714 55,937 GBP 9,604 Kingston Communications PLC 15,220 10,949

The accompanying notes are an integral part of these financial statements. 91 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

GBP 6,542 Kofax PLC 17,121 26,181 GBP 29,966 Pendragon PLC 17,602 6,928 GBP 30,174 Ladbrokes PLC 133,805 75,629 GBP 12,905 Pennon Group PLC 118,597 156,583 GBP 17,046 Laird Group PLC 91,029 50,851 GBP 21,579 Persimmon PLC 296,632 209,532 GBP 14,502 Lamprell PLC 39,586 23,180 GBP 3,359 Petrofac Ltd. 18,099 74,336 GBP 10,012 Lancashire Holdings Ltd. 106,499 127,147 GBP 9,299 Petropavlovsk PLC 188,614 67,549 GBP 24,801 Land Securities Group PLC 321,847 291,828 GBP 6,271 Phoenix IT Group Ltd. 30,739 18,147 GBP 29,372 Laura Ashley Holdings PLC 14,319 10,186 GBP 4,529 Photo-Me International PLC 2,668 2,997 GBP 3,593 Lavendon Group PLC 16,493 6,259 GBP 434 Polymetal International Plc 4,352 6,290 GBP 422,127 Legal & General Group PLC 779,410 856,113 GBP 11,030 Premier Farnell PLC 33,908 30,442 GBP 288,255 Lloyds Banking Group PLC 480,962 142,935 GBP 10,396 Premier Foods PLC 140,617 14,131 USD 277,851 Lloyds Banking Group PLC, ADR 1,587,966 543,103 GBP 21,944 Premier Oil 113,184 118,259 GBP 58,310 Logica PLC 191,740 98,548 GBP 3,133 Provident Financial PLC 61,479 60,693 GBP 19,018 London & Stamford Property PLC 33,818 33,840 GBP 59,002 Prudential PLC 434,944 693,793 GBP 11,065 London Stock Exchange Group PLC 183,079 176,951 USD 15,900 Prudential PLC, ADR 422,432 375,700 GBP 5,959 Lonmin PLC 140,826 73,586 GBP 6,849 Psion PLC 15,789 9,528 GBP 15,783 Lookers PLC 20,365 15,539 GBP 4,426 Puma Brandenburg Ltd. Ord A – 353 GBP 14,692 Low & Bonar PLC 23,153 13,118 GBP 4,426 Puma Brandenburg Ltd. Ord B – 148 GBP 2,141 LSL Property Services PLC 9,293 7,962 GBP 61,447 Punch Taverns PLC 252,330 6,202 GBP 25,470 Luminar Group Holdings PLC 38,420 – GBP 15,770 PV Crystalox Solar PLC 22,583 1,911 GBP 79,152 Man Group PLC 592,040 96,039 GBP 11,237 PZ Cussons PLC 40,180 56,473 GBP 10,906 Management Consulting Group PLC 10,882 4,347 GBP 90,198 QinetiQ PLC 245,045 225,930 GBP 42,719 Marks & Spencer Group PLC 259,191 221,295 GBP 104,889 Quintain Estates & Development PLC 94,267 62,296 GBP 6,371 Marshalls PLC 33,210 8,990 GBP 397 Randgold Resources Ltd. 44,799 36,302 GBP 52,834 Marston’s PLC 125,343 87,440 GBP 2,517 Rathbone Brothers PLC 48,760 49,643 GBP 11,713 Mcbride PLC 30,904 21,570 GBP 1,356 REA Holdings PLC 16,633 11,243 GBP 5,801 Mears Group PLC 28,226 24,071 GBP 6,135 Reckitt Benckiser Group PLC 305,236 325,927 GBP 1,859 Mecom Group PLC 7,763 1,971 GBP 26,208 Redrow PLC 99,105 50,353 GBP 41,877 Meggitt PLC 200,056 257,195 USD 2,133 Reed Elsevier PLC, ADR 114,154 69,488 GBP 25,618 Melrose PLC 77,780 151,211 GBP 35,009 Regus PLC 54,499 49,735 GBP 3,632 Melrose Resources PLC 24,213 7,065 GBP 1,535 Renishaw PLC 20,691 34,264 GBP 6,067 Michael Page International PLC 44,489 36,159 GBP 61,654 Rentokil Initial PLC 142,054 72,301 GBP 2,755 Micro Focus International PLC 17,459 23,281 GBP 86,486 Resolution Ltd. 525,346 270,135 GBP 13,273 Millennium & Copthorne Hotels PLC 114,643 101,369 GBP 6,512 Restaurant Group PLC 16,811 30,733 GBP 15,737 Mitchells & Butlers PLC 73,827 62,753 GBP 63,489 Rexam PLC 456,615 425,764 GBP 24,630 Mitie Group PLC 100,820 102,142 GBP 2,382 Ricardo PLC 15,476 12,563 GBP 1,370 MJ Gleeson Group PLC 12,660 2,250 GBP 4,369 Rightmove PLC 32,930 110,899 GBP 26,047 Mondi PLC 173,388 225,921 GBP 5,181 Rio Tinto PLC 222,170 249,389 GBP 20,341 Moneysupermarket.com Group PLC 18,744 40,605 USD 25,100 Rio Tinto PLC, ADR 1,419,139 1,222,203 GBP 20,116 Morgan Crucible Co. PLC 54,713 89,228 GBP 7,833 RM PLC 23,414 9,429 GBP 1,479 Morgan Shindall PLC 30,404 13,984 GBP 6,972 Robert Walters PLC 22,179 22,788 GBP 12,461 Mothercare PLC 96,412 39,388 GBP 68,863 Rolls-Royce Group PLC 690,566 941,501 GBP 7,095 Mouchel Group PLC 33,652 311 GBP 7,299,478 Rolls-Royce Holdings PLC 11,652 11,638 GBP 2,291 MWB Group Holdings PLC 15,401 128 GBP 1,862 Rotork PLC 29,633 58,456 GBP 12,471 N Brown Group PLC 51,196 48,596 GBP 246,899 Royal & Sun Alliance Insurance Group 625,573 425,152 GBP 18,543 National Express Group PLC 104,718 63,270 Royal Bank of Scotland Group PLC, GBP 6,901 National Grid PLC 75,147 74,326 USD 30,043 ADR 346,188 207,674 USD 6,990 National Grid PLC, ADR 430,609 376,801 USD 116,740 Royal Dutch Shell PLC, ADR 8,316,966 8,312,170 GBP 2,025 New World Resources PLC 15,755 10,413 GBP 841 Royal Dutch Shell PLC, Class A 28,267 28,796 GBP 4,854 Next PLC 124,898 247,580 GBP 16,718 Royal Dutch Shell PLC, Class B 642,793 593,083 GBP 9,500 Northgate PLC 104,429 31,430 GBP 10,353 RPC Group PLC 45,105 64,047 GBP 4,728 Novae Group PLC 28,609 27,515 GBP 17,965 RPS Group PLC 64,805 59,722 GBP 268,275 Old Mutual PLC 634,453 647,600 GBP 20,498 SABMiller PLC 474,119 835,032 GBP 16,450 Oxford Biomedica PLC 3,226 603 GBP 79,490 Sage Group PLC 320,399 351,450 Oxford Biomedica PLC, Rights GBP 12,947 Salamander Energy PLC 54,439 35,237 GBP 3,500 (19Jul12) – – GBP 12,803 Savills PLC 76,121 71,446 GBP 20,175 Pace PLC 37,401 33,454 GBP 9,474 Schroders PLC 160,430 201,809 GBP 28,907 Paragon Group of Companies PLC 100,063 76,970 GBP 4,125 Schroders PLC, Non-Voting Shares 60,619 70,702 GBP 4,114 Pearson PLC 58,120 82,977 GBP 17,201 Scottish & Southern Energy PLC 391,518 381,489 USD 31,288 Pearson PLC, ADR 427,564 632,914 GBP 3,047 SDL PLC 19,716 31,092

The accompanying notes are an integral part of these financial statements. 92 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

GBP 26,091 Segro PLC 228,238 90,396 GBP 1,552 Vp PLC 12,822 6,545 GBP 38,988 Senior PLC 87,033 116,618 GBP 7,923 Weir Group PLC 88,702 193,278 GBP 2,828 Serco Group PLC 19,992 24,168 GBP 3,509 Wetherspoon (JD) PLC 27,168 23,795 GBP 4,883 Severfield-Rowen PLC 14,820 11,678 GBP 8,211 WH Smith PLC 61,041 71,284 GBP 6,564 Severn Trent PLC 170,964 172,894 GBP 10,445 Whitbread PLC 290,801 337,569 GBP 10,344 Shaftesbury PLC 72,470 84,772 GBP 42,561 William Hill PLC 142,834 191,908 GBP 16,935 Shanks Group PLC 55,058 20,602 GBP 96,312 William Morrison Supermarkets PLC 480,317 408,473 GBP 1,678 Shire PLC 25,098 48,960 GBP 2,221 Wilmington Group PLC 13,285 2,939 USD 1,200 Shire PLC, ADR 53,502 105,539 GBP 5,443 Wincanton PLC 28,971 3,580 GBP 30,864 SIG PLC 129,000 47,611 GBP 5,976 Wolfson Microelectronics PLC 21,262 18,580 USD 2,620 Smith & Nephew PLC, ADR 123,391 133,151 GBP 20,333 Wolseley Ltd. 578,382 769,308 GBP 4,927 Smiths Group PLC 106,950 79,735 USD 2,200 Wolseley PLC, ADR 6,177 8,332 GBP 9,031 Smiths News PLC 18,087 13,715 GBP 9,048 Workspace Group PLC 46,055 33,613 GBP 12,988 Soco International PLC 86,825 59,909 GBP 6,498 WPP PLC 85,375 80,035 GBP 12,584 Southern Cross Healthcare Ltd. 23,109 – USD 4,789 WPP PLC, Sponsored ADR 215,897 296,719 GBP 5,313 Spectris PLC 72,307 129,523 GBP 2,280 WSP Group PLC 28,472 15,741 GBP 39,295 Speedy Hire PLC 59,653 14,723 GBP 11,033 Xchanging PLC 46,242 17,767 GBP 2,783 Spirax-Sarco Engineering PLC 55,756 87,991 GBP 91,190 Xstrata PLC 1,510,090 1,161,121 GBP 14,179 Spirent Communications PLC 17,456 36,285 GBP 270,717 Yell Group PLC 172,043 6,604 GBP 61,447 Spirit Pub Co., PLC 48,917 48,741 GBP 7,195 Yule Catto & Co., PLC 22,757 16,623 GBP 15,612 Sports Direct International PLC 44,130 76,045 91,502,407 81,516,729 17.68 GBP 15,496 St Jamess Place PLC 79,070 82,521 GBP 2,458 St. Ives Group PLC 16,070 2,832 Greece GBP 12,094 St. Modwen Properties PLC 65,571 32,492 Alapis Holding Industrial and EUR 2,127 Commercial SA 159,209 112 GBP 14,095 Stagecoach Group PLC 47,214 59,869 EUR 33,740 Alpha Bank AE 488,896 54,766 GBP 93,076 Standard Chartered PLC 2,086,483 2,054,620 Athens Water Supply And Sewage Co., GBP 161,213 Standard Life PLC 674,097 599,932 EUR 1,096 SA 10,890 4,151 GBP 8,536 Sthree PLC 21,350 36,202 EUR 20,806 Bank of Cyprus Public Co., Ltd. 62,015 7,585 GBP 3,766 Synergy Health PLC 36,957 54,131 EUR 800 Bank of Greece 85,772 11,903 GBP 28,813 TalkTalk Telecom Group PLC 55,680 87,515 EUR 9,020 Coca Cola Hellenic Bottling Co SA 209,632 161,750 GBP 3,669 Talvivaara Mining Co., PLC 32,643 9,957 Cyprus Popular Bank, Rights GBP 30,233 Tate & Lyle PLC 278,950 312,120 EUR 7,350 (29Jun12) – 9 GBP 238,905 Taylor Wimpey PLC 199,356 182,000 EUR 12,571 EFG Eurobank Ergasias SA 306,800 12,146 GBP 3,059 Telecity Group PLC 18,093 39,165 EUR 1,871 Folli Follie Group 28,344 13,642 GBP 2,464 Telecom Plus PLC 11,785 33,374 EUR 4,674 Forthnet SA 4,972 482 GBP 205,765 Tesco PLC 1,300,564 1,017,031 EUR 2,215 Fourlis Holdings SA 18,054 2,939 GBP 32,261 Thomas Cook Group PLC 145,377 7,716 GEK Terna Holding Real Estate GBP 5,597 Topps Tiles PLC 7,729 3,458 EUR 3,963 Construction SA 29,600 4,508 GBP 1,436 Town Centre Securities PLC 14,646 3,549 EUR 2,137 Hellenic Exchanges Holding SA 20,060 7,378 GBP 15,172 Travis Perkins PLC 208,325 234,768 EUR 9,352 Hellenic Petroleum SA 128,653 56,865 GBP 16,897 Trinity Mirror PLC 21,327 7,274 Hellenic Technodomiki Tev SA, GBP 15,594 TT electronics PLC 45,065 37,606 EUR 10,580 Registered Shares 118,724 14,720 GBP 44,590 TUI Travel PLC 182,205 120,506 Hellenic Telecommunications EUR 19,021 Organization SA 184,902 49,007 GBP 14,910 Tullett Prebon PLC 98,181 67,419 EUR 4,154 Hygeia S.A 10,523 931 GBP 9,772 Tullow Oil PLC 89,998 229,035 Intralot SA-Integrated Lottery Systems GBP 14,932 UK Coal PLC 52,905 2,040 EUR 4,969 & Services 20,189 5,633 GBP 777 Ultra Electronics Holdings PLC 19,231 19,636 EUR 5,000 Jumbo SA 36,798 19,710 GBP 2,881 Umeco PLC 24,447 25,149 EUR 55,351 Marfin Financial Group SA Holdings 280,240 16,757 USD 15,260 Unilever PLC, ADR 478,706 523,700 EUR 7,350 Marfin Popular Bank Public Co., Ltd. 12,248 805 GBP 19,306 United Business Media Ltd. 175,203 179,919 EUR 4,062 Metka SA 39,703 34,589 GBP 17,108 United Utilities Group PLC 201,141 184,121 Motor Oil Hellas Corinth USD 927 United Utilities Group PLC, ADR 32,165 20,120 EUR 4,250 Refineries SA 41,779 29,401 GBP 11,426 UTV Media PLC 22,296 26,826 Mytilineos Holdings SA, Registered GBP 22,801 Vectura Group PLC 28,370 27,811 EUR 7,524 Shares 76,226 23,553 GBP 6,563 Vedanta Resources PLC 158,654 95,433 EUR 17,506 National Bank of Greece 495,822 30,476 GBP 1,246 Victrex PLC 16,452 25,250 EUR 32,968 National Bank of Greece SA 386,354 59,884 GBP 1,620 Vitec Group PLC 14,960 17,202 EUR 2,799 OPAP SA 81,536 17,921 GBP 521,704 Vodafone Group PLC 1,348,646 1,490,607 EUR 69,039 Piraeus Bank SA, Registered Shares 440,053 23,035 USD 161,516 Vodafone Group PLC, ADR 4,362,673 4,630,387 EUR 6,655 Public Power Corp. 168,413 16,375

The accompanying notes are an integral part of these financial statements. 93 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 5,009 Titan Cement Company SA 155,825 88,533 HKD 32,000 Fountain SET Holdings Ltd. 5,353 3,611 EUR 6,935 TT Hellenic Postbank SA 67,642 3,466 HKD 148,000 Foxconn International Holdings Ltd. 85,426 54,575 EUR 3,417 Viohalco 54,510 10,124 HKD 34,000 Galaxy Entertainment Group Ltd. 39,247 85,397 4,224,384 783,156 0.17 HKD 321,000 GCL-Poly Energy Holdings Ltd. 94,033 70,768 HKD 160,000 Genting Hong Kong Ltd. 47,398 51,441 Hong Kong HKD 310,000 Get Nice Holdings Ltd. 20,228 11,594 HKD 2,000 AAC Technologies Holdings Inc 2,995 5,840 HKD 60,000 Giordano International Ltd. 33,716 43,069 HKD 51,200 Aia Group Ltd. 176,479 178,048 HKD 30,000 Glorious Sun Enterprises Ltd. 11,178 9,409 HKD 12,000 Allied Group Ltd. 51,576 27,274 HKD 84,000 Golden Resorts Group Ltd. 9,560 8,047 HKD 157,051 Allied Properties HK Ltd. 54,840 19,579 HKD 10,271 Great Eagle Holdings Ltd. 41,695 26,633 HKD 120,000 Apac Resources Limited 9,515 4,409 HKD 657,000 G-Resources Group Ltd. 48,305 37,073 HKD 3,300 ASM Pacific Technology Ltd. 28,517 42,482 HKD 46,000 Guangnan Holdings 10,044 5,493 HKD 18,000 Associated International Hotels 47,158 38,313 HKD 47,000 Hang Lung Group Ltd. 206,406 293,272 HKD 60,083 Bank of East Asia Ltd. 226,632 218,400 HKD 96,000 Hang Lung Properties Ltd. 331,258 329,432 Birmingham International HKD 6,700 Hang Seng Bank Ltd. 96,583 92,846 HKD 224,000 Holdings Ltd. 7,552 4,468 HKD 6,000 Harbour Centre Development Ltd. 8,302 7,480 HKD 71,500 BOC Hong Kong Holdings Ltd. 111,193 220,963 HKD 49,856 Henderson Land Development Co. Ltd. 276,150 279,035 HKD 102,000 Brightoil Petroleum Holdings Ltd. 30,201 20,212 HKD 289,405 Heng Tai Consumables Group Ltd. 30,926 7,292 HKD 298,000 Burwill Holdings Ltd. 17,891 4,575 HKD 42,400 HKR International Ltd. 29,291 15,857 HKD 32,000 Cafe de Coral Holdings Ltd. 71,555 86,505 HKD 4,478 HKT Trust 2,943 3,567 HKD 51,000 Cathay Pacific Airways Ltd. 99,715 83,122 HKD 45,093 Hong Kong & China Gas Co., Ltd. 77,444 97,164 HKD 122,000 Champion REIT 58,132 51,071 Hong Kong Aircraft Engineering Co., HKD 75,000 Chaoyue Group Limited 11,461 1,732 HKD 1,600 Ltd. 23,088 21,374 HKD 56,000 Cheung Kong Holdings Ltd. 772,366 694,819 Hong Kong Exchanges and Clearing Cheung Kong Infrastructure Holdings HKD 4,300 Ltd. 77,321 61,957 HKD 11,955 Ltd. 48,728 73,107 HKD 36,104 Hongkong & Shanghai Hotels 54,901 48,705 HKD 296,000 China Billion Resources Ltd. 13,035 – HKD 74,000 Hongkong Chinese Ltd. 16,190 11,847 China Energy Development Holdings HKD 20,000 Hongkong Electric Holdings Ltd. 129,517 152,354 HKD 1,580,000 Ltd. 60,509 18,868 HKD 33,000 Hopewell Holdings 107,385 95,271 China Grand Forestry Green HKD 114,000 Huabao International Holdings Ltd. 63,675 56,099 HKD 16,700 Resources Group Ltd. 45,177 1,293 HKD 232,000 Hutchison Harbour Ring Ltd. 28,813 18,571 China Power New Energy HKD 340,000 Development Co., Ltd. 29,641 13,608 Hutchison Telecommunications Hong HKD 73,000 Kong Holdings Ltd. 21,881 34,199 HKD 42,000 China Resources Gas Group Ltd. 56,834 73,193 HKD 85,000 Hutchison Whampoa Ltd. 781,079 741,759 China Rongsheng Heavy Industry HKD 96,500 Group Co., Ltd. 29,802 22,414 HKD 8,000 Hysan Development Co., Ltd. 34,524 30,760 HKD 1,192,000 China Sci-Tech Holdings Ltd. 37,174 18,927 HKD 30,000 IPE Group Ltd. 4,896 2,401 HKD 9,000 Chinese Estates Holdings Ltd. 12,488 10,511 HKD 147,000 Johnson Electric Holdings Ltd. 51,789 90,857 HKD 12,000 Chong Hing Bank Ltd. 38,140 19,432 HKD 90,205 K Wah International Holdings Ltd. 34,766 35,749 HKD 18,000 Chow Sang Sang Holdings 38,990 35,431 HKD 76,000 Kam Hing International Holdings Ltd. 14,057 6,084 Chu Kong Shipping Development HKD 31,078 Kerry Properties Ltd. 89,882 133,971 HKD 70,000 Co., Ltd. 18,403 10,380 HKD 60,000 Kingmaker Footwear Holdings Ltd. 13,266 9,370 CK Life Sciences Intl., (Holdings) HKD 18,000 Kowloon Development Co. Ltd. 50,009 18,495 HKD 494,000 Inc. 31,815 25,930 HKD 877,000 Lai Sun Development Company Ltd. 26,888 12,890 HKD 21,500 CLP Holdings Ltd. 170,071 185,364 HKD 132,000 Lerado Group Holdings Co. 27,435 11,432 HKD 391,317 Country Garden Holdings Co., Ltd. 157,815 154,567 HKD 24,000 Li & Fung Ltd. 40,755 46,612 HKD 367,598 CSI Properties Ltd. 10,096 16,160 HKD 12,000 Lifestyle International Holdings Ltd. 13,575 26,581 HKD 17,600 Dah Sing Banking Group Ltd. 39,323 16,144 Lijun International Pharmaceutical HKD 15,750 Dah Sing Financial Holdings Ltd. 108,349 49,500 HKD 180,000 Holding Ltd. 58,627 48,895 HKD 72,000 Dan Form Holdings Co., Ltd. 7,321 8,598 HKD 28,000 Lingbao Gold Co., Ltd., Class H 23,601 11,905 HKD 4,000 Dickson Concepts International Ltd. 3,643 2,184 HKD 42,261 Link REIT 95,261 175,246 HKD 380,000 DVN Holdings Ltd. 34,811 12,267 HKD 20,000 Liu Chong Hing Investment 27,955 18,503 HKD 50,000 EganaGoldpfeil Holdings Ltd. 42,635 – HKD 17,000 Luk Fook Holdings International Ltd. 49,249 35,694 HKD 48,000 Emperor International Holdings 9,318 9,196 Luks Group Vietnam Holdings Co., HKD 160,000 Emperor Watch & Jewellery Ltd. 22,323 14,487 HKD 8,000 Ltd. 3,260 1,543 HKD 80,397 Esprit Holdings Ltd. 243,889 103,709 HKD 52,000 Melco International Development 83,743 41,830 EVA Precision Industrial Holdings HKD 52,000 Midland Holdings Ltd. 51,374 25,521 HKD 48,000 Ltd. 9,065 3,905 HKD 730,000 Ming Fung Jewellery Group Ltd. 78,908 34,007 HKD 281,000 Evergrande Real Estate Group Ltd. 125,696 144,180 HKD 206,000 Mongolia Energy Co. Ltd. 107,048 10,948 HKD 25,000 Far East Consortium 8,177 4,691 HKD 56,928 MTR Corp. 186,167 197,594 HKD 60,000 First Pacific Co., Ltd. 47,701 63,225 HKD 11,900 New Times Energy Corp Ltd 10,123 1,359

The accompanying notes are an integral part of these financial statements. 94 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

HKD 192,351 New World Development Ltd. 300,830 227,174 India HKD 100,419 NWS Holdings Ltd. 138,843 147,853 INR 4,212 ACC Ltd. 86,365 97,796 HKD 9,000 Orient Overseas International Ltd. 60,552 44,171 INR 5,286 Adani Enterprises Ltd. 50,021 21,570 HKD 76,800 Oriental Watch Holdings 37,614 20,560 INR 73,705 Adani Power Ltd. 131,966 67,452 Pacific Andes International Holdings INR 6,676 Aditya Birla Nuvo Ltd. 117,649 99,187 HKD 135,000 Ltd. 20,352 8,149 INR 154,620 Alok Industries Ltd. 100,839 50,050 HKD 214,000 Pacific Basin Shipping Ltd. 154,182 92,391 INR 45,911 Ambuja Cements Limited 117,476 146,677 HKD 5,000 Pacific Textile Holdings Ltd. 3,278 3,104 INR 2,588 Andhra Pradesh Paper Mills 13,119 13,912 HKD 103,000 PCCW Ltd. 50,541 38,251 INR 117,436 Ashok Leyland Ltd. 67,923 53,737 HKD 92,000 Prosperity REIT 20,671 21,248 INR 6,661 Axis Bank Ltd. 167,874 123,628 HKD 186,000 PYI Corp. Ltd. 8,712 4,027 INR 2,774 Bajaj Auto Ltd. 96,969 79,843 HKD 3,179 Qualipak International Group – 334 INR 7,506 Bajaj Finserv Ltd. 89,137 93,746 Regal Hotels International Holdings INR 1,278 Bajaj Holdings and Investment Ltd. 19,189 18,329 HKD 56,000 Ltd. 21,556 20,870 INR 535 Balkrishna Industries Ltd. 1,772 2,487 HKD 7,200 Sands China Ltd. 21,154 23,101 INR 8,292 Bank of Baroda 125,714 111,129 HKD 92,500 Shangri-La Asia Ltd. 193,213 178,193 INR 5,000 Bank of India 36,931 31,783 HKD 143,000 Shun Tak Holdings Ltd. 47,307 50,104 INR 462 Bharat Electronics Ltd. 11,882 11,392 HKD 163,000 Sihuan Pharmaceutical Holdings 60,846 60,106 INR 8,793 Bharat Forge Ltd. 56,987 48,395 HKD 190,000 Singamas Container Holdings Ltd. 80,739 41,389 INR 11,160 Bharat Heavy Electricals Ltd. 120,455 47,413 HKD 145,864 Sino Land Co., Ltd. 200,361 222,039 INR 22,460 Bharti Airtel Ltd. 173,395 125,655 HKD 22,737 SOCAM Development Ltd. 29,917 22,288 INR 4,132 Bhushan Steel Ltd. 38,088 35,011 HKD 28,000 Stella International Holdings Ltd. 51,414 70,107 INR 646 Bombay Rayon Fashions Ltd. 3,721 2,844 HKD 39,000 Sun Hung Kai & Co., Ltd. 38,261 19,653 INR 14,895 Cairn India Ltd. 114,739 83,933 HKD 53,262 Sun Hung Kai Properties Ltd. 772,003 637,084 INR 7,668 Canara Bank 60,150 57,870 HKD 315,000 Sustainable Forest Holdings Ltd. 34,843 6,572 INR 3,661 Central Bank Of India 5,139 5,522 HKD 28,000 Swire Pacific Ltd., Class A 321,884 329,222 INR 16,967 Cipla Ltd. 120,234 98,206 HKD 37,500 Swire Pacific Ltd., Class B 92,189 87,299 INR 4,343 Container Corp Of India 130,303 73,203 HKD 24,850 Swire Properties Ltd 54,536 75,818 INR 1,049 Dewan Housing Finance Corp Ltd. 6,282 3,156 TCL Communication Technology INR 19,858 DLF Ltd. 124,054 72,001 HKD 47,000 Holdings Ltd. 46,848 15,172 USD 1,500 Dr Reddys Laboratories Ltd., ADR 23,609 45,293 HKD 63,000 Techtronic Industries Co. 80,755 80,275 INR 2,314 Eicher Motors Ltd. 56,591 84,466 HKD 5,000 Television Broadcasts Ltd. 23,766 35,103 INR 39,729 Essar Oil 122,409 39,965 HKD 28,000 Texwinca Holdings Ltd. 27,505 26,933 INR 20,506 Everest Kanto Cylinder Ltd. 50,982 11,564 HKD 15,200 Transport International Holdings Ltd. 64,659 30,079 INR 14,052 FED BANK INR10 91,740 115,533 HKD 56,000 Trinity Ltd. 53,182 35,788 INR 3,606 Financial Technologies India Ltd 113,367 48,823 Victory City International HKD 215,240 Holdings Ltd. 49,486 21,749 INR 9,651 Finolex Cables Ltd. 12,333 7,337 HKD 22,000 VST Holdings Ltd. 5,672 3,840 INR 4,551 Finolex Industries Ltd. 9,573 5,100 HKD 6,000 VTech Holdings Ltd. 30,818 72,477 INR 8,236 Future Capital Holdings Ltd. 51,264 23,344 HKD 208,000 Wah Nam International Holdings Ltd. 14,709 15,012 INR 26,254 GAIL India Ltd. 260,923 169,029 HKD 59,875 Wharf Holdings Ltd. 233,370 333,538 INR 7,267 Gateway Distriparks Ltd. 16,311 18,259 HKD 39,000 Wheelock & Co., Ltd. 95,973 148,673 INR 16,648 GIC Housing Finance Ltd. 53,734 28,929 HKD 8,000 Wing Hang Bank Ltd. 77,615 78,369 INR 13,913 Gitanjali Gems Ltd. 105,855 76,370 HKD 11,200 Wynn Macau Ltd. 36,579 26,514 INR 5,465 Glenmark Pharmaceuticals Ltd. 32,485 36,197 HKD 38,000 Xinyi Glass Holdings Co., Ltd. 23,890 20,395 INR 17,893 Graphite India Ltd. 38,512 29,304 HKD 30,500 Yue Yuen Industrial Holdings 91,315 96,058 INR 564 Grasim Industries Ltd. 33,426 27,339 11,037,181 10,107,603 2.19 INR 1,253 Great Eastern Shipping Co., Ltd. 6,015 5,699 INR 7,155 HCL Technologies Ltd. 64,026 62,272 Hungary INR 15,375 HDFC Bank Ltd 137,213 158,654 HUF 666 EGIS Rt. 63,771 43,373 USD 2,000 HDFC Bank Ltd., ADR 34,740 66,357 Magyar Telekom INR 4,299 HeidelbergCement India Ltd. 4,859 2,614 HUF 11,459 Telecommunications PLC 35,121 22,621 INR 409 Hexa Tradex Ltd. 674 286 Magyar Telekom INR 21,291 Hexaware Technologies Ltd. 49,317 49,805 USD 900 Telecommunications PLC, ADR 27,321 8,888 INR 98,860 Hindalco Industries Ltd. 369,633 217,661 HUF 1,961 MOL Hungarian Oil and Gas PLC 164,275 143,177 INR 11,964 Hindustan Unilever Ltd. 63,495 99,616 HUF 11,080 OTP Bank Nyrt 267,483 177,825 Housing Development & Infrastructure HUF 498 Richter Gedeon Nyrt. 102,551 83,494 INR 22,691 Ltd. 47,866 36,164 660,522 479,378 0.10 INR 15,810 Housing Development Finance Corp. 200,347 188,615 USD 25,000 ICICI Bank Ltd., ADR 709,303 825,384 INR 22,312 IDBI Bank Ltd. 65,361 38,281

The accompanying notes are an integral part of these financial statements. 95 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

INR 73,976 Idea Cellular Ltd. 109,188 102,839 INR 3,493 Shriram Transport Finance Co., Ltd. 39,893 33,985 INR 766 I-Flex Solutions Ltd. 31,024 36,245 INR 1,632 Sintex Industries Ltd. 6,355 1,842 INR 15,822 Indiabulls Financial Services Ltd. 59,652 67,030 INR 38,214 Srei Infrastructure Finance 49,961 17,066 INR 96,512 Indiabulls Infrastructure – 13,710 INR 4,358 State Bank of India Ltd. 210,522 171,728 INR 32,716 Indiabulls Real Estate Ltd. 123,486 36,721 INR 11,098 Steel Authority of India Ltd. 37,929 18,440 INR 4,089 Indiabulls Wholesale Services Ltd. 669 679 USD 10,500 Sterlite Industries India Ltd. 99,014 81,134 INR 39,595 Indian Hotels 106,054 44,841 INR 5,531 Strides ArcoLab Ltd. 52,220 75,222 INR 19,930 Indian Oil Corp 137,386 93,225 INR 13,501 Sun Pharmaceutical Industries Ltd. 95,152 156,773 INR 15,262 Indusind Bank Limited 62,884 95,167 INR 207,739 Suzlon Energy Ltd 109,628 70,865 USD 3,000 Infosys Technologies Ltd., ADR 123,305 137,651 INR 4,108 Tamilnadu Newsprint & Papers Ltd. 12,346 7,760 Infrastructure Development Finance INR 1,965 Tata Chemicals 16,264 11,233 INR 49,314 Co., Ltd. 179,294 122,774 INR 10,219 Tata Communications Ltd. 44,809 43,527 INR 6,582 ISMT Ltd. 8,116 2,897 USD 100 Tata Communications Ltd., ADR 1,098 845 INR 361 Jain Irrigation Systems Ltd. 535 260 INR 3,208 Tata Consultancy Services Ltd. 54,796 75,193 INR 7,231 Jain Irrigation Systems Ltd. 29,189 11,040 USD 9,827 Tata Motors Ltd., ADR 168,098 219,796 INR 57,662 Jaiprakash Associates Ltd. 169,642 77,463 INR 33,330 Tata Power Co., Ltd. 95,104 64,153 INR 2,049 Jindal Saw Ltd. 8,599 4,979 INR 24,752 Tata Steel Ltd. 302,794 201,123 INR 7,600 Jindal Steel & Power Ltd. 116,147 65,273 INR 53,370 Tata Tea 130,258 113,247 INR 71,632 JM Financial Ltd. 51,242 16,684 INR 6,571 Tech Mahindra Ltd. 101,268 85,322 INR 30,609 JSW Energy Ltd. 39,425 29,416 INR 22,820 Triveni Engineering & Industries Ltd. 54,423 6,864 INR 5,016 JSW Steel Ltd. 131,306 62,325 INR 22,820 Triveni Turbine Ltd. 16,757 18,415 INR 19,349 Karnataka Bank Ltd. 64,489 33,091 INR 4,721 Tube Investments Of India 14,299 12,529 INR 2,309 Kesoram Industries Ltd. 16,022 6,064 INR 12,875 Tulip Telecom Ltd. 51,818 27,721 INR 5,050 Kotak Mahindra Bank Ltd. 46,510 54,829 INR 1,589 Ultratech Cement Ltd. 37,547 44,005 INR 18,703 Lakshmi Vilas Bank Ltd. 44,793 28,161 INR 23,679 Union Bank of India 87,195 90,980 INR 3,456 Larsen & Toubro Ltd. 122,785 88,489 INR 133,765 Unitech Ltd. 68,679 53,849 INR 30,975 LIC Housing Finance Ltd. 135,124 153,097 INR 2,895 United Spirits Ltd. 80,745 36,255 Mahindra & Mahindra Financial INR 31,973 Utd Phosphorous 123,166 73,738 INR 2,378 Services Ltd. 32,220 28,208 INR 9,269 Wipro Ltd. 93,640 67,912 INR 14,382 Mahindra & Mahindra Ltd. 177,941 185,374 INR 36,096 Zee Entertainment 121,871 98,009 Mangalore Refinery & Petrochemicals INR 4,512 Zee Learn Ltd. 2,137 2,077 INR 11,547 Ltd. 14,186 11,478 INR 1,724 Maruti Suzuki India Ltd. 50,418 36,974 13,113,590 9,861,064 2.14 INR 11,369 Mercator Lines Ltd. 13,122 4,535 Indonesia INR 1,744 Motherson Sumi Systems Ltd. 6,015 5,214 IDR 614,000 Adaro Energy Tbk PT 130,880 95,834 INR 2,000 Mphasis Ltd. 17,276 13,583 IDR 87,000 AKR Corporindo Tbk PT 23,439 32,769 INR 30,592 Nagarjuna Construction Co., Ltd. 122,527 25,360 IDR 1,803,500 Alam Sutera Realty Tbk PT 114,753 94,808 INR 33,402 National Aluminium Co. Ltd. 69,078 36,296 IDR 20,000 Astra Agro Lestari TBK PT 49,701 43,356 INR 4,344 Nicholas Piramal India Ltd. 41,374 41,985 IDR 415,000 Astra International Tbk PT 80,756 305,876 INR 7,952 NTPC Ltd. 32,652 23,320 IDR 9,191,000 Bakrie and Brothers Tbk PT 66,551 49,810 INR 21,868 Oil & Natural Gas Corp Ltd. 145,230 113,900 IDR 435,500 Bakrie Sumatera Plantations Tbk PT 14,936 8,544 INR 3,452 Oil India Ltd. 40,000 31,623 IDR 807,000 Bakrie Telecom Tbk PT 23,483 17,407 INR 12,030 Omaxe Ltd. 33,633 33,867 IDR 4,324,500 Bakrieland Development Tbk PT 55,054 32,342 INR 4,958 Patni Computer Sysinr2 64,011 46,838 IDR 1,867,333 Bank Bukopin 133,372 125,488 INR 22,645 Power Finance Corp. Ltd. 143,703 73,987 IDR 264,516 Bank Mandiri Tbk PT 170,832 204,996 INR 27,730 Power Grid Corp of India Ltd. 62,202 57,824 IDR 51,000 Bank Pan Indonesia Tbk PT 7,497 4,312 INR 28,635 PTC India Ltd. 51,154 34,057 IDR 270,000 Bank Rakyat Indonesia 99,666 184,371 INR 6,080 Ranbaxy Laboratories Ltd. 58,379 54,415 IDR 434,000 Barito Pacific Tbk PT 61,088 23,521 INR 3,881 Raymond Ltd/India 36,846 28,613 IDR 753,500 Berlian Laju Tanker Tbk PT 28,556 15,926 INR 11,580 Reliance Capital Ltd. 171,554 76,328 IDR 2,187,500 Bhakti Investama Tbk PT 29,207 93,655 INR 33,082 Reliance Communications Ltd. 119,368 38,375 IDR 835,500 Bumi Resources Tbk PT 241,404 99,616 INR 42,249 Reliance Industries Ltd. 994,931 569,743 IDR 355,000 Ciputra Development Tbk PT 13,963 25,011 USD 10,100 Reliance Industries Ltd., GDR 585,790 272,841 IDR 5,916,000 Energi Mega Persada Tbk PT 113,762 91,055 INR 5,017 Reliance Infrastructure Ltd. 111,745 51,361 IDR 85,500 Gajah Tunggal Tbk PT 20,117 21,083 INR 57,320 Reliance Power 187,594 112,168 IDR 193,500 Global Mediacom Tbk PT 26,878 31,670 INR 13,500 Rural Electrification Corp., Ltd. 82,640 47,203 IDR 26,500 Gudang Garam Tbk PT 89,641 176,935 INR 71,049 Satyam Computer Services Ltd. 100,806 102,288 IDR 54,000 Indika Energy Tbk PT 15,412 10,828 INR 38,724 Sesa Goa Ltd. 218,739 136,038 IDR 5,500 Indo Tambangraya Megah PT 25,673 21,402 INR 11,274 Shree Renuka Sugars Ltd. 17,468 6,523 IDR 50,500 Indocement Tunggal Prakarsa Tbk PT 85,152 94,695

The accompanying notes are an integral part of these financial statements. 96 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

IDR 298,500 Indofood Sukses Makmur Tbk PT 128,495 156,110 EUR 5,751 Petroleum Geo-Services ASA 185,199 112,693 Indomobil Sukses Internasional EUR 1,389 Power Leisure PLC 39,336 92,242 IDR 131,000 Tbk PT 107,911 99,393 EUR 8,367 Smurfit Kappa Group PLC 23,271 57,343 USD 999 Indosat Tbk PT 27,194 23,778 The Governor & Co of the Bank of IDR 6,000 Japfa Comfeed Indonesia Tbk PT 2,702 3,170 EUR 269,480 Ireland 281,680 34,368 IDR 63,000 Jasa Marga PT 29,374 36,191 The Governor & Co., of the Bank of IDR 1,170,000 Kawasan Industri Jababeka Tbk PT 16,166 23,334 USD 1,261 Ireland, ADR 240,001 7,741 IDR 1,842,500 Lippo Karawaci Tbk 113,646 157,769 EUR 10,024 United Drug PLC 40,093 26,614 IDR 47,000 Mayora Indah Tbk PT 50,523 127,867 2,593,855 1,899,510 0.41 IDR 128,500 Medco Energi Internasional Tbk PT 28,844 24,931 Israel IDR 253,500 Media Nusantara Citra Tbk PT 26,908 54,404 ILS 8,893 Africa Israel Investments Ltd. 58,253 25,747 IDR 202,000 Mitra Adiperkasa Tbk PT 53,426 155,452 ILS 89 AL-ROV Israel Ltd. 2,868 1,659 Perusahaan Perkebunan London IDR 182,000 Sumatra Indonesia Tbk PT 49,021 52,276 ILS 1,621 Azrieli Group 40,138 36,106 IDR 175,500 PT Aneka Tambang Tbk 42,055 25,300 ILS 53,253 Bank Hapoalim BM 205,400 164,576 IDR 83,000 PT Bank Central Asia Tbk 52,300 65,673 ILS 50,201 Bank Leumi Le-Israel BM 186,502 122,729 IDR 252,000 PT Bank Danamon Indonesia Tbk 129,032 163,885 Bezeq Israeli Telecommunication ILS 28,065 Corporation Ltd. 47,943 29,739 IDR 455,066 PT Bank Negara Indonesia Tbk 150,529 187,433 ILS 2,075 Clal Industries and Investments Ltd. 9,951 6,105 IDR 1,104,800 PT Bumi Serpong Damai 98,327 140,106 Clal Insurance Enterprises Holdings IDR 5,304,000 PT Darma Henwa Tbk 63,349 30,470 ILS 858 Ltd. 19,260 8,384 PT Indah Kiat Pulp and Paper ILS 165 Delek Group Ltd. 27,830 24,487 IDR 162,500 Corp. Tbk 38,726 18,494 ILS 940 Elbit Systems Ltd. 37,065 32,648 IDR 164,000 PT International Nickel Indonesia Tbk 67,685 47,106 ILS 360 Electra 40,799 26,947 IDR 222,500 PT Kalbe Farma Tbk 42,902 90,438 ILS 214 EZchip Semiconductor Ltd. 9,683 8,692 IDR 230,000 PT Perusahaan Gas Negara 93,287 87,254 ILS 1,200 First International Bank Of Israel Ltd. 23,260 11,816 IDR 260,000 PT Sampoerna Agro Tbk 101,438 83,135 ILS 74 Formula Systems 1985 Ltd. 1,010 1,189 IDR 181,500 PT Semen Cibinong Tbk 43,127 47,215 ILS 1,831 Frutarom Industries Ltd. 16,861 17,424 IDR 76,500 PT Semen Gresik Persero Tbk 65,814 93,283 Harel Insurance Investments & USD 2,000 PT Telekomunikasi Indonesia Tbk 107,722 70,917 ILS 342 Financial Services Ltd. 16,833 10,445 IDR 54,000 PT Timah TBK 11,437 8,019 ILS 5,372 Israel Chemicals Ltd. 70,408 58,743 IDR 49,333 PT United Tractors Tbk 93,792 114,162 ILS 46,899 Israel Discount Bank Ltd. 97,605 48,598 RAMAYANA LESTARI ILS 2,163 Kardan Yazamut 641 302 IDR 817,500 SENTOSA PT 90,959 82,406 ILS 21,136 Leumi Insurance Holdings 43,673 24,978 IDR 3,021,500 Sentul City Tbk PT 36,525 73,687 ILS 920 Mellanox Technologies Ltd. 25,836 64,314 IDR 198,500 Summarecon Agung Tbk PT 22,333 34,640 ILS 17,262 Mizrahi Tefahot Bank Ltd. 119,502 134,155 IDR 355,500 Trada Maritime Tbk PT 24,167 33,138 USD 3,900 Nice Systems Ltd., ADR 112,645 145,277 Truba Alam Manunggal IDR 910,000 Engineering PT 8,312 4,932 ILS 74,016 Oil Refineries Limited 63,990 36,344 IDR 237,000 Wijaya Karya PT 17,869 26,716 ILS 4,753 Ormat Industries Inc. 64,146 23,809 IDR 124,000 XL Axiata Tbk PT 71,200 82,658 ILS 208 Paz Oil Co., Ltd. 27,990 23,579 ILS 410 Retalix Ltd. 7,483 8,236 3,828,870 4,431,052 0.96 ILS 16,049 Shikun & Binui Ltd. 44,246 22,652 Ireland ILS 3,426 Strauss Group Ltd. 44,117 33,449 EUR 14,966 Aer Lingus Group Plc 28,972 19,627 ILS 14,120 Super-Sol Ltd. 64,499 34,373 Anglo Irish Bank Corp., Ltd. - Dublin Teva Pharmaceutical Industries Ltd., EUR 13,432 Listed Shares 181,262 – USD 13,479 ADR 650,663 541,207 EUR 19,811 C&C Group PLC 85,956 86,084 ILS 10,600 The Phoenix Holdings Ltd. 36,529 20,315 EUR 7,039 CRH PLC 129,807 136,835 ILS 23,700 Tower Semiconductor Ltd. 20,907 16,167 USD 21,974 CRH PLC, ADR 554,109 430,858 2,238,536 1,765,191 0.38 EUR 4,952 DCC PLC 144,603 116,743 EUR 11,369 Dragon Oil PLC 65,527 98,275 Italy USD 12,900 Elan Corp. PLC, ADR 156,176 191,740 EUR 4,785 ACEA SpA 83,830 28,910 EUR 6,356 FBD Holdings PLC 65,346 65,259 EUR 5,202 Actelios SpA 17,503 5,582 EUR 6,065 Glanbia PLC 38,212 45,356 EUR 52,504 AEM SpA 119,304 27,258 EUR 9,748 Grafton Group PLC 36,416 34,923 EUR 2,181 Ansaldo STS SpA 23,570 15,495 EUR 19,418 Greencore Group PLC 37,814 16,060 EUR 23,077 Arnoldo Mondadori Editore SpA 94,786 26,280 EUR 799 Independent News & Media PLC 20,575 206 EUR 33,132 Assicurazioni Generali SpA 732,616 443,894 EUR 33,766 Kenmare Resources PLC 22,334 21,314 EUR 3,902 Astaldi SpA 38,520 25,093 EUR 5,937 Kerry Group PLC, Class A 165,616 263,102 EUR 4,596 Atlantia SpA 82,851 57,905 EUR 5,096 Kingspan Group PLC 51,550 42,127 EUR 2,274 Autogrill SpA 19,861 20,389

The accompanying notes are an integral part of these financial statements. 97 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 3,642 Azimut Holding SpA 20,437 36,127 EUR 35,276 Piccolo Credito Valtellinese Scarl 220,054 50,897 EUR 51,571 Banca Carige SpA 160,081 44,512 EUR 14,169 Pirelli & C SpA 110,895 150,041 EUR 279,390 Banca Monte dei Paschi di Siena SpA 401,059 69,933 EUR 34,627 Prelios SpA 18,710 5,509 Banca Popolare dellEmilia Romagna EUR 5,113 Premafin Finanziaria SpA 16,591 1,310 EUR 13,221 Scrl 126,116 69,831 EUR 3,060 Prysmian SpA 64,048 45,767 EUR 6,821 Banca Popolare dellEtruria e del Lazio 65,613 8,954 EUR 3,351 Recordati SpA 30,359 23,786 EUR 202,950 Banca Popolare di Milano Scarl 378,180 94,723 EUR 4,745 Safilo Group SpA 107,382 28,461 EUR 17,002 Banca Popolare Di Sondrio 143,041 105,089 EUR 5,321 Saipem SpA 111,912 237,106 EUR 81,344 Banca Popolare di Spoleto SpA 693,815 107,935 EUR 10,879 Saras SpA 56,806 10,511 EUR 2,868 Banco di Desio e della Brianza SpA 20,083 6,639 EUR 109,472 Seat Pagine Gialle SpA 55,658 4,372 EUR 4,236 Beni Stabili SpA 3,237 1,692 EUR 19,466 Snam Rete Gas SpA 107,999 86,967 EUR 66,937 Beni Stabili SpA 67,189 29,232 Societa Cattolica di Assicurazioni EUR 6,392 Brembo SpA 69,998 64,229 EUR 2,966 SCRL 128,126 35,382 EUR 6,264 Buzzi Unicem SpA 94,009 58,989 Societa Iniziative Autostradali e Servizi EUR 1,793 Cementir SpA 17,348 3,303 EUR 4,236 SpA 34,486 29,768 CIR-Compagnie Industriali Riunite EUR 12,000 Sorin SpA 31,462 25,894 EUR 25,570 SpA 52,251 25,611 EUR 237,037 Telecom Italia SpA 381,435 234,518 EUR 1,811 Credito Artigiano SpA 5,461 1,872 USD 24,235 Telecom Italia SpA, Sponsored ADR 578,858 242,777 EUR 831 Credito Bergamasco SpA 31,667 11,647 USD 2,858 Tenaris SA, ADR 132,449 101,777 EUR 7,602 Credito Emiliano SpA 79,956 27,911 EUR 37,234 Terna Rete Elettrica Nazionale SpA 130,649 134,882 EUR 191 dAmico International Shipping SA 269 98 EUR 297 Tod’s SpA 30,043 29,690 Danieli & C. Officine Meccaniche EUR 1,606 Trevi Finanziaria SpA 20,038 8,702 EUR 359 SpA 9,603 7,585 EUR 148,740 Unicredit SPA 2,557,690 566,410 EUR 11,792 Davide Campari-Milano SpA 49,407 79,753 EUR 61,109 Unione di Banche Italiane SCPA 755,636 199,170 EUR 1,474 DeLonghi SpA 7,204 14,403 Unipol Gruppo Finanziario SpA, EUR 1,101 DiaSorin SPA 41,075 31,204 EUR 524 Private Placement 123,933 11,881 EUR 86,113 Enel SpA 615,495 274,674 16,433,784 7,446,574 1.62 EUR 28,637 ENI SpA 680,458 613,874 USD 16,428 ENI SpA, ADS 961,651 711,461 Japan EUR 4,159 ERG SpA 81,030 25,450 JPY 22,764 77th Bank Ltd. 147,495 94,804 EUR 17,136 Fiat Industrial SpA 204,767 169,760 JPY 800 A&D Co., Ltd. 3,231 3,077 EUR 70,883 Fiat SpA 505,198 358,867 JPY 83 Accordia Golf Co., Ltd. 70,580 55,814 USD 4,000 Fiat SpA, Sponsored ADR 62,624 20,728 JPY 7,000 Achilles Corp. 12,896 9,272 EUR 29,310 Finmeccanica SpA 436,556 117,429 JPY 1,462 Acom Co. Ltd. 33,681 29,140 EUR 2,312 Fondiaria-Sai SpA 96,892 2,761 JPY 2,200 Aderans Holdings Co. Ltd. 50,674 27,319 EUR 31,285 Gemina SpA 22,718 24,182 JPY 2,100 Advan Co. Ltd. 16,704 21,717 EUR 12,952 Geox SpA 69,603 27,865 JPY 21 Advance Residence Investment Corp. 53,762 41,242 EUR 4,764 Gruppo Editoriale L’Espresso SpA 28,060 3,572 JPY 5,300 Advantest Corp. 81,172 83,026 EUR 16,405 Hera SpA 45,486 22,845 USD 800 Advantest Corp., ADR 22,122 12,738 EUR 18,114 Immobiliare Grande Distribuzione 35,152 14,468 JPY 24,400 Aeon Co., Ltd. 311,326 307,961 EUR 8,384 IMMSI SpA 28,853 4,385 JPY 4,300 Aeon Credit Service Co. Ltd. 58,991 80,559 EUR 24,193 Impregilo SpA 93,262 101,914 JPY 1,200 Aeon Mall Co., Ltd. 28,208 25,767 EUR 2,088 Indesit Co. SpA 28,043 8,812 JPY 500 Ahresty Corp. 12,624 3,967 EUR 5,661 Interpump Group SpA 36,528 42,298 JPY 4,500 Ai Holdings Corp. 16,433 24,701 EUR 411,899 Intesa Sanpaolo SpA 1,671,725 588,996 JPY 2,800 Aica Kogyo Co. Ltd. 35,991 42,615 USD 622 Intesa Sanpaolo SpA, Sponsored ADR 24,264 5,401 JPY 500 Aichi Bank Ltd. 52,588 24,198 EUR 2,681 Iride SpA 8,677 1,071 JPY 6,000 Aichi Steel Corp. 35,961 24,453 EUR 5,043 Italcementi SpA 96,151 24,427 JPY 2,000 Aida Engineering Ltd. 14,361 12,634 EUR 575 Italmobiliare SpA 53,764 8,889 JPY 18,900 Aiful Corp. 35,621 38,514 EUR 3,553 Lottomatica SpA 102,783 69,023 JPY 1,100 Aiphone Co. Ltd. 18,104 22,303 USD 900 Luxottica Group SpA, ADR 29,910 31,977 JPY 3,000 Air Water Inc. 31,601 36,794 EUR 10,420 Maire Tecnimont SpA 36,149 8,403 JPY 2,500 Airport Facilities Co. Ltd. 17,566 11,367 EUR 3,250 MARR SpA 34,746 30,857 JPY 900 Aisan Industry Co. Ltd. 12,358 8,379 EUR 37,645 Mediaset SpA 196,932 64,985 JPY 5,400 Aisin Seiki Co. Ltd. 133,943 180,945 EUR 23,965 Mediobanca SpA 317,689 105,585 JPY 26,950 Ajinomoto Co. Inc. 300,609 379,961 EUR 3,744 Mediolanum SpA 27,769 13,119 JPY 400 Alconix Corp. 7,069 8,136 EUR 25,772 Milano Assicurazioni SPA 101,810 8,865 JPY 3,100 Alfresa Holdings Corp. 137,729 166,415 EUR 49,339 Parmalat SpA 120,428 93,943 JPY 8,000 All Nippon Airways Co. Ltd. 35,451 23,027 EUR 11,040 Piaggio & C. SpA 23,452 28,032 JPY 800 Alpen Co., Ltd. 15,713 15,864

The accompanying notes are an integral part of these financial statements. 98 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 1,200 Alpha Systems Inc 20,556 16,047 JPY 11,200 Casio Computer Company Ltd. 118,322 74,032 JPY 2,800 Alpine Electronics Inc. 33,475 33,592 JPY 400 Cawachi Ltd. 15,038 8,905 JPY 9,000 Alps Electric Co., Ltd. 97,025 63,616 JPY 12,000 Central Glass Co. Ltd. 55,587 47,072 JPY 24,000 Amada Co., Ltd. 176,806 142,745 JPY 21 Central Japan Railway Co. 167,825 167,695 JPY 4,000 Amano Corp. 47,703 34,387 JPY 2,165 Century Leasing System Inc. 33,086 40,946 JPY 3,000 Anest Iwata Corp. 9,566 13,755 JPY 35,000 Chiba Bank Ltd. 255,583 212,627 JPY 5,000 Anritsu Corp. 15,715 56,866 JPY 1,500 Chiba Kogyo Bank Ltd. 17,532 8,234 JPY 2,200 AOC Holdings Inc. 30,794 9,050 JPY 1,400 Chiyoda Co. Ltd. 29,194 30,650 JPY 600 AOKI Holdings Inc. 11,936 12,761 JPY 8,000 Chiyoda Corp. 66,858 98,627 JPY 12,000 Aomori Bank Ltd. 52,218 37,138 JPY 1,000 Chiyoda Integre Co., Ltd. 12,138 11,628 JPY 3,300 Aoyama Trading Co., Ltd. 80,596 68,339 JPY 1,400 Chofu Seisakusho Co., Ltd. 32,395 32,273 JPY 28,000 Aozora Bank Ltd. 28,692 67,042 JPY 6,800 Chubu Electric Power Co., Inc. 197,805 112,066 JPY 1,500 Arakawa Chemical Industries Ltd. 16,140 12,876 JPY 2,000 Chubu Shiryo Co., Ltd. 18,618 13,347 JPY 2,582 Arcs Co., Ltd. 39,726 55,870 JPY 1,800 Chudenko Corp. 32,623 18,454 JPY 500 Ariake Japan Co., Ltd. 10,964 10,596 JPY 5,000 Chuetsu Pulp & Paper Co., Ltd. 8,629 9,552 JPY 800 Arisawa Manufacturing Co. Ltd. 11,047 2,374 JPY 1,700 Chugai Pharmaceutical Co., Ltd. 32,123 32,628 JPY 600 Arnest One Corp. 6,128 7,672 JPY 2,000 Chugai Ro Co., Ltd. 6,118 6,164 JPY 440 As One Corp. 12,939 8,882 JPY 12,000 Chugoku Bank Ltd. 159,019 158,334 JPY 5,500 Asahi Breweries Ltd. 90,518 119,712 JPY 2,000 Chugoku Marine Paints Ltd. 17,734 9,730 JPY 6,100 Asahi Denka Co. Ltd. 64,052 53,528 JPY 119,990 Chuo Mitsui Trust Holdings Inc. 441,355 360,653 JPY 2,000 Asahi Diamond Industrial Co., Ltd. 16,837 23,078 JPY 4,000 Chuo Spring Co., Ltd. 13,736 14,774 JPY 36,000 Asahi Glass Co. Ltd. 304,024 243,919 JPY 17,300 Citizen Holdings Co., Ltd. 128,966 102,234 JPY 32,000 Asahi Kasei Corp. 203,404 175,247 JPY 2,000 CKD Corp. 24,296 14,010 JPY 1,000 Asahi Kogyosha Co., Ltd. 4,113 3,834 JPY 7,000 Clarion Co. Ltd. 13,209 16,226 Asahi Organic Chemicals Industry JPY 4,700 Cleanup Corp. 27,719 32,025 JPY 7,000 Co., Ltd. 19,196 17,563 JPY 800 CMK Corp. 16,428 3,372 JPY 1,300 Asatsu-DK Inc. 43,141 36,905 JPY 1,000 Coca-Cola Central Japan Co. Ltd. 19,380 13,207 JPY 2,000 Asics Corp. 22,458 25,625 JPY 4,300 Coca-Cola West Japan Co. Ltd. 92,268 76,013 JPY 3,000 ASKA Pharmaceutical Co. Ltd. 31,721 17,920 JPY 1,900 Cocokara fine Inc. 38,425 63,738 JPY 3,100 Astellas Pharma Inc. 138,266 136,803 Computer Engineering & Consulting JPY 2,000 Asunaro Aoki Construction Co. Ltd. 14,410 10,342 JPY 1,600 Ltd. 7,419 8,722 JPY 12,000 Atsugi Co., Ltd. 15,455 14,825 JPY 6,000 COMSYS Holdings Corp. 60,027 71,296 JPY 1,500 Autobacs Seven Co. Ltd. 58,989 74,601 JPY 700 Corona Corp. 14,699 9,343 JPY 800 Avex Group Holdings Inc. 7,980 11,982 JPY 1,500 Cosel Co., Ltd. 21,998 21,205 JPY 13,000 Awa Bank Ltd. 95,798 83,777 JPY 42,000 Cosmo Oil Co. Ltd. 150,807 108,052 JPY 7,000 Bando Chemical Industries Ltd. 31,537 26,656 JPY 8,800 Credit Saison Co. Ltd. 194,608 196,806 JPY 900 Bank of Iwate Ltd. 63,603 36,852 JPY 500 CTI Engineering Co., Ltd. 2,718 2,974 JPY 14,000 Bank of Kyoto Ltd. 152,214 107,339 JPY 3 DA Office Investment Corp. 20,244 8,027 JPY 9,000 Bank of Nagoya Ltd. 61,863 27,968 JPY 28,000 Dai Nippon Printing Co., Ltd. 410,242 221,097 JPY 1,300 Bank of Okinawa Ltd. 48,950 56,293 JPY 2,700 Daibiru Corp. 21,215 20,701 JPY 10,000 Bank of Saga Ltd. 37,634 25,090 JPY 20,000 Daicel Chemical Industries Ltd. 127,850 124,048 JPY 2,500 Bank of the Ryukyus Ltd. 34,779 31,522 JPY 4,000 Dai-Dan Co. Ltd. 21,164 25,676 JPY 55,000 Bank of Yokohama Ltd. 348,137 261,979 JPY 16,000 Daido Steel Co., Ltd. 100,420 100,258 JPY 300 Belc Co Ltd 2,789 4,356 JPY 1,000 Daidoh Ltd. 16,883 7,158 JPY 600 Belluna Co. Ltd. 10,684 4,807 JPY 4,500 Daifuku Co., Ltd. 36,507 28,541 JPY 800 Benesse Holdings Inc. 32,008 36,119 JPY 6,000 Daihatsu Motor Co., Ltd. 62,710 105,912 JPY 1,500 Best Denki Co., Ltd. 14,307 2,751 JPY 3,000 Daihen Corp. 15,804 10,278 JPY 10 Bic Camera Inc. 3,827 5,056 JPY 8,800 Daiichi Sankyo Co. Ltd. 196,024 149,958 JPY 6 BLife Investment Corp. 35,130 42,487 JPY 2,000 Daiki Aluminium Industry Co. Ltd. 15,342 6,113 JPY 800 BML Inc. 23,885 20,215 JPY 3,100 Daikin Industries Ltd. 94,157 87,807 JPY 11,800 Bridgestone Corp. 235,943 272,766 JPY 1,100 Daikoku Denki Co., Ltd.. 23,541 19,361 JPY 7,900 Brother Industries Ltd. 79,962 90,754 JPY 11,000 Daikyo Inc. 27,092 29,000 JPY 3,000 Bunka Shutter Co., Ltd. 15,205 12,991 Dainichiseika Color & Chemicals JPY 11,000 Calsonic Kansei Corp. 48,398 60,241 JPY 4,000 Manufacturing Co., Ltd. 14,605 17,525 JPY 900 Canon Electronics Inc. 14,483 19,108 Dainippon Screen Manufacturing Co. JPY 11,000 Ltd. 61,268 80,835 JPY 2,480 Canon Inc. 112,670 99,967 JPY 7,900 Dainippon Sumitomo Pharma Co. Ltd. 81,184 81,498 USD 2,900 Canon Inc., ADR 139,175 117,946 JPY 5,000 Daio Paper Corp. 44,384 31,967 JPY 3,600 Canon Marketing Japan Inc. 73,816 46,354 JPY 4,000 Daisan Bank Ltd. 13,825 7,642 JPY 700 Capcom Co. Ltd. 13,696 14,817

The accompanying notes are an integral part of these financial statements. 99 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 2,000 Daiseki Co., Ltd. 33,658 35,202 JPY 1,400 Fuji Seal International Inc. 25,186 26,942 JPY 17,068 Daishi Bank Ltd. 82,998 51,736 JPY 900 Fuji Soft ABC Inc. 30,392 15,176 JPY 7,000 Daiso Co., Ltd. 23,332 21,396 JPY 2,000 Fujicco Co. Ltd. 22,304 24,555 JPY 800 Daisyo Corp. 12,743 10,454 JPY 18,100 FUJIFILM Holdings Corp. 650,160 345,321 JPY 600 Daito Trust Construction Co. Ltd. 31,331 57,694 JPY 20,000 Fujikura Ltd. 132,285 60,114 JPY 20,000 Daiwa House Industry Co., Ltd. 256,635 286,814 JPY 1,100 Fujimori Kogyo Co., Ltd. 16,102 20,888 JPY 4,000 Daiwa Industries Ltd. 24,116 19,512 JPY 6,000 Fujitec Co., Ltd. 35,450 38,437 JPY 88,000 Daiwa Securities Group Inc. 497,169 331,747 JPY 1,900 Fujitsu Frontech Ltd. 14,422 11,760 JPY 8,000 Daiwabo Holdings Co., Ltd. 16,791 15,181 JPY 42,450 Fujitsu Ltd. 251,207 204,903 JPY 1,800 DC Co., Ltd. 4,116 6,258 JPY 39,000 Fukuoka Financial Group Inc. 216,388 153,481 JPY 4,300 DCM Japan Holdings Co. Ltd. 35,885 30,887 JPY 3 Fukuoka REIT Corp. 18,654 20,976 JPY 900 Dena Co Ltd. 13,044 23,911 JPY 18,000 Fukushima Bank Ltd. 16,214 13,526 JPY 24,000 Denki Kagaku Kogyo KK 84,692 84,363 JPY 13,000 Fukuyama Transporting Co. Ltd. 65,154 71,691 JPY 7,000 Denki Kogyo Co., Ltd. 35,322 36,909 JPY 1,300 Funai Electric Co. Ltd. 96,215 19,686 JPY 10,200 Denso Corp. 293,226 349,839 JPY 22,000 Furukawa Co. Ltd. 30,222 19,613 JPY 5,100 Dentsu Inc. 135,372 152,511 JPY 26,000 Furukawa Electric Co., Ltd. 113,454 61,591 JPY 1,800 Denyo Co. Ltd. 16,936 23,200 JPY 3,000 Fuso Pharmaceutical Industries Ltd. 9,604 8,788 JPY 4,000 Descente Ltd. 21,989 23,230 JPY 1,700 Futaba Corp/Chiba 36,940 26,782 JPY 27,000 DIC Corp. 93,818 52,612 JPY 1,800 Futaba Industrial Co., Ltd. 47,670 9,514 JPY 1,000 Disco Corp. 22,106 56,802 JPY 1,000 Fuyo General Lease Co. Ltd. 48,758 31,840 JPY 800 Don Quijote Company Ltd. 16,757 27,927 JPY 7,000 Gakken Holdings Co., Ltd. 19,858 14,978 JPY 1,000 Doshisha Co., Ltd. 20,756 28,070 JPY 20 Geo Corp. 17,342 22,543 DOUTOR • NICHIRES Holdings Co., Global One Real Estate Investment JPY 2,474 Ltd. 48,053 32,202 JPY 3 Trust 25,796 19,754 JPY 13,000 DOWA HOLDINGS CO. Ltd. 76,306 81,128 JPY 4,100 Glory Ltd. 87,495 86,472 JPY 2,100 DTS Corp. 19,904 26,853 JPY 3,000 Godo Steel Ltd. 19,983 6,801 JPY 3,100 Duskin Co., Ltd. 57,837 59,854 JPY 1,260 Goldcrest Co., Ltd. 35,432 19,498 JPY 300 Dydo Drinco Inc. 12,730 13,258 JPY 2,000 Goldwin Inc. 3,727 12,609 JPY 100 eAccess Ltd. 38,731 19,754 JPY 5,000 GS Yuasa Corp. 12,271 23,052 JPY 600 Earth Chemical Co., Ltd. 20,676 22,344 JPY 26,000 Gunma Bank Ltd. 162,784 124,176 JPY 3,600 East Japan Railway Co. 252,801 229,248 JPY 10,000 Gunze Ltd. 58,328 27,764 JPY 25,000 Ebara Corp. 85,805 97,112 JPY 7,000 H2O Retailing Corp. 71,431 71,054 JPY 4,600 EDION Corp. 50,533 23,317 JPY 19,000 Hachijuni Bank Ltd. 136,390 99,697 JPY 4,000 Ehime Bank Ltd. 19,143 11,106 JPY 1,410 Hakuhodo DY Holdings Inc. 95,713 94,278 JPY 1,700 Eiken Chemical Co., Ltd. 21,841 24,769 JPY 500 Hakuto Co., Ltd. 4,769 5,012 JPY 1,100 Eisai Co., Ltd. 50,213 48,893 JPY 1,400 Hamamatsu Photonics KK 38,778 47,875 JPY 900 Eizo Nanao Corp. 24,926 18,225 JPY 37,000 Hankyu Hanshin Holdings Inc. 168,289 189,435 JPY 1,600 Electric Power Development Co. Ltd. 62,189 42,548 JPY 5 Hankyu Reit Inc. 40,918 22,957 JPY 1,500 Enplas Corp. 15,738 39,679 JPY 11,000 Hanwa Co. Ltd. 44,847 42,309 JPY 1,000 ESPEC Corp. 14,649 9,768 JPY 10,000 Haseko Corp. 43,627 7,260 JPY 1,800 Exedy Corp. 50,363 39,362 JPY 2,300 Heiwa Corp. 30,902 43,441 JPY 4,000 Ezaki Glico Co., Ltd. 45,306 45,951 JPY 22,500 Heiwa Real Estate Co., Ltd. 77,131 52,727 JPY 1,500 F&A Aqua Holdings Inc. 19,300 17,136 JPY 1,500 Heiwado Co. Ltd. 29,826 20,728 JPY 234 Faith Inc. 19,241 25,958 JPY 2,000 Hibiya Engineering Ltd. 16,811 23,027 JPY 1,000 FamilyMart Co., Ltd. 30,591 46,359 JPY 11,000 Higashi-Nippon Bank Ltd. 33,244 24,096 JPY 2,000 Fancl Corp. 28,988 25,345 JPY 11,000 Higo Bank Ltd. 82,830 59,120 JPY 800 FANUC Corp. 78,266 131,945 JPY 1,400 Hikari Tsushin Inc. 40,222 62,674 JPY 400 Fast Retailing Co. Ltd. 47,006 80,899 JPY 12,000 Hino Motors Ltd. 61,582 87,267 JPY 1,300 FCC Co., Ltd. 20,196 21,987 JPY 400 Hirose Electric Co., Ltd. 46,643 39,940 JPY 7,500 FIDEA Holdings Co., Ltd. 19,062 14,710 JPY 42,000 Hiroshima Bank Ltd. 210,853 152,985 JPY 400 FP Corp. 12,717 25,166 JPY 300 HIS Co., Ltd. 6,069 10,820 JPY 7,000 France Bed Holdings Co. Ltd. 13,134 14,888 JPY 2,000 Hisaka Works Ltd. 33,795 19,359 JPY 6 Frontier Real Estate Investment Corp. 48,171 48,830 JPY 1,000 Hisamitsu Pharmaceutical Co. Inc. 27,631 49,925 JPY 700 Fuji Co. Ltd. 12,051 15,459 JPY 15,000 Hitachi Cable Ltd. 56,790 33,432 JPY 31,000 Fuji Electric Holdings Co., Ltd. 107,926 75,805 JPY 5,200 Hitachi Capital Corp. 82,719 87,751 JPY 2,400 Fuji Electronics Co., Ltd. 32,910 33,531 JPY 5,000 Hitachi Chemical Co., Ltd. 71,445 79,218 JPY 26,000 Fuji Heavy Industries Ltd. 128,093 210,602 Hitachi Construction Machinery Co. JPY 17 Fuji Media Holdings Inc. 28,437 29,554 JPY 2,400 Ltd. 40,344 45,269 JPY 2,600 Fuji Oil Co., Ltd. 32,537 34,438 JPY 3,800 Hitachi High-Technologies Corp. 85,201 94,422

The accompanying notes are an integral part of these financial statements. 100 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 3,200 Hitachi Koki Co. Ltd. 35,937 27,102 JPY 1,300 Itochu Techno-Science Corp. 41,819 63,495 JPY 4,000 Hitachi Kokusai Electric Inc. 35,993 31,687 JPY 500 Itochu-Shokuhin Co., Ltd. 18,499 18,887 JPY 19,000 Hitachi Ltd. 137,617 117,604 JPY 11,000 Itoham Foods Inc. 50,462 44,270 USD 5,700 Hitachi Ltd., ADR 404,710 356,297 JPY 5,500 Itoki Corp. 26,069 30,471 JPY 3,000 Hitachi Medical Corp. 25,375 42,182 JPY 800 Iwai Cosmo Holdings Inc. 6,471 3,383 JPY 5,000 Hitachi Metals Ltd. 36,937 60,050 JPY 7,000 Iwatani Corp. 23,896 27,637 JPY 2,500 Hitachi Transport System Ltd. 31,862 46,837 JPY 18,000 Iyo Bank Ltd. 172,854 145,343 JPY 49,500 Hitachi Zosen Corp. 67,026 61,152 JPY 1,100 Izumi Co., Ltd. 15,854 22,303 JPY 7,000 Hodogaya Chemical Co., Ltd. 22,197 20,951 JPY 2,000 Izumiya Co., Ltd. 17,723 10,138 JPY 1,000 Hogy Medical Co. Ltd. 46,840 46,295 JPY 28,400 J Front Retailing Co. Ltd. 138,511 144,319 JPY 2,300 Hokkaido Electric Power Co. 56,482 30,113 JPY 9,000 Jaccs Co., Ltd. 36,825 29,000 JPY 2,000 Hokkaido Gas Co., Ltd. 5,280 6,597 JPY 4,100 Jafco Co. Ltd. 113,514 79,997 JPY 18,000 Hokkoku Bank Ltd. 86,325 71,754 JPY 6,000 Janome Sewing Machine Co Ltd. 10,316 5,120 JPY 13,000 Hokuetsu Bank Ltd. 27,934 25,663 JPY 4,000 Japan Airport Terminal Co. Ltd. 43,024 49,263 JPY 6,500 Hokuetsu Paper Mills Ltd. 33,605 35,349 Japan Aviation Electronics Industry JPY 77,000 Hokuhoku Financial Group Inc. 202,336 126,506 JPY 2,000 Ltd. 20,789 17,601 JPY 1,900 Hokuriku Electric Power Co. 43,728 29,933 JPY 300 Japan Carlit Co., Ltd. 1,401 1,505 JPY 600 Hokuto Corp. 12,604 12,165 JPY 1,000 Japan Cash Machine Co. Ltd. 13,430 8,368 USD 20,100 Honda Motor Co. Ltd., ADR 687,628 709,241 JPY 2,100 Japan Digital Laboratory Co. Ltd. 24,738 22,600 JPY 10,300 Honda Motor Co., Ltd. 318,394 360,615 JPY 3 Japan Excellent, Inc. 22,207 15,149 JPY 1,900 Horiba Ltd. 44,687 67,175 JPY 3 Japan Logistics Fund Inc. 24,648 27,013 JPY 1,500 Hoshizaki Electric Co., Ltd. 33,022 38,399 JPY 1,000 Japan Petroleum Exploration Co. 57,386 38,335 JPY 2,700 Hosiden Corp. 33,300 17,331 JPY 18 Japan Prime Realty Investment Corp. 48,809 51,191 JPY 1,000 Hosokawa Micron Corp. 4,156 5,298 JPY 5,000 Japan Pulp & Paper Co. Ltd. 20,309 17,767 JPY 5,600 House Foods Corp. 95,835 96,498 JPY 634 Japan Radio Co., Ltd. 2,013 1,429 JPY 2,400 Hoya Corp. 82,682 53,399 JPY 6 Japan Real Estate Investment Corp. 63,348 55,784 JPY 1,000 Hulic Co., Ltd. 11,918 15,856 JPY 44 Japan Retail Fund Investment Corp. 62,496 70,720 JPY 14,222 Hyakugo Bank Ltd. 95,156 59,954 JPY 4,600 Japan Securities Finance Co. Ltd. 56,350 23,727 JPY 18,000 Hyakujushi Bank Ltd. 109,964 72,213 JPY 8,000 Japan Steel Works Ltd. 59,210 44,525 JPY 3,700 Ibiden Co. Ltd. 112,194 67,103 JPY 3,400 Japan Tobacco Inc. 95,873 102,193 JPY 1,000 IBJ Leasing Co. Ltd. 25,213 25,154 JPY 4,000 Japan Transcity Corp. 16,387 13,042 JPY 12 Ichigo Real Estate Investment Corp. 19,623 5,601 JPY 3,000 Japan Wool Textile Co. Ltd. 25,492 21,435 JPY 2,800 Ichiyoshi Securities Co. Ltd. 28,297 16,012 JPY 13,000 Jeol Ltd. 45,928 32,782 JPY 900 Icom Inc. 23,652 22,375 JPY 19,300 JFE Holdings Inc. 484,778 323,724 JPY 2,100 Idec Corp. 16,627 19,417 JPY 5,000 JFE Shoji Trade Corp. 24,703 22,352 JPY 1,100 Idemitsu Kosan Co., Ltd. 87,264 99,188 JPY 1,000 JGC Corp. 20,929 29,216 JPY 63,000 IHI Corp. 127,856 135,600 JPY 4,000 J-Oil Mills Inc. 15,049 12,227 JPY 800 Iida Home Max Co., Ltd. 5,338 7,326 JPY 2,000 Joshin Denki Co., Ltd. 13,909 20,378 JPY 6,200 Iino Kaiun Kaisha Ltd. 31,563 29,769 JPY 8,800 JS Group Corp. 175,302 187,952 JPY 1,000 Imasen Electric Industrial 14,979 14,901 JPY 1,700 JSP Corp. 15,772 24,877 JPY 350 Imperial Hotel Ltd. 17,024 10,734 JPY 4,300 JSR Corp. 66,757 75,192 JPY 1,800 Inaba Denki Sangyo Co. Ltd. 54,560 52,566 JPY 9,200 JTEKT Corp. 113,623 95,612 JPY 1,300 Inaba Seisakusho Co. Ltd. 16,386 18,014 JPY 4,000 Juki Corp. 17,670 6,776 JPY 3,600 Inabata & Co. Ltd. 23,183 22,833 JPY 17,000 Juroku Bank Ltd. 98,582 55,643 JPY 2,000 Inageya Co. Ltd. 17,503 23,587 JPY 9,070 JVC KENWOOD Holdings, Inc. 68,412 31,767 Industrial & Infrastructure Fund JPY 91,320 JX Holdings Inc. 613,552 474,524 JPY 3 Investment Corp. 17,869 19,639 JPY 800 kabu.com Securities Co., Ltd. 4,168 2,466 JPY 6,800 Ines Corp. 43,018 45,554 JPY 800 Kadokawa Group Holdings Inc. 25,497 22,201 JPY 2,700 Innotech Corp/Japan 13,451 13,480 JPY 800 Kaga Electronics Co. Ltd. 17,229 8,711 JPY 61 Inpex Holdings Inc. 392,269 345,330 JPY 1,100 Kagome Co. Ltd. 16,698 22,667 JPY 2,300 Inui Steamship Co., Ltd. 17,242 7,499 JPY 11,000 Kagoshima Bank Ltd. 94,596 67,386 JPY 7,000 Iseki & Co. Ltd. 23,661 18,098 JPY 30,000 Kajima Corp. 109,664 88,642 JPY 17,140 Isetan Misukoshi Holdings Ltd. 211,439 183,586 JPY 1,000 Kakaku.com Inc. 26,120 34,387 JPY 9,000 Ishihara Sangyo Kaisha Ltd. 16,832 8,024 JPY 2,000 Kaken Pharmaceutical Co. Ltd. 15,558 28,478 JPY 36,000 Isuzu Motors Ltd. 79,229 193,485 JPY 1,000 Kameda Seika Co., Ltd. 20,606 25,345 JPY 7,600 IT Holdings Corporation 92,406 91,567 JPY 3,000 Kamei Corp. 16,163 31,560 JPY 700 Ito En Ltd. 13,968 13,284 JPY 17,000 Kamigumi Co. Ltd. 144,998 137,052 JPY 54,000 ITOCHU Corp. 387,240 572,202 JPY 1,000 Kanagawa Chuo Kotsu Co., Ltd. 6,263 5,655 JPY 3,700 Itochu Enex Co Ltd 23,070 21,205 JPY 4,000 Kanamoto Co., Ltd. 20,614 45,442

