Dimensional Investment N-CSR Certified annual shareholder report (management investment company)

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-6067

DIMENSIONAL INVESTMENT GROUP INC.

(Exact name of registrant as specified in charter)

6300 Bee Cave Road, Building One, Austin, TX 78746

(Address of principal executive offices) (Zip code)

Catherine L. Newell, Esquire, Vice President and Secretary

Dimensional Investment Group Inc.,

6300 Bee Cave Road, Building One, Austin, TX 78746

(Name and address of agent for service)

Registrant’s telephone number, including area code: 512-306-7400

Date of fiscal year end: October 31

Date of reporting period: October 31, 2009

ITEM 1. REPORTS TO STOCKHOLDERS.

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — U.S. Large Company Institutional Index Portfolio
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statement of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	15
Results of the Shareholder Meeting	16
The DFA Investment Trust Company — The U.S. Large Company Series
Performance Chart	17
Disclosure of Fund Expenses	18
Disclosure of Portfolio Holdings	19
Summary Schedule of Portfolio Holdings	20
Statement of Assets and Liabilities	23
Statements of Operations	24
Statement of Changes in Net Assets	25
Financial Highlights	26
Notes to Financial Statements	27
Report of Independent Registered Public Accounting Firm	33
Results of the Shareholder Meeting	34
Fund Management	35
Voting Proxies on Fund Portfolio Securities	43
Notice to Shareholders	44

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

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DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association

Investment Footnotes

†	See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
(y)	The rate shown is the effective yield.
§	Affiliated Fund.

Financial Highlights

(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

—	Amounts designated as — are either zero or rounded to zero.
REITs	Real Estate Investment Trusts
SEC	Securities and Exchange Commission

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DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

U.S. Large Company Institutional Index Portfolio vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index^®. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index (small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

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Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchase stocks and/or other securities.

U.S. Large Company Institutional Index Portfolio

The U.S. Large Company Institutional Index Portfolio seeks to approximate the returns of the S&P 500^® Index by purchasing shares of a Master Fund that invests in S&P 500^® Index stocks in approximately the same proportions as they are represented in the Index. The Portfolio was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2009, the total return was 10.07% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, outperformance was mostly due to the flexible trading approach employed by the Master Fund to gain exposure to the performance of the Index during periods of index reconstitution.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,200.20	0.10	%	$	0.55
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.70	0.10	%	$	0.51

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

Affiliated Investment Company 100.0 % 

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The U.S. Large Company Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	785,743
Investment Securities Sold		91
Receivable for Fund Shares Sold		337
Prepaid Expenses and Other Assets		24
Total Assets		786,195
LIABILITIES:
Payables:
Fund Shares Redeemed		428
Due to Advisor		25
Accrued Expenses and Other Liabilities		53
Total Liabilities		506
NET ASSETS	$	785,689
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		96,246,158
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	8.16
Investment in Affiliated Investment Company at Cost	$	763,427
NET ASSETS CONSIST OF:
Paid-In Capital	$	861,070
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,126
Accumulated Net Realized Gain (Loss)		(99,823	)
Net Unrealized Appreciation (Depreciation)		22,316
NET ASSETS	$	785,689
(1) NUMBER OF SHARES AUTHORIZED		500,000,000

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	17,067
Interest		29
Income from Securities Lending		830
Expenses Allocated from Affiliated Investment Company		(409	)
Total Investment Income		17,517
Expenses
Administrative Services Fees		340
Accounting & Transfer Agent Fees		25
Filing Fees		41
Shareholders’ Reports		47
Directors’/Trustees’ Fees & Expenses		13
Audit Fees		3
Legal Fees		27
Other		9
Total Expenses		505
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(233	)
Net Expenses		272
Net Investment Income (Loss)		17,245
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(37,974	)
Futures		12,592
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		73,084
Futures		1,948
Net Realized and Unrealized Gain (Loss)		49,650
Net Increase (Decrease) in Net Assets Resulting from Operations	$	66,895

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	17,245		$	18,019		$	18,174
Net Realized Gain (Loss) on:
Investment Securities Sold		(37,974	)		(22,091	)		2,354
Futures		12,592			(4,079	)		441
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		73,084			(342,835	)		48,691
Futures		1,948			682			(119	)
Net Increase (Decrease) in Net Assets Resulting from Operations		66,895			(350,304	)		69,541
Distributions From:
Net Investment Income		(18,243	)		(19,755	)		(17,347	)
Total Distributions		(18,243	)		(19,755	)		(17,347	)
Capital Share Transactions (1):
Shares Issued		156,796			224,711			178,336
Shares Issued in Lieu of Cash Distributions		17,318			19,426			16,995
Shares Redeemed		(166,295	)		(147,002	)		(122,788	)
Net Increase (Decrease) from Capital Share Transactions		7,819			97,135			72,543
Total Increase (Decrease) in Net Assets		56,471			(272,924	)		124,737
Net Assets
Beginning of Period		729,218			1,002,142			877,405
End of Period	$	785,689		$	729,218		$	1,002,142
(1) Shares Issued and Redeemed:
Shares Issued		22,124			22,832			15,525
Shares Issued in Lieu of Cash Distributions		2,474			1,861			1,500
Shares Redeemed		(24,057	)		(15,126	)		(10,622	)
Net Increase (Decrease) from Shares Issued and Redeemed		541			9,567			6,403
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,126		$	3,125		$	4,861

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

��

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	7.62		$	11.63		$	11.00		$	9.82		$	9.23		$	8.32
Income from Investment Operations
Net Investment Income (Loss)		0.18	(A)		0.20	(A)		0.22	(A)		0.19	(A)		0.17			0.17
Net Gains (Losses) on Securities
(Realized and Unrealized)		0.55			(3.99	)		0.62			1.18			0.61			0.88
Total from Investment Operations		0.73			(3.79	)		0.84			1.37			0.78			1.05
Less Distributions
Net Investment Income		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)		(0.14	)
Total Distributions		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)		(0.14	)
Net Asset Value, End of Period	$	8.16		$	7.62		$	11.63		$	11.00		$	9.82		$	9.23
Total Return		10.07	%		(33.10	)%(C)		7.71	%		14.11	%		8.50	%		12.66	%
Net Assets, End of Period (thousands)	$	785,689		$	729,218		$	1,002,142		$	877,405		$	692,595		$	534,285
Ratio of Expenses to Average Net Assets (D)		0.10	%		0.10	%(B)		0.10	%		0.10	%		0.10	%		0.10	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.13	%		0.11	%(B)		0.11	%		0.11	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.53	%		2.10	%(B)		1.90	%		1.90	%		1.82	%		1.96	%

See Page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the U.S. Large Company Institutional lndex Portfolio (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The U.S. Large Company Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 22% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.  Security Valuation:   The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—   Level 1 – quoted prices in active markets for identical securities

—   Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—   Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of these inputs used to value the Portfolio’s net assets as of October 31, 2009 are listed below (in thousands):

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
U.S. Large Company Institutional Index Portfolio	$	785,743	—	—	$	785,743

2.  Deferred Compensation Plan:   Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1

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Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $19 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.  Other:   The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and futures from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor at an effective annual rate of 0.05% of average daily net assets.