The accompanying notes are an integral part of these financial statements. 101 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 5,000 Kandenko Co. Ltd. 35,219 23,816 JPY 20,000 Kurabo Industries Ltd. 40,426 35,406 JPY 18,458 Kaneka Corp. 163,241 103,200 JPY 13,500 Kuraray Co., Ltd. 142,652 176,406 JPY 11,000 Kanematsu Corp. 16,055 12,328 JPY 8,000 KUREHA Corp. 43,315 35,763 JPY 2,000 Kanematsu Electronics Ltd. 13,841 22,543 JPY 4,000 Kurimoto Ltd 6,816 11,106 JPY 10,000 Kansai Paint Co., Ltd. 76,496 108,383 JPY 1,100 Kurita Water Industries Ltd. 29,057 25,736 JPY 1,000 Kanto Natural Gas Development Ltd. 5,985 5,184 JPY 2,300 Kuroda Electric Co. Ltd. 22,023 26,539 JPY 2,000 Kao Corp. 58,166 55,885 JPY 600 Kyocera Corp. 51,231 52,192 JPY 3,400 Kasumi Co., Ltd. 17,115 23,730 USD 2,800 Kyocera Corp., ADR 260,166 245,888 JPY 900 Katakura Industries Co. Ltd. 15,863 8,173 JPY 6,000 Kyodo Printing Co., Ltd. 16,118 15,436 JPY 1,000 Kato Sangyo Co. Ltd. 13,604 20,339 JPY 900 Kyoei Steel Ltd. 23,569 16,620 JPY 4,000 Kato Works Co. Ltd. 16,361 20,581 JPY 3,000 Kyokuto Kaihatsu Kogyo Co., Ltd.. 16,576 27,930 JPY 21,000 Kawasaki Heavy Industries Ltd. 67,074 57,503 JPY 2,400 Kyokuto Securities Co., Ltd. 16,778 18,462 JPY 54,000 Kawasaki Kisen Kaisha Ltd. 221,734 106,600 JPY 8,000 Kyokuyo Co., Ltd. 17,831 19,257 JPY 10,000 Kayaba Industry Co., Ltd. 39,629 45,085 JPY 3,000 KYORIN Holdings Inc. 43,537 64,113 JPY 31 KDDI Corp. 204,244 202,540 JPY 900 Kyoritsu Maintenance Co. Ltd. 15,957 19,509 JPY 5,000 Keihan Electric Railway Co., Ltd. 24,639 24,198 Kyosan Electric Manufacturing Co., JPY 1,800 Keihanshin Real Estate Co., Ltd. 8,225 8,390 JPY 4,000 Ltd. 19,401 17,066 JPY 2,200 Keihin Corp. 43,369 32,754 JPY 5,300 Kyowa Exeo Corp. 57,032 54,676 Keihin Electric Express Railway Co. JPY 11,846 Kyowa Hakko Kogyo Co. Ltd. 115,385 123,261 JPY 10,000 Ltd. 70,602 92,336 JPY 3,000 Kyudenko Corp. 15,199 18,684 JPY 7,000 Keio Corp. 45,182 51,441 JPY 7,700 Kyushu Electric Power Co., Inc. 157,603 92,673 JPY 12,000 Keisei Electric Railway Co. Ltd. 73,251 102,703 JPY 800 Lawson Inc. 30,948 56,752 JPY 15,000 Keiyo Bank Ltd. 95,010 70,494 JPY 6,500 Leopalace21 Corp. 94,132 21,855 JPY 2,800 Keiyo Co., Ltd. 16,106 17,652 JPY 1,100 Life Corp. 17,230 26,562 JPY 170 Kenedix Inc. 59,041 24,617 JPY 2,200 Lintec Corp. 44,732 39,563 JPY 3 Kenedix Realty Investment Corp. 20,168 9,781 JPY 7,000 Lion Corp. 44,604 38,959 JPY 1,100 KEY Coffee Inc. 16,857 20,622 JPY 1,500 Mabuchi Motor Co., Ltd. 89,501 60,273 JPY 254 Keyence Corp. 55,525 63,469 JPY 500 Macnica Inc. 15,654 11,335 JPY 6,000 Kikkoman Corp. 76,599 75,193 JPY 7,000 Maeda Corp. 32,137 32,719 JPY 1,700 Kimoto Co., Ltd. 10,595 9,570 JPY 4,000 Maeda Road Construction Co., Ltd. 34,765 50,791 JPY 8,000 Kinden Corp. 80,081 52,982 JPY 1,000 Maezawa Kyuso Industries Co. Ltd. 18,445 13,424 JPY 13,000 Kinki Sharyo Co., Ltd. 66,229 47,352 JPY 7,000 Makino Milling Machine Co. Ltd. 41,387 42,793 JPY 18,000 Kintetsu Corp. 75,741 72,901 JPY 1,000 Makita Corp. 32,296 35,304 JPY 600 Kintetsu World Express Inc. 15,158 19,402 JPY 500 Mandom Corp. 12,464 12,882 JPY 5,000 Kirayaka Bank, Ltd. 13,341 6,050 JPY 500 Mars Engineering Corp. 12,507 11,106 JPY 20,420 Kirin Holdings Co., Ltd. 277,371 243,424 JPY 44,000 Marubeni Corp. 223,811 294,201 JPY 2,000 Kissei Pharmaceutical Co. Ltd. 47,187 36,094 JPY 16,000 Marudai Food Co., Ltd. 51,037 61,948 JPY 4,000 Kitagawa Iron Works Co., Ltd. 10,725 8,100 JPY 11,000 Maruha Nichiro Holdings Inc. 22,306 17,652 JPY 5,000 Kitz Corp. 19,604 21,524 JPY 15,500 Marui Group Co., Ltd. 157,395 119,432 JPY 39,000 Kiyo Holdings Inc. 58,522 57,121 JPY 3,200 Maruichi Steel Tube Ltd. 81,016 69,528 JPY 2,500 Koa Corp. 29,756 24,071 JPY 2,200 Marusan Securities Co. Ltd. 24,946 7,929 JPY 3,000 Koatsu Gas Kogyo Co. Ltd. 17,368 18,645 JPY 1,300 Maruwa Co Ltd/Aichi 31,759 44,223 JPY 400 Kobayashi Pharmaceutical Co. Ltd. 14,649 22,594 JPY 6,000 Maruzen Showa Unyu Co., Ltd. 22,104 19,104 JPY 123,000 Kobe Steel Ltd. 267,167 148,820 JPY 1,200 Matsui Securities Co. Ltd. 12,216 7,046 JPY 1,200 Kohnan Shoji Co. Ltd. 18,086 16,032 JPY 2,200 Matsumotokiyoshi Holdings Co., Ltd. 56,794 49,482 JPY 4,000 Koito Manufacturing Co., Ltd. 55,628 56,395 JPY 1,300 Matsuya Foods Co. Ltd. 16,716 24,819 JPY 3,900 Kokuyo Co., Ltd. 50,401 29,405 JPY 4,000 Max Co. Ltd. 52,826 47,938 JPY 3,600 Komatsu Ltd. 85,705 86,105 JPY 1,000 Maxvalu Tokai Co. Ltd. 20,844 13,971 JPY 2,000 Komeri Co. Ltd. 63,010 53,185 JPY 87,000 Mazda Motor Corp. 195,599 117,451 JPY 3,500 Komori Corp. 68,920 24,650 JPY 9,100 Mediceo Paltac Holdings Co. Ltd. 122,639 130,269 JPY 900 Konaka Co. Ltd. 12,527 10,202 JPY 2,300 Megmilk Snow Brand Co Ltd 39,567 41,010 JPY 900 Konami Corp. 22,255 20,529 JPY 3,000 Meidensha Corp. 12,550 11,386 JPY 26,500 Konica Minolta Holdings Inc. 239,601 209,927 JPY 3,036 MEIJI Holdings Co., Ltd. 142,868 141,132 JPY 2,000 Kose Corp. 52,220 48,015 JPY 400 Meitec Corp. 15,792 8,579 JPY 6,000 Krosaki Harima Corp. 21,566 14,595 JPY 600 Meito Sangyo Co. Ltd. 12,682 7,787 JPY 200 KRS Corp. 1,867 2,231 JPY 3,300 Meiwa Estate Co. Ltd. 25,665 17,568 JPY 1,920 K’s Holdings Corp. 40,692 56,780 JPY 1,000 Melco Holdings Inc. 18,759 22,071 USD 3,400 Kubota Corp., ADR 142,698 159,327 JPY 4,000 Michinoku Bank Ltd. 14,275 8,049 JPY 7,000 Kumiai Chemical Industry Co. Ltd. 25,205 30,044 JPY 30 MID Reit Inc. 72,733 77,065

The accompanying notes are an integral part of these financial statements. 102 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 2,000 Mikuni Coca-Cola Bottling Co., Ltd. 21,744 17,550 JPY 13,000 Morinaga & Co. Ltd. 34,821 29,802 Mimasu Semiconductor Industry Co. JPY 14,000 Morinaga Milk Industry Co., Ltd. 58,404 54,204 JPY 1,500 Ltd. 18,915 13,067 JPY 2,000 Morita Corp. 13,663 13,882 JPY 16,000 Minato Bank Ltd. 27,220 27,713 JPY 1,000 MOS Food Services Inc. 13,966 19,830 JPY 15,000 Minebea Co., Ltd. 73,982 59,795 JPY 3,100 Mr Max Corp. 16,819 12,831 JPY 1,000 Ministop Co., Ltd. 16,501 17,639 JPY 4,300 Murata Manufacturing Co., Ltd. 239,406 227,547 JPY 1,000 Miraca Holdings Inc. 26,578 41,965 JPY 1,500 Musashi Seimitsu Industry Co., Ltd. 35,201 28,981 JPY 4,310 Mirait Holdings Corp. 37,773 31,124 JPY 1,900 Musashino Bank Ltd. 84,313 56,576 JPY 900 MISUMI Group Inc. 14,007 21,400 JPY 3,000 Nabtesco Corp. 24,757 67,131 JPY 1,000 Mitani Corp. 12,479 12,430 JPY 4,000 Nachi-Fujikoshi Corp. 15,485 17,066 JPY 5,000 Mito Securities Co. Ltd. 17,433 11,399 JPY 7,000 Nagano Bank Ltd. 16,252 14,264 JPY 3,000 Mitsuba Corp. 20,205 21,244 JPY 8,000 Nagase & Co., Ltd. 98,714 100,461 JPY 60,500 Mitsubishi Chemical Holdings Corp. 339,202 268,143 JPY 20,000 Nagoya Railroad Co. Ltd. 67,058 55,529 JPY 53,200 Mitsubishi Corp. 1,112,652 1,081,376 JPY 4,000 Nakamuraya Co., Ltd. 22,316 18,951 JPY 30,000 Mitsubishi Electric Corp. 182,256 252,172 JPY 4,000 Nakayama Steel Works Ltd. 14,709 2,649 JPY 5,000 Mitsubishi Estate Co., Ltd. 98,589 90,298 JPY 7,600 Namco Bandai Holdings Inc. 99,714 105,118 JPY 22,000 Mitsubishi Gas Chemical Co. Inc. 134,919 125,806 JPY 13,000 Nankai Electric Railway Co., Ltd. 58,965 58,777 JPY 124,000 NEC Corp. 465,566 194,249 JPY 104,000 Mitsubishi Heavy Industries Ltd. 428,458 426,502 JPY 11,300 NEC Electronics Corp 112,435 44,038 JPY 6,000 Mitsubishi Kakoki Kaisha Ltd. 14,594 10,775 JPY 800 NEC Fielding Ltd. 15,906 10,138 JPY 7,000 Mitsubishi Logistics Corp. 99,087 74,620 JPY 1,000 NEC Leasing Ltd. 22,309 12,647 JPY 57,000 Mitsubishi Materials Corp. 207,599 165,517 JPY 1,000 NEC Mobiling Ltd. 15,632 40,118 JPY 48,000 Mitsubishi Motors Corp. 88,308 48,295 NEC Networks & System Integration JPY 7,000 Mitsubishi Paper Mills Ltd. 14,003 6,954 JPY 1,000 Corp. 15,675 16,047 JPY 1,000 Mitsubishi Pencil Co. Ltd. 17,430 17,512 JPY 2,000 NET One Systems Co. Ltd. 23,647 26,924 Mitsubishi Steel Manufacturing Co., JPY 2,000 Neturen Co., Ltd. 22,017 16,073 JPY 33,000 Ltd. 92,445 84,057 JPY 6,000 NGK Insulators Ltd. 89,748 66,635 JPY 10,400 Mitsubishi Tanabe Pharma Corp. 135,384 151,660 JPY 8,000 NGK Spark Plug Co., Ltd. 112,776 106,473 JPY 300,970 Mitsubishi UFJ Financial Group Inc. 2,195,826 1,445,096 JPY 4,000 NHK Spring Co., Ltd. 23,769 43,353 Mitsubishi UFJ Financial Group Inc., JPY 2,000 Nichia Steel Works Ltd. 5,709 5,247 USD 202,948 ADR 1,209,881 975,205 JPY 7,000 Nichias Corp. 18,736 36,374 Mitsubishi UFJ Lease & Finance Co. JPY 2,640 Ltd. 103,911 110,451 JPY 3,200 Nichicon Corp. 46,297 31,259 JPY 2,000 Mitsuboshi Belting Co., Ltd. 12,429 9,552 JPY 400 Nichiden Corp. 12,585 11,208 JPY 15,100 Mitsui & Co. Ltd. 223,398 225,776 JPY 800 Nichiha Corp. 12,835 8,966 USD 318 Mitsui & Co. Ltd., ADR 118,012 96,947 JPY 2,600 Nichii Gakkan Co. 17,556 24,438 JPY 44,000 Mitsui Chemicals Inc. 222,344 110,395 JPY 18,000 Nichirei Corp. 79,050 89,636 Mitsui Engineering & Shipbuilding JPY 600 Nidec Copal Corp. 8,587 6,029 JPY 48,000 Co., Ltd. 94,167 69,080 JPY 200 Nidec Corp. 16,542 15,309 JPY 16,000 Mitsui Fudosan Co., Ltd. 295,996 310,758 USD 1,300 Nidec Corp., ADR 29,028 25,331 JPY 3,600 Mitsui High-Tec Inc. 22,580 19,486 JPY 2,000 Nidec Sankyo Corp. 16,963 10,393 JPY 2,000 Mitsui Home Co., Ltd. 13,500 10,978 JPY 2,100 Nifco Inc. 42,264 51,298 JPY 74 Mitsui Knowledge Industry Co. Ltd. 15,456 13,053 JPY 300 Nihon Dempa Kogyo Co. Ltd. 15,782 3,714 JPY 30,000 Mitsui Mining & Smelting Co., Ltd. 122,480 65,718 JPY 900 Nihon Eslead Corp. 13,216 7,771 JPY 53,000 Mitsui OSK Lines Ltd. 306,812 191,027 JPY 2,200 Nihon Kohden Corp. 36,676 67,834 JPY 4,000 Mitsui Sugar Co. Ltd. 17,763 13,093 JPY 14,000 Nihon Nohyaku Co., Ltd. 76,361 61,515 Mitsui Sumitomo Insurance Group JPY 3,000 Nihon Parkerizing Co. Ltd. 41,873 46,919 JPY 22,528 Holdings, Inc. 773,052 396,805 JPY 150 Nihon Trim Co., Ltd. 3,074 3,783 JPY 13,000 Mitsui-Soko Co. Ltd. 53,995 48,015 JPY 2,900 Nihon Unisys Ltd. 36,837 21,533 JPY 3,800 Mitsumi Electric Co., Ltd. 65,608 27,005 JPY 8,000 Nihon Yamamura Glass Co., Ltd. 17,166 17,932 JPY 600 Mitsuuroko Co. Ltd. 4,246 4,104 JPY 1,000 Nikkiso Co. Ltd. 8,973 10,622 JPY 1,400 Miura Co., Ltd. 37,483 37,676 JPY 4,000 Nikon Corp. 87,470 122,367 JPY 844,960 Mizuho Financial Group Inc. 2,018,699 1,420,503 JPY 1,000 Nintendo Co., Ltd. 138,140 117,808 JPY 6,000 Mizuno Corp. 34,924 32,477 JPY 4,000 Nippo Corp. 29,506 44,882 JPY 2,000 Mochida Pharmaceutical Co Ltd. 22,979 23,332 JPY 5 Nippon Accommodations Fund Inc. 26,208 32,795 JPY 600 Modec Inc. 14,681 11,722 Nippon Beet Sugar Manufacturing Co. JPY 121 Monex Group Inc. 28,261 19,987 JPY 7,000 Ltd. 17,561 15,423 JPY 2 Mori Hills REIT Investment Corp. 7,938 8,762 JPY 11 Nippon Building Fund Inc. 135,972 108,014 JPY 5,300 Mori Seiki Co., Ltd. 67,991 46,305 JPY 3,000 Nippon Carbon Co Ltd. 12,535 7,412 JPY 4 Mori Trust Sogo Reit Inc. 41,291 35,508 JPY 400 Nippon Ceramic Co., Ltd. 5,334 6,526

The accompanying notes are an integral part of these financial statements. 103 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 7,000 Nippon Chemical Industrial Co. Ltd. 16,166 10,698 JPY 1,600 Nissin Kogyo Co. Ltd. 31,089 22,130 JPY 13,000 Nippon Chemi-Con Corp. 54,997 37,418 JPY 600 Nissin Sugar Holdings Co., Ltd. 13,044 11,661 JPY 16,500 Nippon Coke & Engineering Co., Ltd. 24,657 21,855 JPY 400 Nitori Holdings Co., Ltd. 33,495 38,412 JPY 3,000 Nippon Denko Co., Ltd. 21,566 11,462 JPY 2,600 Nitta Corp. 44,220 40,928 JPY 3,000 Nippon Densetsu Kogyo Co. Ltd. 28,160 30,452 JPY 8,000 Nittetsu Mining Co., Ltd. 39,370 32,400 JPY 5,000 Nippon Denwa Shisetsu Co. Ltd. 14,790 15,474 JPY 5,000 Nitto Boseki Co. Ltd. 14,802 15,729 JPY 25,000 Nippon Electric Glass Co. Ltd. 206,113 149,648 JPY 2,000 Nitto Denko Corp. 54,012 85,968 JPY 41,000 Nippon Express Co., Ltd. 205,627 171,273 JPY 600 Nitto Kogyo Corp. 10,356 10,255 JPY 1,000 Nippon Filcon Co. Ltd. 11,546 5,145 JPY 400 Nitto Kohki Co., Ltd. 8,239 8,304 JPY 8,000 Nippon Flour Mills Co. Ltd. 41,192 35,661 JPY 15,450 NKSJ Holdings Inc. 545,263 331,165 JPY 2,000 Nippon Gas Co. Ltd. 19,617 25,625 JPY 1,600 Noevir Holdings Co., Ltd. 17,970 19,175 JPY 2,000 Nippon Hume Corp. 6,369 8,660 JPY 9,000 NOF Corp. 35,011 45,391 JPY 1,100 Nippon Kanzai Co., Ltd. 18,515 20,300 JPY 2,000 Nohmi Bosai Ltd. 12,682 13,220 JPY 7,000 Nippon Kayaku Co. Ltd. 53,135 66,418 JPY 4,800 NOK Corp. 78,653 102,825 JPY 5,000 Nippon Koei Co., Ltd. 16,055 18,021 JPY 4,000 Nomura Co. Ltd. 14,615 12,634 JPY 3,000 Nippon Konpo Unyu Soko Co. Ltd. 38,087 38,475 JPY 134,700 Nomura Holdings Inc. 941,814 504,367 JPY 28,000 Nippon Light Metal Co. Ltd. 54,152 36,374 JPY 3,600 Nomura Real Estate Holdings Inc. 70,450 66,161 JPY 8,000 Nippon Meat Packers Inc. 106,457 107,186 JPY 7 Nomura Real Estate Office Fund Inc. 55,799 39,895 JPY 6,000 Nippon Metal Industry Co., Ltd. 17,947 4,661 Nomura Real Estate Residential JPY 11,000 Nippon Paint Co. Ltd. 62,695 90,502 JPY 12 Fund Inc. 66,182 62,508 JPY 6,946 Nippon Paper Group Inc. 197,987 111,730 JPY 1,000 Nomura Research Institute Ltd. 29,373 22,250 JPY 21,000 Nippon Piston Ring Co., Ltd. 29,841 42,525 JPY 4,000 Noritake Co. Ltd. 22,881 10,596 JPY 3,000 Nippon Seiki Co. Ltd. 46,784 30,987 JPY 1,300 Noritsu Koki Co. Ltd. 18,412 6,258 JPY 3,000 Nippon Seisen Co., Ltd. 15,723 14,137 JPY 1,500 Noritz Corp. 29,083 28,885 JPY 3,000 Nippon Sharyo Ltd. 5,763 10,507 USD 14,100 Normura Holdings Inc., ADR 159,655 52,681 JPY 58,000 Nippon Sheet Glass Co., Ltd. 208,082 63,527 JPY 1,300 NS Solutions Corp. 17,697 22,434 JPY 4,000 Nippon Shinyaku Co. Ltd. 48,642 50,944 JPY 9,000 NS United Kaiun Kaisha Ltd. 27,266 13,067 JPY 7,000 Nippon Shokubai Co., Ltd. 64,548 85,497 JPY 1,300 NSD Co. Ltd. 16,659 10,778 JPY 3,400 Nippon Signal Co. Ltd. 16,868 22,431 JPY 10,000 NSK Ltd. 49,877 64,953 JPY 15,000 Nippon Soda Co. Ltd. 72,750 60,560 JPY 35,000 NTN Corp. 157,556 110,548 JPY 206,000 Nippon Steel Corp. 581,312 467,003 JPY 9 NTT Data Corp. 35,320 27,877 JPY 3,000 Nippon Steel Trading Co. Ltd. 11,540 8,559 JPY 184 NTT DoCoMo Inc. 307,737 310,972 JPY 8,800 Nippon Suisan Kaisha Ltd. 33,543 24,209 USD 12,800 NTT DoCoMo Inc., ADR 206,641 216,967 JPY 800 Nippon Telegraph & Telephone Corp. 42,073 37,698 JPY 37 NTT Urban Development Corp. 27,679 30,065 Nippon Telegraph & Telephone JPY 35,000 Obayashi Corp. 213,653 155,570 USD 9,300 Corp., ADR 226,238 218,992 JPY 400 OBIC Business Consultants Ltd. 21,856 21,804 JPY 190 Nippon Television Network Corp. 27,398 29,232 JPY 250 Obic Co. Ltd. 51,382 48,588 JPY 4,000 Nippon Thompson Co. Ltd. 32,079 19,206 JPY 12,000 Odakyu Electric Railway Co. Ltd. 88,873 120,890 JPY 2,000 Nippon Valqua Industries Ltd. 5,618 5,553 JPY 18,000 Ogaki Kyoritsu Bank Ltd. 88,658 61,438 JPY 8,000 Nippon Yakin Kogyo Co. Ltd. 31,282 11,513 JPY 1,400 Oiles Corp. 18,660 29,028 JPY 75,000 Nippon Yusen KK 361,316 198,681 JPY 9,000 Oita Bank Ltd. 60,382 29,802 JPY 6,000 Nipro Corp. 54,422 38,284 JPY 37,000 OJI Paper Co., Ltd. 193,665 143,254 JPY 25,000 Nishimatsu Construction Co., Ltd. 70,744 48,078 JPY 3,000 Okabe Co., Ltd. 16,285 18,111 JPY 2,000 Nishimatsuya Chain Co., Ltd. 22,255 16,786 JPY 5,000 Okamoto Industries Inc. 19,118 19,295 JPY 59,652 Nishi-Nippon City Bank Ltd. 196,691 145,867 JPY 2,000 Okamura Corp. 25,358 15,232 JPY 6,000 Nishi-Nippon Railroad Co., Ltd. 25,355 27,204 JPY 11,000 Okasan Securities Group Inc. 79,886 43,570 JPY 6,300 Nissan Chemical Industries Ltd. 67,816 61,943 JPY 32,000 Oki Electric Industry Co. Ltd. 67,575 51,759 JPY 52,300 Nissan Motor Co., Ltd. 513,471 498,236 JPY 320 Okinawa Electric Power Co. Inc. 21,675 10,515 JPY 5,000 Nissan Shatai Co. Ltd. 38,425 53,809 JPY 24,000 OKK Corp. 31,884 32,400 JPY 1,700 Nissen Co. Ltd. 13,638 8,206 JPY 8,000 OKUMA Corp. 53,735 54,306 JPY 1,000 Nissha Printing Co. Ltd. 27,721 11,297 JPY 9,000 Okumura Corp. 41,269 32,782 JPY 3,700 Nisshin Fudosan Co. 25,984 23,185 JPY 1,000 Okuwa Co., Ltd. 13,656 13,373 JPY 10,000 Nisshin Oillio Group Ltd. 55,450 42,793 JPY 3,000 Olympus Corp. 67,670 49,021 JPY 12,000 Nisshin Seifun Group Inc. 147,710 141,981 JPY 5,400 Omron Corp. 108,517 114,715 JPY 66,000 Nisshin Steel Co., Ltd. 162,325 92,463 JPY 1,500 Ono Pharmaceutical Co., Ltd. 84,422 94,947 JPY 13,000 Nisshinbo Holdings Inc. 134,038 100,334 JPY 1,100 Onoken Co. Ltd. 14,440 8,952 JPY 2,000 Nissin Corp. 5,529 5,731 JPY 7,000 Onward Holdings Co., Ltd. 88,532 53,580 JPY 2,000 Nissin Electric Co. Ltd. 8,320 13,424 JPY 400 Oracle Corp. Japan 17,351 17,423 JPY 800 Nissin Food Products Co. Ltd. 27,782 30,872 JPY 3,000 Organo Corp. 21,728 19,371

The accompanying notes are an integral part of these financial statements. 104 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 2,500 Orient Corp. 11,600 3,248 JPY 2,300 Ryosan Co. Ltd. 58,262 45,667 JPY 600 Oriental Land Co. Ltd. 38,228 69,691 JPY 700 Ryoshoku Ltd. 23,001 17,973 JPY 3,000 Origin Electric Co., Ltd. 10,634 11,692 JPY 1,900 Ryoyo Electro Corp. 16,436 19,649 JPY 920 ORIX Corp. 101,761 86,355 JPY 1,000 S Foods Inc. 10,688 8,953 USD 6,380 ORIX Corp., ADR 214,010 301,895 JPY 8,000 Sagami Railway Co., Ltd. 31,698 26,898 JPY 8 Orix JREIT Inc. 53,709 36,476 JPY 8,000 Saibu Gas Co. Ltd. 23,467 21,193 JPY 20,000 Osaka Gas Co., Ltd. 78,899 85,076 JPY 2,900 Saizeriya Co. Ltd. 43,201 46,574 JPY 900 Osaka Organic Chemical Industry Ltd. 5,603 4,665 JPY 18,000 Sakai Chemical Industry Co., Ltd. 83,112 61,209 JPY 600 Osaka Steel Co. Ltd. 11,676 10,950 JPY 4,000 Sakata INX Corp. 17,319 19,512 JPY 5,000 Osaki Electric Co., Ltd. 41,716 43,239 JPY 1,300 Sakata Seed Corp. 18,642 17,815 JPY 2,100 OSG Corp. 29,077 30,436 JPY 3,000 Sala Corp. 19,831 19,486 JPY 200 Otsuka Corp. 28,390 17,295 JPY 600 San-A Co., Ltd. 25,497 23,116 JPY 200 Otsuka Holdings Co., Ltd. 6,052 6,220 JPY 2,000 San-Ai Oil Co., Ltd. 10,476 9,093 JPY 1,600 Oyo Corp. 16,006 18,116 JPY 3,000 Sanden Corp. 13,862 10,622 JPY 4,000 Pacific Industrial Co. Ltd. 15,927 24,300 JPY 2,500 Sangetsu Co., Ltd. 57,902 62,597 JPY 8,000 Pacific Metals Co. Ltd. 56,427 33,114 JPY 3,000 Sanken Electric Company, Ltd. 41,153 11,844 JPY 800 Pal Co., Ltd. 16,277 38,819 JPY 3,000 Sanki Engineering Co., Ltd. 18,606 16,620 JPY 1,650 Paltac Corp. 21,308 23,137 JPY 2,200 Sankyo Co. Ltd. 107,769 108,714 JPY 4,000 PanaHome Corp. 27,229 25,421 JPY 15,000 Sankyo-Tateyama Holdings Inc. 28,663 24,453 JPY 58,200 Panasonic Corp. 642,603 475,872 JPY 13,000 Sankyu Inc. 63,155 46,856 USD 28,900 Panasonic Corp., ADR 576,823 238,315 JPY 2,600 Sanoh Industrial Co. Ltd. 15,362 21,623 JPY 600 Paramount Bed Holdings Co., Ltd. 12,258 18,722 JPY 1,000 Sanrio Co., Ltd. 42,664 36,896 JPY 3,800 Parco Co., Ltd. 43,734 38,330 JPY 1,700 Sanshin Electronics Co., Ltd. 16,366 12,255 JPY 700 Paris Miki Inc. 15,543 4,270 JPY 1,100 Santen Pharmaceutical Co., Ltd. 31,678 45,671 JPY 1,400 Park24 Co., Ltd. 13,170 20,933 JPY 11,000 Sanwa Shutter Corp. 53,294 48,053 JPY 7,500 Penta-Ocean Construction Co. Ltd. 25,945 20,919 JPY 3,000 Sanyo Chemical Industries Ltd. 21,969 19,333 JPY 10 Pilot Corp. 16,853 18,786 JPY 3,000 Sanyo Denki Co., Ltd. 13,083 19,333 JPY 800 Piolax Inc. 15,776 18,554 JPY 4,000 Sanyo Shokai Ltd. 18,302 13,042 JPY 6,400 Pioneer Corp. 76,796 22,741 JPY 7,000 Sanyo Special Steel Co., Ltd. 35,852 30,579 JPY 1,200 Plenus Co., Ltd. 19,910 23,322 JPY 30,200 Sapporo Hokuyo Holdings Inc. 194,436 94,618 JPY 2,000 Pocket Card Co. Ltd. 13,491 9,017 JPY 17,000 Sapporo Holdings Ltd. 66,735 55,427 JPY 300 Point Inc. 21,048 10,480 JPY 8,000 Sasebo Heavy Industries Co., Ltd. 15,269 9,272 JPY 3 Premier Investment Co. 20,798 10,694 JPY 3,700 Sato Corp. 47,550 55,417 JPY 3,000 Press Kogyo Co. Ltd. 14,767 15,398 JPY 300 Sawai Pharmaceutical Co., Ltd. 18,253 32,782 JPY 14,000 Prima Meat Packers Ltd. 17,319 25,497 JPY 1,659 SBI Holdings Inc. 222,627 123,605 JPY 4,500 QP Corp. 52,751 69,290 JPY 1,400 Secom Co., Ltd. 78,637 64,992 JPY 6,900 Raito Kogyo Co., Ltd. 15,414 32,076 JPY 3,800 Sega Sammy Holdings Inc. 75,678 78,354 JPY 10,000 Rengo Co. Ltd. 64,851 63,043 JPY 7,000 Seika Corp. 18,189 20,059 JPY 8,300 Renown Inc. 20,964 14,482 JPY 2,400 Seikagaku Corp. 33,251 23,781 JPY 59,000 Resona Holdings Inc. 323,557 245,715 JPY 9,400 Seiko Epson Corp. 180,424 95,655 JPY 2,200 Resorttrust Inc. 37,103 37,125 JPY 2,000 Seiko Holdings Corp. 16,394 6,343 JPY 3,000 Rheon Automatic Machinery Co Ltd 8,092 7,260 JPY 11,000 Seino Holdings Corp. 88,767 74,391 JPY 7,000 Rhythm Watch Co., Ltd. 13,337 11,322 JPY 3,300 Seiren Co. Ltd. 21,584 23,872 JPY 30,000 Ricoh Co., Ltd. 483,104 254,083 JPY 17,000 Sekisui Chemical Co., Ltd. 131,638 159,786 JPY 800 Ricoh Leasing Co. Ltd. 18,759 18,207 JPY 30,000 Sekisui House Ltd. 342,737 285,795 JPY 600 Right On Co. Ltd. 13,515 5,105 JPY 13 Sekisui House SI Investment Co. 44,973 56,045 JPY 3,000 Riken Corp. 16,088 12,188 JPY 2,000 Sekisui Jushi Corp. 16,387 21,014 JPY 1,000 Riken Vitamin Co. Ltd. 34,874 29,038 JPY 6,000 Sekisui Plastics Co., Ltd. 16,176 21,549 JPY 1,000 Rinnai Corp. 31,545 69,666 JPY 3,000 Senko Co. Ltd. 10,430 13,335 JPY 1,400 Riso Kagaku Corp. 23,548 24,749 JPY 18,300 Senshu Ikeda Holdings Inc. 44,020 24,938 JPY 600 Rock Field Co., Ltd. 8,812 11,478 JPY 1,000 Senshukai Co., Ltd. 12,207 6,534 JPY 5,300 Rohm Co. Ltd. 385,003 205,540 JPY 17,100 Seven & I Holdings Co. Ltd. 470,815 522,031 JPY 2,000 Rohto Pharmaceutical Co. Ltd. 23,616 26,109 JPY 51,000 Sharp Corp/Japan 532,318 260,463 JPY 2,000 Roland Corp. 30,479 16,939 Shenzhou International Group JPY 12,100 Round One Corp. 91,888 65,341 JPY 36,000 Holdings Ltd. 37,895 63,209 JPY 3,200 Royal Holdings Co., Ltd. 37,876 38,269 JPY 3,000 Shibusawa Warehouse Co. Ltd. 17,186 8,902 JPY 8,000 Ryobi Ltd. 42,139 25,676 JPY 2,000 Shibuya Kogyo Co., Ltd. 18,580 21,702 JPY 3,000 Ryoden Trading Co. Ltd. 19,156 18,302 JPY 13,842 Shiga Bank Ltd. 99,482 76,687 JPY 500 Ryohin Keikaku Co., Ltd. 22,225 27,542 JPY 9,000 Shikibo Ltd. 22,899 11,004

The accompanying notes are an integral part of these financial statements. 105 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 13,000 Shikoku Bank Ltd. 55,983 34,769 JPY 10,000 Sumitomo Bakelite Co., Ltd. 68,180 47,250 JPY 4,000 Shikoku Chemicals Corp. 18,501 23,129 JPY 52,000 Sumitomo Chemical Co., Ltd. 287,772 160,932 JPY 2,200 Shikoku Electric Power Co., Inc. 68,927 47,352 JPY 41,600 Sumitomo Corp. 515,631 586,507 JPY 1,300 Shima Seiki Manufacturing Ltd. 33,306 20,580 JPY 27,600 Sumitomo Electric Industries Ltd. 326,981 345,537 JPY 3,000 Shimachu Co., Ltd. 86,872 66,558 JPY 9,700 Sumitomo Forestry Co. Ltd. 96,459 87,960 JPY 8,000 Shimadzu Corporation 58,545 69,793 JPY 25,000 Sumitomo Heavy Industries Ltd. 135,048 113,032 JPY 200 Shimamura Co. Ltd. 20,440 23,409 JPY 19,000 Sumitomo Light Metal Industries Ltd. 26,057 20,085 JPY 600 Shimano Inc. 18,670 39,583 JPY 76,000 Sumitomo Metal Industries Ltd. 193,215 125,831 JPY 400 Shimizu Bank Ltd. 16,991 11,473 JPY 17,000 Sumitomo Metal Mining Co. Ltd. 252,047 192,912 JPY 24,000 Shimizu Corp. 122,347 84,057 JPY 53,702 Sumitomo Mitsui Financial Group Inc. 2,211,376 1,785,786 Shin Nippon Air Technologies Co. JPY 26,000 Sumitomo Osaka Cement Co., Ltd. 69,710 86,757 JPY 1,600 Ltd. 14,711 9,476 JPY 100 Sumitomo Pipe & Tube Co., Ltd. 666 907 JPY 5,000 Shinagawa Refractories Co. Ltd. 14,289 11,844 JPY 200 Sumitomo Real Estate Sales Co. Ltd. 17,441 9,807 Shindengen Electric Manufacturing Sumitomo Realty & Development Co., JPY 7,000 Co., Ltd. 19,617 23,982 JPY 2,000 Ltd. 52,157 49,339 JPY 7,500 Shin-Etsu Chemical Co., Ltd. 367,973 416,466 JPY 9,000 Sumitomo Rubber Industries Ltd. 96,351 117,833 JPY 7,300 Shin-Etsu Polymer Co. Ltd. 49,615 34,121 JPY 4,000 Sumitomo Seika Chemicals Co., Ltd. 16,949 15,996 JPY 600 Shinkawa Ltd. 13,173 2,950 JPY 8,000 Sumitomo Warehouse Co. Ltd. 54,493 38,514 JPY 3,800 Shinko Electric Industries Co. Ltd. 38,900 30,393 JPY 1,100 Sunx Ltd. 12,080 5,128 JPY 9,000 Shinko Plantech Co., Ltd. 76,724 78,976 JPY 15,000 Suruga Bank Ltd. 146,927 155,315 JPY 1,900 Shinko Shoji Co., Ltd. 16,770 15,535 JPY 3,700 Suzuken Co. Ltd. 123,109 126,478 JPY 4,000 Shinmaywa Industries Ltd. 21,989 20,021 JPY 7,700 Suzuki Motor Corp. 147,065 158,869 JPY 79,000 Shinsei Bank Ltd. 162,117 95,583 JPY 11,000 SWCC Showa Holdings Co. Ltd. 15,442 9,947 JPY 5,500 Shionogi & Co. Ltd. 81,442 75,582 JPY 1,900 T Hasegawa Co. Ltd. 34,801 24,319 JPY 2,600 Ship Healthcare Holdings Inc. 18,727 63,379 JPY 7,000 T RAD Co., Ltd. 33,144 24,606 JPY 2,000 Shiseido Co., Ltd. 38,203 31,942 JPY 22,300 T&D Holdings Inc. 254,873 239,422 JPY 4,500 Shizuoka Gas Co. Ltd. 30,135 30,375 JPY 1,000 Tachi-S Co., Ltd. 10,901 18,747 JPY 1,100 SHO-BOND Holdings Co. Ltd. 12,779 32,376 JPY 14 Tact Home Co., Ltd. 9,811 12,356 JPY 2,000 Shochiku Co., Ltd. 18,239 19,919 JPY 7,000 Tadano Ltd. 51,563 52,332 JPY 4,150 Shoei Co. Ltd. 44,595 23,044 JPY 2,000 Taihei Dengyo Kaisha Ltd. 16,038 13,780 JPY 2,000 Showa Aircraft Industry Co., Ltd. 16,687 11,055 JPY 5,000 Taihei Kogyo Co., Ltd. 22,389 24,389 JPY 8,300 Showa Corp. 64,534 71,776 JPY 45,000 Taiheiyo Cement Corp. 138,157 103,735 JPY 63,000 Showa Denko KK 148,408 123,564 JPY 800 Taiho Kogyo Co. Ltd. 11,428 10,168 JPY 5,000 Showa Sangyo Co. Ltd. 12,439 16,429 JPY 1,000 Taikisha Ltd. 18,550 21,129 JPY 12,200 Showa Shell Sekiyu KK 114,747 75,514 JPY 57,800 Taisei Corp. 192,685 156,798 JPY 5,000 Sinanen Co. Ltd. 24,857 21,396 Taisho Pharmaceutical Holdings Co., JPY 7,000 Sinfonia Technology Co., Ltd. 21,482 14,353 JPY 900 Ltd. 67,166 76,913 JPY 5,800 Sintokogio Ltd. 51,929 58,726 JPY 16,000 Taiyo Nippon Sanso Corp. 111,989 94,144 JPY 129 Sky Perfect Jsat Corp. 56,964 58,653 JPY 6,000 Taiyo Yuden Co., Ltd. 54,847 59,146 JPY 900 SMC Corp. 117,070 157,149 JPY 500 Takachiho Electric Co., Ltd. 5,684 6,903 JPY 8,000 SMK Corp. 41,218 26,593 JPY 200 Takachiho Koheki Co Ltd 2,021 2,236 JPY 2,000 Sodick Co. Ltd. 15,653 10,724 JPY 600 Takamatsu Corp. 14,767 10,461 JPY 3,500 Softbank Corp. 85,827 131,633 JPY 10,000 Takara Holdings Inc. 61,695 65,208 JPY 3,600 Sohgo Security Services Co. Ltd. 56,603 49,380 JPY 6,000 Takara Standard Co. Ltd. 37,917 46,767 JPY 81,100 Sojitz Corp. 218,732 134,275 JPY 3,000 Takasago International Corp. 17,397 15,130 JPY 3 So-Net Entertainment Corp. 6,673 12,036 Takasago Thermal Engineering Co. JPY 11,900 Sony Corp. 389,309 170,200 JPY 2,600 Ltd. 22,965 20,464 USD 28,533 Sony Corp., ADR 940,937 413,353 JPY 17,000 Takashimaya Co., Ltd. 176,584 132,072 JPY 1,000 Sony Financial Holdings Inc. 14,716 16,468 JPY 1,800 Takata Corp. 15,843 39,431 JPY 2,800 Square Enix Co. Ltd. 60,091 44,540 JPY 18 Take And Give Needs Co. Ltd. 1,781 1,646 JPY 600 St Marc Holdings Co., Ltd. 20,408 22,772 JPY 6,600 Takeda Pharmaceutical Co., Ltd. 362,614 303,868 JPY 5,500 Stanley Electric Co. Ltd. 76,710 85,739 JPY 3,000 Takihyo Co Ltd. 16,544 15,971 JPY 1,300 Star Micronics Co., Ltd. 23,552 12,716 JPY 2,000 Takuma Co. Ltd. 17,505 9,628 JPY 2,000 Starzen Co., Ltd. 5,650 5,833 JPY 500 Tamron Co., Ltd. 5,082 16,767 JPY 800 Sugi Pharmacy Co. Ltd. 16,770 26,613 JPY 4,000 Tamura Corp. 19,333 10,393 JPY 4,000 Sumco Corp. 63,059 36,374 JPY 1,000 Tayca Corp. 2,624 3,337 JPY 700 Sumida Corp. 11,669 3,602 JPY 2,000 TDK Corp. 100,022 81,383 JPY 14,000 Sumikin Bussan Corp. 30,427 35,661 USD 2,900 TDK Corp., ADR 183,308 119,216 JPY 2,003 Sumisho Computer Systems Corp. 119,908 29,388 JPY 1,400 Tecmo Koei Holdings Co., Ltd. 21,270 11,911

The accompanying notes are an integral part of these financial statements. 106 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 47,000 Teijin Ltd. 195,955 144,260 Tokyo Broadcasting System Holdings JPY 2,000 Teikoku Piston Ring Co. Ltd. 20,515 33,572 JPY 2,900 Inc. 45,880 36,048 JPY 1,200 Tenma Corp. 19,185 12,853 JPY 9,000 Tokyo Dome Corp. 38,372 26,937 JPY 500 Terumo Corp. 17,030 20,760 JPY 1,200 Tokyo Electron Ltd. 74,851 56,471 JPY 11,000 The Akita Bank Ltd. 55,629 31,101 JPY 2,000 Tokyo Energy & Systems Inc. 16,937 9,577 JPY 6,300 The Chugoku Electric Power Co Inc. 126,178 105,190 JPY 33,000 Tokyo Gas Co., Ltd. 159,879 171,057 JPY 6,000 The Chukyo Bank Ltd. 16,558 13,831 JPY 12,000 TOKYO KEIKI Inc. 15,897 20,632 JPY 5,700 The Daiei Inc. 38,526 18,221 JPY 3,600 Tokyo Ohka Kogyo Co. Ltd. 83,991 80,787 JPY 109 The Dai-ichi Life Insurance Co., Ltd. 123,112 126,606 JPY 5,000 Tokyo Rakutenchi Co. Ltd. 16,384 19,613 JPY 10,000 The Eighteenth Bank Ltd. 41,426 26,618 JPY 5,000 Tokyo Rope Manufacturing Co. Ltd. 14,208 9,425 JPY 14,000 The Fukui Bank Ltd. 44,841 33,699 JPY 1,200 Tokyo Seimitsu Co. Ltd. 25,183 21,503 JPY 32,000 The Joyo Bank Ltd. 186,826 147,534 JPY 5,700 Tokyo Steel Manufacturing Co., Ltd. 79,510 33,829 JPY 7,300 The Kansai Electric Power Co., Inc. 193,802 88,696 JPY 30,000 Tokyo Tatemono Co. Ltd. 171,932 113,095 JPY 3,700 The Kanto Tsukuba Bank Ltd. 22,513 13,383 JPY 2,200 Tokyo Tomin Bank Ltd. 54,469 22,359 JPY 500 The Kita-Nippon Bank Ltd. 17,414 13,424 JPY 7,000 Tokyotokeiba Co. Ltd. 17,546 9,807 JPY 4,000 The Maruetsu Inc. 21,574 14,774 JPY 300 Tokyu Community Corp. 6,667 10,148 JPY 1,000 The Mie Bank, Ltd. 2,324 2,267 JPY 1,830 Tokyu Construction Co., Ltd. 11,527 3,939 JPY 19,000 The Miyazaki Bank Ltd. 67,926 48,155 JPY 15,000 Tokyu Corp. 79,000 71,640 JPY 22,000 The Nanto Bank Ltd. 133,833 96,386 JPY 29,000 Tokyu Land Corp. 131,325 143,675 The Nippon Synthetic Chemical JPY 6 Tokyu REIT Inc. 39,397 29,879 JPY 3,000 Industry Co., Ltd. 15,767 18,760 JPY 7,000 Tomato Bank Ltd. 15,620 12,303 JPY 600 The Pack Corp. 12,986 10,347 JPY 300 Tomen Devices Corp. 5,937 7,642 JPY 9,100 The San-In Godo Bank Ltd. 86,500 65,018 JPY 7,000 Tomoku Co., Ltd. 17,104 19,792 JPY 26,000 The Shizuoka Bank Ltd. 273,944 270,869 JPY 10,700 TOMONY Holdings Inc. 64,501 43,063 JPY 12,000 The Toho Bank Ltd. 55,596 34,387 JPY 2,400 Tomy Co., Ltd. 17,739 15,895 JPY 11,300 The Tokyo Electric Power Co., Inc. 332,234 22,019 JPY 7,000 Tonami Transportation Co. Ltd. 16,693 14,621 JPY 700 The Torigoe Co., Ltd. 6,444 5,527 JPY 3,000 TonenGeneral Sekiyu KK 35,210 27,013 JPY 1,800 The Yachiyo Bank Ltd. 59,725 35,625 JPY 4 Top REIT Inc. 21,934 22,670 JPY 8,000 The Yamagata Bank Ltd. 46,317 34,336 JPY 2,500 Topcon Corp. 15,039 18,435 JPY 2,300 The Yasuda Warehouse Co., Ltd. 17,990 15,144 JPY 2,200 Toppan Forms Company Ltd. 35,825 18,997 JPY 13,000 The Yokohama Rubber Co., Ltd. 63,807 98,678 JPY 26,000 Toppan Printing Co., Ltd. 260,661 175,171 JPY 2,400 THK Co., Ltd. 40,861 45,574 JPY 2,000 Topre Corp. 19,838 19,435 JPY 700 TKC 12,582 14,648 JPY 13,000 Topy Industries Ltd. 39,015 37,253 JPY 16,000 Toa Corp. 24,867 29,955 JPY 16,000 Toray Industries Inc. 96,036 110,243 JPY 15,000 Toagosei Co. Ltd. 62,846 59,222 JPY 700 Torii Pharmaceutical Co. Ltd. 13,198 15,512 JPY 10,000 Tobu Railway Co., Ltd. 50,894 53,364 Torishima Pump Manufacturing Co., JPY 5,000 Tobu Store Co., Ltd. 17,307 17,003 JPY 700 Ltd. 8,970 7,079 JPY 6,700 TOC Co. Ltd. 34,666 38,826 JPY 6 Tosei Corp. 2,206 2,407 JPY 5,000 Tochigi Bank Ltd. 38,956 15,920 JPY 17,000 Toshiba Corp. 102,841 64,953 JPY 12,000 Toda Corp. 55,752 37,902 JPY 7,000 Toshiba Machine Co. Ltd. 34,179 36,552 JPY 5,000 Toei Co., Ltd. 28,696 24,007 Toshiba Plant Systems & Services JPY 3,000 Toenec Corp. 14,187 16,047 JPY 2,000 Corp. 14,415 23,995 JPY 4,800 Toho Co. Ltd. 70,730 83,874 JPY 8,000 Toshiba TEC Corp. 37,806 30,363 JPY 12,000 Toho Gas Co., Ltd. 56,813 75,346 JPY 8,000 Tosho Printing Co. Ltd. 23,719 14,366 JPY 2,800 Toho Holdings Co., Ltd. 35,734 57,485 JPY 37,000 Tosoh Corp. 118,015 101,315 JPY 2,200 Toho Real Estate Co. Ltd. 16,096 12,637 JPY 3,000 Totetsu Kogyo Co., Ltd. 23,169 34,846 JPY 8,000 Toho Zinc Co. Ltd. 44,145 31,789 JPY 10,000 TOTO Ltd. 82,715 75,397 JPY 5,600 Tohoku Electric Power Co., Inc. 118,897 56,986 JPY 6,000 Tottori Bank Ltd. 15,592 11,157 JPY 10,000 Tokai Carbon Co. Ltd. 54,785 44,321 JPY 4,400 Touei Housing Corp. 50,192 46,120 JPY 2,800 Tokai Rika Co., Ltd. 41,947 46,573 JPY 12,000 Towa Bank Ltd. 20,697 12,074 JPY 2,000 Tokai Rubber Industries Inc. 33,340 22,110 JPY 300 Towa Pharmaceutical Co., Ltd. 12,905 17,060 JPY 15,000 Tokai Tokyo Securities Co. Ltd. 58,420 54,255 JPY 24,000 Toyo Construction Co., Ltd. 13,388 22,925 JPY 720 Token Corp. 19,569 29,298 JPY 2,500 Toyo Corp. 27,309 27,096 JPY 19,700 Tokio Marine Holdings Inc. 601,405 498,285 JPY 4,000 Toyo Engineering Corp. 19,440 17,525 USD 7,437 Tokio Marine Holdings Inc., ADR 312,629 189,660 JPY 14,000 Toyo Ink Manufacturing Co., Ltd. 53,805 51,708 JPY 8,000 Toko Inc. 15,295 25,268 JPY 8,000 Toyo Kanetsu KK 20,641 16,811 JPY 10,000 Tokushu Tokai Holdings Co. Ltd. 16,869 26,236 JPY 2,000 Toyo Kohan Co., Ltd. 8,697 7,209 JPY 27,000 Tokuyama Corp. 179,458 67,055 JPY 3,000 Toyo Securities Co. Ltd. 10,293 6,190 JPY 9,500 Toyo Seikan Kaisha Ltd. 155,784 116,031

The accompanying notes are an integral part of these financial statements. 107 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 1,000 Toyo Suisan Kaisha Ltd. 18,918 27,051 JPY 6,000 Yamazaki Baking Co., Ltd. 87,655 79,625 JPY 300 Toyo Tanso Co., Ltd. 10,570 9,514 JPY 2,000 Yamazen Corp. 14,790 15,716 JPY 14,000 Toyo Tire & Rubber Co., Ltd. 41,041 47,785 JPY 400 Yaoko Co. Ltd. 12,355 14,162 JPY 60,000 Toyobo Co. Ltd. 121,420 83,293 JPY 4,000 Yaskawa Electric Corp. 22,255 30,566 JPY 4,300 Toyoda Gosei Co. Ltd. 82,699 99,507 JPY 600 Yellow Hat Ltd. 5,161 10,339 JPY 6,600 Toyota Boshoku Corp. 75,647 80,779 JPY 6,000 Yodogawa Steel Works Ltd. 36,544 23,307 JPY 6,500 Toyota Industries Corp. 252,423 187,174 JPY 3,000 Yokogawa Bridge Holdings Corp. 17,960 20,594 JPY 7,625 Toyota Motor Corp. 349,688 309,787 JPY 11,400 Yokogawa Electric Corp. 117,064 118,330 USD 27,088 Toyota Motor Corp., ADR 2,580,871 2,219,392 JPY 3,000 Yokohama Reito Co Ltd 21,938 23,651 JPY 9,800 Toyota Tsusho Corp. 177,011 188,592 JPY 2,000 Yomeishu Seizo Co. Ltd. 19,570 17,907 JPY 2,000 Trans Cosmos Inc. 25,297 27,433 JPY 1,500 Yonekyu Corp. 18,200 15,016 JPY 500 Trend Micro Inc. 17,506 14,895 JPY 900 Yorozu Corp. 13,642 14,890 JPY 1,000 Trusco Nakayama Corp. 23,655 20,581 JPY 23 Yoshinoya Holdings Co. Ltd. 38,658 30,787 JPY 4,500 TS Tech Co., Ltd. 69,841 82,930 JPY 14,000 Yuasa Trading Co., Ltd. 18,886 25,319 JPY 3,660 TSI Holdings Co., Ltd. 47,785 18,226 JPY 8,000 Yuken Kogyo Co., Ltd. 14,141 16,506 JPY 7,000 Tsubakimoto Chain Co. 29,440 40,921 JPY 2,000 Yurtec Corp. 10,983 7,769 JPY 2,000 Tsukishima Kikai Co. Ltd. 17,562 17,550 JPY 1,300 Yusen Air & Sea Service Co., Ltd. 17,324 17,782 JPY 1,000 Tsumura & Co. 19,436 26,784 JPY 500 Zenrin Co., Ltd. 6,198 4,980 JPY 1,100 Tsuruha Holdings Inc. 42,539 69,417 JPY 7,000 Zeon Corp. 40,644 53,759 JPY 2,000 Tsurumi Manufacturing Co. Ltd. 14,904 15,614 JPY 1,200 Zuken Inc. 13,267 8,895 JPY 400 Tsutsumi Jewelry Co. Ltd. 12,335 9,761 88,444,843 74,807,842 16.23 JPY 17 TV Asahi Corp. 45,138 25,743 JPY 600 TV Tokyo Holdings Corp. 17,033 7,061 Malaysia JPY 60,000 Ube Industries Ltd. 161,718 139,841 MYR 55,400 Affin Holdings Berhad 24,214 59,237 JPY 5,000 Ube Material Industries Ltd. 17,037 11,717 MYR 74,600 AirAsia BHD 29,905 85,277 JPY 2,000 Uchida Yoko Co. Ltd. 12,355 6,750 MYR 50,962 AMMB Holdings BHD 62,583 102,438 JPY 2,800 Ulvac Inc. 60,733 25,890 MYR 21,500 Asiatic Development Bhd 24,544 63,928 JPY 900 Unicharm Corp. 16,311 52,097 MYR 59,100 Axiata Group Berhad 73,991 103,615 JPY 1,000 Uniden Corp. 16,849 2,687 MYR 66,600 Bandar Raya Developments BHD 50,592 50,042 JPY 500 Union Tool Co. 16,236 7,648 MYR 4,600 Batu Kawan BHD 23,369 26,794 JPY 1,600 Unipres Corp. 20,039 42,019 MYR 123,300 Berjaya Corporation Bhd 25,263 31,079 JPY 1,500 United Arrows Ltd. 10,920 37,845 MYR 15,510 Boustead Holdings BHD 26,625 26,495 JPY 84 United Urban Investment Corp. 104,745 91,363 British American Tobacco Malaysia MYR 1,200 BHD 21,109 21,439 JPY 9,000 Unitika Ltd. 16,376 4,929 MYR 52,300 CIMB Group Holdings BHD 102,991 126,959 JPY 11,500 UNY Co., Ltd. 132,589 127,423 MYR 30,100 DiGi.Com Bhd 39,788 41,077 JPY 4,100 U-Shin Ltd. 32,779 29,137 MYR 131,700 DRB-Hicom Berhad 103,433 106,568 JPY 5,100 Ushio Inc. 91,760 63,589 MYR 77,100 Eastern & Oriental BHD 29,307 34,660 JPY 490 USS Co. Ltd. 32,666 53,545 MYR 67,200 Gamuda BHD 76,405 75,523 JPY 1,000 Valor Co. Ltd. 12,031 16,722 MYR 70,500 Genting Bhd. 119,944 213,472 JPY 2,500 Vital KSK Holdings Inc. 17,342 23,689 MYR 132,900 Genting Malaysia BHD 134,821 153,201 JPY 12,000 Wacoal Holdings Corp. 145,969 144,120 MYR 21,000 Hap Seng Consolidated Berhad 11,199 12,070 JPY 1,300 Warabeya Nichiyo Co. Ltd. 15,030 20,994 MYR 12,360 Hong Leong Bank BHD 48,787 49,372 JPY 300 Watabe Wedding Corp. 3,598 2,762 MYR 9,600 Hong Leong Financial Group Bhd 35,044 37,484 JPY 2,000 West Japan Railway Co. 87,335 83,548 MYR 77,669 IGB Corp. BHD 43,091 67,087 JPY 2,000 Wood One Co. Ltd. 15,840 6,801 MYR 111,020 IJM Corp. Bhd. 151,641 178,956 JPY 1,400 Xebio Co. Ltd. 33,932 32,380 MYR 12,000 IJM Land BHD 10,578 8,361 JPY 3,000 Yahagi Construction Co., Ltd. 23,702 13,067 MYR 40,000 IOI Corp., BHD 68,229 66,660 JPY 61 Yahoo Japan Corp. 34,069 19,982 MYR 26,400 KLCC Property Holdings BHD 24,296 39,418 Yaizu Suisankagaku Industry Co., JPY 400 Ltd. 4,965 3,897 MYR 27,700 KNM Group BHD 28,097 6,226 JPY 1,000 Yakult Honsha Co. Ltd. 24,164 39,673 MYR 5,100 Kuala Lumpur Kepong BHD 36,287 37,567 JPY 3,840 Yamada Denki Co. Ltd. 266,327 198,314 MYR 66,400 Kulim Malaysia Berhad 25,102 96,371 JPY 13,000 Yamaguchi Financial Group Inc. 148,091 116,063 MYR 25,700 Lafarge Malayan Cement BHD 58,407 59,912 JPY 11,700 Yamaha Corp. 161,417 121,295 MYR 103,718 Malayan Banking BHD 208,367 289,744 JPY 7,700 Yamaha Motor Co., Ltd. 136,660 73,943 MYR 29,300 Malaysia Airports Holdings BHD 43,686 52,310 JPY 8,000 Yamanashi Chuo Bank Ltd. 55,925 31,789 MYR 56,400 Malaysian Airline System BHD 33,508 19,559 JPY 2,700 Yamatake Corp. 67,575 55,810 MYR 74,900 Malaysian Plantations Bhd 74,697 99,088 JPY 12,300 Yamato Holdings Co., Ltd. 187,353 200,359 MYR 153,100 Malaysian Resources Corp Bhd 97,858 86,031 JPY 2,500 Yamato Kogyo Co., Ltd. 64,803 70,143 MYR 34,600 Media Prima BHD 30,483 24,331

The accompanying notes are an integral part of these financial statements. 108 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

MYR 40,740 MISC BHD 109,745 60,176 Grupo Aeroportuario del Pacifico SAB MYR 26,000 MMC Corp Bhd 24,236 21,706 USD 4,500 de CV, ADR 168,878 181,096 MYR 132,000 Mulpha International BHD 17,795 17,166 Grupo Aeroportuario del Sureste SAB MXN 9,400 de CV 49,933 74,514 MYR 72,270 Multi-Purpose Holdings BHD 22,888 76,580 Grupo Aeroportuario del Sureste SAB MYR 18,360 Oriental Holdings BHD 24,520 39,322 USD 1,200 de CV, ADR 64,902 95,338 MYR 25,900 Parkson Holdings BHD 43,951 38,090 MXN 71,192 Grupo Bimbo SAB de CV, Class A 128,712 175,911 MYR 43,500 Petronas Chemicals Group BHD 99,745 90,232 MXN 30,700 Grupo Carso SAB de CV 116,697 101,409 MYR 4,900 Petronas Gas BHD 17,682 28,258 Grupo Cementos de Chihuahua SAB MYR 269 Pharmaniaga Bhd – 872 MXN 5,000 de CV 28,023 15,643 MYR 24,400 PPB Group Bhd. 82,030 124,104 MXN 21,205 Grupo Comercial Chedraui SA de CV 53,262 57,929 MYR 9,800 Public Bank BHD 44,452 43,300 MXN 810 Grupo Elektra SA de CV 37,787 33,183 MYR 29,432 RHB Capital BHD 59,599 69,273 MXN 24,000 Grupo Famsa SAB de CV 54,512 22,703 MYR 373,300 Scomi Group BHD 54,541 26,371 Grupo Financiero Banorte SA de CV, MYR 7,100 Shell Refining Co. Bhd 21,274 20,974 MXN 78,266 Series O 230,050 410,484 MYR 28,200 Sime Darby Bhd. 94,238 89,283 MXN 83,800 Grupo Financiero Inbursa SA 150,513 189,356 MYR 193,400 TA Enterprise BHD 45,435 34,776 MXN 40,180 Grupo Herdez SAB de CV 70,552 93,796 MYR 46,800 TAN Chong Motor Holdings BHD 48,341 64,919 MXN 141,318 Grupo Mexico SA de CV 194,562 427,456 MYR 32,100 Telekom Malaysia BHD 28,886 58,236 MXN 24,447 Grupo Modelo SA 129,782 220,069 MYR 42,025 Tenaga Nasional Bhd. 97,477 90,411 USD 9,536 Grupo Televisa SA, ADR 219,506 208,433 MYR 5,500 TIME dotCOM Bhd 5,498 6,058 Impulsora del Desarrollo y El Empleo MYR 36,300 Top Globe Corp., BHD 61,089 59,795 MXN 77,700 en America Latina SAB 69,820 133,369 MYR 61,733 Uem Land Holdings Bhd 30,231 41,033 MXN 19,600 Industrias CH SAB de CV, Class B 92,465 85,243 MYR 29,700 UMW Holdings BHD 61,891 86,688 MXN 3,600 Industrias Penoles SAB de CV 46,895 156,816 MYR 118,800 Unisem M Bhd 72,570 51,880 MXN 30,700 Inmuebles Carso SAB de CV 35,134 23,631 MYR 39,200 WCT BHD 32,349 30,209 Kimberly-Clark de Mexico SAB de MXN 25,090 CV, Class A 47,389 49,669 MYR 309,397 YTL Corp Bhd 137,124 199,689 MXN 41,353 Mexichem SAB de CV, Class * 145,705 179,818 MYR 92,800 YTL Land & Development BHD 40,963 29,500 MXN 30,700 Minera Frisco SAB de CV 78,826 130,239 MYR 39,307 YTL Power International Berhad 22,880 22,088 MXN 63,600 Organizacion Soriana SAB de CV 175,535 203,293 3,399,671 4,073,340 0.88 MXN 100,000 TV Azteca S.A. 55,123 66,293

Malta MXN 26,100 Urbi Desarrollos Urbanos SA de CV 63,181 25,566 AUD 126,806 BGP Holdings – – – MXN 20,800 Wal-Mart de Mexico SA de CV 46,026 56,489 5,120,341 6,192,350 1.34 Mexico MXN 20,806 Alfa SAB de CV, Class A 192,236 338,080 Netherlands MXN 84,596 Alsea SAB de CV 85,301 114,874 EUR 4,624 Aalberts Industries NV 97,278 72,852 USD 10,444 America Movil SA de CV, ADR 246,811 277,083 EUR 1,880 Accell Group 26,262 35,965 MXN 47,500 America Movil SAB de CV 51,536 63,087 EUR 741 Advanced Metallurgical Group NV 9,269 6,326 MXN 54,800 Axtel SAB De CV 53,220 12,416 EUR 79,496 Aegon NV 648,851 373,081 Bolsa Mexicana de Valores SAB USD 16,687 Aegon NV 281,009 78,655 MXN 38,000 de CV 49,552 76,241 EUR 8,983 Akzo Nobel NV 438,824 428,580 USD 65,767 Cemex SAB de CV, ADR 602,089 449,932 USD 6,900 Akzo Nobel NV, ADR 153,769 110,004 Cia Minera Autlan SAB de CV, EUR 802 Aperam SA 30,557 10,699 MXN 36,600 Class B 86,531 40,486 EUR 2,084 Arcadis NV 35,218 46,190 USD 1,200 Coca-Cola Femsa SAB de CV, ADR 51,951 159,781 EUR 22,109 ArcelorMittal 1,143,186 344,060 MXN 9,200 Compartamos SAB de CV 9,898 10,956 USD 13,475 ArcelorMittal 459,857 209,614 MXN 121,300 Consorcio ARA SAB de CV 101,059 40,901 EUR 2,246 ASM International NV 61,674 86,426 Controladora Comercial Mexicana EUR 3,150 ASML Holding NV 85,164 162,583 MXN 29,771 SAB de CV 55,102 68,816 ASML Holding NV- NY Registered MXN 60,000 Corp GEO SAB de CV, Class B 185,754 68,704 USD 320 Shares 5,518 16,751 MXN 8,116 Corporacion Mectezuma, SA de C.V. 26,423 18,884 EUR 3,781 BE Semiconductor Industries NV 31,341 27,569 Desarrolladora Homex SAB de CV, EUR 5,606 BinckBank NV 93,741 46,206 USD 3,300 ADR 103,333 51,670 EUR 3,445 Boskalis Westminster CVA 101,749 115,255 MXN 2,300 El Puerto de Liverpool SA de CV 17,163 19,650 EUR 1,989 Corio NV 116,981 88,720 MXN 38,937 Embotelladoras Arca SAB de CV 118,525 228,453 EUR 5,022 CSM 152,420 93,938 USD 7,260 Empresas ICA SAB de CV, ADR 90,119 51,368 EUR 8,758 Delta Lloyd NV 183,830 123,374 Fomento Economico Mexicano SAB EUR 1,164 Eurocommercial Properties NV 59,848 40,817 USD 6,964 de CV, ADR 378,249 632,401 EUR 564 Exact Holding NV 18,423 12,530 USD 5,200 Gruma SA de CV 61,719 50,821 EUR 1,821 Fugro NV 79,096 111,958

The accompanying notes are an integral part of these financial statements. 109 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 2,821 Grontmij NV 27,856 9,194 NZD 3,920 Fisher & Paykel Healthcare Corp. 11,885 6,229 EUR 867 Heijmans NV 52,015 6,813 NZD 29,355 Fletcher Building Ltd. 166,278 139,932 EUR 4,038 Heineken NV 159,524 214,034 NZD 52,665 Goodman Property Trust 36,955 42,485 EUR 513 Hunter Douglas NV 26,210 20,487 NZD 16,044 Infratil Ltd. 36,370 26,474 EUR 3,619 Imtech NV 80,509 87,462 NZD 22,343 Kiwi Income Property Trust 23,214 18,934 EUR 44,702 ING Groep NV 543,166 303,254 NZD 51,446 New Zealand Oil & Gas Ltd. 59,820 34,585 USD 111,052 ING Groep NV, ADR 1,820,064 754,087 NZD 6,622 New Zealand Refining Co. Ltd. 29,759 12,734 EUR 2,163 Kardan NV 11,083 1,282 NZD 6,071 Nuplex Industries Ltd. 43,740 12,268 EUR 564 KAS Bank NV 17,623 5,068 NZD 12,360 Port of Tauranga Ltd. 54,920 111,089 EUR 35,168 Koninklijke Ahold NV 421,767 442,358 NZD 13,861 Ryman Healthcare Ltd. 26,404 39,079 Koninklijke Ahold NV, Sponsored NZD 8,213 Sky City Entertainment Group Ltd. 29,777 22,754 USD 1,120 ADR 12,980 14,127 NZD 16,662 Sky Network Television Ltd. 51,151 65,170 EUR 14,532 Koninklijke BAM Groep NV 123,359 41,392 NZD 12,264 Telecom Corp. of New Zealand Ltd. 48,694 23,784 EUR 9,271 Koninklijke DSM NV 347,177 463,042 NZD 5,786 Tower Ltd. 29,367 7,449 EUR 32,968 Koninklijke Philips Electronics NV 873,523 661,059 NZD 5,545 TrustPower Ltd. 30,728 34,159 Koninklijke Philips Electronics NV, 994,086 897,465 0.19 USD 20,008 ADR 680,148 400,661

EUR 2,470 Koninklijke Vopak NV 51,964 160,466 Norway EUR 19,282 Koninklijke Wessanen NV 70,313 57,380 NOK 1,991 Aker ASA 58,304 56,014 EUR 14,219 KPN NV 164,348 138,352 NOK 4,100 Aker Kvaerner ASA 58,308 58,796 EUR 2,800 LBI International NV 20,336 10,464 NOK 3,279 Archer Ltd. 18,007 5,972 EUR 1,093 Macintosh Retail Group NV 34,486 12,391 NOK 10,540 Austevoll Seafood ASA 23,800 44,525 EUR 3,899 Mediq NV 70,479 48,662 NOK 850 Bonheur A/S 23,034 15,991 EUR 5,398 Nieuwe Steen Investments N.V. 120,051 46,216 NOK 17,740 BW Offshore Ltd. 50,621 19,569 Nieuwe Steen Investments Wts NOK 9,148 BWG Homes ASA 29,415 17,210 EUR 744 01Apr11 – – NOK 3,000 Cermaq ASA 39,516 40,020 EUR 2,121 Nutreco NV 99,364 150,062 NOK 2,800 Copeinca ASA 17,973 19,394 EUR 748 Ordina NV 19,743 873 NOK 2,199 Deep Sea Supply PLC 3,713 3,892 EUR 6,603 Randstad Holding NV 184,489 197,091 NOK 6,268 Det Norske Oljeselskap Asa 35,589 84,312 EUR 6,172 Reed Elsevier NV 97,374 71,655 NOK 39,239 DnB NOR ASA 488,960 395,272 EUR 9,979 SBM Offshore NV 218,164 139,867 NOK 19,000 DNO ASA 38,194 22,275 EUR 958 Sligro Food Group NV 26,952 25,294 NOK 767 Dockwise Ltd. 21,147 12,003 EUR 11,153 SNS Reaal 134,690 15,259 NOK 4,000 DOF ASA 46,977 19,907 EUR 822 Telegraaf Media Groep NV 24,887 8,753 NOK 1,600 Ekornes ASA 29,713 23,260 EUR 1,963 Ten Cate NV 47,732 53,118 NOK 2,400 Eltek ASA 31,720 1,572 EUR 1,568 TKH Group NV 33,847 33,764 NOK 5,600 Ementor ASA 33,987 50,042 EUR 18,407 TNT Express NV 177,125 218,868 NOK 2,400 Farstad Shipping A/S 61,467 57,465 USD 421 TNT Express NV, ADR 5,650 4,967 NOK 500 Fred Olsen Energy ASA 26,721 18,146 EUR 8,651 TNT NV 167,575 36,187 NOK 900 Ganger Rolf ASA 32,516 16,316 USD 444 TNT NV, ADR 20,586 1,817 NOK 2,406 Gjensidige Forsikring ASA 27,870 28,434 EUR 7,433 TomTom NV 102,130 30,479 NOK 47,987 Golden Ocean Group Ltd. 44,168 31,679 EUR 2,121 Unilever NV 73,656 72,094 NOK 56,583 Kongsberg Automotive Holding ASA 42,251 15,096 USD 7,400 Unilever NV 207,486 251,094 NOK 19,062 Kvaerner ASA 44,317 43,359 EUR 1,239 Unit 4 Agresso NV 24,320 32,066 NOK 663 Leroy Seafood Group ASA 10,958 12,019 EUR 3,809 USG People NV 72,229 27,709 NOK 153,161 Marine Harvest 108,349 110,279 EUR 971 Vastned Retail NV 69,528 38,415 NOK 14,144 Nordic Semiconductor ASA 57,738 42,816 EUR 1,152 Wereldhave NV 118,442 74,841 NOK 60,583 Norsk Hydro AS 460,671 276,439 EUR 9,378 Wolters Kluwer NV 224,803 151,377 NOK 11,820 Northern Offshore Ltd. 29,076 18,194 12,193,618 8,176,054 1.77 NOK 1,700 Norwegian Air Shuttle AS 27,998 31,400 NOK 13,634 Norwegian Energy Co AS 40,862 10,936 New Zealand NOK 7,320 Norwegian Property ASA 14,663 10,166 NZD 12,729 Air New Zealand Ltd. 21,594 8,920 NOK 1,550 Odfjell ASA 30,928 8,244 NZD 21,090 AMP NZ Office Ltd. 15,450 16,068 NOK 34,868 Orkla ASA 373,235 256,602 NZD 55,169 Auckland International Airport Ltd. 62,129 109,464 NOK 3,823 Petroleum Geo-Services ASA 18,857 47,207 NZD 2,452 Chorus Ltd. 5,703 6,274 USD 2,400 Petroleum Geo-Services ASA, ADR 59,653 29,906 USD 720 Chorus Ltd., ADR 8,542 9,155 NOK 2,831 ProSafe ASA 23,277 20,834 NZD 28,917 Contact Energy Ltd. 139,319 113,574 NOK 20,953 Renewable Energy Corp AS 110,743 7,841 Fisher & Paykel Appliances Holdings NZD 83,825 Ltd. 62,287 36,885 NOK 1,973 Schibsted ASA 61,080 64,787 USD 5,009 Seadrill Ltd. 43,580 180,843

The accompanying notes are an integral part of these financial statements. 110 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

NOK 1,520 Sevan Marine ASA 68,706 2,951 PLN 4,476 Asseco Poland SA 88,501 66,394 NOK 5,792 Siem Offshore Inc. 10,911 9,311 PLN 33,498 Get Bank SA 15,763 18,320 NOK 1,200 Solstad Offshore ASA 31,437 17,445 PLN 2,130 Bank Handlowy W Warszawie 59,205 52,518 NOK 21,103 Songa Offshore SE 66,242 50,781 PLN 61,295 Bank Millenium SA 121,607 69,104 NOK 7,204 Sparebanken Midt-Norge 54,842 39,550 PLN 1,108 Bank Pekao SA 108,501 50,880 NOK 11,680 Statoil ASA 313,184 282,459 PLN 705 BRE Bank SA 50,964 63,542 USD 15,921 StatoilHydro ASA, ADR 417,097 386,894 PLN 21,211 Cersanit SA 87,162 16,396 NOK 948 Stolt-Nielsen Ltd. 17,607 16,132 PLN 2,550 Ciech SA 21,933 16,096 NOK 23,700 Storebrand ASA 190,116 93,996 PLN 50,989 Echo Investment S.A. 80,163 55,771 PLN 1,200 Emperia Holding SA 43,342 18,442 NOK 11,693 Subsea 7 SA 241,622 234,178 PLN 9,732 Enea SA 66,739 46,772 NOK 15,389 Telenor ASA 220,955 260,165 PLN 11,445 Getin Holding SA 64,611 6,014 NOK 5,414 TGS Nopec Geophysical Co. ASA 50,282 147,409 PLN 14,558 Globe Trade Centre SA 80,030 28,333 NOK 3,100 Tomra Systems ASA 34,206 26,774 PLN 13,694 Grupa Lotos SA 111,219 116,396 NOK 4,000 Veidekke ASA 40,603 28,938 PLN 32,946 Impexmetal SA 43,592 32,714 NOK 934 Veripos Inc. – 305 PLN 4,285 Kernel Holding SA 100,257 79,010 NOK 143 Wilh Wilhelmsen ASA 973 988 PLN 4,497 KGHM Polska Miedz SA 169,783 199,224 NOK 750 Wilh Wilhelmsen Holding ASA 29,636 18,086 PLN 6,263 Kredyt Bank SA 52,311 25,354 NOK 6,558 Yara International ASA 210,423 289,594 PLN 2,056 Lubelski Wegiel Bogdanka SA 78,357 76,636 4,798,798 4,134,990 0.90 PLN 28,124 Netia SA 29,916 50,095 PLN 1,069 Orbis SA 14,364 13,064 Peru PLN 31,383 PGE Polska Grupa Energetyczna SA 222,952 186,015 USD 1,500 Cia de Minas Buenaventura SA, ADR 59,176 57,953 PLN 26,151 PGNiG SA 36,196 33,078 USD 4,435 Credicorp Ltd. 464,940 567,903 PLN 17,027 Polimex-Mostostal SA 21,990 3,850 524,116 625,856 0.14 PLN 2,000 Polnord SA 25,940 9,227 PLN 3,397 Polska Grupa Farmaceutyczna 55,009 28,542 Philippines PLN 21,147 Polski Koncern Naftowy Orlen 296,772 241,706 PHP 76,800 Aboitiz Equity 80,777 90,997 Powszechna Kasa Oszczednosci Bank PHP 122,200 Aboitiz Power Corp. 98,438 101,323 PLN 7,381 Polski SA 86,106 77,463 PHP 429,400 Alliance Global Group, Inc. 110,691 120,313 PLN 370 Powszechny Zaklad Ubezpieczen SA 41,936 37,644 PHP 8,308 Ayala Corp. 63,728 94,645 PLN 10,960 Telekomunikacja Polska SA 84,805 51,803 PHP 48,400 Ayala Land Inc. 17,867 25,266 PLN 1,018 Zaklady Metali Lekkich Kety 29,918 37,168 PHP 59,335 Bank of the Philippine Islands 57,707 107,256 2,407,446 1,815,990 0.39 PHP 104,922 BDO Unibank Inc. 94,505 161,128 PHP 130,000 Belle Corp. 14,474 16,571 Portugal PHP 7,450 Cebu Air Inc. 11,686 12,463 EUR 23,068 Banco BPI SA, Registered Shares 94,731 15,810 PHP 1,000,000 Filinvest Land Inc. 32,273 30,835 Banco Comercial Portugues SA, EUR 185,533 Registered Shares 274,047 23,423 PHP 40,010 First Philippine Holdings Corp. 54,631 73,392 EUR 109,309 Banco Espirito Santo SA 374,663 75,759 PHP 5,470 Globe Telecom Inc. 80,949 147,685 EUR 8,918 Brisa-Auto Estradas de Portugal SA 106,833 28,859 International Container Terminal EUR 12,141 Cimpor Cimentos de Portugal SA 81,795 48,173 PHP 72,640 Services Inc. 97,363 126,985 EUR 16,925 EDP Renovaveis SA 97,735 58,870 PHP 16,680 Manila Electric Co. 101,396 102,624 EUR 34,282 Energias de Portugal SA 124,253 82,321 PHP 219,500 Manila Water Co., Inc. 92,549 130,570 EUR 7,517 Galp Energia SGPS SA 130,037 96,837 PHP 2,046,000 Megaworld Corp. 100,369 108,791 EUR 3,595 Jeronimo Martins SGPS SA 28,668 61,711 PHP 1,050,000 Metro Pacific Investments Corp. 98,382 106,054 EUR 1,928 Mota Engil SGPS SA 7,964 2,548 PHP 61,990 Metropolitan Bank & Trust 94,996 139,222 Portucel Empresa Produtora de Pasta e Philippine Long Distance EUR 20,726 Papel SA 54,472 50,997 USD 600 Telephone Co. 33,682 38,843 EUR 35,130 Portugal Telecom SGPS SA 279,736 156,360 PHP 22,560 Philippine National Bank 38,866 39,548 REN - Redes Energeticas Nacionais PHP 355,200 Robinsons Land Corp. 100,167 150,061 EUR 2,708 SGPS SA 6,591 7,274 PHP 14,390 Sam Miguel Corp. 38,431 39,795 Semapa-Sociedade de Investimento e PHP 17,700 Security Bank Corp. 40,130 60,896 EUR 2,415 Gestao 28,721 15,182 PHP 3,000 SM Investments Corp. 32,194 52,881 EUR 1,947 Sonae Capital SGPS SA – 401 PHP 457,375 SM Prime Holdings Inc. 96,605 144,364 EUR 33,583 Sonae Industria SGPS SA 47,944 17,824 PHP 11,670 Union Bank of Philippines 31,741 28,334 EUR 3,800 Sonae Industria SGPS SA-New Shares 34,972 2,355 PHP 139,800 Universal Robina Corp. 67,622 211,126 EUR 6,073 Sonae.com SGPS SA 46,569 10,171 PHP 180,000 Vista Land & Lifescapes Inc. 12,764 18,268 EUR 6,394 Teixeira Duarte SA 25,346 1,730 ZON Multimedia Servicos de 1,794,983 2,480,236 0.54 Telecomunicacoes e Multimedia EUR 4,861 SGPS SA 66,328 14,635 Poland 1,911,405 771,240 0.17 PLN 2,642 Agora SA 17,502 8,419