Pursuant to the Fee Waiver and Expense Assumption Agreement for the Portfolio, the Advisor has contractually agreed to waive its administration fee to the extent necessary to reduce the Portfolio’s expenses to the extent that its total direct and indirect expenses (including the expenses the Portfolio bears as a shareholder of the Series) exceed 0.10% of its average daily net assets on an annualized basis. At any time that the total direct and indirect expenses of the Portfolio are less than 0.10% of its average daily net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived to the extent that such recovery will not cause the Portfolio’s total direct and indirect expenses to exceed 0.10% of its average daily net assets on an annualized basis. The Portfolio is not obligated to reimburse the Advisor for fees waived by the Advisor more than thirty-six months before the date of such recovery. The Fee Waiver and Expense Assumption Agreement will remain in effect for a period of one year from March 1, 2009 to March 1, 2010, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. At October 31, 2009, approximately $418 (in thousands) of previously waived fees are subject to future recovery by the Advisor over various periods not exceeding October 31, 2012.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to net realized gains on securities were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amount in thousands):

Increase (Decrease) Paid-In-Capital	Increase (Decrease) Undistributed Net Investment       Income	Increase (Decrease) Accumulated Net Realized       Gains
$(51,204)	$(1)	$51,205

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$17,347	—	$17,347
2008	19,755	—	19,755
2009	18,243	—	18,243

As of October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforwards	Total Net Distributable Earnings/ (Accumulated       Losses)
$2,146	—	$(50,288)	$(48,142)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforward available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

Expires on October 31,
2010	2011	2013	2014	2016	2017	Total
$14,821	$13,996	$1,702	$1,944	$15,152	$2,673	$50,288

During the period ended October 31,2009, the Portfolio expired $50,824 of capital loss carryforwards.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal   Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$812,931	$104,059	$(131,247)	$(27,188)

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Portfolio’s

13

financial tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held approximately 91% of the outstanding shares of the Portfolio. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all the subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

On December 18, 2009, the Board of Directors of Dimensional Investment Group Inc., on behalf of the U.S. Large Company Institutional Index Portfolio (the “Large Company Institutional Portfolio”), approved an Agreement and Plan of Reorganization (the “Plan of Reorganization”), under which the U.S. Large Company Portfolio (the “Large Company Portfolio”), a portfolio of DFA Investment Dimensions Group Inc., will be reorganized with and into the Large Company Institutional Portfolio. Under the Plan of Reorganization, the Large Company Portfolio will transfer substantially all of its assets to the Large Company Institutional Portfolio in exchange solely for shares of the Large Company Institutional Portfolio (the “Reorganization”), which will be distributed to shareholders of the Large Company Portfolio according to their interests held in the Large Company Portfolio immediately prior to the Reorganization. As soon as practicable thereafter, the Large Company Portfolio will be liquidated and dissolved.

14

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of U.S. Large Company Institutional Index Portfolio and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of U.S. Large Company Institutional Index Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

15

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

U.S. Large Company Institutional Index Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	51,732,595	96.87%	662,055	1.24%	1,010,728	1.89%	55.52%	0.71%	1.08%
5b	Making Loans	51,732,615	96.87%	662,036	1.24%	1,010,727	1.89%	55.52%	0.71%	1.08%
5c	Investments in Real Estate	51,761,717	96.92%	613,072	1.15%	1,030,589	1.93%	55.55%	0.66%	1.11%
5d	Investments in Commodities	51,789,882	96.98%	610,543	1.14%	4,004,953	7.50%	55.58%	0.66%	4.30%
5e	Diversification of Investments	51,905,924	97.19%	509,910	0.95%	989,544	1.85%	55.71%	0.55%	1.06%
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	51,634,695	96.68%	764,925	1.43%	1,005,758	1.88%	55.41%	0.82%	1.08%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	51,963,094	97.30%	431,757	0.81%	1,010,527	1.89%	55.77%	0.46%	1.08%

16

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The U.S. Large Company Series vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

17

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,200.50	0.06%	$0.33
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.90	0.06%	$0.31

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

18

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The U.S. Large Company Series
Consumer Discretionary	9.2%
Consumer Staples	11.9%
Energy	12.4%
Financials	13.6%
Health Care	12.6%
Industrials	10.0%
Information Technology	19.0%
Materials	3.4%
Real Estate Investment Trusts	1.1%
Telecommunication Services	3.1%
Utilities	3.7%
	100.0%

19

THE U.S. LARGE COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage    of Net Assets**
COMMON STOCKS — (92.1%)
Consumer Discretionary — (8.5%)
*Amazon.com, Inc.	126,572	$	15,038,019	0.4%
Comcast Corp. Class A	1,092,473		15,840,859	0.4%
Disney (Walt) Co.	707,515		19,364,686	0.6%
#Home Depot, Inc.	648,891		16,280,675	0.5%
McDonald’s Corp.	415,454		24,349,759	0.7%
Other Securities			227,637,040	6.5%
Total Consumer Discretionary			318,511,038	9.1%
Consumer Staples — (11.0%)
Coca-Cola Co.	882,204		47,030,295	1.3%
Colgate-Palmolive Co.	189,741		14,919,335	0.4%
CVS Caremark Corp.	549,409		19,394,138	0.6%
Kraft Foods, Inc.	561,489		15,452,177	0.4%
PepsiCo, Inc.	593,045		35,908,875	1.0%
Philip Morris International, Inc.	736,409		34,876,330	1.0%
Procter & Gamble Co.	1,111,163		64,447,454	1.8%
Wal-Mart Stores, Inc.	822,201		40,846,946	1.2%
Other Securities			141,728,671	4.1%
Total Consumer Staples			414,604,221	11.8%
Energy — (11.4%)
Chevron Corp.	763,458		58,435,075	1.7%
ConocoPhillips	564,511		28,327,162	0.8%
Exxon Mobil Corp.	1,829,468		131,117,972	3.7%
Occidental Petroleum Corp.	308,646		23,420,058	0.7%
Schlumberger, Ltd.	455,987		28,362,391	0.8%
Other Securities			159,417,519	4.5%
Total Energy			429,080,177	12.2%
Financials — (12.5%)
American Express Co.	452,705		15,772,242	0.4%
Bank of America Corp.	3,293,490		48,019,084	1.4%
Citigroup, Inc.	4,964,744		20,305,803	0.6%
Goldman Sachs Group, Inc.	194,617		33,117,975	0.9%
JPMorgan Chase & Co.	1,497,052		62,531,862	1.8%
Morgan Stanley	517,407		16,619,113	0.5%
#U.S. Bancorp	727,850		16,900,677	0.5%
Wells Fargo & Co.	1,778,388		48,941,238	1.4%
Other Securities			209,712,141	6.0%
Total Financials			471,920,135	13.5%
Health Care — (11.7%)
Abbott Laboratories	588,498		29,760,344	0.8%
*Amgen, Inc.	386,571		20,770,460	0.6%
Bristol-Myers Squibb Co.	754,098		16,439,336	0.5%
*Gilead Sciences, Inc.	344,234		14,647,157	0.4%
Johnson & Johnson	1,049,083		61,948,351	1.8%
Medtronic, Inc.	421,338		15,041,767	0.4%
#Merck & Co., Inc.	802,803		24,830,697	0.7%
Pfizer, Inc.	3,069,869		52,279,869	1.5%
Schering-Plough Corp.	622,008		17,540,626	0.5%
Other Securities			186,020,772	5.3%
Total Health Care			439,279,379	12.5%
Industrials — (9.2%)
3M Co.	265,836		19,557,555	0.6%

20

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
General Electric Co.		4,045,427	$	57,687,789	1.6%
United Parcel Service, Inc.		378,570		20,321,638	0.6%
United Technologies Corp.		358,323		22,018,948	0.6%
Other Securities				228,629,561	6.5%
Total Industrials				348,215,491	9.9%
Information Technology — (17.5%)
*Apple, Inc.		341,019		64,282,082	1.8%
*Cisco Sytems, Inc.		2,195,717		50,172,133	1.4%
*Google, Inc.		91,589		49,102,695	1.4%
Hewlett-Packard Co.		902,618		42,838,250	1.2%
Intel Corp.		2,131,047		40,724,308	1.2%
International Business Machines Corp.		499,027		60,187,646	1.7%
Microsoft Corp.		2,951,141		81,835,140	2.4%
Oracle Corp.		1,486,799		31,371,459	0.9%
QUALCOMM, Inc.		632,808		26,204,579	0.8%
Other Securities				214,771,869	6.1%
Total Information Technology				661,490,161	18.9%
Materials — (3.1%)
Other Securities				117,813,227	3.4%
Real Estate Investment Trusts — (1.0%)
Other Securities				37,279,130	1.1%
Telecommunication Services — (2.8%)
AT&T, Inc.		2,246,012		57,655,128	1.7%
Verizon Communications, Inc.		1,081,364		31,997,561	0.9%
Other Securities				17,544,350	0.5%
Total Telecommunication Services				107,197,039	3.1%
Utilities — (3.4%)
Other Securities				127,970,719	3.6%
TOTAL COMMON STOCKS				3,473,360,717	99.1%
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $25,855,000, FNMA 6.50%, 06/25/39 valued at $27,826,444) to be repurchased at $27,414,434	$	27,414		27,414,000	0.8%

21

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP		269,088,352	$	269,088,352	7.7	%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $2,507,470 FHLMC 5.793%(r), 01/01/37, valued at $1,408,594) to be repurchased at $1,367,576	$	1,368		1,367,567	0.0	%
TOTAL SECURITIES LENDING COLLATERAL				270,455,919	7.7	%
TOTAL INVESTMENTS — (100.0%)
(Cost $3,544,033,089)			$	3,771,230,636	107.6	%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	318,511,038	$	—	—	$	318,511,038
Consumer Staples		414,604,221		—	—		414,604,221
Energy		429,080,177		—	—		429,080,177
Financials		471,920,135		—	—		471,920,135
Health Care		439,279,379		—	—		439,279,379
Industrials		348,215,491		—	—		348,215,491
Information Technology		661,490,161		—	—		661,490,161
Materials		117,813,227		—	—		117,813,227
Real Estate Investment Trusts		37,279,130		—	—		37,279,130
Telecommunication Services		107,197,039		—	—		107,197,039
Utilities		127,970,719		—	—		127,970,719
Temporary Cash Investments		—		27,414,000	—		27,414,000
Securities Lending Collateral		—		270,455,919	— ��		270,455,919
Other Financial Instruments**		140,905		—	—		140,905
TOTAL	$	3,473,501,622	$	297,869,919	—	$	3,771,371,541

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

22

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $252,538 of securities on loan)	$3,473,361
Temporary Cash Investments at Value & Cost	27,414
Collateral Received from Securities on Loan at Value & Cost	270,456
Cash	2,839
Receivables:
Dividends and Interest	4,362
Fund Shares Sold	71
Securities Lending Income	62
Prepaid Expenses and Other Assets	1
Total Assets	3,778,566
LIABILITIES:
Payables:
Upon Return of Securities Loaned	270,456
Investment Securities Purchased	1,042
Fund Shares Redeemed	458
Due to Advisor	75
Futures Margin Variation	851
Accrued Expenses and Other Liabilities	233
Total Liabilities	273,115
NET ASSETS	$3,505,451
Investments at Cost	$3,246,163

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $2)	$	76,385
Interest		131
Income from Securities Lending		3,715
Total Investment Income		80,231
Expenses
Investment Advisory Services Fees		762
Accounting & Transfer Agent Fees		341
S&P 500® Fees		90
Custodian Fees		47
Shareholders’ Reports		32
Directors’/Trustees’ Fees & Expenses		59
Audit Fees		63
Legal Fees		75
Other		359
Total Expenses		1,828
Net Investment Income (Loss)		78,403
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)
Futures		20,268
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		427,495
Futures		(2,236	)
Net Realized and Unrealized Gain (Loss)		230,198
Net Increase (Decrease) in Net Assets Resulting from Operations	$	308,601

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	78,403		$	84,705		$	94,262
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)		(126,174	)		10,206
Futures		20,268			(22,232	)		3,585
In-Kind Redemptions		—			24,362	*		529,199	*
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		427,495			(1,591,847	)		(217,829	)
Futures		(2,236	)		1,195			(216	)
Net Increase (Decrease) in Net Assets Resulting from Operations		308,601			(1,629,991	)		419,207
Transactions in Interest:
Contributions		363,357			696,520			616,294
Withdrawals		(440,159	)		(299,226	)*		(1,482,132	)*
Net Increase (Decrease) from Transactions in Interest		(76,802	)		397,294			(865,838	)
Total Increase (Decrease) in Net Assets		231,799			(1,232,697	)		(446,631	)
Net Assets
Beginning of Period		3,273,652			4,506,349			4,952,980
End of Period	$	3,505,451		$	3,273,652		$	4,506,349

  * See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009		Period Dec. 1, 2007 to Oct. 31, 2008		Year Ended Nov. 30, 2007		Year Ended Nov. 30, 2006		Year Ended Nov. 30, 2005		Year Ended Nov. 30, 2004
Total Return	10.17	%	(33.10	)%(C)	7.77	%	14.25	%	8.51	%	12.77	%
Net Assets, End of Period (thousands)	$3,505,451		$3,273,652		$4,506,349		$4,952,980		$4,238,712		$3,493,919
Ratio of Expenses to Average Net Assets	0.06	%	0.04	%(B)	0.04	%	0.04	%	0.05	%	0.05	%
Ratio of Net Investment Incometo Average Net Assets	2.57	%	2.16	%(B)	1.96	%	1.95	%	1.87	%	1.99	%
Portfolio Turnover Rate	10	%	6	%(C)	13	%*	4	%	6	%	2	%

 See Page 1 for the Definitions of Abbreviations and Footnotes.