The accompanying notes are an integral part of these financial statements. 111 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Russia SGD 338,000 Golden Agri-Resources Ltd. 169,598 180,598 USD 1,255 Eurasia Drilling Co., Ltd., GDR 32,401 32,580 SGD 8,000 Goodpack Ltd. 10,945 11,056 USD 197,998 Gazprom OAO, ADR 2,349,072 1,898,807 SGD 6,000 Haw Par Corp., Ltd. 33,278 28,925 USD 16,940 Gazprom OAO, ADR 157,107 163,835 SGD 35,000 Ho Bee Investment Ltd. 47,042 32,762 USD 780 Integra Group Holdings, GDR 2,664 977 SGD 18,000 Hong Leong Asia Ltd. 44,406 23,285 USD 10,863 Lukoil OAO, ADR 665,820 620,193 SGD 12,000 Hong Leong Finance Ltd. 38,840 22,851 Magnitogorsk Iron & Steel Works, USD 17,000 Hongkong Land Holdings Ltd. 94,209 97,784 USD 5,300 GDR 57,942 19,694 SGD 8,000 Hotel Properties Ltd. 34,258 12,181 USD 609 Mail.ru Group Ltd., GDR 19,994 20,900 SGD 33,000 HTL International Holdings Ltd. 18,511 8,750 USD 8,164 Mechel, ADR 132,491 53,442 SGD 32,000 Hyflux Ltd. 50,197 34,582 USD 7,213 MMC Norilsk Nickel, ADR 107,013 121,310 SGD 51,000 Indofood Agri Resources Ltd. 56,875 58,803 Novolipetsk Steel OJSC, Class S, SGD 3,101 Jardine Cycle & Carriage Ltd. 24,401 115,360 USD 300 GDR 8,764 4,969 SGD 15,800 Keppel Corp Ltd. 90,911 130,377 USD 11,709 PIK Group 51,861 26,582 SGD 53,511 Keppel Land Ltd. 123,374 138,014 USD 27,798 Rosneft Oil Co., GDR 249,619 177,156 SGD 1,600 K-Green Trust – 1,279 USD 110,900 Rushydro, ADR 458,039 268,367 SGD 33,000 K-REIT Asia 24,864 28,106 USD 11,468 Sberbank of Russia, ADR 128,106 125,039 SGD 95,000 Lippo Malls Indonesia Retail Trust 30,073 30,150 USD 9,550 Severstal, GDR 79,539 113,946 SGD 68,040 Mapletree Logistics Trust 49,027 53,302 USD 5,244 Surgutneftegas OJSC, ADR 49,281 44,151 SGD 26,000 Metro Holdings Ltd. 15,793 16,503 USD 10,621 Tatneft, GDR 342,995 362,118 SGD 105,000 Midas Holdings Ltd. 35,076 23,622 USD 1,100 TMK OAO, GDR 22,084 13,281 SGD 54,250 Neptune Orient Lines Ltd/Singapore 96,843 48,165 USD 2,900 Uralkali, GDR 72,557 112,986 SGD 119,000 Noble Group Ltd. 110,793 106,609 USD 7,938 VimpelCom Ltd., ADR 77,117 65,539 SGD 71,000 Olam International Ltd. 84,048 103,255 USD 19,600 VTB Bank OJSC, Class S, GDR 94,458 70,157 SGD 13,000 Orchard Parade Holdings Ltd. 14,623 21,099 USD 1,599 X5 Retail Group N.V., GDR 48,434 37,018 SGD 97,689 Oversea-Chinese Banking Corp. 596,513 689,150 5,207,358 4,353,047 0.94 SGD 50,000 Overseas Union Enterprise Ltd. 79,469 85,972 Parkway Life Real Estate Investment Singapore SGD 9,000 Trust 12,020 13,486 SGD 71,000 Abterra Ltd. 73,005 33,372 SGD 54,333 Raffles Education Corp., Ltd. 32,650 16,807 SGD 22,200 AIMS AMP Capital Industrial REIT 18,881 21,478 SGD 28,000 Sakari Resources Ltd. 28,547 30,709 SGD 14,000 Ascendas India Trust 9,916 8,549 SGD 11,000 SC Global Developments Ltd. 11,777 8,529 Ascendas Real Estate Investment SGD 49,000 SembCorp Industries Ltd. 84,943 201,970 SGD 46,266 Trust 70,209 79,552 SGD 3,000 SembCorp Marine Ltd. 8,822 11,522 SGD 40,000 Ascott Residence Trust 34,621 34,871 SGD 25,333 Singapore Airlines Ltd. 259,185 211,076 SGD 71,000 Asia Food & Properties Ltd. 38,085 15,403 Singapore Airport Terminal Services SGD 24,000 Banyan Tree Holdings Ltd. 13,469 10,509 SGD 27,573 Ltd. 47,935 59,373 SGD 64,763 Biosensors International Group Ltd. 68,100 59,060 SGD 14,000 Singapore Exchange Ltd. 54,425 70,979 SGD 7,000 Bukit Sembawang Estates Ltd. 46,671 26,434 SGD 6,000 Singapore Land Ltd. 35,075 26,900 SGD 71,000 Bund Center Investment Ltd – 9,983 SGD 65,000 Singapore Post Ltd. 40,749 54,576 SGD 56,000 CapitaCommercial Trust 56,724 56,918 SGD 24,000 Singapore Press Holdings Ltd. 75,105 75,013 SGD 113,000 CapitaLand Ltd. 371,608 244,233 Singapore Technologies Engineering SGD 74,000 CapitaMall Trust 96,736 113,266 SGD 6,000 Ltd. 12,810 14,945 SGD 61,000 CapitaMalls Asia Ltd. 87,182 76,459 SGD 123,050 Singapore Telecommunications Ltd. 297,687 325,275 SGD 21,000 CDL Hospitality Trusts 32,735 31,806 SGD 46,000 SMRT Corp. Ltd. 56,735 62,462 SGD 5,000 Cerebos Pacific Ltd. 19,793 21,011 SGD 45,000 Stamford Land Corp., Ltd. 21,242 20,067 SGD 19,000 City Developments Ltd. 160,017 170,827 SGD 32,000 Starhill Global REIT 15,285 16,969 SGD 73,000 Comfortdelgro Corp. Ltd. 76,380 90,327 SGD 28,000 STX OSV Holdings Ltd. 36,415 33,521 SGD 44,000 COSCO Corporation (Singapore) Ltd. 58,285 34,646 SGD 63,000 Sunningdale Tech Ltd. 9,945 5,771 SGD 71,145 DBS Group Holdings Ltd. 768,071 792,856 SGD 59,000 Suntec Real Estate Investment Trust 64,600 63,760 SGD 42,000 Ezion Holdings Ltd. 21,758 31,046 SGD 127,000 SunVic Chemical Holdings Ltd. 36,469 35,204 SGD 66,000 Ezra Holdings Ltd. 82,498 56,476 SGD 36,000 Swiber Holdings Ltd. 22,326 16,487 SGD 37,000 First Capital Corporation Ltd. 80,972 48,309 SGD 59,000 UMS Holdings Ltd. 18,442 18,962 SGD 12,000 First Resources Ltd. 9,874 18,416 SGD 16,000 United Engineers Ltd. 46,403 28,025 SGD 83,000 FJ Benjamin Holdings Ltd. 25,176 21,340 SGD 60,000 United Envirotech Ltd. 17,994 15,186 SGD 70,000 Fraser and Neave Ltd. 193,774 392,017 SGD 26,000 United Industrial Corp. 35,413 53,271 SGD 9,000 Frasers Centrepoint Trust 10,431 12,040 SGD 37,238 United Overseas Bank Ltd. 488,635 558,305 SGD 32,000 Genting Singapore PLC 54,148 36,253 SGD 14,000 UOB-Kay Hian Holdings Ltd. 16,660 17,604 SGD 20,000 Global Logistic Properties Ltd. 32,068 33,425 SGD 55,000 UOL Group Ltd. 85,050 216,095 SGD 197,000 GMG Global Ltd. 22,098 19,152 SGD 17,000 Venture Corp. Ltd. 144,555 106,678

The accompanying notes are an integral part of these financial statements. 112 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

SGD 4,000 WBL Corp Ltd. 14,168 10,767 ZAR 9,240 Liberty Holdings Ltd. 112,027 99,490 SGD 22,000 Wheelock Properties Ltd. 36,914 30,404 ZAR 1,048 Massmart Holdings Ltd. 13,082 22,045 SGD 44,000 Wilmar International Ltd. 171,374 127,271 ZAR 22,610 Medi-Clinic Corp. Ltd. 62,015 104,255 SGD 48,000 Wing Tai Holdings Ltd. 82,788 51,487 ZAR 127,143 Merafe Resources Ltd. 23,454 12,676 SGD 24,000 Yongnam Holdings Limited 4,981 4,339 ZAR 76,212 MMI Holdings Ltd. 161,705 170,674 7,035,376 7,316,369 1.59 ZAR 8,765 Mondi Ltd. 57,531 75,970 ZAR 10,883 MPACT Ltd. 24,641 23,341 South Africa ZAR 26,525 MTN Group Ltd. 425,878 463,214 ZAR 14,146 ABSA Group Ltd. 258,900 248,922 ZAR 21,335 Murray & Roberts Holdings Ltd. 106,610 65,380 ZAR 2,039 Acucap Properties Ltd. 10,786 10,783 ZAR 18,935 Mvelaphanda Group Ltd 22,831 8,023 ZAR 4,354 Adcock Ingram Holdings Ltd. 27,745 32,583 ZAR 4,740 Mvelaserve Ltd. 9,834 4,879 ZAR 6,547 Aeci Ltd. 66,464 65,068 ZAR 35,469 Nampak Ltd. 112,797 108,295 ZAR 37,512 Afgri Limited 35,678 27,114 ZAR 4,383 Naspers Ltd., Class N 126,734 237,059 ZAR 45,735 African Bank Investments Ltd. 190,117 206,610 ZAR 9,670 Nedbank Group Ltd. 159,232 208,482 ZAR 4,868 African Rainbow Minerals Ltd. 91,241 100,008 ZAR 38,659 Network Healthcare Holdings Ltd. 67,231 76,988 ZAR 4,401 Allied Technologies Ltd. 44,945 26,414 ZAR 19,877 New Clicks Holdings Ltd. 42,128 132,526 ZAR 914 Anglo Platinum Ltd. 103,113 54,060 ZAR 6,485 Northam Platinum Ltd. 59,039 18,790 USD 5,404 AngloGold Ashanti Ltd., ADR 222,383 188,868 ZAR 5,652 Omnia Holdings Ltd. 51,776 74,663 ZAR 10,898 ArcelorMittal South Africa Ltd. 121,279 71,166 ZAR 5,351 Petmin Ltd. 1,897 1,967 ZAR 3,530 Aspen Pharmacare Holdings Ltd. 37,058 55,209 ZAR 3,776 Pioneer Foods Ltd. 20,341 27,764 ZAR 1,184 Assore Ltd. 36,128 43,823 ZAR 4,440 Pretoria Portland Cement Co. Ltd. 35,425 14,669 ZAR 2,256 Astral Foods Ltd. 38,644 31,770 ZAR 11,959 PSG Group Ltd. 47,532 88,095 ZAR 24,049 Aveng Ltd. 132,399 106,575 ZAR 11,562 Raubex Group Ltd. 41,060 18,803 ZAR 7,855 AVI Ltd. 25,725 48,446 ZAR 71,801 Redefine Property Ltd. 72,143 76,684 ZAR 8,055 Avusa Ltd. 26,064 23,098 ZAR 7,847 Resilient Property Income Fund Ltd. 32,070 42,001 ZAR 14,550 Barloworld Ltd. 137,958 146,057 ZAR 7,747 Reunert Ltd. 67,757 65,168 ZAR 7,580 Bidvest Group Ltd. 168,523 170,629 ZAR 34,421 SA Corporate Real Estate Fund 12,736 14,628 ZAR 40,983 Blue Label Telecoms Ltd. 38,729 30,593 ZAR 96,605 Sanlam Ltd. 286,781 429,796 ZAR 22,838 Brait SA 63,124 73,714 ZAR 2,956 Santam Ltd. 45,820 60,599 ZAR 42,638 Capital Property Fund 47,717 52,552 ZAR 25,651 Sappi Ltd. 116,466 87,525 ZAR 1,317 Capitec Bank Holdings Ltd. 14,950 33,983 USD 7,400 Sappi Ltd., ADR 107,341 23,505 ZAR 24,823 Cipla MedPro South Africa Ltd. 23,324 22,892 USD 13,940 Sasol Ltd., ADR 601,945 602,718 ZAR 22,806 DataTec Ltd. 110,955 132,472 ZAR 31,244 Sentula Mining Ltd. 10,948 7,009 ZAR 11,245 Discovery Holdings Ltd. 57,290 72,858 ZAR 1,777 Shoprite Holdings Ltd. 18,128 33,198 ZAR 50,694 DRDGOLD Ltd. 33,104 33,799 ZAR 48,709 Standard Bank Group Ltd. 713,678 671,002 ZAR 21,353 Emira Property Fund 32,920 33,769 ZAR 96,519 Steinhoff International Holdings Ltd. 247,785 296,500 ZAR 1,731 EOH Holdings Ltd. 2,820 7,518 ZAR 45,286 Super Group Ltd. 44,053 86,009 ZAR 3,769 Eqstra Holdings Limited 6,483 3,194 ZAR 11,513 Telkom SA Ltd. 56,727 27,246 ZAR 5,415 Exxaro Resources Ltd. 56,725 128,265 USD 1,100 Telkom SA Ltd., ADR 108,421 10,291 ZAR 88,270 FirstRand Ltd. 252,499 289,640 ZAR 3,854 The Spar Group Ltd. 38,512 54,081 ZAR 4,704 Foschini Ltd. 51,201 75,042 ZAR 3,660 Tiger Brands Ltd. 98,364 110,617 ZAR 45,308 Fountainhead Property Trust 30,430 41,783 ZAR 5,509 Tongaat-Hulett 65,884 85,276 USD 29,152 Gold Fields Ltd., ADR 452,795 379,881 ZAR 5,777 Trencor Ltd. 29,440 36,537 ZAR 19,679 Grindrod Ltd. 54,988 33,010 ZAR 7,082 Truworths International Ltd. 42,296 79,008 ZAR 9,293 Group Five Ltd. 40,941 26,312 ZAR 16,518 Tsogo Sun Holdings Ltd. 41,110 42,776 ZAR 49,489 Growthpoint Properties Ltd. 120,187 141,234 ZAR 35,620 Village Main Reef Ltd. 7,786 7,857 Harmony Gold Mining Co., Ltd., ZAR 2,532 Vodacom Group Ltd. 29,718 29,276 USD 26,464 ADR 306,670 253,252 ZAR 2,835 Wilson Bayly Holmes-Ovcon Ltd. 46,725 45,661 ZAR 249 Hudaco Industries Ltd. 3,345 3,539 ZAR 22,259 Woolworths Holdings Ltd. 59,498 139,114 ZAR 3,811 Hulamin Ltd. 13,704 2,669 9,443,022 9,588,381 2.08 ZAR 3,165 Hyprop Investments Ltd. 24,465 24,498 ZAR 15,052 Illovo Sugar Ltd. 66,333 52,710 South Korea ZAR 16,863 Impala Platinum Holdings Ltd. 442,699 281,265 KRW 28 Amorepacific Corp. - New Shares 20,581 26,349 ZAR 9,161 Imperial Holdings Ltd. 157,760 195,224 KRW 178 Amorepacific Inc. 20,381 52,237 ZAR 12,233 Investec Ltd. 115,463 73,191 KRW 13,320 Asiana Airlines 45,467 88,160 ZAR 13,715 JD Group Ltd 116,983 73,495 KRW 290 Binggrae Co., Ltd. 12,385 18,625 ZAR 4,233 JSE Ltd. 34,878 39,559 KRW 463 Boryung Pharmaceutical Co 6,241 5,555 ZAR 304 Kumba Iron Ore Ltd. 20,333 20,783 KRW 9,030 BS Financial Group Inc. 119,936 101,489 ZAR 8,715 Lewis Group Ltd. 87,125 76,352 KRW 9,050 Cheil Communications Inc. 43,611 146,920

The accompanying notes are an integral part of these financial statements. 113 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

KRW 1,786 Cheil Industries Inc. 94,460 159,151 Hanjin Heavy Industries & KRW 9,227 Chin Hung International Inc. 53,373 9,095 KRW 1,900 Construction Holdings Co., Ltd. 20,820 12,186 KRW 4,680 Chong Kun Dang Pharm Corp. 98,095 84,952 KRW 543 Hanjin Shipping Co. Ltd. 26,432 2,916 KRW 358 CJ CheilJedang Corp. 74,111 103,943 KRW 4,560 Hanjin Shipping Co., Ltd. 82,039 59,385 KRW 826 CJ Corp. 84,597 58,869 KRW 5,030 Hankook Tire Co. Ltd. 78,182 203,024 KRW 213 Dae Han Flour Mills Co., Ltd. 24,892 20,614 KRW 900 Hankuk Paper Manufacturing Co., Ltd. 23,877 14,972 KRW 2,140 Daeduck Electronics Co. 13,097 22,811 KRW 2,585 Hanmi Holdings Co., Ltd. 15,283 8,647 KRW 2,430 Daeduck GDS Co., Ltd. 19,433 29,479 KRW 2,180 Hanmi Semiconductor Co., Ltd. 15,546 11,337 KRW 1,280 Daehan Steel Co., Ltd. 9,430 7,536 KRW 2,690 Hansol Chemical Co., Ltd. 27,365 40,431 KRW 5,160 Daekyo Co. Ltd. 44,769 25,775 KRW 794 Hansol LCD Inc. 20,085 9,207 KRW 1,740 Daelim Industrial Co., Ltd. 93,329 139,997 KRW 1,550 Hansol Paper Co. 32,084 10,936 KRW 3,330 Daesang Corp 24,212 52,129 KRW 3,150 Hanssem Co., Ltd. 34,824 51,700 KRW 50 Daesung Group Holdings Co., Ltd. 13,667 1,715 KRW 8,196 Hanwha Chem Corp. 176,772 153,892 KRW 207 Daesung Industrial Co., Ltd. 1,452 3,324 KRW 2,568 Hanwha Corp. 107,163 64,367 Daewoo Engineering & Construction KRW 2,590 Hanwha General Insurance Co., Ltd. 25,770 13,700 KRW 5,894 Co. Ltd. 95,788 46,002 KRW 5,131 Hanwha Securities Co. 38,173 18,765 KRW 1,620 Daewoo International Corp. 45,900 47,686 KRW 3,160 Hanyang Securities Co., Ltd. 28,712 17,983 KRW 19,752 Daewoo Securities Co., Ltd. 226,741 184,996 KRW 420 Hite Holdings Co., Ltd. 10,243 3,507 Daewoo Shipbuilding & Marine KRW 4,697 Hite Jinro Co., Ltd. 122,154 90,288 KRW 5,490 Engineering Co. Ltd. 161,510 128,303 KRW 3,110 HMC Investment Securities Co., Ltd. 49,811 35,925 KRW 392 Daewoong Pharmaceutical Co., Ltd. 15,661 8,497 KRW 262 Honam Petrochemical Corp. 27,909 55,271 KRW 6,740 Daishin Securities Co. Ltd. 104,967 50,381 KRW 1,780 Hotel Shilla Co. Ltd. 34,778 87,802 KRW 3,290 Daou Technology Inc. 23,902 35,803 KRW 1,580 Husteel Co., Ltd. 23,179 33,120 KRW 539 DC Chemical Co. Ltd. 166,836 108,177 KRW 3,070 Hynix Semiconductor Inc. 106,711 65,174 KRW 8,520 DGB Financial Group Inc. 121,254 104,877 KRW 1,080 Hyosung Corp. 37,908 52,599 KRW 1,170 Dong Ah Tire & Rubber Co., Ltd. 8,493 12,106 KRW 634 Hyundai Department Store Co., Ltd. 61,533 80,022 KRW 18,120 Dong Yang Gang Chul Co., Ltd. 48,802 40,488 KRW 3,370 Hyundai Development Co. 111,451 71,543 KRW 643 Dong-A Pharmaceutical Co., Ltd. 58,223 48,178 KRW 346 Hyundai Elevator Co. Ltd. 43,083 26,542 KRW 2,260 Dongaone Co., Ltd. 10,234 5,947 Hyundai Engineering & Construction KRW 2,020 Dongbu HiTek Co., Ltd. 15,384 13,243 KRW 1,542 Co., Ltd. 105,899 89,405 KRW 660 Dongbu Insurance Co., Ltd. 20,717 24,667 KRW 6,560 Hyundai Greenfood Co., Ltd. 94,295 96,549 KRW 2,560 Dongbu Securities Co., Ltd. 16,336 8,358 KRW 860 Hyundai Heavy Industries Co. Ltd. 229,079 197,532 KRW 2,730 Dongbu Steel Co., Ltd. 23,379 11,129 Hyundai Home Shopping Network KRW 4,920 Dongkuk Steel Mill Co. Ltd. 118,489 67,146 KRW 715 Corp 85,630 71,112 KRW 2,930 Dongwha Pharm Co., Ltd. 13,251 13,512 KRW 2,860 Hyundai Hysco 37,396 103,830 KRW 10,260 Dongwon Systems Corp. 13,459 9,564 KRW 2,440 Hyundai Marine & Fire Insurance Co. 40,478 63,770 KRW 904 Doosan Corp. 87,693 104,424 KRW 2,411 Hyundai Merchant Marine Co., Ltd. 65,085 53,765 Doosan Engineering & Construction KRW 716 Hyundai Mipo Dockyard 135,562 75,043 KRW 7,010 Co., Ltd. 30,307 18,571 KRW 568 Hyundai Mobis 119,063 138,823 Doosan Heavy Industries and KRW 3,869 Hyundai Motor Co. 351,182 802,386 KRW 1,862 Construction Co. Ltd. 105,310 95,501 KRW 7,338 Hyundai Securities Co. 115,838 55,505 KRW 1,480 Doosan Infracore Co., Ltd. 22,730 24,159 KRW 2,440 Hyundai Steel Co. 104,880 182,605 KRW 153 E1 Corp. 7,094 6,503 KRW 4,950 Iljin Electric Co., Ltd. 43,427 19,339 KRW 784 E-Mart Co. Ltd. 186,317 172,733 KRW 108 Ilshin Spinning Co., Ltd. 8,072 6,917 Eugene Investment & Securities Co., KRW 8,630 Industrial Bank of Korea 118,287 97,763 KRW 3,593 Ltd. 25,319 8,926 KRW 1,335 IS Dongseo Co., Ltd. 11,253 11,753 KRW 533 Fursys Inc. 14,441 12,147 KRW 2,370 Isu Chemical Co., Ltd. 34,689 46,509 KRW 1,586 GS Engineering & Construction Corp. 133,930 107,942 KRW 10,893 Jeonbuk Bank 61,177 45,182 KRW 3,040 GS Holdings Corp. 80,819 141,006 KRW 1,360 Kangwon Land Inc. 32,033 29,479 KRW 3,050 Halla Climate Control 36,723 65,294 USD 12,767 KB Financial Group Inc. 628,925 424,756 Halla Engineering & Construction KRW 8,168 KC Tech Co., Ltd. 37,451 27,977 KRW 1,190 Corp. 12,866 10,668 KRW 275 KCC Corp. 73,795 67,825 KRW 910 Han Jin Transport 22,893 15,220 KRW 2,350 Keangnam Enterprises Ltd. 15,852 13,562 KRW 3,070 Han Kuk Carbon Co 20,290 14,568 KRW 940 KG Chemical Corp. 11,006 6,875 KRW 9,390 Hana Financial Holdings Inc. 344,366 302,786 KRW 5,031 Kia Motors Corp. 62,164 335,225 KRW 2,590 Handsome Co., Ltd. 32,505 59,143 KRW 345 KISCO Corp. – 6,770 KRW 311 Hanil Cement Manufacturing 38,037 8,960 KRW 104 KISCO Holdings Co. Ltd. 35,320 3,159 KRW 3,420 Hanil E-Wha Co., Ltd. 25,512 28,462 KRW 609 KIWOOM Securities Co., Ltd. 28,529 33,137 Hanjin Heavy Industries & KRW 2,613 Construction Co. Ltd. 110,811 32,864 KRW 1,090 Kolon Corp. 33,279 23,675

The accompanying notes are an integral part of these financial statements. 114 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Kolon Engineering & Construction KRW 199 Nong Shim Co. Ltd. 54,124 36,655 KRW 6,550 Co. Ltd. 30,268 26,788 KRW 64 Orion Corp/Republic of South Korea 48,427 54,062 KRW 1,373 Kolon Industries Inc. 85,580 85,974 KRW 816 Poongsan Corp. 14,121 19,652 USD 6,800 Korea Electric Power Corp., ADR 141,325 77,327 KRW 1,400 Poongsan Holdings Corp 31,745 26,287 KRW 1,070 Korea Electric Terminal Co., Ltd. 18,426 20,854 USD 8,961 POSCo., ADR 889,614 733,925 KRW 15,250 Korea Exchange Bank 124,155 110,728 KRW 680 Pusan City Gas Co., Ltd. 12,684 11,191 KRW 814 Korea Express Co. Ltd. 49,277 56,344 KRW 11,990 RNL BIO Co., Ltd. 29,180 41,336 KRW 590 Korea Gas Corp. 35,225 21,288 KRW 1,680 Saeron Automotive Corp. 7,990 6,803 KRW 1,840 Korea Investment Holdings Co. Ltd. 85,228 62,040 KRW 840 Sajo Industries 32,109 39,337 KRW 560 Korea Kumbo Petrochemical Co. Ltd. 33,910 59,692 KRW 3,440 Sam Young Electronics Co. Ltd. 31,255 25,223 KRW 9,303 Korea Life Insurance Co., Ltd. 65,937 53,275 KRW 174 Samchully Machinery Co., Ltd. 16,703 13,658 KRW 77 Korea Line Corp. 54,647 486 KRW 1,763 Samjin Pharmaceutical Co., Ltd. 18,512 14,594 KRW 108 Korea Petrochemical Ind Co., Ltd. 3,774 6,878 KRW 390 SamkwangGlass Co., Ltd. 14,422 19,516 KRW 12,800 Korea Technology Banking Co. 58,782 23,920 KRW 4,770 Samsung Card Co., Ltd. 160,223 134,026 KRW 350 Korea Zinc Co. Ltd. 43,154 120,040 KRW 4,716 Samsung Corp. 234,133 275,114 KRW 1,630 Korean Air Lines Co., Ltd. 70,083 72,988 KRW 3,079 Samsung Electro-Mechanics Co., Ltd. 174,424 291,123 KRW 3,422 Korean Reinsurance Co. 25,579 33,882 KRW 1,932 Samsung Electronics Co., Ltd. 1,323,952 2,069,721 KRW 4,680 KP Chemical Corp. 34,686 55,104 USD 521 Samsung Electronics Co., Ltd., GDR 213,001 280,053 KRW 160 KPX Chemical Co., Ltd. 6,763 6,851 KRW 443 Samsung Engineering Co., Ltd. 51,354 70,732 USD 1,900 KT Corp., ADR 55,969 25,455 KRW 840 Samsung Fine Chemicals Co., Ltd. 34,508 44,807 KRW 2,759 KT&G Corp. 165,312 199,834 Samsung Fire & Marine Insurance Co., KRW 2,437 Kumho Industrial Co. Ltd. 79,778 13,282 KRW 1,158 Ltd. 218,969 233,442 KRW 13,800 Kumho Investment Bank 11,582 5,736 KRW 3,590 Samsung Heavy Industries Co. Ltd. 134,479 119,444 KRW 4,683 Kumho Tire Co., Inc. 41,397 63,702 KRW 1,309 Samsung Life Insurance Co., Ltd. 108,430 108,238 Kwang Dong Pharmaceutical Co., KRW 1,948 Samsung SDI Co. Ltd. 204,874 263,247 KRW 7,490 Ltd. 18,415 27,626 KRW 2,747 Samsung Securities Co., Ltd. 174,604 119,820 Kyeryong Construction Industrial Co., KRW 607 Samsung Techwin Co., Ltd. 21,855 41,691 KRW 990 Ltd. 12,073 8,963 KRW 356 Samyang Corp. 22,902 15,417 KRW 2,140 Kyobo Securities Co. 19,430 8,829 KRW 263 Samyang Corporation 18,796 10,956 KRW 186 Kyungbang Ltd. 19,122 15,347 KRW 2,760 Seah Besteel Corp. 37,992 93,922 KRW 813 LG Chem Ltd. 79,949 211,393 KRW 1,720 Sebang Co., Ltd. 19,698 22,170 KRW 4,064 LG Corp. 247,628 199,378 KRW 1,240 Sejong Industrial Co., Ltd. 12,946 14,766 KRW 3,030 LG Display Co., Ltd. 87,967 57,568 KRW 3,030 Shinhan Financial Group Co., Ltd. 116,798 107,299 USD 13,992 LG Display Co., Ltd., ADR 182,693 134,469 Shinhan Financial Group Co., Ltd., KRW 4,440 LG Electronics Inc. 381,579 241,588 USD 5,657 ADR 461,315 407,803 KRW 2,230 LG Fashion Corp. 43,953 56,890 KRW 458 Shinsegae Co. Ltd. 174,028 85,588 KRW 110 LG Hausys Ltd. 9,976 6,417 KRW 390 Shinyoung Securities Co., Ltd. 13,050 10,088 KRW 96 LG Household & Health Care Ltd. 25,872 52,578 KRW 299 Sindo Ricoh Co. Ltd. 14,158 17,016 KRW 886 LG Innotek Co., Ltd. 92,969 70,574 KRW 843 SK Chemicals 51,992 43,312 KRW 3,460 LG International Corp. 82,874 108,946 KRW 1,982 SK Energy Co. Ltd. 269,358 243,091 KRW 20,940 LG Telecom Ltd. 135,466 103,291 KRW 335 SK Gas Co. Ltd. 26,828 19,154 KRW 2,000 LIG Insurance Co., Ltd. 26,742 41,924 KRW 1,741 SK Holdings Co., Ltd. 287,838 205,767 KRW 2,830 Livart Furniture Co., Ltd. 20,713 13,657 KRW 4,560 SK Networks Co., Ltd. 44,896 35,224 KRW 30 Lotte Chilsung Beverage Co. Ltd. 45,167 38,721 KRW 17,400 Sk Securities Co., Ltd. 37,791 18,470 KRW 41 Lotte Confectionery Co. Ltd. 56,436 56,796 USD 2,600 SK Telecom Co., Ltd., ADR 79,924 32,001 KRW 122 Lotte Samkang Co., Ltd. 30,745 57,350 KRW 1,220 SKC Co., Ltd. 48,731 47,665 KRW 420 Lotte Shopping Co., Ltd. 122,294 116,512 KRW 1,056 S-Oil Corp. 77,227 85,529 KRW 890 LS Cable Ltd. 38,024 67,956 KRW 2,630 Songwon Industrial Co., Ltd. 25,027 22,873 KRW 5,871 Macquarie Korea Infrastructure Fund 21,063 31,474 KRW 2,610 Ssangyong Cement Industrial Co. Ltd. 39,200 10,407 KRW 639 Mando Corp. 100,325 96,327 KRW 4,100 STX Engine Co., Ltd. 97,130 38,035 KRW 2,452 Meritz Financial Holdings Co., Ltd. 14,195 5,238 KRW 4,390 STX Offshore & Shipbuilding 40,560 40,921 Meritz Fire & Marine Insurance Co., KRW 18,090 STX Pan Ocean Co., Ltd. 141,831 72,532 KRW 5,857 Ltd. 71,840 58,252 KRW 29 Taekwang Industrial Co., Ltd. 44,565 21,651 KRW 18,060 Meritz Securities Co., Ltd. 15,411 13,129 KRW 5,840 Taeyoung Engineering & Construction 24,074 23,754 KRW 1,206 Mirae Asset Securities Co. Ltd. 63,340 33,294 KRW 19,928 Taihan Electric Wire Co., Ltd. 91,918 52,971 KRW 2,880 Motonic Corp. 23,057 17,751 KRW 920 The Basic House Co., Ltd. 5,961 8,904 KRW 588 NCSoft Corp. 35,190 142,924 KRW 3,028 Tong Yang Investment Bank 61,203 11,060 KRW 2,788 NH Investment & Securities Co., Ltd. 23,593 12,658 KRW 6,070 Tong Yang Life Insurance 63,086 57,122 KRW 307 NHN Corp. 52,417 68,324 KRW 1,480 TS Corp. 29,147 25,941

The accompanying notes are an integral part of these financial statements. 115 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

KRW 640 Woongjin Coway Co., Ltd. 22,539 20,323 EUR 6,466 Inmobiliaria Colonial SA 30,588 29,779 KRW 2,700 Woongjin Holdings Co., Ltd. 22,738 13,704 International Consolidated Airlines KRW 1,380 Woongjin Thinkbig Co Ltd. 29,112 12,248 EUR 23,196 Group 102,433 57,882 KRW 16,230 Woori Finance Holdings Co. Ltd. 200,821 179,515 EUR 7,856 Jazztel PLC 41,661 44,328 Woori Investment & Securities Co. EUR 742 La Seda de Barcelona SA 51,497 908 KRW 10,017 Ltd. 159,248 98,286 EUR 2,573 Laboratorios Almirall SA 27,309 17,999 KRW 2,360 Youlchon Chemicals Co Ltd 17,394 16,420 EUR 25,306 Mapfre SA 79,260 51,183 KRW 60 Young Poong Corp. 34,403 47,579 EUR 15,717 NH Hoteles SA 100,916 41,305 KRW 540 Youngone Corp. 14,859 30,201 EUR 980 Obrascon Huarte Lain SA 31,100 19,947 KRW 426 Yuhan Corp. 62,198 50,349 EUR 4,337 Papeles y Cartones de Europa SA 36,830 10,671 18,486,670 18,625,474 4.04 EUR 488 Pescanova SA 20,642 13,265 EUR 29,438 Promotora de Informaciones SA 137,625 14,411 Spain EUR 690 Prosegur Cia de Seguridad SA 29,937 35,876 EUR 2,231 Abengoa SA 40,426 29,761 EUR 12,928 Realia Business SA 46,600 8,077 Abertis Infraestructura SA, Rights EUR 2,612 Red Electrica de Espana 117,475 112,320 EUR 6,120 (18Jun12) – 3,863 EUR 3,974 Repsol YPF SA 137,317 61,895 EUR 6,132 Abertis Infraestructuras SA 144,998 82,550 USD 19,100 Repsol YPF SA, ADR 576,814 310,727 EUR 1,728 Acciona SA 214,401 103,736 EUR 3,974 Repsol YPF SA, Rights (05Jul12) – 2,816 EUR 8,879 Acerinox SA 174,925 96,951 EUR 12,226 Sacyr Vallehermoso SA 194,142 22,617 ACS Actividades de Construccion y Sacyr Vallehermoso SA, Rights EUR 3,625 Servicios SA 165,692 75,676 EUR 12,226 (10Jul12) – 1,103 EUR 2,362 Amadeus IT Holding SA, Class A 46,686 48,685 EUR 14,865 Service Point Solutions SA 34,277 2,528 EUR 3,770 Antena 3 de Television SA 24,592 16,173 EUR 3,475 Sol Melia SA 53,817 20,279 EUR 140,058 Banco Bilbao Vizcaya Argentaria SA 1,263,146 986,947 EUR 5,686 SOS Cuetara SA 32,345 2,344 Banco Bilbao Vizcaya Argentaria SA, USD 64,612 ADR 1,631,764 464,394 EUR 35,255 Telefonica SA 551,986 469,158 EUR 6,345 Banco Espanol de Credito SA 120,746 20,026 USD 11,392 Telefonica SA, ADR 316,836 151,813 EUR 78,841 Banco Popular Espanol SA 728,968 176,421 EUR 20,963 Tubacex SA 65,151 42,129 EUR 137,887 Banco Sabadell SA 606,700 268,225 EUR 5,488 Tubos Reunidos SA 38,806 10,746 EUR 205,059 Banco Santander SA 1,804,977 1,363,098 EUR 1,867 Vidrala SA 56,988 43,774 USD 185,980 Banco Santander SA, ADR 2,784,287 1,242,050 EUR 2,672 Viscofan SA 54,302 111,252 EUR 18,929 Bankinter SA 209,180 65,840 EUR 2,144 Vocento SA 36,386 4,419 EUR 229 Baron de Ley 13,336 11,210 EUR 1,663 Zardoya Otis SA 34,403 18,788 EUR 1,509 Bolsas y Mercados Espanoles 45,700 30,229 Zardoya Otis SA, Bonus Rights EUR 1,663 (29Jun12) – 915 EUR 794 Caja de Ahorros del Mediterraneo 6,340 – EUR 12,639 Zeltia SA 44,971 20,353 EUR 1,398 Campofrio Food Group SA 29,383 10,770 16,379,105 8,850,711 1.92 EUR 1,424 Cementos Portland Valderrivas SA 76,815 7,026 Construcciones y Auxiliar de Sweden EUR 115 Ferrocarriles SA 42,966 51,874 SEK 1,341 AarhusKarlshamn AB 29,234 46,562 EUR 47,992 Criteria Caixacorp SA 230,253 155,800 SEK 5,199 AF AB 88,255 102,115 EUR 5,486 Ebro Puleva SA 113,135 91,522 SEK 2,800 Alfa Laval AB 20,681 48,693 EUR 6,475 Enagas 142,129 116,863 SEK 6,435 Assa Abloy AB, Class B 141,410 181,966 EUR 3,448 Ercros SA 37,863 1,888 SEK 4,400 Atlas Copco AB, Class A 41,781 96,002 EUR 6,834 Faes Farma SA 40,631 10,565 SEK 2,600 Atlas Copco AB, Class B 29,770 50,264 EUR 15,880 Ferrovial SA 216,381 179,759 SEK 1,221 Avanza Bank Holding AB 39,940 25,329 EUR 1,761 Fluidra SA 6,650 4,265 SEK 709 Axfood AB 16,713 22,928 Fomento de Construcciones y EUR 2,400 Contratas SA 137,321 30,300 SEK 648 Axis Communications AB 17,448 14,301 EUR 9,810 Gamesa Corp. Tecnologica SA 171,302 17,806 SEK 800 B&B Tools AB, Series B 23,301 6,503 EUR 12,360 Gas Natural SDG SA 261,163 159,227 SEK 421 Beijer Alma AB 9,560 7,092 EUR 14,484 Gestevision Telecinco SA 106,005 70,717 SEK 409 Betsson AB 13,264 12,336 EUR 1,626 Grifols SA 43,757 41,580 SEK 1,000 Bilia AB 20,205 13,609 Grupo Catalana Occidente SA, Post SEK 5,165 Billerud AB 48,655 48,444 EUR 2,852 Subd 77,803 38,982 SEK 8,435 Biovitrum AB 32,828 29,039 EUR 10,362 Grupo Empresarial Ence SA 50,502 18,688 SEK 22,126 Boliden AB 288,764 311,369 EUR 31,203 Grupo Ezentis SA 40,530 6,231 SEK 7,691 Bure Equity AB 38,295 26,025 EUR 172,885 Iberdrola SA 1,279,980 808,467 SEK 4,981 Castellum AB 69,957 61,045 EUR 1,281 Inditex SA 54,885 130,782 SEK 2,798 CDON Group AB 11,540 16,837 EUR 5,672 Indra Sistemas SA, Class A 89,031 53,341 SEK 267 Clas Ohlson AB 5,593 3,781 EUR 2,596 Inmobiliaria Colonial SA 21,342 2,816 SEK 768 Cloetta Fazer AB, Class B 948 1,684

The accompanying notes are an integral part of these financial statements. 116 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

SEK 3,864 Concentric AB 28,151 29,277 SEK 2,473 Svenska Cellulosa AB, Series A 38,841 37,512 SEK 1,583 Duni AB 15,431 12,984 SEK 30,944 Svenska Cellulosa AB, Series B 456,643 470,744 SEK 6,016 East Capital Explorer AB 64,399 41,600 SEK 21,653 Svenska Handelsbanken, Series A 635,088 720,607 SEK 13,085 Electrolux AB 222,884 263,744 SEK 32,584 Swedbank AB 571,039 520,621 SEK 1,000 Elekta AB, Class B 21,188 46,374 SEK 4,000 Swedish Match AB 83,216 164,015 SEK 4,570 Eniro AB 122,252 5,547 SEK 11,606 Tele2 AB, Series B 173,573 182,194 SEK 2,451 Etrion Corp. 2,169 905 USD 59,800 Telefonaktiebolaget LM Ericsson 895,616 555,829 SEK 3,267 Fabege AB 35,009 25,956 Telefonaktiebolaget LM Ericsson, SEK 6,369 Getinge AB, Class B 137,701 160,047 SEK 2,881 Class A 29,685 26,386 SEK 2,400 Gunnebo AB 26,663 10,063 Telefonaktiebolaget LM Ericsson, SEK 62,207 Series B 717,551 576,591 SEK 3,858 Hakon Invest AB 59,582 57,726 SEK 70,553 TeliaSonera AB 551,490 457,349 SEK 3,864 Haldex AB 31,551 17,566 SEK 18,127 Trelleborg AB, Series B 202,837 169,084 SEK 5,802 Hennes & Mauritz AB, Class B 157,348 211,015 SEK 979 Unibet Group PLC 22,792 25,062 SEK 13,099 Hexagon AB 131,521 227,602 USD 3,500 Volvo AB, ADR 48,588 40,620 SEK 1,207 Hexpol AB 31,016 41,376 SEK 12,167 Volvo AB, Series A 118,755 141,505 SEK 1,744 Hoganas AB, Series B 50,953 56,193 SEK 32,799 Volvo AB, Series B 331,941 380,013 SEK 4,795 Holmen AB, Series B 176,743 132,416 SEK 1,281 Wallenstam Byggnads AB, Class B 12,626 12,637 SEK 2,981 Hufvudstaden AB 32,754 32,323 SEK 3,326 Wihlborgs Fastigheter AB 47,257 45,142 SEK 2,829 Husqvarna AB 16,428 13,527 12,156,956 10,967,443 2.38 SEK 33,618 Husqvarna AB, Class B 229,046 160,994 SEK 910 Industrial & Financial Systems 8,407 14,493 Switzerland SEK 2,778 Intrum Justitia AB 38,570 40,974 CHF 36,194 ABB Ltd. 541,578 599,371 SEK 5,759 JM AB 64,263 103,158 USD 13,900 ABB Ltd., ADR 248,626 230,801 SEK 6,757 KappAhl AB 50,928 4,971 CHF 436 Acino Holding AG 72,398 50,691 SEK 7,298 Kungsleden AB 69,622 37,473 CHF 2,479 Actelion Ltd. 113,213 103,428 SEK 4,252 Lindab International AB 59,383 26,381 CHF 7,924 Adecco SA, Registered Shares 431,086 356,693 SEK 3,982 Loomis AB 27,109 49,944 CHF 1,059 AFG Arbonia-Forster Holdings 66,130 19,479 SEK 10,117 Lundin Petroleum AB 111,305 191,864 CHF 1,113 Allreal Holding AG 152,979 164,854 SEK 16,263 Meda AB, Class A 171,264 157,559 CHF 100 Alpiq Holding AG 16,522 17,075 SEK 2,087 Medivir AB 40,956 20,342 CHF 6,537 Aryzta AG 278,417 330,226 SEK 9,875 Micronic Laser Systems AB 25,490 19,686 CHF 2,457 Ascom Holding AG 31,653 17,788 SEK 479 Millicom International Cellular SA 49,139 45,878 CHF 1,853 Austriamicrosystems AG 73,624 125,306 SEK 1,943 Modern Times Group AB, Class B 74,104 91,191 CHF 245 Autoneum Holding AG 29,528 11,273 SEK 5,078 NCC AB, Class B 108,317 92,566 Bachem Holding AG, Registered SEK 3,942 New Wave Group AB, Series B 36,520 14,673 CHF 839 Shares, Class B 56,953 30,415 SEK 2,738 Nibe Industrier AB 25,237 37,866 CHF 3,536 Baloise Holding AG 279,743 237,030 SEK 9,234 Nobia AB 70,515 28,394 CHF 879 Bank Coop AG 67,878 53,926 SEK 1,441 Nolato AB, Class B 19,192 13,993 Bank Sarasin & Compagnie AG, Class SEK 114,880 Nordea Bank AB 1,296,129 1,002,275 CHF 1,921 B 72,350 54,908 SEK 560 Oriflame Cosmetics SA 22,918 18,958 Banque Cantonale Vaudoise, CHF 199 Registered Shares 61,611 107,251 SEK 44,569 PA Resources AB 80,343 7,213 Banque Privee Edmond de Rothschild SEK 9,371 Peab AB, Series B 55,964 47,538 CHF 1 SA 24,683 20,432 SEK 12,666 Ratos AB, Class B 161,430 122,059 CHF 135 Barry Callebaut AG 66,287 124,666 SEK 13,160 Rezidor Hotel Group AB 33,746 46,468 CHF 147 Basilea Pharmaceutica 10,916 7,024 SEK 6,872 rnb Retail and Brands AB 9,253 2,194 CHF 436 Basler Kantonalbank 52,639 51,158 SEK 3,377 Saab AB, Class B 59,255 58,280 CHF 606 Bellevue Group AG 41,408 6,045 SEK 12,764 Sandvik AB 113,238 165,726 Berner Kantonalbank, Registered SEK 16,176 SAS AB 119,345 12,851 CHF 224 Shares 42,861 60,182 SEK 5,248 Scania AB 78,715 91,187 CHF 402 BKW Energie AG 35,658 13,711 SEK 15,365 Securitas AB, Series B 184,803 121,167 CHF 1,380 Bobst Group AG 75,521 38,483 Skandinaviska Enskilda Banken AB, CHF 103 Bossard Holding AG 12,637 13,323 SEK 73,845 Class A 665,430 486,294 Bucher Industries AG, Registered SEK 20,790 Skanska AB, Series B 329,808 323,309 CHF 670 Shares 78,540 108,652 SEK 349 SKF AB 5,436 6,850 CHF 262 Burckhardt Compression Holding AG 36,169 68,228 SEK 6,000 SKF AB, Class B 95,712 119,878 CHF 954 Charles Voegele Holding AG 62,349 14,990 SEK 1,100 SkiStar AB, Series B 20,180 11,288 CHF 84 Cie Financiere Tradition SA 10,236 5,315 SEK 10,787 SSAB Svenskt Stal AB, Series A 168,851 90,541 CHF 20,756 Clariant AG 275,727 207,478 SEK 5,365 SSAB Svenskt Stal AB, Series B 78,949 39,032 Compagnie Financiere Richemont AG, SEK 707 Studsvik AB 8,661 3,859 CHF 15,433 Class A 691,493 858,244

The accompanying notes are an integral part of these financial statements. 117 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CHF 19 Conzzeta Holding AG 46,529 35,662 CHF 102 Schweiter Technologies AG 44,428 51,144 CHF 10,099 Credit Suisse Group AG 349,211 186,952 Schweizerische National- USD 37,752 Credit Suisse Group, ADR 1,856,889 703,716 Versicherungs-Gesellschaft, CHF 1,218 Registered Shares 46,812 43,240 CHF 600 Daetwyler Holding AG 43,429 43,309 CHF 76 SGS SA, Registered Shares 88,895 144,685 CHF 834 Dufry Group 91,585 101,793 CHF 157 Sika AG 185,953 307,308 CHF 4,473 EFG International 126,885 25,331 CHF 534 Sonova Holding AG 49,999 52,377 CHF 129 Emmi AG 29,663 26,827 St. Galler Kantonalbank, Registered EMS-Chemie Holding AG, Registered CHF 221 Shares 91,302 79,168 CHF 237 Shares 34,733 43,721 CHF 329 Straumann Holding AG 57,264 49,083 Energiedienst Holding AG, Registered CHF 760 Shares 29,318 37,496 CHF 1,406 Sulzer AG, Registered Shares 107,317 168,894 CHF 327 Flughafen Zuerich AG 84,550 116,702 CHF 1,064 Swatch Group AG 206,610 426,230 CHF 156 Forbo Holding AG 98,549 90,518 CHF 1,862 Swatch Group AG, Registered Shares 67,212 130,907 CHF 98 Galenica AG, Registered Shares 33,671 63,328 CHF 1,620 Swiss Life Holding, Registered Shares 246,565 154,725 CHF 3,159 Gategroup Holding AG 83,588 90,463 CHF 1,558 Swiss Prime Site AG 52,766 132,010 CHF 870 Geberit AG 88,896 173,931 CHF 21,590 Swiss Re AG 981,573 1,378,941 CHF 231 Georg Fischer AG, Registered Shares 96,551 80,583 USD 800 Swisscom AG, ADR 30,118 32,626 CHF 350 Givaudan 294,565 348,923 CHF 246 Swisscom AG, Registered Shares 92,569 100,551 CHF 9 Gurit Holding AG 4,857 4,392 CHF 20,117 Swisslog Holding AG 32,032 19,203 CHF 337 Helvetia Holding AG 92,648 103,283 CHF 288 Swissquote Group Holding SA 11,761 8,294 CHF 12,813 Holcim Ltd. 887,083 718,727 CHF 594 Syngenta AG 79,353 205,970 CHF 445 Huber & Suhner AG REg 27,429 18,256 USD 5,900 Syngenta AG, ADR 217,614 410,724 CHF 377 Implenia AG 12,132 12,050 CHF 270 Tamedia AG, Registered Shares 33,686 28,987 CHF 423 Tecan Group AG 32,752 29,671 CHF 28 Inficon Holding AG 6,230 5,796 CHF 2,554 Temenos Group AG 33,359 42,869 CHF 14,006 Julius Baer Group Ltd. 545,094 514,501 CHF 303 U-Blox AG 14,482 12,625 CHF 15,652 Julius Baer Holding Ltd. 347,884 176,267 CHF 144,752 UBS AB 2,700,211 1,715,529 CHF 74 Kaba Holding AG, Class B 29,819 28,572 CHF 913 Valiant Holding, Registered Shares 153,762 103,210 Komas Holding AG, Registered CHF 186 Shares 32,898 14,324 CHF 304 Valora Holding AG, Registered Shares 75,113 57,222 CHF 1,417 Kudelski SA 51,058 10,942 CHF 71 Vaudoise Assurances Holding SA 20,720 20,408 CHF 1,198 Kuehne & Nagel International AG 78,359 128,490 CHF 268 Verwaltungs- und Privat-Bank AG 31,843 20,811 Kuoni Reisen Holding AG, Class B, CHF 5 Vetropack Holding AG 9,847 8,940 CHF 213 Registered Shares 102,573 66,136 CHF 4,947 Von Roll Holding AG 41,326 10,081 CHF 358 Liechtensteinische Landesbank AG 27,709 13,055 CHF 2,198 Vontobel Holding AG 78,882 43,848 Lindt & Spruengli AG, Registered CHF 14 Walliser Kantonalbank 13,401 12,988 CHF 5 Shares 110,235 185,763 CHF 840 Zehnder Group AG 52,039 50,993 CHF 11,584 Logitech International SA 186,633 126,727 CHF 5 Zuger Kantonalbank AG 17,734 26,502 CHF 3,661 Lonza Group AG, Registered Shares 329,030 154,628 CHF 6,789 Zurich Financial Services AG 1,660,566 1,554,585 CHF 151 Luzerner Kantonalbank 32,388 53,363 25,123,706 23,960,051 5.20 CHF 12 Metall Zug AG 34,611 45,690 CHF 2,802 Meyer Burger Technology AG 74,535 43,726 Taiwan CHF 7,660 Micronas Semiconductor Holding AG 71,126 67,697 TWD 31,000 AcBel Polytech Inc. 25,457 18,060 CHF 511 Mobimo Holding AG 111,208 119,862 TWD 96,032 Acer Inc. 184,572 100,902 CHF 37,916 Nestle SA 1,641,407 2,297,644 Advanced Semiconductor Engineering CHF 3,505 Nobel Biocare Holding AG 115,925 36,784 USD 19,865 Inc. 67,026 82,108 CHF 9,728 Novartis AG 607,779 551,417 TWD 43,573 AGV Products Corp. 18,748 14,472 USD 46,410 Novartis AG, ADR 2,465,103 2,640,202 TWD 100,000 Alpha Networks Inc. 93,108 75,857 CHF 13,041 OC Oerlikon Corp AG 104,106 109,378 TWD 28,854 Altek Corp 50,869 18,733 CHF 1,095 Panalpina Welttransport Holding AG 106,163 99,709 TWD 54,900 AmTRAN Technology Co Ltd 61,285 45,022 CHF 536 Partners Group Holding AG 56,375 96,867 TWD 93,503 Asia Cement Corp. 102,392 119,331 CHF 49 Phoenix Mecano AG 23,054 24,228 TWD 32,000 Asia Optical Co., Inc. 69,234 34,990 CHF 1,002 PSP Swiss Property AG 90,571 89,790 TWD 19,000 Asia Polymer Corp. 24,255 20,451 CHF 87 PubliGroupe AG 31,639 13,073 TWD 32,306 Asia Vital Components Co., Ltd. 32,645 16,669 CHF 245 Rieter Holding AG 82,917 36,657 TWD 18,483 Asustek Computer Inc. 204,331 171,468 CHF 454 Roche Holding AG 89,546 83,119 USD 42,969 AU Optronics Corp. 386,776 175,853 CHF 7,166 Roche Holding AG- Genusschein 1,261,733 1,257,395 TWD 55,000 Basso Industry Corp. 55,960 42,943 CHF 20 Romande Energie Holding SA 34,716 23,746 TWD 218,000 BES Engineering Corp. 59,625 53,335 Schindler Holding AG, Registered TWD 91,321 Capital Securities Corp. 45,484 30,986 CHF 579 Shares 35,387 66,385 TWD 35,000 Catcher Technology Co., Ltd. 95,113 236,796 CHF 1,796 Schmolz & Bickenbach AG 21,855 8,360 TWD 55,692 Cathay Financial Holding Co., Ltd. 103,129 55,567

The accompanying notes are an integral part of these financial statements. 118 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

TWD 295,390 Chang Hwa Commercial Bank 134,096 157,961 TWD 174,000 Grand Pacific Petrochemical Corp. 94,309 77,886 TWD 29,000 Cheng Shin Rubber Industry Co., Ltd. 66,006 74,220 TWD 30,000 Great Wall Enterprise Co., Ltd. 31,020 28,651 Cheng Uei Precision Industry Co., TWD 24,629 Green Energy Technology Inc. 62,753 21,965 TWD 20,401 Ltd. 39,393 40,989 TWD 33,111 Hannstar Board Corp. 29,296 16,179 TWD 52,000 Chicony Electronics Co., Ltd. 88,399 97,192 TWD 366,000 Hannstar Display Corp. 97,531 26,138 TWD 115,308 China Airlines Ltd. 41,268 52,599 TWD 24,000 Hey Song Corp. 31,141 30,835 TWD 255,200 China Bills Finance Corp. 75,308 109,437 TWD 6,000 Highwealth Construction Corp. 10,881 9,533 China Development Financial Holding TWD 109,208 Hon Hai Precision Industry Co., Ltd. 356,260 333,230 TWD 502,841 Corp. 158,166 120,788 TWD 20,000 Hotai Motor Co., Ltd. 43,169 131,211 TWD 48,000 China Electric Manufacturing Corp. 31,865 33,049 TWD 30,000 Hsin Kuang Steel Co., Ltd. 28,054 21,476 TWD 107,175 China Life Insurance Co., Ltd. 73,650 101,807 TWD 9,922 HTC Corp. 117,285 131,883 TWD 192,000 China Manmade Fibers Corp. 48,957 59,439 TWD 193,052 Hua Nan Financial Holdings Co., Ltd. 116,501 108,183 TWD 47,000 China Motor Corp. 49,486 43,281 TWD 33,988 Huaku Development Co. Ltd. 97,376 83,966 China Petrochemical Development TWD 195,000 Innolux Display Corp 205,612 81,956 TWD 148,500 Corp. 58,277 126,601 TWD 84,000 Inotera Memories Inc. 35,511 19,719 TWD 260,316 China Steel Corp. 272,634 249,057 TWD 165,900 Inventec Co., Ltd. 106,261 54,533 TWD 227,536 Chinatrust Financial Holding Co., Ltd. 135,294 131,783 TWD 3,000 ITEQ Corp. 3,626 3,367 TWD 80,000 Chin-Poon Industrial Co. 67,468 75,993 TWD 25,000 Kenda Rubber Industrial Co., Ltd. 30,041 29,386 TWD 54,570 Chun Yuan Steel 23,526 22,842 TWD 51,000 Kindom Construction Co., Ltd. 47,125 31,019 TWD 288,865 Chunghwa Picture Tubes 97,950 10,660 TWD 129,000 King Yuan Electronics Co. Ltd. 60,300 61,931 USD 3,781 Chunghwa Telecom Co., Ltd., ADR 94,286 120,905 TWD 25,660 Kings Town Construction Co. Ltd. 24,913 22,534 TWD 211,000 CMC Magnetics Corp. 57,732 36,914 TWD 9,000 Kinsus Interconnect Technology Corp. 30,129 25,033 TWD 102,927 Compal Electronics Inc. 126,850 96,189 TWD 13,000 L&K Engineering Co. Ltd. 14,446 14,281 TWD 21,000 Continental Holdings Corp. 8,035 7,463 TWD 5,000 Largan Precision Co., Ltd. 102,774 105,583 TWD 36,750 Darfon Electronics Corp. 58,329 31,331 TWD 33,000 LCY Chemical Corp. 56,202 53,392 TWD 19,000 Delta Electronics Inc. 58,768 58,885 TWD 170,500 Li Peng Enterprise Co. Ltd. 67,167 50,511 TWD 18,538 Dynamic Electronics Co., Ltd. 12,976 6,328 TWD 69,009 Lien Hwa Industrial Corporation 36,440 42,562 TWD 280,680 E.Sun Financial Holding Co., Ltd. 116,159 146,737 TWD 111,000 Lingsen Precision Industries Ltd. 54,475 61,444 Elite Semiconductor Memory TWD 51,000 Technology Inc. 73,423 44,786 TWD 99,941 Lite-On Technology Corp. 147,337 127,206 TWD 46,000 Epistar Corp. 120,328 102,795 TWD 170,000 Macronix International 99,539 54,371 TWD 54,000 ET Internet Technology Corp. 13,058 5,757 TWD 6,011 MediaTek Inc. 108,156 55,970 TWD 106,942 Eternal Chemical Co., Ltd. 105,092 81,305 TWD 270,300 Mega Financial Holding Co. Ltd. 158,220 201,346 TWD 130,900 Eva Airways Corp. 52,640 81,181 TWD 42,272 Mercuries & Associates Ltd. 20,574 32,066 Evergreen International Storage & TWD 35,000 Merida Industry Co. Ltd. 56,321 129,161 TWD 36,000 Transport Corp. 20,458 18,144 TWD 101,000 Micro-Star International Co. Ltd. 64,101 53,665 Evergreen Marine Corp., (Taiwan) TWD 214,000 Mitac International 99,046 72,684 TWD 136,999 Ltd. 87,779 75,133 TWD 48,968 Mosel Vitelic Inc. 24,396 5,321 TWD 57,200 Everlight Chemical Industrial Corp. 46,736 35,670 TWD 63,000 Nan Ya Plastics Corp. 130,517 114,738 TWD 36,000 Everlight Electronics Co., Ltd. 88,761 62,366 TWD 107,000 Nanya Technology Corp. 40,095 9,104 TWD 3,000 Excelsior Medical Co., Ltd. 6,627 6,089 TWD 30,000 National Petroleum Co. Ltd. 33,684 32,393 Far Eastern Department Stores Co., TWD 79,495 Nien Hsing Textile Co. Ltd. 50,998 52,832 TWD 45,633 Ltd. 52,430 43,425 TWD 105,000 Opto Technology Corp. 93,465 45,565 TWD 46,266 Far Eastern International Bank 20,978 17,943 TWD 159,000 Orient Semiconductor Electronics Ltd. 45,495 22,601 TWD 81,946 Far Eastern New Century Corp. 91,534 88,062 TWD 72,000 Oriental Union Chemical Corp. 91,767 88,322 Far EasTone Telecommunications TWD 42,000 Pan-International Industrial 41,344 41,762 TWD 81,000 Co., Ltd. 98,656 179,071 TWD 63,776 Pegatron Corp. 31,131 84,553 TWD 18,000 Farglory Land Development Co., Ltd. 37,346 32,290 TWD 122,400 Pou Chen Corp. 101,095 105,814 TWD 71,101 Federal Corp. 53,174 36,321 TWD 24,000 Powertech Technology Inc. 54,636 47,236 TWD 22,000 Feng Hsin Iron & Steel Co. 37,722 37,549 TWD 6,000 President Chain Store Corp. 31,675 32,393 TWD 388,697 First Financial Holding Co., Ltd. 222,360 229,769 TWD 53,000 President Securities Corp. 35,214 26,984 TWD 68,000 Formosa Chemicals & Fibre Corp. 157,720 181,700 TWD 52,145 Prince Housing & Development Corp. 25,971 35,546 TWD 49,000 Formosa Plastics Corp. 109,408 133,443 TWD 151,980 Qisda Corp. 95,740 36,196 TWD 67,000 Formosa Taffeta Co., Ltd. 65,550 61,241 TWD 48,000 Quanta Computer Inc. 98,251 130,063 TWD 58,000 Formosan Rubber Group Inc. 49,306 38,943 TWD 6,365 Radiant Opto-Electronics Corp. 8,832 32,623 TWD 197,960 Fubon Financial Holding Co., Ltd. 241,385 201,234 TWD 92,188 Radium Life Tech Co., Ltd. 88,852 66,623 TWD 57,788 Gemtek Technology Corp. 99,855 52,524 TWD 20,402 Realtek Semiconductor Corp. 57,102 37,645 TWD 101,000 Gigabyte Technology Co., Ltd. 100,303 98,185 TWD 382,000 Ritek Inc. 98,627 55,474 Goldsun Development & Construction TWD 57,570 Co., Ltd. 28,215 20,655 TWD 50,000 Ruentex Development Co., Ltd. 71,989 77,821

The accompanying notes are an integral part of these financial statements. 119 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

TWD 43,131 Sampo Corp. 11,576 13,234 TWD 117,000 Winbond Electronics Corp. 28,482 17,910 TWD 63,000 Sanyang Industry Co., Ltd. 41,666 41,547 TWD 111,495 Wintek Corp. 96,354 62,099 TWD 442,003 Shin Kong Financial Holding Co. Ltd. 179,311 129,433 TWD 130,896 Wistron Corp. 188,646 163,027 TWD 38,000 Shin Zu Shing Co., Ltd. 89,429 105,953 TWD 25,000 Wistron NeWeb Corp. 55,728 52,280 TWD 257,230 Shinkong Synthetic Fibers Corp. 85,183 75,150 TWD 38,582 WPG Holdings Ltd. 62,645 45,944 TWD 120,000 Silicon Integrated Systems Corp. 92,454 40,676 TWD 149,000 Yageo Corp. 71,032 44,447 TWD 14,000 Siliconware Precision Industries Co. 11,614 14,877 TWD 125,400 Yang Ming Marine Transport Corp. 94,022 56,989 Siliconware Precision Industries Co., TWD 42,000 Yeun Chyang Industrial Co. Ltd. 34,740 23,106 USD 11,312 ADR 94,252 59,539 TWD 402,568 Yuanta Financial Holding Co., Ltd. 237,323 185,701 TWD 7,000 Sinon Corp. 3,217 3,133 Yuen Foong Yu Paper Manufacturing TWD 352,534 SinoPac Financial Holdings Co. Ltd. 127,224 134,312 TWD 111,650 Co., Ltd. 51,791 46,925 TWD 6,000 Stark Technology Inc. 4,997 5,177 TWD 80,000 Yulon Motor Co.Ltd. 97,872 142,966 Synnex Technology International TWD 50,000 Yungtay Engineering Co. Ltd. 38,892 84,570 TWD 40,000 Corp. 98,791 99,229 14,736,889 13,310,665 2.89 TWD 59,950 TA Chen Stainless Pipe 37,662 32,980 TWD 100,000 Ta Chong Bank Ltd. 38,005 31,402 Thailand TWD 65,202 TA-I Technology Co. Ltd. 73,680 42,553 THB 15,000 Airports of Thailand PCL 17,674 28,801 TWD 38,110 Taichung Commercial Bank 16,749 12,202 THB 97,300 Bangchak Petroleum Plc 73,187 70,352 TWD 15,000 Tainan Enterprises Co. Ltd. 15,338 15,094 THB 23,100 Bangkok Bank PCL 91,566 151,433 TWD 160,000 Tainan Spinning Co., Ltd. 74,929 68,613 THB 20,300 Bangkok Bank PCL- NVDR 79,010 123,945 TWD 369,479 Taishin Financial Holding Co. Ltd. 135,693 143,293 THB 132,000 Bank of Ayudhya PCL 89,099 124,074 THB 3,850 Banpu PCL 85,829 54,932 TWD 115,200 Taiwan Business Bank 28,707 33,853 Central Pattana PCL, Foreign TWD 192,010 Taiwan Cement Corp. 196,395 231,600 THB 19,200 Registered Shares 29,529 28,691 TWD 127,372 Taiwan Cogeneration 66,488 83,999 Charoen Pokphand Foods Public TWD 179,564 Taiwan Cooperative Financial 109,134 107,680 THB 55,500 Company Ltd. 70,545 68,665 TWD 52,000 Taiwan Fertilizer Co., Ltd. 153,894 121,179 THB 84,800 Delta Electronics Thai PCL 50,601 58,317 TWD 118,965 Taiwan Glass Industrial Corp. 103,212 101,828 THB 7,400 Electricity Generating PCL, Class R 22,188 27,585 TWD 10,000 Taiwan Mobile Co., Ltd. 30,067 33,623 THB 97,100 Esso Thailand PCL 44,111 31,516 Taiwan Semiconductor Manufacturing THB 38,000 Glow Energy PCL 44,124 75,406 TWD 99,000 Co., Ltd. 194,980 274,683 THB 893,800 Hemaraj Land and Development PCL 23,779 86,168 Taiwan Semiconductor Manufacturing THB 443,200 IRPC PCL, Foreign Registered Shares 49,968 50,988 USD 3,857 Co., Ltd., ADR 48,514 54,855 THB 25,800 Kasikornbank PCL 71,113 133,897 TWD 41,000 Taiwan Styrene Monomer 25,643 8,994 THB 232,800 Krung Thai Bank PCL 89,960 119,697 TWD 155,000 Taiwan Tea Corp 93,258 77,061 THB 33,300 Minor International PCL 14,918 14,982 TWD 160,520 Tatung Co. Ltd. 93,146 34,829 THB 91,100 Pruksa Real Estate PCL 43,471 45,670 TWD 143,000 Teco Electric and Machinery Co. Ltd. 60,288 94,060 THB 16,900 PTT Exploration & Production PCL 75,254 91,239 TWD 19,099 Test Research Inc. 21,192 29,987 THB 77,342 PTT Global Chemical PCL 127,058 137,941 TWD 24,000 The Ambassador Hotel 27,493 24,233 THB 5,300 PTT PCL 53,213 55,013 TWD 25,000 Tong Yang Industry Co., Ltd. 28,911 24,559 THB 26,200 PTT PCL 240,622 271,949 TWD 5,000 Transcend Information Inc. 13,657 14,061 Ratchaburi Electricity Generating TWD 25,000 Tripod Technology Corp. 68,890 71,671 THB 27,300 Holding PCL 31,637 38,382 TWD 46,000 Tung Ho Steel Enterprise Corp. 54,678 45,504 Regional Container Line Public TWD 36,000 U-Ming Marine Transport Corp. 55,003 58,430 THB 128,800 Company Limited 50,881 28,145 TWD 68,000 Unimicron Technology Corp. 94,641 78,419 Rojana Industrial Park Public Company TWD 89,782 Uni-President Enterprises Corp. 102,406 145,721 THB 157,500 Limited 42,848 41,503 TWD 71,850 Unitech Printed Circuit Board Corp. 28,371 26,883 THB 4,100 Siam Cement PCL 45,054 41,635 TWD 13,000 United Integrated Services Co., Ltd. 11,352 12,527 THB 15,100 Siam City Cement PCL 99,104 158,190 TWD 65,000 UNITED LABORATORIEHKD0.01 39,974 27,380 THB 25,600 Siam Commercial Bank PCL 90,839 115,173 TWD 460,000 United Microelectronics Corp. 255,381 202,763 THB 46,300 Supalai PCL 23,366 25,443 USD 4,006 United Microelectronics Corp., ADR 20,675 8,850 TelecomAsia Corporation Public THB 300,400 Company Ltd. 33,629 36,876 TWD 61,000 Unizyx Holding Corp. 51,973 31,682 THB 78,300 Thai Airways International PCL 92,235 54,098 TWD 89,700 USI Corp. 99,831 81,836 THB 62,000 Thai Oil PCL 135,855 114,561 TWD 14,000 Via Technologies Inc. 7,971 5,262 Thai Union Frozen Products PCL, TWD 15,000 Wah Lee Industrial Corp. 20,174 18,990 THB 22,560 Foreign Registered Shares 34,965 52,017 TWD 260,000 Walsin Lihwa Corp. 104,684 73,294 THB 66,400 Thanachart Capital PCL 53,978 60,813 TWD 138,149 Walsin Technology Corp. 69,669 34,176 THB 129,900 Thoresen Thai Agencies PCL 92,103 66,790 TWD 119,700 Wan Hai Lines Ltd. 62,192 59,716 THB 1,295,700 TMB Bank PCL 77,990 63,290 TWD 205,029 Waterland Financial Holdings 63,278 70,058 THB 136,500 TPI Polene PCL 72,455 50,883 TWD 76,000 Wellypower Optronics Corp. 90,971 34,019 2,463,758 2,799,060 0.61

The accompanying notes are an integral part of these financial statements. 120 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

No. of Average Fair %of Currency codes used above are as follows: Units or Cost Value Net AUD - Australian Dollar Currency Shares Description ($CAD) ($CAD) Assets BRL - Brazilian Real CAD - Canadian Dollar CHF - Swiss Franc Turkey CLP - Chilean Peso Akbank TAS - (New Lira CZK - Czech Koruna TRY 30,151 Denominated) 122,613 112,053 DKK - Danish Krone TRY 44,549 Aksa Akrilik Kimya Sanayii 84,024 106,359 EUR - Euro TRY 16,935 Aksigorta AS 20,118 18,404 GBP - British Pound HKD - Hong Kong Dollar TRY 11,727 Alarko Holding 26,064 26,941 HUF - Hungarian Forint TRY 25,832 Anadolu Anonim Turk Sigorta Sirketi 24,889 12,509 IDR - Indonesian Rupiah Anadolu Efes Biracilik Ve Malt ILS - Israeli Shekel TRY 1,341 Sanayii AS 17,980 17,329 INR - Indian Rupee JPY - Japanese Yen TRY 12,500 Arcelik AS 44,950 63,910 KRW - Korean Won TRY 20,237 Asya Katilim Bankasi 50,708 20,625 MXN - Mexican Peso TRY 3,539 Aygaz AS 21,013 15,105 MYR - Malaysian Ringgit TRY 1,016 BIM Birlesik Magazalar AS 40,065 42,192 NOK - Norwegian Kroner NZD - New Zealand Dollar TRY 3,301 Bolu Cimento Sanayii 3,577 2,361 PHP - Philippine Peso TRY 30,706 Deva Holding AS 60,873 37,692 PLN - Polish Zloty TRY 79,737 Dogan Holdings 56,979 35,919 SEK - Swedish Krona TRY 10,730 Dogus Otomotiv Servis ve Ticaret 70,061 33,351 SGD - Singapore Dollar THB - Thai Bhat TRY 9,557 Enka Insaat ve Sanayi AS 25,744 25,830 TRY - Turkey Lira Eregli Demir ve Celik TWD - Tawian Dollar TRY 66,676 Fabrikalari TAS 105,341 75,089 USD - United States Dollar TRY 374,000 Ihlas Holding 202,916 244,288 ZAR - South African Rand Kardemir Karabuk Demir Celik TRY 51,507 Sanayi ve Ticaret AS 25,944 28,713 TRY 38,350 KOC Holding 97,957 147,705 TRY 78,071 Petkim Petrokimya Holding 184,530 88,800 Sarkuysan Elektrolitik Bakir Sanayi TRY 23,574 ve Ticaret AS 27,315 29,203 TRY 4,109 TAV Havalimanlari Holding AS 20,753 22,258 TRY 24,372 Tekfen Holding AS 80,776 90,575 TRY 7,398 Tofas Turk Otomobil Fabrikasi AS 30,327 32,242

TRY 8,615 Trakya Cam Sanayi AS 13,619 11,788 TRY 5,093 Tupras Turkiye Petrol Rafine 98,971 110,409 TRY 41,885 Turk Hava Yollari 58,455 74,763 TRY 52,352 Turk Sise ve Cam Fabrikalari 55,086 87,257 USD 11,086 Turkcell Iletisim Hizmet AS, ADR 143,817 141,528 TRY 86,524 Turkiye Garanti Bankasi 321,456 344,938 TRY 8,663 Turkiye Halk Bankasi AS 46,031 68,780 TRY 78,225 Turkiye Is Bankasi 188,950 211,426 TRY 70,780 Turkiye Sinai Kalkinma Bankasi 54,369 73,333 TRY 39,655 Turkiye Vakiflar Bankasi Tao 100,450 83,734 TRY 56,992 Yapi ve Kredi Bankasi 103,655 118,737 2,630,376 2,656,146 0.58

United States of America USD 1,320 Johnson & Johnson 89,085 90,802 0.02 542,712,275 453,790,420 98.43

Embedded Broker Commission (662,026)

Total Investments $542,050,249 453,790,420 98.43

Currency Forward Contracts (a) 117,455 0.03

Other assets less liabilities 7,105,011 1.54

Net Assets Representing Unitholders’ Equity $461,012,886 100.00

(a) See next page

The accompanying notes are an integral part of these financial statements. 121 DFA International Core Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

(a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 10, 2012 CAD 7,110,012 AUD 7,000,000 (177,604) CITI A July 10, 2012 CAD 16,551,523 EUR 12,841,000 3,745 CITI A July 10, 2012 CAD 10,313,135 GBP 6,470,000 (4,982) CITI A July 10, 2012 CAD 9,033,895 JPY 701,500,000 95,824 CITI A July 10, 2012 CAD 11,278,201 USD 11,000,000 76,865 RBC AA- July 24, 2012 CAD 18,279,467 EUR 14,159,000 25,508 UBS A July 24, 2012 CAD 11,591,613 GBP 7,230,000 58,235 CITI A July 24, 2012 CAD 10,550,642 JPY 824,500,000 39,864 CITI A 117,455

(1) Source: Standard & Poor’s RBC = Royal bank of Canada CITI = Citibank UBS = UBS AG WARBURG

The accompanying notes are an integral part of these financial statements. 122 DFA International Core Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by geographic region. As at June 30, 2012 and December 31, 2011, there was no significant concentration in any specific region. The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund will generally invest in a broad and diverse group of readily marketable securities of non-Canadian and non-U.S. companies associated with countries with developed and emerging markets, with a greater emphasis on small capitalization and value companies. At as June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on global exchanges was 98.43% (December 31, 2011: 99.13%). If equity prices on the global stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $45,375,707 (December 31, 2011: $39,721,914). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency of the Fund. It is therefore exposed to currency risk, as the value of the securities denominated in other currencies fluctuate due to changes in exchange rates. On December 17, 2008, the Fund introduced hedged classes of units which hedge a majority of these units’ exposure to foreign currency risk.

The accompanying notes are an integral part of these financial statements. 123 DFA International Core Equity Fund Discussion of Financial Risk Management (note 11)

The tables below summarize both the Fund’s unhedged classes and hedged classes exposures to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Percentage Financial Percentage Instruments of Net Assets Instruments of Net Assets Exposure (CAD) (%) Exposure (CAD) (%) June 30, 2012 December 31, 2011 United States Dollar 66,118,223 14.34 62,280,968 15.54 Euro 53,475,498 11.60 47,483,596 11.85 Japanese Yen 50,780,073 11.01 45,340,929 11.32 British Pound 36,277,131 7.87 33,003,903 8.24 Hong Kong Dollar 18,929,076 4.11 15,767,860 3.94 Australian Dollar 18,779,116 4.07 16,484,672 4.11 Swiss Franc 14,515,086 3.15 13,444,659 3.36 Korean Won 12,202,230 2.65 10,845,190 2.71 New Taiwan Dollar 9,444,902 2.05 8,278,432 2.07 Swedish Krona 7,575,750 1.64 6,609,730 1.65 Indian Rupee 6,093,915 1.32 4,947,157 1.23 South African Rand 6,002,529 1.30 4,957,113 1.24 Singapore Dollar 5,390,279 1.17 4,159,584 1.04 Brazilian Real 5,343,715 1.16 4,478,013 1.12 Indonesian Rupiah 3,242,730 0.70 2,785,903 0.70 Malaysian Ringgit 3,026,534 0.66 2,625,322 0.66 Mexican Peso 2,968,634 0.64 2,045,328 0.51 Norwegian Kroner 2,665,919 0.58 2,153,555 0.54 Danish Krone 2,253,913 0.49 1,833,565 0.46 Thai Baht 2,066,881 0.45 1,594,557 0.40 Turkish Lira 1,881,992 0.41 1,187,024 0.30 Philippine Peso 1,808,102 0.39 964,950 0.24 Chilean Peso 1,457,851 0.32 1,275,854 0.32 Polish Zloty 1,359,609 0.29 958,467 0.24 Israeli Shekel 800,692 0.17 801,768 0.20 New Zealand Dollar 658,276 0.14 535,391 0.13 Hungarian Forint 357,384 0.08 317,936 0.08 Czech Koruna 320,011 0.07 239,798 0.06 335,796,051 72.83 297,401,224 74.26

The accompanying notes are an integral part of these financial statements. 124 DFA International Core Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage Instruments Contract of Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 United States Dollar 23,428,126 11,278,201 12,149,925 2.64 Hong Kong Dollar 6,707,270 – 6,707,270 1.45 Swiss Franc 5,143,231 – 5,143,231 1.12 Korean Won 4,323,700 – 4,323,700 0.94 New Taiwan Dollar 3,346,677 – 3,346,677 0.73 Swedish Krona 2,684,368 – 2,684,368 0.58 South African Rand 2,126,917 – 2,126,917 0.46 Indian Rupee 2,159,299 – 2,159,299 0.47 Brazilian Real 1,893,475 – 1,893,475 0.41 Singapore Dollar 1,909,975 – 1,909,975 0.41 Indonesian Rupiah 1,149,019 – 1,149,019 0.25 Malaysian Ringgit 1,072,413 – 1,072,413 0.23 Norwegian Kroner 944,633 – 944,633 0.20 Mexican Peso 1,051,897 – 1,051,897 0.23 Danish Krone 798,645 – 798,645 0.17 Thai Baht 732,372 – 732,372 0.16 Chilean Peso 516,571 – 516,571 0.11 Turkish Lira 666,859 – 666,859 0.14 Philippine Peso 640,677 – 640,677 0.14 Polish Zloty 481,760 – 481,760 0.10 Israeli Shekel 283,715 – 283,715 0.06 New Zealand Dollar 233,251 – 233,251 0.05 Hungarian Forint 126,635 – 126,635 0.03 Czech Koruna 113,392 – 113,392 0.02 Australian Dollar 6,654,134 7,110,012 (455,878) (0.10) Japanese Yen 17,993,254 19,584,537 (1,591,283) (0.35) British Pound 12,854,326 21,904,748 (9,050,422) (1.96) Euro 18,948,342 34,830,990 (15,882,648) (3.45) 118,984,933 94,708,488 24,276,445 5.24

The accompanying notes are an integral part of these financial statements. 125 DFA International Core Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage Instruments Contract of Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) December 31, 2011 United States Dollar 20,969,918 9,560,534 11,409,384 2.85 Hong Kong Dollar 5,309,017 – 5,309,017 1.32 Swiss Franc 4,526,799 – 4,526,799 1.13 Korean Won 3,651,561 – 3,651,561 0.91 New Taiwan Dollar 2,787,337 – 2,787,337 0.70 Swedish Krona 2,225,487 – 2,225,487 0.56 South African Rand 1,669,053 – 1,669,053 0.42 Indian Rupee 1,665,701 – 1,665,701 0.42 Brazilian Real 1,507,741 – 1,507,741 0.38 Singapore Dollar 1,400,526 – 1,400,526 0.35 Indonesian Rupiah 938,010 – 938,010 0.23 Malaysian Ringgit 883,942 – 883,942 0.22 Norwegian Kroner 725,099 – 725,099 0.18 Mexican Peso 688,659 – 688,659 0.17 Danish Krone 617,359 – 617,359 0.15 Thai Baht 536,885 – 536,885 0.13 Chilean Peso 429,578 – 429,578 0.11 Turkish Lira 399,669 – 399,669 0.10 Philippine Peso 324,897 – 324,897 0.08 Polish Zloty 322,714 – 322,714 0.08 Israeli Shekel 269,954 – 269,954 0.07 New Zealand Dollar 180,266 – 180,266 0.04 Hungarian Forint 107,049 – 107,049 0.03 Czech Koruna 80,740 – 80,740 0.02 Australian Dollar 5,550,367 5,990,594 (440,227) (0.11) Japanese Yen 15,266,230 16,704,222 (1,437,992) (0.36) British Pound 11,112,370 17,992,923 (6,880,553) (1.72) Euro 15,987,663 29,815,378 (13,827,715) (3.45) 100,134,591 80,063,651 20,070,940 5.01

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies the Fund is exposed to increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the unhedged classes would have decreased or increased, respectively, by approximately $33,579,605 (December 31, 2011: $29,740,122) and Net Assets of the hedged classes would have decreased or increased, respectively, by approximately $2,427,645 (December 31, 2011: $2,007,032). In practice, actual results have in the past, and in the future may, differ significantly from this sensitivity analysis.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2012, the Fund held forward currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate redemptions, they are also used in a material way to hedge a majority of the foreign currency exposure

The accompanying notes are an integral part of these financial statements. 126 DFA International Core Equity Fund Discussion of Financial Risk Management (note 11)

for the hedged classes of units. When used on behalf of the hedged classes of units, the risk of the hedge is allocated to the hedged classes. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts and from movements in the value of foreign currency relative to the Canadian Dollar. Other than as described above, as at June 30, 2012 and December 31, 2011, the Fund had no significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 127 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA International Vector Equity Fund 2012 2011

Assets Investments – at fair value $ 211,756,367 $ 187,919,162 Cash 899,625 1,697,921 212,655,992 189,617,083

Unrealized appreciation on forward foreign currency contracts 36,491 188,606 Due from investment dealers – 751,678 Accrued interest and dividends 719,825 438,715 Subscriptions receivable 764,543 698,506 214,176,851 191,694,588

Liabilities Unrealized depreciation on forward foreign currency contracts – 22,644 Accrued expenses 77,819 99,374 Redemptions payable to unitholders 404,249 2,633,353 Management fees payable 88,730 96,669 570,798 2,852,040

Net Assets representing Unitholders’ Equity $ 213,606,053 $ 188,842,548

Net Assets per Class

Class A $ 19,902,855 $ 24,990,309 Class A(H) $ 3,760,101 $ 3,176,349 Class F $ 132,304,032 $ 112,677,812 Class F(H) $ 10,710,820 $ 16,074,480 Class I $ 42,318,822 $ 31,923,598 Class I(H) $ 4,609,423 $ –

Net Assets per Unit

Class A $ 9.77 $ 9.60 Class A(H) $ 9.15 $ 8.87 Class F $ 9.99 $ 9.81 Class F(H) $ 9.23 $ 8.93 Class I $ 9.21 $ 9.04 Class I(H) $ 9.18 $ –

The accompanying notes are an integral part of these financial statements. 128 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Vector Equity Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $512,386; 2011 – $420,445) $ 4,311,899 $ 4,719,956 Interest income 759 4,465 Security lending income (note 13) 72,691 77,375 4,385,349 4,801,796

Expenses (note 5) Management fees 559,265 727,693 Custodian fees 70,641 64,960 Audit fees 15,206 10,081 Legal fees 8,531 8,841 Broker commission expense 32,712 32,599 Valuation fees 17,544 17,194 Transaction fees 59,482 41,357 Filing fees 13,890 17,484 Securityholder reporting costs 52,969 53,277 Other expenses 29,434 23,838 859,674 997,324

Net Investment Income (Loss) 3,525,675 3,804,472

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 103,911 1,933,956 Net realized gain (loss) on foreign exchange (638) (32,853) Net realized gain (loss) on currency forward contracts 419,145 (167,146) Change in unrealized appreciation (depreciation) in value of investments 1,501,520 (5,640,899) Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (4,070) 5,865

Net Gain (Loss) on Investments 2,019,868 (3,901,077)

Increase (Decrease) in Net Assets from Operations $ 5,545,543 $ (96,605)

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 1,028,057 $ (180,172) Class A(H) $ 96,235 $ (36,604) Class F $ 2,945,773 $ 237,361 Class F(H) $ 934,114 $ (163,590) Class I $ 792,172 $ 46,400 Class I(H) $ (250,808) $ –

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.46 $ (0.06) Class A(H) $ 0.24 $ (0.13) Class F $ 0.24 $ 0.02 Class F(H) $ 0.60 $ (0.13) Class I $ 0.19 $ 0.02 Class I(H) $ (0.74) $ – * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 129 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Vector Equity Fund 2012 2011 2012 2011

Class A Class A(H)

Net Assets at beginning of period $ 24,990,309 $ 37,059,389 $ 3,176,349 $ 1,536,352

Increase (Decrease) in Net Assets from Operations 1,028,057 (180,172) 96,235 (36,604)

Capital Unit Transactions Sales of units 1,179,977 2,204,660 661,248 3,219,656 Units redeemed 163,993 (3,131,411) 31,785 (845,386) Units issued on reinvestment of distribution (7,293,088) 272,330 (173,266) 34,721 (5,949,118) (654,421) 519,767 2,408,991

Distributions to Investors From net investment income (166,393) (276,624) (32,250) (34,725) (166,393) (276,624) (32,250) (34,725)

Increase (Decrease) in Net Assets for the period (5,087,454) (1,111,217) 583,752 2,337,662

Net Assets at end of period $ 19,902,855 $ 35,948,172 $ 3,760,101 $ 3,874,014

2012 2011 2012 2011

Class F Class F(H)

Net Assets at beginning of period $ 112,677,812 $ 158,833,744 $ 16,074,480 $ 12,535,946

Increase (Decrease) in Net Assets from Operations 2,945,773 237,361 934,114 (163,590)

Capital Unit Transactions Sales of units 33,247,063 18,654,277 1,308,636 5,016,823 Units redeemed 1,160,305 (22,215,877) 64,826 (601,923) Units issued on reinvestment of distribution (15,923,375) 1,258,013 (7,522,095) 99,034 18,483,993 (2,303,587) (6,148,633) 4,513,934

Distributions to Investors From net investment income (1,803,546) (2,075,894) (149,141) (212,101) (1,803,546) (2,075,894) (149,141) (212,101)

Increase (Decrease) in Net Assets for the period 19,626,220 (4,142,120) (5,363,660) 4,138,243

Net Assets at end of period $ 132,304,032 $ 154,691,624 $ 10,710,820 $ 16,674,189

The accompanying notes are an integral part of these financial statements. 130 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA International Vector Equity Fund 2012 2011 2012 2011

Class I Class I(H)

Net Assets at beginning of period $ 31,923,598 $ 20,829,741 $ – $ –

Increase (Decrease) in Net Assets from Operations 792,172 46,400 (250,808) –

Capital Unit Transactions Sales of units 9,664,382 4,568,452 4,860,231 – Units redeemed 671,105 (50,227) 63,433 – Units issued on reinvestment of distribution (61,330) 388,588 – – 10,274,157 4,906,813 4,923,664 –

Distributions to Investors From net investment income (671,105) (388,686) (63,433) –

Increase (Decrease) in Net Assets for the period 10,395,224 4,564,527 4,609,423 –

Net Assets at end of period $ 42,318,822 $ 25,394,268 $ 4,609,423 $ –

2012 2011

Total

Net Assets at beginning of period $ 188,842,548 $ 230,795,172

Increase (Decrease) in Net Assets from Operations 5,545,543 (96,605)

Capital Unit Transactions Sales of units 50,921,537 33,663,868 Units redeemed 2,155,447 (26,844,824) Units issued on reinvestment of distribution (30,973,154) 2,052,686 22,103,830 8,871,730

Distributions to Investors From net investment income (2,885,868) (2,988,030) (2,885,868) (2,988,030)

Increase (Decrease) in Net Assets for the period 24,763,505 5,787,095

Net Assets at end of period $ 213,606,053 $ 236,582,267

The accompanying notes are an integral part of these financial statements. 131 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Equity AUD 14,198 CSR Ltd. 56,511 20,637 Australia AUD 7,269 Cudeco Ltd. 41,950 24,086 AUD 42,797 Adelaide Brighton Ltd. 113,285 141,806 AUD 10,430 David Jones Ltd. 38,848 28,039 AUD 4,131 Aditya Birla Minerals Ltd. 5,675 1,980 AUD 10,653 Downer EDI Ltd. 64,061 34,743 AUD 4,389 AJ Lucas Group Ltd. 20,164 4,573 AUD 8,021 DUET Group 13,800 15,378 AUD 3,739 Alesco Corp. Ltd. 18,501 7,578 AUD 666 DuluxGroup Ltd. 1,508 2,089 AUD 86,773 Alumina Ltd. 120,556 70,976 AUD 7,553 Echo Entertainment Group Ltd. – 7,729 AUD 2,404 Amalgamated Holdings Ltd. 9,485 16,157 AUD 7,553 Echo Entertainment Group Ltd. 25,784 33,684 AUD 23,618 Amcor Ltd. 140,108 174,234 AUD 37,766 Echo Entertainment Group Ltd. 161,748 168,423 AUD 8,849 AMP Ltd. 39,546 35,406 AUD 21,672 Elders Ltd. 36,222 4,968 AUD 3,416 Ansell Ltd. 36,235 46,948 AUD 26,022 Emeco Holdings Ltd. 22,974 23,589 AUD 2,079 APA Group 6,823 10,810 AUD 11,490 Energy World Corp., Ltd. 4,921 4,370 AUD 9,735 APN News & Media Ltd. 22,039 6,695 AUD 10,606 Euroz Ltd. 15,823 12,598 AUD 1,828 Aquila Resources Ltd. 12,133 5,695 AUD 70,200 Fairfax Media Ltd. 186,529 40,596 AUD 2,518 Aristocrat Leisure Ltd. 11,348 7,215 AUD 72,884 FKP Property Group 52,656 28,479 AUD 18,055 Asciano Group 84,607 81,647 AUD 5,304 Fleetwood Corp. Ltd. 39,680 64,827 AUD 1,081 ASX Ltd. 33,164 33,588 AUD 620 Flight Centre Ltd. 11,010 12,229 AUD 13,087 Atlas Iron Ltd. 33,711 27,545 AUD 72,601 Gindalbie Metals Ltd. 63,621 33,285 AUD 20,312 Ausdrill Ltd. 40,687 71,959 AUD 69,826 Goodman Fielder Ltd. 98,520 39,652 AUD 2,728 Ausenco Ltd. 12,705 10,091 AUD 4,466 GrainCorp Ltd. 39,529 44,115 AUD 16,380 Austal Ltd. 40,785 27,308 AUD 18,340 Grange Resources Ltd. 4,935 9,937 AUD 1,540 Australand Property Group 3,701 3,947 AUD 5,601 GUD Holdings Ltd. 48,276 50,015 Australia & New Zealand Banking AUD 31,405 Gunns Ltd. 30,215 5,236 AUD 34,064 Group Ltd. 848,560 781,926 AUD 21,759 GWA International Ltd. 59,234 47,385 AUD 11,513 Australian Agricultural Co., Ltd. 15,553 13,196 AUD 16,882 Harvey Norman Holdings Ltd. 58,058 34,302 AUD 6,230 Australian Infrastructure Fund 11,066 15,515 AUD 315 Hastie Group Ltd. 5,667 53 Australian Worldwide Exploration AUD 12,566 Hills Industries Ltd. 25,482 13,552 AUD 6,531 Ltd. 16,179 9,119 AUD 49,187 Horizon Oil Ltd. 16,414 14,350 AUD 6,200 Azimuth Resources Ltd. 5,958 2,326 AUD 3,647 Iluka Resources Ltd. 14,709 42,941 AUD 10,826 Bank of Queensland Ltd. 105,259 74,450 AUD 56,888 Incitec Pivot Ltd. 121,149 168,342 AUD 4,395 BC Iron Ltd. 13,536 11,632 AUD 15,897 Independence Group NL 67,637 56,981 AUD 87,195 Beach Energy Ltd. 75,278 85,403 AUD 46,309 Indophil Resources NL 35,293 16,165 AUD 17,950 Bendigo Bank Ltd. 166,016 138,592 AUD 9,938 Industrea Ltd. 13,856 13,306 AUD 1,157 BHP Billiton Ltd. 37,256 37,903 AUD 55,953 Infigen Energy 78,188 12,826 AUD 2,103 Billabong International Ltd. 2,207 2,356 AUD 58,970 Insurance Australia Group Ltd. 329,699 213,213 AUD 2,454 Billabong International Ltd. 24,211 2,749 AUD 4,850 Invocare Ltd. 28,418 40,681 Billabong International Ltd., Rights AUD 14,728 IOOF Holdings Ltd. 81,777 92,537 AUD 2,103 (17Jul12) – 116 AUD 8,803 Iress Market Technology Ltd. 68,089 59,988 AUD 11,541 Biota Holdings Ltd. 29,527 8,298 AUD 4,067 JB Hi-Fi Ltd. 90,044 37,292 AUD 99,486 BlueScope Steel Ltd. 260,235 30,580 AUD 42,026 Kagara Ltd. 44,363 5,036 AUD 15,897 Boart Longyear Ltd. 49,227 47,208 AUD 1,534 Karoon Gas Australia Ltd. 11,502 6,426 AUD 30,847 Boral Ltd. 166,772 94,818 KFM Diversified Infrastructure and AUD 9,288 Bradken Ltd. 66,075 50,131 AUD 13,412 Logistics Fund 20,277 21,591 AUD 11,926 Breville Group Ltd. 26,912 54,304 AUD 8,296 Kingsgate Consolidated Ltd. 77,932 41,924 AUD 1,885 Brickworks Ltd. 23,451 19,838 AUD 8,787 Kingsrose Mining Ltd. 13,414 10,346 AUD 10,407 Buru Energy Ltd. 21,848 33,833 AUD 20,196 Lend Lease Corp Ltd. 182,243 151,514 AUD 12,815 Cabcharge Australia Ltd. 80,756 66,631 AUD 16,586 Linc Energy Ltd. 24,709 11,838 AUD 4,727 Caltex Australia Ltd. 58,619 66,493 AUD 66,157 Lynas Corp Ltd. 33,092 58,249 AUD 1,088 Campbell Brothers Ltd. 29,089 61,501 AUD 58,509 Macmahon Holdings Ltd. 33,311 35,055 AUD 23,004 Cape Lambert Resources Ltd. 12,523 7,311 AUD 8,103 Macquarie Group Ltd. 339,771 219,520 AUD 2,102 Cardno Ltd. 9,653 16,514 AUD 7,012 McPhersons Ltd. 20,626 11,471 Challenger Financial Services Group AUD 13,614 Mermaid Marine Australia Ltd. 39,013 39,861 AUD 31,982 Ltd. 130,951 108,304 AUD 9,406 Metcash Ltd. 38,694 33,029 AUD 18,037 Coal of Africa Ltd. 32,204 10,525 AUD 17,777 Mincor Resources NL 36,968 11,947 AUD 216 Cochlear Ltd. 12,690 14,807 AUD 4,551 Mineral Resources Ltd. 31,223 42,441 AUD 10,725 Coffey International Ltd. 14,705 3,911 AUD 33,871 Mirabela Nickel Ltd. 46,655 9,000 AUD 1,008 Commonwealth Bank of Australia 48,718 55,771 AUD 75,285 Mirvac Group 185,633 99,625 AUD 11,679 Consolidated Media Holdings Ltd. 34,816 40,888 AUD 4,655 Molopo Energy Limited 6,373 2,546 AUD 17,057 Crown Ltd. 103,811 150,892 AUD 34,608 Moly Mines Ltd. 40,635 4,147

The accompanying notes are an integral part of these financial statements. 132 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

AUD 2,719 Monadelphous Group Ltd. 36,058 61,762 AUD 23,080 TABCORP Holdings Ltd. 271,973 70,222 AUD 50,814 Mount Gibson Iron Ltd. 76,288 45,269 AUD 32,715 Tap Oil Ltd. 30,496 22,669 AUD 15,000 Murchison Metals Ltd. 26,285 7,268 AUD 42,419 Tatts Group Ltd. 96,554 115,802 AUD 16,052 Myer Holdings Ltd. 44,612 26,928 AUD 10,409 Ten Network Holdings Ltd. 12,526 5,423 AUD 36,970 National Australia Bank Ltd. 1,033,718 906,798 AUD 14,123 TFS Corp Ltd. 13,016 7,211 AUD 24,823 Navitas Ltd. 98,028 111,995 AUD 46,193 Thakral Holdings Group 16,816 36,580 AUD 8,982 Newcrest Mining Ltd. 248,795 211,607 AUD 32,577 Tiger Resources Ltd. 14,916 8,656 AUD 5,010 Nufarm Ltd. 42,311 26,310 AUD 25,470 Toll Holdings Ltd. 140,460 105,360 AUD 2,246 Oil Search Ltd. 16,257 15,305 AUD 9,677 TPG Telecom Limited 19,858 17,545 AUD 41,440 OneSteel Ltd. 188,621 37,350 AUD 24,629 Transfield Services Ltd. 96,235 46,578 AUD 1,753 Opus Group Ltd. 2,255 1,059 AUD 80,917 Transpacific Industries Group Ltd. 72,298 60,705 AUD 666 Orica Ltd. 16,811 17,134 AUD 11,207 Treasury Wine Estates Ltd. 48,264 50,680 AUD 25,960 Origin Energy Ltd. 341,261 329,734 AUD 5,460 Troy Resources NL 12,906 22,131 AUD 11,099 OZ Minerals Ltd. 210,612 90,900 AUD 1,836 Trust Co., Ltd. 11,412 8,475 AUD 37,086 Pacific Brands Ltd. 48,354 19,128 AUD 2,640 United Group Ltd. 35,689 34,027 AUD 21,086 Paladin Energy Ltd. 42,972 27,354 AUD 18,953 UXC Ltd. 13,543 10,960 AUD 18,402 PanAust Ltd. 48,157 52,154 AUD 9,515 Village Roadshow Ltd. 14,933 30,239 AUD 16,432 Panoramic Resources Ltd. 40,388 10,359 AUD 53,489 Virgin Australia Holdings Ltd 35,017 21,458 AUD 15,874 PaperlinX Ltd. 8,026 893 Virgin Australia International Holdings AUD 14,900 Peet Ltd. 32,308 10,324 AUD 53,489 Pvt., Ltd. – 279 AUD 10,903 Perseus Mining Limited 18,637 28,061 Washington H Soul Pattinson & Co., AUD 1,858 Ltd. 24,287 25,981 AUD 10,040 Pharmaxis Ltd. 20,824 10,671 AUD 4,648 Watpac Ltd. 6,153 2,785 AUD 1,888 Photon Group Ltd. 11,334 984 AUD 18,341 Wesfarmers Ltd. 486,909 571,221 AUD 2,048 Platinum Asset Management Ltd. 11,093 8,237 West Australian Newspapers Holdings AUD 19,234 Platinum Australia Ltd. 16,411 1,323 AUD 1,327 Ltd. 9,049 2,406 AUD 38,598 PMP Ltd. 26,151 14,076 AUD 12,869 Western Areas NL 66,933 54,307 AUD 5,000 Premier Investments Ltd. 40,224 24,226 AUD 1,321 Westpac Banking Corp. 30,009 29,084 AUD 24,864 Primary Health Care Ltd. 77,941 76,427 USD 200 Westpac Banking Corp., ADR 25,151 22,118 Programmed Maintenance Services AUD 7,582 Whitehaven Coal Ltd. 32,698 32,707 AUD 12,900 Ltd. 54,109 32,394 AUD 35,806 WHK Group Ltd. 36,695 31,339 AUD 42,972 Qantas Airways Ltd. 131,283 48,134 AUD 1,649 Wide Bay Australia Ltd. 14,826 9,983 AUD 19,798 QBE Insurance Group Ltd. 272,922 275,809 AUD 794 Woodside Petroleum Ltd. 29,492 25,664 AUD 1,429 Ramsay Health Care Ltd. 15,564 33,636 AUD 7,580 Wotif.com Holdings Ltd. 48,209 33,093 AUD 1,280 REA Group Ltd. 10,762 18,285 13,670,133 10,879,908 5.09 AUD 12,859 Resolute Mining Ltd. 12,998 18,021 AUD 15,437 Ridley Corp Ltd. 19,079 16,407 Austria AUD 1,991 Rio Tinto Ltd. 140,298 117,171 EUR 445 Agrana Beteiligungs AG 44,170 49,014 AUD 51,059 Roc Oil Co., Ltd. 33,031 16,493 EUR 1,446 Andritz AG 46,653 75,201 AUD 8,351 SAI Global Ltd. 28,849 41,593 EUR 5,653 CA Immobilien Anlagen AG 55,705 57,051 AUD 12,957 Salmat Ltd. 49,409 30,377 EUR 2,071 Conwert Immobilien Invest AG 34,110 22,918 AUD 24,518 Santos Ltd. 311,461 272,076 Erste Bank der Oesterreichischen AUD 25,453 Saracen Mineral Holdings Ltd. 19,681 14,587 EUR 6,316 Sparkassen AG 343,271 120,950 AUD 11,812 Seek Ltd. 73,297 77,785 EUR 1,160 Flughafen Wien AG 69,023 45,481 AUD 3,507 Servcorp Ltd. 13,558 9,684 EUR 8,344 Immofinanz AG 28,920 26,733 AUD 4,595 Seven Group Holdings Ltd. 38,679 36,914 EUR 2,811 Intercell AG 108,663 6,920 AUD 48,052 Sigma Pharmaceuticals Ltd. 38,418 30,292 EUR 653 Oberbank AG 43,360 40,042 AUD 10,354 Silex Systems Ltd. 68,074 34,523 EUR 1,547 Oesterreichische Post AG 44,319 53,002 AUD 5,887 Sims Group Ltd. 118,248 58,949 EUR 4,991 OMV AG 196,559 157,621 AUD 6,580 Skilled Group Ltd. 14,671 16,181 Raiffeisen International Bank Holding AUD 5,739 SMS Management & Technology Ltd. 32,970 30,677 EUR 1,279 AG 51,323 42,304 AUD 4,162 Sonic Healthcare Ltd. 53,879 55,032 EUR 1,560 Strabag SE 42,144 36,375 AUD 48,137 Southern Cross Media Group 83,448 59,938 EUR 3,148 Telekom Austria AG 43,133 31,575 AUD 12,117 Spark Infrastructure Group 14,247 19,128 EUR 893 Vienna Insurance Group 43,736 36,939 AUD 21,061 Spotless Group Ltd. 55,112 55,740 EUR 2,370 Voestalpine AG 133,749 63,917 AUD 9,273 St Barbara Ltd. 19,073 17,005 EUR 2,587 Wienerberger AG 51,745 25,352 AUD 1,431 Stone Group Asia 4,245 1,886 EUR 704 Zumtobel AG 15,243 7,410 AUD 16,516 Straits Metals Ltd. 8,383 6,195 1,395,826 898,805 0.42 AUD 39,814 Suncorp Group Ltd. 538,197 334,367 AUD 15,967 Super Cheap Auto Group Ltd. 85,945 119,122

The accompanying notes are an integral part of these financial statements. 133 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Belgium BRL 2,500 Cia Energetica do Ceara, Class A 42,873 48,597 EUR 1,748 Ackermans & van Haaren NV 143,985 139,277 USD 4,000 Cia Siderurgica Nacional SA, ADR 69,584 23,089 EUR 5,120 AGFA-Gevaert NV 42,602 8,311 BRL 7,000 Cosan SA Industria e Comercio 98,033 108,929 EUR 1,280 AGFA-Gevaert NV-Tax Coupons – 2 BRL 4,800 Cremer SA 53,101 40,510 USD 1,734 Anheuser-Busch InBev NV, ADR 99,402 140,430 Cyrela Brazil Realty SA EUR 21 Banque Nationale de Belgique 111,038 56,130 BRL 8,440 Empreendimentos e Participacoes 110,229 63,316 EUR 427 Barco NV 20,148 21,811 BRL 3,600 Diagnosticos da America SA 36,461 23,923 EUR 3,182 Bekaert SA 164,948 79,934 BRL 3,840 Duratex SA 32,202 20,691 EUR 338 Belgacom SA 12,579 9,775 USD 7,200 Embraer SA, ADR 185,055 194,464 EUR 400 Compagnie dEntreprises CFE 24,435 21,390 BRL 4,700 Eternit SA 26,268 25,729 Compagnie Immobiliere de Belgique BRL 23,900 Even Construtora e Incorporadora SA 117,513 82,258 EUR 421 SA 13,523 14,101 USD 11,800 Fibria Celulose SA, ADR 217,271 89,977 EUR 2,110 Compagnie Maritime Belge SA 70,332 46,780 BRL 7,200 Gafisa SA 53,376 9,562 EUR 2,094 Delhaize Group SA 167,893 77,839 USD 9,600 Gafisa SA, ADR 161,239 24,922 USD 800 Delhaize Group SA, ADR 76,685 29,857 BRL 1,800 Gerdau SA 15,883 13,148 EUR 7,828 Dexia SA 24,486 1,311 USD 21,828 Gerdau SA, ADR 307,915 194,665 EUR 2,240 Dieteren SA 93,521 94,592 Gol Linhas Aereas Inteligentes SA, EUR 1,925 Econocom Group 28,398 40,372 USD 5,100 ADR 70,509 22,949 EUR 345 Elia System Operator SA/NV 13,476 14,380 BRL 5,400 Grendene SA 25,759 28,384 EUR 2,224 Euronav NV 52,559 15,471 BRL 12,040 Hypermarcas SA 104,164 72,441 EUR 84,844 Fortis 232,405 170,398 Iguatemi Empresa de Shopping Centers EUR 606 Gimv NV 32,581 28,065 BRL 2,200 SA 42,767 45,832 EUR 3,276 KBC Groep NV 148,213 70,247 BRL 12,900 Inpar Sa 23,298 9,677 EUR 4,388 Nyrstar 54,969 25,285 BRL 4,000 Iochpe-Maxion SA 46,928 46,694 EUR 1,806 Nyrstar – 2 USD 13,313 Itau Unibanco Holding SA, ADR 245,006 188,526 EUR 314 Roularta Media Group NV 8,011 5,562 BRL 28,800 JBS SA 91,321 87,881 EUR 1,093 Solvay SA 104,714 109,392 BRL 13,300 JHSF Participacoes SA 24,324 40,112 EUR 1,205 Telenet Group Holding NV 11,485 53,400 BRL 30,520 Klabin SA 90,803 137,065 EUR 2,478 Tessenderlo Chemie NV 87,992 64,165 BRL 1,100 Kroton Educacional SA 14,833 15,980 EUR 208 Tessenderlo Chemie NV – 30 BRL 6,900 Log-in Logistica Intermodal SA 37,149 22,734 EUR 3,453 UCB SA 140,805 177,043 BRL 5,732 Lojas Americanas SA 36,012 38,470 EUR 1,505 Umicore 51,204 70,418 BRL 1,910 Lojas Renner SA 56,918 54,207 2,032,389 1,585,770 0.74 BRL 2,900 Lupatech SA 38,755 5,395 BRL 5,600 Magnesita Refratarios SA 40,032 18,138 Brazil BRL 33,600 Marcopolo SA 104,096 153,282 BRL 10,200 Aliansce Shopping Centers SA 92,311 88,514 BRL 7,200 Marfrig Alimentos SA 56,490 34,087 BRL 12,540 All America Latina Logistica SA 109,337 53,838 BRL 15,500 MMX Mineracao e Metalicos SA 61,781 45,883 Anhanguera Educacional BRL 5,960 Participacoes SA 98,505 77,338 BRL 8,560 MRV Engenharia e Participacoes SA 70,939 40,309 BRL 12,800 Banco ABC Brasil SA 99,873 61,702 BRL 7,560 Odontoprev SA 23,975 39,010 BRL 4,750 Banco Bradesco SA 70,749 60,192 BRL 3,380 OGX Petroleo e Gas Participacoes SA 35,712 9,423 USD 19,037 Banco Bradesco SA, ADR 396,486 287,802 BRL 12,600 OSX Brasil SA 96,972 57,481 BRL 200 Banco Daycoval SA 1,226 929 BRL 11,700 Paranapanema SA 38,577 13,047 BRL 16,000 Banco do Brasil SA 244,692 157,742 PDG Realty SA Empreendimentos e BRL 33,764 Participacoes 158,897 60,072 Banco do Estado do Rio Grande BRL 9,500 do Sul 78,846 68,090 USD 26,470 Petroleo Brasileiro SA, ADR 956,556 505,540 BRL 2,800 Banco Panamericano SA 14,009 7,238 USD 37,152 Petroleo Brasileiro SA, Preferred, ADR 1,259,117 686,480 BRL 1,141 Banco Pine SA 7,698 7,166 BRL 11,000 Plascar Participacoes Industriais SA 23,808 4,516 BRL 16,170 Banco Santander Brasil SA 181,588 125,895 BRL 6,500 Porto Seguro SA 71,632 56,373 USD 5,400 Banco Santander Brasil SA, ADR 67,591 42,550 BRL 4,200 Raia Drogasil SA 32,856 43,110 BRL 4,100 Bematech SA 21,867 8,043 BRL 11,500 Randon Participacoes SA 81,262 52,346 BRL 51,410 BM&FBovespa SA 352,683 265,019 BRL 9,040 Rossi Residencial SA 77,636 22,545 BRL 11,900 BR Malls Participacoes SA 85,913 138,734 BRL 1,447 Santos Brasil Participacoes SA 14,978 22,444 BRL 8,200 BR Properties SA 100,332 96,720 BRL 700 Saraiva SA Livreiros Editores 15,606 7,852 USD 10,800 Brasil Foods SA, ADR 153,997 166,903 BRL 3,800 SLC Agricola SA 40,544 37,406 USD 8,400 Braskem SA, ADR 130,753 113,651 BRL 10,861 Sul America SA 89,328 85,607 BRL 14,340 Brookfield Incorporacoes SA 69,550 24,059 BRL 7,900 Suzano Papel e Celulose SA 74,943 15,897 Camargo Correa Desenvolvimento BRL 3,839 Tecnisa SA 22,393 14,322 BRL 4,300 Imobiliario SA 15,763 11,683 BRL 2,900 Tegma Gestao Logistica 30,438 44,496 Cia Brasileira de Distribuicao Grupo BRL 24,600 Tempo Participacoes SA 64,851 51,997 USD 3,229 Pao de Acucar, ADR 114,613 131,524

The accompanying notes are an integral part of these financial statements. 134 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

BRL 2,000 Totvs SA 31,905 38,128 HKD 116,160 Bank of Communications Co., Ltd.. 108,702 78,960 USD 7,200 Ultrapar Participacoes SA 90,123 166,170 Beijing Capital International Airport Usinas Siderurgicas de Minas Gerais HKD 168,000 Co., Ltd. 124,871 102,955 BRL 5,940 SA 86,605 23,244 HKD 106,000 Beijing Capital Land Ltd. 44,968 31,715 Usinas Siderurgicas de Minas Gerais HKD 20,000 Beijing Enterprises Holdings Ltd. 133,083 121,516 BRL 11,600 SA, Class A 165,349 37,161 HKD 286,000 Beijing Enterprises Water Group Ltd. 79,392 54,044 USD 6,400 Vale SA, ADR 189,994 129,398 HKD 45,000 Belle International Holdings Ltd. 56,013 77,594 USD 21,772 Vale SA, ADR PFD 468,828 431,996 HKD 72,000 Bosideng International Holdings Ltd. 15,795 18,613 BRL 131,100 Vanguarda Agro SA 76,945 24,587 Brilliance China Automotive Holdings BRL 3,380 Weg SA 33,828 32,792 HKD 78,000 Ltd. 24,649 68,886 9,670,927 6,780,598 3.17 BYD Electronic (International) Co., HKD 35,500 Ltd. 29,948 7,174 Canada HKD 111,000 C C Land Holdings Ltd. 48,591 26,656 GBP 219 Canaccord Financial Inc. 1,987 1,117 – Chaoda Modern Agriculture Holdings HKD 158,000 Ltd. 168,549 12,868 Chile HKD 336,000 China Aerospace Ltd. 29,947 26,455 CLP 911 Banco de Credito e Inversiones 59,032 57,601 HKD 51,000 China Agri-Industries Holdings Ltd. 60,624 28,176 CLP 2,143 Cencosud SA Right (22Jul12) – 680 HKD 252,000 China All Access Holdings Ltd. 61,177 53,572 Centros Comerciales Sudamericanos HKD 162,000 China BlueChemical Ltd. 95,552 93,113 CLP 19,964 SA 78,810 111,819 HKD 189,000 China Citic Bank Corp. 133,518 97,471 CLP 18,616 Cia Sudamericana de Vapores SA 24,682 2,259 HKD 163,000 China Coal Energy Co. 220,930 135,612 CLP 6,818,140 Corpbanca 90,487 86,635 China Communications Construction Empresa Nacional de Electricidad SA/ HKD 119,000 Co., Ltd. 135,868 105,564 USD 627 Chile, ADR 32,577 32,554 China Communications Services Corp. Empresa Nacional De HKD 238,000 Ltd. 136,129 118,994 CLP 5,368 Telecomunicaciones SA 101,362 101,495 HKD 411,950 China Construction Bank Corp. 340,239 285,431 CLP 21,864 Empresas CMPC SA 97,785 88,017 HKD 41,500 China COSCO Holdings Co., Ltd. 52,035 18,516 CLP 8,027 Empresas COPEC SA 126,742 120,600 HKD 187,000 China Dongxiang Group Co. 139,436 17,178 CLP 621,621 Empresas Iansa SA 82,641 45,003 HKD 286,000 China Energine Internatinoal Ltd. 50,256 8,670 CLP 26,311 Empresas La Polar SA 172,014 16,636 HKD 48,000 China Everbright International Ltd. 129,615 68,658 USD 5,900 Enersis SA, ADR 133,348 112,201 HKD 36,000 China Foods Ltd. 29,855 35,762 CLP 14,000 Forus SA 33,453 56,928 HKD 110,000 China Gas Holdings Ltd. 50,815 55,575 CLP 70,000 Grupo Security SA 33,663 25,047 HKD 21,000 China Green Holdings Ltd. 21,720 4,795 CLP 62,269 Inversiones Aguas Metropolitanas SA 95,555 105,075 China High Speed Transmission USD 6,930 Lan Airlines SA, ADR 137,115 184,138 HKD 24,000 Equipment Group Co., Ltd. 60,576 7,527 CLP 524,427 Madeco SA 29,691 20,417 HKD 36,000 China Huiyuan Juice Group Ltd. 24,768 12,897 CLP 547,216 Masisa SA 86,582 55,748 USD 900 China Life Insurance Co., Ltd., ADR 63,392 36,164 CLP 57,921 PAZ Corp., SA 69,981 29,205 HKD 38,000 China Lumena New Materials Corp. 9,152 6,383 CLP 39,741 Ripley Corp., SA 45,272 37,982 HKD 26,000 China Mengniu Dairy Co., Ltd. 87,845 69,091 CLP 9,736 Salfacorp SA 28,298 20,487 HKD 38,500 China Merchants Bank Co., Ltd. 94,677 73,156 CLP 20,792 Sociedad Matriz Saam SA 2,979 2,262 China Merchants Holdings CLP 61,000 Socovesa SA 34,132 26,789 HKD 39,890 International Co., Ltd. 138,891 122,229 CLP 17,000 Sonda SA 33,420 48,629 China Minsheng Banking Corp Ltd., HKD 182,000 Class H 174,190 163,839 CLP 8,566 Vina Concha y Toro SA 21,177 17,032 USD 6,900 China Mobile Ltd., ADR 357,635 384,032 1,650,798 1,405,239 0.66 HKD 57,000 China Molybdenum Co., Ltd. 49,841 21,019 China China National Building Material Co., HKD 78,000 361 Degrees International Ltd. 33,332 17,605 HKD 116,000 Ltd. 129,679 126,193 HKD 90,000 Agile Property Holdings Ltd. 131,168 116,923 HKD 64,000 China National Materials Co., Ltd.. 53,598 19,988 Agricultural Bank of China Ltd., HKD 420,000 China Oil and Gas Group Ltd. 52,053 39,683 HKD 260,000 Class H 116,965 105,086 HKD 52,000 China Oilfield Services Ltd. 65,362 75,335 HKD 48,000 Air China Ltd., Class H 35,223 28,534 China Overseas Land & Investment HKD 53,000 Ajisen China Holdings Ltd. 50,261 37,001 HKD 60,000 Ltd. 121,833 141,567 USD 3,800 Aluminum Corp. of China Ltd., ADR 102,765 42,090 China Pacific Insurance Group Co., HKD 6,200 Ltd., Class H 25,350 20,218 HKD 22,000 Angang Steel Co., Ltd. 52,904 12,154 China Petroleum & Chemical Corp., HKD 8,500 Anhui Conch Cement Co., Ltd. 18,017 23,312 USD 2,962 ADR 266,329 268,678 HKD 29,000 Anta Sports Products Ltd. 44,634 17,772 HKD 42,000 China Pharmaceutical Group Ltd. 26,622 10,527 HKD 7,000 Asian Citrus Holdings Ltd. 4,740 3,977 HKD 40,500 China Railway Construction Corp., Ltd. 55,838 33,961 AviChina Industry & Technology Co., HKD 38,000 China Resources Enterprise Ltd. 130,708 114,193 HKD 116,000 Ltd. 52,877 38,817 HKD 62,000 China Resources Land Ltd. 147,872 128,224 HKD 1,121,000 Bank of China Ltd. 548,528 432,489

The accompanying notes are an integral part of these financial statements. 135 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

China Rongsheng Heavy Industry Hidili Industry International HKD 102,000 Group Co., Ltd. 30,941 23,692 HKD 111,000 Development Ltd. 133,235 31,026 HKD 11,000 China Shenhua Energy Co., Ltd. 49,856 38,974 HKD 40,000 Hopewell Highway Infrastructure Ltd. 24,929 19,317 China Shineway Pharmaceutical HKD 76,000 Hopson Development Holdings Ltd. 133,472 45,278 HKD 20,000 Group Ltd. 30,990 29,185 HKD 27,000 Huabao International Holdings Ltd. 30,820 13,287 China Shipping Container Lines Co., Hunan Non-Ferrous Metal Corporation HKD 323,000 Ltd. 136,323 77,991 HKD 128,000 Ltd. 58,405 39,137 China Shipping Development Co., Industrial & Commercial Bank of HKD 84,000 Ltd. 144,133 39,463 HKD 279,015 China 216,878 156,709 China Southern Airlines Co., Ltd., HKD 320,000 Inspur International Ltd. 51,473 9,406 HKD 80,000 Class H 37,032 35,379 Intime Department Store Group Co., China State Construction International HKD 32,000 Ltd. 24,275 31,788 HKD 120,000 Holdings Ltd. 57,728 113,852 HKD 15,000 Jiangxi Copper Co., Ltd. 34,546 33,305 China Taiping Insurance Holdings HKD 38,000 Ju Teng International Holdings Ltd. 30,943 10,871 HKD 6,800 Co., Ltd. 25,470 11,190 HKD 900,000 Kai Yuan Holdings Ltd. 49,291 23,621 HKD 278,000 China Travel International Inv HK 82,467 52,168 HKD 15,000 Kaisa Group Holdings 2,998 2,953 HKD 60,000 China Unicom Hong Kong Ltd. 99,196 76,610 HKD 30,000 Kingboard Chemical Holdings Ltd. 128,948 58,186 USD 9,800 China Unicom Hong Kong Ltd., ADR 126,383 125,210 HKD 113,000 Kingboard Laminates Holdings Ltd. 82,201 41,817 HKD 56,000 China Yurun Food Group Ltd. 142,639 49,383 Kingdee International Software Group HKD 35,000 Citic Pacific Ltd. 91,097 53,737 HKD 237,600 Company Ltd. 50,660 44,898 HKD 254,000 Citic Resources Holdings Ltd. 80,083 41,998 HKD 63,000 Kingsoft Corp., Ltd. 50,551 28,439 USD 342 CNOOC Ltd., ADR 65,415 70,028 HKD 162,000 KWG Property Holding Ltd. 130,135 103,105 HKD 62,000 CNPC Hong Kong Ltd. 81,257 100,399 HKD 37,000 Lee & Man Paper Manufacturing Ltd. 28,951 14,906 Comba Telecom Systems Holdings HKD 126,000 Lenovo Group Ltd. 74,617 107,971 HKD 39,930 Ltd. 32,507 16,820 HKD 23,000 Li Ning Co., Ltd. 78,608 13,069 COSCO International Holdings HKD 56,000 Limited 33,790 21,605 Lianhua Supermarket Holdings Co., HKD 19,800 Ltd. 27,023 19,149 HKD 86,000 COSCO Pacific Ltd. 133,547 118,723 HKD 92,000 Lonking Holdings Ltd. 36,496 22,093 HKD 89,174 Country Garden Holdings Co., Ltd. 36,787 35,223 Maanshan Iron and Steel Co. Ltd., HKD 26,000 Dalian Port PDA Co., Ltd., Class H 11,431 5,834 HKD 56,000 Class H 35,145 12,934 HKD 52,000 Daphne International Holdings Ltd. 42,947 53,362 HKD 18,000 Minth Group Ltd. 23,901 19,629 HKD 24,000 Digital China Holdings Ltd. 29,819 42,391 HKD 2,750,000 Nan Hai Corp. Ltd. 40,710 12,631 HKD 20,000 Dongfeng Motor Group Co., Ltd. 33,303 31,127 HKD 122,000 Naoye International Holdings 47,340 22,414 HKD 86,000 Evergrande Real Estate Group Ltd. 38,069 44,126 HKD 163,200 New World China Land Ltd. 52,519 66,819 Extrawell Pharmaceutical Holdings New World Department Store China HKD 230,000 Ltd. 61,448 14,186 HKD 48,000 Ltd. 50,847 26,203 HKD 36,000 Fosun International 28,816 18,802 HKD 56,000 Nine Dragons Paper Holdings Ltd. 88,592 31,673 HKD 400,000 Franshion Properties China Ltd. 135,462 121,778 HKD 18,000 Parkson Retail Group Ltd. 30,762 16,204 HKD 72,000 Fufeng Group Ltd. 50,274 27,306 USD 1,200 PetroChina Co., Ltd., ADR 147,991 157,826 Fushan International Energy Group HKD 62,000 PICC Property & Casualty Co., Ltd. 49,970 70,458 HKD 196,000 Ltd. 181,333 50,926 HKD 74,000 Poly Hong Kong Investment Ltd. 99,571 40,300 HKD 606,000 GCL Poly Energy Holdings Ltd. 150,202 133,599 HKD 9,000 Ports Design Ltd. 25,160 9,543 HKD 285,000 Geely Automobile Holdings Ltd. 146,417 100,979 HKD 70,000 Qingling Motors Co., Ltd., Class H 22,249 16,902 Global Bio-Chem Technology Group HKD 266,000 Co., Ltd. 61,325 38,746 HKD 1,220,000 Renhe Commercial Holdings Co., Ltd. 73,682 50,430 HKD 20,000 Golden Eagle Retail Group Ltd. 41,464 41,258 HKD 525,000 REXLot Holdings Ltd. 62,649 37,203 GOME Electrical Appliances Semiconductor Manufacturing HKD 341,000 Holdings Ltd. 124,540 45,196 HKD 1,973,000 International Corp. 134,974 66,022 HKD 63,750 Great Wall Automobile Holding Co. 30,510 127,995 HKD 25,000 Shanghai Industrial Holdings Ltd. 129,641 66,762 HKD 35,000 Greentown China Holdings Ltd. 54,768 36,698 Shanghai Jin Jiang International Hotels HKD 72,000 (Group) Co., Ltd. 23,904 9,732 HKD 44,000 Guangdong Investment Ltd. 25,877 32,103 HKD 887,500 Shenzhen International Holdings 71,506 55,320 USD 1,001 Guangshen Railway Co., Ltd., ADR 22,765 15,215 HKD 288,000 Shenzhen Investment Ltd. 130,921 68,784 Guangzhou Automobile Group Co., HKD 147,896 Ltd., Class H 189,249 124,793 Shenzhou International Group HKD 16,000 Holdings Ltd. 19,166 28,093 HKD 551,200 Guangzhou Investment Co., Ltd. 163,998 135,984 HKD 66,000 Shimao Property Holdings Ltd. 129,359 102,199 HKD 54,400 Guangzhou R&F Properties Co., Ltd. 83,605 72,672 Shougang Concord International HKD 5,592 GZI Transportation Ltd. 2,361 2,781 HKD 292,000 Enterprises Co. Ltd. 77,222 13,028 HKD 78,000 Harbin Power Equipment Co., Ltd. 76,318 63,564 HKD 201,601 Shui On Land Ltd. 131,168 82,012 HKD 7,000 Hengan International Group Co., Ltd. 53,809 68,664 HKD 120,000 Sihuan Pharmaceutical Holdings 46,002 44,250 HKD 124,000 Hengdeli Holdings Ltd. 51,260 39,704 HKD 108,000 Silver Grant International 30,768 20,125 HKD 57,000 Hi Sun Technology China Ltd. 27,175 6,807 HKD 48,000 Sino Biopharmaceutical 14,417 17,511

The accompanying notes are an integral part of these financial statements. 136 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

HKD 244,000 Sinofert Holdings Ltd. 134,430 37,783 DKK 2,132 Pandora A/S 26,752 20,262 HKD 124,000 Sinolink Worldwide Holdings Ltd. 24,717 8,136 DKK 148 Parken Sport & Entertainment A/S 6,304 1,680 HKD 168,500 Sino-Ocean Land Holdings Ltd. 181,431 84,909 DKK 300 Ringkjoebing Landbobank A/S 39,458 36,230 Sinopec Yizheng Chemical Fibre Co., DKK 340 Rockwool International AS, Series B 40,778 31,812 HKD 168,000 Ltd. 52,515 34,833 DKK 968 Schouw & Co. 21,102 19,624 HKD 90,000 Sinotrans Ltd. 24,969 14,881 DKK 353 SimCorp A/S 79,076 61,225 HKD 50,500 Sinotrans Shipping Ltd. 25,091 11,929 DKK 106 Solor A/S 7,562 5,785 HKD 98,500 Sinotruk Hong Kong Ltd. 128,468 59,717 DKK 80 Sparekassen Faaborg A/S 14,119 2,772 HKD 100,011 Skyworth Digital Holdings Ltd. 94,860 44,753 DKK 2,917 Sydbank A/S 85,800 47,990 HKD 232,000 Soho China Ltd. 133,797 179,928 DKK 12,204 TDC A/S 97,318 86,210 TCL Multimedia Technology DKK 40 Tivoli A/S 27,202 20,827 HKD 8,000 Holdings Ltd. 7,416 4,367 DKK 299 Topdanmark A/S 37,234 52,014 HKD 34,000 Tian An China Investment 21,754 18,070 DKK 462 TrygVesta AS 30,116 26,368 Tianjin Port Development Holdings DKK 18 United International Enterprises Ltd. 2,667 2,526 HKD 96,000 Ltd. 30,378 11,212 DKK 4,695 Vestas Wind Systems A/S 130,452 26,373 HKD 39,000 Travelsky Technology Ltd. 23,063 20,420 DKK 450 Vestjysk Bank A/S 9,115 1,248 HKD 330,000 Truly International Holdings 64,644 47,202 HKD 78,000 Uni-President China Holdings Ltd. 56,534 73,697 2,374,973 1,679,869 0.79 HKD 15,000 Want Want China Holdings Ltd. 10,317 18,660 Finland HKD 8,000 Wasion Group Holdings Ltd. 7,217 3,160 EUR 572 Ahlstrom OYJ 8,438 9,358 HKD 6,000 Weichai Power Co., Ltd. 25,204 24,014 EUR 6,300 Alma Media OYJ 72,472 40,661 HKD 34,000 Weiqiao Textile Co. 25,337 12,716 EUR 7,873 Amer Sports OYJ 73,291 90,926 HKD 18,000 Xinao Gas Holdings Ltd. 45,900 63,776 EUR 2,857 Aspo OYJ 24,535 21,789 HKD 14,000 Xingda International Holdings Ltd. 9,310 4,630 EUR 385 Bank of Aland PLC 12,237 3,759 Xinhua Winshare Publishing and EUR 493 Cargotec Corp. 14,514 11,483 HKD 65,000 Media Co., Ltd., Class H 31,610 28,148 EUR 2,600 Cramo OYJ 45,900 32,958 Xinjiang Xinxin Mining Industry Co., HKD 30,000 Ltd. 18,135 6,181 EUR 4,036 Elisa OYJ 84,130 82,514 USD 2,400 Yanzhou Coal Mining Co., Ltd. 49,208 37,334 EUR 7,800 Finnair OYJ 47,329 17,585 HKD 45,000 Zhaojin Mining Industry Co., Ltd. 50,488 59,524 EUR 688 Finnlines OYJ 7,528 5,983 Zhuzhou CSR Times Electric Co., EUR 3,560 Fiskars OYJ Abp 57,389 66,041 HKD 18,000 Ltd. 36,725 49,604 EUR 5,508 Fortum OYJ 120,452 106,222 13,869,197 10,128,335 4.74 EUR 2,150 HKScan Oyj 30,900 10,386 EUR 3,920 Huhtamaki OYJ 56,108 59,135 Czech Republic EUR 7,811 Kemira OYJ 150,024 92,625 CZK 220 Komercni Banka AS 44,269 38,713 EUR 113 Kesko OYJ, Class A 3,804 3,143 CZK 3,350 Telefonica O2 Czech Republic AS 81,297 64,716 EUR 2,093 Kesko OYJ, Class B 77,848 55,517 CZK 10,000 Unipetrol 84,757 85,309 EUR 4,474 Konecranes OYJ 142,669 119,191 210,323 188,738 0.09 EUR 3,660 Lassila & Tikanoja OYJ 87,214 44,132 EUR 1,668 Metso OYJ 59,487 58,254 Denmark EUR 8,000 M-real OYJ 16,325 20,612 DKK 155 ALK-Abello A/S 12,372 9,346 EUR 7,555 Neste Oil OYJ 119,546 86,134 DKK 15 AP Moller - Maersk A/S, Class A 113,004 94,396 EUR 51,896 Nokia OYJ 258,324 108,305 DKK 39 AP Moller - Maersk A/S, Class B 379,959 259,215 EUR 4,410 Nokian Renkaat OYJ 123,219 169,639 DKK 712 Auriga Industries 13,346 8,697 EUR 672 Orion Oyj, Class A 14,889 12,908 DKK 2,686 Bang & Olufsen A/S 31,738 28,855 EUR 1,623 Orion Oyj, Class B 36,737 31,279 DKK 360 Bavarian Nordic A/S 13,542 3,075 EUR 107,088 Outokumpu OYJ 373,179 105,605 DKK 2,556 Carlsberg A/S, Class B 185,308 204,031 EUR 1,296 Outotec OYJ 40,539 59,787 DKK 1,430 D/S Norden A/S 63,977 38,504 EUR 11,517 Pohjola Bank PLC 140,044 136,349 DKK 11,905 Den Danske Bank A/S 460,162 167,908 EUR 11,000 Raisio PLC 43,671 35,568 DKK 2,744 DSV A/S 46,555 55,152 EUR 6,800 Ramirent OYJ 74,852 56,415 DKK 1,410 East Asiatic Co., Ltd. A/S 56,884 34,814 EUR 1,815 Rautaruukki OYJ 41,810 11,597 DKK 350 FLSmidth & Co A/S 23,477 19,406 EUR 8,029 Sampo Oyj 231,639 211,211 DKK 2,030 Genmab A/S 27,095 20,471 EUR 5,215 Sanoma OYJ 122,985 46,691 DKK 12,922 GN Store Nord 75,739 158,518 EUR 509 Stockmann OYJ Abp, Class A 16,534 10,177 DKK 573 H Lundbeck A/S 11,892 12,013 EUR 2,577 Stockmann OYJ Abp, Class B 79,908 52,918 DKK 3,397 Jyske Bank 129,862 92,938 USD 3,300 Stora Enso OYJ, ADR 61,994 20,527 DKK 1,100 NeuroSearch A/S 20,257 597 EUR 28,494 Stora Enso OYJ, Series R 450,443 177,149 DKK 670 NKT Holding A/S 39,536 22,022 EUR 928 Tieto OYJ 21,217 15,039 DKK 600 Nordjyske Bank A/S 15,213 6,965 EUR 1,952 Tikkurila Oyj 6,288 33,822

The accompanying notes are an integral part of these financial statements. 137 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 15,596 UPM-Kymmene OYJ 342,263 178,714 EUR 243 Fleury Michon SA 13,513 9,360 USD 3,400 UPM-Kymmene OYJ, ADR 97,167 38,975 EUR 6,135 France Telecom SA 105,120 81,879 EUR 4,023 Uponor OYJ 87,251 36,330 USD 17,600 France Telecom SA, ADR 521,584 235,080 EUR 2,068 Wartsila OYJ 50,598 68,707 EUR 23,853 GDF Suez 732,684 576,313 EUR 3,444 YIT OYJ 75,733 59,319 EUR 1,148 Gemalto NV 53,445 83,529 4,103,424 2,715,439 1.27 EUR 5,064 GFI Informatique 25,363 17,222 EUR 232 GL Events 5,781 4,334 France EUR 8,833 Groupe Eurotunnel SA 88,994 72,746 EUR 1,721 Accor SA 66,085 54,706 EUR 793 Groupe Steria SCA 25,376 12,433 EUR 204 Aeroports de Paris 16,670 15,655 EUR 169 Guerbet 26,973 14,003 EUR 6,358 Air France-KLM 145,055 30,789 EUR 1,340 Haulotte Group SA 16,095 9,235 USD 40,200 Alcatel-Lucent, ADR 107,053 66,299 EUR 22,977 Havas SA 99,551 106,264 EUR 169 Altamir Amboise 1,681 1,285 EUR 482 Imerys SA 25,124 24,850 EUR 1,276 Alten Ltd. 35,756 35,876 EUR 2,982 IngeniCo. 79,633 147,131 EUR 2,894 Altran Technologies SA 15,718 12,907 EUR 1,967 IPSOS 68,276 58,738 EUR 917 April Group 35,079 13,124 EUR 634 JC Decaux SA 18,038 14,203 EUR 2,270 Arkema SA 95,295 150,544 EUR 140 Korian 3,574 2,126 EUR 1,162 Assystem 16,139 19,206 EUR 6,226 Lafarge SA 706,504 281,925 EUR 2,535 Atos Origin SA 129,937 153,880 EUR 5,729 Lagardere SCA 447,329 162,073 EUR 38,499 AXA SA 1,120,374 519,520 EUR 212 Laurent-Perrier 18,912 18,435 EUR 425 Axway Software SA 16,755 7,676 EUR 412 LISI 21,958 24,627 EUR 2,225 Beneteau SA 35,981 21,733 EUR 3,739 M6-Metropole Television 106,609 49,805 EUR 19,553 BNP Paribas SA 1,585,996 764,110 EUR 800 Manitou BF SA 13,038 14,109 EUR 480 Boiron SA 22,628 12,652 EUR 20 Manutan International 1,201 744 EUR 118 Bollore 24,984 26,146 EUR 2,635 Maurel & Prom Nigeria 10,642 6,042 EUR 399 Bonduelle SCA 48,386 34,135 EUR 1,209 Medica SA 20,009 19,570 EUR 4,006 Bourbon SA 160,777 97,770 EUR 289 Mersen 9,092 7,347 EUR 945 Boursorama 8,825 6,148 EUR 20,595 Natixis 161,955 56,167 EUR 6,128 Bouygues SA 212,797 167,361 EUR 320 Neopost SA 25,481 17,359 EUR 5,881 Bull SA 27,695 17,728 EUR 2,509 Nexans SA 204,555 98,534 EUR 422 Bureau Veritas SA 22,409 38,044 EUR 997 Nexity 34,402 24,140 EUR 6,111 Canal + Group 54,701 33,458 EUR 467 NRJ Group 4,749 3,158 EUR 4,898 Cap Gemini SA 215,338 182,859 EUR 1,720 Orpea 84,392 60,380 EUR 1,112 Carrefour SA 27,386 20,836 EUR 1,904 PagesJaunes Groupe 22,117 4,202 EUR 1,843 Casino Guichard Perrachon SA 172,809 164,463 EUR 1,674 Pernod-Ricard SA 148,238 181,709 EUR 6,904 Cie de Saint-Gobain 458,773 258,683 EUR 7,384 Peugeot SA 455,126 73,721 Cie Generale de Geophysique-Veritas USD 5,600 ADR 137,307 147,145 EUR 54 Pierre & Vacances 4,036 985 EUR 394 Ciments Francais, Class A 42,960 24,191 EUR 969 Plastic Omnium SA 11,678 24,617 EUR 2,208 Club Mediterranee 50,960 38,400 EUR 1,625 PPR SA 179,386 234,879 EUR 5,996 CNP Assurances 120,345 74,308 EUR 1,770 Rallye SA 82,925 51,259 Compagnie Generale des EUR 1,039 Remy Cointreau SA 56,023 115,833 EUR 5,274 Etablissements Michelin 360,274 349,630 EUR 5,944 Renault SA 553,340 240,440 EUR 27,950 Credit Agricole SA 823,114 124,762 EUR 6,239 Rexel SA 98,621 108,183 EUR 537 Dassault Systemes SA 33,109 51,130 EUR 165 Robertet SA 21,146 25,295 EUR 371 Edenred 6,468 10,677 EUR 2,032 Rubis 99,766 106,083 EUR 2,151 EDF SA 55,432 48,493 EUR 222 Sa des Ciments Vicat 16,383 10,912 EUR 1,174 Eiffage SA 52,038 38,506 EUR 2,881 Safran SA 60,396 108,374 EUR 438 Electricite de Strasbourg 78,788 53,040 EUR 265 Saft Groupe SA 10,823 6,439 EUR 151 Eramet 21,572 17,649 EUR 104 Samse SA 9,253 7,807 EUR 97 Esso SA Francaise 12,166 7,359 USD 26,178 Sanofi-Aventis SA, ADR 965,777 1,006,323 EUR 2,635 Etablissements Maurel et Prom 53,375 38,647 EUR 1,636 Schneider Electric SA 71,883 91,974 EUR 56 Etam Developpement SA 1,980 751 EUR 6,305 SCOR SE 194,317 155,219 EUR 575 Euler Hermes SA 44,734 37,741 EUR 913 SEB SA 56,085 57,562 EUR 169 Eurofins Scientific 7,590 21,234 EUR 1,194 Sechilienne-Sidec 53,648 16,966 European Aeronautic Defence and EUR 2,821 Sequana 52,061 6,211 EUR 3,495 Space Co NV 130,829 125,640 EUR 2,821 Sequana SA, Rights (27Jun12) – 4 EUR 495 Eutelsat Communications 17,093 15,470 EUR 1,091 Societe BIC SA 83,312 114,349 EUR 283 Faiveley Transport 20,269 15,330 Societe des Bains de Mer et du Cercle EUR 2,641 Faurecia 61,756 44,399 EUR 620 des Etrangers a Monaco 47,357 23,578

The accompanying notes are an integral part of these financial statements. 138 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 16,058 Societe Generale 991,689 380,841 EUR 1,542 Dialog Semiconductor PLC 24,765 28,198 EUR 3,416 Societe Television Francaise 1 40,981 27,680 EUR 2,604 Douglas Holding AG 128,630 103,959 EUR 289 Sodexo 17,395 22,841 EUR 600 Duerr AG 13,744 37,372 EUR 5,814 SOITEC 95,789 21,556 EUR 32,759 E.ON AG 1,178,970 714,473 EUR 376 Somfy SA 83,981 70,773 EUR 3,216 Evotec AG 10,840 8,775 EUR 425 Sopra Group SA 31,454 21,837 EUR 671 Fielmann AG 53,969 63,119 EUR 484 STEF-TFE 31,028 22,459 Fraport AG Frankfurt Airport Services EUR 1,955 Synergie SA 32,810 18,133 EUR 1,108 Worldwide 50,858 60,478 EUR 423 Technip SA 20,342 44,564 EUR 4,292 Freenet AG 64,524 63,226 EUR 4,496 Teleperformance 158,641 100,722 EUR 504 Fresenius SE & Co., KGaA 51,695 53,065 EUR 19 Terreis 308 316 EUR 2,450 GEA Group AG 56,346 66,170 EUR 905 Thales SA 36,487 30,312 EUR 1,934 Gerresheimer AG 65,823 92,184 EUR 2,950 Theolia SA 9,654 2,774 EUR 332 Geso AG 19,894 25,238 EUR 6,945 Total SA 363,107 317,345 EUR 976 GFK SE 36,697 48,099 USD 4,500 Total SA, ADR 264,218 205,972 EUR 1,951 Gildemeister AG 29,005 31,040 EUR 971 Trigano SA 21,754 11,258 EUR 754 Grammer AG 18,704 13,268 EUR 6,343 UBISOFT Entertainment 69,783 43,087 EUR 546 Grenkeleasing AG 22,359 30,569 EUR 4,225 Valeo SA 129,844 176,838 Hannover Rueckversicherung AG, EUR 2,987 Registered Shares 121,856 180,259 EUR 1,167 Vallourec SA 78,212 48,364 EUR 3,729 HeidelbergCement AG 187,751 181,202 EUR 3,069 Viel et Compagnie 14,989 9,410 EUR 15,966 Heidelberger Druckmaschinen AG 85,220 22,543 EUR 449 Vilmorin & Cie 56,596 48,373 EUR 729 Hochtief AG 41,631 35,837 EUR 2,071 Vinci SA 94,711 98,114 EUR 443 Indus Holding AG 8,403 12,373 EUR 315 Virbac SA 32,818 52,591 EUR 7,815 Infineon Technologies AG 49,560 53,660 EUR 17,756 Vivendi SA 538,365 334,648 EUR 19,398 IVG Immobilien AG 65,253 38,983 EUR 133 VM Materiaux SA 9,178 3,341 EUR 2,579 Jenoptik AG 18,031 16,579 EUR 2,503 Zodiac Aerospace SA 93,706 258,216 EUR 891 Kabel Deutschland Holding AG 53,330 56,387 17,464,730 11,671,245 5.47 EUR 7,428 Kloeckner & Co SE 183,991 77,232 Germany EUR 2,264 Kontron AG 23,945 14,096 EUR 1,955 Aareal Bank AG 45,395 32,413 EUR 1,557 Krones AG 85,993 79,229 EUR 1,013 Adidas AG 57,366 73,667 EUR 2,383 KUKA AG 40,748 54,368 EUR 1,955 Aixtron AG 70,353 28,270 EUR 350 KWS Saat AG 65,421 91,868 EUR 8,789 Allianz SE 1,625,124 895,827 EUR 2,030 Lanxess AG 76,351 129,998 USD 4,000 Allianz SE, ADR 97,927 40,681 EUR 2,719 Leoni AG 62,300 104,609 EUR 3,018 Aurubis AG 136,266 147,644 EUR 723 Linde AG 107,447 113,864 EUR 936 Axel Springer AG 46,010 40,852 EUR 698 MAN SE 60,892 72,286 EUR 1,512 Balda AG 18,622 9,254 EUR 104 Manz Automation AG 8,657 3,305 EUR 600 BASF SE 45,104 42,226 EUR 3,126 Mediclin AG 14,650 16,108 EUR 1,291 Bayer AG 87,726 94,066 EUR 927 Medigene AG 1,546 1,284 EUR 2,417 Bayerische Motoren Werke AG 124,833 177,542 EUR 1,439 Merck KGaA 142,581 145,893 EUR 631 Bechtle AG 16,893 23,679 EUR 3,663 Metro AG 125,414 108,227 EUR 1,822 Bilfinger Berger AG 144,825 150,407 EUR 1,006 MTU Aero Engines Holding AG 54,786 74,894 EUR 441 Biotest AG 27,644 22,299 Muenchener Rueckversicherungs AG, EUR 3,395 Registered Shares 587,033 484,813 EUR 2,180 Carl Zeiss Meditec AG 36,611 54,174 EUR 2,737 Nordex AG 48,395 10,405 EUR 571 CAT Oil AG 4,262 3,604 EUR 750 Pfeiffer Vacuum Technology AG 59,682 77,662 EUR 4,103 Celesio AG 87,951 67,947 EUR 4,304 Pfleiderer AG 49,154 444 EUR 519 Centrotherm Photovoltaics AG 18,456 1,534 EUR 987 Porsche AG 72,183 49,836 EUR 2,380 Comdirect Bank AG 23,249 21,609 Praktiker Bau- und EUR 78,595 Commerzbank AG 883,811 134,966 EUR 2,795 Heimwerkermaerkte AG 34,424 4,407 EUR 1,103 Continental AG 76,453 92,844 EUR 2,024 PVA TePla AG 11,961 7,353 DaimlerChrysler AG, Registered EUR 6,769 QIAGEN NV 114,857 115,106 EUR 15,360 Shares 865,448 698,497 EUR 5,103 QSC AG 16,621 14,357 EUR 19,062 Deutsche Bank AG, Registered Shares 1,755,191 697,528 EUR 112 Rational AG 19,916 26,902 EUR 330 Deutsche Boerse AG 25,440 18,049 EUR 2,615 Rheinmetall AG 161,144 130,809 Deutsche Lufthansa AG, Registered EUR 8,923 Shares 260,097 104,834 EUR 7,720 Rhoen Klinikum AG 207,762 183,390 EUR 17,789 Deutsche Post AG 293,258 318,541 EUR 7,903 RWE AG 341,285 326,505 Deutsche Telekom AG, Registered EUR 1,669 Salzgitter AG 61,032 69,254 EUR 50,944 Shares 874,686 566,569 EUR 4,495 SGL Carbon SE 168,084 178,700 EUR 3,466 Deutz AG 18,066 17,816 EUR 2,242 Siemens AG 207,405 191,115

The accompanying notes are an integral part of these financial statements. 139 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 1,458 Sixt AG 24,122 24,483 GBP 10,389 Brewin Dolphin Holdings PLC 30,119 22,759 EUR 17,258 Sky Deutschland AG 73,291 63,607 GBP 8,872 BTG PLC 26,130 57,686 EUR 2,442 Software AG 91,117 76,964 GBP 5,547 Bunzl PLC 60,999 92,245 EUR 2,527 Solarworld AG 33,336 4,492 GBP 3,411 Burberry Group PLC 33,450 72,061 EUR 3,945 Stada Arzneimittel AG 147,738 121,742 GBP 23,321 Bwin.Party Digital Entertainment PLC 112,290 40,827 EUR 815 STINAG Stuttgart Invest AG 24,186 16,799 Cable & Wireless Communications EUR 428 Suedzucker AG 10,105 15,375 GBP 37,742 PLC 92,436 17,812 EUR 4,301 Symrise AG 98,925 132,756 GBP 37,742 Cable & Wireless Worldwide PLC 51,629 22,789 TAG Tegernsee Immobilien- und GBP 3,601 Cairn Energy PLC 54,775 15,209 EUR 1,734 Beteiligungs-AG 16,393 16,374 GBP 5,082 Cape PLC 34,968 21,335 EUR 10,521 ThyssenKrupp AG 250,458 173,757 GBP 30,241 Carillion PLC 165,493 133,126 EUR 9,201 TUI AG 112,454 55,959 USD 5,500 Carnival PLC, ADR 195,325 191,775 EUR 1,233 United Internet AG 20,360 21,499 GBP 1,179 Carpetright PLC 19,028 12,708 EUR 877 Volkswagen AG 127,957 134,106 GBP 14,614 Catlin Group Ltd. 86,234 99,145 EUR 513 Vossloh AG 51,101 43,796 GBP 2,685 Chemring Group PLC 26,105 11,734 EUR 304 Wacker Chemie AG 28,201 21,210 GBP 2,327 Chesnara PLC 8,072 6,363 EUR 567 Wacker Neuson SE 9,341 7,523 GBP 7,431 Close Brothers Group PLC 87,842 88,209 EUR 1,211 Wincor Nixdorf AG 83,760 43,604 GBP 28,412 Cobham PLC 106,096 105,142 EUR 5,212 Wirecard AG 69,776 102,326 GBP 12,840 Colt Telecom Group SA 26,356 25,570 WMF Wuerttembergische GBP 8,433 Compass Group PLC 64,872 89,884 EUR 555 Metallwarenfabrik AG 17,540 26,812 GBP 1,757 Computacenter PLC 8,238 8,396 14,730,746 10,675,898 5.00 GBP 1,959 Consort Medical PLC 14,233 21,927 GBP 8,336 Cookson Group PLC 79,393 78,351 Great Britain GBP 2,606 Cranswick PLC 34,853 33,614 GBP 50,942 3i Group PLC 191,940 160,090 GBP 2,069 Croda International 27,806 74,620 GBP 6,747 A.G.BARR PLC 33,921 42,933 GBP 5,854 CSR PLC 39,293 20,571 GBP 36,766 Aberdeen Asset Management PLC 90,919 152,178 GBP 8,637 Daily Mail & General Trust 69,675 58,251 GBP 1,047 Admiral Group PLC 19,696 19,899 GBP 9,449 Dairy Crest Group PLC 67,044 49,732 GBP 30,108 Aegis Group PLC 58,341 77,431 GBP 14,010 Davis Service Group PLC 106,157 111,689 GBP 24,138 Afren PLC 40,256 39,910 GBP 1,425 De La Rue PLC 21,431 22,993 GBP 1,031 Aggreko PLC 15,697 34,060 GBP 48,551 Debenhams PLC 59,808 66,921 GBP 20,014 Alphameric PLC 10,632 6,223 GBP 3,134 Dechra Pharmaceuticals PLC 26,227 24,285 GBP 7,302 AMEC PLC 90,495 116,657 GBP 3,654 Development Securities PLC 19,712 8,229 GBP 24,842 Amlin PLC 161,227 140,055 GBP 2,788 Devro PLC 7,289 13,465 GBP 25,373 Anglo American PLC 1,061,421 844,904 GBP 2,888 Dignity PLC 31,631 37,160 GBP 7,852 Anglo Pacific Group PLC 29,996 30,547 GBP 11,770 Diploma PLC 36,444 83,604 GBP 24,465 Anite PLC 15,252 47,160 GBP 7,500 Domino Printing Sciences 39,234 64,574 GBP 13,843 ARM Holdings PLC 39,231 111,571 GBP 15,361 Drax Group PLC 99,533 137,276 GBP 34,742 Ashtead Group PLC 89,338 143,856 GBP 11,329 DS Smith PLC 30,949 26,625 GBP 8,755 Associated British Foods PLC 141,941 178,816 GBP 195,370 DSG International PLC 119,175 57,067 USD 5,498 AstraZeneca PLC 247,425 250,532 GBP 13,445 EasyJet PLC 105,774 113,508 GBP 1,621 Atkins WS PLC 17,000 17,769 GBP 6,025 Electrocomponents PLC 18,208 19,683 GBP 2,119 Aveva Group PLC 37,485 55,071 GBP 10,789 Enquest PLC 20,265 18,527 GBP 91,608 Aviva PLC 1,475,682 398,162 GBP 38,173 Enterprise Inns PLC 68,621 39,713 GBP 12,378 Babcock International Group 129,688 168,345 GBP 5,867 Essar Energy PLC 29,015 11,412 GBP 29,089 BAE Systems PLC 153,791 133,852 USD 9,904 Etalon Group Ltd., Class S, GDR 57,486 54,598 GBP 20,717 Balfour Beatty PLC 100,615 98,401 GBP 4,352 Eurasian Natural Resources Corp. 48,950 28,803 GBP 96,141 Barclays PLC 1,235,431 249,554 GBP 51,291 Evraz PLC 472,683 202,648 USD 35,655 Barclays PLC, ADR 1,652,645 373,512 GBP 19,335 F&C Asset Management PLC 23,879 25,587 GBP 52,237 Barratt Developments PLC 115,083 115,853 GBP 2,116 Ferrexpo PLC 6,903 7,260 GBP 16,019 BBA Aviation PLC 51,763 52,078 GBP 980 Fidessa Group PLC 19,894 24,204 GBP 35,131 Beazley PLC 68,904 77,130 GBP 15,516 Filtrona PLC 68,031 118,376 GBP 6,687 Bellway PLC 74,654 88,707 GBP 10,665 Firstgroup PLC 74,655 38,141 GBP 6,491 Berkeley Group Holdings PLC 81,418 145,822 GBP 100,904 Fortune Oil PLC 15,380 15,123 GBP 18,762 BG Group PLC 395,528 388,887 GBP 13,382 Galiform PLC 19,986 27,204 USD 800 BHP Billiton PLC, ADR 47,686 46,553 GBP 2,033 Galliford Try PLC 19,845 20,486 GBP 6,113 Bodycote PLC 27,638 32,466 GBP 9,583 Gem Diamonds Ltd. 30,622 29,947 GBP 4,834 Bovis Homes Group PLC 30,069 36,294 GBP 536 Genus PLC 5,681 10,580 USD 59,291 BP PLC, ADR 3,159,956 2,447,043 GBP 61,118 GKN PLC 123,740 175,795

The accompanying notes are an integral part of these financial statements. 140 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

GBP 982 Go-Ahead Group PLC 23,761 18,851 GBP 13,895 Laird PLC 33,080 41,451 GBP 9,217 Greene King PLC 67,223 80,900 GBP 7,061 Lamprell PLC 23,054 11,286 GBP 4,501 Greggs PLC 33,809 36,169 GBP 6,715 Lancashire Holdings Ltd. 58,336 85,277 GBP 23,405 Group 4 Securicor PLC 97,320 104,078 GBP 32,787 Laura Ashley Holdings PLC 9,867 11,370 GBP 6,368 Halfords Group PLC 38,786 23,261 GBP 172,815 Legal & General Group PLC 566,661 350,485 GBP 18,022 Halma PLC 75,890 119,880 GBP 2,835 Liontrust Asset Management PLC 5,918 4,159 GBP 5,440 Hardy Underwriting Bermuda Ltd. 28,078 24,199 USD 156,610 Lloyds Banking Group PLC, ADR 519,828 306,119 GBP 6,643 Hargreaves Lansdown PLC 33,238 56,030 GBP 53,224 Logica PLC 92,137 89,953 GBP 39,548 Hays PLC 71,937 46,409 GBP 3,159 London Stock Exchange Group PLC 40,990 50,519 GBP 6,795 Headlam Group PLC 38,020 29,956 GBP 4,009 Lonmin PLC 120,876 49,506 GBP 8,583 Helical Bar PLC 56,992 25,249 USD 2,070 Mail.ru Group Ltd., GDR 74,136 71,039 GBP 22,980 Henderson Group PLC 55,395 37,372 GBP 63,578 Man Group PLC 270,676 77,142 GBP 6,275 Heritage Oil PLC 51,349 12,296 GBP 22,946 Management Consulting Group PLC 8,854 9,146 GBP 4,300 Hikma Pharmaceuticals PLC 40,779 44,735 GBP 18,159 Marks & Spencer Group PLC 112,240 94,068 GBP 16,232 Hiscox Ltd. 93,282 110,587 GBP 59,605 Marstons PLC 91,717 98,646 GBP 3,160 Hochschild Mining PLC 16,806 23,685 GBP 11,742 Mcbride PLC 42,945 21,623 GBP 15,495 Home Retail Group PLC 35,706 20,901 GBP 3,387 Mears Group PLC 14,166 14,054 GBP 8,100 Homeserve PLC 45,661 20,134 GBP 4,654 Mecom Group PLC 17,136 4,935 USD 73,886 HSBC Holdings PLC, ADR 5,156,121 3,318,691 GBP 27,019 Meggitt PLC 125,093 165,942 GBP 7,241 Hunting PLC 69,129 83,298 GBP 2,216 Melrose PLC 12,581 13,080 GBP 3,780 Hyder Consulting PLC 16,270 24,108 GBP 5,721 Melrose Resources PLC 34,474 11,128 GBP 9,882 ICAP PLC 68,020 53,161 GBP 9,472 Michael Page International PLC 58,574 56,452 GBP 19,024 IG Group Holdings PLC 109,415 145,170 GBP 4,583 Micro Focus International PLC 39,969 38,728 GBP 9,735 Imagination Technologies Group PLC 40,338 72,424 GBP 9,321 Millennium & Copthorne Hotels PLC 60,591 71,187 GBP 8,535 IMI PLC 79,137 113,085 GBP 11,398 Mitchells & Butlers PLC 50,650 45,451 GBP 4,774 Imperial Tobacco Group PLC 153,864 186,868 GBP 19,144 Mitie Group PLC 81,682 79,391 GBP 18,448 Inchcape PLC 89,734 97,242 GBP 21,954 Mondi PLC 132,943 190,420 GBP 10,574 Informa PLC 60,871 64,082 GBP 11,699 Moneysupermarket.com Group PLC 16,976 23,354 GBP 1,431 Inmarsat PLC 16,478 11,212 GBP 19,735 Morgan Crucible Co. 61,708 87,538 Intercontinental Hotels Group PLC, GBP 12 Morgan Sindall Group PLC 129 113 USD 1,100 ADR 16,931 26,977 GBP 2,081 Mothercare PLC 20,040 6,578 GBP 19,184 Intermediate Capital Group PLC 88,755 82,555 GBP 6,606 Mouchel Group PLC 20,957 290 International Consolidated Airlines GBP 4,792 N Brown Group PLC 18,724 18,673 GBP 16,396 Group 72,406 40,913 GBP 18,020 National Express Group PLC 64,215 61,485 International Consolidated Airlines GBP 1,465 Next PLC 51,408 74,723 GBP 30,512 Group SA 132,423 77,546 GBP 168 Novae Group PLC 1,078 978 GBP 15,064 International Personal Finance PLC 57,072 57,380 USD 5,508 OKey Group S.A., GDR 48,078 43,458 GBP 9,358 International Power PLC 39,246 62,293 GBP 138,903 Old Mutual PLC 359,578 335,304 GBP 8,221 Interserve PLC 31,919 40,883 GBP 4,860 Oxford Instruments PLC 19,275 95,078 GBP 12,250 Invensys PLC 51,155 43,497 GBP 21,084 Pace PLC 67,006 34,961 GBP 22,791 Investec PLC 177,044 135,178 GBP 20,564 Paragon Group of Cos PLC 54,958 54,755 GBP 4,102 IP Group PLC 3,904 9,791 USD 32,791 Pearson PLC, ADR 436,673 663,318 GBP 14,019 ITE Group PLC 31,857 43,229 GBP 1,959 Pennon Group PLC 17,652 23,770 GBP 41,394 ITV PLC 37,769 50,522 GBP 18,083 Persimmon PLC 126,888 175,586 GBP 40,142 J Sainsbury PLC 279,707 192,840 GBP 1,358 Petrofac Ltd. 25,308 30,053 GBP 4,010 James Fisher & Sons PLC 30,371 38,777 GBP 6,566 Petropavlovsk PLC 148,087 47,696 GBP 1,753 Jardine Lloyd Thompson Group PLC 14,050 19,551 GBP 2,200 Polymetal International PLC 22,788 31,885 GBP 5,305 JKX Oil & Gas PLC 28,725 8,331 GBP 1,738 Premier Farnell PLC 4,912 4,797 GBP 1,392 John Menzies PLC 8,592 13,305 GBP 8,319 Premier Foods PLC 51,876 11,307 GBP 9,785 John Wood Group PLC 49,221 106,947 GBP 28,120 Premier Oil 147,298 151,542 GBP 3,394 Johnson Matthey PLC 90,643 119,430 GBP 9,093 Provident Financial PLC 146,740 176,151 GBP 2,438 Jupiter Fund Management PLC 8,432 8,361 USD 12,983 Prudential PLC, ADR 277,808 306,775 GBP 7,667 Kazakhmys PLC 89,529 88,199 GBP 8,108 Psion PLC 17,181 11,279 GBP 15,107 Kesa Electricals PLC 41,040 11,863 GBP 17,695 Puma Brandenburg Ltd. Ord A – 1,411 GBP 7,201 Kewill PLC 13,844 12,601 GBP 17,695 Puma Brandenburg Ltd. Ord B – 592 GBP 704 Kier Group PLC 14,379 14,121 GBP 29,836 Punch Taverns PLC 39,216 3,011 GBP 80,656 Kingfisher PLC 207,404 369,593 GBP 9,881 PZ Cussons PLC 44,505 49,658 GBP 7,640 Kofax PLC 25,012 30,575 GBP 25,311 QinetiQ Group PLC 65,029 63,400 GBP 15,473 Ladbrokes PLC 34,822 38,782 GBP 2,881 Rathbone Brothers 45,293 56,822

The accompanying notes are an integral part of these financial statements. 141 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