 * Excluding security sales due to the In-Kind Redemptions, the portfolio turnover rate would have been 5%. See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940.The Trust consists of twelve investment portfolios, of which The U.S. Large Company Series (the “Series”) is presented in this report.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.  Security Valuation:   Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

•    Level 1 – quoted prices in active markets for identical securities

•    Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•    Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

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2.  Deferred Compensation Plan:   Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $87 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

3.  Other:   Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.025% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	324,298
Sales		294,824

There were no purchases or sales of long-term U.S. government securities.

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E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains or losses have been deemed to have been “passed down” to its partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$3,858,145	$789,949	$(876,863)	$(86,914)

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Series is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.  Repurchase Agreements:   The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

2.  Futures Contracts:   The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

29

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

	Description	Expiration Date	Number of Contracts	Contract Value		Unrealized Gain (Loss)	Approximate Cash Collateral
The U.S. Large Company Series	S&P 500 ® Index	12/18/2009	118*	$	30,474	$141	$2,655

* During the year ended October 31, 2009, the Series had limited activity in futures transactions.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

The following is a summary of the Series’ location and value of derivative instrument holdings on the Series’ Statements of Assets and Liabilities categorized by primary risk exposure as of October 31, 2009 (amounts in thousands):

		Asset Derivatives Value
	Location on the Statements of Assets and Liabilities	Equity Contracts
	Payables: Futures
The U.S. Large Company Series	Margin Variation	$141*

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the location of realized and change in unrealized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009:

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$20,268

30

	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$(2,236)

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except for percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
2.48%	$8,245	10	$6	$14,732

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of

31

the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the Series recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $24,362 (in thousands) of net gain.

During the year ended November 30, 2007, The U.S. Large Company Series distributed securities in lieu of cash for shareholder redemptions. The value of the redemption was $1,099,445 (in thousands) which resulted in a realized gain of $529,199 (in thousands) to the Series.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all the subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

32

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The U.S. Large Company Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The U.S. Large Company Series (one of the series constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

33

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: To approve Articles of Amendment and Restatement for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The U.S. Large Company Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	98,665,686	84.14%	3,106,492	2.65%	15,494,433	13.21%	84.14%	2.65%	13.21%
5b	Making Loans	98,733,300	84.20%	3,052,305	2.60%	15,481,007	13.20%	84.20%	2.60%	13.20%
5c	Investments in Real Estate	100,125,217	85.38%	1,637,239	1.40%	15,504,156	13.22%	85.38%	1.40%	13.22%
5d	Investments in Commodities	98,776,384	84.23%	2,997,328	2.56%	15,492,899	13.21%	84.23%	2.56%	13.21%
5e	Diversification of Investments	99,185,648	84.58%	2,614,284	2.23%	15,466,679	13.19%	84.58%	2.23%	13.19%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or
	Hypothecating Assets	98,359,523	83.88%	3,372,501	2.88%	15,534,587	13.25%	83.88%	2.88%	13.25%
6b	Purchasing Securities on Margin	98,444,356	83.95%	3,290,886	2.81%	15,531,369	13.24%	83.95%	2.81%	13.24%
6c	Investing in Restricted or Illiquid
	Securities	98,296,531	83.82%	3,028,611	2.58%	15,941,469	13.59%	83.82%	2.58%	13.59%
6d	Investing for the Purpose of
	Exercising Control	98,535,100	84.03%	2,726,201	2.32%	16,005,309	13.65%	84.03%	2.32%	13.65%
6e	Investing in Other Investment
	Companies	98,532,657	84.02%	2,740,349	2.34%	15,993,605	13.64%	84.02%	2.34%	13.64%
6f	Management Ownership of
	Securities of an Issuer	98,694,385	84.16%	2,533,976	2.16%	16,038,250	13.68%	84.16%	2.16%	13.68%
6g	Investing in Oil, Gas, or other
	Mineral Exploration, Leases or
	Development Programs	98,853,168	84.30%	2,461,685	2.10%	15,951,758	13.60%	84.30%	2.10%	13.60%
6h	Investing in Securities of
	Unseasoned Issuers	98,385,119	83.90%	2,882,682	2.46%	15,998,811	13.64%	83.90%	2.46%	13.64%
6i	Investing in Warrants	98,619,865	84.10%	2,598,182	2.22%	16,048,564	13.69%	84.10%	2.22%	13.69%
6j	Writing or Acquiring Options	98,646,590	84.12%	2,632,309	2.24%	15,987,712	13.63%	84.12%	2.24%	13.63%

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FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

35

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

36

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

37

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

38

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

39

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997  and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

40

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

42

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

43

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Qualifying Interest Income(3)	Qualifying Short-Term Capital Gain(4)
U.S. Large Company Institutional Index Portfolio	100%	100%	100%	100%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary Income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(3) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(4) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