GBP 1,224 REA Holdings PLC 8,800 10,148 GBP 702 Telecity Group PLC 4,597 8,988 GBP 7,485 Redrow PLC 16,146 14,381 GBP 2,785 Telecom Plus PLC 15,139 37,722 USD 500 Reed Elsevier PLC, ADR 16,148 16,289 GBP 81,841 Tesco PLC 485,467 404,514 USD 15,454 Regal-Beloit Corp. 159,679 106,827 GBP 3,088 The Capita Group PLC 36,135 32,249 GBP 17,149 Regus PLC 28,055 24,362 GBP 35,020 The Sage Group PLC 135,960 154,834 USD 1,669 Reliance Industries Ltd., GDR 48,455 45,027 GBP 4,518 The Weir Group PLC 59,946 110,214 GBP 2,465 Renishaw PLC 23,869 55,023 GBP 40,665 Thomas Cook Group PLC 206,622 9,726 GBP 11,047 Rentokil Initial PLC 19,199 12,955 GBP 15,624 Travis Perkins PLC 226,688 241,762 GBP 49,347 Resolution Ltd. 434,970 154,133 GBP 13,948 Trinity Mirror PLC 35,131 6,005 GBP 5,582 Restaurant Group PLC 19,378 26,344 GBP 11,742 TT electronics PLC 17,460 28,316 GBP 45,422 Rexam PLC 420,966 304,605 GBP 10,798 Tullett Prebon PLC 49,982 48,826 GBP 5,853 Ricardo PLC 25,847 30,871 GBP 868 Tullow Oil PLC 18,924 20,344 GBP 4,590 Rightmove PLC 46,308 116,508 GBP 23,564 UK Coal PLC 32,137 3,220 USD 8,570 Rio Tinto PLC, ADR 517,995 417,302 GBP 1,122 UK Mail Group PLC 6,551 3,918 GBP 7,874 RM PLC 21,401 9,479 GBP 1,038 Ultra Electronics Holdings 23,501 26,232 GBP 9,519 Robert Walters PLC 28,939 31,113 GBP 7,161 United Business Media Ltd. 59,694 66,736 GBP 18,879 Rolls-Royce Group PLC 189,321 258,115 GBP 1,629 United Utilities Group PLC 14,035 17,532 GBP 2,001,174 Rolls-Royce Holdings PLC 3,194 3,191 GBP 15,864 Vectura Group PLC 23,865 19,350 GBP 2,339 Rotork PLC 51,354 73,431 GBP 2,661 Vedanta Resources PLC 32,323 38,694 Royal & Sun Alliance Insurance GBP 855,179 Vodafone Group PLC 2,578,190 2,443,408 GBP 168,186 Group 393,894 289,611 USD 34,470 Vodafone Group PLC, ADR 1,028,098 988,196 GBP 5,008 Royal Bank of Scotland Group PLC 557,336 17,175 GBP 3,279 Wetherspoon (JD) PLC 28,332 22,235 USD 60,525 Royal Dutch Shell PLC, ADR 4,381,261 4,309,526 GBP 4,459 WH Smith PLC 40,772 38,711 GBP 6,114 RPC Group PLC 26,767 37,823 GBP 7,755 Whitbread PLC 187,668 250,632 GBP 6,416 RPS Group PLC 21,122 21,329 GBP 18,216 William Hill PLC 57,981 82,136 GBP 4,942 SABMiller PLC 158,143 201,324 GBP 52,860 William Morrison Supermarkets PLC 257,325 224,187 GBP 4,923 Salamander Energy PLC 24,241 13,399 GBP 5,338 Wilmington Group PLC 13,697 7,064 GBP 8,493 Savills PLC 48,814 47,395 GBP 4,463 Wincanton PLC 17,761 2,935 GBP 4,161 Schroders PLC 113,275 88,635 GBP 860 Wolfson Microelectronics PLC 2,053 2,674 GBP 2,477 Schroders PLC, Non-Voting Shares 59,150 42,456 GBP 6,755 Wolseley Ltd. 192,149 255,578 GBP 4,172 Scottish & Southern Energy PLC 81,339 92,528 GBP 5,897 WPP PLC 71,129 72,632 GBP 2,921 ScS Upholstery PLC – – USD 629 WPP PLC, ADR 36,363 38,972 GBP 4,377 SDL PLC 30,992 44,664 GBP 6,298 Xaar PLC 11,277 22,393 GBP 24,146 Senior PLC 57,384 72,224 GBP 37,105 Xstrata PLC 622,801 472,457 GBP 5,577 Serco Group PLC 50,108 47,661 GBP 66,463 Yell Group PLC 40,089 1,621 GBP 13,028 Shanks Group PLC 21,307 15,849 45,552,178 37,582,341 17.60 USD 200 Shire PLC, ADR 13,779 17,590 GBP 17,695 Shore Capital Group PLC 12,597 4,514 Greece GBP 22,140 SIG PLC 40,130 34,153 Alapis Holding Industrial and EUR 2,591 Commercial Co. SA 59,551 137 USD 1,500 Smith & Nephew PLC, ADR 75,906 76,232 EUR 11,618 Alpha Bank AE, Registered Shares 404,139 18,858 GBP 2,461 Smiths Group PLC 40,708 39,827 EUR 1,524 Astir Palace Hotel SA 9,266 6,872 GBP 12,182 Smiths News PLC 23,262 18,501 EUR 5,337 Bank of Cyprus Public Co., Ltd. 22,280 1,946 GBP 11,180 Soco International PLC 68,971 51,569 EUR 1,500 Bank of Greece 117,443 22,319 GBP 1,944 Spectris PLC 25,420 47,392 EUR 4,716 Coca Cola Hellenic Bottling Co., SA 108,106 84,569 GBP 43,749 Speedy Hire PLC 19,426 16,392 EUR 10,445 Cyprus Popular Bank PCL 4,803 1,144 GBP 3,785 Spirax-Sarco Engineering PLC 74,603 119,671 Cyprus Popular Bank, Rights GBP 11,837 Spirent Communications PLC 20,142 30,291 EUR 10,445 (29Jun12) – 13 GBP 29,836 Spirit Pub Company PLC 23,752 23,667 EUR 27,248 EFG Eurobank Ergasias SA 357,588 26,327 GBP 35,845 Sportingbet PLC 21,331 17,431 EUR 12,650 Ellaktor SA 115,235 17,600 GBP 12,302 Sports Direct International PLC 22,413 59,922 EUR 2,471 Fourlis Holdings SA 41,586 3,279 GBP 3,640 St Jamess Place PLC 16,791 19,384 GEK Terna Holding Real Estate GBP 8,877 St Modwen Properties PLC 36,324 23,849 EUR 5,765 Construction SA 53,736 6,558 GBP 47,946 Standard Chartered PLC 1,372,258 1,058,391 EUR 10,104 Hellenic Petroleum SA 123,286 61,438 GBP 72,947 Standard Life PLC 236,006 271,462 Hellenic Telecommunications GBP 4,871 Synergy Health PLC 68,251 70,014 EUR 2,177 Organization SA 9,688 5,609 GBP 24,757 TalkTalk Telecom Group PLC 47,842 75,196 EUR 1,000 Heracles General Cement Co SA 9,896 1,610 GBP 6,256 Talvivaara Mining Co., PLC 27,689 16,977 EUR 1,573 Iaso SA 9,698 1,179 GBP 20,803 Tate & Lyle PLC 170,724 214,767 EUR 65,550 Marfin Financial Group SA Holdings 337,243 19,844 GBP 173,031 Taylor Wimpey PLC 115,909 131,817 EUR 2,120 Metka SA 30,771 18,052

The accompanying notes are an integral part of these financial statements. 142 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Motor Oil Hellas Corinth Refineries HKD 169,000 Mongolia Energy Co., Ltd. 70,225 8,982 EUR 2,686 SA 19,315 18,581 HKD 12,000 MTR Corp. 44,068 41,651 EUR 11,525 Mytilineos Holdings SA 70,170 36,078 HKD 85,511 New World Development Ltd. 112,193 100,992 EUR 43,974 National Bank of Greece SA 452,867 79,875 HKD 106,000 Newocean Energy Holdings Ltd. 20,527 22,534 EUR 1,849 OPAP SA 40,961 11,838 HKD 68,000 Norstar Founders Group Ltd. 6,732 – EUR 31,573 Piraeus Bank SA 113,620 10,535 HKD 24,000 NWS Holdings Ltd. 30,537 35,337 EUR 4,412 Titan Cement Co SA 153,896 77,981 HKD 6,500 Orient Overseas International Ltd. 51,138 31,901 EUR 5,629 TT Hellenic Postbank SA 34,801 2,814 HKD 48,000 Oriental Watch Holdings 24,041 12,850 EUR 7,880 ViohalCo. 52,426 23,348 HKD 41,000 Pacific Basin Shipping Ltd. 33,823 17,701 2,752,371 558,404 0.26 HKD 60,000 Peace Mark Holdings Ltd. – – HKD 5,550 Qualipak International Group – 583 Hong Kong HKD 47,666 Shangri-La Asia Ltd. 82,736 91,824 HKD 10,000 AAC Technologies Holdings Inc. 17,609 29,198 HKD 104,500 Shun Tak Holdings Ltd. 58,134 36,614 HKD 25,600 Allied Group Ltd. 63,500 58,185 HKD 50,000 Singamas Container Holdings Ltd. 11,748 10,892 HKD 300,000 Allied Properties HK Ltd. 51,835 37,400 HKD 105,035 Sino Land Co Ltd. 90,547 159,887 Asia Satellite Telecommunications HKD 6,063 Socam Development Ltd. 10,558 5,943 HKD 7,000 Holdings Ltd. 11,171 17,931 HKD 28,000 Sun Hung Kai & Co., Ltd. 18,870 14,110 HKD 14,000 Associated International Hotels Ltd. 34,002 29,799 HKD 22,555 Sun Hung Kai Properties Ltd. 280,686 269,787 HKD 13,200 Bank of East Asia Ltd. 50,255 47,982 HKD 930,000 Sustainable Forest Holdings Ltd. 46,677 19,404 HKD 19,000 BOC Hong Kong Holdings Ltd. 45,918 58,717 HKD 19,500 Swire Pacific Ltd., Class A 251,375 229,279 HKD 27,000 Cathay Pacific Airways Ltd. 55,299 44,006 HKD 17,500 Swire Pacific Ltd., Class B 45,531 40,739 HKD 27,000 Cheung Kong Holdings Ltd. 304,185 335,002 HKD 16,100 Swire Properties Ltd 35,333 49,121 Cheung Kong Infrastructure Holdings HKD 4,000 Ltd. 18,128 24,461 HKD 56,000 Techtronic Industries Co. 48,922 71,356 China Energy Development Holdings The United Laboratories International HKD 232,000 Ltd. 13,330 2,770 HKD 5,000 Holdings Ltd. 2,227 2,106 China Environmental Investment Town Health International Investments HKD 460,000 Holdings Ltd. 13,576 13,944 HKD 20,000 Ltd. 3,565 1,680 HKD 840,000 China Outdoor Media Group Ltd. 11,632 10,362 HKD 16,400 Transport International Holdings Ltd. 49,866 32,454 HKD 4,050 Dah Sing Financial Holdings Ltd. 23,049 12,729 HKD 71,000 TSC Group Holdings Ltd. 12,885 10,528 HKD 48,646 EganaGoldpfeil Holdings Ltd. – – HKD 26,000 Up Energy Devlopment Group Ltd. 4,867 2,661 HKD 44,600 Esprit Holdings Ltd. 100,760 57,532 HKD 27,500 Wharf Holdings Ltd. 106,565 153,191 HKD 76,096 Far East Consortium 24,833 14,280 HKD 27,000 Wheelock & Co., Ltd. 43,265 102,928 HKD 18,000 First Pacific Co. 11,934 18,968 HKD 5,500 Wing Hang Bank Ltd. 50,575 53,878 HKD 114,000 Foxconn International Holdings Ltd. 69,450 42,037 HKD 10,000 Yue Yuen Industrial Holdings Ltd. 32,590 31,494 HKD 34,000 Galaxy Entertainment Group Ltd. 16,583 85,397 4,185,607 4,128,325 1.93 HKD 180,000 Genting Hong Kong Ltd. 43,354 57,871 Hungary HKD 120,000 Giordano International Ltd. 35,866 86,137 HUF 322 EGIS Rt. 33,029 20,970 HKD 280,000 Glorious Property Holdings Ltd. 48,222 49,604 HUF 5,360 OTP Bank PLC 161,153 86,024 HKD 6,000 Great Eagle Holdings Ltd. 16,553 15,558 HUF 330 Richter Gedeon Nyrt. 73,961 55,327 HKD 882,000 G-Resources Group Ltd. 46,889 49,769 HKD 10,000 Hang Lung Group Ltd. 61,873 62,398 268,143 162,321 0.08 HKD 20,000 Hang Lung Properties Ltd. 82,974 68,632 India HKD 20,000 Harbour Centre Development Ltd. 18,189 24,933 INR 26,811 Adani Power Ltd. 44,012 24,536 Henderson Land Development Co. INR 62 Aditya Birla Nuvo Ltd. 1,089 921 HKD 40,242 Ltd. 276,798 225,227 INR 2,399 Aegis Logistics Ltd. 15,232 5,704 HKD 17,083 Hongkong & Shanghai Hotels 13,120 23,045 INR 123,463 Alok Industries Ltd. 52,543 39,965 HKD 26,000 Hopewell Holdings 79,310 75,062 INR 22,020 Ambuja Cements Limited 61,549 70,350 Hutchison Telecommunications Hong HKD 220,000 Kong Holdings Ltd. 68,680 103,065 INR 186,994 Ashok Leyland Ltd. 100,514 85,565 HKD 44,000 Hutchison Whampoa Ltd. 415,824 383,969 INR 3,383 Axis Bank 92,091 62,789 HKD 31,500 Johnson Electric Holdings Ltd. 19,372 19,469 INR 3,051 Bajaj Finance Ltd. 51,485 51,143 HKD 163,389 K Wah International Holdings Ltd. 58,891 64,752 INR 80,679 Bajaj Hindusthan Ltd. 53,910 43,872 HKD 11,500 Kerry Properties Ltd. 57,140 49,574 INR 64,466 Ballarpur Industries Ltd. 51,486 24,355 HKD 150,000 King Stone Energy Group Ltd. 19,664 9,153 INR 1,382 Bank of Baroda 19,931 18,521 HKD 124,000 Kingston Financial Group Ltd. 13,454 11,879 INR 3,827 Bank of India 39,191 24,327 HKD 18,000 Kowloon Development Co., Ltd. 23,460 18,495 INR 8,621 Bharti Airtel Ltd. 58,259 48,231 HKD 306,000 Lerado Group Holdings Co. 58,315 26,503 INR 734 Bombay Rayon Fashions Ltd. 4,245 3,231 HKD 73,000 Melco International Development Ltd. 60,449 58,723 INR 117 Bosch Ltd. 15,342 19,591 HKD 170,000 Ming Fung Jewellery Group Ltd. 12,956 7,920 INR 10,606 Cairn India Ltd. 83,780 59,764 HKD 31,000 Miramar Hotel & Investment 36,399 33,480 INR 3,604 Canara Bank Ltd. 40,517 27,199

The accompanying notes are an integral part of these financial statements. 143 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

INR 6,256 Central Bank Of India 21,685 9,437 INR 7,105 Rural Electrification Corp Ltd. 28,914 24,843 INR 7,982 Cipla Ltd Common 60,359 46,200 INR 15,056 Sesa Goa Ltd. 89,764 52,892 INR 512 Container Corp Of India 15,464 8,630 INR 10,069 Shree Renuka Sugars Ltd. 15,511 5,826 INR 6,874 DLF Ltd. 49,267 24,924 INR 8,050 Sintex Industries Ltd. 28,725 9,087 INR 3,044 Dr.Reddys Laboratories Ltd. 86,800 91,891 INR 1,816 State Bank of India Ltd. 92,687 71,560 INR 784 Elder Pharmaceuticals Ltd. 6,511 4,558 INR 10,349 Steel Authority of India Ltd. 38,096 17,196 INR 1,784 Federal Bank Ltd. 13,898 14,668 INR 39,394 Sterling Biotech Ltd. 86,778 4,732 INR 618 Financial Technologies India Ltd. 18,614 8,367 INR 30,324 Sterlite Industries India Ltd. 142,823 57,116 INR 2,781 GAIL India Ltd. 28,599 17,905 INR 18,151 Suzlon Energy Ltd. 21,021 6,192 INR 5,725 Gitanjali Gems Ltd. 26,934 31,425 INR 14,977 Tata Global Beverages Ltd. 32,938 31,780 INR 4,766 Glenmark Pharmaceuticals Ltd. 31,083 31,567 USD 1,457 Tata Motors Ltd., ADR 29,828 32,588 INR 2,100 Gujarat Flourochemicals 10,451 15,305 INR 8,362 Tata Steel Ltd. 123,356 67,946 INR 11,140 HDFC Bank Ltd. 93,327 114,953 INR 967 Tech Mahindra Ltd. 15,466 12,556 INR 2,409 Heg Ltd. 17,012 9,203 INR 14,337 Tulip Telecom Ltd. 28,756 30,869 INR 31,456 Hindalco Industries Ltd. 130,824 69,257 INR 44,532 TVS Motor Co., Ltd. 42,985 29,769 Housing Development & INR 7,901 Uflex Ltd. 20,153 15,954 INR 3,804 Infrastructure Ltd. 14,359 6,063 INR 865 Ultratech Cement Ltd. 19,635 23,955 USD 3,400 ICICI Bank Ltd., ADR 136,965 112,252 INR 817 Unichem Laboratories Ltd. 3,516 1,913 INR 17,849 IDBI Bank Ltd. 52,064 30,624 INR 27,104 Unitech Ltd. 50,233 10,911 INR 5,048 Idea Cellular Ltd. 7,976 7,018 INR 35,156 United Phosphorus Ltd. 94,772 81,078 INR 39,642 IFCI Ltd. 54,788 29,081 INR 1,358 United Spirits Ltd. 19,915 17,007 INR 29,928 India Cements Ltd. 64,484 47,423 INR 2,564 Yes Bank Ltd. 18,488 15,910 INR 8,308 Indiabulls Financial Services Ltd. 28,522 35,197 INR 37,106 Zee Entertain 128,641 100,751 INR 98,040 Indiabulls Infrastructure – 13,927 INR 4,638 Zee Learn Ltd. 2,197 2,135 INR 33,234 Indiabulls Real Estate Ltd. 125,747 37,302 5,380,372 3,738,494 1.75 INR 4,154 Indiabulls Wholesale Services Ltd. 680 689 INR 3,824 IndusInd Bank Ltd. 19,396 23,845 Indonesia USD 2,331 Infosys Ltd., ADR 106,095 106,954 IDR 390,000 Adaro Energy Tbk PT 87,041 60,872 Infrastructure Development Finance IDR 1,532,500 Alam Sutera Realty Tbk PT 97,302 80,562 INR 33,106 Co., Ltd. 125,644 82,422 IDR 499,000 Aneka Tambang Tbk PT 133,436 71,935 INR 1,797 ING Vysya Bank Ltd. 14,304 11,799 IDR 43,500 Astra Agro Lestari TBK PT 99,965 94,299 INR 46,371 IVRCL Infrastructures & Projects Ltd. 99,989 44,776 IDR 3,284,000 Bakrie and Brothers Tbk PT 24,134 17,798 INR 40,788 Jaiprakash Associates Ltd. 84,423 54,795 IDR 755,500 Bakrie Sumatera Plantations Tbk PT 29,073 14,822 INR 9,675 Jindal Poly Films Ltd. 100,261 30,519 IDR 674,000 Bakrie Telecom Tbk PT 28,763 14,538 INR 6,510 Jindal Steel & Power Ltd. 52,813 55,912 IDR 4,602,000 Bakrieland Development Tbk PT 77,025 34,418 INR 26,102 JSW Energy Ltd. 33,060 25,084 IDR 182,500 Bank Mandiri Tbk PT 133,855 141,435 INR 3,664 JSW Steel Ltd. 98,623 45,526 IDR 126,500 Bank Negara Indonesia Persero Tbk PT 53,623 52,103 INR 16,691 Jyoti Structures Ltd. 50,330 12,214 IDR 418,500 Bank Pan Indonesia Tbk PT 38,956 35,382 INR 15,342 Kotak Mahindra Baninrio 131,132 166,572 IDR 160,000 Bank Rakyat Indonesia 67,020 109,257 INR 2,123 Larsen & Toubro Ltd. 48,276 54,358 IDR 771,500 Bhakti Investama Tbk PT 24,357 33,031 INR 29,500 LIC Housing Finance Ltd. 137,927 145,807 IDR 62,500 Bumi Serpong Damai PT 7,845 7,926 INR 4,738 Maharashtra Seamless Ltd. 39,939 28,984 IDR 481,000 Ciputra Development Tbk PT 18,709 33,888 INR 5,144 Mahindra & Mahindra Ltd. 62,591 66,303 IDR 1,373,500 Energi Mega Persada Tbk PT 30,851 21,140 INR 1,031 Nagarjuna Construction Co. 2,564 855 IDR 229,500 Gajah Tunggal Tbk PT 80,880 56,592 Nagarjuna Fertilizers & Chemicals IDR 193,500 Global Mediacom Tbk PT 32,563 31,670 INR 79,514 Ltd. 51,657 16,347 IDR 105,000 Indika Energy Tbk PT 29,036 21,055 INR 72,286 Nagarjuna Oil Refinery Ltd. 14,242 8,617 IDR 28,500 Indocement Tunggal Prakarsa Tbk PT 55,069 53,442 INR 50,428 National Aluminium Co. Ltd. 117,914 54,797 IDR 74,500 International Nickel Indonesia Tbk PT 40,847 21,399 INR 6,384 Nicholas Piramal India Ltd. 49,087 61,702 IDR 19,000 Japfa Comfeed Indonesia Tbk PT 8,543 10,040 INR 2,154 Parsvnath Developers Ltd. 3,347 2,424 IDR 1,148,000 Kawasan Industri Jababeka Tbk PT 28,905 22,895 INR 12,902 Polaris Software Lab Ltd. 51,027 30,051 IDR 2,625,000 Lippo Karawaci Tbk 161,959 224,773 INR 7,396 Polyplex Corporations Ltd. 49,565 22,123 IDR 2,236,000 Panin Financial Tbk PT 33,644 29,083 INR 8,308 Power Finance Corp. Ltd. 52,105 27,144 Perusahaan Perkebunan London IDR 116,500 Sumatra Indonesia Tbk PT 31,257 33,463 INR 50,116 PTC India Ltd. 65,571 59,605 IDR 238,000 PT Bank Danamon Indonesia Tbk 119,595 154,780 INR 209 Raymond Ltd. 1,566 1,541 IDR 320,000 PT Bumi Resources Tbk 90,457 38,153 INR 7,641 Reliance Capital Ltd. 127,972 50,365 IDR 14,500 PT Gudang Garam Tbk 27,318 96,814 INR 24,735 Reliance Communications Ltd. 93,638 28,693 PT Indah Kiat Pulp & Paper INR 14,473 Reliance Industries Ltd. 306,996 195,174 IDR 686,000 Corporation Tbk 132,405 78,073 INR 36,124 Reliance Power 131,531 70,690 IDR 279,500 PT Indofood Sukses Makmur Tbk 100,253 146,173

The accompanying notes are an integral part of these financial statements. 144 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

IDR 191,000 PT Kalbe Farma Tbk 27,184 77,634 Italy IDR 2,272,000 Sentul City Tbk PT 64,095 55,409 EUR 4,503 Ansaldo STS SpA 69,515 31,992 IDR 3,500 Sinar Mas Multiartha Tbk PT 1,432 1,555 EUR 12,987 Arnoldo Mondadori Editore SpA 65,312 14,790 IDR 225,000 Summarecon Agung Tbk PT 28,807 39,264 EUR 5,152 Assicurazioni Generali SpA 96,898 69,025 IDR 449,500 Trada Maritime Tbk PT 29,600 41,900 EUR 7,138 Astaldi SpA 76,881 45,904 IDR 32,500 Tunas Ridean Tbk PT 2,117 2,677 EUR 6,706 Autogrill SpA 88,406 60,127 IDR 78,500 XL Axiata TBK PT 41,891 52,328 EUR 8,136 Azimut Holding SpA 115,751 80,705 2,119,812 2,112,578 0.99 EUR 13,991 Banca Carige SpA 38,483 12,076 EUR 150,412 Banca Monte dei Paschi di Siena SpA 352,201 37,649 Ireland Banca Popolare dellEmilia Romagna EUR 8,321 C&C Group PLC 37,234 36,157 EUR 8,756 Scrl 108,760 46,247 USD 27,659 CRH PLC, ADR 740,352 542,328 EUR 157,147 Banca Popolare di Milano Scarl 255,933 73,345 EUR 2,651 DCC PLC 70,856 62,497 EUR 2,698 Banca Popolare Di Sondrio 26,737 16,676 EUR 6,380 Dragon Oil PLC 46,120 55,150 EUR 43,096 Banca Popolare di Spoleto SpA 499,790 57,184 USD 3,400 Elan Corp., PLC, ADR 25,590 50,536 EUR 5,000 Banco di Desio e della Brianza SpA 34,462 11,575 EUR 1,909 FBD Holdings PLC 19,885 19,600 EUR 4,099 Brembo SpA 47,947 41,188 EUR 9,328 Glanbia PLC 41,802 69,757 EUR 7,150 Buzzi Unicem SpA 128,683 67,332 Governor & Co., of the Bank of CIR-Compagnie Industriali Riunite USD 680 Ireland, ADR 63,491 4,174 EUR 35,913 SpA 95,999 35,971 EUR 12,716 Grafton Group PLC 62,953 45,556 EUR 948 Credito Bergamasco SpA 37,036 13,287 EUR 23,112 Greencore Group PLC 34,114 19,115 EUR 5,400 Credito Emiliano SpA 45,463 19,826 EUR 10,289 IFG Group PLC 19,565 18,424 EUR 1,510 Danieli & C. Officine Meccaniche SpA 43,906 31,902 EUR 704 Irish Continental Group PLC 15,279 13,377 EUR 6,989 Davide Campari-Milano SpA 39,529 47,269 USD 221 James Hardie Industries NV, ADR 7,420 9,166 EUR 1,985 DiaSorin SPA 75,929 56,258 EUR 70,541 Kenmare Resources PLC 19,524 44,528 EUR 8,736 ENI SpA 194,218 187,268 EUR 797 Kerry Group PLC, Class A 35,476 35,320 USD 800 ENI SpA, ADR 38,022 34,646 EUR 3,818 Kingspan Group PLC 38,536 31,562 EUR 2,740 ERG SpA 39,815 16,767 EUR 1,802 Paddy Power PLC 69,579 119,669 EUR 7,271 Fiat Industrial SPA 86,885 72,031 EUR 3,000 Smurfit Kappa Group PLC 36,227 20,560 EUR 35,311 Fiat SpA 233,368 178,773 The Governor & Co., of the Bank of EUR 12,816 Finmeccanica SpA 280,946 51,347 EUR 87,080 Ireland 14,969 11,106 EUR 8,638 Fondiaria-Sai SpA 193,591 10,316 EUR 19,974 United Drug PLC 69,289 53,032 EUR 46,535 Gemina SpA 40,909 35,969 1,468,261 1,261,614 0.59 EUR 18,244 Gruppo Editoriale LEspresso SpA 64,564 13,679 EUR 14,931 Hera SpA 35,345 20,793 Israel EUR 20,610 IMMSI SpA 29,505 10,780 ILS 30,019 Bank Hapoalim BM 137,137 92,772 EUR 28,357 Impregilo SpA 108,523 119,456 ILS 28,477 Bank Leumi Le-Israel BM 136,681 69,619 EUR 1,945 Indesit Co SpA 25,462 8,208 Bezeq Israeli Telecommunication EUR 5,001 Interpump Group SpA 27,335 37,367 ILS 3,319 Corp Ltd. 7,756 3,517 EUR 216,523 Intesa Sanpaolo SpA 1,265,492 309,617 USD 800 Cellcom Israel Ltd. 25,605 4,960 EUR 2,993 Italcementi SpA 62,724 14,497 ILS 1,955 Clal Industries and Investments Ltd. 13,069 5,752 EUR 163 Italmobiliare SpA 3,937 2,520 Clal Insurance Enterprise Holdings EUR 3,770 Lottomatica SpA 59,868 73,239 ILS 1,046 Ltd. 27,897 10,221 EUR 9,780 Maire Tecnimont SpA 33,929 7,887 USD 1,000 Elbit Systems Ltd. 64,293 35,143 EUR 522 Mariella Burani SpA 2,058 – ILS 4,067 First International Bank Of Israel Ltd. 72,926 40,047 EUR 8,961 Mediaset SpA 32,459 15,469 Harel Insurance Investments & EUR 8,232 Mediobanca SpA 85,764 36,269 ILS 491 Financial Services Ltd. 18,883 14,995 EUR 3,201 Mediolanum SpA 19,224 11,216 ILS 42,992 Israel Discount Bank Ltd. 101,787 44,549 EUR 38,793 Parmalat SpA 104,236 73,863 ILS 764 Kardan Yazamut 227 107 EUR 23,012 Pirelli & C Real Estate SpA 13,886 3,661 ILS 34,227 Leumi Insurance Holdings 67,002 40,448 EUR 17,393 Pirelli & C SpA 125,379 184,181 ILS 3,272 Mellanox Technologies Ltd. 68,377 228,733 EUR 3,224 Prysmian SpA 60,753 48,220 ILS 11,973 Mizrahi Tefahot Bank Ltd. 120,160 93,050 EUR 1,675 Recordati SpA 13,386 11,890 USD 4,600 Nice Systems Ltd., ADR 144,930 171,352 EUR 1,129 Saipem SpA 41,881 50,309 ILS 58,382 Oil Refineries Ltd. 32,689 28,668 Societa Cattolica di Assicurazioni ILS 6,923 Ormat Industries 65,430 34,679 EUR 5,331 SCRL 203,913 63,594 Partner Communications Company Societa Iniziative Autostradali e Servizi ILS 2,107 Ltd. 47,681 8,448 EUR 3,735 SpA 37,352 26,247 ILS 320 Paz Oil Co Ltd. 48,877 36,275 EUR 1,274 Socotherm SpA 2,838 – ILS 845 Strauss Group Ltd 13,247 8,250 EUR 5,640 SOL SpA 34,800 29,063 1,214,654 971,585 0.45 EUR 122,042 Telecom Italia SpA 153,679 120,745

The accompanying notes are an integral part of these financial statements. 145 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 14,800 Telecom Italia SpA, ADR 479,796 148,261 JPY 4,000 Asunaro Aoki Construction Co., Ltd. 23,576 20,683 EUR 4,307 Terna Rete Elettrica Nazionale SpA 18,374 15,602 JPY 2,900 Atom Corp. 10,198 13,038 EUR 971 Tods SpA 76,550 97,069 JPY 14,000 Atsugi Co., Ltd. 17,674 17,295 EUR 1,545 Trevi Finanziaria SpA 30,874 8,371 JPY 400 Autobacs Seven Co. Ltd. 13,645 19,894 EUR 61,995 Unicredit SPA 718,950 236,080 JPY 1,400 Avex Group Holdings Inc. 13,053 20,969 EUR 32,501 Unione di Banche Italiane SCPA 750,012 105,929 JPY 6,000 Awa Bank Ltd. 40,320 38,666 Unipol Gruppo Finanziario SpA, JPY 7,000 Bando Chemical Industries Ltd. 20,644 26,656 EUR 310 Private Placement 129,844 7,029 JPY 1,800 Bank of Iwate Ltd. 116,558 73,703 8,304,067 3,368,556 1.58 JPY 11,000 Bank of Kyoto Ltd. 115,919 84,338 JPY 14,000 Bank of Nagoya Ltd. 69,903 43,506 Japan JPY 900 Bank of the Ryukyus Ltd. 10,525 11,348 JPY 14,000 77th Bank Ltd. 110,268 58,305 JPY 4,000 Best Denki Co., Ltd. 15,843 7,336 JPY 300 ABC-Mart Inc. 8,685 11,378 JPY 900 Brother Industries Ltd. 9,858 10,339 JPY 10 Accordia Golf Co., Ltd. 10,357 6,725 JPY 4,000 Bunka Shutter Co., Ltd. 11,831 17,321 JPY 6,000 Achilles Corp. 8,559 7,947 JPY 1,600 CAC Corp. 11,548 12,838 JPY 1,162 Acom Co. Ltd. 17,237 23,161 JPY 9,000 Calsonic Kansei Corp. 20,868 49,288 JPY 6,000 ADEKA Corp. 54,206 52,651 JPY 1,800 Canon Electronics Inc. 35,294 38,216 JPY 2,900 Aderans Holdings Co., Ltd. 30,077 36,011 JPY 3,000 Canon Marketing Japan Inc. 56,982 38,628 JPY 900 Advan Co., Ltd. 6,323 9,307 JPY 600 Capcom Co., Ltd. 9,825 12,700 JPY 10,200 Aeon Co., Ltd. 125,788 128,738 JPY 4,100 Casio Computer Co., Ltd. 31,395 27,101 JPY 1,800 Aeon Credit Service Co., Ltd. 18,986 33,722 JPY 1,100 Cawachi Ltd. 22,765 24,489 JPY 1,152 Aeon Fantasy Co., Ltd. 14,640 16,594 JPY 17,000 Central Glass Co., Ltd. 68,953 66,686 JPY 3,000 Ai Holdings Corp. 10,390 16,468 JPY 5,945 Century Tokyo Leasing Corp. 64,077 112,437 JPY 3,300 Aica Kogyo Co., Ltd. 35,559 50,224 JPY 256 CFS Corp. 1,366 1,239 JPY 4,800 Aichi Corp. 19,467 21,824 JPY 27,000 Chiba Bank Ltd. 202,548 164,027 JPY 11,000 Aichi Steel Corp. 57,314 44,831 JPY 2,000 Chiyoda Co., Ltd. 22,874 43,786 JPY 4,000 Aichi Tokei Denki Co., Ltd. 12,399 14,825 JPY 1,000 Chiyoda Corp. 10,095 12,328 JPY 37,300 Aiful Corp. 70,533 76,008 JPY 1,800 Chofu Seisakusho Co., Ltd. 38,613 41,494 JPY 1,300 Aiphone Co., Ltd. 23,583 26,358 JPY 9,000 Chori Co., Ltd. 9,737 12,150 JPY 2,000 Air Water Inc. 23,263 24,529 JPY 2,000 Chubu Shiryo Co., Ltd. 18,757 13,347 JPY 3,500 Aisan Industry Co., Ltd. 28,330 32,585 JPY 2,700 Chudenko Corp. 40,794 27,682 JPY 1,500 Aisin Seiki Co. Ltd. 33,634 50,263 JPY 8,000 Chuetsu Pulp & Paper Co., Ltd. 14,698 15,283 JPY 5,000 Ajinomoto Co Inc. 46,890 70,494 JPY 5,000 Chugai Ro Co., Ltd. 14,233 15,411 JPY 5,000 Akebono Brake Industry Co., Ltd. 32,096 24,135 JPY 7,000 Chugoku Bank Ltd. 91,754 92,361 JPY 1,100 Alfresa Holdings Corp. 46,815 59,050 JPY 4,000 Chugoku Marine Paints Ltd. 28,470 19,461 JPY 2,100 Alpine Electronics Inc. 20,494 25,194 JPY 5,000 Chuo Spring Co., Ltd. 14,789 18,467 JPY 5,000 Alps Electric Co., Ltd. 55,765 35,342 JPY 8,000 Citizen Holdings Co., Ltd. 74,146 47,276 JPY 15,000 Amada Co., Ltd. 116,189 89,216 JPY 2,000 CKD Corp. 14,562 14,010 JPY 3,900 Amano Corp. 35,474 33,527 JPY 600 CMK Corp. 4,473 2,529 JPY 3,000 Anest Iwata Corp. 9,654 13,755 JPY 1,500 Coca-Cola Central Japan Co., Ltd. 19,917 19,811 JPY 3,000 Anritsu Corp. 10,535 34,120 JPY 2,300 Coca-Cola West Japan Co. Ltd. 56,563 40,658 JPY 2,400 AOC Holdings Inc. 26,225 9,873 JPY 770 Cocokara Fine Holdings Inc. 15,843 25,831 JPY 1,100 AOI Electronic Co., Ltd. 19,528 16,811 JPY 1,500 Colowide Co., Ltd. 10,066 11,978 JPY 1,600 AOKI Holdings Inc. 15,974 34,031 JPY 5,000 COMSYS Holdings Corp. 51,496 59,413 JPY 6,300 Aoyama Trading Co., Ltd. 114,249 130,465 JPY 300 Corona Corp. 3,875 4,004 JPY 19,000 Aozora Bank Ltd. 27,583 45,493 JPY 1,000 Cosel Co., Ltd. 10,734 14,137 JPY 1,740 Arakawa Chemical Industries Ltd. 20,837 14,936 JPY 24,000 Cosmo Oil Co. Ltd. 92,274 61,744 JPY 2,500 Arc Land Sakamoto Co., Ltd. 42,242 39,800 JPY 4,800 Credit Saison Co. Ltd. 68,898 107,349 JPY 1,500 Ariake Japan Co., Ltd. 24,615 31,789 JPY 19,000 Dai Nippon Printing Co., Ltd. 279,019 150,030 JPY 1,056 As One Corp. 21,200 21,317 JPY 10,000 Daicel Chemical Industries Ltd. 62,784 62,024 JPY 4,000 Asahi Diamond Industrial Co., Ltd. 25,057 46,155 JPY 7,000 Daido Steel Co., Ltd. 28,252 43,863 JPY 12,000 Asahi Glass Co., Ltd. 109,086 81,306 JPY 1,000 Daidoh Ltd. 7,127 7,158 JPY 1,000 Asahi Holdings Inc. 17,992 20,505 JPY 5,000 Daifuku Co., Ltd. 30,916 31,713 JPY 14,000 Asahi Kasei Corp. 71,111 76,671 JPY 10,000 Daihen Corp. 33,763 34,260 JPY 3,000 Asahi Kogyosha Co., Ltd. 12,333 11,501 JPY 3,000 Daiichi Jitsugyo Co., Ltd. 8,169 15,130 JPY 3,200 Asatsu-DK Inc. 75,615 90,843 JPY 200 Daikoku Denki Co., Ltd.. 3,511 3,520 JPY 1,000 Asics Corp. 8,633 12,812 JPY 300 Daikokutenbussan Co., Ltd. 9,085 7,909 JPY 3,000 ASKA Pharmaceutical Co., Ltd. 24,222 17,920 Dainichiseika Color & Chemicals JPY 200 Astellas Pharma Inc. 7,588 8,826 JPY 9,000 Manufacturing Co., Ltd. 32,035 39,431

The accompanying notes are an integral part of these financial statements. 146 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Dainippon Screen Manufacturing Co. JPY 2,200 Futaba Corp. 36,819 34,660 JPY 12,000 Ltd. 55,612 88,184 JPY 1,600 Futaba Industrial Co., Ltd. 9,376 8,457 JPY 3,300 Daiseki Co., Ltd. 75,667 58,084 JPY 2,000 Fuyo General Lease Co., Ltd. 47,123 63,680 JPY 10,000 Daishi Bank Ltd. 50,869 30,312 JPY 1,700 Gecoss Corp. 6,751 8,725 JPY 8,000 Daiso Co., Ltd. 21,064 24,453 JPY 19 Geo Corp. 20,861 21,416 JPY 900 Daisyo Corp. 12,253 11,760 JPY 700 Glory Ltd. 12,783 14,764 JPY 14,000 Daiwa House Industry Co., Ltd. 142,814 200,770 JPY 10,000 Godo Steel Ltd. 24,185 22,670 JPY 2,000 Daiwa Industries Ltd. 9,775 9,756 JPY 520 Goldcrest Co., Ltd. 13,933 8,047 JPY 37,000 Daiwa Securities Group Inc. 176,694 139,484 JPY 12,000 Gunma Bank Ltd. 90,766 57,312 JPY 13,000 Daiwabo Holdings Co., Ltd. 33,131 24,670 JPY 19,000 Gunze Ltd. 83,167 52,752 JPY 3,000 DCM Japan Holdings Co. Ltd. 28,980 21,549 JPY 6,000 H2O Retailing Corp. 47,101 60,903 JPY 800 Dena Co Ltd. 11,824 21,254 JPY 19,000 Hachijuni Bank Ltd. 153,991 99,697 JPY 5,000 Denki Kagaku Kogyo KK 21,938 17,576 JPY 2,000 Hagoromo Foods Corp. 24,202 29,522 JPY 6,000 Denki Kogyo Co., Ltd. 27,138 31,636 JPY 1,000 Hakuhodo DY Holdings Inc. 71,061 66,864 JPY 3,600 Denso Corp. 78,925 123,473 JPY 1,300 Hakuto Co., Ltd. 11,198 13,030 JPY 2,000 Denyo Co., Ltd. 14,795 25,778 JPY 600 Hamamatsu Photonics KK 14,411 20,518 JPY 4,000 Descente Ltd. 20,956 23,230 JPY 16,000 Hanwa Co., Ltd. 54,607 61,540 JPY 300 Disco Corp. 17,499 17,041 JPY 1,000 Happinet Corp. 6,188 10,112 JPY 400 Don Quijote Co., Ltd. 10,289 13,964 JPY 2,000 Harima Chemicals Inc. 11,291 10,494 JPY 600 Doshisha Co., Ltd. 12,107 16,842 JPY 700 Heiwa Corp. 12,394 13,221 JPY 2,074 Doutor Nichires Holdings Co., Ltd. 30,056 26,996 JPY 9,000 Heiwa Real Estate Co., Ltd. 31,036 21,091 JPY 3,000 Dowa Holdings Co., Ltd. 17,128 18,722 JPY 3,000 Heiwado Co., Ltd. 38,034 41,456 JPY 4 Dr. Ci:Labo Co., Ltd. 8,364 13,857 JPY 3,000 Hibiya Engineering Ltd. 27,077 34,540 JPY 1,200 DTS Corp. 10,139 15,344 JPY 6,000 Higo Bank Ltd. 49,455 32,247 JPY 1,200 Duskin Co., Ltd. 22,042 23,169 JPY 7,000 Hino Motors Ltd. 26,929 50,906 JPY 800 Dydo Drinco Inc. 24,346 35,355 JPY 17,000 Hiroshima Bank Ltd. 93,354 61,922 JPY 55 eAccess Ltd. 41,078 10,864 JPY 3,000 Hiroshima Electric Railway Co., Ltd. 11,510 12,914 JPY 100 East Japan Railway Co. 7,173 6,368 JPY 1,300 HIS Co., Ltd. 26,295 46,889 JPY 10,000 Ebara Corp. 48,066 38,845 JPY 1,000 Hisaka Works Ltd. 10,795 9,679 JPY 3,700 EDION Corp. 32,428 18,755 JPY 18,000 Hitachi Cable Ltd. 62,819 40,118 JPY 900 Eizo Nanao Corp. 21,850 18,225 JPY 1,500 Hitachi Capital Corp. 19,463 25,313 JPY 600 Enplas Corp. 9,190 15,872 Hitachi Construction Machinery Co. JPY 2,000 ESPEC Corp. 10,793 19,537 JPY 400 Ltd. 10,287 7,545 JPY 2,800 Exedy Corp. 58,379 61,229 JPY 2,100 Hitachi High-Technologies Corp. 36,463 52,181 JPY 1,000 Ezaki Glico Co., Ltd. 11,357 11,488 JPY 900 Hitachi Koki Co., Ltd. 10,057 7,622 JPY 200 F&A Aqua Holdings Inc. 2,002 2,285 JPY 3,000 Hitachi Kokusai Electric Inc. 21,745 23,765 JPY 300 FamilyMart Co., Ltd. 9,590 13,908 JPY 2,500 Hitachi Tool Engineering Ltd. 23,909 23,848 JPY 3,100 Fancl Corp. 60,775 39,284 JPY 300 Hitachi Transport System Ltd. 4,165 5,620 JPY 500 FCC Co., Ltd. 8,877 8,457 JPY 33,500 Hitachi Zosen Corp. 48,292 41,386 JPY 5,700 FIDEA Holdings Co., Ltd. 15,127 11,180 JPY 2,000 Hochiki Corp. 10,795 10,953 JPY 2,000 Foster Electric Co., Ltd. 60,064 32,731 JPY 900 Hogy Medical Co., Ltd. 49,098 41,666 JPY 1,200 FP Corp. 61,210 75,499 JPY 8,000 Hokkoku Bank Ltd. 44,427 31,891 JPY 400 Fuji Co., Ltd. 8,343 8,834 JPY 2,000 Hokuetsu Paper Mills Ltd. 13,151 10,877 JPY 16,000 Fuji Electric Holdings Co., Ltd. 43,159 39,125 JPY 27,000 Hokuhoku Financial Group Inc. 50,807 44,359 JPY 16,000 Fuji Heavy Industries Ltd. 92,530 129,601 JPY 1,200 Hokuto Corp. 27,060 24,331 JPY 5,000 Fuji Oil Co., Ltd. 82,730 66,227 JPY 2,500 Honda Motor Co., Ltd. 76,835 87,528 JPY 1,900 FUJI SOFT Inc. 35,544 32,039 USD 1,300 Honda Motor Co., Ltd., ADR 47,046 45,871 JPY 2,400 Fujicco Co., Ltd. 28,461 29,466 JPY 1,400 Horiba Ltd. 34,420 49,497 JPY 12,300 FUJIFILM Holdings Corp. 491,746 234,665 JPY 4,900 Hosiden Corp. 51,927 31,453 JPY 12,000 Fujikura Ltd. 84,054 36,068 JPY 3,100 House Foods Corp. 52,447 53,418 JPY 500 Fujimori Kogyo Co., Ltd. 7,256 9,495 JPY 9,000 Hyakugo Bank Ltd. 67,008 37,940 JPY 6,000 Fujita Kanko Inc. 25,446 19,792 JPY 7,000 Hyakujushi Bank Ltd. 46,085 28,083 JPY 2,000 Fujitec Co., Ltd. 10,973 12,812 JPY 1,100 Ibiden Co., Ltd. 24,931 19,950 JPY 2,300 Fujitsu Frontech Ltd. 19,664 14,236 JPY 1,100 IBJ Leasing Co., Ltd. 20,066 27,669 JPY 6,000 Fujitsu Ltd. 31,737 28,962 JPY 2,000 Ichiyoshi Securities Co., Ltd. 13,502 11,437 JPY 24,000 Fukuoka Financial Group Inc. 151,218 94,450 JPY 1,000 Icom Inc. 23,152 24,861 JPY 9,000 Fukuyama Transporting Co. Ltd. 45,984 49,632 JPY 2,700 Idec Corp. 18,045 24,965 JPY 400 Funai Electric Co., Ltd. 22,741 6,057 JPY 1,000 Idemitsu Kosan Co., Ltd. 84,471 90,171 JPY 16,000 Furukawa Co., Ltd. 19,281 14,264 JPY 4,000 Ihara Chemical Industry Co., Ltd. 13,243 17,983

The accompanying notes are an integral part of these financial statements. 147 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 29,000 IHI Corp. 45,144 62,419 JPY 3,000 Kanaden Corp. 16,094 19,104 JPY 1,200 Iida Home Max Co., Ltd. 8,460 10,989 JPY 4,000 Kanagawa Chuo Kotsu Co., Ltd. 24,442 22,619 JPY 6,000 Iino Kaiun Kaisha Ltd. 31,008 28,809 JPY 2,000 Kanamoto Co., Ltd. 7,876 22,721 JPY 1,000 Imasen Electric Industrial 13,492 14,901 JPY 4,000 Kandenko Co. Ltd. 25,873 19,053 JPY 450 Imperial Hotel Ltd. 9,481 13,801 JPY 15,000 Kaneka Corp. 111,240 83,866 JPY 700 Inaba Denki Sangyo Co., Ltd. 17,519 20,443 JPY 20,000 Kanematsu Corp. 16,071 22,415 JPY 1,200 Inaba Seisakusho Co., Ltd. 12,799 16,628 JPY 1,300 Kanematsu Electronics Ltd. 11,908 14,653 JPY 4,000 Inabata & Co., Ltd. 14,304 25,370 JPY 8,000 Kansai Paint Co., Ltd. 57,820 86,707 JPY 4,000 Inageya Co., Ltd. 44,644 47,174 JPY 4,000 Kanto Denka Kogyo Co., Ltd. 27,115 12,787 JPY 5,700 Ines Corp. 43,764 38,185 JPY 2,000 Kanto Natural Gas Development Ltd. 11,878 10,367 JPY 33 Inpex Corp. 190,703 186,818 JPY 3,000 Kasumi Co., Ltd. 14,991 20,938 JPY 600 Inui Steamship Co., Ltd. 4,557 1,956 JPY 2,000 Katakura Industries Co., Ltd. 20,223 18,162 JPY 2,000 ISE Chemical Corp. 11,011 11,335 JPY 3,000 Kato Sangyo Co., Ltd. 56,355 61,018 JPY 15,000 Iseki & Co., Ltd. 51,732 38,781 JPY 23,000 Kawasaki Kisen Kaisha Ltd. 96,416 45,404 JPY 12,800 Isetan Mitsukoshi Holdings Ltd. 141,649 137,100 JPY 10,000 Kayaba Industry Co., Ltd. 30,968 45,085 JPY 24,000 Ishihara Sangyo Kaisha Ltd. 18,157 21,396 JPY 4,000 Keihan Electric Railway Co., Ltd. 17,446 19,359 JPY 10,000 Isuzu Motors Ltd. 16,171 53,746 JPY 2,000 Keihin Corp. 29,968 29,777 JPY 2,000 IT Holdings Corp. 18,827 24,096 JPY 4,000 Keisei Electric Railway Co., Ltd. 25,145 34,234 JPY 600 Ito En Ltd. 9,879 11,386 JPY 8,000 Keiyo Bank Ltd. 42,486 37,597 JPY 8,000 ITOCHU Corp. 47,133 84,771 JPY 4,800 Keiyo Co., Ltd. 24,740 30,261 JPY 4,100 Itochu Enex Co., Ltd. 19,752 23,498 JPY 51 Kenedix Inc. 14,820 7,385 JPY 300 Itochu Techno-Solutions Corp. 8,304 14,653 JPY 1,500 KEY Coffee Inc. 27,747 28,121 JPY 11,000 Itoham Foods Inc. 41,451 44,270 JPY 3,000 Kikkoman Corp. 36,621 37,597 JPY 12,000 Iwatani Corp. 36,380 47,378 JPY 5,000 Kinden Corp. 46,481 33,114 JPY 700 Izumi Co., Ltd. 8,839 14,193 JPY 4,000 Kinki Sharyo Co., Ltd. 35,509 14,570 JPY 5,000 Izumiya Co., Ltd. 23,649 25,345 JPY 500 Kintetsu World Express Inc. 13,391 16,168 JPY 20,000 J Front Retailing Co. Ltd. 97,885 101,633 JPY 1,980 Kirin Holdings Co., Ltd. 31,120 23,603 JPY 4,000 Jaccs Co., Ltd. 9,701 12,889 JPY 1,000 Kissei Pharmaceutical Co. Ltd. 24,242 18,047 JPY 1,100 Jafco Co., Ltd. 25,728 21,463 JPY 7,000 Kitano Construction Corp. 18,139 16,047 JPY 1,200 Jalux Inc. 17,510 13,281 JPY 10,000 Kitz Corp. 50,340 43,048 JPY 2,000 Jamco Corp. 11,317 10,061 JPY 51,000 Kiyo Holdings Inc. 66,811 74,696 Japan Aviation Electronics Industry JPY 1,400 Koa Corp. 10,640 13,480 JPY 4,000 Ltd. 26,371 35,202 JPY 3,000 Koatsu Gas Kogyo Co., Ltd. 17,649 18,645 JPY 1,000 Japan Digital Laboratory Co., Ltd. 12,449 10,762 JPY 200 Kobayashi Pharmaceutical Co., Ltd. 8,691 11,297 JPY 10,000 Japan Pulp & Paper Co., Ltd. 38,891 35,533 JPY 80,000 Kobe Steel Ltd. 162,473 96,793 JPY 792 Japan Radio Co., Ltd. 1,778 1,785 JPY 1,600 Kohnan Shoji Co., Ltd. 20,758 21,376 JPY 4,900 Japan Securities Finance Co., Ltd. 36,809 25,275 JPY 3,000 Koito Manufacturing Co. Ltd. 36,301 42,296 JPY 4,000 Japan Transcity Corp. 11,855 13,042 JPY 7,200 Kokuyo Co., Ltd. 63,574 54,286 JPY 2,000 Japan Vilene Co. Ltd. 9,280 8,686 JPY 400 Komeri Co., Ltd. 11,475 10,637 JPY 2,000 Jeol Ltd. 7,670 5,043 JPY 6,200 Komori Corp. 82,144 43,667 JPY 7,000 JFE Holdings Inc. 147,831 117,413 JPY 900 Konami Corp. 15,532 20,529 JPY 4,000 JMS Co., Ltd. 17,156 12,940 JPY 11,000 Konica Minolta Holdings Inc. 90,670 87,140 JPY 8,000 J-Oil Mills Inc. 26,956 24,453 JPY 800 Konishi Co., Ltd. 9,308 11,554 JPY 3,000 Joshin Denki Co., Ltd. 23,030 30,566 JPY 200 Kose Corp. 4,712 4,801 JPY 2,000 JS Group Corp. 32,444 42,716 JPY 21,000 Krosaki Harima Corp. 73,803 51,084 JPY 2,600 JSP Corp. 25,093 38,047 JPY 2,304 Ks Holdings Corp. 64,886 68,136 JPY 3,200 JTEKT Corp. 26,746 33,256 JPY 5,000 Kumiai Chemical Industry Co., Ltd. 16,350 21,460 JPY 13,000 Juroku Bank Ltd. 67,098 42,551 JPY 19,000 Kurabo Industries Ltd. 30,024 33,636 JPY 2,080 JVC Kenwood Holdings Inc. 9,674 7,285 JPY 5,200 Kuraray Co., Ltd. 56,033 67,949 JPY 33,010 JX Holdings Inc. 218,935 171,529 JPY 12,000 KUREHA Corp. 60,015 53,644 JPY 1,500 Kadokawa Group Holdings Inc. 40,149 41,628 JPY 8,000 Kurimoto Ltd. 15,665 22,212 JPY 1,000 Kaga Electronics Co., Ltd. 10,260 10,889 JPY 2,400 Kuroda Electric Co., Ltd. 33,047 27,693 JPY 500 Kagome Co., Ltd. 9,369 10,303 JPY 700 Kyocera Corp. 59,924 60,891 JPY 9,000 Kagoshima Bank Ltd. 68,061 55,134 USD 700 Kyocera Corp., ADR 60,359 61,472 JPY 31,000 Kajima Corp. 76,280 91,597 JPY 7,000 Kyodo Printing Co., Ltd. 18,625 18,009 JPY 2,800 Kakaku.com Inc. 48,543 96,284 JPY 7,000 Kyokuto Securities Co., Ltd. 61,690 53,848 JPY 6,000 Kaken Pharmaceutical Co., Ltd. 53,261 85,433 JPY 5,000 Kyokuyo Co., Ltd. 10,302 12,036 JPY 2,000 Kameda Seika Co., Ltd. 38,799 50,689 JPY 4,000 Kyorin Co., Ltd. 61,882 85,484 JPY 11,000 Kamigumi Co. Ltd. 103,944 88,681

The accompanying notes are an integral part of these financial statements. 148 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 600 Kyoritsu Maintenance Co., Ltd. 9,457 13,006 JPY 5,000 Mitsubishi Logistics Corp. 63,109 53,300 Kyosan Electric Manufacturing Co., JPY 53,000 Mitsubishi Materials Corp. 171,632 153,902 JPY 4,000 Ltd. 18,047 17,066 JPY 21,000 Mitsubishi Paper Mills Ltd. 27,249 20,862 JPY 4,000 Kyowa Exeo Corp. 35,571 41,265 JPY 1,000 Mitsubishi Pencil Co., Ltd. 12,111 17,512 JPY 6,000 Kyowa Hakko Kirin Co., Ltd. 65,041 62,432 Mitsubishi Steel Manufacturing Co., JPY 5,000 Kyudenko Corp. 30,188 31,139 JPY 5,000 Ltd. 9,388 12,736 JPY 6,000 Laox Co. Ltd. 7,652 2,827 JPY 4,000 Mitsubishi Tanabe Pharma Corp. 49,929 58,331 JPY 2,700 Leopalace21 Corp. 14,083 9,078 JPY 110,700 Mitsubishi UFJ Financial Group Inc. 563,071 531,522 JPY 1,000 Life Corp. 19,151 24,147 Mitsubishi UFJ Financial Group Inc., JPY 600 Lintec Corp. 12,030 10,790 USD 84,109 ADR 443,493 404,160 JPY 4,000 Lion Corp. 21,137 22,262 Mitsubishi UFJ Lease & Finance Co. JPY 1,720 Ltd. 50,379 71,961 JPY 1,100 Mabuchi Motor Co., Ltd. 66,647 44,200 JPY 5,000 Mitsuboshi Belting Co., Ltd. 18,383 23,880 JPY 900 Macnica Inc. 15,075 20,403 JPY 16,400 Mitsui & Co., Ltd. 240,116 245,213 JPY 10,000 Maeda Corp. 28,071 46,741 USD 200 Mitsui & Co., Ltd., ADR 66,855 60,973 JPY 5,000 Maeda Road Construction Co., Ltd. 43,855 63,489 JPY 29,000 Mitsui Chemicals Inc. 187,435 72,761 JPY 1,400 Maezawa Kasei Industries Co., Ltd. 14,576 14,692 Mitsui Engineering & Shipbuilding JPY 1,300 Maezawa Kyuso Industries Co., Ltd. 20,142 17,451 JPY 20,000 Co., Ltd. 43,511 28,783 JPY 10,000 Makino Milling Machine Co., Ltd. 37,853 61,133 JPY 2,000 Mitsui Fudosan Co., Ltd. 30,569 38,845 JPY 300 Makita Corp. 10,477 10,591 JPY 1,800 Mitsui High-Tec Inc. 17,084 9,743 JPY 1,100 Mandom Corp. 29,167 28,341 JPY 4,000 Mitsui Home Co., Ltd. 21,223 21,957 JPY 400 Mars Engineering Corp. 11,293 8,885 JPY 17 Mitsui Knowledge Industry Co., Ltd. 2,909 2,999 JPY 7,000 Marubeni Corp. 40,434 46,805 JPY 4,000 Mitsui Mining & Smelting Co., Ltd. 10,101 8,762 JPY 9,000 Marudai Food Co., Ltd. 29,034 34,846 JPY 14,000 Mitsui OSK Lines Ltd. 83,900 50,460 JPY 31,335 Maruha Nichiro Holdings Inc. 48,396 50,284 JPY 7,000 Mitsui Sugar Co., Ltd. 25,165 22,912 JPY 6,000 Marui Group Co., Ltd. 56,409 46,232 JPY 11,000 Mitsui-Soko Co., Ltd. 41,019 40,628 JPY 1,000 Maruichi Steel Tube Ltd. 21,375 21,728 JPY 1,700 Mitsumi Electric Co., Ltd. 28,744 12,081 JPY 2,000 Marusan Securities Co., Ltd. 12,191 7,209 JPY 1,000 Mitsuuroko Co. Ltd. 7,276 6,839 JPY 600 Maruwa Co., Ltd. 12,545 20,411 JPY 1,500 Miura Co., Ltd. 41,668 40,367 JPY 4,000 Maruzen Showa Unyu Co., Ltd. 13,294 12,736 JPY 234,440 Mizuho Financial Group Inc. 370,984 394,128 JPY 1,936 Matsuda Sangyo Co., Ltd. 33,676 29,095 USD 40,331 Mizuho Financial Group, Inc., ADR 158,023 136,316 JPY 1,400 Matsui Securities Co., Ltd. 9,710 8,220 JPY 5,000 Mizuno Corp. 24,133 27,064 JPY 1,000 Matsuya Co., Ltd. 8,272 9,068 JPY 1,900 Modec Inc. 38,395 37,120 JPY 2,000 Max Co., Ltd. 19,610 23,969 JPY 50 Monex Group Inc. 19,432 8,259 JPY 46,000 Mazda Motor Corp. 112,392 62,101 JPY 1,200 Mori Seiki Co., Ltd. 14,040 10,484 JPY 4,500 Mediceo Paltac Holdings Co., Ltd. 59,077 64,419 JPY 10,000 Morinaga & Co., Ltd. 22,615 22,925 JPY 600 Megachips Corp. 9,119 12,723 JPY 15,000 Morinaga Milk Industry Co., Ltd. 74,076 58,076 JPY 2,600 Megmilk Snow Brand Co Ltd 49,027 46,359 JPY 2,000 Morita Holdings Corp. 9,430 13,882 JPY 2,000 Meidensha Corp. 8,985 7,591 JPY 2,000 MOS Food Services Inc. 34,300 39,660 JPY 1,400 MEIJI Holdings Co., Ltd. 62,873 65,081 JPY 3,600 Moshi Moshi Hotline Inc. 35,273 37,505 JPY 1,400 Meitec Corp. 22,015 30,026 JPY 2,500 Mr Max Corp. 12,813 10,348 JPY 1,600 Meito Sangyo Co., Ltd. 23,354 20,765 JPY 8,200 MS&AD Insurance Group Holdings 200,172 144,434 JPY 1,000 Meiwa Estate Co., Ltd. 4,902 5,324 JPY 100 Musashi Seimitsu Industry Co., Ltd. 2,124 1,932 JPY 500 Melco Holdings Inc. 9,416 11,036 JPY 1,800 Musashino Bank Ltd. 63,543 53,598 JPY 4,000 Mikuni Coca-Cola Bottling Co., Ltd. 34,192 35,100 JPY 1,000 Nabtesco Corp. 11,569 22,377 Mimasu Semiconductor Industry Co., JPY 9,000 Nachi-Fujikoshi Corp. 19,788 38,399 JPY 300 Ltd. 3,899 2,613 JPY 6,000 Nagase & Co., Ltd. 75,067 75,346 JPY 2,000 Minebea Co., Ltd. 9,737 7,973 JPY 5,000 Nakamuraya Co., Ltd. 27,035 23,689 JPY 1,400 Ministop Co., Ltd. 18,978 24,695 JPY 7,000 Nakayama Steel Works Ltd. 10,412 4,636 JPY 300 Miraca Holdings Inc. 9,748 12,590 JPY 4,200 Namco Bandai Holdings Inc. 49,270 58,091 JPY 5,310 Mirait Holdings Corp. 43,824 38,345 JPY 2,000 Nankai Electric Railway Co., Ltd. 8,914 9,043 JPY 600 MISUMI Group Inc. 10,111 14,267 JPY 2,000 NEC Capital Solutions Ltd. 26,197 25,294 JPY 1,700 Mitani Corp. 10,006 21,132 JPY 97,000 NEC Corp. 487,449 151,953 JPY 7,000 Mito Securities Co., Ltd. 14,513 15,958 JPY 6,200 NEC Electronics Corp. 68,343 24,163 JPY 1,000 Mitsuba Corp. 6,670 7,081 JPY 2,700 NEC Fielding Ltd. 37,951 34,215 JPY 22,000 Mitsubishi Chemical Holdings Corp. 123,230 97,507 JPY 700 NEC Mobiling Ltd. 18,884 28,083 JPY 21,500 Mitsubishi Corp. 449,527 437,022 NEC Networks & System Integration JPY 14,000 Mitsubishi Gas Chemical Co. Inc. 58,262 80,058 JPY 1,300 Corp. 16,463 20,862 JPY 22,000 Mitsubishi Heavy Industries Ltd. 95,699 90,222 JPY 2,400 NET One Systems Co., Ltd. 14,127 32,309 JPY 4,000 Mitsubishi Kakoki Kaisha Ltd. 10,243 7,183 JPY 2,000 Neturen Co., Ltd. 13,386 16,073

The accompanying notes are an integral part of these financial statements. 149 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 2,000 NGK Spark Plug Co., Ltd. 28,561 26,618 JPY 44,000 Nippon Yusen KK 204,702 116,560 JPY 1,000 NHK Spring Co., Ltd. 9,044 10,838 JPY 6,000 Nipro Corp. 68,293 38,284 JPY 9,000 Nice Holdings Inc. 19,126 24,415 JPY 1,000 Nishikawa Rubber Co., Ltd. 8,290 10,571 JPY 4,000 Nichia Steel Works Ltd. 13,059 10,494 JPY 3,600 Nishimatsuya Chain Co., Ltd. 34,486 30,215 JPY 6,000 Nichias Corp. 21,598 31,178 JPY 26,000 Nishi-Nippon City Bank Ltd. 74,389 63,578 JPY 4,000 Nichiban Co., Ltd. 13,829 12,991 JPY 3,000 Nishi-Nippon Railroad Co., Ltd. 11,968 13,602 JPY 5,500 Nichicon Corp. 60,554 53,727 JPY 2,000 Nissan Chemical Industries Ltd. 27,561 19,664 JPY 1,400 Nichiden Corp. 38,911 39,227 JPY 9,000 Nissan Motor Co., Ltd. 82,057 85,739 JPY 300 Nichiha Corp. 2,675 3,362 JPY 5,000 Nissan Shatai Co., Ltd. 43,597 53,809 JPY 2,400 Nichii Gakkan Co. 20,124 22,558 JPY 2,300 Nissei Corp. 16,421 22,760 JPY 6,000 Nichirei Corp. 30,310 29,879 JPY 5,000 Nisshin Seifun Group Inc. 58,516 59,159 JPY 3,000 Nichireki Co., Ltd. 11,960 15,551 JPY 29,000 Nisshin Steel Co., Ltd. 87,871 40,628 JPY 1,700 Nidec Copal Corp. 25,265 17,083 JPY 7,000 Nisshinbo Holdings Inc. 71,422 54,026 JPY 3,000 Nidec Sankyo Corp. 22,946 15,589 JPY 9,000 Nissin Corp. 21,331 25,790 JPY 2,000 Nidec-Tosok Corp. 9,390 16,608 JPY 3,000 Nissin Electric Co., Ltd. 15,375 20,136 JPY 1,900 Nifco Inc. 37,222 46,412 JPY 300 Nissin Foods Holdings Co., Ltd. 10,888 11,577 JPY 1,700 Nihon Dempa Kogyo Co., Ltd. 28,740 21,045 JPY 3,300 Nissin Kogyo Co., Ltd. 52,232 45,643 JPY 1,000 Nihon Eslead Corp. 10,210 8,635 JPY 2,000 Nissui Pharmaceutical Co., Ltd. 15,652 19,715 JPY 4,000 Nihon Kohden Corp. 75,391 123,335 JPY 2,600 Nitta Corp. 37,524 40,928 JPY 3,000 Nihon Nohyaku Co., Ltd. 19,668 13,182 JPY 1,000 Nittetsu Mining Co., Ltd. 4,437 4,050 JPY 4,000 Nihon Parkerizing Co., Ltd. 47,293 62,559 JPY 9,000 Nitto Boseki Co., Ltd. 16,488 28,312 JPY 2,500 Nihon Unisys Ltd. 20,429 18,563 JPY 2,000 Nitto FC Co., Ltd. 11,304 13,144 JPY 7,000 Nihon Yamamura Glass Co., Ltd. 22,868 15,691 JPY 2,600 Nitto Kogyo Corp. 27,961 44,438 JPY 6,000 Nikkiso Co., Ltd. 35,092 63,731 JPY 1,700 Nitto Kohki Co., Ltd. 36,189 35,291 JPY 4,000 Nippo Corp. 31,430 44,882 JPY 7,600 NKSJ Holdings Inc. 171,713 162,903 Nippon Beet Sugar Manufacturing JPY 15,000 NOF Corp. 63,110 75,652 JPY 13,000 Co., Ltd. 34,012 28,643 JPY 3,000 NOK Corp. 60,328 64,266 JPY 7,000 Nippon Carbide Industries Co., Inc. 11,492 10,609 JPY 4,000 Nomura Co., Ltd. 11,739 12,634 JPY 5,000 Nippon Carbon Co., Ltd. 15,558 12,354 JPY 13,100 Nomura Holdings Inc. 54,286 49,051 JPY 2,000 Nippon Ceramic Co., Ltd. 26,506 32,630 USD 41,960 Nomura Holdings Inc., ADR 263,231 156,773 JPY 10,000 Nippon Chemi-Con Corp. 29,232 28,783 JPY 1,600 Nomura Real Estate Holdings Inc. 22,249 29,405 JPY 8,000 Nippon Coke & Engineering Co., Ltd. 9,443 10,596 JPY 9,000 Noritake Co., Ltd. 24,503 23,842 JPY 6,000 Nippon Denko Co., Ltd. 38,340 22,925 JPY 1,200 Noritsu Koki Co., Ltd. 8,352 5,777 JPY 3,000 Nippon Densetsu Kogyo Co., Ltd. 25,184 30,452 JPY 600 NS Solutions Corp. 11,159 10,354 JPY 6,000 Nippon Denwa Shisetsu Co., Ltd. 17,739 18,569 JPY 2,000 NSD Co., Ltd. 21,750 16,582 JPY 8,000 Nippon Electric Glass Co., Ltd. 85,281 47,887 JPY 9,000 NSK Ltd. 39,285 58,458 JPY 34,000 Nippon Express Co., Ltd. 193,040 142,032 JPY 9,000 NTN Corp. 32,529 28,427 JPY 2,000 Nippon Fine Chemical Co., Ltd. 17,999 13,678 JPY 23 NTT DoCoMo Inc. 38,418 38,871 JPY 8,000 Nippon Flour Mills Co., Ltd. 42,671 35,661 JPY 24,000 Obayashi Corp. 110,583 106,677 JPY 2,000 Nippon Gas Co., Ltd. 34,897 25,625 JPY 60 Obic Co., Ltd. 10,073 11,661 JPY 6,000 Nippon Kayaku Co. Ltd. 48,708 56,930 JPY 6,000 Oenon Holdings Inc. 12,162 14,748 JPY 5,000 Nippon Koei Co., Ltd. 15,867 18,021 JPY 6,000 Ogaki Kyoritsu Bank Ltd. 40,604 20,479 JPY 4,000 Nippon Konpo Unyu Soko Co., Ltd. 43,738 51,301 JPY 1,872 Oiles Corp. 26,341 38,814 JPY 45,000 Nippon Light Metal Co., Ltd. 43,095 58,458 JPY 3,000 OJI Paper Co., Ltd. 14,147 11,615 JPY 5,000 Nippon Meat Packers Inc. 62,514 66,991 JPY 9,000 Okamoto Industries Inc. 36,694 34,731 JPY 3,000 Nippon Paint Co. Ltd. 14,134 24,682 JPY 6,000 Okamura Corp. 29,743 45,697 JPY 4,629 Nippon Paper Group Inc. 131,482 74,460 JPY 12,000 Okasan Securities Group Inc. 60,075 47,531 JPY 3,000 Nippon Seiki Co., Ltd. 28,338 30,987 JPY 30,000 Oki Electric Industry Co., Ltd. 26,183 48,524 JPY 3,000 Nippon Sharyo Ltd. 18,261 10,507 JPY 2,000 OKUMA Corp. 14,246 13,577 JPY 26,000 Nippon Sheet Glass Co., Ltd. 134,442 28,478 JPY 17,000 Okumura Corp. 75,094 61,922 JPY 4,000 Nippon Shinyaku Co., Ltd. 47,750 50,944 JPY 2,000 Okuwa Co., Ltd. 20,116 26,746 JPY 4,000 Nippon Shokubai Co., Ltd. 40,282 48,855 JPY 1,400 Olympic Corp. 9,867 15,281 JPY 4,000 Nippon Signal Co., Ltd. 36,925 26,389 JPY 1,700 Omron Corp. 27,136 36,114 JPY 10,000 Nippon Soda Co., Ltd. 38,025 40,373 JPY 2,000 ONO Sokki Co., Ltd. 9,745 8,151 JPY 84,000 Nippon Steel Corp. 222,834 190,428 JPY 1,000 Onoken Co., Ltd. 7,616 8,138 JPY 13,100 Nippon Suisan Kaisha Ltd. 39,573 36,038 JPY 5,000 Onward Holdings Co., Ltd. 51,545 38,272 JPY 5,000 Nippon Thompson Co., Ltd. 24,090 24,007 JPY 4,000 Organo Corp. 27,484 25,829 JPY 6,000 Nippon Valqua Industries Ltd. 13,020 16,659 JPY 10,500 Orient Corp. 9,449 13,640 JPY 7,000 Nippon Yakin Kogyo Co., Ltd. 30,960 10,074 JPY 1,700 ORIX Corp. 149,706 159,569

The accompanying notes are an integral part of these financial statements. 150 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 819 ORIX Corp., ADR 31,072 38,754 JPY 6,000 Sanki Engineering Co., Ltd. 44,340 33,241 JPY 1,400 Osaka Steel Co., Ltd. 25,207 25,551 JPY 800 Sankyo Co., Ltd. 38,304 39,532 JPY 2,000 Osaki Electric Co., Ltd. 18,820 17,295 JPY 4,000 Sankyo Seiko Co., Ltd. 11,083 13,398 JPY 4,600 OSG Corp. 46,775 66,670 JPY 3,000 Sankyo-Tateyama Holdings Inc. 4,061 4,891 JPY 200 Otsuka Corp. 10,336 17,295 JPY 2,000 Sankyu Inc. 9,713 7,209 JPY 1,500 Oyo Corp. 11,999 16,983 JPY 4,000 Sanoh Industrial Co., Ltd. 23,466 33,266 JPY 6,000 Pacific Industrial Co., Ltd. 27,756 36,450 JPY 1,000 Sanrio Co., Ltd. 8,248 36,896 JPY 2,000 Pacific Metals Co., Ltd. 15,944 8,278 JPY 3,000 Sanshin Electronics Co., Ltd. 23,187 21,626 JPY 500 Pal Co., Ltd. 9,859 24,262 JPY 22,000 Sanwa Shutter Corp. 84,724 96,106 JPY 5,000 PanaHome Corp. 35,130 31,776 JPY 4,000 Sanyo Denki Co., Ltd. 14,076 25,778 JPY 37,800 Panasonic Corp. 545,095 309,072 JPY 6,000 Sanyo Shokai Ltd. 19,661 19,562 USD 2,000 Panasonic Corp., ADR 35,205 16,492 JPY 6,000 Sanyo Special Steel Co., Ltd. 23,066 26,211 Panasonic Electric Works Information JPY 13,000 Sapporo Hokuyo Holdings Inc. 116,602 40,730 JPY 600 Systems Co., Ltd. 14,878 15,130 JPY 2,000 Sapporo Holdings Ltd. 10,148 6,521 JPY 4,000 Parco Co., Ltd. 34,773 40,348 JPY 4,000 Sasebo Heavy Industries Co., Ltd. 8,762 4,636 JPY 900 Park24 Co., Ltd. 9,795 13,457 JPY 1,400 Sato Corp. 15,924 20,969 JPY 1,200 Pigeon Corp. 50,627 53,338 JPY 300 Sawai Pharmaceutical Co., Ltd. 17,116 32,782 JPY 20 Pilot Corp. 23,200 37,571 JPY 789 SBI Holdings Inc. 119,811 58,785 JPY 600 Piolax Inc. 10,256 13,915 JPY 700 Sega Sammy Holdings Inc. 8,980 14,434 JPY 160 Point Inc. 9,704 5,590 JPY 4,000 Seika Corp. 8,914 11,462 JPY 4,000 Press Kogyo Co., Ltd. 7,566 20,530 JPY 1,900 Seikagaku Corp. 21,839 18,826 JPY 8,000 Prima Meat Packers Ltd. 8,865 14,570 JPY 4,800 Seiko Epson Corp. 139,644 48,845 JPY 2,000 Pronexus Inc. 13,859 12,761 JPY 5,000 Seiko Holdings Corp. 9,619 15,856 JPY 1,300 QP Corp. 14,391 20,017 JPY 5,000 Seino Holdings Corp. 48,504 33,814 JPY 5,950 Rengo Co. Ltd. 37,380 37,511 JPY 5,000 Seiren Co., Ltd. 34,146 36,170 JPY 23,200 Resona Holdings Inc. 97,809 96,620 JPY 17,000 Sekisui Chemical Co., Ltd. 122,091 159,786 JPY 2,140 Resorttrust Inc. 25,894 36,113 JPY 19,000 Sekisui House Ltd. 234,050 181,004 JPY 10,000 Rhythm Watch Co., Ltd. 14,386 16,175 JPY 3,000 Sekisui Jushi Corp. 25,334 31,522 JPY 16,000 Ricoh Co., Ltd. 204,494 135,511 JPY 8,000 Senko Co., Ltd. 29,487 35,559 JPY 800 Ricoh Leasing Co., Ltd. 17,134 18,207 JPY 24,050 Senshu Ikeda Holdings Inc. 95,115 32,774 JPY 18 Right On Co., Ltd. 149 153 JPY 2,000 Senshukai Co., Ltd. 12,505 13,067 JPY 8,000 Riken Corp. 25,029 32,502 JPY 1,900 Seven & I Holdings Co., Ltd. 45,647 58,003 JPY 2,000 Riken Keiki Co., Ltd. 13,445 12,940 JPY 22,000 Sharp Corp. 178,531 112,357 JPY 3,000 Riken Technos Corp. 7,256 8,826 JPY 1,200 Shibuya Kogyo Co., Ltd. 10,828 13,021 JPY 1,000 Riken Vitamin Co., Ltd. 25,599 29,038 JPY 10,000 Shiga Bank Ltd. 71,746 55,401 JPY 1,300 Rock Field Co., Ltd. 18,373 24,868 JPY 7,000 Shikibo Ltd. 12,722 8,559 JPY 1,800 Rohm Co. Ltd. 157,000 69,806 JPY 3,000 Shikoku Chemicals Corp. 18,108 17,346 JPY 2,000 Rohto Pharmaceutical Co., Ltd. 26,513 26,109 JPY 900 Shima Seiki Manufacturing Ltd. 17,584 14,248 JPY 1,800 Roland Corp. 18,425 15,245 JPY 4,400 Shimachu Co., Ltd. 112,250 97,619 JPY 900 Roland DG Corp. 10,562 10,568 JPY 3,000 Shimadzu Corp. 19,945 26,172 JPY 1,500 Round One Corp. 9,974 8,100 JPY 13,000 Shimizu Corp. 51,455 45,531 JPY 2,000 Royal Holdings Co., Ltd. 23,017 23,918 Shin Nippon Air Technologies Co., JPY 7,000 Ryobi Ltd. 17,173 22,466 JPY 1,600 Ltd. 10,934 9,476 JPY 4,000 Ryoden Trading Co., Ltd. 21,547 24,402 JPY 6,000 Shinagawa Refractories Co., Ltd. 11,666 14,213 JPY 500 Ryohin Keikaku Co., Ltd. 22,248 27,542 Shindengen Electric Manufacturing JPY 3,400 Ryosan Co. Ltd. 88,563 67,508 JPY 4,000 Co., Ltd. 10,441 13,704 JPY 3,100 Ryoyo Electro Corp. 25,498 32,059 JPY 4,000 Shin-Etsu Polymer Co., Ltd. 25,521 18,696 JPY 1,500 S Foods Inc. 13,894 13,430 JPY 800 Shinkawa Ltd. 12,219 3,933 JPY 1,000 Sagami Chain Co., Ltd. 9,511 8,571 JPY 600 Shinko Electric Industries Co., Ltd. 8,871 4,799 JPY 2,000 Sagami Railway Co., Ltd. 8,868 6,725 JPY 4,000 Shinko Plantech Co., Ltd. 40,772 35,100 JPY 14,000 Saibu Gas Co., Ltd. 41,705 37,087 JPY 2,000 Shinko Shoji Co., Ltd. 16,026 16,353 JPY 1,600 Saizeriya Co., Ltd. 28,367 25,696 JPY 7,000 Shinmaywa Industries Ltd. 24,148 35,037 JPY 9,000 Sakai Chemical Industry Co., Ltd. 37,137 30,605 JPY 51,000 Shinsei Bank Ltd. 83,902 61,706 JPY 3,000 Sakata INX Corp. 12,027 14,634 JPY 8,000 Shinwa Kaiun Kaisha Ltd. 25,182 11,615 JPY 2,800 Sakata Seed Corp. 44,632 38,371 JPY 3,400 Shionogi & Co., Ltd. 47,593 46,723 JPY 5,000 Sala Corp. 31,234 32,477 JPY 1,700 Ship Healthcare Holdings Inc. 9,189 41,440 JPY 6,000 San-Ai Oil Co., Ltd. 28,883 27,280 JPY 10,000 Shiroki Corp. 16,871 27,255 JPY 11,000 Sanden Corp. 27,258 38,947 JPY 19,000 Shizuoka Bank Ltd. 209,324 197,943 JPY 10,000 Sanken Electric Co., Ltd. 30,292 39,482 JPY 4,000 Shizuoka Gas Co., Ltd. 27,717 27,000