44

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
DFA Investment Dimensions Group Inc.
Performance Charts	3
Management’s Discussion and Analysis	16
Disclosure of Fund Expenses	33
Disclosure of Portfolio Holdings	39
Schedules of Investments/Summary Schedules of Portfolio Holdings
U.S. Large Company Portfolio	42
Enhanced U.S. Large Company Portfolio	43
U.S. Large Cap Value Portfolio	46
U.S. Targeted Value Portfolio	47
U.S. Small Cap Value Portfolio	50
U.S. Core Equity 1 Portfolio	53
U.S. Core Equity 2 Portfolio	56
U.S. Vector Equity Portfolio	59
T.A. U.S. Core Equity 2 Portfolio	62
U.S. Small Cap Portfolio	65
U.S. Micro Cap Portfolio	68
DFA Real Estate Securities Portfolio	71
Large Cap International Portfolio	73
International Core Equity Portfolio	77
T.A. World ex U.S. Core Equity Portfolio	82
International Small Company Portfolio	89
Japanese Small Company Portfolio	90
Asia Pacific Small Company Portfolio	90
United Kingdom Small Company Portfolio	91
Continental Small Company Portfolio	91
DFA International Real Estate Securities Portfolio	92
DFA Global Real Estate Securities Portfolio	96
DFA International Small Cap Value Portfolio	97
International Vector Equity Portfolio	102
Emerging Markets Portfolio	107
Emerging Markets Small Cap Portfolio	107
Emerging Markets Core Equity Portfolio	108
DFA One-Year Fixed Income Portfolio	113
DFA Two-Year Global Fixed Income Portfolio	116
DFA Selectively Hedged Global Fixed Income Portfolio	120
DFA Five-Year Government Portfolio	124
DFA Five-Year Global Fixed Income Portfolio	126
DFA Intermediate Government Fixed Income Portfolio	129
DFA Short-Term Extended Quality Portfolio	131
DFA Inflation-Protected Securities Portfolio	137
DFA Short-Term Municipal Bond Portfolio	138
DFA California Short-Term Municipal Bond Portfolio	144
Statements of Assets and Liabilities	148
Statements of Operations	157
Statements of Changes in Net Assets	166
Financial Highlights	184
Notes to Financial Statements	204
Report of Independent Registered Public Accounting Firm	235
Results of the Shareholder Meeting	236

i

Table of Contents

Continued

	Page
Dimensional Investment Group Inc. — DFA International Value Portfolio
Performance Charts	250
Management’s Discussion and Analysis	251
Disclosure of Fund Expenses	253
Disclosure of Portfolio Holdings	254
Statement of Assets and Liabilities	255
Statement of Operations	256
Statements of Changes in Net Assets	257
Financial Highlights	258
Notes to Financial Statements	260
Report of Independent Registered Public Accounting Firm	266
Results of the Shareholder Meeting	267

ii

Table of Contents

Continued

	Page
The DFA Investment Trust Company
Performance Charts	268
Management’s Discussion and Analysis	272
Disclosure of Fund Expenses	279
Disclosure of Portfolio Holdings	281
Schedules of Investments/Summary Schedules of Portfolio Holdings
The U.S. Large Company Series	283
The U.S. Large Cap Value Series	286
The DFA International Value Series	289
The Japanese Small Company Series	293
The Asia Pacific Small Company Series	296
The United Kingdom Small Company Series	299
The Continental Small Company Series	302
The Canadian Small Company Series	306
The Emerging Markets Series	309
The Emerging Markets Small Cap Series	313
Statements of Assets and Liabilities	317
Statement of Operations	320
Statements of Changes in Net Assets	323
Financial Highlights	328
Notes to Financial Statements	333
Report of Independent Registered Public Accounting Firm	343
Results of the Shareholder Meeting	344
Fund Management	350
Voting Proxies on Fund Portfolio Securities	358
Notice to Shareholders	359

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

iii

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DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations
ADR	American Depositary Receipt
AMBAC	American Municipal Bond Assurance Corporation
ETM	Escrowed to Maturity
FGIC	Federal Guaranty Insurance Corporation
FSA	Financial Security Assurance
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
GO	General Obligation
MBIA	Municipal Bond Insurance Association
NATL-RE	Credit rating enhanced by guaranty or insurance from National Public Finance Guarantee Corp.
P.L.C.	Public Limited Company
PSF-GTD	Public School Fund Guarantee
RB	Revenue Bond
REIT	Real Estate Investment Trust
SA	Special Assessment
SCSDE	South Carolina State Department of Education
SPDR	Standard & Poor’s Depository Receipts
TAN	Tax Anticipation Note
Investment Footnotes
†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
^	Denominated in local currency or the Euro, unless otherwise noted.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
(y)	The rate shown is the effective yield.
(t)	Face Amount denominated in Australian Dollars.
(g)	Face Amount denominated in British Pounds.
(e)	Face Amount denominated in Euro.
(j)	Face Amount denominated in Japanese Yen.
(z)	Face Amount denominated in New Zealand Dollars.
(n)	Face Amount denominated in Norwegian Krone.
(u)	Face Amount denominated in United States Dollars.
§	Affiliated Fund.
v	Security segregated as collateral for the Open Futures Contracts.

1

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

CONTINUED

Financial Highlights

(A) Computed using average shares outstanding.

(B) Annualized

(C) Non-Annualized

(D) Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

(E) Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios.

N/A Does not apply to this fund.

All Statements and Schedules

— Amounts designated as — are either zero or rounded to zero.

SEC Securities and Exchange Commission

REITs Real Estate Investment Trusts

(a) Commencement of Operations.

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Large Company Portfolio Institutional Class vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

Enhanced U.S. Large Company Portfolio Institutional Class vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

U.S. Large Cap Value Portfolio Institutional Class vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

3

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Targeted Value Portfolio Institutional Class vs.

Russell 2000^® Value Index

February 23, 2000-October 31, 2009

U.S. Targeted Value Portfolio Class R1 vs.

Russell 2000^® Value Index

January 31, 2008-October 31, 2009

U.S. Targeted Value Portfolio Class R2 vs.

Russell 2000^® Value Index

June 30, 2008-October 31, 2009

4

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Small Cap Value Portfolio Institutional Class vs.

Russell 2000^® Value Index

October 31, 1999-October 31, 2009

U.S. Core Equity 1 Portfolio Institutional Class vs.

Russell 3000^® Index

September 15, 2005-October 31, 2009

U.S. Core Equity 2 Portfolio Institutional Class vs.

Russell 3000^® Index

September 15, 2005-October 31, 2009

5

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Vector Equity Portfolio Institutional Class vs.

Russell 2500™ Index

December 30, 2005-October 31, 2009

T.A. U.S. Core Equity 2 Portfolio Institutional Class vs.

Russell 3000^® Index

October 4, 2007-October 31, 2009

U.S. Small Cap Portfolio Institutional Class vs.

Russell 2000^® Index

October 31, 1999-October 31, 2009

6

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Micro Cap Portfolio Institutional Class vs.

Russell 2000^® Index

October 31, 1999-October 31, 2009

DFA Real Estate Securities Portfolio Institutional Class vs.

Dow Jones U.S. Select REIT Index^SM, S&P 500^® Index

October 31, 1999-October 31, 2009

Large Cap International Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

7

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

International Core Equity Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

September 15, 2005-October 31, 2009

T.A. World ex U.S. Core Equity Portfolio Institutional Class vs.

MSCI All Country World ex USA Index (net dividends)

March 6, 2008-October 31, 2009

International Small Company Portfolio Institutional Class vs.

MSCI World ex USA Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

8

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Japanese Small Company Portfolio Institutional Class vs.

MSCI Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

Asia Pacific Small Company Portfolio Institutional Class vs.