The accompanying notes are an integral part of these financial statements. 151 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 1,800 SHO-BOND Holdings Co., Ltd. 32,103 52,979 JPY 4,000 Taiyo Yuden Co., Ltd. 45,501 39,431 JPY 4,000 Shochiku Co., Ltd. 37,904 39,838 Takamatsu Construction Group Co., JPY 1,740 Shoei Co., Ltd. 14,821 9,662 JPY 1,200 Ltd. 18,055 20,923 JPY 3,000 Showa Aircraft Industry Co., Ltd. 20,712 16,582 Takaoka Electric Manufacturing Co., JPY 3,000 Ltd. 8,092 6,648 JPY 2,600 Showa Corp. 12,982 22,484 JPY 10,000 Takara Standard Co. Ltd. 60,356 77,944 JPY 26,000 Showa Denko KK 46,356 50,995 JPY 6,000 Takasago International Corp. 31,429 30,261 JPY 10,000 Showa Sangyo Co., Ltd. 33,209 32,859 Takasago Thermal Engineering Co., JPY 9,400 Showa Shell Sekiyu KK 66,850 58,183 JPY 4,000 Ltd. 32,449 31,483 JPY 1,000 Siix Corp. 9,441 12,227 JPY 8,000 Takashimaya Co., Ltd. 71,771 62,152 JPY 3,000 Sinanen Co., Ltd. 14,477 12,838 JPY 400 Takata Corp. 8,299 8,762 JPY 14,000 Sinfonia Technology Co., Ltd. 30,866 28,707 JPY 3,000 Takiron Co., Ltd. 8,520 10,049 JPY 5,000 Sintokogio Ltd. 36,343 50,626 JPY 5,000 Takuma Co., Ltd. 11,784 24,071 JPY 79 Sky Perfect Jsat Corp. 40,263 35,919 JPY 7,000 Tamura Corp. 19,809 18,187 JPY 9,000 SMK Corp. 54,318 29,917 Tatsuta Electric Wire and Cable Co., JPY 3,300 Sodick Co., Ltd. 12,687 17,694 JPY 6,000 Ltd. 14,705 38,743 JPY 3,000 Sohgo Security Services Co. Ltd. 40,970 41,150 JPY 1,500 TDK Corp. 78,080 61,037 JPY 52,900 Sojitz Corp. 174,138 87,585 JPY 1,287 Tecmo Koei Holdings Co., Ltd. 11,521 10,949 JPY 4 So-Net Entertainment Corp. 8,660 16,047 JPY 17,000 Teijin Ltd. 66,442 52,179 JPY 800 Sony Corp. 20,397 11,442 JPY 7,000 Tekken Corp. 6,270 10,163 USD 12,900 Sony Corp., ADR 336,415 186,880 JPY 2,200 Tenma Corp. 25,163 23,564 JPY 300 St Marc Holdings Co., Ltd. 9,467 11,386 JPY 800 The Aichi Bank Ltd. 67,984 38,717 JPY 1,500 Stanley Electric Co., Ltd. 21,602 23,383 JPY 16,000 The Akita Bank Ltd. 66,378 45,238 JPY 2,000 Star Micronics Co., Ltd. 15,807 19,562 JPY 9,000 The Aomori Bank Ltd. 22,110 27,854 JPY 600 Stella Chemifa Corp. 31,192 10,660 JPY 1,000 The Bank of Okinawa Ltd. 36,781 43,302 JPY 400 Sugi Holdings Co., Ltd. 9,253 13,307 JPY 11,000 The Bank of Saga Ltd. 36,987 27,599 JPY 500 Sumco Corp. 9,472 4,547 JPY 3,000 The Bank of Yokohama Ltd. 14,539 14,290 JPY 1,552 Sumisho Computer Systems Corp. 23,961 22,771 JPY 3,300 The Chiba Kogyo Bank Ltd. 28,538 18,114 JPY 4,000 Sumitomo Bakelite Co., Ltd. 25,222 18,900 JPY 7,000 The Chukyo Bank Ltd. 21,025 16,136 JPY 26,000 Sumitomo Chemical Co. Ltd. 87,072 80,466 JPY 3,753 The Daiei Inc. 14,226 11,997 JPY 18,500 Sumitomo Corp. 232,850 260,826 JPY 13,000 The Daisan Bank Ltd. 33,417 24,835 JPY 3,300 Sumitomo Densetsu Co., Ltd. 16,985 23,410 JPY 14,000 The Ehime Bank Ltd. 40,630 38,870 JPY 12,000 Sumitomo Electric Industries Ltd. 133,348 150,234 JPY 4,000 The Eighteenth Bank Ltd. 10,864 10,647 JPY 4,000 Sumitomo Forestry Co., Ltd. 34,508 36,272 JPY 15,000 The Fukui Bank Ltd. 52,681 36,106 JPY 13,000 Sumitomo Heavy Industries Ltd. 71,168 58,777 JPY 14,000 The Higashi-Nippon Bank Ltd. 28,876 30,668 JPY 18,000 Sumitomo Light Metal Industries Ltd. 15,937 19,028 JPY 16,000 The Hokuetsu Bank Ltd. 26,949 31,585 JPY 11,000 Sumitomo Metal Industries Ltd. 20,192 18,212 JPY 4,000 The Iyo Bank Ltd. 36,395 32,298 Sumitomo Mitsui Financial Group JPY 20,759 Inc. 635,488 690,312 JPY 6,000 The Japan Wool Textile Co., Ltd. 36,420 42,869 JPY 47,000 Sumitomo Mitsui Trust Holdings Inc. 145,474 141,267 JPY 26,000 The Joyo Bank Ltd. 136,105 119,871 JPY 14,000 Sumitomo Osaka Cement Co. Ltd. 27,250 46,716 JPY 8,200 The Kanto Tsukuba Bank Ltd. 29,730 29,660 JPY 2,600 Sumitomo Rubber Industries Ltd. 17,937 34,041 JPY 700 The Kita-Nippon Bank Ltd. 21,256 18,793 JPY 3,000 Sumitomo Seika Chemicals Co., Ltd. 11,666 11,997 JPY 8,000 The Maruetsu Inc. 38,080 29,547 JPY 400 Sundrug Co., Ltd. 10,019 13,194 JPY 5,000 The Michinoku Bank Ltd. 10,101 10,061 JPY 400 Sunx Ltd. 1,984 1,865 JPY 20,000 The Minato Bank Ltd. 26,677 34,642 JPY 5,000 Suruga Bank Ltd. 51,311 51,772 JPY 12,000 The Miyazaki Bank Ltd. 59,435 30,414 JPY 1,900 Suzuken Co. Ltd. 55,244 64,948 JPY 7,000 The Nanto Bank Ltd. 43,322 30,668 JPY 1,800 Suzuki Motor Corp. 37,341 37,138 JPY 9,000 The Nippon Road Co., Ltd. 21,434 37,138 JPY 16,000 SWCC Showa Holdings Co., Ltd. 13,796 14,468 The Nippon Synthetic Chemical JPY 7,000 Industry Co., Ltd. 47,349 43,774 JPY 2,200 T Hasegawa Co., Ltd. 30,656 28,159 JPY 12,000 The Nisshin Oillio Group Ltd. 66,613 51,351 JPY 4,000 T RAD Co., Ltd. 11,421 14,061 JPY 11,900 T&D Holdings Inc. 122,452 127,763 JPY 10,000 The Oita Bank Ltd. 41,920 33,114 JPY 1,800 Tachi-S Co., Ltd. 14,668 33,745 JPY 800 The Okinawa Electric Power Co Inc. 45,028 26,287 JPY 3,000 Tadano Ltd. 15,570 22,428 JPY 900 The Pack Corp. 13,747 15,520 JPY 4,000 Taihei Dengyo Kaisha Ltd. 43,088 27,561 JPY 5,000 The San-In Godo Bank Ltd. 46,302 35,724 JPY 5,000 Taihei Kogyo Co., Ltd. 18,067 24,389 JPY 7,000 The Shibusawa Warehouse Co., Ltd. 23,625 20,772 JPY 32,000 Taiheiyo Cement Corp. 99,713 73,767 JPY 12,000 The Shikoku Bank Ltd. 42,228 32,095 JPY 2,000 Taikisha Ltd. 27,480 42,258 JPY 700 The Shimizu Bank Ltd. 30,854 20,077 JPY 44,200 Taisei Corp. 127,534 119,904 JPY 14,000 The Sumitomo Warehouse Co., Ltd. 66,042 67,399 Taisho Pharmaceuticals Holding Co., JPY 9,000 The Tochigi Bank Ltd. 42,505 28,656 JPY 300 Ltd. 19,015 25,638 JPY 16,000 The Toho Bank Ltd. 55,101 45,850

The accompanying notes are an integral part of these financial statements. 152 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 5,000 The Tohoku Bank Ltd. 7,605 8,215 JPY 5,000 Toshiba Machine Co., Ltd. 18,682 26,109 JPY 2,200 The Tokyo Tomin Bank Ltd. 31,841 22,359 Toshiba Plant Systems & Services JPY 7,000 The Tottori Bank Ltd. 20,934 13,016 JPY 6,000 Corp. 81,401 71,984 JPY 36,000 The Towa Bank Ltd. 42,088 36,221 JPY 12,000 Toshiba TEC Corp. 50,953 45,544 JPY 400 The Yachiyo Bank Ltd. 10,482 7,917 JPY 14,000 Tosoh Corp. 37,634 38,335 JPY 11,000 The Yamagata Bank Ltd. 55,477 47,212 JPY 3,000 Totetsu Kogyo Co., Ltd. 17,587 34,846 JPY 13,000 The Yamanashi Chuo Bank Ltd. 58,760 51,657 JPY 8,000 TOTO Ltd. 54,798 60,318 JPY 6,000 The Yokohama Rubber Co., Ltd. 26,528 45,544 JPY 700 Towa Pharmaceutical Co., Ltd. 32,177 39,806 JPY 2,700 TKC 55,638 56,498 JPY 14,000 Toyo Construction Co., Ltd. 6,940 13,373 JPY 4,000 Toa Corp. 4,563 7,489 JPY 1,900 Toyo Corp/Chuo-ku 15,824 20,593 JPY 6,000 Toa Oil Co., Ltd. 7,426 6,954 JPY 3,000 Toyo Electric Manufacturing Co., Ltd. 22,724 10,584 JPY 18,000 Toagosei Co., Ltd. 64,641 71,067 JPY 5,000 Toyo Engineering Corp. 17,194 21,906 JPY 6,000 Tobu Store Co., Ltd. 20,317 20,403 JPY 20,000 Toyo Ink Manufacturing Co., Ltd. 77,719 73,869 JPY 6,100 TOC Co., Ltd. 27,305 35,349 JPY 9,000 Toyo Kanetsu K K 18,460 18,913 JPY 4,000 Toda Corp. 25,083 12,634 JPY 5,000 Toyo Kohan Co., Ltd. 22,344 18,021 JPY 3,000 Toda Kogyo Corp. 25,415 16,124 JPY 4,000 Toyo Securities Co., Ltd. 6,809 8,253 JPY 6,000 Toei Co., Ltd. 32,931 28,809 JPY 6,000 Toyo Seikan Kaisha Ltd. 117,111 73,283 JPY 4,000 Toho Co., Ltd. - Kobe 15,873 15,996 JPY 2,000 Toyo Suisan Kaisha Ltd. 47,193 54,102 JPY 700 Toho Co., Ltd. - Tokyo 11,154 12,232 JPY 200 Toyo Tanso Co Ltd. 9,396 6,343 JPY 2,000 Toho Zinc Co., Ltd. 10,080 7,947 JPY 12,000 Toyo Tire & Rubber Co., Ltd. 20,816 40,959 JPY 3,000 Tokai Carbon Co., Ltd. 17,756 13,296 JPY 6,000 Toyo Wharf & Warehouse Co., Ltd. 11,883 10,163 JPY 1,300 Tokai Rika Co., Ltd. 24,193 21,623 JPY 68,000 Toyobo Co. Ltd. 123,471 94,399 JPY 2,600 Tokai Rubber Industries Inc. 29,371 28,743 JPY 1,200 Toyoda Gosei Co., Ltd. 20,413 27,770 JPY 20,000 Tokai Tokyo Securities Co. Ltd. 72,917 72,340 JPY 4,600 Toyota Industries Corp. 229,142 132,462 JPY 300 Token Corp. 9,654 12,207 JPY 2,265 Toyota Motor Corp. 99,609 92,022 JPY 9,900 Tokio Marine Holdings Inc. 269,648 250,407 USD 4,600 Toyota Motor Corp., ADR 358,767 376,890 JPY 3,000 Toko Electric Corp. 15,651 12,570 JPY 8,100 Toyota Tsusho Corp. 137,580 155,877 JPY 2,000 Toko Inc. 3,201 6,317 JPY 1,400 Transcosmos Inc. 12,875 19,203 JPY 7,380 Tokushu Tokai Holdings Co., Ltd. 19,585 19,362 JPY 2,000 Trusco Nakayama Corp. 30,099 41,163 JPY 9,000 Tokuyama Corp. 56,193 22,352 JPY 600 TS Tech Co., Ltd. 11,158 11,057 JPY 9,000 Tokyo Dome Corp. 29,300 26,937 JPY 7,495 TSI Holdings Co., Ltd. 66,691 37,323 JPY 3,000 Tokyo Energy & Systems Inc. 24,124 14,366 JPY 7,000 Tsubakimoto Chain Co. 29,869 40,921 JPY 2,900 Tokyo Ohka Kogyo Co., Ltd. 52,453 65,078 JPY 6,000 Tsugami Corp. 11,323 42,258 JPY 5,000 Tokyo Rakutenchi Co., Ltd. 21,370 19,613 JPY 3,000 Tsukishima Kikai Co., Ltd. 18,951 26,325 JPY 12,000 Tokyo Rope Manufacturing Co., Ltd. 25,811 22,619 JPY 300 Tsumura & Co. 9,895 8,035 JPY 800 Tokyo Seimitsu Co., Ltd. 9,773 14,336 JPY 300 Tsutsumi Jewelry Co., Ltd. 6,324 7,321 JPY 4,100 Tokyo Steel Manufacturing Co., Ltd. 69,264 24,333 JPY 11 TV Asahi Corp. 16,916 16,657 JPY 10,000 Tokyo Tatemono Co. Ltd. 50,408 37,698 JPY 1,600 TV Tokyo Holdings Corp. 21,467 18,829 JPY 5,000 Tokyo Tekko Co., Ltd. 16,242 15,028 JPY 24,000 Ube Industries Ltd. 62,153 55,936 JPY 39,000 Tokyo Theatres Co., Inc. 61,067 55,134 JPY 4,000 Ube Material Industries Ltd. 8,955 9,374 JPY 12,000 Tokyotokeiba Co., Ltd. 18,392 16,811 JPY 300 Ulvac Inc. 7,991 2,774 JPY 1,000 Tokyu Community Corp. 22,128 33,827 JPY 400 Union Tool Co. 10,384 6,118 JPY 2,000 Tokyu Corp. 8,666 9,552 JPY 700 Unipres Corp. 10,046 18,383 JPY 14,000 Tokyu Land Corp. 53,034 69,360 JPY 11,000 Unitika Ltd. 8,446 6,024 JPY 2,000 Tokyu Recreation Co., Ltd. 13,333 11,437 JPY 7,000 UNY Co., Ltd. 68,696 77,562 JPY 5,000 Tomato Bank Ltd. 9,945 8,788 JPY 900 U-Shin Ltd. 7,006 6,396 JPY 1,900 Tomen Electronics Corp. 25,675 27,997 JPY 700 Ushio Inc. 11,892 8,728 JPY 7,000 Tomoku Co., Ltd. 15,915 19,792 JPY 160 USS Co., Ltd. 10,015 17,484 JPY 12,000 TOMONY Holdings Inc. 43,802 48,295 JPY 2,400 Valor Co., Ltd. 19,626 40,134 JPY 1,200 Tomy Co., Ltd. 11,851 7,947 JPY 2,900 Vital KSK Holdings Inc. 17,828 27,479 JPY 4,000 Tonami Holdings Co., Ltd. 9,848 8,355 JPY 4,000 Wacoal Holdings Corp. 48,999 48,040 JPY 4,000 Topcon Corp. 22,417 29,497 JPY 1,300 Warabeya Nichiyo Co., Ltd. 15,999 20,994 JPY 22,000 Toppan Printing Co., Ltd. 219,673 148,221 JPY 700 WATAMI Co., Ltd. 13,888 15,076 JPY 4,000 Topre Corp. 34,039 38,870 JPY 1,400 Xebio Co., Ltd. 30,820 32,380 JPY 16,000 Topy Industries Ltd. 29,866 45,850 JPY 3,000 Yahagi Construction Co., Ltd. 20,398 13,067 JPY 1,000 Toridoll Corp. 9,389 14,252 JPY 1,100 Yaizu Suisankagaku Industry Co., Ltd. 14,113 10,717 Torishima Pump Manufacturing Co., JPY 2,750 Yamada Denki Co., Ltd. 154,760 142,022 JPY 2,000 Ltd. 38,922 20,225 JPY 7,000 Yamaguchi Financial Group Inc. 77,345 62,495 JPY 6,800 Yamaha Corp. 133,784 70,496

The accompanying notes are an integral part of these financial statements. 153 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

JPY 7,700 Yamaha Motor Co., Ltd. 75,580 73,943 MYR 2,800 United Plantations Berhad 11,857 23,250 JPY 400 Yamatake Corp. 8,643 8,268 MYR 81,400 WCT Berhad 67,891 62,730 JPY 8,000 Yamatane Corp. 11,298 11,513 MYR 333,333 YTL Corp. BHD 164,299 215,137 JPY 1,300 Yamato Holdings Co., Ltd. 19,402 21,176 1,893,563 2,242,526 1.05 JPY 500 Yamato Kogyo Co., Ltd. 16,482 14,029 JPY 2,000 Yamazen Corp. 6,978 15,716 Mexico JPY 3,000 Yaskawa Electric Corp. 22,833 22,925 MXN 19,800 Alfa SAB de CV 138,008 321,733 JPY 1,200 Yellow Hat Ltd. 10,195 20,678 MXN 73,500 Axtel SAB De CV 72,127 16,653 JPY 17,000 Yodogawa Steel Works Ltd. 80,651 66,036 MXN 50,200 Bolsa Mexicana de Valores SA de CV 63,535 100,719 JPY 3,000 Yokogawa Bridge Holdings Corp. 27,012 20,594 USD 31,499 Cemex SAB de CV, ADR 268,106 215,494 JPY 9,300 Yokogawa Electric Corp. 65,450 96,532 USD 838 Coca-Cola Femsa SAB de CV, ADR 69,602 111,580 JPY 3,000 Yokohama Reito Co., Ltd. 20,795 23,651 MXN 28,800 Compartamos SAB de CV 35,242 34,296 JPY 2,000 Yomeishu Seizo Co., Ltd. 20,407 17,907 MXN 90,500 Consorcio ARA SAB de CV 67,607 30,516 JPY 3,000 Yondenko Corp. 17,108 12,265 Controladora Comercial Mexicana JPY 2,000 Yonekyu Corp. 19,409 20,021 MXN 5,746 SAB de CV 10,803 13,282 JPY 900 Yorozu Corp. 11,433 14,890 MXN 19,700 Corp GEO SAB de CV 55,804 22,558 JPY 16 Yoshinoya Holdings Co., Ltd. 19,103 21,417 MXN 24,700 Corp Moctezuma SAB de CV 67,234 57,471 JPY 7,000 Yuasa Trading Co., Ltd. 6,196 12,660 Desarrolladora Homex USD 3,700 SAB de CV, ADR 128,898 57,933 JPY 5,000 Yurtec Corp. 29,190 19,422 MXN 67,112 Embotelladoras Arca SAB de CV 182,095 393,762 JPY 4,000 Zensho Co., Ltd. 28,879 50,842 USD 13,500 Empresas ICA SAB de CV, ADR 138,483 95,519 JPY 6,000 Zeon Corp. 25,258 46,079 Fomento Economico Mexicano JPY 2,200 Zuken Inc. 17,447 16,307 USD 3,255 SAB de CV, ADR 161,125 295,587 39,585,174 36,749,891 17.21 MXN 8,200 Gruma SAB de CV, Class B 19,487 20,581

Malaysia Grupo Aeroportuario del Pacifico USD 4,300 SAB de CV, ADR 137,185 173,047 MYR 81,300 AirAsia BHD 33,026 92,935 Grupo Aeroportuario del Sureste MYR 75,600 Alliance Financial Group Berhad 67,156 100,014 USD 1,400 SAB de CV, ADR 69,259 111,228 MYR 37,400 AMMB Holdings Berhad 58,631 75,177 MXN 38,000 Grupo Bimbo SAB de CV 67,676 93,896 MYR 38,000 Axiata Group Berhad 44,930 66,622 MXN 23,500 Grupo Carso SAB de CV 79,209 77,626 MYR 6,400 Batu Kawan Berhad 20,449 37,278 MXN 42,300 Grupo Financiero Banorte SAB de CV 163,149 221,852 MYR 84,800 Berjaya Corporation Berhad 33,681 21,375 MXN 39,000 Grupo Financiero Inbursa SA, Class O 98,444 88,125 MYR 40,000 Berjaya Land Berhad 12,500 11,303 MXN 34,808 Grupo Mexico SAB de CV, Class B 111,062 105,287 MYR 10,200 CB Industrial Product Holding Bhd 8,617 8,319 MXN 1,300 Grupo Modelo SAB de CV 7,279 11,702 MYR 131,700 DRB-Hicom BHD 93,649 106,568 MXN 16,400 Grupo Televisa SA 68,444 71,526 MYR 68,400 Gamuda Berhad 67,272 76,871 USD 35 Grupo Televisa SAB, ADR 686 765 MYR 21,600 Genting BHD 44,986 65,404 Impulsora Del Desarrollo Y El Empleo MYR 76,800 Genting Malaysia BHD 68,534 88,531 MXN 51,100 en America Latina 55,601 87,711 MYR 109,282 IGB Corporation Berhad 67,704 94,393 MXN 14,300 Industrias CH SAB de CV, Class B 48,413 62,192 MYR 93,900 IJM Corporation Berhad 137,916 151,360 MXN 23,500 Inmuebles Carso SAB de CV 26,894 18,089 MYR 62,800 KLCC Property Holdings BHD 64,963 93,768 MXN 35,100 Kimberly-Clark de Mexico SAB de CV 62,988 69,486 MYR 67,500 KNM Group Berhad 66,075 15,172 MXN 41,300 Megacable Holdings SAB de CV 100,548 84,122 MYR 15,500 KSL Holdings BHD 9,433 6,918 MXN 20,553 Mexichem SAB de CV 41,036 89,372 MYR 38,800 Kulim Malaysia Berhad 22,735 56,313 MXN 23,500 Minera Frisco SAB de CV 60,339 99,695 MYR 8,600 Malayan Banking BHD 24,250 24,025 MXN 43,800 Organizacion Soriana SAB de CV 128,296 140,003 MYR 3,200 Malaysia Airports Holdings BHD 5,774 5,713 MXN 117,700 TV Azteca S.A. 65,808 78,027 MYR 75,750 Malaysian Resources Corp. Berhad 29,748 42,566 MXN 33,000 Urbi Desarrollos Urbanos SA de CV 70,114 32,324 MYR 14,600 Media Prima BHD 10,269 10,267 2,940,586 3,503,759 1.64 MYR 30,600 MISC BHD 77,396 45,198 MYR 88,800 MMC Corp Bhd 68,045 74,136 Netherlands MYR 64,600 Multi-Purpose Holdings BHD 48,649 68,452 EUR 7,181 Aalberts Industries NV 106,800 113,138 MYR 33,700 Oriental Holdings BHD 69,233 72,177 EUR 3,054 Accell Group 78,612 58,424 MYR 19,594 Parkson Holdings BHD 36,173 28,816 EUR 70,732 Aegon NV 1,222,324 331,951 MYR 13,500 PPB Group BHD 68,920 68,664 EUR 6,547 Akzo Nobel NV 401,720 312,358 MYR 38,309 RHB Capital BHD 66,531 90,167 EUR 1,172 Aperam SA 44,716 15,634 MYR 28,100 TAN Chong Motor Holdings BHD 40,968 38,979 EUR 2,250 Arcadis NV 57,783 49,870 MYR 204,200 Tebrau Teguh Bhd 59,129 48,849 EUR 18,969 ArcelorMittal 1,427,479 295,196 MYR 18,640 TIME dotCOM Bhd 21,187 20,530 EUR 3,415 ASM International NV 84,110 131,409 MYR 54,000 Uem Land Holdings BHD 34,151 35,893 EUR 2,673 BE Semiconductor Industries NV 19,548 19,490 MYR 33,800 UMW Holdings Berhad 66,836 98,656 EUR 1,737 Beter BED Holding NV 43,386 33,957

The accompanying notes are an integral part of these financial statements. 154 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 1,376 BinckBank NV 24,753 11,341 NOK 2,034 Austevoll Seafood ASA 15,948 8,592 EUR 1,375 Brunel International NV 48,957 55,248 NOK 20,509 BW Offshore Ltd. 32,249 22,624 EUR 1,116 CSM 36,534 20,875 NOK 3,600 Cermaq ASA 40,012 48,024 EUR 4,713 Delta Lloyd NV 93,514 66,392 NOK 19,725 DnB NOR ASA 242,169 198,699 EUR 384 Fugro NV 23,405 23,609 NOK 14,000 DNO International ASA 17,482 16,413 EUR 2,437 Grontmij NV 24,805 7,943 NOK 150 Dockwise Ltd. 3,701 2,347 EUR 185 Heijmans NV 3,973 1,454 NOK 3,500 DOF ASA 23,638 17,419 EUR 4,912 Imtech NV 138,021 118,711 NOK 1,000 Farstad Shipping ASA 24,057 23,944 EUR 37,137 ING Groep NV 1,300,869 251,934 NOK 591 Fred Olsen Energy ASA 18,358 21,448 USD 43,600 ING Groep NV, ADR 902,877 296,061 NOK 1,865 Gjensidige Forsikring ASA 20,535 22,040 EUR 764 Kardan NV 4,906 453 NOK 6,600 Golden Ocean Group Ltd. 13,869 4,357 EUR 1,098 KAS Bank NV 24,354 9,866 NOK 38,186 Kongsberg Automotive Holding ASA 36,144 10,188 EUR 10,541 Koninklijke Ahold NV 138,936 132,589 NOK 142,000 Marine Harvest 37,439 102,243 EUR 18,337 Koninklijke BAM Groep NV 165,215 52,229 NOK 8,548 Norewegian Energy 27,536 6,856 EUR 3,764 Koninklijke Boskalis Westminster NV 155,491 125,927 NOK 33,302 Norsk Hydro AS 378,452 151,956 EUR 3,863 Koninklijke DSM NV 174,095 192,939 NOK 1,550 Odfjell SE 15,582 8,244 EUR 27,070 Koninklijke Philips Electronics NV 745,725 542,795 NOK 28,498 Orkla ASA 357,323 209,724 EUR 1,408 Koninklijke Ten Cate NV 35,669 38,100 NOK 5,000 Petroleum Geo-Services ASA 56,394 61,740 EUR 2,490 Koninklijke Vopak NV 103,548 161,766 NOK 11,000 ProSafe SE 64,376 80,952 EUR 1,183 Macintosh Retail Group NV 25,916 13,411 NOK 400 Schibsted ASA 10,140 13,135 EUR 4,919 Mediq NV 86,427 61,392 NOK 956 Sevan Marine ASA 43,085 1,856 EUR 2,630 Nutreco Holding NV 156,182 186,074 NOK 2,595 Siem Offshore Inc. 4,959 4,172 EUR 1,513 Ordina NV 11,849 1,766 NOK 1,400 Solstad Offshore ASA 28,395 20,352 EUR 3,522 Randstad Holding NV 113,768 105,127 NOK 4,000 Songa Offshore SE 21,434 9,625 EUR 3,328 SBM Offshore NV 66,734 46,646 NOK 9,287 SpareBank 1 SMN 79,044 50,985 EUR 2,500 Sligro Food Group NV 88,039 66,006 USD 5,185 Statoil ASA, ADR 121,735 126,000 EUR 923 SNS REAAL NV 4,864 1,263 NOK 529 Stolt-Nielsen Ltd. 9,474 9,002 EUR 16,262 STMicroelectronics NV 159,533 90,585 NOK 13,800 Storebrand ASA 131,841 54,732 EUR 3,354 Telegraaf Media Groep NV 67,641 35,716 NOK 3,385 Subsea 7 SA 66,505 67,792 EUR 3,017 TKH Group NV 57,037 64,965 NOK 4,655 Telenor ASA 63,720 78,697 EUR 3,394 TNT Express NV 28,939 40,356 NOK 3,856 TGS Nopec Geophysical Co ASA 67,528 104,989 EUR 340 TNT NV 8,646 1,422 NOK 12,900 Tomra Systems ASA 71,814 111,415 EUR 3,807 TomTom NV 32,118 15,611 NOK 6,556 Veidekke ASA 60,074 47,429 EUR 815 Unit 4 Agresso NV 22,294 21,093 NOK 338 Veripos Inc. – 110 EUR 5,354 USG People NV 110,314 38,949 NOK 1,300 Wilh Wilhelmsen ASA 30,001 31,349 EUR 2,900 Wolters Kluwer NV 55,463 46,811 NOK 1,926 Yara International ASA 82,377 85,050 8,727,889 4,308,852 2.02 2,401,299 1,917,526 0.90

New Zealand Philippines NZD 24,176 Air New Zealand Ltd. 24,633 16,942 PHP 11,052 Ayala Corp. 63,067 125,905 NZD 28,196 Auckland International Airport Ltd. 39,490 55,945 PHP 46,990 Sam Miguel Corp. 125,141 129,949 USD 61 Chorus Ltd., ADR 719 776 PHP 870 SM Investments Corp. 12,994 15,336 NZD 14,118 Contact Energy Ltd. 63,140 55,450 PHP 150,200 Alliance Global Group Inc. 42,525 42,084 Fisher & Paykel Appliances PHP 46,820 Philippine National Bank 80,648 82,075 NZD 32,289 Holdings Ltd. 16,458 14,208 PHP 20,000 Security Bank Corp. 67,071 68,809 NZD 16,330 Fisher & Paykel Healthcare Corp. Ltd. 38,653 25,948 PHP 257,500 Robinsons Land Corp. 90,527 108,785 NZD 12,818 Fletcher Building Ltd. 81,528 61,102 PHP 71,270 First Philippine Holdings Corp. 101,010 130,733 NZD 34,314 New Zealand Oil & Gas Ltd. 38,748 23,068 PHP 22,197 Bank of the Philippine Islands 22,785 40,124 NZD 10,361 Nuplex Industries Ltd. 24,565 20,938 PHP 100,665 BDO Unibank Inc. 96,554 154,591 NZD 9,416 Port of Tauranga Ltd. 50,614 84,629 International Container Terminal NZD 14,899 Sky City Entertainment Group Ltd. 39,064 41,278 PHP 65,300 Services Inc. 35,659 114,154 NZD 2,394 Sky Network Television Ltd. 8,972 9,364 PHP 1,952,000 Megaworld Corp. 66,922 103,793 NZD 3,486 Steel & Tube Holdings Ltd. 7,932 5,880 PHP 63,406 Metropolitan Bank & Trust 71,533 142,402 434,516 415,528 0.19 PHP 100,400 Universal Robina Corp. 72,393 151,624 948,829 1,410,364 0.66 Norway NOK 852 Aker ASA, Class A 25,593 23,970 Poland NOK 2,986 Archer Ltd. 11,581 5,439 PLN 4,943 Asseco Poland SA 99,120 73,321 NOK 6,000 Atea ASA 46,735 53,617 PLN 2,000 Bank Handlowy W Warszawie 54,763 49,312

The accompanying notes are an integral part of these financial statements. 155 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

PLN 58,752 Bank Millennium SA 82,185 66,237 SGD 33,356 DBS Group Holdings Ltd. 402,101 371,727 PLN 526 BRE Bank SA 41,141 47,409 SGD 43,200 Ezra Holdings Ltd. 62,237 36,966 PLN 33,578 Echo Investment SA 52,640 36,727 SGD 43,000 First Resources Ltd. 35,653 65,990 PLN 6,958 Enea SA 44,322 33,440 SGD 30,000 Fraser and Neave Ltd. 85,142 168,007 PLN 37,347 Get Bank SA 17,575 20,425 SGD 249,000 Golden Agri-Resources Ltd. 126,234 133,044 PLN 12,760 Getin Holding SA 29,940 6,705 SGD 16,000 Guocoland Ltd. 25,904 20,890 PLN 4,700 Grupa Lotos SA 57,159 39,949 SGD 64,000 Guthrie GTS Ltd. 23,190 29,311 PLN 1,500 Kernel Holding SA 34,708 27,658 SGD 12,000 Haw Par Corp. Ltd. 53,064 57,850 PLN 2,839 KGHM Polska Miedz SA 97,478 125,772 SGD 32,000 Ho Bee Investment Ltd. 35,819 29,954 PLN 199,656 Kulczyk Oil Ventures Inc. 101,574 71,371 SGD 23,000 Hong Leong Finance Ltd. 52,520 43,798 PLN 743 Lubelski Wegiel Bogdanka SA 30,417 27,695 SGD 17,600 Hotel Properties Ltd. 27,421 26,798 PLN 35,000 Netia SA 65,997 62,343 SGD 43,000 Hyflux Ltd. 48,011 46,469 PLN 15,325 PGE Polska Grupa Energetyczna SA 116,822 90,835 SGD 13,000 Indofood Agri Resources Ltd. 13,851 14,989 PLN 46,112 Polimex Mostostal SA 63,689 10,426 SGD 25,000 Keppel Land Ltd. 49,526 64,479 PLN 13,691 Polski Koncern Naftowy Orlen 171,468 156,486 SGD 400 K-Green Trust – 320 SGD 90,000 Midas Holdings Ltd. 32,027 20,248 1,160,998 946,111 0.44 SGD 89,000 Nam Cheong Ltd. 12,448 13,015 Portugal SGD 38,500 Neptune Orient Lines Ltd. 67,426 34,182 EUR 24,259 Banco BPI SA 83,180 16,626 SGD 75,000 Noble Group Ltd. 74,365 67,191 Banco Comercial Portugues SA, SGD 82,000 Olam International Ltd. 121,865 119,252 EUR 136,486 Registered Shares 185,020 17,231 SGD 24,924 Oversea-Chinese Banking Corp. 140,874 175,827 Banco Espirito Santo SA, Registered SGD 7,000 Overseas Union Enterprise Ltd. 16,274 12,036 EUR 64,061 Shares 494,621 44,399 SGD 24,666 Raffles Education Corp Ltd. 20,452 7,630 EUR 7,206 Cimpor Cimentos de Portugal SA 71,743 28,592 SGD 13,000 Sakari Resources Ltd. 19,194 14,258 EUR 9,958 EDP Renovaveis SA 53,896 34,637 SGD 18,000 SC Global Developments Ltd. 15,724 13,956 EUR 6,872 Galp Energia SGPS SA 87,478 88,528 SGD 12,000 SembCorp Industries Ltd. 36,753 49,462 EUR 4,264 Jeronimo Martins SGPS SA 43,178 73,195 SGD 1,111 Sing Holdings Ltd. 248 277 Portucel Empresa Produtora de Pasta e SGD 16,867 Singapore Airlines Ltd. 150,882 140,537 EUR 19,562 Papel SA 58,930 48,133 Singapore Airport Terminal Services EUR 18,769 Portugal Telecom SGPS SA 147,429 83,539 SGD 34,942 Ltd. 58,289 75,241 Semapa-Sociedade de Investimento e SGD 12,000 Singapore Land Ltd. 59,751 53,801 EUR 5,828 Gestao 70,487 36,639 SGD 47,000 Singapore Post Ltd. 37,008 39,463 EUR 34,847 Sonae 50,012 18,495 SGD 4,000 Singapore Press Holdings Ltd. 12,732 12,502 EUR 2,390 Zon Multimedia Servicos de Telecom 10,345 7,195 SGD 15,000 Singapore Telecommunications Ltd. 34,410 39,652 1,356,319 497,209 0.23 SGD 117,000 SunVic Chemical Holdings Ltd. 46,622 32,432 SGD 176,000 Tuan Sing Holdings Ltd. 41,322 39,595 Russia SGD 7,000 United Engineers Ltd. 12,229 12,261 USD 10,133 AFI Development PLC 8,629 4,926 SGD 46,000 United Industrial Corp. 88,229 94,248 USD 6,272 Eurasia Drilling Co., Ltd., GDR 155,524 162,823 SGD 7,000 United Overseas Bank Ltd. 104,347 104,950 USD 19,000 Gazprom OAO, ADR 255,484 182,211 SGD 38,000 UOB-Kay Hian Holdings Ltd. 42,420 47,783 USD 5,543 Globaltrans Investment PLC, GDR 52,682 101,067 SGD 19,600 UOL Group Ltd. 36,270 77,008 USD 54,309 Integra Group Holdings, GDR 185,585 68,006 SGD 19,000 Venture Corp Ltd. 124,698 119,228 USD 5,100 Rosneft Oil Co., GDR 48,783 32,502 SGD 18,000 WBL Corp., Ltd. 63,491 48,450 USD 11,100 Severstal, GDR 102,278 132,440 SGD 7,000 Wheelock Properties Singapore Ltd. 9,826 9,674 USD 11,654 Tatneft, GDR 400,769 397,337 SGD 7,000 Wilmar International Ltd. 27,300 20,248 USD 1,500 TMK OAO, GDR 29,302 18,111 SGD 25,000 Wing Tai Holdings Ltd. 32,126 26,816 USD 8,793 VimpelCom Ltd., ADR 88,834 72,598 SGD 25,000 Yanlord Land Group Ltd. 34,911 24,506 USD 14,400 VTB Bank OJSC, GDR 69,369 51,544 3,177,933 3,074,097 1.44 USD 4,764 X5 Retail Group N.V., GDR 145,410 110,289 1,542,649 1,333,854 0.62 South Africa ZAR 5,112 ABSA Group Ltd. 93,312 89,954 Singapore ZAR 8,036 Adcock Ingram Holdings Ltd. 60,071 60,138 SGD 160,000 Asia Food & Properties Ltd. 68,338 34,710 ZAR 3,769 Aeci Ltd. 34,366 37,459 SGD 42,000 Biosensors International Group Ltd. 47,447 38,302 ZAR 22,576 African Bank Investments Ltd. 92,976 101,988 SGD 5,000 Bukit Sembawang Estates Ltd. 18,420 18,882 ZAR 3,131 African Rainbow Minerals Ltd. 72,479 64,323 SGD 160,000 Bund Center Investment Ltd – 22,497 ZAR 3,372 Allied Technologies Ltd. 38,106 20,238 SGD 79,000 CapitaLand Ltd. 290,507 170,747 USD 2,000 AngloGold Ashanti Ltd., ADR 64,477 69,899 SGD 52,000 CapitaMalls Asia Ltd. 71,085 65,178 ZAR 3,431 ArcelorMittal South Africa Ltd. 32,047 22,405 SGD 4,000 City Developments Ltd. 31,085 35,964 ZAR 5,385 Aspen Pharmacare Holdings Ltd. 52,398 84,222 SGD 40,000 Cosco Corp. Singapore Ltd. 35,865 31,496 ZAR 25,241 Aveng Ltd. 142,907 111,857

The accompanying notes are an integral part of these financial statements. 156 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

ZAR 17,970 AVI Ltd. 60,671 110,831 ZAR 4,044 Wilson Bayly Holmes-Ovcon Ltd. 60,903 65,133 ZAR 19,322 Barloworld Ltd. 123,151 193,960 ZAR 18,149 Woolworths Holdings Ltd. 42,863 113,428 ZAR 3,661 Bidvest Group Ltd. 66,586 82,411 4,942,629 5,446,567 2.55 ZAR 17,614 Brait SE 46,661 56,853 ZAR 4,450 Clicks Group Ltd. 19,102 29,669 South Korea ZAR 15,327 DataTec Ltd. 59,343 89,029 KRW 54 Amorepacific Corp. 38,475 50,817 ZAR 12,166 Discovery Holdings Ltd. 55,123 78,825 KRW 309 Amorepacific Inc. 35,427 90,681 ZAR 17,679 Eqstra Holdings Ltd. 16,042 14,982 KRW 6,070 Asiana Airlines Inc. 22,663 40,175 ZAR 1,066 Exxaro Resources Ltd. 14,033 25,250 KRW 7,050 BS Financial Group Inc. 93,638 79,236 ZAR 35,607 FirstRand Ltd. 89,076 116,837 KRW 1,202 Cheil Industries Inc. 64,252 107,110 KRW 4,250 Cheil Worldwide Inc. 46,031 68,996 ZAR 7,941 Foschini Ltd. 63,451 126,682 KRW 520 CJ CheilJedang Corp. 99,169 150,979 USD 12,377 Gold Fields Ltd., ADR 188,664 161,285 KRW 1,194 CJ Corp. 70,691 85,097 ZAR 26,176 Grindrod Ltd. 65,744 43,908 KRW 4,498 CJ E&M Corp. 105,033 106,323 ZAR 6,120 Group Five Ltd. 32,777 17,328 KRW 2,022 Daelim Industrial Co., Ltd. 134,753 162,686 ZAR 22,422 Growthpoint Properties Ltd. 59,354 63,989 Daewoo Engineering & Construction Harmony Gold Mining Co., Ltd., KRW 6,220 Co., Ltd. 62,980 48,547 USD 21,200 ADR 231,586 202,877 KRW 8,463 Daewoo Securities Co., Ltd. 124,103 79,264 ZAR 14,197 Illovo Sugar Ltd. 62,559 49,716 Daewoo Shipbuilding & Marine ZAR 2,410 Impala Platinum Holdings Ltd. 64,403 40,197 KRW 4,050 Engineering Co., Ltd. 67,090 94,649 ZAR 5,629 Imperial Holdings Ltd. 64,130 119,956 KRW 3,460 Daishin Securities Co., Ltd. 50,024 25,863 ZAR 6,946 Investec Ltd. 54,094 41,559 KRW 7,390 DGB Financial Group Inc. 105,172 90,967 ZAR 11,031 JD Group Ltd. 62,770 59,112 KRW 1,520 Dongbu Insurance Co., Ltd. 44,375 56,809 ZAR 7,904 JSE Ltd. 68,159 73,866 KRW 3,110 Dongkuk Steel Mill Co., Ltd. 63,649 42,444 ZAR 8,150 Lewis Group Ltd. 63,739 71,402 KRW 715 Doosan Corp. 73,268 82,592 ZAR 5,916 Liberty Holdings Ltd. 55,090 63,700 KRW 2,990 Doosan Infracore Co., Ltd. 49,963 48,807 ZAR 2,718 Massmart Holdings Ltd. 33,426 57,173 KRW 222 E-Mart Co., Ltd. 53,116 48,912 ZAR 15,471 Medi-Clinic Corp. Ltd. 50,044 71,337 Eugene Investment & Securities Co., ZAR 111,218 Merafe Resources Ltd. 24,021 11,088 KRW 6,252 Ltd. 50,574 15,531 ZAR 37,244 MMI Holdings Ltd. 73,066 83,406 KRW 1,663 GS Engineering & Construction Corp. 128,252 113,182 ZAR 5,227 Mondi Ltd. 23,260 45,305 KRW 1,670 GS Holdings Corp. 59,475 77,461 ZAR 6,491 MPACT Ltd. 14,697 13,922 KRW 3,410 Halla Climate Control Corp. 41,001 73,001 ZAR 5,216 MTN Group Ltd. 89,354 91,089 Halla Engineering & Construction ZAR 8,655 Murray & Roberts Holdings Ltd. 66,027 26,523 KRW 2,040 Corp. 24,155 18,288 ZAR 34,536 Nampak Ltd. 83,238 105,447 KRW 6,370 Hana Financial Group Inc. 187,398 205,403 ZAR 1,272 Naspers Ltd., Class N 70,647 68,797 KRW 539 Hanil Cement Co., Ltd. 36,680 15,529 ZAR 7,473 Nedbank Group Ltd. 131,997 161,115 Hanjin Heavy Industries & KRW 2,626 Construction Co., Ltd. 55,566 33,027 ZAR 38,435 Netcare Ltd. 62,723 76,542 KRW 4,183 Hanjin Shipping Co., Ltd. 55,335 54,476 ZAR 5,785 Northam Platinum Ltd. 33,603 16,762 KRW 1,760 Hankook Tire Co., Ltd. 34,218 71,038 ZAR 1,185 Omnia Holdings Ltd. 13,369 15,654 KRW 4,260 Hansol Paper Co. 40,637 30,057 ZAR 1,211 Palabora Mining Co., Ltd. 24,843 19,242 KRW 5,920 Hanwha Chem Corp. 77,965 111,157 ZAR 4,659 Pioneer Foods Ltd. 25,102 34,256 KRW 3,030 Hanwha Corp. 105,881 75,947 ZAR 14,124 Pretoria Portland Cement Co., Ltd. 66,097 46,662 KRW 402 Honam Petrochemical Corp. 43,354 84,805 ZAR 5,997 PSG Group Ltd. 20,022 44,176 KRW 2,330 Hotel Shilla Co., Ltd. 41,918 114,932 ZAR 7,523 Reunert 57,194 63,283 KRW 1,810 Hynix Semiconductor Inc. 32,248 38,425 ZAR 53,815 Sanlam Ltd. 174,348 239,423 KRW 1,249 Hyosung Corp. 96,202 60,830 ZAR 2,157 Santam Ltd. 28,988 44,219 KRW 463 Hyundai Department Store Co., Ltd. 41,819 58,439 USD 32,469 Sappi Ltd., ADR 150,028 103,132 KRW 3,100 Hyundai Development Co. 95,849 65,811 USD 3,200 Sasol Ltd., ADR 131,728 138,357 Hyundai Engineering & Construction ZAR 7,058 Spar Group Ltd. 65,631 99,041 KRW 920 Co., Ltd. 52,539 53,341 ZAR 24,507 Standard Bank Group Ltd. 350,256 337,602 KRW 7,180 Hyundai Greenfood Co., Ltd. 97,992 105,674 ZAR 76,594 Steinhoff International Holdings Ltd. 203,625 235,292 KRW 447 Hyundai Heavy Industries Co., Ltd. 101,618 102,671 ZAR 3,960 Sun International Ltd. 51,501 44,095 KRW 2,060 Hyundai HysCo. 31,031 74,787 ZAR 27,593 Super Group Ltd. 29,509 52,406 Hyundai Marine & Fire Insurance Co., ZAR 18,368 Telkom SA Ltd. 89,562 43,469 KRW 2,090 Ltd. 35,251 54,623 ZAR 1,959 Tiger Brands Ltd. 45,924 59,208 KRW 3,681 Hyundai Merchant Marine Co., Ltd. 97,167 82,086 ZAR 4,657 Tongaat Hulett Ltd. 63,933 72,087 KRW 602 Hyundai Mipo Dockyard Co., Ltd. 75,928 63,095 ZAR 3,311 Trencor Ltd. 17,009 20,941 KRW 1,544 Hyundai Motor Co. 158,382 320,208 ZAR 5,967 Truworths International Ltd. 36,239 66,569 KRW 6,590 Hyundai Securities Co. 77,690 49,847 ZAR 24,590 Tsogo Sun Holdings Ltd. 68,405 63,679 KRW 2,073 Hyundai Steel Co. 157,054 155,140

The accompanying notes are an integral part of these financial statements. 157 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

KRW 6,870 Industrial Bank of Korea 82,256 77,826 KRW 1,110 SK Holdings Co., Ltd. 90,710 131,190 KRW 866 Jinro Ltd. 38,498 16,647 KRW 4,610 SK Networks Co., Ltd. 47,207 35,611 KRW 3,330 Kangwon Land Inc. 49,712 72,179 KRW 12,560 Sk Securities Co., Ltd. 26,530 13,332 USD 5,800 KB Financial Group Inc., ADR 275,742 192,965 KRW 2,630 SKC Co., Ltd. 42,904 102,752 KRW 230 KCC Corp. 73,244 56,726 KRW 2,840 STX Engine Co., Ltd. 50,216 26,346 KRW 785 Kolon Industries Inc. 52,004 49,155 KRW 4,930 STX Offshore & Shipbuilding Co., Ltd. 52,689 45,954 KRW 12,620 Korea Exchange Bank 109,087 91,632 KRW 8,930 STX Pan Ocean Co., Ltd. 101,422 35,805 KRW 629 Korea Express Co. Ltd. 36,348 43,539 KRW 4,230 Taihan Electric Wire Co., Ltd. 44,423 11,244 KRW 2,470 Korea Investment Holdings Co., Ltd. 73,147 83,282 KRW 7,660 Tong Yang Securities Inc. 73,098 27,980 KRW 6,840 Korea Life Insurance Co., Ltd. 37,396 39,170 KRW 1,360 Woongjin Coway Co., Ltd. 47,978 43,187 KRW 293 Korea Zinc Co., Ltd. 47,459 100,491 KRW 3,620 Woongjin Holdings Co Ltd 33,982 18,373 KRW 1,198 Korean Air Lines Co., Ltd. 63,492 53,644 Woori Finance Holdings Co., Ltd., KRW 5,784 Korean Reinsurance Co. 56,204 57,268 USD 1,400 ADR 56,943 47,390 KRW 1,317 KT&G Corp. 70,004 95,390 Woori Investment & Securities Co., KRW 8,065 Ltd. 100,129 79,133 KRW 1,647 LG Corp. 92,839 80,801 KRW 91 Young Poong Corp. 51,177 72,161 KRW 4,330 LG Display Co., Ltd. 103,562 82,268 KRW 456 Yuhan Corp. 64,655 53,894 USD 7,522 LG Display Co., Ltd., ADR 110,244 72,289 8,916,683 9,252,274 4.33 KRW 2,468 LG Electronics Inc. 201,477 134,288 KRW 800 LG Fashion Corp. 20,641 20,409 Spain KRW 114 LG Household & Health Care Ltd. 28,612 62,436 EUR 3,306 Abengoa SA 104,932 44,101 KRW 243 LG Industrial Systems 17,513 13,981 Abertis Infraestructura SA, Rights KRW 693 LG Innotek Co., Ltd. 63,781 55,201 EUR 2,060 (18Jun12) – 1,300 KRW 1,540 LG International Corp. 38,876 48,491 EUR 2,076 Abertis Infraestructuras SA 37,520 27,947 KRW 10,200 LG Telecom Ltd. 75,816 50,314 EUR 1,757 Acciona SA 181,592 105,477 KRW 2,060 LIG Insurance Co., Ltd. 39,568 43,181 EUR 2,716 Acerinox SA 54,388 29,656 KRW 100 Lotte Chilsung Beverage Co., Ltd. 77,191 129,071 ACS Actividades de Construccion y KRW 70 Lotte Confectionery Co., Ltd. 78,978 96,969 EUR 634 Servicios SA 29,490 13,235 KRW 437 Lotte Shopping Co., Ltd. 126,917 121,228 EUR 1,579 Almirall SA 19,936 11,045 KRW 470 LS Corp. 38,894 35,887 EUR 1,551 Antena 3 de Television SA 18,189 6,654 KRW 1,324 Mirae Asset Securities Co., Ltd. 70,403 36,552 EUR 61,098 Banco Bilbao Vizcaya Argentaria SA 586,011 430,539 KRW 16 Namyang Dairy Products Co., Ltd. 10,217 11,004 Banco Bilbao Vizcaya Argentaria SA, KRW 372 NCSoft Corp. 48,478 90,421 USD 14,013 ADR 277,999 100,718 KRW 298 Nong Shim Co., Ltd. 60,902 54,891 EUR 4,943 Banco Espanol de Credito SA 135,495 15,601 KRW 302 OCI Co., Ltd. 45,646 60,611 EUR 43,615 Banco Popular Espanol SA 420,876 97,596 KRW 165 Orion Corp. 41,636 139,378 EUR 78,532 Banco Sabadell SA 456,892 152,764 KRW 2,390 Poongsan Corp. 42,665 57,560 EUR 165,955 Banco Santander SA 1,628,204 1,103,157 KRW 196 POSCO 92,842 63,464 USD 8,427 Banco Santander SA, ADR 145,632 56,279 USD 3,124 POSCO, ADR 332,552 255,862 EUR 8,476 Bankinter SA 52,295 29,482 KRW 2,890 Samsung C&T Corp. 133,875 168,592 EUR 379 Bolsas y Mercados Espanoles SA 10,401 7,592 KRW 1,459 Samsung Card Co. 69,584 40,995 EUR 1,885 Caja de Ahorros del Mediterraneo 15,390 – KRW 784 Samsung Electro-Mechanics Co., Ltd. 45,328 74,128 EUR 487 Cementos Portland Valderrivas SA 8,341 2,403 KRW 306 Samsung Electronics Co., Ltd. 211,345 327,811 EUR 1,394 Cia Vinicola del Norte de Espana SA 31,029 26,578 KRW 522 Samsung Engineering Co., Ltd. 54,954 83,346 Construcciones y Auxiliar de EUR 114 Ferrocarriles SA 63,376 51,423 KRW 700 Samsung Fine Chemicals Co., Ltd. 30,240 37,339 EUR 18,529 Criteria Caixacorp, SA 87,309 60,152 Samsung Fire & Marine Insurance KRW 284 Co., Ltd. 48,850 57,252 EUR 5,623 Ebro Puleva SA 119,073 93,807 KRW 2,070 Samsung Heavy Industries Co., Ltd. 46,526 68,872 EUR 2,660 Elecnor SA 50,738 31,218 KRW 1,155 Samsung Life Insurance Co., Ltd. 93,209 95,504 EUR 1,863 Enagas 39,753 33,624 KRW 1,019 Samsung SDI Co Ltd. 127,672 137,705 EUR 3,070 Faes Farma SA 13,575 4,746 KRW 1,838 Samsung Securities Co., Ltd. 102,522 80,171 EUR 7,750 Ferrovial SA 70,287 87,729 KRW 714 Samsung Techwin Co., Ltd. 46,372 49,040 Fomento de Construcciones y Contratas EUR 3,227 SA 106,829 40,740 KRW 219 Samyang Corporation 15,651 9,123 EUR 21,952 Gamesa Corp. Tecnologica SA 100,957 39,846 KRW 295 Samyang Holdings Corp. 41,166 12,775 EUR 5,677 Gas Natural SDG SA 126,226 73,134 KRW 1,320 Shinhan Financial Group Co., Ltd. 53,042 46,744 EUR 1,415 Gestevision Telecinco SA 19,705 6,909 Shinhan Financial Group Co., Ltd., USD 3,000 ADR 240,945 216,264 EUR 3,335 Grifols SA 47,546 85,281 KRW 278 Shinsegae Co., Ltd. 70,975 51,951 EUR 1,478 Grupo Catalana Occidente SA 32,224 20,202 KRW 1,002 SK Chemicals Co., Ltd. 49,554 51,482 EUR 24,189 Grupo Empresarial Ence SA 80,438 43,626 KRW 918 SK Energy Co., Ltd. 88,916 112,592 EUR 82,140 Iberdrola SA 645,424 384,114

The accompanying notes are an integral part of these financial statements. 158 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

EUR 1,505 Indra Sistemas SA 28,861 14,153 SEK 872 Hoganas AB, Class B 29,748 28,096 EUR 6,328 Jazztel 24,995 35,706 SEK 2,800 Holmen AB, Series B 103,544 77,323 EUR 2,861 La Seda de Barcelona SA 58,520 3,501 SEK 1,966 Husqvarna AB, Class A 13,725 9,401 EUR 19,830 Mapfre SA 75,726 40,107 SEK 20,532 Husqvarna AB, Class B 123,582 98,326 EUR 7,845 NH Hoteles SA 42,963 20,617 SEK 2,700 Industrial & Financial Systems 26,860 43,001 EUR 3,504 Obrascon Huarte Lain SA 104,787 71,321 SEK 1,450 Indutrade AB 30,357 40,426 EUR 4,404 Promotora de Informaciones SA 21,412 2,156 SEK 5,400 Intrum Justitia AB 73,441 79,646 EUR 1,573 Prosegur Cia de Seguridad SA 78,699 81,786 SEK 7,313 JM AB 132,686 130,994 EUR 793 Red Electrica Corp. SA 40,897 34,100 SEK 3,400 KappAhl Holding AB 31,896 2,501 EUR 8,081 Repsol YPF SA 246,069 125,861 SEK 13,838 Klovern AB 52,027 46,012 EUR 8,081 Repsol YPF SA, Rights (05Jul12) – 5,726 SEK 2,274 Loomis AB 29,567 28,522 EUR 5,627 Sacyr Vallehermoso SA 58,379 10,410 SEK 7,000 Lundin Petroleum AB 92,395 132,750 Sacyr Vallehermoso SA, Rights SEK 7,821 Meda AB 87,822 75,772 EUR 5,627 (10Jul12) – 507 SEK 415 Modern Times Group AB 24,994 19,477 EUR 5,867 Sol Melia SA 63,454 34,238 SEK 3,736 NCC AB 67,600 68,103 EUR 704 Tecnicas Reunidas SA 40,844 28,677 SEK 812 New Wave Group AB 4,244 3,022 EUR 2,481 Telefonica SA 36,418 33,016 SEK 6,100 Nibe Industrier AB 70,808 84,362 EUR 698 Tubacex SA 2,815 1,403 SEK 4,629 Nobia AB 26,940 14,234 EUR 232 Vidrala SA 6,234 5,439 SEK 2,800 Nolato AB 25,283 27,189 EUR 1,784 Viscofan SA 48,761 74,279 SEK 52,290 Nordea Bank AB 662,878 456,206 EUR 911 Zardoya Otis SA 14,967 10,292 SEK 586 Oriflame Cosmetics SA 37,057 19,838 Zardoya Otis SA, Bonus Rights SEK 9,298 PA Resources AB 40,206 1,505 EUR 911 (29Jun12) – 501 SEK 15,400 Peab AB 119,484 78,122 EUR 17,731 Zeltia SA 115,011 28,552 SEK 2,414 Ratos AB 37,945 23,263 6,927,884 3,981,023 1.86 SEK 5,600 Rezidor Hotel Group AB 18,640 19,774 SEK 12,000 SAS AB 91,763 9,534 Sweden SEK 4,211 Securitas AB 42,139 33,208 SEK 297 AarhusKarlshamn AB 8,218 10,312 SEK 44,225 Skandinaviska Enskilda Banken AB 624,212 291,236 SEK 769 Active Biotech AB 12,334 4,345 SEK 7,758 Skanska AB 129,916 120,646 SEK 1,000 AddTech AB 16,409 24,644 SEK 2,128 SKF AB 50,034 42,517 SEK 3,084 AF AB, Class B 61,857 60,574 SEK 2,500 SkiStar AB 51,488 25,655 SEK 1,264 Assa Abloy AB 24,892 35,743 SEK 12,064 SSAB Svenskt Stal AB, Series A 184,999 101,259 SEK 2,150 Axfood AB 70,986 69,527 SEK 5,558 SSAB Svenskt Stal AB, Series B 66,243 40,436 SEK 5,000 Axis Communications AB 63,610 110,343 SEK 799 Svenska Cellulosa AB, Class A 10,329 12,120 SEK 2,500 B&B Tools AB 36,334 20,322 SEK 18,852 Svenska Cellulosa AB, Class B 304,942 286,789 SEK 2,200 BE Group AB 14,849 6,279 SEK 11,153 Svenska Handelsbanken, Series A 305,373 371,167 SEK 2,400 Beijer AB G&L 32,741 39,900 SEK 15,364 Swedbank AB 451,349 245,481 SEK 1,290 Bilia AB 15,747 17,556 SEK 2,673 Tele2 AB, Series B 40,701 41,962 SEK 4,462 Billerud AB 30,714 41,850 Telefonaktiebolaget LM Ericsson, SEK 471 BioGaia AB 13,802 11,053 USD 32,000 ADR 406,676 297,432 SEK 3,723 Biovitrum AB 12,996 12,817 Telefonaktiebolaget LM Ericsson, SEK 1,577 Class A 15,636 14,443 SEK 12,162 Boliden AB 165,886 171,150 Telefonaktiebolaget LM Ericsson, SEK 1,237 Castellum AB 16,545 15,160 SEK 14,487 Class B 131,456 134,279 SEK 500 Catena AB 6,912 3,663 SEK 22,365 TeliaSonera AB 152,911 144,978 SEK 415 CDON Group AB 1,712 2,497 SEK 10,064 Trelleborg AB 76,587 93,875 SEK 1,079 Clas Ohlson AB 20,248 15,280 SEK 1,800 Unibet Group PLC 49,703 46,080 SEK 1,920 Cloetta AB 9,108 4,209 SEK 3,090 Volvo AB, Series A 16,587 35,938 SEK 2,200 Concentric AB 16,028 16,669 SEK 9,984 Volvo AB, Series B 123,958 115,676 SEK 578 Duni AB 5,234 4,741 6,340,559 5,239,183 2.45 SEK 2,136 East Capital Explorer AB 22,436 14,770 SEK 7,048 Electrolux AB, Class B 119,036 142,060 Switzerland SEK 2,752 Elekta AB 63,748 127,621 CHF 8,320 ABB Ltd. 148,663 137,779 SEK 5,741 Eniro AB 49,962 6,968 USD 3,600 ABB Ltd., ADR 87,022 59,776 SEK 1,598 Etrion Corp. 1,414 590 CHF 568 Acino Holding AG 65,816 66,037 SEK 1,182 Getinge AB 29,028 29,703 CHF 3,458 Adecco SA, Registered Shares 179,235 155,660 SEK 1,122 Gunnebo AB 5,641 4,705 CHF 77 AFG Arbonia-Forster Hldg 1,949 1,416 SEK 1,036 Hakon Invest AB 17,362 15,501 CHF 918 Allreal Holding AG 107,604 135,972 SEK 2,200 Haldex AB 14,288 10,002 CHF 32 Alpiq Holding AG 5,433 5,464 SEK 4,377 Hexagon AB 69,751 76,053 CHF 635 Also Holding AG 26,817 26,561

The accompanying notes are an integral part of these financial statements. 159 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

CHF 4,353 Aryzta AG 180,453 219,898 CHF 143 Partners Group Holding AG 18,701 25,843 CHF 2,439 Ascom Holding AG 26,801 17,657 CHF 34 Phoenix Mecano AG 14,011 16,811 CHF 698 Austriamicrosystems AG 37,512 47,201 CHF 423 Rieter Holding AG 106,518 63,289 CHF 423 Autoneum Holding AG 50,981 19,463 CHF 6 Romande Energie Holding SA 8,717 7,124 CHF 2,110 Baloise Holding AG 170,150 141,441 CHF 114 Schweiter Technologies AG 57,311 57,161 CHF 734 Bank Coop AG 54,302 45,030 Schweizerische National- CHF 3,301 Bank Sarasin & Cie AG 137,229 94,353 CHF 1,617 Versicherungs-Gesellschaft AG 51,738 57,405 CHF 93 Banque Cantonale Vaudoise 40,674 50,122 CHF 162 Siegfried Holding AG 17,025 19,495 Banque Privee Edmond de Rothschild CHF 62 Sika AG 102,526 121,357 CHF 2 SA 54,887 40,864 CHF 232 St Galler Kantonalbank 113,169 83,109 CHF 59 Barry Callebaut AG 36,381 54,484 CHF 922 Sulzer AG 79,037 110,754 CHF 479 Basilea Pharmaceutica 40,625 22,887 CHF 917 Swiss Life Holding, Registered Shares 84,004 87,582 CHF 112 Basler Kantonalbank 15,880 13,142 CHF 472 Swiss Prime Site AG 40,039 39,993 CHF 48 Belimo Holding AG 50,640 84,276 CHF 14,723 Swiss Re AG 1,318,056 940,351 CHF 490 Berner Kantonalbank AG 116,438 131,648 CHF 122 Swisscom AG 43,349 49,867 CHF 1,125 Bobst Group AG 45,478 31,372 CHF 200 Tamedia AG 15,349 21,472 Bucher Industries AG, Registered CHF 277 Tecan Group AG 22,135 19,430 CHF 842 Shares 94,242 136,545 CHF 4,343 Temenos Group AG 115,910 72,898 CHF 166 Burckhardt Compression Holding AG 30,819 43,228 CHF 303 The Swatch Group AG 126,599 121,379 CHF 46 Burkhalter Holdings AG 12,138 13,543 The Swatch Group AG, Registered CHF 94 Centralschweizerische Kraftwerke AG 33,267 32,968 CHF 876 Shares 49,970 61,587 CHF 509 Charles Voegele Holding AG 20,772 7,998 CHF 423 U-Blox AG 20,808 17,626 CHF 15,166 Clariant AG 171,933 151,600 USD 67,617 UBS AG, ADR 2,310,334 806,085 Compagnie Financiere Richemont SA CHF 412 Valiant Holding 66,051 46,575 CHF 751 - Bearer A-shs 27,921 41,764 CHF 297 Valora Holding AG 82,351 55,904 CHF 14 Conzzeta AG 24,442 26,277 CHF 4 Vetropack Holding AG 7,856 7,152 CHF 23,732 Credit Suisse Group AG 1,132,190 439,326 CHF 1,658 Von Roll Holding AG 10,333 3,379 USD 3,653 Credit Suisse Group AG, ADR 77,169 68,094 CHF 2,216 Vontobel Holding AG 74,430 44,207 CHF 1,000 Daetwyler Holding AG 54,895 72,182 CHF 38 Walliser Kantonalbank 21,814 35,254 CHF 300 Dufry Group 22,580 36,616 CHF 880 Zehnder Group AG 27,627 53,421 CHF 425 Emmi AG 54,927 88,385 CHF 16 Zuger Kantonalbank AG 69,611 84,808 CHF 600 EMS-Chemie Holding AG 71,445 110,686 CHF 3,458 Zurich Financial Services AG 856,905 791,835 CHF 176 Flughafen Zuerich AG 53,485 62,812 12,778,205 9,875,631 4.62 CHF 162 Forbo Holding AG 51,981 93,999 CHF 64 Galenica AG 24,734 41,357 Taiwan CHF 7,573 GAM Holding AG 112,467 85,284 TWD 43,500 Accton Technology Corp. 30,613 25,045 CHF 2,688 Gategroup Holding AG 71,149 76,975 TWD 64,000 Acer Inc. 71,703 67,246 CHF 97 Geberit AG 16,522 19,392 Advanced Semiconductor Engineering TWD 61,319 Inc. 45,351 51,124 CHF 323 Georg Fischer AG 84,983 112,676 TWD 62,435 AmTRAN Technology Co., Ltd. 60,760 51,201 CHF 166 Givaudan 138,563 165,489 TWD 91,402 Asia Cement Corp. 91,361 116,651 CHF 33 Gurit Holding AG 20,491 16,104 TWD 8,052 Asustek Computer Inc. 87,376 74,699 CHF 173 Helvetia Holding AG 61,452 53,021 TWD 157,000 AU Optronics Corp. 182,036 64,376 CHF 8,261 Holcim Ltd. 758,143 463,389 USD 8,600 AU Optronics Corp., ADR 101,861 35,196 CHF 513 Huber & Suhner AG 22,799 21,046 TWD 110,160 Benq Corp 61,808 26,236 CHF 1,600 Implenia AG 43,332 51,139 TWD 51,000 BES Engineering Corp. 15,774 12,477 CHF 8,276 Julius Baer Group Ltd. 317,640 304,013 TWD 39,585 Capital Securities Corp. 18,003 13,431 CHF 3,075 Kudelski SA 74,035 23,746 TWD 22,000 Catcher Technology Co., Ltd. 53,387 148,842 CHF 194 Kuoni Reisen Holding AG 69,224 60,237 TWD 190,750 Chang Hwa Commercial Bank 83,746 102,004 CHF 160 Liechtensteinische Landesbank AG 12,997 5,835 TWD 36,358 Cheng Uei Precision Industry Co., Ltd. 66,492 73,050 CHF 1 Lindt & Spruengli AG 27,095 37,153 TWD 2,000 Chicony Electronics Co., Ltd. 3,338 3,738 CHF 6,853 Logitech International SA 58,736 74,971 TWD 69,000 China Airlines Ltd. 29,225 31,475 CHF 2,071 Lonza Group AG, Registered Shares 185,376 87,472 China Development Financial Holding CHF 516 Luzerner Kantonalbank AG 136,216 182,355 TWD 537,520 Corp. 155,131 129,119 CHF 690 Meyer Burger Technology AG 17,116 10,768 TWD 148,071 China Life Insurance Co., Ltd. 114,652 140,655 CHF 78 Mobimo Holding AG 15,195 18,296 TWD 71,000 China Manmade Fibers Corp. 28,816 21,980 CHF 2,281 Nestle SA 138,382 138,225 China Petrochemical Development USD 12,976 Novartis AG, ADR 718,285 738,185 TWD 114,700 Corp. 51,982 97,785 CHF 6,944 OC Oerlikon Corp AG 42,378 58,241 TWD 112,105 China Steel Corp. 112,561 107,256 CHF 863 Panalpina Welttransport Holding AG 63,435 78,583 TWD 232,225 Chinatrust Financial Holding Co., Ltd. 124,487 134,499

The accompanying notes are an integral part of these financial statements. 160 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

TWD 116,649 Chunghwa Picture Tubes 38,589 4,305 TWD 147,038 Tatung Co., Ltd. 81,408 31,904 TWD 188,000 CMC Magnetics Corp. 52,264 32,890 TWD 143,000 Teco Electric and Machinery Co., Ltd. 58,360 94,060 TWD 86,677 Compal Electronics Inc. 119,357 81,003 TWD 37,400 TSRC Corp. 49,592 93,673 TWD 190,765 E.Sun Financial Holding Co., Ltd. 81,728 99,731 TWD 71,000 Tung Ho Steel Enterprise Corp. 82,212 70,234 TWD 29,000 Epistar Corp. 88,971 64,806 TWD 47,000 Unimicron Technology Corp. 61,134 54,202 TWD 24,255 Eternal Chemical Co., Ltd. 23,945 18,440 TWD 55,360 Unitech Printed Circuit Board Corp. 34,817 20,713 TWD 41,799 Evergreen Marine Corp Taiwan Ltd. 29,585 22,924 TWD 397,000 United Microelectronics Corp. 208,317 174,991 TWD 6,000 Everlight Electronics Co., Ltd. 16,449 10,394 TWD 59,000 UPC Technology Co. 46,106 32,458 Far Eastern Department Stores Co., TWD 264,000 Walsin Lihwa Corp. 110,568 74,421 TWD 76,956 Ltd. 62,535 73,233 TWD 149,010 Waterland Financial Holdings 45,460 50,916 TWD 65,193 Far Eastern International Bank 28,617 25,284 TWD 216,000 Winbond Electronics Corp. 55,939 33,065 TWD 68,289 Far Eastern Textile Co., Ltd. 74,342 73,386 TWD 64,895 Wintek Corp. 50,035 36,144 Far EasTone Telecommunications TWD 52,933 Wistron Corp. 102,174 65,927 TWD 60,000 Co., Ltd. 73,474 132,647 TWD 179,000 Yageo Corp. 70,287 53,396 TWD 29,000 Feng Hsin Iron & Steel Co. 46,558 49,496 TWD 104,500 Yang Ming Marine Transport Corp. 70,850 47,491 TWD 224,476 First Financial Holding Co., Ltd. 128,102 132,696 TWD 301,106 Yuanta Financial Holding Co., Ltd. 168,507 138,897 TWD 42,000 Formosa Chemicals & Fibre Corp. 94,759 112,227 Yuen Foong Yu Paper Manufacturing TWD 28,000 Formosa Taffeta Co., Ltd. 22,000 25,593 TWD 122,815 Co., Ltd. 56,636 51,617 TWD 69,449 Fubon Financial Holding Co., Ltd. 81,825 70,598 TWD 65,000 Yulon Motor Co., Ltd. 78,230 116,160 TWD 62,000 Gigabyte Technology Co., Ltd. 62,646 60,272 6,691,830 6,121,196 2.87 TWD 25,450 Gintech Energy Corp. 78,651 31,263 Goldsun Development & Construction Thailand TWD 74,740 Co., Ltd. 33,945 26,815 THB 130,000 Bangchak Petroleum Plc 99,166 93,996 TWD 48,000 Grand Pacific Petrochemical 30,994 21,486 Bangkok Bank PCL, Foreign TWD 285,000 Hannstar Display Corp. 68,337 20,353 THB 31,000 Registered Shares 117,887 203,224 TWD 17,248 Hon Hai Precision Industry Co., Ltd. 64,040 52,630 THB 67,400 Bank Of Ayudhya 47,851 63,353 TWD 213,241 Hua Nan Financial Holdings Co., Ltd. 124,888 119,496 THB 5,650 Banpu PCL 102,269 80,615 TWD 15,000 Huaku Development Co., Ltd. 36,695 37,057 THB 1,550 Banpu PCL 30,466 22,315 TWD 106,000 Innolux Display Corp. 149,739 44,550 Big C Supercenter PCL, Foreign TWD 39,000 Inotera Memories Inc. 21,353 9,155 THB 37,200 Registered Shares 50,151 260,605 TWD 127,050 Inventec Co., Ltd. 74,228 41,763 THB 53,300 Delta Electronics Thai PCL 43,794 36,654 TWD 44,000 King Yuan Electronics Co., Ltd. 20,375 21,124 THB 73,500 Esso Thailand PCL 34,081 23,856 Kinsus Interconnect Technology THB 520,600 IRPC PCL, Foreign Registered Shares 68,621 59,892 TWD 26,000 Corp. 56,349 72,317 THB 21,000 Kasikornbank PCL 59,659 110,337 TWD 63,630 Lite-On Technology Corp. 86,337 80,989 THB 146,700 Krung Thai Bank PCL 46,482 75,428 Macronex International Company, THB 69,900 Pruksa Real Estate PCL 31,647 35,042 TWD 230,000 Ltd. 138,677 73,560 THB 1,100 PTT Exploration & Production PCL 5,665 5,939 TWD 252,960 Mega Financial Holding Co., Ltd. 150,055 188,429 THB 74,732 PTT Global Chemical 94,641 133,286 TWD 85,000 Micro-Star International Co., Ltd. 48,286 45,164 THB 15,900 PTT PCL, Foreign Registered Shares 153,793 165,037 TWD 93,000 Mitac International Corp. 39,541 31,587 THB 13,700 SC Asset Corp. PLC 6,610 6,296 TWD 36,000 Nan Ya Plastics Corp. 72,830 65,565 Siam Commercial Bank PCL, Foreign TWD 19,000 Novatek Microelectronics Corp Ltd. 50,286 59,274 THB 8,800 Registered Shares 23,320 39,591 TWD 17,764 Pegatron Corp. 449 23,551 THB 211,000 Supalai PCL 63,067 117,982 TWD 184,620 Pou Chen Corp. 144,958 159,602 THB 502,300 TelecomAsia Corp., PCL 53,611 61,661 TWD 40,280 President Securities Corp. 25,847 20,508 THB 101,700 Thai Airways International PCL 92,514 70,266 TWD 15,450 Radiant Opto-Electronics Corp. 21,027 79,188 Thai Oil PCL, Foreign Registered TWD 22,000 Realtek Semiconductor Corp. 36,053 40,594 THB 24,500 Shares 33,979 45,271 TWD 250,000 Ritek Corp. 75,180 36,305 THB 23,100 Thai Vegetable Oil PCL 15,012 16,109 TWD 44,000 Sanyang Industry Co., Ltd. 25,850 29,017 THB 49,800 Thanachart Capital PCL 32,685 45,610 TWD 432,486 Shin Kong Financial Holding Co. Ltd. 168,783 126,647 THB 443,600 TMB Bank PCL 28,933 21,668 TWD 118,209 Shinkong Synthetic Fibers Corp. 47,313 34,535 THB 42,800 Total Access Communication PCL 48,219 102,467 TWD 40,000 Siliconware Precision Industries Co. 41,821 42,507 1,384,123 1,896,500 0.89 TWD 368,179 SinoPac Financial Holdings Co., Ltd. 122,452 140,273 TWD 163,000 Ta Chong Bank Co., Ltd. 61,133 51,185 Turkey TWD 30,900 Tainan Spinning Co., Ltd. 18,439 13,251 TRY 11,650 Akbank TAS 39,389 43,295 TWD 242,290 Taishin Financial Holdings Co. Ltd. 86,367 93,966 TRY 49,827 Aksigorta AS 50,826 54,149 TWD 134,398 Taiwan Cement Corp. 129,940 162,107 TRY 5,000 Arcelik AS 24,864 25,564 TWD 88,792 Taiwan Cooperative Financial 51,936 53,247 TRY 12,500 Asya Katilim Bankasi AS 29,872 12,740 TWD 23,000 Taiwan Fertilizer Co., Ltd. 74,565 53,598 TRY 104,841 Dogan Holdings 75,311 47,227 TWD 70,400 Taiwan Glass Industrial Corp. 67,270 60,259 TRY 42,827 Eregli Demir ve Celik Fabrikalari TAS 65,278 48,231

The accompanying notes are an integral part of these financial statements. 161 DFA International Vector Equity Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

No. of Average Fair %of Currency codes used above are as follows: Units or Cost Value Net AUD - Australian Dollar Currency Shares Description ($CAD) ($CAD) Assets BRL - Brazil Real CHF - Swiss Franc CLP - Chilean Peso TRY 80,875 Ihlas EV Aletleri 36,086 32,333 CZK - Czech Koruna TRY 150,000 Ihlas Holding AS 87,114 97,976 DKK - Danish Krone TRY 25,514 KOC Holding AS 76,163 98,267 EUR - Euro GBP - British Pound TRY 14,765 Tekfen Holding AS 57,494 54,872 HKD - Hong Kong Dollar TRY 30,451 Turk Hava Yollari AO 86,346 54,354 HUF - Hungarian Forint USD 7,936 Turkcell Iletisim Hizmetleri AS, ADR 95,728 101,314 IDR - Indonesian Rupiah TRY 19,544 Turkiye Garanti Bankasi AS 77,299 77,915 ILS - Israeli Sheqel INR - Indian Rupee TRY 41,036 Turkiye Is Bankasi, Class C 126,587 110,912 JPY - Japanese Yen TRY 38,972 Turkiye Sinai Kalkinma Bankasi AS 33,659 40,377 KRW - Korean Won TRY 26,497 Turkiye Sise ve Cam Fabrikalari AS 53,695 44,164 MXN - Mexican Peso TRY 49,919 Turkiye Vakiflar Bankasi Tao 131,011 105,407 MYR - Malaysian Ringgit NOK - Norwegian Kroner 1,146,722 1,049,097 0.49 NZD - New Zealand Dollar 265,719,308 211,756,367 99.13 PHP - Philippine Peso PLN - Polish Zloty Embedded Broker Commission (303,260) SEK - Swedish Krona SGD - Singapore Dollar Total Investments $265,416,048 211,756,367 99.13 THB - Thai Bhat TRY - Turkish Lira Currency Forward Contracts (a) 36,491 0.02 TWD - Tawian Dollar USD - United States Dollar Other assets less liabilities 1,813,195 0.85 ZAR - South Africa Rand

Net Assets Representing Unitholders’ Equity $213,606,053 100.00

(a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 24, 2012 CAD 3,365,584 GBP 2,100,000 15,642 UBS A July 24, 2012 CAD 5,419,323 EUR 4,200,000 4,634 CITI A July 24, 2012 CAD 3,208,336 JPY 250,400,000 16,215 CITI A 36,491

(1) Source: Standard & Poor's CITI = Citibank UBS = UBS AG WARBURG

The accompanying notes are an integral part of these financial statements. 162 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

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

(a) Other market risk The Statement of Investment Portfolio classifies securities by geographic region. As at June 30, 2012 and December 31, 2011, there was no significant concentration in any specific region. The Fund’s market risk is affected by two main components: changes in actual market prices and foreign currency movements. The Fund will generally invest in a broad and diverse group of equity securities of non-Canadian and non-U.S. operating companies associated with countries with developed and emerging markets, with an increased emphasis on small capitalization and value companies. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on global exchanges is 99.13% (December 31, 2011: 99.51%). If equity prices on the global stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $21,175,637 (December 31, 2011: $18,791,916). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency. It is therefore exposed to currency risk, as the value of the securities denominated in other currencies fluctuate due to changes in exchange rates. On June 29, 2010, the Fund introduced hedged classes of units which hedge a majority of these units’ exposure to foreign currency risk.

The accompanying notes are an integral part of these financial statements. 163 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 11)

The tables below summarize the Fund’s unhedged classes and hedged classes exposure to currency risks as at June 30, 2012 and December 31, 2011, if applicable. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Percentage Financial Percentage Instruments of Net Assets Instruments of Net Assets Exposure (CAD) (%) Exposure (CAD) (%) June 30, 2012 December 31, 2011 Euro 35,071,990 16.42 32,099,145 17.00 Japanese Yen 32,430,396 15.18 29,126,326 15.42 United States Dollar 27,747,184 12.99 25,133,657 13.31 British Pound 21,496,318 10.06 18,772,577 9.94 Hong Kong Dollar 12,060,140 5.65 10,578,445 5.60 Australian Dollar 9,956,363 4.66 8,565,359 4.54 Korean Won 7,723,962 3.62 6,972,792 3.69 Swiss Franc 7,492,568 3.51 6,603,685 3.50 New Taiwan Dollar 5,551,470 2.60 5,308,252 2.81 Swedish Krona 4,511,624 2.11 3,915,339 2.07 South African Rand 4,351,981 2.04 3,675,382 1.95 Indian Rupee 3,207,883 1.50 2,577,993 1.37 Brazilian Real 3,101,482 1.45 2,722,113 1.44 Singapore Dollar 2,813,944 1.32 2,116,568 1.12 Mexican Peso 2,232,918 1.05 1,706,500 0.90 Malaysian Ringgit 2,053,309 0.96 1,817,019 0.96 Indonesian Rupiah 1,942,913 0.91 1,444,656 0.77 Thai Baht 1,735,597 0.81 1,363,017 0.72 Norwegian Kroner 1,636,574 0.77 1,385,891 0.73 Danish Krone 1,531,325 0.72 1,208,626 0.64 Philippine Peso 1,294,763 0.61 562,514 0.30 Chilean Peso 980,422 0.46 768,758 0.41 Polish Zloty 865,009 0.40 606,660 0.32 Turkish Lira 863,139 0.40 423,123 0.22 Israeli Shekel 694,200 0.32 644,718 0.34 New Zealand Dollar 387,108 0.18 331,061 0.18 Czech Koruna 178,544 0.08 177,264 0.09 Hungarian Forint 151,338 0.07 128,794 0.07 194,064,464 90.85 170,736,234 90.41

The accompanying notes are an integral part of these financial statements. 164 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage Instruments Contracts of Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 United States Dollar 2,721,674 – 2,721,674 1.27 Hong Kong Dollar 1,182,959 – 1,182,959 0.55 Australian Dollar 976,603 – 976,603 0.46 Korean Won 757,630 – 757,630 0.35 Swiss Franc 734,933 – 734,933 0.34 New Taiwan Dollar 544,534 – 544,534 0.25 Swedish Krona 442,538 – 442,538 0.21 South African Rand 426,878 – 426,878 0.20 Indian Rupee 314,656 – 314,656 0.15 Brazilian Real 304,219 – 304,219 0.14 Singapore Dollar 276,015 – 276,015 0.13 Mexican Peso 219,023 – 219,023 0.10 Malaysian Ringgit 201,406 – 201,406 0.09 Indonesian Rupiah 190,577 – 190,577 0.09 Thai Baht 170,242 – 170,242 0.08 Norwegian Kroner 160,529 – 160,529 0.08 Danish Krone 150,205 – 150,205 0.07 Philippine Peso 127,001 – 127,001 0.06 Chilean Peso 96,168 – 96,168 0.05 Polish Zloty 84,847 – 84,847 0.04 Turkish Lira 84,664 – 84,664 0.04 Israeli Shekel 68,093 – 68,093 0.03 New Zealand Dollar 37,971 – 37,971 0.02 Czech Koruna 17,513 – 17,513 0.01 Hungarian Forint 14,845 – 14,845 0.01 Japanese Yen 3,181,043 3,208,336 (27,293) (0.01) British Pound 2,108,537 3,365,584 (1,257,047) (0.59) Euro 3,440,152 5,419,323 (1,979,171) (0.93) 19,035,455 11,993,243 7,042,212 3.29

The accompanying notes are an integral part of these financial statements. 165 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 11)

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

Financial Forward Percentage Instruments Contracts of Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) December 31, 2011 United States Dollar 2,856,534 – 2,856,534 1.51 Hong Kong Dollar 1,202,259 – 1,202,259 0.64 Australian Dollar 973,485 – 973,485 0.52 Korean Won 792,484 – 792,484 0.42 Swiss Franc 750,533 – 750,533 0.40 New Taiwan Dollar 603,303 – 603,303 0.32 Swedish Krona 444,993 – 444,993 0.24 South African Rand 417,721 – 417,721 0.22 Brazilian Real 309,378 – 309,378 0.16 Indian Rupee 292,999 – 292,999 0.16 Singapore Dollar 240,556 – 240,556 0.13 Malaysian Ringgit 206,511 – 206,511 0.11 Mexican Peso 193,950 – 193,950 0.10 Indonesian Rupiah 164,191 – 164,191 0.09 Norwegian Kroner 157,512 – 157,512 0.08 Thai Baht 154,912 – 154,912 0.08 Danish Krone 137,365 – 137,365 0.07 Japanese Yen 3,310,315 3,221,596 88,719 0.05 Chilean Peso 87,372 – 87,372 0.05 Israeli Shekel 73,275 – 73,275 0.04 Polish Zloty 68,949 – 68,949 0.04 Philippine Peso 63,932 – 63,932 0.03 Turkish Lira 48,090 – 48,090 0.03 New Zealand Dollar 37,626 – 37,626 0.02 Czech Koruna 20,147 – 20,147 0.01 Hungarian Forint 14,638 – 14,638 0.01 Chinese Renminbi 21 – 21 0.00 British Pound 2,133,573 3,198,017 (1,064,444) (0.56) Euro 3,648,187 5,563,187 (1,915,000) (1.01) 19,404,811 11,982,800 7,422,011 3.96

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies the Fund is exposed to increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the unhedged classes would have decreased or increased, respectively, by approximately $19,406,446 (December 31, 2011: $17,073,623) and Net Assets of the hedged classes would have decreased or increased, respectively, by approximately $704,221 (December 31, 2011: $742,201). In practice, actual results have in the past, and in the future, may differ significantly from this sensitivity analysis.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at December 31, 2011, the Fund held foreign currency contracts. While the Fund generally enters into these contracts in connection with buying and selling securities in a foreign currency or to facilitate

The accompanying notes are an integral part of these financial statements. 166 DFA International Vector Equity Fund Discussion of Financial Risk Management (note 11)

redemptions, they are also used in a material way to hedge a majority of the foreign currency exposure for the hedged classes of units. There are risks associated with entering into these contracts. For instance, risks may arise from the potential inability or unwillingness of counterparties to meet the terms of their contracts and from movements in the value of foreign currency relative to the Canadian Dollar. Other than as described above, as at June 30, 2012 and December 31, 2011, the Fund had no significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. Credit risk from other financial instruments is minimal. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 167 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Global Real Estate Securities Fund 2012 2011

Assets Investments – at fair value $ 113,961,320 $ 95,819,662 Cash 642,054 120,413 114,603,374 95,940,075

Due from manager 1,180 1,285 Due from investment dealer – 552,888 Accrued interest and dividends 496,842 448,637 Subscriptions receivable 3,033,181 719,929 118,134,577 97,662,814

Liabilities Accrued expenses 39,571 48,247 Redemptions payable to unitholders 638,791 923,100 Due to investment dealers 165,250 – Management fees payable 33,479 32,089 877,091 1,003,436

Net Assets representing Unitholders’ Equity $ 117,257,486 $ 96,659,378

Net Assets per Class

Class A $ 9,432,096 $ 8,777,509 Class F $ 73,670,504 $ 65,831,601 Class I $ 34,154,886 $ 22,050,268

Net Assets per Unit

Class A $ 9.51 $ 8.46 Class F $ 9.47 $ 8.43 Class I $ 9.37 $ 8.35

The accompanying notes are an integral part of these financial statements. 168 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Global Real Estate Securities Fund 2012 2011

Investment Income Dividend income (net of withholding taxes of $246,290; 2011 – $175,690) $ 2,616,662 $ 1,785,340 Interest income 197 359 Security lending income (note 13) – 12,405 2,616,859 1,798,104

Expenses (note 5) Management fees 201,353 198,855 Custodian fees 21,497 11,305 Audit fees 7,184 4,370 Legal fees 4,256 2,515 Broker commission expense (note 7) 4,016 6,111 Valuation fees 17,681 17,362 Transaction fees 5,714 8,523 Filing fees 6,851 6,791 Securityholder reporting costs 38,057 35,670 Other expenses 13,860 14,260 320,469 305,762 Fees recovered or (waived) and expenses absorbed by manager (note 5) (2,203) (2,651) 318,266 303,111

Net Investment Income (Loss) 2,298,593 1,494,993

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments (696,381) (395,302) Net realized gain (loss) on foreign exchange (2,567) (9,270) Net realized gain (loss) on currency forward contracts (12,714) 4,662 Change in unrealized appreciation (depreciation) in value of investments 12,296,090 4,564,530 Change in unrealized appreciation (depreciation) in value of foreign exchange from currency (1,774) 3,537

Net Gain (Loss) on Investments 11,582,654 4,168,157

Increase (Decrease) in Net Assets from Operations $ 13,881,247 $ 5,663,150

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 1,134,389 $ 534,261 Class F $ 9,093,378 $ 4,114,482 Class I $ 3,653,480 $ 1,014,407

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 1.12 $ 0.47 Class F $ 1.17 $ 0.53 Class I $ 1.19 $ 0.52 * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 169 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Global Real Estate Securities Fund 2012 2011 2012 2011

Class A Class F

Net Assets at beginning of period $ 8,777,509 $ 9,142,682 $ 65,831,601 $ 65,702,846

Increase (Decrease) in Net Assets from Operations 1,134,389 534,261 9,093,378 4,114,482

Capital Unit Transactions Sales of units 1,011,444 1,283,456 6,905,820 9,847,557 Units redeemed 74,134 (729,526) 747,374 (10,410,023) Units issued on reinvestment of distribution (1,489,977) 34,240 (7,882,062) 387,011 (404,399) 588,170 (228,868) (175,455)

Distributions to Investors From net investment income (75,403) (34,919) (1,025,607) (584,845) (75,403) (34,919) (1,025,607) (584,845)

Increase (Decrease) in Net Assets for the period 654,587 1,087,512 7,838,903 3,354,182

Net Assets at end of period $ 9,432,096 $ 10,230,194 $ 73,670,504 $ 69,057,028

2012 2011 2012 2011

Class I Total

Net Assets at beginning of period $ 22,050,268 $ 11,549,571 $ 96,659,378 $ 86,395,099

Increase (Decrease) in Net Assets from Operations 3,653,480 1,014,407 13,881,247 5,663,150

Capital Unit Transactions Sales of units 9,492,613 6,962,601 17,409,877 18,093,614 Units redeemed 485,500 (76,803) 1,307,008 (11,216,352) Units issued on reinvestment of distribution (1,032,689) 192,452 (10,404,728) 613,703 8,945,424 7,078,250 8,312,157 7,490,965

Distributions to Investors From net investment income (494,286) (192,482) (1,595,296) (812,246) (494,286) (192,482) (1,595,296) (812,246)

Increase (Decrease) in Net Assets for the period 12,104,618 7,900,175 20,598,108 12,341,869

Net Assets at end of period $ 34,154,886 $ 19,449,746 $ 117,257,486 $ 98,736,968

The accompanying notes are an integral part of these financial statements. 170 DFA Global Real Estate Securities Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Equity Primaris Retail Real Estate Investment Australia CAD 6,200 Trust 95,197 145,328 AUD 53,628 Abacus Property Group 122,886 113,993 Retrocom Mid-Market Real Estate CAD 4,200 Investment Trust 23,553 21,882 AUD 10,090 ALE Property Group 21,032 22,499 CAD 28,473 RioCan Real Estate Investment Trust 532,588 787,278 AUD 75,223 Ardent Leisure Group 118,738 99,543 AUD 65,102 Aspen Group 59,093 26,455 2,267,980 3,528,643 3.01 AUD 1,516,416 BGP Holdings – – AUD 85,816 Bunnings Warehouse Property Trust 143,679 166,764 China AUD 360,121 CFS Retail Property Trust 630,210 726,081 HKD 149,000 GZI Real Estate Investment Trust 55,251 72,150 0.06 Challenger Diversified Property AUD 104,707 Group 64,113 59,460 France AUD 28,498 Charter Hall Group 71,640 67,406 EUR 819 Affine SA 40,993 11,268 Charter Hall Retail Real Estate EUR 1,522 ANF SA 81,764 65,096 AUD 41,778 Investment Trust 225,169 143,218 EUR 5,170 Fonciere des Regions SA 490,334 377,235 AUD 431,933 Commonwealth Property Office Fund 447,627 456,812 EUR 3,994 Gecina SA 441,593 360,991 AUD 51,900 Cromwell Group 36,165 36,773 EUR 4,228 ICADE 487,578 324,569 AUD 880,543 Dexus Property Group 905,675 853,275 EUR 19,844 Klepierre 795,128 661,978 AUD 240,728 Goodman Group 1,376,566 920,552 EUR 5,482 Mercialys SA 208,282 103,531 AUD 316,970 GPT Group 1,340,064 1,083,297 EUR 899 Societe de la Tour Eiffel SA 75,075 44,507 AUD 124,453 ING Office Fund 371,366 348,829 Societe Immobiliere de Location pour AUD 404,070 Stockland 1,713,326 1,296,769 EUR 1,712 l’Industrie et le Commerce 210,605 163,734 AUD 370,727 Westfield Group 4,645,040 3,669,723 EUR 17,418 Unibail-Rodamco SE 3,172,421 3,253,604 AUD 504,775 Westfield Retail Trust 1,333,746 1,498,988 6,003,773 5,366,513 4.58 13,626,135 11,590,437 9.88 Germany Belgium Alstria Office Real Estate Investment EUR 824 Aedifica 46,971 51,483 EUR 4,573 Trust 70,813 48,985 0.04 EUR 2,895 Befimmo SCA Sicafi 279,360 167,434 Great Britain EUR 2,627 Cofinimmo 401,093 296,728 GBP 2,064 A & J Mucklow Group PLC 11,057 12,094 EUR 729 Intervest Offices 29,516 17,890 GBP 23,866 Big Yellow Group PLC 132,943 110,161 EUR 78 Leasinvest Real Estate 7,196 6,511 GBP 151,555 British Land Co. PLC 1,767,951 1,229,954 EUR 15 Retail Estates NV 956 988 GBP 95,668 Capital Shopping Centres Group 1,007,160 491,008 EUR 2,356 Warehouses De Pauw SCA 125,653 121,951 GBP 15,786 Derwent London PLC 369,988 466,137 EUR 264 Wereldhave Belgium NV 24,296 25,599 GBP 51,979 Great Portland Estates PLC 339,748 326,034 915,041 688,584 0.59 GBP 126,644 Hammerson PLC 1,280,594 894,316 GBP 52,725 Hansteen Holdings PLC 67,279 60,443 Canada Allied Properties Real Estate GBP 140,372 Land Securities Group PLC 2,290,185 1,651,725 CAD 3,910 Investment Trust 73,061 113,351 GBP 33,493 London & Stamford Property PLC 60,808 59,596 CAD 7,400 Artis Real Estate Investment Trust 92,811 121,138 GBP 1,386 McKay Securities PLC 7,673 2,829 Boardwalk Real Estate Investment GBP 6,270 Metric Property Investments PLC 10,361 8,497 CAD 4,700 Trust 171,477 274,950 GBP 6,068 Primary Health Properties PLC 31,192 30,766 Calloway Real Estate Investment GBP 124,432 Segro PLC 1,019,570 431,115 CAD 8,131 Trust 139,985 227,261 GBP 41,704 Shaftesbury PLC 271,056 341,776 Canadian Apartment Properties Real GBP 13,739 Workspace Group PLC 142,213 51,040 CAD 6,721 Estate Investment Trust 95,556 159,288 Canadian Real Estate Investment 8,809,778 6,167,491 5.26 CAD 5,511 Trust 146,242 223,526 Chartwell Seniors Housing Real Hong Kong CAD 23,599 Estate Investment Trust 110,130 227,966 HKD 474,773 Champion Real Estate Investment Trust 192,341 198,746 CAD 6,708 Cominar Real Estate Investment Trust 121,723 160,522 HKD 264,000 Prosperity Real Estate Investment Trust 53,697 60,973 CAD 752 Crombie Real Estate Investment Trust 9,561 10,994 HKD 123,000 Regal Real Estate Investment Trust 38,304 29,054 CAD 5,677 Dundee Real Estate Investment Trust 146,066 216,578 HKD 189,000 Sunlight Real Estate Investment Trust 38,819 64,237 Extendicare Real Estate Investment HKD 407,043 The Link Real Estate Investment Trust 999,326 1,687,911 CAD 7,524 Trust 70,508 54,173 1,322,487 2,040,921 1.74 CAD 23,054 H&R Real Estate Investment Trust 234,577 563,440 CAD 12,153 InnVest Real Estate Investment Trust 95,065 56,998 Italy Morguard Real Estate Investment EUR 117,655 Beni Stabili SpA 116,079 51,382 CAD 5,800 Trust 67,258 98,310 EUR 15,617 Immobiliare Grande Distribuzione 49,869 12,473 Northern Property Real Estate CAD 2,000 Investment Trust 42,622 65,660 165,948 63,855 0.05

The accompanying notes are an integral part of these financial statements. 171 DFA Global Real Estate Securities Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Japan SGD 171,750 Cambridge Industrial Trust 65,868 78,658 JPY 179 Advance Residence Investment Corp. 333,010 351,536 SGD 379,000 CapitaCommercial Trust 334,658 385,215 JPY 22 BLife Investment Corp. 130,443 155,786 SGD 388,600 CapitaMall Trust 530,434 594,801 JPY 50 DA Office Investment Corp. 173,239 133,791 SGD 54,000 CapitaRetail China Trust 58,884 56,838 JPY 34 Frontier Real Estate Investment Corp. 236,178 276,702 SGD 119,000 CDL Hospitality Trusts 172,745 180,232 JPY 18 Fukuoka REIT Corp. 103,521 125,857 SGD 52,000 First Real Estate Investment Trust 29,390 38,229 Global One Real Estate Investment HKD 137,000 Fortune Real Estate Investment Trust 65,784 81,980 JPY 17 Corp. 181,368 111,936 SGD 63,000 Frasers Centrepoint Trust 52,966 84,281 JPY 9 Hankyu Reit Inc. 59,981 41,322 SGD 46,200 Frasers Commercial Trust 23,695 37,121 JPY 61 Heiwa Real Estate REIT Inc. 40,783 36,048 SGD 108,950 K-REIT Asia, REIT 86,489 92,791 JPY 39 Ichigo Real Estate Investment Corp. 50,482 18,204 SGD 376,000 Lippo-Mapletree Indonesia Retail Trust 124,769 119,332 Industrial & Infrastructure Fund JPY 10 Investment Corp. 36,217 65,463 SGD 240,360 Mapletree Logistics Trust 119,850 188,296 JPY 26 Japan Excellent Inc. 157,217 131,295 Parkway Life Real Estate Investment SGD 77,000 Trust 52,317 115,383 JPY 24 Japan Logistics Fund Inc. 155,683 216,104 SGD 238,000 Starhill Global REIT 115,007 126,210 JPY 121 Japan Prime Realty Investment Corp. 352,862 344,117 SGD 370,000 Suntec Real Estate Investment Trust 320,950 399,851 JPY 96 Japan Real Estate Investment Corp. 1,004,254 892,537 2,763,920 3,284,124 2.80 Japan Rental Housing Investments JPY 141 Inc. 69,759 68,329 South Africa JPY 335 Japan Retail Fund Investment Corp. 459,655 538,439 ZAR 202,955 Capital Property Fund 196,438 250,145 JPY 49 Kenedix Realty Investment Corp. 212,923 159,760 ZAR 53,833 Emira Property Fund 85,075 85,134 JPY 31 MID Reit Inc. 87,810 79,634 ZAR 205,546 Fountainhead Property Trust 167,982 189,555 JPY 28 Mori Hills REIT Investment Corp. 126,307 122,673 ZAR 311,101 SA Corporate Real Estate Fund 113,797 132,206 JPY 31 Mori Trust Sogo Reit Inc. 283,903 275,186 ZAR 20,041 Sycom Property Fund 52,521 60,690 JPY 32 Nippon Accommodations Fund Inc. 176,835 209,889 615,813 717,730 0.61 JPY 115 Nippon Building Fund Inc. 1,274,449 1,129,235

JPY 165 Nippon Hotel Fund Investment Corp. 43,321 44,656 United States of America JPY 51 Nomura Real Estate Office Fund Inc. 375,355 290,667 USD 6,331 Acadia Realty Trust 124,892 149,273 Nomura Real Estate Residential Fund USD 1,500 Agree Realty Corp. 43,895 33,703 JPY 28 Inc. 127,250 145,852 USD 804 Alexander’s Inc. 274,117 352,869 JPY 47 Orix JREIT Inc. 269,199 214,295 USD 10,312 Alexandria Real Estate Equities Inc. 783,751 763,529 JPY 26 Premier Investment Corp. 124,042 92,685 USD 12,998 American Campus Communities Inc. 377,853 595,071 JPY 21 Sekisui House SI Investment Co. 76,460 90,534 USD 5,228 American Tower Corp., Class A 358,373 372,033 JPY 27 Tokyu REIT Inc. 203,488 134,454 Apartment Investment and JPY 24 Top REIT Inc. 99,844 136,020 USD 22,334 Management Co. 568,807 614,585 JPY 352 United Urban Investment Corp. 414,030 382,854 USD 10,500 Ashford Hospitality Trust Inc. 54,360 90,113 7,439,868 7,015,860 5.98 USD 5,100 Associated Estates Realty Corp. 63,421 77,569 USD 16,712 AvalonBay Communities Inc. 1,521,797 2,408,114 Netherlands USD 23,940 BioMed Realty Trust Inc. 430,805 455,027 EUR 11,537 Corio NV 738,088 514,613 USD 26,201 Boston Properties Inc. 2,201,068 2,889,322 EUR 6,546 Eurocommercial Properties N.V. 282,598 229,542 USD 21,100 Brandywine Realty Trust 262,217 265,074 EUR 7,843 Nieuwe Steen Investments NV 202,065 67,149 USD 12,887 BRE Properties Inc. 532,948 656,112 Nieuwe Steen Investments NV, USD 13,500 Camden Property Trust 566,544 930,035 EUR 2,133 Warrants – – USD 1,836 Campus Crest Communities Inc. 20,163 19,402 EUR 3,664 Vastned Retail NV 275,582 144,955 USD 7,001 Capital Lease Funding Inc. 28,250 29,436 EUR 4,016 Wereldhave NV 405,401 260,904 USD 23,344 CBL & Associates Properties Inc. 328,335 464,137 1,903,734 1,217,163 1.04 USD 6,300 Cedar Shopping Centers Inc. 66,095 32,325

New Zealand USD 12,315 Colonial Properties Trust 210,782 277,199 NZD 68,600 Argosy Property Ltd. 46,065 48,632 Commonwealth Real Estate Investment USD 12,434 Trust 329,243 241,650 NZD 131,620 Goodman Property Trust 122,589 106,178 USD 10,950 Corporate Office Properties Trust 364,842 261,970 NZD 130,592 Kiwi Income Property Trust 112,427 110,669 USD 19,208 Cousins Properties Inc. 214,868 151,353 NZD 25,000 Property for Industry Ltd. 23,802 23,834 USD 17,100 Cubesmart 142,276 202,985 304,883 289,313 0.25 USD 35,600 DCT Industrial Trust Inc. 236,217 228,328

Singapore USD 38,337 DDR Corp. 744,332 570,994 SGD 11,600 AIMS AMP Capital Industrial REIT 9,860 11,223 USD 23,130 DiamondRock Hospitality Co. 234,352 239,949 SGD 106,000 Ascendas India Trust 57,073 64,728 USD 18,209 Digital Realty Trust Inc. 828,562 1,391,252 Ascendas Real Estate Investment USD 21,875 Douglas Emmett Inc. 434,976 513,988 SGD 320,666 Trust 467,229 551,367 USD 48,007 Duke Realty Corp. 749,547 715,508 SGD 89,000 Ascott Residence Trust 75,952 77,588 USD 9,649 DuPont Fabros Technology, Inc. 157,233 280,451

The accompanying notes are an integral part of these financial statements. 172 DFA Global Real Estate Securities Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

USD 4,380 EastGroup Properties Inc. 177,202 237,400 USD 15,050 Regency Centers Corp. 722,429 728,391 USD 13,959 Education Realty Trust Inc. 125,936 157,457 USD 6,261 Retail Opportunity Investments Corp. 74,326 76,743 USD 8,500 Entertainment Properties Trust 338,912 355,569 USD 200 RLJ Lodging Trust 3,533 3,691 USD 5,994 Equity Lifestyle Properties Inc. 287,510 420,563 USD 1,938 Rouse Properties Inc. 21,895 26,675 USD 9,300 Equity One Inc. 173,362 200,719 USD 6,252 Sabra Healthcare REIT Inc. 85,672 108,839 USD 51,648 Equity Residential 2,065,912 3,279,430 USD 3,100 Saul Centers Inc. 137,606 135,390 USD 5,800 Essex Property Trust Inc. 593,952 908,909 USD 29,191 Senior Housing Properties Trust 600,167 663,303 USD 2,708 Excel Trust Inc. 30,312 32,945 USD 52,882 Simon Property Group Inc. 4,206,960 8,378,580 USD 16,251 Extra Space Storage Inc. 266,945 505,760 USD 14,716 SL Green Realty Corp. 861,715 1,201,077 USD 10,786 Federal Realty Investment Trust 765,714 1,142,431 USD 4,670 Sovran Self Storage Inc. 163,834 237,952 USD 14,363 FelCor Lodging Trust Inc. 112,363 68,578 USD 20,400 Strategic Hotels & Resorts Inc. 193,521 133,747 USD 13,027 First Industrial Realty Trust Inc. 239,319 167,368 USD 3,718 Sun Communities Inc. 77,840 167,453 USD 6,152 First Potomac Realty Trust 90,621 73,653 USD 16,690 Sunstone Hotel Investors Inc. 185,376 186,734 USD 6,313 Franklin Street Properties Corp. 68,379 67,933 USD 15,150 Tanger Factory Outlet Centers 289,858 494,013 USD 73,624 General Growth Properties Inc. 1,101,959 1,354,399 USD 9,800 Taubman Centers Inc. 430,249 769,717 USD 2,267 Getty Realty Corp. 36,968 44,197 USD 37,479 UDR Inc. 797,832 985,938 USD 200 Gladstone Commercial Corp. 3,362 3,388 USD 2,500 UMH Properties Inc. 19,992 27,360 USD 16,955 Glimcher Realty Trust 164,074 176,063 USD 2,100 Universal Health Realty Income Trust 77,761 88,744 USD 4,957 Government Properties Income Trust 112,280 114,000 USD 1,000 Urstadt Biddle Properties Inc. 16,799 19,119 USD 71,739 HCP Inc. 2,291,986 3,222,257 USD 3,000 Urstadt Biddle Properties Inc. 50,191 60,258 USD 35,367 Health Care REIT Inc. 1,644,875 2,099,473 USD 50,490 Ventas Inc. 2,269,482 3,243,427 USD 11,398 Healthcare Realty Trust Inc. 268,190 276,749 USD 29,114 Vornado Realty Trust 2,218,098 2,488,534 USD 19,400 Hersha Hospitality Trust 94,226 104,281 Washington Real Estate Investment USD 12,519 Highwoods Properties Inc. 366,110 428,741 USD 11,100 Trust 307,792 321,269 USD 7,551 Home Properties Inc. 346,862 471,385 USD 20,162 Weingarten Realty Investors 499,397 540,653 USD 21,209 Hospitality Properties Trust 513,970 534,398 USD 589 Whitestone Real Estate Income Trust 7,590 8,251 USD 125,627 Host Hotels & Resorts Inc. 1,817,913 2,020,733 USD 2,518 Winthrop Realty Trust 49,128 31,197 USD 12,698 Inland Real Estate Corp. 156,040 108,330 55,509,647 71,869,551 61.29 USD 10,237 Investors Real Estate Trust 76,654 82,228 101,775,071 113,961,320 97.19 USD 11,373 Kilroy Realty Corp. 418,332 560,273 USD 68,265 Kimco Realty Corp. 1,587,225 1,321,836 Embedded Broker Commission (101,077) USD 10,200 Kite Realty Group Trust 73,810 51,817 Total Investments $101,673,994 113,961,320 97.19 USD 13,365 LaSalle Hotel Properties 263,301 396,486 USD 26,477 Lexington Realty Trust 191,240 227,769 Other assets less liabilities 3,296,166 2.81 USD 19,797 Liberty Property Trust 583,545 742,486 USD 4,310 LTC Properties Inc. 135,591 159,101 Net Assets Representing Unitholders’ Equity $117,257,486 100.00 USD 22,466 Macerich Co. 957,981 1,350,334 USD 13,700 Mack-Cali Realty Corp. 402,587 405,727 Currency codes used above are as follows: USD 16,889 Medical Properties Trust Inc. 146,766 165,061 AUD - Australian Dollar Mid-America Apartment CAD - Canadian Dollar USD 6,352 Communities Inc. 308,065 440,832 EUR - Euro Dollar GBP - British Pound USD 3,383 Mission West Properties Inc. 30,198 29,619 HKD - Hong Kong Dollar Monmouth Real Estate Investment JPY - Japanese Yen USD 3,300 Corp. 24,676 39,374 NZD - New Zealand Dollar USD 2,800 MPG Office Trust Inc. 7,143 5,701 SGD - Singapore Dollar USD 2,701 National Health Investors Inc. 123,548 140,017 USD - U.S. Dollar ZAR - South Africa Rand USD 16,002 National Retail Properties Inc. 345,217 460,542 USD 16,149 Omega Healthcare Investors Inc. 280,649 369,911 USD 1,006 One Liberty Properties Inc. 16,029 19,244 USD 3,500 Parkway Properties Inc. 86,035 40,798 Pennsylvania Real Estate Investment USD 8,080 Trust 158,800 123,305 Piedmont Office Realty Trust Inc., USD 27,782 Class A 511,876 486,758 USD 8,500 Post Properties Inc. 239,010 423,326 USD 79,966 ProLogis Inc. 3,676,604 2,706,862 USD 3,900 PS Business Parks Inc. 196,192 268,677 USD 26,161 Public Storage 2,136,653 3,844,771 USD 4,700 Ramco-Gershenson Properties Trust 71,704 60,098 USD 22,789 Realty Income Corp. 580,998 969,078

The accompanying notes are an integral part of these financial statements. 173 DFA Global Real Estate Securities Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Real Estate Securities Fund is to achieve long-term capital appreciation primarily through exposure to investments in securities of companies and other entities from around the world that are principally engaged in the real estate industry. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Statement of Investment Portfolio classifies securities by geographic region. The more significant countries as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Country June 30, 2012 December 31, 2011 United States of America 61.29 60.89

The Fund’s market risk is affected by two main components: changes in actual market prices, and foreign currency movements. The Fund will generally invest in a broad and diverse group of securities of companies and other entities from around the world that are principally engaged in the real estate industry. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on global exchanges is 97.19% (December 31, 2011: 99.13%). If equity prices on the global stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have approximately increased (decreased) by $11,396,132 (December 31, 2011: $9,581,966). In practice, actual results may differ from this sensitivity analysis and the difference could be material. The exclusive focus of a Fund on the real estate industry will subject the Fund to the general risks of direct real estate ownership, in addition to other risks. The value of securities in the real estate industry can be affected by changes in real estate values and rental income, property taxes, interest rates, and tax and regulatory requirements and other factors not necessarily related to the equities market. As a result, the performance of the Fund may be materially different from the broad equity market.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency. It is therefore exposed to currency risk, as the value of the securities denominated in other currencies fluctuate due to changes in exchange rates.

The accompanying notes are an integral part of these financial statements. 174 DFA Global Real Estate Securities Fund Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s exposure to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Percentage of Financial Percentage of Instruments Net Assets Instruments Net Assets Exposure (CAD) (%) Exposure (CAD) (%) June 30, 2012 December 31, 2011 United States Dollar 72,113,518 61.50 59,678,012 61.74 Australian Dollar 11,729,666 10.00 10,546,480 10.91 Euro 7,453,101 6.36 7,100,606 7.35 Japanese Yen 7,135,362 6.09 5,780,104 5.98 British Pound 6,228,528 5.31 5,279,125 5.46 Singapore Dollar 3,232,148 2.76 2,581,759 2.67 Hong Kong Dollar 2,232,406 1.90 1,984,056 2.05 South African Rand 726,780 0.62 636,327 0.66 New Zealand Dollar 299,731 0.26 273,579 0.28 111,151,240 94.80 93,860,048 97.10

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies the Fund is exposed to increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets would have decreased or increased, respectively, by approximately $11,115,124 (December 31, 2011: $9,386,005). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of interest rate risk.

(d) Credit risk As at June 30, 2012 and December 31, 2011, the Fund had no other significant investments in debt instruments and/or derivatives and, therefore, did not have any other significant exposure to credit risk. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 175 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Five-Year Global Fixed Income Fund 2012 2011

Assets Investments – at fair value $ 614,964,250 $ 515,846,266 Cash 1,201,783 2,774,044 616,166,033 518,620,310

Unrealized appreciation on forward foreign currency contracts 4,929,680 2,645,994 Due from investment dealers 11,481,403 – Accrued interest and dividends 5,888,380 4,119,801 Subscriptions receivable 3,500,895 1,675,794 641,966,391 527,061,899

Liabilities Unrealized depreciation on forward foreign currency contracts 192,058 2,721,110 Accrued expenses 148,487 148,381 Redemptions payable to unitholders 1,428,134 155,771 Due to investment dealers 10,994,498 – Management fees payable 227,224 217,320 12,990,401 3,242,582

Net Assets representing Unitholders’ Equity $ 628,975,990 $ 523,819,317

Net Assets per Class

Class A $ 114,411,515 $ 108,116,630 Class F $ 406,986,097 $ 368,213,237 Class I $ 107,578,378 $ 47,489,450

Net Assets per Unit

Class A $ 9.94 $ 9.75 Class F $ 9.99 $ 9.82 Class I $ 10.33 $ 10.14

The accompanying notes are an integral part of these financial statements. 176 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Five-Year Global Fixed Income Fund 2012 2011

Investment Income Interest income – bonds $ 7,399,325 $ 6,546,924 Security lending income (note 13) – 1,903 7,399,325 6,548,827

Expenses (note 5) Management fees 1,307,545 1,138,835 Custodian fees 78,023 42,884 Audit fees 38,426 19,672 Legal fees 18,007 11,627 Valuation fees 17,957 18,324 Transaction fees 8,580 15,310 Filing fees 22,772 20,884 Securityholder reporting costs 129,565 108,126 Other expenses 34,582 35,165 1,655,457 1,410,827

Net Investment Income (Loss) 5,743,868 5,138,000

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments (535,689) (7,322,501) Net realized gain (loss) on foreign exchange (12,137) 27,964 Net realized gain (loss) on currency forward contracts (2,056,054) 9,011,695 Change in unrealized appreciation (depreciation) in value of investments 12,527,282 5,538,066 Change in unrealized appreciation (depreciation) in value of foreign exchange from currency and forwards 15 16,459

Net Gain (Loss) on Investments 9,923,417 7,271,683

Increase (Decrease) in Net Assets from Operations $ 15,667,285 $ 12,409,683

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 2,525,375 $ 2,442,047 Class F $ 10,893,662 $ 9,354,721 Class I $ 2,248,248 $ 612,915

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.22 $ 0.23 Class F $ 0.28 $ 0.28 Class I $ 0.29 $ 0.33 * Computed based on weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements. 177 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Five-Year Global Fixed Income Fund 2012 2011 2012 2011

Class A Class F

Net Assets at beginning of period $ 108,116,630 $ 98,762,835 $ 368,213,237 $ 293,722,552

Increase (Decrease) in Net Assets from Operations 2,525,375 2,442,047 10,893,662 9,354,721

Capital Unit Transactions Sales of units 20,875,364 15,328,632 66,384,081 68,132,038 Units redeemed 466,683 (9,936,632) 3,673,564 (23,119,640) Units issued on reinvestment of distribution (17,088,201) 805,414 (37,969,775) 3,847,233 4,253,846 6,197,414 32,087,870 48,859,631

Distributions to Investors From net investment income (484,336) (826,085) (4,208,672) (4,386,763) (484,336) (826,085) (4,208,672) (4,386,763)

Increase (Decrease) in Net Assets for the period 6,294,885 7,813,376 38,772,860 53,827,589

Net Assets at end of period $ 114,411,515 $ 106,576,211 $ 406,986,097 $ 347,550,141

2012 2011 2012 2011

Class I Total

Net Assets at beginning of period $ 47,489,450 $ 16,120,255 $ 523,819,317 $ 408,605,642

Increase (Decrease) in Net Assets from Operations 2,248,248 612,915 15,667,285 12,409,683

Capital Unit Transactions Sales of units 58,044,075 2,923,931 145,303,520 86,384,601 Units redeemed 1,068,756 (24,534) 5,209,003 (33,080,806) Units issued on reinvestment of distribution (145,050) 287,384 (55,203,026) 4,940,031 58,967,781 3,186,781 95,309,497 58,243,826

Distributions to Investors From net investment income (1,127,101) (287,385) (5,820,109) (5,500,233) (1,127,101) (287,385) (5,820,109) (5,500,233)

Increase (Decrease) in Net Assets for the period 60,088,928 3,512,311 105,156,673 65,153,276

Net Assets at end of period $ 107,578,378 $ 19,632,566 $ 628,975,990 $ 473,758,918

The accompanying notes are an integral part of these financial statements. 178 DFA Five-Year Global Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Bonds Canada Provincial Bonds USD 8,200,000 Province of British Columbia 18-May-16 2.100% 8,265,891 8,778,851 USD 6,300,000 Province of British Columbia 25-Apr-17 1.200% 6,314,594 6,476,441 USD 12,000,000 Province of Manitoba Canada 3-Apr-17 1.300% 11,896,426 12,374,194 USD 3,000,000 Province of Ontario 10-May-16 2.300% 2,935,989 3,194,855 USD 10,900,000 Province of Ontario 21-Sep-16 1.600% 10,921,635 11,297,818 40,334,535 42,122,159 6.70

Corporate Bonds USD 2,000,000 Bank of Nova Scotia 29-Mar-16 2.900% 1,950,664 2,131,552 USD 9,000,000 Bank of Nova Scotia 12-Jan-17 2.550% 9,221,278 9,492,482 USD 12,500,000 Royal Bank of Canada 20-Jul-16 2.300% 12,476,173 13,062,218 USD 10,000,000 The Toronto-Dominion Bank 14-Jul-16 2.500% 9,647,876 10,548,016 USD 3,800,000 The Toronto-Dominion Bank 19-Oct-16 2.375% 3,901,917 3,989,754 37,197,908 39,224,022 6.24 77,532,443 81,346,181 12.94

Australia USD 2,000,000 Commonwealth Bank of Australia 19-Mar-15 3.500% 2,086,081 2,125,383 GBP 2,345,000 Commonwealth Bank of Australia 14-Dec-15 3.875% 3,809,293 3,977,441 GBP 6,100,000 National Australia Bank Ltd. 8-Dec-14 5.375% 10,992,370 10,522,473 CAD 8,700,000 Westpac Banking Corp. 1-Dec-14 3.750% 8,772,250 8,930,541 USD 3,200,000 Westpac Banking Corp. 4-Aug-15 3.000% 3,216,648 3,374,518 28,876,642 28,930,356 4.60

Austria USD 10,000,000 Oesterreichische Kontrollbank AG 5-Oct-15 1.750% 9,745,181 10,343,185 USD 2,800,000 Oesterreichische Kontrollbank AG 3-Jun-16 2.000% 2,706,653 2,910,287 USD 4,000,000 Republic of Austria 17-Jun-16 1.750% 4,212,402 4,154,459 EUR 6,600,000 Republic of Austria 15-Sep-16 4.000% 9,577,727 9,502,300 EUR 2,000,000 Republic of Austria 20-Feb-17 3.200% 2,806,227 2,797,810 29,048,190 29,708,041 4.72

Denmark DKK 85,000,000 Denmark Government Bond 15-Nov-16 2.500% 16,205,954 16,034,068 16,205,954 16,034,068 2.55

Finland EUR 6,000,000 Finland Government Bond 15-Apr-17 1.875% 8,121,982 8,048,696 USD 5,000,000 Municipality Finance PLC 16-May-16 2.375% 5,367,596 5,289,788 USD 13,000,000 Municipality Finance PLC 25-Apr-17 1.625% 13,295,764 13,300,824 USD 7,500,000 Republic Of Finland 17-Mar-16 2.250% 7,467,544 8,040,050 34,252,886 34,679,358 5.51

France USD 7,000,000 Agence Francaise de Developpement 15-Jul-15 2.500% 7,324,989 7,322,325 USD 2,000,000 Caisse d’Amortissement de la Dette Sociale 15-Sep-15 1.875% 2,045,237 2,048,927 GBP 7,000,000 Caisse d’Amortissement de la Dette Sociale 7-Dec-15 2.250% 10,838,126 11,297,055 EUR 13,000,000 French Treasury Note BTAN 25-Feb-17 1.750% 16,912,870 16,998,390 GBP 5,700,000 Reseau Ferre de France 23-Dec-15 2.375% 8,888,551 9,219,933 USD 3,000,000 Total Capital Sa 18-Mar-15 2.875% 3,179,093 3,190,976 USD 7,000,000 Total Capital Sa 15-Mar-16 2.300% 6,957,204 7,398,007 USD 2,600,000 Total Capital Sa 28-Jun-17 1.550% 2,655,226 2,653,124 58,801,296 60,128,737 9.55

The accompanying notes are an integral part of these financial statements. 179 DFA Five-Year Global Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Germany EUR 7,200,000 Bundesobligation 14-Oct-16 1.250% 9,591,319 9,577,739 GBP 5,300,000 KFW 7-Sep-16 2.000% 7,148,567 7,136,309 GBP 4,000,000 KFW 7-Sep-16 3.750% 7,072,866 7,002,663 USD 4,000,000 Landeskreditbank Baden-Wuerttemberg Foerderbank 15-Jul-16 2.250% 4,054,204 4,221,243 GBP 12,000,000 Landwirtschaftliche Rentenbank 15-Feb-16 2.500% 11,732,813 12,871,777 GBP 2,000,000 Landwirtschaftliche Rentenbank 7-Dec-16 3.250% 3,366,535 3,431,496 42,966,304 44,241,227 7.03

Great Britain USD 8,000,000 Network Rail Infrastructure Finance PLC 31-Aug-16 1.250% 8,311,374 8,251,906 GBP 8,300,000 United Kingdom Gilt 22-Jan-17 1.750% 13,399,393 13,827,687 21,710,767 22,079,593 3.51

Japan USD 8,000,000 Development Bank of Japan 1-Feb-17 5.125% 9,401,523 9,540,350 USD 8,200,000 Japan Finance Corp. 24-Sep-15 1.875% 8,480,217 8,604,044 USD 2,000,000 Japan Finance Corp. 21-Jan-16 2.500% 1,975,474 2,145,174 19,857,214 20,289,568 3.23

Netherlands USD 2,000,000 Bank Nederlandse Gemeenten 11-Jan-16 2.500% 1,979,166 2,091,686 GBP 5,000,000 Bank Nederlandse Gemeenten 26-Feb-16 5.250% 8,963,054 8,907,986 EUR 2,800,000 Bank Nederlandse Gemeenten 12-Jan-17 2.250% 3,721,287 3,726,480 EUR 3,000,000 Nederlandse Waterschapsbank NV 12-Jul-16 3.000% 4,146,100 4,108,599 USD 7,000,000 Nederlandse Waterschapsbank NV 9-Feb-17 2.125% 7,223,521 7,183,789 EUR 7,000,000 Netherlands Government Bond 15-Jan-17 2.500% 9,631,297 9,570,499 GBP 7,300,000 Rabobank Nederland 10-Sep-15 4.000% 12,353,775 12,344,902 USD 7,000,000 Shell International Finance BV 28-Jun-15 3.100% 7,054,418 7,602,889 55,072,618 55,536,830 8.83

Norway USD 800,000 Eksportfinans ASA 15-Sep-15 2.000% 817,392 728,883 USD 900,000 Eksportfinans ASA 25-May-16 5.500% 1,033,752 900,348 USD 3,000,000 Kommunalbanken AS 19-Jan-16 2.375% 2,932,022 3,183,951 4,783,166 4,813,182 0.77

Sweden USD 3,000,000 Svensk Exportkredit AB 20-Oct-15 1.750% 2,986,479 3,104,971 USD 3,000,000 Svensk Exportkredit AB 30-May-17 1.750% 3,091,604 3,072,780 GBP 1,500,000 Svenska Handelsbanken AB 26-May-16 5.500% 2,596,976 2,653,024 8,675,059 8,830,775 1.40

United States USD 6,536,000 3M Co. 29-Sep-16 1.375% 6,640,698 6,779,070 USD 2,000,000 3M Co. 26-Jun-17 1.000% 2,036,874 2,028,139 USD 3,200,000 Berkshire Hathaway Finance Corp. 15-May-17 1.600% 3,267,355 3,280,434 USD 8,600,000 Berkshire Hathaway Inc. 15-Aug-16 2.200% 8,492,725 9,108,591 USD 3,100,000 Berkshire Hathaway Inc. 31-Jan-17 1.900% 3,133,309 3,218,380 USD 3,700,000 Colgate-Palmolive Co. 15-Jan-17 1.300% 3,676,409 3,814,849 USD 17,000,000 Federal Home Loan Mortgage Corp. 8-Mar-17 1.000% 16,750,596 17,400,481 USD 5,800,000 Federal National Mortgage Association 30-Jan-17 1.250% 5,772,056 5,986,116 USD 10,400,000 Federal National Mortgage Association 27-Apr-17 1.125% 10,558,043 10,679,516 USD 10,500,000 General Electric Capital Corp. 29-Jun-15 3.500% 11,381,875 11,271,249 USD 1,500,000 General Electric Capital Corp. 9-May-16 2.950% 1,493,820 1,575,835

The accompanying notes are an integral part of these financial statements. 180 DFA Five-Year Global Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 3,000,000 General Electric Capital Corp. 9-Jan-17 2.900% 3,084,231 3,154,662 USD 2,510,000 Google Inc. 19-May-16 2.125% 2,424,412 2,667,100 USD 13,000,000 Johnson & Johnson Co. 15-May-16 2.150% 12,651,279 13,850,194 USD 2,826,000 The Bank of New York Mellon Corp. 18-Jun-15 2.950% 2,965,609 3,032,598 USD 7,000,000 The Bank of New York Mellon Corp. 15-Jan-16 2.500% 7,013,917 7,382,542 USD 2,800,000 The Procter & Gamble Co. 15-Aug-16 1.450% 2,820,147 2,905,441 USD 12,200,000 Toyota Motor Credit Corp. 11-Jan-16 2.800% 12,147,738 13,049,418 USD 4,000,000 Wal-Mart Stores Inc. 25-Oct-15 1.500% 3,946,698 4,164,476 120,257,791 125,349,091 19.93

Supranational USD 7,000,000 African Development Bank 15-Mar-16 2.500% 6,698,757 7,581,724 USD 9,000,000 African Development Bank 15-Mar-17 1.125% 8,840,686 9,279,730 USD 16,000,000 Council Of Europe Development Bank 22-Sep-16 1.250% 15,763,454 16,228,043 EUR 7,000,000 European Financial Stability Facility 18-Jul-16 2.750% 10,026,387 9,523,607 GBP 7,000,000 European Investment Bank 8-Jul-15 4.375% 11,831,845 12,059,345 GBP 700,000 European Investment Bank 7-Dec-15 3.000% 1,128,264 1,163,635 EUR 6,800,000 European Union 3-Jun-16 2.750% 9,414,429 9,318,081 USD 9,000,000 Nordic Investment Bank 15-Mar-16 2.250% 8,624,541 9,657,956 USD 8,000,000 Nordic Investment Bank 7-Mar-17 1.000% 7,995,331 8,185,122 80,323,694 82,997,243 13.20 598,364,024 614,964,250 97.77

Total Investments $598,364,024 614,964,250 97.77

Currency Forward Contracts (a) 4,737,622 0.75

Other assets less liabilities 9,274,118 1.48

Net Assets Representing Unitholders’ Equity $628,975,990 100.00

Currency codes used above are as follows: CAD - Canadian Dollar DKK - Danish Krone EUR - Euro GBP - British Pound USD - U.S. Dollar (a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 10, 2012 CAD 136,965,361 GBP 85,586,554 474,764 JPM A+ July 10, 2012 GBP 5,032,259 CAD 8,021,179 4,081 CR SUISSE A+ July 10, 2012 GBP 10,230,685 CAD 16,419,881 (104,295) UBS A July 10, 2012 GBP 8,629,204 CAD 13,826,763 (65,185) CITI A July 10, 2012 GBP 145,017 CAD 231,467 (200) RBC AA- July 10, 2012 CAD 16,494,329 DKK 94,909,885 40,301 JPM A+ July 10, 2012 CAD 6,519,597 EUR 5,040,362 24,233 JPM A+ July 10, 2012 CAD 82,297,101 EUR 63,732,371 167,183 JPM A+ July 10, 2012 CAD 3,035,451 EUR 2,353,979 1,955 UBS A July 10, 2012 CAD 125,450,523 USD 121,184,115 2,047,606 JPM A+ July 10, 2012 CAD 3,596,680 USD 3,507,167 25,320 JPM A+ July 10, 2012 CAD 2,672,432 USD 2,595,138 29,787 RBC AA- July 10, 2012 CAD 4,739,985 USD 4,601,927 53,741 RBC AA- July 16, 2012 CAD 15,496,628 USD 15,142,195 75,225 RBC AA- July 16, 2012 USD 906,709 CAD 931,181 (7,750) RBC AA- July 16, 2012 CAD 123,588,076 USD 120,302,026 1,067,384 CITI A July 16, 2012 USD 1,677,796 CAD 1,720,680 (11,944) RBC AA- July 27, 2012 USD 337,616 CAD 346,611 (2,684) RBC AA- July 27, 2012 CAD 137,310,391 USD 133,889,514 918,100 RBC AA- 4,737,622

(1) Source: Standard & Poor’s RBC = Royal Bank of Canada CITI = Citibank CR SUISSE = Credit Suisse First Boston Corporation UBS = UBS AG Warburg JPM = JP Morgan MS = Morgan Stanley

The accompanying notes are an integral part of these financial statements. 181 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Five-Year Global Fixed Income Fund is to provide a market rate of return for a global fixed income portfolio with relative low volatility of returns, while maintaining its eligibility for investments by registered plans. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Statement of Investment Portfolio classifies securities by geographic region. The more significant countries as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets December 31, Country June 30, 2012 2011 United States of America 19.93 21.70

The Fund’s market risk is affected by three main components: changes in actual market prices, interest rates, and foreign currency movements. The Fund will generally purchase high-quality fixed income securities issued or guaranteed by the Canadian government or its agencies or instrumentalities, other Canadian issuers, or foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on global markets was 97.77% (December 31, 2011: 98.47%). If prices on the global markets had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $61,496,425 (December 31, 2011: $51,584,627). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash, that are denominated in currencies other than the Canadian Dollar, the functional currency. Although the Fund hedges most of its currency exposure, a portion of the Fund’s non-Canadian denominated assets and liabilities may remain exposed to currency risk, as the value of these assets and liabilities denominated in other currencies will fluctuate due to changes in exchange rates.

The accompanying notes are an integral part of these financial statements. 182 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s exposure to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary assets.

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

Financial Forward Percentage of Instruments Contracts Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 British Pound 98,741,576 98,466,071 275,505 0.04% Swiss Franc 176 – 176 0.00% Japanese Yen 121 – 121 0.00% Australian Dollar 4 – 4 0.00% Danish Kroner 16,267,244 16,494,329 (227,085) -0.04% Euro 91,442,807 91,852,149 (409,342) -0.07% United States Dollar 406,231,805 409,856,169 (3,624,364) -0.58% 612,683,733 616,668,718 (3,984,985) -0.65% December 31, 2011 Swiss Franc 178 – 178 0.00% Japanese Yen 126 – 126 0.00% Australian Dollar 4 – 4 0.00% Euro 14,673,454 15,168,381 (494,927) -0.09% United States Dollar 351,473,024 352,019,817 (546,793) -0.10% British Pound 141,354,259 143,930,392 (2,576,133) -0.49% 507,501,045 511,118,590 (3,617,545) -0.68%

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies the Fund is exposed to decreased or increased by 10% (2011: 10%), with all other variables held constant, Net Assets would have increased or decreased, respectively, by approximately $398,499 (December 31, 2011: $361,755). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk The below table summarizes the Fund’s exposure to interest rate risk, categorized by earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 3 months - 1 year years Total June 30, 2012 Debt Instruments $– $– $614,964,250 $614,964,250

December 31, 2011 Debt Instruments $– $– $515,846,266 $515,846,266

As at June 30, 2012, had global interest rates decreased by 1% (2011: 1%) with all other variables remaining constant, based on the duration and convexity of the Fund’s investments, the increase in Net Assets for the year would amount to approximately $23,806,000 (December 31, 2011: $19,999,000). Conversely, had interest rates risen by 1% (2011: 1%), based on the duration and convexity of the Fund’s investments, the decrease in Net Assets would amount to approximately $22,792,000 (December 31, 2011: $19,123,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

The accompanying notes are an integral part of these financial statements. 183 DFA Five-Year Global Fixed Income Fund Discussion of Financial Risk Management (note 11)

(d) Credit risk As at June 30, 2012 and December 31, 2011, the Fund held forward foreign currency contracts to hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the Canadian Dollar. The Fund invests in financial assets, which have an investment grade credit rating as rated primarily by Dominion Bond Rating Services, Standard & Poor’s or Moody’s. The Fund will generally invest in high- quality fixed income securities issued or generated by the Canadian government or its agencies or other instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. Securities will be selected from the entire spectrum of investment grade issues. Ratings for securities that subject the Fund to credit risk at June 30, 2012 and December 31, 2011 are noted below:

Debt Instruments & Derivatives by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2012 December 31, 2011 AAA/Aaa 43.78% 47.11% AA/Aa 52.07% 46.41% A/A 1.66% 2.71% BBB/Baa – 2.24% BB/Ba 0.26% – Total 97.77% 98.47%

All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker/dealer has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 184 Dimensional Funds Statements of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Investment Grade Fixed Income Fund 2012 2011

Assets Investments – at fair value $ 185,650,985 $ 153,949,726 Cash 982,062 3,642,653 186,633,047 157,592,379

Unrealized appreciation on forward foreign currency contracts 504,721 363,114 Due from manager 2,822 2,023 Accrued interest and dividends 1,513,847 1,230,547 Subscriptions receivable 985,466 636,091 189,639,903 159,824,154

Liabilities Unrealized loss on currency forward contracts 22,916 – Accrued expenses 45,708 46,512 Redemptions payable to unitholders 466,322 3,994,505 Management fees payable 67,955 62,082 602,901 4,103,099

Net Assets representing Unitholders’ Equity $ 189,037,002 $ 155,721,055

Net Assets per Class

Class A $ 35,785,390 $ 31,730,139 Class F $ 124,455,445 $ 112,890,412 Class I $ 28,796,167 $ 11,100,504

Net Assets per Unit

Class A $ 10.52 $ 10.38 Class F $ 10.60 $ 10.46 Class I $ 10.54 $ 10.40

The accompanying notes are an integral part of these financial statements. 185 Dimensional Funds Statements of Operations For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Investment Grade Fixed Income Fund 2012 2011

Investment Income Interest income – bonds $ 3,263,000 $ 2,687,736 Security lending income (note 13) 2,836 3,426 3,265,836 2,691,162

Expenses (note 5) Management fees 398,726 293,083 Custodian fees 26,386 9,465 Audit fees 11,494 6,076 Legal fees 5,235 3,376 Valuation fees 17,767 17,263 Transaction fees 4,040 5,587 Filing fees 9,987 10,305 Securityholder reporting costs 47,627 33,534 Other expenses 11,335 11,708 532,597 390,397 Fees recovered or (waived) and expenses absorbed by manager (4,374) (4,633) 528,223 385,764

Net Investment Income (Loss) 2,737,613 2,305,398

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments (607,704) (832,730) Net realized gain (loss) on foreign exchange (6,622) (14,000) Net realized gain (loss) on currency forward contracts 79,376 2,104,260 Change in unrealized appreciation (depreciation) in value of investments 2,916,543 (898,674) Change in unrealized appreciation (depreciation) in value of foreign exchange from currency and forwards 1 862

Net Gain (Loss) on Investments 2,381,594 359,718

Increase (Decrease) in Net Assets from Operations $ 5,119,207 $ 2,665,116

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 825,434 $ 450,814 Class F $ 3,569,754 $ 2,367,056 Class I $ 724,019 $ (152,754)

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.25 $ 0.19 Class F $ 0.31 $ 0.23 Class I $ 0.37 $ (0.24) * Computed based on the weighted average units outstanding during the period

The accompanying notes are an integral part of these financial statements. 186 Dimensional Funds Statements of Changes in Net Assets For the six-month periods ended June 30, 2012 (unaudited) and 2011 (unaudited)

DFA Investment Grade Fixed Income Fund 2012 2011 2012 2011

Class A Class F

Net Assets at beginning of period $ 31,730,139 $ 19,719,206 $ 112,890,412 $ 101,202,175

Increase (Decrease) in Net Assets from Operations 825,434 450,814 3,569,754 2,367,056

Capital Unit Transactions Sales of units 8,813,449 7,385,130 22,864,254 18,463,367 Units redeemed 355,120 (1,885,899) 1,397,161 (16,327,235) Units issued on reinvestment of distribution (5,575,856) 365,789 (14,292,831) 1,191,274 3,592,713 5,865,020 9,968,584 3,327,406

Distributions to Investors From net investment income (362,896) (371,362) (1,973,305) (2,080,586) (362,896) (371,362) (1,973,305) (2,080,586)

Increase (Decrease) in Net Assets for the period 4,055,251 5,944,472 11,565,033 3,613,876

Net Assets at end of period $ 35,785,390 $ 25,663,678 $ 124,455,445 $ 104,816,051

2012 2011 2012 2011

Class I Total

Net Assets at beginning of period $ 11,100,504 $ 54,177,308 $ 155,721,055 $ 175,098,689

Increase (Decrease) in Net Assets from Operations 724,019 (152,754) 5,119,207 2,665,116

Capital Unit Transactions Sales of units 17,160,601 2,750,000 48,838,304 28,598,497 Units redeemed 396,555 (54,626,616) 2,148,836 (72,839,750) Units issued on reinvestment of distribution (154,473) – (20,023,160) 1,557,063 17,402,683 (51,876,616) 30,963,980 (42,684,190)

Distributions to Investors From net investment income (431,039) (45,730) (2,767,240) (2,497,678) (431,039) (45,730) (2,767,240) (2,497,678)

Increase (Decrease) in Net Assets for the period 17,695,663 (52,075,100) 33,315,947 (42,516,752)

Net Assets at end of period $ 28,796,167 $ 2,102,208 $ 189,037,002 $ 132,581,937

The accompanying notes are an integral part of these financial statements. 187 DFA Investment Grade Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Bonds Canada Federal Bonds CAD 10,900,000 Canada Housing Trust No. 1 15-Mar-20 3.750% 11,076,895 12,232,156 CAD 3,800,000 Canada Housing Trust No. 1 15-Jun-21 3.800% 4,185,780 4,302,406 CAD 700,000 Export Development Canada 1-Jun-16 4.300% 760,900 773,367 CAD 12,000,000 Government of Canada 1-Jun-29 5.750% 15,899,460 18,042,716 CAD 15,100,000 Government of Canada 1-Jun-33 5.750% 20,207,000 23,704,200 CAD 1,000,000 Government of Canada 1-Jun-37 5.000% 1,502,960 1,494,170 53,632,995 60,549,015 32.03

Provincial Bonds CAD 1,800,000 Municipal Finance Authority of British Columbia 23-Apr-18 4.600% 1,796,040 2,026,825 CAD 900,000 Province of Alberta 1-Dec-19 4.000% 926,568 1,012,672 CAD 4,400,000 Province of British Columbia 18-Dec-20 3.700% 4,546,287 4,829,581 CAD 500,000 Province of British Columbia 18-Dec-22 2.700% 499,320 502,196 CAD 3,000,000 Province of Manitoba 5-Sep-25 4.400% 3,165,000 3,448,272 CAD 2,600,000 Province of New Brunswick 26-Mar-18 4.450% 2,678,203 2,926,106 CAD 3,000,000 Province of Ontario 2-Jun-19 4.400% 3,064,136 3,399,614 CAD 600,000 Province of Quebec 1-Dec-19 4.500% 613,176 682,644 CAD 2,900,000 Province of Saskatchewan 28-Jul-20 3.900% 2,950,692 3,241,444 20,239,422 22,069,354 11.67

Corporate Bonds CAD 2,000,000 Bank of Nova Scotia 1-Dec-16 2.740% 2,019,000 2,027,705 CAD 2,200,000 Bank of Nova Scotia 16-Jul-14 3.430% 2,232,250 2,272,630 CAD 3,000,000 Caisse Centrale Desjardins du Quebec 4-Dec-14 3.114% 3,016,290 3,082,474 CAD 3,100,000 Canadian Imperial Bank of Commerce 19-Nov-14 3.300% 3,163,550 3,202,902 USD 1,420,000 EnCana Corp. 15-Nov-21 3.900% 1,383,702 1,429,931 CAD 1,500,000 GE Capital Canada Funding Co. 8-Jun-15 4.240% 1,556,250 1,577,144 CAD 1,000,000 GE Capital Canada Funding Co. 1-Jun-16 5.100% 1,090,000 1,087,421 USD 500,000 Husky Energy Inc. 15-Jun-14 5.900% 572,290 553,361 USD 600,000 TransCanada PipeLines Ltd. 1-Jun-15 3.400% 630,913 652,037 15,664,245 15,885,605 8.40 89,536,662 98,503,974 52.11

Australia USD 400,000 BHP Billiton Finance USA Ltd. 1-Apr-14 5.500% 492,370 441,117 CAD 2,300,000 Westpac Banking Corp. 1-Dec-14 3.750% 2,312,400 2,360,947 2,804,770 2,802,064 1.48

Austria EUR 1,000,000 Republic of Austria 20-Feb-17 3.200% 1,388,299 1,398,905 0.74

France USD 1,000,000 France Telecom SA 8-Jul-14 4.375% 1,055,174 1,069,411 EUR 3,800,000 French Treasury Note BTAN 25-Feb-17 1.750% 4,947,317 4,968,758 6,002,491 6,038,169 3.19

Germany USD 600,000 Deutsche Bank AG 18-Aug-14 3.875% 643,417 635,947 GBP 2,000,000 KFW 7-Sep-16 3.750% 3,499,364 3,501,331 4,142,781 4,137,278 2.19

The accompanying notes are an integral part of these financial statements. 188 DFA Investment Grade Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets

Great Britain GBP 800,000 Network Rail Infrastructure Finance PLC 21-Jul-20 4.625% 1,480,464 1,522,091 0.81

Japan USD 600,000 Nomura Holdings Inc. 4-Mar-15 5.000% 665,586 634,164 0.34

Netherlands USD 500,000 Deutsche Telekom International Finance BV 8-Jul-14 4.875% 560,069 541,155 CAD 1,000,000 Rabobank Nederland 5-Feb-15 3.125% 987,000 1,015,185 1,547,069 1,556,340 0.82

Supranational GBP 1,700,000 European Investment Bank 7-Dec-16 3.250% 2,830,215 2,865,001 1.52

Switzerland USD 1,200,000 Credit Suisse 15-May-13 5.000% 1,312,235 1,259,800 USD 500,000 UBS AG 15-Jan-15 3.875% 512,707 526,011 1,824,942 1,785,811 0.94

United States USD 500,000 Ace Ina Holdings 15-May-15 5.600% 583,218 569,472 USD 600,000 Adobe Systems Inc. 1-Feb-15 3.250% 631,854 641,909 USD 1,200,000 Altria Group Inc. 5-May-21 4.750% 1,356,833 1,385,424 USD 750,000 American Express Credit Corp. 25-Aug-14 5.125% 847,678 824,834 USD 1,100,000 Ameriprise Financial Inc. 15-Mar-20 5.300% 1,214,751 1,274,160 USD 600,000 Amgen Inc. 18-Nov-14 4.850% 670,840 663,264 USD 1,000,000 Anheuser-Busch InBev Worldwide Inc. 15-Jan-15 5.000% 1,147,927 1,113,981 USD 900,000 AON Corp. 30-Sep-15 3.500% 887,917 957,504 USD 400,000 Appalachian Power Co. 15-Aug-12 5.650% 512,968 409,443 USD 500,000 Assurant Inc. 15-Feb-14 5.625% 534,790 531,789 USD 700,000 AT&T Inc. 15-Aug-15 2.500% 737,153 741,860 USD 800,000 AT&T Inc. 15-Feb-22 3.000% 792,265 827,381 USD 500,000 Black Hills Corp. 15-May-13 6.500% 579,236 529,549 USD 1,100,000 BlackRock Inc. 10-Dec-14 3.500% 1,150,326 1,187,853 USD 1,100,000 Bristol-Myers Squibb Co. 1-May-18 5.450% 1,328,417 1,346,794 USD 400,000 Burlington Northern Santa Fe Corp. 1-Jul-13 4.300% 495,418 419,966 USD 400,000 Campbell Soup Co. 15-Apr-21 4.250% 442,831 461,344 USD 1,500,000 Capital One Financial Corp. 15-Jul-21 4.750% 1,587,667 1,666,313 USD 774,000 CBS Corp. 15-May-18 4.625% 851,774 859,794 USD 400,000 Chubb Corp. 1-Apr-13 5.200% 504,606 420,166 USD 300,000 Cisco Systems Inc. 14-Mar-14 1.625% 293,762 311,215 USD 600,000 Citigroup Inc. 19-May-15 4.750% 650,867 641,152 USD 500,000 Coca-Cola Enterprises Inc. 1-Mar-15 4.250% 540,110 553,193 USD 700,000 Comcast Corp. 15-Jun-16 4.950% 787,186 800,018 USD 500,000 Constellation Energy Group 15-Jun-15 4.550% 552,887 546,652 USD 400,000 CSX Corp. 1-Aug-13 5.500% 454,165 427,540 USD 600,000 Cytec Industries Inc. 1-Oct-15 6.000% 685,362 670,844 USD 750,000 Dell Inc. 10-Sep-15 2.300% 773,066 787,146 USD 1,000,000 DirectTV Holdings LLC 15-Mar-15 3.550% 1,056,086 1,072,007 USD 1,000,000 Dominion Resources Inc. 15-Mar-21 4.450% 1,112,892 1,157,788 USD 500,000 Duke Energy Corp. 15-Sep-14 3.950% 539,420 540,320 USD 400,000 Eaton Corp. 20-Mar-14 5.950% 495,127 440,429 USD 700,000 Ebay Inc. 15-Oct-15 1.625% 642,703 729,190 USD 600,000 Enterprise Products Operating LLC 1-Mar-15 5.000% 663,992 667,210 USD 700,000 EOG Resources Inc. 1-Jun-15 2.950% 748,034 748,053

The accompanying notes are an integral part of these financial statements. 189 DFA Investment Grade Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Average Fair %of Maturity Coupon Cost Value Net Currency Par Value Description Date Rate ($CAD) ($CAD) Assets USD 1,000,000 Exelon Corp. 15-Jun-15 4.900% 1,097,388 1,106,498 USD 500,000 Hartford Financial Services Group Inc. 15-Jul-13 4.625% 547,837 522,606 USD 425,000 Hartford Financial Services Group Inc. 30-Mar-15 4.000% 456,225 453,773 USD 500,000 HSBC Finance Corp. 15-Jul-13 4.750% 519,001 525,416 USD 400,000 Integrys Energy Group Inc. 1-Dec-12 5.375% 502,081 413,345 USD 400,000 JPMorgan Chase & Co. 1-May-13 4.750% 496,191 419,848 USD 1,100,000 JPMorgan Chase & Co. 15-Aug-21 4.350% 1,138,690 1,181,895 USD 900,000 Kinder Morgan Energy Partners LP 1-Mar-22 4.150% 952,369 941,927 USD 200,000 Lincoln National Corp. 27-Aug-12 5.650% 250,710 205,009 USD 650,000 Lowes Cos. Inc. 15-Oct-15 5.000% 735,342 744,489 USD 1,000,000 Magellan Midstream Partners LP 1-Feb-21 4.250% 1,105,588 1,096,033 USD 1,200,000 Markel Corp. 1-Jun-21 5.350% 1,231,183 1,287,031 USD 184,000 Marsh & McLennan Cos., Inc. 15-Sep-15 5.750% 208,349 207,756 USD 1,100,000 Medtronic Inc. 15-Mar-15 3.000% 1,156,061 1,188,357 USD 700,000 MetLife Inc. 15-Dec-12 5.375% 790,639 726,702 USD 600,000 Nasdaq OMX Group Inc. 15-Jan-15 4.000% 629,692 631,555 USD 600,000 National City Corporation 15-Jan-15 4.900% 666,567 664,314 USD 1,200,000 Northrop Grumman Corp. 15-Mar-21 3.500% 1,249,909 1,291,087 USD 1,235,000 Omnicom Group Inc. 15-Aug-20 4.450% 1,312,500 1,355,700 USD 500,000 PepsiCo Inc. 15-Jan-15 3.100% 539,560 536,110 USD 750,000 Pitney Bowes Inc. 15-Jun-13 3.875% 803,942 781,084 USD 500,000 PPL Energy Supply LLC 15-Aug-14 5.400% 561,137 546,082 USD 600,000 Prudential Financial Inc. 15-Jan-15 6.200% 687,182 670,520 USD 700,000 Quest Diagnostics Inc. 1-Nov-15 5.450% 784,942 794,816 USD 500,000 Questar Corp. 1-Feb-16 2.750% 496,571 528,892 USD 900,000 Raytheon Co. 15-Feb-20 4.400% 996,561 1,040,277 USD 1,100,000 Safeway Inc. 15-Aug-19 5.000% 1,146,265 1,158,378 USD 600,000 Sempra Energy 15-Mar-14 2.000% 569,756 620,383 USD 600,000 Southwest Airlines Co. 1-Oct-14 5.250% 639,518 661,120 USD 400,000 Spectra Energy Capital LLC 15-Aug-14 5.668% 435,835 440,616 USD 600,000 State Street Corp. 30-May-14 4.300% 658,832 649,025 USD 500,000 State Street Corp. 7-Mar-21 4.375% 540,137 578,334 USD 1,000,000 Sunoco Logistics Partners Operations LP 15-Feb-22 4.650% 1,009,589 1,047,431 USD 500,000 SunTrust Banks Inc. 5-Nov-12 5.250% 552,979 516,380 USD 1,000,000 Target Corp. 15-Jan-22 2.900% 999,930 1,040,213 USD 700,000 TD Ameritrade 1-Dec-14 4.150% 734,838 753,334 GBP 400,000 Tennessee Valley Authority 7-Jun-21 5.350% 767,848 790,784 USD 595,000 The Charles Schwab Corp. 1-Jun-14 4.950% 674,635 649,638 USD 600,000 The Charles Schwab Corp. 22-Jul-20 4.450% 636,182 677,417 USD 400,000 The Goldman Sachs Group Inc. 15-Jan-15 5.125% 433,028 425,158 USD 800,000 The Western Union Co. 22-Aug-18 3.650% 856,595 881,762 USD 1,000,000 Thermo Fisher Scientific Inc. 1-May-15 3.200% 1,024,180 1,082,442 USD 600,000 Time Warner Cable Inc. 1-Feb-20 5.000% 588,345 685,980 USD 1,250,000 Union Bank NA 6-Jun-16 3.000% 1,193,217 1,324,152 USD 1,000,000 Unum Group 15-Sep-20 5.625% 1,074,866 1,095,025 USD 400,000 Valero Energy Corp. 1-Feb-15 4.500% 437,980 437,884 USD 1,000,000 Wells Fargo & Co. 8-Mar-22 3.500% 998,854 1,047,533 USD 1,000,000 Williams Partners LP 15-Nov-21 4.000% 1,009,208 1,057,520 63,752,962 64,407,188 34.07

Total Investments $175,976,241 185,650,985 98.21

Currency Forward Contracts (a) 481,805 0.25

Other assets less liabilities 2,904,212 1.54

Net Assets Representing Unitholders’ Equity $189,037,002 100.00

(a) See next page

The accompanying notes are an integral part of these financial statements. 190 DFA Investment Grade Fixed Income Fund Statement of Investment Portfolio as at June 30, 2012 (unaudited)

Currency codes used above are as follows: CAD - Canadian Dollar EUR - Euro GBP - British Pound USD - U.S. Dollar (a) Currency Forward Contracts Unrealized Gain Rating of the Settlement Date Purchased Currency Sold Currency (Loss) Counterparty Counterparty (1) July 20, 2012 CAD 1,393,803 GBP 868,621 8,278 RBC AA- July 20, 2012 CAD 7,489,861 GBP 4,709,994 (22,916) RBC AA- July 20, 2012 CAD 6,415,446 EUR 4,969,516 9,456 RBC AA- July 20, 2012 CAD 72,712,104 USD 70,910,965 486,987 RBC AA- 481,805

(1) Source: Standard & Poor’s RBC = Royal Bank of Canada

The accompanying notes are an integral part of these financial statements. 191 DFA Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Investment Grade Fixed Income Fund is to provide exposure to a diversified portfolio of Canadian and foreign government and corporate debt securities with an investment grade credit rating. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Statement of Investment Portfolio classifies securities by geographic region. The more significant countries as a percentage of Net Assets are as follows:

% of Fund’s % of Fund’s Net Assets Net Assets Country June 30, 2012 December 31, 2011 Canada 52.10 57.77 United States of America 34.07 32.52

The Fund’s market risk is affected by three main components: changes in actual market prices, interest rates, and foreign currency movements. The Fund will generally purchase a diversified portfolio of investment grade fixed income securities selected from the entire spectrum of investment grade issues, which are issued or guaranteed by the Canadian government or its agencies or instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, traded on global exchanges is 98.21% (December 31, 2011: 98.87%). If prices on the global markets had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $18,565,099 (December 31, 2011: $15,394,973). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund holds assets and liabilities, including cash and cash equivalents that are denominated in currencies other than the Canadian Dollar, the functional currency. Although the Fund hedges most of its currency exposure, a portion of the Fund’s non-Canadian denominated assets and liabilities may remain exposed to currency risk, as the value of these assets and liabilities denominated in other currencies will fluctuate due to changes in exchange rates.

The accompanying notes are an integral part of these financial statements. 192 DFA Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s exposure to currency risk as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

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

Financial Forward Percentage of Instruments Contracts Net Assets Exposure (CAD) Exposure (CAD) Net Exposure (CAD) (%) June 30, 2012 British Pound 8,883,509 8,883,664 (155) 0.00% Euro 6,411,835 6,415,446 (3,611) 0.00% United States Dollar 72,137,909 72,712,104 (574,195) -0.30% 87,433,253 88,011,214 (577,961) -0.30% December 31, 2011 British Pound 4,905,724 5,020,480 (114,756) -0.07% United States Dollar 57,324,989 58,229,569 (904,580) -0.58% 62,230,713 63,250,049 (1,019,336) -0.65%

As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies the Fund is exposed to decreased or increased by 10% (2011: 10%), with all other variables held constant, Net Assets would have increased or decreased, respectively, by approximately $57,796 (December 31, 2011: $101,934). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk The below table summarizes the Fund’s exposure to interest rate risk as at June 30, 2012 and December 31, 2011, categorized by earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2012 Debt Instruments $614,452 $5,066,873 $67,939,311 $112,030,349 $185,650,985

December 31, 2011 Debt Instruments $408,211 $3,151,796 $66,398,169 $ 83,991,550 $153,949,726

As at June 30, 2012, had global interest rates decreased by 1% (2011: 1%) with all other variables remaining constant, based on the duration and convexity of the Fund’s investments, the increase in Net Assets for the year would amount to approximately $13,130,000 (December 31, 2011: $10,727,000). Conversely, had interest rates risen by 1% (2011: 1%), based on the duration and convexity of the Fund’s investments, the decrease in Net Assets would amount to approximately $11,724,000 (December 31, 2011: $9,525,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk As at June 30, 2012 and December 31, 2011, the Fund held forward foreign currency contracts to generally hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the Canadian Dollar.

The accompanying notes are an integral part of these financial statements. 193 DFA Investment Grade Fixed Income Fund Discussion of Financial Risk Management (note 11)

The Fund invests in financial assets, which have an investment grade credit rating as rated primarily by Dominion Bond Rating Services, Standard & Poor’s or Moody’s. The Fund will generally invest in investment grade fixed income securities issued or generated by the Canadian government or its agencies or other instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers, and supranational organizations. Ratings for securities that subject the Fund to credit risk at June 30, 2012 and December 31, 2011 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2012 December 31, 2011 AAA/Aaa 44.97% 43.33% AA/Aa 11.88% 17.43% A/A 23.14% 21.20% BBB/Baa 18.22% 16.31% BB/Ba 0% 0.60% Total 98.21% 98.87%

All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is only made once the broker has received payment. Payment is made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the majority of the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 194 Dimensional Funds Statement of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) 2012 2011

Assets Investments – at fair value $ 76,414,504 $ 31,056,899 Cash 876,422 105,455 77,290,926 31,162,354

Due from manager 8,347 5,589 Subscriptions receivable 778,778 28,084 78,078,051 31,196,027

Liabilities Accrued expenses 0 13,438 Redemptions payable to unitholders 51,683 5,346 Due to investment dealers 1,150,000 90,000 Management fees payable 61,243 26,010 1,262,280 134,794

Net Assets representing Unitholders’ Equity $ 76,815,125 $ 31,061,233

Net Assets per Class

Class A $ 49,708,789 $ 22,317,032 Class F $ 27,106,336 $ 8,744,201

Net Assets per Unit

Class A $ 10.15 $ 9.98 Class F $ 10.18 $ 10.02

The accompanying notes are an integral part of these financial statements. 195 Dimensional Funds Statement of Operations For the six-month period ended June 30, 2012 (unaudited)

DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) 2012

Investment Income Underlying funds’ distributions $ 848,862

Expenses (note 5) Management fees 296,414 Custodian fees 11,482 Audit fees 2,629 Legal fees 1,082 Valuation fees 9,158 Transaction fees 6,085 Filing fees 1,422 Securityholder reporting costs 4,860 Other expenses 4,707 337,839 Fees recovered or (waived) and expenses absorbed by manager (note 5) (230) 337,609

Net Investment Income (Loss) 511,253

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 131 Net realized gain (loss) on foreign exchange 12 Change in unrealized appreciation (depreciation) in value of investments 268,683

Net Gain (Loss) on Investments 268,826

Increase (Decrease) in Net Assets from Operations $ 780,079

Increase (Decrease) in Net Assets from Operations for the period

Class A $ 503,483 Class F $ 276,596

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ 0.14 Class F $ 0.15 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements. 196 Dimensional Funds Statement of Changes in Net Assets For the six-month period ended June 30, 2012 (unaudited)

DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) 2012 2012

Class A Class F

Net Assets at beginning of period $ 22,317,032 $ 8,744,201

Increase (Decrease) in Net Assets from Operations 503,483 276,596

Capital Unit Transactions Sales of units 28,717,666 18,724,389 Units redeemed 405,450 304,102 Units issued on reinvestment of distribution (1,826,518) (618,714) 27,296,598 18,409,777

Distributions to Investors From net investment income (408,324) (324,238) (408,324) (324,238)

Increase (Decrease) in Net Assets for the period 27,391,757 18,362,135

Net Assets at end of period $ 49,708,789 $ 27,106,336

2012

Total

Net Assets at beginning of period $ 31,061,233

Increase (Decrease) in Net Assets from Operations 780,079

Capital Unit Transactions Sales of units 47,442,055 Units redeemed 709,552 Units issued on reinvestment of distribution (2,445,232) 45,706,375

Distributions to Investors From net investment income (732,562) (732,562)

Increase (Decrease) in Net Assets for the period 45,753,892

Net Assets at end of period $ 76,815,125

The accompanying notes are an integral part of these financial statements. 197 DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Investment Funds CAD 3,300,278 DFA 5 Year Global Fixed Income Fund Class I 33,861,849 34,124,870 44.42 CAD 458,777 DFA Canadian Core Equity Fund Class I 7,141,852 6,840,372 8.90 CAD 327,964 DFA Canadian Vector Equity Fund - Class I 3,111,073 2,938,557 3.83 CAD 131,634 DFA Global Real Estate Securities Fund Class I 1,122,541 1,236,041 1.61 CAD 498,343 DFA International Core Equity Fund Class I 3,588,590 3,523,284 4.59 CAD 353,663 DFA International Core Equity Fund - Class I(H) 3,565,534 3,540,167 4.61 CAD 325,508 DFA International Vector Equity Fund - Class I 3,081,064 3,020,716 3.93 CAD 1,076,167 DFA Investment Grade Fixed Income Fund - Class I 11,197,381 11,353,561 14.78 CAD 361,757 DFA US Core Equity Fund Class I 3,250,253 3,433,070 4.47 CAD 285,911 DFA US Core Equity Fund - Class I(H) 3,297,704 3,456,659 4.50 CAD 251,468 DFA US Vector Equity Fund - Class I 2,800,146 2,947,207 3.84 76,017,987 76,414,504 99.48

Total Investments $76,017,987 76,414,504 99.48

Other assets less liabilities 400,621 0.52

Net Assets Representing Unitholders’ Equity $76,815,125 100.00

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

The accompanying notes are an integral part of these financial statements. 198 DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) is to seek total return considering of long-term capital appreciation and current income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 40% in equity securities and 60% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign currency movements and interest rates. The Fund will generally invest in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, indirectly traded on global equity exchanges is 39.92% (December 31, 2011: 39.86%). If equity prices on the global stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $3,066,359 (December 31, 2011: $1,238,169). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund invests in the Underlying Funds and is exposed to indirect currency risk in the event that the other Underlying Funds invest in financial instruments that are denominated in a currency other than the Canadian dollar. While some of the currency risk in the Underlying Funds may be managed by investing in funds that hedge a partial or majority of its currency risk, a significant portion of the Underlying Funds’ assets and liabilities remain unhedged.