MSCI Pacific ex Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

United Kingdom Small Company Portfolio Institutional Class vs.

MSCI UK Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

9

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Continental Small Company Portfolio Institutional Class vs.

MSCI Europe ex UK Small Cap Index (net dividends),

October 31, 1999-October 31, 2009

DFA International Real Estate Securities Portfolio Institutional Class vs.

S&P Global ex US REIT Index (net dividends), S&P Global ex US REIT Index (gross dividends)

March 1, 2007-October 31, 2009

DFA Global Real Estate Securities Portfolio Institutional Class vs.

S&P Global REIT Index (net dividends), S&P Global REIT Index (gross dividends)

June 4, 2008-October 31, 2009

10

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA International Small Cap Value Portfolio Institutional Class vs.

MSCI World ex USA Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

International Vector Equity Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

August 14, 2008-October 31, 2009

Emerging Markets Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

11

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Emerging Markets Small Cap Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

Emerging Markets Core Equity Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

April 5, 2005-October 31, 2009

DFA One-Year Fixed Income Portfolio Institutional Class vs.

BofA Merrill Lynch Six-Month US Treasury Bill Index, BofA Merrill Lynch One-Year US Treasury Note Index

October 31, 1999-October 31, 2009

12

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Two-Year Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-3 Years (hedged)

October 31, 1999-October 31, 2009

DFA Selectively Hedged Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-3 Years (unhedged)

January 9, 2008-October 31, 2009

DFA Five-Year Government Portfolio Institutional Class vs.

BofA Merrill Lynch US Treasury/Agency Index 1-5 Years

October 31, 1999-October 31, 2009

13

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Five-Year Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-5 Years (hedged)

October 31, 1999-October 31, 2009

DFA Intermediate Government Fixed Income Portfolio Institutional Class vs.

Barclays Capital US Government Bond Index

October 31, 1999-October 31, 2009

DFA Short-Term Extended Quality Portfolio Institutional Class vs.

BofA Merrill Lynch US Corporate and Government Index 1-5 Years

March 4, 2009-October 31, 2009

14

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Inflation-Protected Securities Portfolio Institutional Class vs.

Barclays Capital US TIPS Index (Series-L)

September 18, 2006-October 31, 2009

DFA Short-Term Municipal Bond Portfolio Institutional Class vs.

Barclays Capital Municipal Bond Index 3 Years

August 20, 2002-October 31, 2009

DFA California Short-Term Municipal Bond Portfolio Institutional Class vs.

BofA Merrill Lynch California Municipal Bond Index 1-3 Years

April 2, 2007-October 31, 2009

15

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index (small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

16

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

Certain portfolios described below, called “Feeder Funds,” do not buy individual securities directly; instead, these portfolios invest in corresponding funds called “Master Funds.” Master Funds, in turn, purchase stocks and/or other securities.

Domestic Equity Portfolios’ Performance Overview

U.S. Large Company Portfolio

The U.S. Large Company Portfolio seeks to approximate the returns of the S&P 500^® Index by purchasing shares of a Master Fund that invests in S&P 500^® Index stocks in approximately the same proportions as they are represented in the Index. The Portfolio was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2009, the total return was 10.08% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, outperformance was mostly due to the flexible trading approach employed by the Master Fund to gain exposure to the performance of the Index during periods of index reconstitution.

Enhanced U.S. Large Company Portfolio

The Enhanced U.S. Large Company Portfolio seeks to outperform the total return performance of the S&P 500^® Index by using an “enhanced cash” strategy. This strategy combines investment in high-grade, short-term fixed income instruments with an overlay of S&P 500^® Index futures contracts or swaps. For the 12 months ended October 31, 2009, approximately 97% of the overlay instruments consisted of S&P 500^® Index futures contracts. Swaps and ETFs completed the equity exposure for the last month of the fiscal year. The behavior of S&P 500^® Index futures contracts and ETFs linked to the S&P 500^® Index is determined principally by the performance of the S&P 500^® Index.

For the 12 months ended October 31, 2009, the total return was 12.23% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, the Portfolio’s outperformance was primarily due to the fixed income component of the Portfolio exceeding the return embedded in the Portfolio’s S&P 500 futures contracts. The Portfolio’s concentration in government agency and corporate fixed income securities with maturities between one and two years had the most significant contribution to the outperformance.

U.S. Large Cap Value Portfolio

The U.S. Large Cap Value Portfolio seeks to capture the returns of U.S. large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.76% for the Portfolio and 4.78% for the Russell 1000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Master Fund’s greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to the outperformance.

17

The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Portfolio also benefited from composition differences among the Master Fund’s basket of financial stocks, which added approximately 3.6% to relative performance.

U.S. Targeted Value Portfolio

The U.S. Targeted Value Portfolio seeks to capture the returns of U.S. small and mid capitalization value stocks. The investment strategy employed by the U.S. Targeted Value Portfolio is a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small and mid cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,580 stocks, and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.47% for the Institutional Class shares of the Portfolio, 9.36% for the Class R1 shares of the Portfolio and 9.23% for the Class R2 shares of the Portfolio, as compared to 1.95% for the Russell 2000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio’s deeper value tilt contributed to outperformance. The Portfolio’s greater exposure to value stocks (42% of the Portfolio compared to 33% of the Index) added approximately 3.7% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to performance differences. The Portfolio’s greater exposure to information technology stocks and consumer discretionary stocks, due to its strategy of maintaining consistent small and value exposure, added approximately 1.5% and 1.1% respectively to relative performance.

U.S. Small Cap Value Portfolio

The U.S. Small Cap Value Portfolio seeks to capture the returns of U.S. small company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company and value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,634 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.97% for the Portfolio and 1.95% for the Russell 2000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio’s greater exposure to stocks with more pronounced value characteristics added approximately 4.0% to the relative performance. Higher exposure to, and differences in portfolio composition with respect to, the smallest stocks added approximately 3.8% to the Portfolio’s relative performance.

U.S. Core Equity 1 Portfolio

The U.S. Core Equity 1 Portfolio seeks to capture the returns of the total U.S. market universe, with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,476 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.64% for the Portfolio and 10.83% for the Russell 3000^® Index. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on

18

average 9% more than the Index) added approximately 1.0% to the relative return. The Portfolio’s greater exposure to small cap stocks also contributed to the outperformance. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 0.5% from relative return.

U.S. Core Equity 2 Portfolio

The U.S. Core Equity 2 Portfolio seeks to capture the returns of the total U.S. market universe with greater exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio than the U.S. Core Equity 1 Portfolio. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,575 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 10.66% for the Portfolio and 10.83% for the Russell 3000^® Index. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 1.5% from the relative return. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on average 17% more than the Index) added approximately 1.3% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

U.S. Vector Equity Portfolio

The U.S. Vector Equity Portfolio seeks to capture the returns of a broadly diversified basket of U.S. stocks with stronger exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio than the U.S. Core Equity 2 Portfolio. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,310 stocks and essentially was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.47% for the Portfolio and 13.26% for the Russell 2500^TM Index. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 2.5% from the relative return. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (more than twice the weight of the Index on average) added approximately 2.2% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

T.A. U.S. Core Equity 2 Portfolio

The T.A. U.S. Core Equity 2 Portfolio seeks to capture the returns of the total U.S. market universe, with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio, while minimizing federal income tax implications of investment decisions. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,177 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months

19

ended October 31, 2009, total returns were 10.28% for the Portfolio and 10.83% for the Russell 3000^® Index. The Portfolio’s tilt toward value companies caused an increased exposure to the financials sector, which was the worst performing sector of the period. This increase in exposure and specific composition detracted approximately 1.0% from the Portfolio’s performance relative to the Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on average 18% more than the Index) added approximately 1.0% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

U.S. Small Cap Portfolio

The U.S. Small Cap Portfolio seeks to capture the returns of U.S. small company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,780 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 13.08% for the Portfolio and 6.46% for the Russell 2000^® Index. The Portfolio benefited from a positive size premium over the last eight months of the period. Relative to the Index, the Portfolio’s outperformance was primarily due to a larger allocation to small cap and micro cap stocks. The Portfolio also benefited from its larger allocation to the consumer discretionary and information technology sectors, due to the Portfolio’s strategy of maintaining consistent size exposure, which added approximately 1.7% and 0.7% respectively to the relative performance.

U.S. Micro Cap Portfolio

The U.S. Micro Cap Portfolio seeks to capture the returns of very small U.S. company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to very small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,452 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 6.61% for the Portfolio and 6.46% for the Russell 2000^® Index. The Portfolio benefited from a positive size premium over the last eight months of the period. Relative to the Index, the Portfolio’s outperformance was primarily due to a larger allocation to micro cap stocks. On average, more than 50% of the Portfolio was allocated to the tiniest micro cap stocks, compared to 25% for the Index, adding approximately 1.1% to the relative performance.

DFA Real Estate Securities Portfolio

The DFA Real Estate Securities Portfolio is designed to capture the returns of a broadly diversified portfolio of real estate securities (e.g., REITs), but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio held 105 REITs and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the real estate securities market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 0.98% for the Portfolio, 9.80% for the S&P 500^® Index and -0.26% for the Dow Jones U.S. Select REIT Index^SM. Over the period, the Portfolio’s greater diversification than the Dow Jones U.S. Select REIT Index^SM, including allocations to smaller REITs and net-lease REITs entirely excluded from the Index, contributed to the outperformance. Small REITs generally outperformed the broader

20

Index. Composition differences between the Portfolio and the Index across sectors also had a positive impact on the Portfolio’s relative performance.

As of March 31, 2009, the Dow Jones Wilshire REIT Index^SM has been discontinued, and the Dow Jones U.S. Select REIT Index^SM has been selected to take its place as an appropriate benchmark for the Portfolio. According to the index provider, Dow Jones Indexes, the Dow Jones U.S. Select REIT Index^SM uses the same methodology, composition and historical data back to 1987 as the Portfolio’s previous benchmark.

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

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Gains in emerging markets were better, on average, than in developed markets, although results varied widely among the individual emerging markets countries. For the 12 month period, returns in U.S. dollars were 64.13% for the MSCI Emerging Markets Index (net dividends) and 27.83% for the MSCI World ex USA Index (net dividends).

12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Argentina	53.21%
Brazil	91.55%
Chile	61.68%
China	82.16%
Czech Republic	26.83%
Hungary	63.54%
India	77.12%
Indonesia	127.39%
Israel	31.43%
Malaysia	56.99%
Mexico	39.79%
Philippines	50.71%
Poland	23.09%
South Africa	61.69%
South Korea	56.17%
Taiwan	48.86%
Thailand	78.58%
Turkey	68.21%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Global REIT Market Review

The publicly-traded REIT market experienced significant volatility during the 1-year period ended October 31, 2009. REITs were particularly impacted by the credit crises that started with Lehman Brothers’ bankruptcy, as financing became increasingly expensive or unavailable, and serious concerns over both the residential and commercial real estate markets rippled through REIT valuations. The S&P Global REIT Index (net dividends) lost 34.55% from October 31, 2008 through February 28, 2009, which was on the heels of its largest ever monthly decline (–30.56%) in October 2008. The Index then returned 71.68% from February 28 through October 31, 2009, after large amounts of government-supplied liquidity helped ease the credit crisis and restored confidence in the markets. During this 8-month period, the Index saw its largest ever monthly return (+20.9%) in April 2009.

12 Months Ended October 31, 2009

	U.S. Dollar Return
S&P Global ex U.S. REIT Index (net dividends)	30.51%
S&P Global REIT Index (net dividends)	12.36%

Master-Feeder Structure

Certain portfolios described below, called “Feeder Funds,” do not buy individual securities directly; instead, these portfolios invest in corresponding funds called “Master Funds.” The Master Funds, in turn, purchase stocks and/or other securities.

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International Equity Portfolios’ Performance Overview

Large Cap International Portfolio

The Large Cap International Portfolio seeks to capture the returns of a broadly diversified basket of international large company stocks. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,212 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 25.20% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). No single stock, industry sector, or geographical region explained a significant amount of the performance difference. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

International Core Equity Portfolio

The International Core Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks, with increased exposure to smaller company stocks and those with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 4,785 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 34.81% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 44% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 18% of the Portfolio on average and were excluded from the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

T.A. World ex U.S. Core Equity Portfolio

The T.A. World ex U.S. Core Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks in developed and emerging markets, with stronger exposure to smaller company stocks and those with value characteristics as measured by book-to-market ratio. The Portfolio intends to consider the effects of the realization of capital gains and taxable dividend income. When selling a security, the Portfolio typically will select the highest cost shares in order to limit the realization of capital gains and, when possible, will refrain from disposing of a security until the long-term holding period for capital gains tax purposes has been satisfied. The purchase of a stock may be delayed to avoid dividend income, and a stock may be sold to realize a capital loss, subject to applicable investment criteria. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 4,239 stocks in 22 developed country markets and 18 emerging markets countries. The Portfolio was mostly invested in equities throughout the year as the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 42.13% for the Portfolio and 34.10% for the MSCI All

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Country World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 43% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 37% of the Portfolio as compared to 8% for the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials, financials, and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

International Small Company Portfolio

The International Small Company Portfolio seeks to capture the returns of international small company stocks by purchasing shares of five Master Funds that invest individually in Canada, the United Kingdom, Continental Europe (excluding the U.K.), Japan, and Asia Pacific. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Funds held 4,201 stocks in 22 developed country markets and were mostly invested in equities throughout the year: the combined average non-equitized cash level for the period was less than 1% of the Master Funds’ assets.