The accompanying notes are an integral part of these financial statements. 199 DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s indirect net exposure to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

Currency Exposure for Class A and Class F Units

Financial Percentage of Instruments Net Assets Exposure (CAD) (%) June 30, 2012 United States Dollar 8,202,364 10.68 Japanese Yen 1,058,284 1.38 Euro 689,701 0.90 Hong Kong Dollar 603,299 0.79 British Pound 525,223 0.68 Australian Dollar 459,448 0.60 Swiss Franc 417,309 0.54 Korean Won 372,946 0.49 New Taiwan Dollar 282,040 0.37 Swedish Krona 227,137 0.30 South African Rand 199,699 0.26 Singapore Dollar 189,531 0.25 Indian Rupee 176,167 0.23 Brazilian Real 158,960 0.21 Indonesian Rupiah 97,406 0.13 Mexican Peso 96,227 0.13 Malaysian Ringgit 94,638 0.12 Norwegian Kroner 80,690 0.11 Thai Baht 69,807 0.09 Danish Krone 58,192 0.08 Philippine Peso 57,595 0.07 Turkish Lira 52,425 0.07 Chilean Peso 45,452 0.06 Polish Zloty 41,623 0.05 Israeli Shekel 27,382 0.04 New Zealand Dollar 22,820 0.03 Hungarian Forint 9,760 0.01 Czech Koruna 9,408 0.01 14,325,533 18.68

The accompanying notes are an integral part of these financial statements. 200 DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) Discussion of Financial Risk Management (note 11)

Currency Exposure for Class A and Class F Units

Financial Percentage of Instruments Net Assets Exposure (CAD) (%) December 31, 2011 United States Dollar 3,369,816 10.85 Japanese Yen 447,285 1.44 Euro 292,720 0.94 Hong Kong Dollar 243,522 0.78 Australian Dollar 192,026 0.62 Swiss Franc 180,999 0.58 Korean Won 158,250 0.51 British Pound 155,932 0.50 New Taiwan Dollar 120,690 0.39 Swedish Krona 93,959 0.30 South African Rand 79,226 0.26 Singapore Dollar 69,770 0.22 Indian Rupee 67,702 0.22 Brazilian Real 64,173 0.21 Malaysian Ringgit 39,269 0.13 Indonesian Rupiah 38,072 0.12 Mexican Peso 32,758 0.11 Norwegian Kroner 31,434 0.10 Danish Krone 26,976 0.09 Thai Baht 25,781 0.08 Chilean Peso 18,233 0.06 Turkish Lira 14,790 0.05 Polish Zloty 13,914 0.04 Philippine Peso 13,649 0.04 Israeli Shekel 12,661 0.04 New Zealand Dollar 9,116 0.03 Hungarian Forint 4,076 0.01 Czech Koruna 3,671 0.01 5,820,470 18.73

The Fund is indirectly exposed to currency risk. As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the Fund would have decreased or increased by approximately $1,432,553 (December 31, 2011: $582,047). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk The Fund’s holdings in the Underlying Funds indirectly expose it to risks associated with the effects of fluctuation in prevailing levels of market interest rates or its financial position and cash flows.

The below table summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2012 and December 31, 2011, categorized by earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2012 Debt Instruments $36,904 $304,316 $37,445,103 $6,728,541 $44,514,864

December 31, 2011 Debt Instruments $12,152 $ 93,825 $15,699,160 $2,500,334 $18,305,471

The accompanying notes are an integral part of these financial statements. 201 DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) Discussion of Financial Risk Management (note 11)

As at June 30, 2012, had global interest rates decreased by 1% (2011: 1%) with all other variables remaining constant, based on the duration and convexity of the underlying funds’ investments, the increase in Net Assets for the year would amount to approximately $2,125,000 (December 31, 2011: $852,000). Conversely, had interest rates risen by 1% (2011: 1%), based on the duration and convexity of the underlying funds’ investments, the decrease in Net Assets would amount to approximately $1,983,000 (December 31, 2011: $793,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk The Fund invests in the Underlying Funds and is exposed to indirect credit risk in the event that one or more of the Underlying Funds invest in debt instruments. Ratings for securities that are primarily rated by Standard & Poor’s that subject the Fund to indirect credit risk at June 30, 2012 and December 31, 2011 are noted below:

Debt Instruments by rating category

As a % of Net As a % of Net Assets Assets Rating June 30, 2012 December 31, 2011 AAA/Aaa 26.10% 27.60% AA/Aa 24.89% 23.42% A/A 4.16% 4.38% BBB/Baa 2.62% 3.44% BB/Ba 0.19% 0.09% Total 57.96% 58.93%

All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 202 Dimensional Funds Statement of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) 2012 2011

Assets Investments – at fair value $ 157,911,040 $ 45,061,266 Cash 1,047,287 168,922 158,958,327 45,230,188

Due from manager – 5,887 Due from investment dealers 173,000 – Subscriptions receivable 1,512,891 543,332 160,644,218 45,779,407

Liabilities Accrued expenses 1,788 14,391 Redemptions payable to unitholders 254,940 161 Due to investment dealers 1,559,000 500,000 Management fees payable 118,821 31,941 1,934,549 546,493

Net Assets representing Unitholders’ Equity $ 158,709,669 $ 45,232,914

Net Assets per Class

Class A $ 86,967,962 $ 24,372,212 Class F $ 71,741,707 $ 20,860,702

Net Assets per Unit

Class A $ 10.17 $ 9.99 Class F $ 10.21 $ 10.01 * The Fund changed its name on March 5, 2012.

The accompanying notes are an integral part of these financial statements. 203 Dimensional Funds Statement of Operations For the six-month period ended June 30, 2012 (unaudited)

DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) 2012

Investment Income Underlying funds’ distributions $ 1,655,667

Expenses (note 5) Management fees 477,288 Custodian fees 11,438 Audit fees 4,354 Legal fees 1,786 Valuation fees 9,123 Transaction fees 7,613 Filing fees 2,396 Securityholder reporting costs 11,032 Other expenses 8,103 533,133 Fees recovered or (waived) and expenses absorbed by manager (note 5) 8,764 541,897

Net Investment Income (Loss) 1,113,770

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on sale of investments 2,042 Net realized gain (loss) on foreign exchange (5) Change in unrealized appreciation (depreciation) in value of investments (783,934)

Net Gain (Loss) on Investments (781,897)

Increase (Decrease) in Net Assets from Operations $ 331,873

Increase (Decrease) in Net Assets from Operations for the period

Class A $ (1,137) Class F $ 333,010

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ (0.00) Class F $ 0.07 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements. 204 Dimensional Funds Statement of Changes in Net Assets For the six-month period ended June 30, 2012 (unaudited)

DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) 2012 2012

Class A Class F

Net Assets at beginning of period $ 24,372,212 $ 20,860,702

Increase (Decrease) in Net Assets from Operations (1,137) 333,010

Capital Unit Transactions Sales of units 64,594,582 52,246,739 Units redeemed 664,107 751,816 Units issued on reinvestment of distribution (1,984,933) (1,642,440) 63,273,756 51,356,115

Distributions to Investors From net investment income (676,869) (808,120) (676,869) (808,120)

Increase (Decrease) in Net Assets for the period 62,595,750 50,881,005

Net Assets at end of period $ 86,967,962 $ 71,741,707

2012

Total

Net Assets at beginning of period $ 45,232,914

Increase (Decrease) in Net Assets from Operations 331,873

Capital Unit Transactions Sales of units 116,841,321 Units redeemed 1,415,923 Units issued on reinvestment of distribution (3,627,373) 114,629,871

Distributions to Investors From net investment income (1,484,989) (1,484,989)

Increase (Decrease) in Net Assets for the period 113,476,755

Net Assets at end of period $ 158,709,669

The accompanying notes are an integral part of these financial statements. 205 DFA Global 60EQ-40FI Portfolio (formerly DFA Global Balanced Fund) Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Investment Funds CAD 4,528,587 DFA 5 Year Global Fixed Income Fund Class I 46,480,971 46,825,586 29.50 CAD 1,416,941 DFA Canadian Core Equity Fund Class I 22,167,953 21,126,583 13.31 CAD 1,013,372 DFA Canadian Vector Equity Fund - Class I 9,658,789 9,079,810 5.72 CAD 403,691 DFA Global Real Estate Securities Fund Class I 3,486,517 3,790,660 2.39 CAD 1,539,394 DFA International Core Equity Fund Class I 11,184,393 10,883,514 6.86 CAD 1,092,323 DFA International Core Equity Fund - Class I(H) 11,159,739 10,934,150 6.89 CAD 1,005,552 DFA International Vector Equity Fund - Class I 9,603,009 9,331,522 5.88 CAD 1,476,819 DFA Investment Grade Fixed Income Fund - Class I 15,380,700 15,580,445 9.82 CAD 1,114,008 DFA US Core Equity Fund Class I 10,165,668 10,571,934 6.66 CAD 886,834 DFA US Core Equity Fund - Class I(H) 10,429,406 10,721,819 6.76 CAD 773,466 DFA US Vector Equity Fund - Class I 8,756,060 9,065,017 5.71 158,473,205 157,911,040 99.50

Total Investments $158,473,205 157,911,040 99.50

Other assets less liabilities 798,629 0.50

Net Assets Representing Unitholders’ Equity $158,709,669 100.00

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

The accompanying notes are an integral part of these financial statements. 206 DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) is to seek total return consisting of long-term capital appreciation and current income at levels consistent with the Fund’s asset allocation strategy. The Fund will generally invest its assets to achieve a target asset allocation of approximately 60% in equity securities and 40% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the underlying funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by three main components: changes in actual market prices, foreign and forward currency movements and interest rates. The Fund will generally invest in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities, real estate securities, and fixed income securities. As at June 30, 2012 and December 31, 2011, the Fund’s investments, as a percentage of Net Assets, indirectly traded on global equity exchanges is 59.65% (December 31, 2011: 59.23%). If equity prices on the global stock exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $9,466,418, (December 31, 2011: $2,678,959). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund invests in the Underlying Funds and is exposed to indirect currency risk in the event that the Underlying Funds invest in financial instruments that are denominated in a currency other than the Canadian dollar. While some of the currency risk in the Underlying Funds may be managed by investing in funds that hedge a partial or majority of its currency risk, a significant portion of the Underlying Funds’ assets and liabilities remain unhedged.

The accompanying notes are an integral part of these financial statements. 207 DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s indirect exposure to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

Currency Exposure for Class A and Class F Units

Financial Percentage Instruments of Net Assets Exposure (CAD) (%) June 30, 2012 United States Dollar 25,644,255 16.16 Japanese Yen 3,267,475 2.06 Euro 2,167,538 1.37 Hong Kong Dollar 1,863,011 1.17 British Pound 1,595,483 1.01 Australian Dollar 1,416,523 0.89 Swiss Franc 1,289,030 0.81 Korean Won 1,152,005 0.73 New Taiwan Dollar 871,198 0.55 Swedish Krona 701,608 0.44 South African Rand 616,689 0.39 Singapore Dollar 584,690 0.37 Indian Rupee 544,164 0.34 Brazilian Real 491,014 0.31 Indonesian Rupiah 300,881 0.19 Mexican Peso 297,238 0.19 Malaysian Ringgit 292,330 0.18 Norwegian Kroner 249,244 0.16 Thai Baht 215,629 0.14 Danish Krone 200,903 0.13 Philippine Peso 177,909 0.11 Turkish Lira 161,936 0.10 Chilean Peso 140,398 0.09 Polish Zloty 128,570 0.08 Israeli Shekel 84,581 0.05 New Zealand Dollar 70,418 0.04 Hungarian Forint 30,148 0.02 Czech Koruna 29,060 0.02 44,583,928 28.10

The accompanying notes are an integral part of these financial statements. 208 DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) Discussion of Financial Risk Management (note 11)

Currency Exposure for Class A and Class F Units

Financial Percentage Instruments of Net Assets Exposure (CAD) (%) December 31, 2011 United States Dollar 7,356,158 16.26 Japanese Yen 969,599 2.14 Euro 651,468 1.44 Hong Kong Dollar 527,342 1.17 British Pound 424,783 0.94 Australian Dollar 416,810 0.92 Swiss Franc 391,846 0.87 Korean Won 342,592 0.76 New Taiwan Dollar 261,280 0.58 Swedish Krona 203,412 0.45 South African Rand 171,561 0.38 Singapore Dollar 151,238 0.33 Indian Rupee 146,569 0.32 Brazilian Real 138,929 0.31 Malaysian Ringgit 85,011 0.19 Indonesian Rupiah 82,423 0.18 Mexican Peso 70,916 0.16 Norwegian Kroner 68,050 0.15 Danish Krone 58,400 0.13 Thai Baht 55,812 0.12 Chilean Peso 39,473 0.09 Turkish Lira 32,020 0.07 Polish Zloty 30,123 0.07 Philippine Peso 29,550 0.07 Israeli Shekel 27,409 0.06 New Zealand Dollar 19,755 0.04 Hungarian Forint 8,825 0.02 Czech Koruna 7,947 0.02 12,769,301 28.24

The Fund is indirectly exposed to currency risk. As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies increased or decreased by 10% (December 31, 2011: 10%), with all other variables held constant, Net Assets of the Fund would have decreased or increased by approximately $4,458,393 (December 31, 2011: $1,276,930). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk The Fund’s holdings in the Underlying Funds indirectly expose it to risks associated with the effects of fluctuation in prevailing levels of market interest rates or its financial position and cash flows. The below table summarizes the Fund’s indirect exposure to interest rate risk as at June 30, 2012 and December 31, 2011, categorized by earlier of contractual re-pricing or maturity dates.

Less than 3 months 1-5 More than 3 months - 1 year years 5 years Total June 30, 2012 Debt Instruments $50,643 $417,612 $51,382,013 $9,233,550 $61,083,818

December 31, 2011 Debt Instruments $11,833 $ 91,363 $15,249,519 $2,434,709 $17,787,424

The accompanying notes are an integral part of these financial statements. 209 DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) Discussion of Financial Risk Management (note 11)

As at June 30, 2012, had global interest rates decreased by 1% (2011: 1%) with all other variables remaining constant, based on the duration and convexity of the underlying funds’ investments, the increase in Net Assets for the year would amount to approximately $2,916,000 (December 31, 2011: $828,000). Conversely, had interest rates risen by 1% (2011: 1%), based on the duration and convexity of the underlying funds’ investments, the decrease in Net Assets would amount to approximately $2,721,000 (December 31, 2011: $771,000). In practice, the actual results may differ from this sensitivity analysis and the difference could be material.

(d) Credit risk The Fund invests in the Underlying Funds and is exposed to indirect credit risk in the event that one or more of the Underlying Funds invest in debt instruments. Ratings for securities that are primarily rated by Standard & Poor’s that subject the Fund to indirect credit risk at June 30, 2012 and December 31, 2011 are noted below:

Debt Instruments by rating category

As a % of As a % of Net Assets Net Assets Rating June 30, 2012 December 31, 2011 AAA/Aaa 17.33% 18.42% AA/Aa 16.53% 15.62% A/A 2.76% 2.93% BBB/Baa 1.74% 2.30% BB/Ba 0.13% 0.06% Total 38.49% 39.33%

All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Underlying Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s indirect liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 210 Dimensional Funds Statement of Net Assets As at June 30, 2012 (unaudited) and December 31, 2011

DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) 2012 2011

Assets Investments – at fair value $ 95,923,150 $ 35,099,994 Cash 405,619 332,927 96,328,769 35,432,921

Due from manager 7,014 5,954 Subscriptions receivable 1,450,096 285,252 97,785,879 35,724,127

Liabilities Accrued expenses 7,157 13,630 Redemptions payable to unitholders 15,787 – Due to investment dealers 1,273,000 375,000 Management fees payable 70,804 25,361 1,366,748 413,991

Net Assets representing Unitholders’ Equity $ 96,419,131 $ 35,310,136

Net Assets per Class

Class A $ 51,475,141 $ 19,708,298 Class F $ 44,943,990 $ 15,601,838

Net Assets per Unit

Class A $ 10.12 $ 9.92 Class F $ 10.16 $ 9.94

The accompanying notes are an integral part of these financial statements. 211 Dimensional Funds Statement of Operations For the six-month period ended June 30, 2012 (unaudited)

DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) 2012

Investment Income Underlying funds’ distributions $ 995,095

Expenses (note 5) Management fees 336,643 Custodian fees 11,530 Audit fees 3,188 Legal fees 1,308 Valuation fees 9,196 Transaction fees 5,374 Filing fees 1,734 Securityholder reporting costs 9,105 Other expenses 6,449 384,527 Fees recovered or (waived) and expenses absorbed by manager (note 5) 2,402 386,929

Net Investment Income (Loss) 608,166

Realized and Unrealized Gain (Loss) on Investments Net realized gain (loss) on foreign exchange (4) Change in unrealized appreciation (depreciation) in value of investments (999,813)

Net Gain (Loss) on Investments (999,817)

Increase (Decrease) in Net Assets from Operations $ (391,651)

Increase (Decrease) in Net Assets from Operations for the period

Class A $ (487,466) Class F $ 95,815

Increase (Decrease) in Net Assets from Operations per unit for the period*

Class A $ (0.13) Class F $ 0.03 * Computed based on the weighted average units outstanding during the period.

The accompanying notes are an integral part of these financial statements. 212 Dimensional Funds Statement of Changes in Net Assets For the six-month period ended June 30, 2012 (unaudited)

DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) 2012 2012

Class A Class F

Net Assets at beginning of period $ 19,708,298 $ 15,601,838

Increase (Decrease) in Net Assets from Operations (487,466) 95,815

Capital Unit Transactions Sales of units 33,880,305 30,771,541 Units redeemed 393,426 412,570 Units issued on reinvestment of distribution (1,625,688) (1,487,350) 32,648,043 29,696,761

Distributions to Investors From net investment income (393,734) (450,424) (393,734) (450,424)

Increase (Decrease) in Net Assets for the period 31,766,843 29,342,152

Net Assets at end of period $ 51,475,141 $ 44,943,990

2012

Total

Net Assets at beginning of period $ 35,310,136

Increase (Decrease) in Net Assets from Operations (391,651)

Capital Unit Transactions Sales of units 64,651,846 Units redeemed 805,996 Units issued on reinvestment of distribution (3,113,038) 62,344,804

Distributions to Investors From net investment income (844,158) (844,158)

Increase (Decrease) in Net Assets for the period 61,108,995

Net Assets at end of period $ 96,419,131

The accompanying notes are an integral part of these financial statements. 213 DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) Statement of Investment Portfolio as at June 30, 2012 (unaudited)

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

Investment Funds CAD 1,421,090 DFA Canadian Core Equity Fund Class I 22,283,176 21,188,459 21.97 CAD 1,015,729 DFA Canadian Vector Equity Fund - Class I 9,713,615 9,100,935 9.44 CAD 407,632 DFA Global Real Estate Securities Fund Class I 3,494,446 3,827,666 3.97 CAD 1,537,719 DFA International Core Equity Fund Class I 11,288,874 10,871,671 11.28 CAD 1,090,704 DFA International Core Equity Fund - Class I(H) 10,846,831 10,917,947 11.32 CAD 502,292 DFA International Vector Equity Fund - Class I(H) 4,923,664 4,646,196 4.82 CAD 522,382 DFA International Vector Equity Fund - Class I 4,894,370 4,847,703 5.03 CAD 1,117,645 DFA US Core Equity Fund Class I 10,318,973 10,606,447 11.00 CAD 885,989 DFA US Core Equity Fund - Class I(H) 10,071,184 10,711,602 11.11 CAD 470,340 DFA US Vector Fund - Class I(H) 4,675,009 4,567,001 4.74 CAD 395,693 DFA US Vector Equity Fund - Class I 4,252,066 4,637,523 4.81 96,762,208 95,923,150 99.49

Total Investments $96,762,208 95,923,150 99.49

Other assets less liabilities 495,981 0.51

Net Assets Representing Unitholders’ Equity $96,419,131 100.00

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

The accompanying notes are an integral part of these financial statements. 214 DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) Discussion of Financial Risk Management (note 11)

Financial Risk Management

In addition to the following risk disclosures, please see the risk disclosure in the Financial Risk Management section of the Notes to the Financial Statements. The fundamental investment objective of the DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) is to seek long-term capital appreciation primarily through exposure to investments in equity securities. The Fund’s exposure to these securities may be achieved through investments in other mutual funds or directly in individual securities. The Fund’s overall risk management program seeks to minimize the potentially adverse effect of risk on the Fund’s financial performance in a manner consistent with the Fund’s investment objective.

(a) Other market risk The Fund is exposed to other market risk as a result of the Underlying Funds’ investments in securities that are subject to market fluctuations. The Fund’s underlying market risk is affected by two main components: changes in actual market prices and foreign currency movements. The Fund will generally invest in a broad and diverse group of funds that invest in Canadian, U.S. and international equity securities and real estate securities. As at June 30, 2012, the Fund’s investments, as a percentage of Net Assets, indirectly traded on global exchanges is 98.61% (December 31, 2011: 98.57%). If equity prices on the global exchanges had increased or decreased by 10% (2011: 10%), with all other factors remaining constant, Net Assets would have increased (decreased) by approximately $9,507,918 (December 31, 2011: $3,480,514). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(b) Currency risk The Fund invests in the Underlying Funds and is exposed to indirect currency risk in the event that the Underlying Funds invest in financial instruments that are denominated in a currency other than the Canadian dollar. While some of the currency risk in the Underlying Funds may be managed by investing in funds that hedge a partial or majority of its currency risk, a significant portion of the Underlying Funds’ assets and liabilities remain unhedged.

The accompanying notes are an integral part of these financial statements. 215 DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) Discussion of Financial Risk Management (note 11)

The table below summarizes the Fund’s indirect exposure to currency risks as at June 30, 2012 and December 31, 2011. Amounts shown are based on the fair value of monetary and non-monetary assets.

Indirect Currency Exposure for Class A and Class F Units

Financial Percentage Instruments of Net Assets Exposure (CAD) (%) June 30, 2012 United States Dollar 21,504,109 22.30 Japanese Yen 2,513,996 2.61 Hong Kong Dollar 1,872,217 1.94 Australian Dollar 1,427,947 1.48 Swiss Franc 1,294,093 1.34 Korean Won 1,157,451 1.20 Euro 910,577 0.94 Taiwan Dollar 875,057 0.91 British Pound 775,310 0.80 Swedish Krona 704,752 0.73 South African Rand 620,059 0.64 Singapore Dollar 587,617 0.61 Indian Rupee 546,341 0.57 Brazilian Real 493,164 0.51 Indonesian Rupiah 302,236 0.31 Mexican Peso 298,859 0.31 Malaysian Ringgit 293,796 0.30 Norwegian Kroner 250,391 0.26 Danish Krone 218,902 0.23 Thai Baht 216,909 0.22 Philippine Peso 178,841 0.19 Turkish Lira 162,502 0.17 Chilean Peso 141,097 0.15 Polish Zloty 129,181 0.13 Israeli Shekel 85,095 0.09 New Zealand Dollar 70,782 0.07 Hungarian Forint 30,245 0.03 Czech Koruna 29,182 0.03 37,690,708 39.07

The accompanying notes are an integral part of these financial statements. 216 DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) Discussion of Financial Risk Management (note 11)

Indirect Currency Exposure for Class A and Class F Units

Financial Percentage Instruments of Net Assets Exposure (CAD) (%) December 31, 2011 United States Dollar 7,821,123 22.15 Japanese Yen 965,023 2.73 Hong Kong Dollar 685,087 1.94 Swiss Franc 509,139 1.44 Korean Won 445,157 1.26 Australian Dollar 435,282 1.23 Taiwan Dollar 339,501 0.96 Euro 337,082 0.95 British Pound 325,207 0.92 Swedish Krona 264,307 0.75 South African Rand 222,883 0.63 Singapore Dollar 196,340 0.56 Indian Rupee 190,445 0.54 Brazilian Real 180,520 0.51 Malaysian Ringgit 110,463 0.31 Indonesian Rupiah 107,097 0.30 Mexican Peso 92,149 0.26 Norwegian Kroner 88,423 0.25 Danish Krone 75,884 0.21 Thai Baht 72,523 0.21 Chilean Peso 51,290 0.15 Turkish Lira 41,604 0.12 Polish Zloty 39,141 0.11 Philippine Peso 38,396 0.11 Israeli Shekel 35,615 0.10 New Zealand Dollar 25,651 0.07 Hungarian Forint 11,467 0.03 Czech Koruna 10,326 0.03 13,717,125 38.83

The Fund is indirectly exposed to currency risk. As at June 30, 2012, if the exchange rate between the Canadian Dollar and the foreign currencies increased or decreased by 10% (2011: 10%), with all other variables held constant, Net Assets of the Fund would have decreased or increased by approximately $3,769,071 (December 31, 2011: $1,371,713). In practice, actual results may differ from this sensitivity analysis and the difference could be material.

(c) Interest rate risk As at June 30, 2012 and December 31, 2011, the majority of the Underlying Fund’s financial assets and liabilities were non-interest bearing. As a result, the Fund is not subject to a significant amount of indirect interest rate risk.

(d) Credit Risk As at June 30, 2012 and December 31, 2011, the Underlying Funds had no significant investments in debt instruments and/or derivatives and, therefore, did not have any significant indirect exposure to credit risk. All transactions in listed securities are settled upon delivery using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer

The accompanying notes are an integral part of these financial statements. 217 DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) Discussion of Financial Risk Management (note 11)

has received payment. Payment is generally made on a purchase once the securities have been received by the dealer. The transaction will fail if either party fails to meet its obligation. Also, risks may arise upon entering into currency contracts from the potential inability of the counterparties to meet the terms of their contracts.

(e) Liquidity risk As at June 30, 2012 and December 31, 2011, the Underlying Fund’s investments are considered readily realizable and highly liquid, therefore the Fund’s indirect liquidity risk is considered minimal. All liabilities mature within 3 months.

The accompanying notes are an integral part of these financial statements. 218 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

1. Establishment of Trusts Each of the Dimensional Funds (the “Funds”) is an open-end investment trust established under the laws of the province of British Columbia by a Master Declaration of Trust (the “Declaration of Trust”) originally made as of October 20, 2003. The DFA U.S. Vector Equity Fund, the DFA International Vector Equity Fund and the DFA Five-Year Global Fixed Income Fund were established under the original Declaration of Trust. The DFA Canadian Core Equity Fund was established by amendment and restatement of the Declaration of Trust dated June 1, 2004; the DFA U.S. Core Equity Fund and the DFA International Core Equity Fund were established by amendment and restatement of the Declaration of Trust dated June 1, 2005; the DFA Global Real Estate Securities Fund was established by amendment and restatement of the Declaration of Trust dated January 3, 2008; the DFA Investment Grade Fixed Income Fund, was established by amendment and restatement of the Declaration of Trust dated January 8, 2009. The DFA Canadian Vector Equity Fund, the DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund), the DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) and the DFA Global Equity Portfolio (formerly the DFA Global Equity Fund) were established by amendment and restatement of the Declaration of Trust dated June 24, 2011. Dimensional Fund Advisors Canada ULC (“Dimensional” or the “Manager”) is the trustee and manager of the Funds. Each of the Funds commenced operations on October 24, 2003, except the DFA Canadian Core Equity Fund, which commenced operations on June 18, 2004, the DFA U.S. Core Equity Fund and the DFA International Core Equity Fund, both of which commenced operations on June 6, 2005, the DFA Global Real Estate Securities Fund which commenced operations on January 8, 2008, the DFA Investment Grade Fixed Income Fund which commenced operations on January 20, 2009; The DFA Canadian Vector Equity Fund which commenced operations on July 11, 2011 and the DFA Global 40EQ-60FI Portfolio, the DFA Global 60EQ-40FI Portfolio and the DFA Global Equity Portfolio each of which commenced operations on September 7, 2011.

At a special meeting held on November 5, 2009, Dimensional received unitholder approval to merge the DFA U.S. Small Cap Fund into the DFA U.S. Value Fund (renamed the DFA U.S. Vector Equity Fund), and the DFA International Small Cap Fund into the DFA International Value Fund (renamed the DFA International Vector Equity Fund).

The purchase method of accounting was adopted for the merger of the Funds. Under this method, one of the Funds in each merger is identified as the acquiring Fund and is known as the Continuing Fund and the other is known as the Terminating Fund. The DFA U.S. Value Fund and the DFA International Value Fund were identified as the Continuing Funds and the DFA U.S. Small Cap Fund and the DFA International Small Cap Fund as the Terminating Funds.

On November 17, 2009, the DFA U.S. Small Cap Fund was merged into DFA U.S. Value Fund, and the DFA International Small Cap Fund into DFA International Value Fund. The holders of Class A and F units of the DFA U.S. Small Cap Fund received 1,024,284 Class A and 3,769,485 Class F units of the DFA U.S. Value Fund, respectively, and holders of Class A and F units of the DFA International Small Cap Fund received 1,222,878 Class A and 5,264,894 Class F units of the DFA International Value Fund respectively. The value of the shares of the Continuing Funds issued was equal to the fair values of the assets transferred from the Terminating Funds. Following the mergers, the DFA U.S. Small Cap Fund and the DFA International Small Cap Fund were wound up. The DFA U.S. Value Fund was renamed the DFA U.S. Vector Equity Fund and the DFA International Value Fund was renamed the DFA International Vector Equity Fund.

219 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

The financial statements of the Funds include the Statements of Investment Portfolio for each Fund as at June 30, 2012, the Statements of Net Assets as at June 30, 2012 and December 31, 2011 and the Statements of Operations and Changes in Net Assets for each Fund for the six-month periods ended June 30, 2012 and 2011, except for the DFA Canadian Vector Equity Fund, DFA Global 40EQ-60FI Portfolio, DFA Global 60EQ-40FI Portfolio and DFA Global Equity Portfolio, which are presented as at June 30, 2012 and December 31, 2011 and for the six-month periods ended June 30, 2012.

The Funds included in this report are:

• DFA Canadian Core Equity Fund • DFA Canadian Vector Equity Fund • DFA U.S. Core Equity Fund • DFA U.S. Vector Equity Fund • DFA International Core Equity Fund • DFA International Vector Equity Fund • DFA Global Real Estate Securities Fund • DFA Five-Year Global Fixed Income Fund • DFA Investment Grade Fixed Income Fund • DFA Global 40EQ-60FI Portfolio (formerly the DFA Global Conservative Fund) • DFA Global 60EQ-40FI Portfolio (formerly the DFA Global Balanced Fund) • DFA Global Equity Portfolio (formerly the DFA Global Equity Fund)

The Funds each offer Class A, Class F and Class I units. No Class I units of the DFA Global 40EQ- 60FI Portfolio, the DFA Global 60EQ-40FI Portfolio and the DFA Global Equity Portfolio were outstanding at the time of this report and therefore, no information with respect to these units is included. The DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, and the DFA International Vector Equity Fund also offer Class A(H), Class F(H), and Class I(H) units (the “hedged classes”). Only the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund and the DFA International Vector Equity Fund had Class A(H), Class F(H) and Class I(H) units outstanding and therefore these are the only Funds that present information for Class A(H), F(H) and I(H) units.

Class A and A(H) units are available to all investors. Class F and F(H) units have lower fees than Class A and A(H) units and are usually only available to investors who have fee-based accounts with dealers who have signed an agreement with the Dimensional. The Manager does not pay a trailer fee to dealers who sell Class F and F(H) units, which means the Manager can charge a lower management fee on the Class F and F(H) units. Class I and I(H) units are only available to large private or institutional investors who have entered into an agreement with the Manager of the Funds and meet certain other conditions. No management fees are charged to the Funds with respect to the Class I and I(H) units. Instead, each Class I and I(H) investor negotiates a separate fee that is paid directly to Dimensional.

Each of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, and the DFA International Vector Equity Fund use forward foreign currency contracts to hedge a majority of the foreign currency exposure of that portion of the respective Fund that is attributable to the hedged classes of units. The hedged classes of units for the DFA U.S. Core Equity Fund and the DFA International Core Equity Fund were created on December 17, 2008. The hedged classes of units for the DFA U.S. Vector Equity Fund were created on June 22, 2009. The hedged classes of units for the DFA International Vector Equity Fund were created on June 29, 2010. The

220 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

foreign currency exposure of the portion of the Fund that is attributable to the unhedged classes of units is not hedged. Accordingly, for the unhedged classes the return on these units is based on both the performance of the respective Fund’s portfolio investments and the performance of the foreign currency in which these investments were purchased relative to the Canadian Dollar. In contrast, the hedged classes of units will have a return that is generally based on the performance of the respective Fund’s portfolio investments because a majority of the foreign currency exposure of the portion of the Fund that is attributable to the hedged classes of units will generally be hedged using derivative instruments such as foreign currency forward contracts. In general, hedged classes for U.S.-based strategies will have a higher percentage of direct currency hedging as the international hedged classes do not hedge against all currencies and also utilize cross-hedges against an alternate currency (rather than direct hedging) against some currencies.

2. Significant Accounting Policies These financial statements have been prepared in accordance with Canadian generally accepted accounting principles (“Canadian GAAP”), which include estimates and assumptions by Dimensional that may affect the reported amounts of assets, liabilities, income and expenses during the reporting periods. Actual results could vary from these estimates.

Financial Instruments The Funds’ financial instruments consist of cash, investments, including derivative contracts, which are categorized as held for trading, subscriptions receivable, due from investment dealers, accrued interest and dividends receivable, management fees payable, due to Manager, accrued expenses, redemptions payable to unitholders, distributions payable and due to investment dealers. Accrued interest and dividends receivable, subscriptions receivable, due from manager and amounts due from investment dealers are designated as loans and receivables and recorded at amortized cost. Similarly, amounts due to investment dealers, management fee payable, due to Manager, redemption payable to unitholders, distributions payable and accrued expenses are designated as financial liabilities and reported at amortized cost. Amortized cost approximates fair value for these assets and liabilities due to their short term nature. Cash and cash equivalents is comprised of cash on deposit with commercial banks.

Fair Value Measurements CICA 3862, Financial Instruments – Disclosures establishes a three-tier hierarchy as a framework for disclosing fair value based on inputs used to value the Fund’s investments. The hierarchy of inputs is summarized below:

• Level 1 – quoted prices (unadjusted) in active markets for identical assets or liabilities • Level 2 – inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly (i.e., as prices) or indirectly (i.e., derived from prices) • Level 3 – inputs for the asset or liability that are not based on observable market data (unobservable inputs)

Changes in valuation methods may result in transfers into or out of an investment’s assigned level.

A summary of the inputs used to value the Funds’ Net Assets is disclosed previously in the Fair Value Measurements note. A valuation hierarchy table has been included at Note 12 Fair Value Disclosure.

221 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

(a) Valuation of investments The Net Assets of an investment fund for financial reporting purposes are calculated in accordance with Canadian GAAP. Section 14.2 of National Instrument 81-106 Investment Fund Continuous Disclosure (“NI 81-106”) issued by the Canadian Securities Administrators, requires an investment fund to calculate its daily Net Asset Value for the purchase and redemption of units based on the fair value of the investment fund’s assets and liabilities as determined using the closing price of investments which differs from the valuation techniques under Canadian GAAP.

The differences between the Net Assets per unit and the Net Asset Value per unit is due to different pricing methodologies used to calculate the Net Assets for financial statements and the Net Asset Value for fund pricing purposes. For investments that are traded in an active market where quoted prices are readily and regularly available, Canadian GAAP requires bid prices (for investments held) and ask prices (for investments sold short) to be used in the fair valuation of investments for financial statements, rather than the use of closing sale prices currently used for the purpose of determining Net Asset Value for fund pricing purposes. For investments that are not traded in an active market, Canadian GAAP requires the use of specific valuation techniques, rather than the use of valuation techniques by virtue of general practice in the investment funds industry. These changes account for the difference between Net Assets per unit and Net Asset Value per unit (Note 3).

The fair value of investments was determined as follows: (i) Securities traded in an active market are valued at the last bid prices through recognized public stock exchanges or through recognized investment dealers on the valuation date. Securities with no available bid prices are valued at the closing sale prices. (ii) Securities not traded in an active market are valued using valuation techniques, on such basis and in such manner established by the Manager. (iii) Investments in Underlying Funds are valued at the classes Net Asset Value per unit as of the valuation date.

(b) Allocation of expenses Expenses generally are allocated among the classes on a pro-rata basis with the exception of expenses related to currency hedging, which are allocated on a pro-rata basis to only the hedged classes of units.

(c) Transaction costs Transaction costs, such as brokerage commissions incurred in the purchase and sale of securities are expensed, and are included in “Broker commission expense” in the Statements of Operations.

(d) Unit valuation and valuation date Units are issued and redeemed on a continuing basis at the Net Asset Value per unit which is determined for each class of units of each Fund on each valuation day. For each Fund, a “valuation day” is any day that the Toronto Stock Exchange is open for business, unless the Fund is not accepting orders to purchase, switch or redeem units on that day (in the circumstances described in simplified prospectus for the Funds in the section called “Purchases, switches, and redemptions”). To determine the Net Asset Value per unit for a class of units of a Fund, the Manager or its agent determines the value of the proportionate share of the assets of the Fund attributable to the particular

222 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

class less the liabilities of the Fund attributed to only that class and the proportionate share of the common liabilities of the Fund allocated to that class. This amount is then divided by the total number of units of that class then held by investors.

(e) Investment transactions Investment transactions are accounted for on the trade date. All income, net realized gains (losses), unrealized appreciation (depreciation) in the value of investments and transaction costs are attributable to investments and derivative instruments which are deemed held for trading.

(f) Revenue recognition (i) Interest income is recorded on the accrual basis. (ii) Dividend income is recorded on the ex-dividend date and is net of withholding taxes. (iii) Realized gains and losses on investments and unrealized appreciation (depreciation) in the value of investments are calculated with reference to the average cost of the related investments. (iv) Income received from income trusts is recorded on the ex-dividend date. (v) Income, realized gain (loss) and unrealized appreciation (depreciation) are allocated among the classes on a pro-rata basis with the exception of realized appreciation (depreciation) on forward currency contracts, which are allocated on a pro-rata basis to only the hedged classes of units. (vi) Income received from securities lending is recorded on the accrual basis. (vii) Distributions from Underlying Funds are recognized on the distribution date.

(g) Foreign exchange Foreign currency amounts are expressed in Canadian Dollars on the following basis: (i) Fair value of investments, other assets and liabilities at the rate of exchange prevailing at period end, and (ii) Value of investment transactions, income and expenses at the rates prevailing on the respective dates of such transactions. Foreign exchange gains/losses are included in “Net realized gain (loss) on foreign exchange”.

(h) Currency forward contracts The Funds may buy and sell forward currency contracts, which are agreements between two parties to buy and sell currencies at a set price on a future date. The Canadian Dollar value of forward currency contracts is determined using current forward currency exchange rates supplied by a quotation service. The fair value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in fair value is recorded as an unrealized appreciation or depreciation in the value of the contract. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

During the period ended June 30, 2012, the DFA Five-Year Global Fixed Income Fund, the DFA Investment Grade Fixed Income Fund, the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund and the DFA

223 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

Global Real Estate Securities Fund entered into a significant amount of forward foreign currency contracts to exchange one currency for another. For the DFA International Core Equity Fund, the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Vector Equity Fund, and the DFA Global Real Estate Securities Fund, these contracts are entered into in connection with the settlement of equity trades or to repatriate foreign currencies to the Canadian Dollar. For the DFA Five-Year Global Fixed Income Fund, the DFA Investment Grade Fixed Income Fund and for the Class A(H), Class F(H) and Class I(H) units of the DFA U.S. Core Equity Fund, the DFA International Core Equity Fund, the DFA U.S. Vector Equity Fund, and the DFA International Vector Equity Fund, these contracts are also entered into to hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. Accordingly, for the DFA U.S. Core Equity Fund, the DFA International Core Equity Fund, the DFA U.S. Vector Equity Fund and the DFA International Vector Equity Fund, the unrealized and realized gains/losses and related expenses of these currency contracts were allocated to the Fund’s respective Class A(H), F(H) units and I(H) units.

(i) Increase/(decrease) in net assets from operations per unit The increase/(decrease) in Net Assets from operations per unit in the Statements of Operations represents the net increase/(decrease) in Net Assets from operations for the period attributed to the class of units, divided by the weighted average units outstanding during the period of that class of units.

(j) Fair valuation of non-Canadian and non-U.S. securities and of securities listed on U.S. exchanges on a U.S. holiday For the purpose of calculating the net asset value for unitholder reporting (trading) purposes, the Funds may use fair value pricing with a view to deter excessive short-term trading in the Funds and to mitigate market timing opportunities. Fair value pricing is designed to provide a more accurate net asset value by making fair value factor adjustments to quoted or published prices of the non-Canadian and non-U.S. securities for significant events occurring between the earlier close of the relevant foreign securities exchanges and the time at which net asset value is determined. For these purposes we have determined that movements in relevant indices or other appropriate market indicators after the close of the Tokyo Stock Exchange or London Stock Exchange demonstrate that market quotations may be unreliable and may trigger fair value pricing. Consequently, fair valuation of such securities may occur on a daily basis. Hence, the fair value of securities for the purpose of calculating the net asset value of the Funds may differ from the closing market price of the securities.

In addition to the above, the Funds holding equity securities listed on certain principal U.S. exchanges (the “U.S. Exchange Listed Securities”) may fair value price such securities on certain U.S. holidays when the U.S. exchange is closed but the TSX is open using data provided by an independent pricing service. When such a fund uses fair value pricing for these purposes, the values assigned to the U.S. Exchange Listed Securities may not be the last quoted or published prices of the investments on their primary markets or exchanges.

224 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

3. Reconciliation of net assets to net asset value The Net Assets per unit calculated in accordance with Canadian GAAP for financial statements and the Net Asset Value per unit for fund pricing purposes of an investment fund as at June 30, 2012 and December 31, 2011 are as follows:

2012 2011 Net Assets Net Asset Value Net Assets Net Asset Value Per Unit ($) Per Unit ($) Per Unit ($) Per Unit ($) As at June 30, 2012 As at December 31, 2011 DFA Canadian Core Equity Fund Class A 14.43 14.47 14.90 14.93 Class F 14.69 14.73 15.19 15.21 Class I 14.87 14.91 15.38 15.40

DFA Canadian Vector Equity Fund Class A 8.39 8.41 8.78 8.79 Class F 8.42 8.45 8.81 8.83 Class I 8.93 8.96 9.34 9.36

DFA U.S. Core Equity Fund Class A 9.22 9.22 8.59 8.59 Class A(H) 15.48 15.49 14.42 14.42 Class F 9.32 9.32 8.68 8.69 Class F(H) 15.56 15.56 14.49 14.50 Class I 9.48 9.49 8.83 8.84 Class I(H) 12.09 12.09 11.26 11.26

DFA U.S. Vector Equity Fund Class A 10.52 10.52 9.83 9.84 Class A(H) 12.31 12.31 11.52 11.52 Class F 10.76 10.76 10.05 10.06 Class F(H) 11.55 11.55 10.79 10.80 Class I 11.72 11.72 10.95 10.95 Class I(H) 9.71 9.71 – –

DFA International Core Equity Fund Class A 8.38 8.44 8.24 8.25 Class A(H) 12.31 12.40 11.97 11.98 Class F 8.48 8.54 8.34 8.34 Class F(H) 12.36 12.45 12.01 12.02 Class I 7.03 7.07 6.91 6.91 Class I(H) 9.95 10.01 9.66 9.67

DFA International Vector Equity Fund Class A 9.77 9.85 9.60 9.61 Class A(H) 9.15 9.22 8.87 8.88 Class F 9.99 10.06 9.81 9.82 Class F(H) 9.23 9.30 8.93 8.95 Class I 9.21 9.28 9.04 9.06 Class I(H) 9.18 9.25 – –

DFA Global Real Estate Securities Fund Class A 9.51 9.53 8.46 8.47 Class F 9.47 9.49 8.43 8.44 Class I 9.37 9.39 8.35 8.35

225 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

2012 2011

Net Assets Net Asset Value Net Assets Net Asset Value Per Unit ($) Per Unit ($) Per Unit ($) Per Unit ($) As at June 30, 2012 As at December 31, 2011 DFA Five-Year Global Fixed Income Fund Class A 9.94 9.95 9.75 9.77 Class F 9.99 10.01 9.82 9.83 Class I 10.33 10.34 10.14 10.16

DFA Investment Grade Fixed Income Fund Class A 10.52 10.53 10.38 10.38 Class F 10.60 10.61 10.46 10.47 Class I 10.54 10.55 10.40 10.41 DFA Global 40EQ-60FI Portfolio Class A 10.15 10.15 9.98 9.98 Class F 10.18 10.18 10.02 10.02

DFA Global 60EQ-40FI Portfolio Class A 10.17 10.17 9.99 9.99 Class F 10.21 10.21 10.01 10.01

DFA Global Equity Portfolio Class A 10.12 10.12 9.92 9.92 Class F 10.16 10.16 9.94 9.94

4. Unitholders’ Equity Unitholders’ equity includes amounts representing Fund units, undistributed net income (accumulated deficit), undistributed realized gains (losses) on the sale of investments and unrealized appreciation/ (depreciation) in value of investments. Each Fund has an unlimited number of units of each class authorized without par value. The Funds have no restrictions or specific capital requirements on the subscription or redemptions of units. The following units were issued and redeemed at the then current class Net Asset Value per unit during the periods ended June 30, 2012 and 2011, as applicable. The Manager has policies and procedures in place to manage the capital of the Funds in accordance with each Fund’s investment objectives, strategies and restrictions as detailed in the simplified prospectus. DFA Canadian Core Equity Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 10,845,525 25,819,919 3,250,419 10,580,531 25,987,730 2,350,528 Units issued 891,723 3,089,829 2,461,847 1,675,713 3,657,080 1,204,709 Units issued on reinvestment of distribution 32,197 203,443 48,372 35,049 176,819 23,273 Units redeemed (1,729,798) (3,227,526) (192,841) (785,424) (2,504,670) (68,291) Units outstanding – end of period 10,039,647 25,885,665 5,567,797 11,505,869 27,316,959 3,510,219

DFA Canadian Vector Equity Fund* 2012 Class A Class F Class I Units outstanding – beginning of period 247,321 5,955,509 902,984 Units issued 218,277 2,955,714 1,586,396 Units issued on reinvestment of distribution 1,373 45,040 19,137 Units redeemed (21,022) (907,205) (214) Units outstanding – end of period 445,949 8,049,058 2,508,303 * The DFA Canadian Vector Equity Fund commenced operations on July 11, 2011.

226 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

DFA U.S. Core Equity Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 8,593,804 21,304,461 3,244,934 8,585,609 19,309,162 1,968,927 Units issued 1,012,615 2,570,213 2,622,078 1,700,217 3,530,198 457,662 Units issued on reinvestment of distribution 4,389 111,715 26,896 1,011 80,776 6,882 Units redeemed (1,245,052) (2,325,834) (12,092) (673,942) (2,124,574) (18,968) Units outstanding – end of period 8,365,756 21,660,555 5,881,816 9,612,895 20,795,562 2,414,503

DFA U.S. Core Equity Fund 2012 2011 Class A (H) Class F (H) Class I (H) Class A (H) Class F (H) Class I (H) Units outstanding – beginning of period 1,983,201 7,472,008 1,399,101 1,716,792 7,670,175 97,024 Units issued 234,468 634,201 1,250,853 356,868 843,355 393,642 Units issued on reinvestment of distribution 553 32,624 17,164 326 22,632 1,128 Units redeemed (335,708) (1,113,892) (17,033) (146,509) (1,270,654) (132) Units outstanding – end of period 1,882,514 7,024,941 2,650,085 1,927,477 7,265,508 491,662

DFA U.S. Vector Equity Fund 2012 2011 Class A Class F Class I Class A Class F Units outstanding – beginning of period 2,150,134 12,511,626 620,059 2,589,374 11,075,849 Units issued 112,531 1,767,548 897,133 140,804 2,437,712 Units issued on reinvestment of distribution – 44,176 9,588 1,871 34,437 Units redeemed (587,334) (1,295,761) (755) (231,137) (1,413,833) Units outstanding – end of period 1,675,331 13,027,589 1,526,025 2,500,912 12,134,165

DFA U.S. Vector Equity Fund 2012 2011 Class A (H) Class F (H) Class I (H) Class A (H) Class F (H) Units outstanding – beginning of period 300,087 1,004,318 – 155,085 827,018 Units issued 47,772 149,219 467,978 183,565 410,872 Units issued on reinvestment of distribution – 3,471 2,362 454 3,687 Units redeemed (42,728) (245,584) – (60,469) (304,014) Units outstanding – end of period 305,131 911,424 470,340 278,635 937,563

DFA International Core Equity Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 9,475,358 22,937,770 4,427,274 9,329,866 21,220,208 2,220,533 Units issued 1,234,474 3,392,022 3,390,606 1,788,168 3,194,082 1,054,011 Units issued on reinvestment of distribution 87,939 294,418 91,763 86,607 253,266 26,945 Units redeemed (1,356,112) (2,391,626) (11,100) (770,721) (2,398,087) (17,764) Units outstanding – end of period 9,441,659 24,232,584 7,898,543 10,433,920 22,269,469 3,283,725

DFA International Core Equity Fund 2012 2011 Class A (H) Class F (H) Class I (H) Class A (H) Class F (H) Units outstanding – beginning of period 1,198,426 6,322,822 1,092,364 989,342 5,173,121 Units issued 200,067 1,212,251 1,405,320 237,232 898,582 Units issued on reinvestment of distribution 11,185 64,598 39,006 9,114 50,033 Units redeemed (200,854) (1,064,788) – (110,427) (339,240) Units outstanding – end of period 1,208,824 6,534,883 2,536,690 1,125,261 5,782,496

227 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

DFA International Vector Equity Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 2,603,413 11,490,867 3,529,941 3,140,915 13,172,745 1,873,144 Units issued 118,527 3,167,501 996,388 185,938 1,544,514 407,906 Units issued on reinvestment of distribution 17,047 116,467 72,767 23,931 107,689 36,036 Units redeemed (702,152) (1,528,784) (6,326) (264,002) (1,828,015) (4,389) Units outstanding – end of period 2,036,835 13,246,051 4,592,770 3,086,782 12,996,933 2,312,697

DFA International Vector Equity Fund 2012 2011 Class A (H) Class F (H) Class I (H) Class A (H) Class F (H) Units outstanding – beginning of period 358,088 1,799,305 – 138,463 1,124,217 Units issued 67,471 134,975 495,314 292,677 451,171 Units issued on reinvestment of distribution 3,543 7,012 6,977 3,300 9,328 Units redeemed (18,224) (780,977) – (76,377) (53,985) Units outstanding – end of period 410,878 1,160,315 502,291 358,063 1,530,731

DFA Global Real Estate Securities Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 1,037,480 7,810,838 2,642,302 1,091,792 7,882,018 1,399,912 Units issued 111,372 768,789 1,062,535 148,829 1,150,100 822,390 Units issued on reinvestment of distribution 8,007 81,406 53,416 3,991 45,017 22,573 Units redeemed (165,016) (879,037) (114,644) (84,840) (1,216,160) (8,818) Units outstanding – end of period 991,843 7,781,996 3,643,609 1,159,772 7,860,975 2,236,057

DFA Five-Year Global Fixed Income Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 11,084,789 37,498,699 4,681,599 10,380,168 30,694,790 1,631,280 Units issued 2,113,384 6,670,112 5,646,951 1,602,335 7,060,304 297,239 Units issued on reinvestment of distribution 47,214 370,044 104,109 83,803 397,911 28,772 Units redeemed (1,729,974) (3,818,658) (14,035) (1,039,242) (2,406,559) (2,472) Units outstanding – end of period 11,515,413 40,720,197 10,418,624 11,027,064 35,746,446 1,954,819

DFA Investment Grade Fixed Income Fund 2012 2011 Class A Class F Class I Class A Class F Class I Units outstanding – beginning of period 3,057,912 10,788,986 1,066,957 1,995,074 10,173,835 5,504,626 Units issued 845,794 2,176,551 1,641,835 750,061 1,860,666 279,756 Units issued on reinvestment of distribution 34,189 133,615 38,080 36,998 119,643 – Units redeemed (535,305) (1,358,087) (14,714) (191,393) (1,648,562) (5,572,451) Units outstanding – end of period 3,402,590 11,741,065 2,732,158 2,590,740 10,505,582 211,931

228 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

DFA Global 40EQ-60FI Portfolio* 2012 Class A Class F Units outstanding – beginning of period 2,235,118 873,101 Units issued 2,804,847 1,819,662 Units issued on reinvestment of distribution 39,719 29,736 Units redeemed (179,957) (60,664) Units outstanding – end of period 4,899,727 2,661,835 * The DFA Global 40EQ-60FI Portfolio commenced operations on September 7, 2011. DFA Global 60EQ-40FI Portfolio* 2012 Class A Class F Units outstanding – beginning of period 2,439,746 2,083,530 Units issued 6,245,027 5,031,314 Units issued on reinvestment of distribution 64,760 73,011 Units redeemed (194,482) (158,678) Units outstanding – end of period 8,555,051 7,029,177 * The DFA Global 60EQ-40FI Portfolio commenced operations on September 7, 2011. DFA Global Equity Portfolio* 2012 Class A Class F Units outstanding – beginning of period 1,987,363 1,568,903 Units issued 3,218,880 2,957,891 Units issued on reinvestment of distribution 38,119 40,006 Units redeemed (155,754) (141,558) Units outstanding – end of period 5,088,608 4,425,242 * The DFA Global Equity Portfolio commenced operations on September 7, 2011.

5. Management Fees and Expenses

The Manager is entitled to a management fee from each class of units of each Fund based on the daily class Net Asset Value of the Fund, at the following annual rates:

Class A Class A (H) Class F Class F (H) Class I Class I (H) DFA Canadian Core Equity Fund 1.25% N/A 0.25% N/A –* N/A DFA Canadian Vector Equity Fund 1.30% N/A 0.30% N/A –* N/A DFA U.S. Core Equity Fund 1.25% 1.25% 0.25% 0.25% –* –* DFA U.S. Vector Equity Fund 1.30% 1.30% 0.30% 0.30% –* –* DFA International Core Equity Fund 1.35% 1.35% 0.35% 0.35% –* –* DFA International Vector Equity Fund 1.45% 1.45% 0.45% 0.45% –* –* DFA Global Real Estate Securities Fund 1.35% N/A 0.35% N/A –* N/A DFA Five-Year Global Fixed Income Fund 1.25% N/A 0.25% N/A –* N/A DFA Investment Grade Fixed Income Fund 1.25% N/A 0.25% N/A –* N/A DFA Global 40EQ-60FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global 60EQ-40FI Portfolio 1.30% N/A 0.30% N/A –* N/A DFA Global Equity Portfolio 1.32% N/A 0.32% N/A –* N/A

* No fees are payable by a Fund in respect of Class I and Class I(H) units. Holders of Class I and Class I(H) units pay management fees directly to the Manager.

229 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

In addition to the management fee, each Fund pays its own operating expenses. These expenses include, but are not limited to audit, accounting and legal fees, custodial, valuation, recordkeeping and bank fees and charges, class action claim submission service fees, certain proxy voting service costs, fair value pricing services for Funds with international strategies, compensation and expenses payable to members of the Independent Review Committee (“IRC”), including their compensation, travel expenses, insurance premiums, and fee associated with their continuing education, other costs and expenses reasonably associated with the IRC, filing fees and taxes. Brokerage commissions and transaction costs for buying and selling investments for a Fund’s portfolio are also paid by the Fund, as well as the costs and expenses related to holding any meeting convened by unitholders. Common expenses and other liabilities of a Fund are allocated among the classes of units of the Fund on a pro-rata basis. Expenses and liabilities attributable only to one or more classes are allocated only to the applicable class or classes. The hedged classes of units of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, and the DFA International Vector Equity Fund will pay the expenses relating to the foreign currency hedging for those classes of units. Funds that invest in forward foreign currency exchange contracts in connection with the purchase or sale of foreign securities to “lock-in” the value of the transaction with respect to a different currency will also pay the expenses relating to these transactions. The Manager waived all or a portion of its management fees and absorbed all or a portion of the operating expenses of the Funds where the total fees and expenses of a class of units of a Fund for the period exceeded the rate stated in the simplified prospectus for the Funds as an annual percentage of the average daily Net Asset Value per class of units of the Fund. Included in “Due from Manager” on the Statements of Net Assets are balances due from the Manager for such amounts. If within 36 months of the date the Manager waives all or a portion of its fees or pays any expenses for a class of units of the Fund, the expenses of that class of units are less than the rate of maximum annual fees and expenses stated in the simplified prospectus for that class of units on an annualized basis, the Manager will have the right to seek reimbursement for any fees previously waived or any expenses previously paid by the Manager (within that 36 month period) to the extent that such reimbursement will not cause the annualized expenses of that class to exceed the rate of maximum annual fees and expenses stated in the simplified prospectus. After May 31, 2013, the Manager may, but will not be obligated to, waive the management fees or pay the operating expenses of any Fund. Effective June 1, 2011, the operating expenses of the DFA Five-Year Global Fixed Income Fund, DFA Canadian Core Equity Fund, DFA U.S. Core Equity Fund, DFA International Core Equity Fund, DFA U.S. Vector Equity Fund, and DFA International Vector Equity Fund are no longer subject to maximum annual fee and expense rates. Effective June 1, 2011, the maximum annual operating fees and expenses (maximum on expenses only with respect to information presented for Class I units) of the DFA Investment Grade Fixed Income Fund changed to 1.55% from 1.50% for Class A units, 0.20% in respect of Class I units and remains 0.45% in respect of Class F units. The maximum annual operating fees and expense rate payable by the DFA Global Real Estate Securities Fund is 0.35% in respect of Class I units and remains 1.75% in respect to Class A units and 0.70% in respect of Class F units. Effective June 1, 2011, the maximum annual operating fees and expenses of the DFA Canadian Vector Equity Fund are 1.55% in respect of Class A units, 0.45% in respect of Class F units and 0.15% in respect of Class I units. The maximum annual operating fees and expenses of the DFA Global 40EQ-60FI Portfolio and the DFA Global 60EQ-40FI Portfolio are 1.70% in respect of Class A units and 0.60% in respect of Class F units. The maximum annual operating fees and expenses of the DFA Global Equity Portfolio are 1.75% in respect of Class A units and 0.65% in respect of Class F units. In respect of sales charges, no sales commissions will be charged if investors buy units directly from the Manager. A commission will be charged if investors buy units from a dealer and these charges are negotiated between investors and the dealer.

230 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

6. Taxation of the Funds and Allocation to Unitholders The Funds qualify as mutual fund trusts as defined in the Income Tax Act (Canada) (the “Act”). Pursuant to the terms of the Declaration of Trust, the Funds pay or make payable in the calendar year to the unitholders all the net income and such portion of the net capital gains which will result in the Funds paying no tax under the current provisions of the Act. As a result, under existing tax legislation, the net income and net capital gains are taxable in the hands of the unitholders of the Funds. Accordingly, no provision for Canadian income taxes has been made in these financial statements.

As at December 31, 2011 and 2010, the Funds had accumulated non-capital losses and net capital losses as follows:

Non-Capital Losses Net Capital Losses 2011 2010 2011 2010 DFA Canadian Core Equity Fund $ – $ – $ 8,222,122 $ 8,222,122 DFA Canadian Vector Equity Fund $ – $ – $ 128,361 $ – DFA U.S. Core Equity Fund $ – $ – $ 11,864,759 $ 11,076,738 DFA U.S. Vector Equity Fund $ – $ – $ 19,573,308 $ 22,737,052 DFA International Core Equity Fund $ – $ – $ 294,389 $ – DFA International Vector Equity Fund $ – $ – $ 11,202,198 $ 13,963,913 DFA Global Real Estate Securities Fund $ – $ – $ 929,500 $ 1,150,364 DFA Five-Year Global Fixed Income Fund $ – $ – $ 8,802,186 $ – DFA Investment Grade Fixed Income Fund $ – $ – $ 2,256,729 $ – DFA Global 40EQ-60FI Portfolio $ – $ – $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – $ – $ – DFA Global Equity Portfolio $ – $ – $ – $ –

The net capital losses for tax purposes are available for carry forward indefinitely, and may be applied against net capital gains realized in the future.

7. Brokerage Commissions Commissions and other transaction fees paid for portfolio transactions for the periods ended June 30 are as follows:

2012 2011 DFA Canadian Core Equity Fund $ 60,707 $ 56,198 DFA Canadian Vector Equity Fund $ 36,652 $ – DFA U.S. Core Equity Fund $ 28,716 $ 30,040 DFA U.S. Vector Equity Fund $ 15,754 $ 16,860 DFA International Core Equity Fund $ 63,056 $ 48,352 DFA International Vector Equity Fund $ 32,712 $ 32,599 DFA Global Real Estate Securities Fund $ 4,016 $ 6,111 DFA Five-Year Global Fixed Income Fund $ – $ – DFA Investment Grade Fixed Income Fund $ – $ – DFA Global 40EQ-60FI Portfolio $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – DFA Global Equity Portfolio $ – $ –

231 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

8. Soft Dollar Commissions In addition to covering brokerage services on security transactions, commissions paid to certain brokers may also cover research services provided to the Manager. The value of the research services included in the commissions paid by each Fund to those brokers for the periods ended June 30 are as follows:

2012 2011 DFA Canadian Core Equity Fund $ 10,125 $ 5,783 DFA Canadian Vector Equity Fund $ 6,154 $ – DFA U.S. Core Equity Fund $ 4,315 $ 3,124 DFA U.S. Vector Equity Fund $ 2,326 $ 1,698 DFA International Core Equity Fund $ 6,185 $ 2,330 DFA International Vector Equity Fund $ 2,651 $ 1,078 DFA Global Real Estate Securities Fund $ 536 $ 414 DFA Five-Year Global Fixed Income Fund $ – $ – DFA Investment Grade Fixed Income Fund $ – $ – DFA Global 40EQ-60FI Portfolio $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – DFA Global Equity Portfolio $ – $ –

9. Related Party Transactions Dimensional is the manager, trustee and principal portfolio advisor of the Funds. As manager, Dimensional is responsible for the general management and administration of the Funds. As trustee, Dimensional holds legal title to the Funds’ investments in trust for unitholders. For its services, Dimensional receives a management fee that is calculated as a percentage of the average Net Asset Value of each Fund. This fee is calculated daily and payable monthly.

As principal portfolio advisor, Dimensional is responsible for managing the investment portfolios of the Funds directly or through sub-advisors. Dimensional has retained its ultimate parent company, Dimensional Fund Advisors LP (“Dimensional U.S.”), to act as each Fund’s portfolio advisor. Dimensional U.S. is responsible for investment analysis and decision making, implementing security transactions, selecting broker dealers, acquiring research information, voting proxies and monitoring Fund investment guidelines. For certain Funds, Dimensional has retained its affiliates, Dimensional Fund Advisors Ltd. and/or DFA Australia Limited to provide sub-advisory services with respect to international securities. The DFA Global 40EQ-60FI Portfolio, DFA Global 60EQ-40FI Portfolio, and DFA Global Equity Portfolio seek to achieve their investment objectives by investing in other investment funds (“Underlying Funds”), Dimensional may serve as principal portfolio advisor to these Underlying Funds. Dimensional has engaged Dimensional U.S. to serve as the sub-advisor to certain Underlying Funds and Dimensional Fund Advisor Ltd. and DFA Australia Limited to serve as sub-advisors to certain Underlying Funds. The fees of Dimensional U.S., Dimensional Fund Advisors Ltd. and/or DFA Australia Limited are paid by Dimensional.

232 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

10. Redemption of Units When a unitholder redeems units of a Fund, the money will be sent to the unitholder within three business days of the valuation day on which the Fund received the order to sell units (even though the unitholder may receive the money later due to mail delays) if: • the Fund has received the instructions necessary to complete the transaction; and • any payment for buying the same units that the unitholder is redeeming has cleared.

Receipt of payment may be delayed during periods when the Funds are not accepting orders to redeem units (as described below). If the value of the units held by a unitholder falls below $10,000, the Manager may decide to redeem the unitholder’s units. However, before the Manager redeems the units, it will give the unitholder 30 days to purchase additional units to bring the value of the units held by the unitholder to $10,000.

There are no charges for redeeming units of the Funds directly through the Manager.

When a unitholder places an order to redeem units with the unitholder’s dealer, the dealer is responsible for sending the order to the Fund the same day that they receive it from the unitholder. If the Fund receives a redemption order before 4:00 p.m. Toronto time on any valuation day or before the time the Toronto Stock Exchange closes on that day, whichever is earlier, the Fund will process the order at the applicable Net Asset Value per unit on that date. Otherwise, the Fund will process the order at the applicable Net Asset Value per unit on the next valuation day. Once the Fund receives from a unitholder’s dealer the instructions necessary to complete the transaction, the unitholder’s money will be released to the unitholder. If the Fund does not receive these instructions within 10 business days of the redemption, the Fund will buy back the units the unitholder redeemed on the next valuation date. If the Fund buys them back for less than the unitholder redeemed them for, the Fund will charge the unitholder’s dealer for the difference plus any costs. The dealer may, in turn, charge the unitholder for these amounts.

With a unitholder’s approval, a Fund may pay the amount owed to the unitholder for units of the Fund redeemed by the unitholder, with securities held by the Fund. If a Fund does this, the securities the unitholder receives will be equal in value to the money that the unitholder would have received on the applicable redemption date.

In exceptional circumstances, the Manager may temporarily suspend a unitholder’s right to redeem units. The Manager will only do this if: • normal trading is suspended on any stock exchange on which securities or derivatives that make up more than half of the fund’s total assets by value are traded; or • the Manager has permission from the British Columbia Securities Commission.

11. Financial Risk Management Each Fund is exposed to various types of risks that are associated with its investment strategies, financial instruments, and markets in which it invests. The DFA Global 40EQ-60FI Portfolio, DFA Global 60EQ-40FI Portfolio and DFA Global Equity Portfolio are indirectly exposed to these risks through investment in the Underlying Funds. These risks include market risk (which includes currency risk, interest rate risk and other market risk), credit risk and liquidity risk. The value of investments within a Fund’s portfolio can fluctuate on a daily basis as a result of corporate developments, changes in interest rates, changes in the level of inflation, and other political and economic developments. The

233 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

level of risk depends on the Fund’s investment objectives and the type of securities it invests in. Other than the commencement of the sale of the hedged class units for certain Funds and the associated hedging activities for such Funds, no changes affecting the overall level of risk of investing in the Funds were made during the period. These risks and related risk management practices employed by the Funds are discussed below and for each Fund specifically in the “Discussion of Financial Risk Management”. Additional risks that may be associated with investment in the Funds are described in the simplified prospectus of the Funds.

(a) Other market risk Other market risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in market prices. The investments of the Funds are subject to normal market fluctuations and the risks inherent in investment in financial markets. The maximum risk resulting from financial instruments held by the Funds are determined by the fair value of the financial instruments. The value of investments in various markets can be affected by political, social and economic instability, diplomatic developments, imposition of taxes, expropriation of assets, and ability to invest in, and withdraw assets from these markets. The Manager moderates this risk through diversification of the Funds. The Manager monitors the Funds’ overall market positions on a daily basis and positions are maintained within established ranges.

(b) Currency risk Currency risk is the risk that the value of investments denominated in currencies, other than the Canadian Dollar (the functional currency of the Funds), will fluctuate due to changes in foreign exchange rates. The Statements of Investment Portfolio identify all investments denominated in foreign currencies. Equities in foreign markets and foreign bonds are exposed to currency risk as the prices denominated in foreign currencies are converted to the Canadian Dollar in determining fair value. A Fund could be exposed to risk if the value of the currency changes unfavourably, if the counterparties to forward currency contracts are unable to meet the terms of their contracts or if the Fund is unable to enter into a closing position with respect to forward currency contracts. In addition, such currency risk includes the risk that a foreign government will convert, or be forced to convert, its currency to another currency, changing its value against other currencies of the Fund’s investments.

During the period, the DFA Five-Year Global Fixed Income Fund, the DFA Investment Grade Fixed Income Fund, the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund and the DFA Global Real Estate Securities Fund entered into a significant amount of forward foreign currency contracts. For the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund, the DFA International Vector Equity Fund and the DFA Global Estate Securities Fund, these forward contracts are entered into in connection with the settlement of equity trades or to repatriate foreign currencies to the Canadian Dollar. For the DFA Five-Year Global Fixed Income Fund, the DFA Investment Grade Fixed Income Fund and for the Classes A(H), Class F(H) and Class I(H) units of the DFA U.S. Core Equity Fund, the DFA U.S. Vector Equity Fund, the DFA International Core Equity Fund and the DFA International Vector Equity Fund, these forward contracts are also entered into to hedge against adverse changes in the relationship of the Canadian Dollar to foreign currencies. For the DFA U.S. Core Equity Fund, the DFA International Core Equity Fund, the DFA U.S. Vector Equity Fund and the DFA International Vector Equity Fund, the benefits and burdens of these currency contracts used for hedging purposes were allocated to the Fund’s respective Class A(H), Class F(H) and Class I(H) units.

234 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

(c) Interest rate risk Interest rate risk arises from the possibility that changes in interest rates will affect future cash flows or fair values of financial instruments. Interest rate risk arises when the Funds invest in interest-bearing financial instruments. The Funds are exposed to the risk that the value of such financial instruments will fluctuate due to changes in the prevailing levels of market interest rates. In addition, as interest rates fall and fixed-income security issuers prepay principal, a Fund may have to reinvest this money in securities with lower interest rates. The Funds’ exposure to interest rate risk is concentrated in their investment in money market instruments and fixed income securities. Other assets and liabilities are short-term in nature and/or non-interest bearing.

(d) Credit risk Credit risk is the risk that the counterparty to a financial instrument will fail to discharge an obligation or commitment that is entered into with a Fund. The Funds’ main credit risk concentration is spread between short-term debt securities, fixed-income securities, and derivative contracts. The Funds limit their exposure to credit loss by placing their cash and cash equivalents, derivative instruments and fixed income securities with high credit quality counterparties.

All transactions in listed securities are settled using approved brokers/dealers. The risk of default is considered minimal, as delivery of securities sold is generally made once the broker/dealer has received payment. Payment is generally made on a purchase once the securities have been received by the broker/dealer. The trade will fail if either party fails to meet its obligation.

The Funds participate in a securities lending program wherein certain major brokers/dealers and institutions (“approved borrowers”) borrow securities from the Funds. Loans are required at all times to be secured by collateral to at least 105% of the current market value of the loaned securities measured each business day. In the event of default or bankruptcy by an approved borrower, realization and/or retention of the collateral may be subject to legal proceedings. In the event that an approved borrower fails to return loaned securities and the value of the collateral being maintained by the lending agent is insufficient to cover replacing the loaned securities, the lending agent has agreed to indemnify the Funds for the difference between market value of the loaned securities and the value of the collateral held against such loaned securities, provided that the collateral insufficiency is not the result of collateral investment losses. In the event of a borrower default, the Funds could experience a delay in recovering the loaned securities or only recover cash or a security of equivalent value. The Funds could lose money if they do not recover the loaned securities and/or the value of the collateral decreases, including the value of investments made with cash collateral.

(e) Liquidity risk The Funds are exposed to daily cash redemptions of redeemable units. The units of the Funds are redeemed on demand at the current Net Asset Value per unit at the option of the unitholder. Liquidity risk is the possibility that investments in a Fund cannot be readily converted into cash when required. Liquidity risk is managed by investing the majority of the Funds’ assets in investments that are traded in an active market and can be readily transacted. In addition, the Funds aim to retain sufficient cash and cash equivalent positions to maintain liquidity. Each Fund may, from time to time, hold securities that are not traded in an active market and may be illiquid. All liabilities mature within 3 months.

235 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

12. Fair Value Disclosure The Funds’ financial instruments recorded at fair value have been categorised based upon a fair value hierarchy in accordance with the amendment to CICA 3862. (For the general discussion of the disclosure see Note 2). The following fair value hierarchy table presents information about the Fund’s financial instruments measured at fair value on a recurring basis as of June 30, 2012 and December 31, 2011.

Financial Assets at fair value Level 1 ($) Level 2 ($) Level 3 ($) Total ($)

DFA Canadian Core Equity Fund Equities June 30, 2012 606,511,546 337 – 606,511,883 December 31, 2011 597,722,265 – – 597,722,265

DFA Canadian Vector Equity Fund* Equities June 30, 2012 93,246,172 87 – 93,246,259 December 31, 2011 62,514,882 – – 62,514,882

DFA U.S. Core Equity Fund Equities June 30, 2012 501,786,635 3,563 – 501,790,198 December 31, 2011 435,710,691 400,689 – 436,111,380 Forward Contracts June 30, 2012 – 1,571,983 – 1,571,983 December 31, 2011 – 2,509,552 – 2,509,552

DFA U.S. Vector Equity Fund Equities June 30, 2012 193,565,611 1 – 193,565,612 December 31, 2011 166,826,686 224,962 – 167,051,648 Forward Contracts June 30, 2012 – 189,630 – 189,630 December 31, 2011 – 105,175 – 105,175

DFA International Core Equity Fund Equities June 30, 2012 449,962,637 3,827,783 – 453,790,420 December 31, 2011 394,855,485 2,363,659 – 397,219,144 Forward Contracts June 30, 2012 – 117,455 – 117,455 December 31, 2011 – 1,034,470 – 1,034,470

DFA International Vector Equity Fund Equities June 30, 2012 209,811,253 1,945,114 – 211,756,367 December 31, 2011 186,741,076 1,178,086 – 187,919,162 Forward Contracts June 30, 2012 – 36,491 – 36,491 December 31, 2011 – 165,962 – 165,962 * Operations commenced on July 11, 2011.

236 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

Financial Assets at fair value Level 1 ($) Level 2 ($) Level 3 ($) Total ($)

DFA Global Real Estate Securities Fund Equities June 30, 2012 113,960,332 988 – 113,961,320 December 31, 2011 95,553,884 265,778 – 95,819,662

DFA Five-Year Global Fixed Income Fund Bonds June 30, 2012 – 614,964,250 – 614,964,250 December 31, 2011 – 515,846,266 – 515,846,266 Forward Contracts June 30, 2012 – 4,737,622 – 4,737,622 December 31, 2011 – (75,116) – (75,116)

DFA Investment Grade Fixed Income Fund Bonds June 30, 2012 – 185,650,985 – 185,650,985 December 31, 2011 – 153,949,726 – 153,949,726 Forward Contracts June 30, 2012 – 481,805 – 481,805 December 31, 2011 – 363,114 – 363,114

DFA Global 40EQ-60FI Portfolio* Investment Funds June 30, 2012 76,414,504 – – 76,414,504 December 31, 2011 31,056,899 – – 31,056,899

DFA Global 60EQ-40FI Portfolio* Investment Funds June 30, 2012 157,911,040 – – 157,911,040 December 31, 2011 45,061,266 – – 45,061,266

DFA Global Equity Portfolio* Investment Funds June 30, 2012 95,923,150 – – 95,923,150 December 31, 2011 35,099,994 – – 35,099,994 * Operations commenced on September 7, 2011.

None of the Funds had significant financial instruments that would be classified as Level 3 as at June 30, 2012. During the period, $3,283,593 (2011: $1,929,984) was transferred from Level 1 to Level 2 and $2,439,497 (2011: $2,748,151) was transferred from Level 2 to Level 1 for the DFA International Core Equity Fund, $1,694,874 (2011: $943,723) was transferred from Level 1 to Level 2 and $1,119,275 (2011: $nil) was transferred from Level 2 to Level 1 for the DFA International Vector Equity Fund, $352,396 (2011: $nil) was transferred from Level 2 to Level 1 for the DFA U.S. Core Equity Fund and $200,235 (2011: $nil) was transferred from Level 2 to Level 1 for the DFA U.S. Vector Equity Fund. No other Funds had significant transfers.

13. Securities Lending The Funds may enter into securities lending transactions, as permitted by Canadian securities regulatory authorities, to earn additional income for the Funds. Each Fund receives the collateral as described below and securities on loan continue to be displayed in the Statements of Investment Portfolio. Pursuant to the Agreement with the lending agent, loans of securities are required at all times

237 DIMENSIONAL FUNDS Notes to Financial Statements For the period ended June 30, 2012 (unaudited)

to be secured by collateral equal to no less than 105% of the market value of the loaned securities measured each business day. Collateral held to secure loans may be cash, qualified securities (as defined by National Instrument 81-102 Mutual Funds) and securities that are immediately convertible into, or exchangeable for, securities of the same issuer, class or type, and the same term, if applicable, as the securities that are being loaned by the Funds, and in at least the same number as those loaned by the Funds. The Funds do not hold cash collateral as at June 30, 2012. Income from securities lending is included in the Statements of Operations and recognized when earned. As of June 30, 2012 and December 31, 2011, the Fund had the following assets outstanding involved in securities lending transactions: Outstanding Collateral Outstanding Collateral loans amount loans amount 30-Jun-12 30-Jun-12 31-Dec-11 31-Dec-11 DFA Canadian Core Equity Fund $ 58,138,758 $ 61,045,705 $ 84,139,443 $ 88,346,415 DFA Canadian Vector Equity Fund $ 11,715,914 $ 12,301,716 $ 7,828,873 $ 8,220,313 DFA U.S. Core Equity Fund $ 54,689,173 $ 57,423,640 $ 69,047,962 $ 72,500,367 DFA U.S. Vector Equity Fund $ 20,658,131 $ 21,691,046 $ 21,665,163 $ 22,748,427 DFA International Core Equity Fund $ 19,417,387 $ 20,388,266 $ 22,239,603 $ 23,351,588 DFA International Vector Equity Fund $ 6,534,418 $ 6,861,147 $ 10,011,240 $ 10,511,808 DFA Global Real Estate Securities Fund $ – $ – $ – $ – DFA Five-Year Global Fixed Income Fund $ – $ – $ – $ – DFA Investment Grade Fixed Income Fund $ 6,913,247 $ 7,258,911 $ 24,434,878 $ 25,656,624 DFA Global 40EQ-60FI Portfolio $ – $ – $ – $ – DFA Global 60EQ-40FI Portfolio $ – $ – $ – $ – DFA Global Equity Portfolio $ – $ – $ – $ –

14. International Financial Reporting Standards In December 2011, the Canadian Accounting Standards Board (the “AcSB”) decided to extend the deferral of mandatory adoption of IFRS for Investment Companies applying AcG-18, Investment Companies to January 1, 2014 from January 1, 2013. The decision is in response to the possibility that the International Accounting Standard Board may not complete its Investment Company project before January 1, 2013, which is the current date of mandatory adoption of IFRS for these entities. The Fund’s anticipated transition date of January 1, 2014 will require the restatement for comparative purposes of amounts reported by the Funds for the year ended December 31, 2013. At this point in the transition from Canadian GAAP to IFRS, the Funds anticipate that there will not be a material impact to the Net Assets per unit. The impact of IFRS on accounting policies and implementation decision will mainly be in the areas of additional note disclosures in the financial statements.

15. Other The Funds are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when The Tribune Company went private in 2007 in a leveraged buyout transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against the Funds, individually or in aggregate, will not have a material adverse impact on the Funds financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

238