As a result of the Master Funds’ diversified investment approach, performance was determined principally by broad structural trends in international equity markets, rather than the behavior of a limited number of stocks. Over the period, international small company stocks outperformed international large company stocks. For the 12 months ended October 31, 2009, total returns were 42.34% for the Portfolio and 50.01% for the MSCI World ex USA Small Cap Index (net dividends). The Master Funds hold a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences in the Continental Europe region, particularly in value stocks. The Portfolio and Index held a number of securities in common, but in different weights, due to the different methods for defining size and the Portfolio’s exclusion rules. Other differences in performance resulted from the process of continually rebalancing the Master Funds toward their targets. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Japanese Small Company Portfolio

The Japanese Small Company Portfolio seeks to capture the returns of Japanese small company stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 1,313 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the Japanese equity market, rather than the behavior of a limited number of stocks. Over the period, Japanese small company stocks outperformed Japanese large company stocks. For the 12 months ended October 31, 2009, total returns were 22.08% for the Portfolio and 24.60% for the MSCI Japan Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Asia Pacific Small Company Portfolio

The Asia Pacific Small Company Portfolio seeks to capture the returns of small company stocks in developed Asia Pacific markets, excluding Japan, by purchasing shares of a Master Fund that invests in such stocks. The

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investments strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 963 stocks, and assets were allocated mainly among four countries: Australia, Hong Kong, New Zealand, and Singapore (approximately 59%, 21%, 7%, and 13% respectively). Country allocations are determined by utilizing the approximate weights of individual securities within a universe of Asia Pacific small company stocks constructed by the Advisor. The allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in Asia Pacific equity markets rather than the behavior of a limited number of stocks. Over the period, Asia Pacific small company stocks outperformed Asia Pacific large company stocks. For the 12 months ended October 31, 2009, total returns were 84.11% for the Portfolio and 90.41% for the MSCI Pacific ex Japan Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

United Kingdom Small Company Portfolio

The United Kingdom Small Company Portfolio seeks to capture the returns of U.K. small company stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 386 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.K. equity market, rather than the behavior of a limited number of stocks. Over the period, U.K. small company stocks outperformed U.K. large company stocks. For the 12 months ended October 31, 2009, total returns were 42.81% for the Portfolio and 51.09% for the MSCI UK Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Continental Small Company Portfolio

The Continental Small Company Portfolio seeks to capture the returns of small company stocks in developed markets of Europe, excluding the U.K., by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 1,234 stocks in 15 developed continental European countries. Country allocations reflect the approximate weights of individual securities within a universe of continental European small company stocks constructed by the Advisor. Country allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the continental European equity markets, excluding the U.K., rather than the behavior of

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a limited number of stocks. Over the period, continental European small company stocks outperformed continental European large company stocks. For the 12 months ended October 31, 2009, total returns were 43.12% for the Portfolio and 57.29% for the MSCI Europe ex UK Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Portolio’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

DFA International Real Estate Securities Portfolio

The DFA International Real Estate Securities Portfolio is designed to capture the returns of a broadly diversified portfolio of real estate securities in international markets, but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio held 172 stocks in 16 developed and emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified approach, performance was determined principally by structural trends in international real estate securities markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 29.25% for the Portfolio, 31.95% for the S&P Global ex US REIT Index (gross dividends), and 30.51% for the S&P Global ex US REIT Index (net dividends). The Portfolio’s underperformance relative to the Indexes was primarily the result of withholding taxes, expenses, and a difference in the timing of the pricing of securities and foreign exchange rates between the Portfolio and the Indexes. The Portfolio prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 P.M. London time. Relative to the Index (net dividends), the Portfolio benefited from a smaller allocation to large cap REITs which generally underperformed over the period.

DFA Global Real Estate Securities Portfolio

The DFA Global Real Estate Securities Portfolio, a fund of funds, is designed to capture the returns of a broadly diversified portfolio of real estate securities in U.S. and international markets, but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio invested in the DFA International Real Estate Securities Portfolio and the DFA Real Estate Securities Portfolio. As of October 31, 2009, the Portfolio had exposure to 277 stocks, through its underlying funds, in 17 developed and emerging markets countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the diversified approach of the Portfolio’s underlying funds, performance was principally determined by structural trends in global real estate securities markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 13.81% for the Portfolio, 14.11% for the S&P Global REIT Index (gross dividends), and 12.36% for the S&P Global REIT Index (net dividends). Relative to the Index (net dividends), the Portfolio’s outperformance was primarily due to a greater allocation to small cap REITs, which outperformed over the period, and a smaller allocation to large cap REITs, which generally underperformed over the period.

DFA International Small Cap Value Portfolio

The DFA International Small Cap Value Portfolio seeks to capture the returns of international small company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,127 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

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As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in international equity markets, rather than the behavior of a limited number of stocks. Over the period, international small stocks outperformed international large stocks and international value stocks outperformed international growth stocks. For the 12 months ended October 31, 2009, total returns were 41.42% for the Portfolio and 50.01% for the MSCI World ex USA Small Cap Index (net dividends). The Portfolio holds a large number of stocks, and no single stock explained a significant amount of the performance difference. The Portfolio’s greater allocation than the Index to value stocks had a positive impact on relative performance. However, composition differences in the Portfolio’s stock portfolio relative to the Index had a greater negative impact. The Portfolio and Index held a number of securities in common, but in different weights, due to the different methods for defining size and value and the Portfolio’s exclusion rules. Other differences in performance resulted from the process of continually rebalancing the Portfolio toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

International Vector Equity Portfolio

The International Vector Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks, with stronger exposure to smaller company stocks and those with value characteristics, as measured by book-to-market ratio, than the International Core Equity Portfolio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,989 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 39.52% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 53% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 26% of the Portfolio on average and were excluded from the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

Emerging Markets Portfolio

The Emerging Markets Portfolio seeks to capture the returns of large company stocks in selected emerging markets by purchasing shares of a Master Fund investing in such firms. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large company emerging markets stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 654 stocks in 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets. The Master Fund’s target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 53.39% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s relative underperformance was primarily due to differences in country weights and in the composition of the Master Fund’s holdings relative to the Index. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

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Emerging Markets Small Cap Portfolio

The Emerging Markets Small Cap Portfolio seeks to capture the returns of small company stocks in selected emerging markets by purchasing shares of a Master Fund investing in such firms. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to emerging markets small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 2,152 stocks across 16 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets. The Master Fund’s target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 91.35% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio outperformed primarily because small cap stocks dramatically outperformed large cap stocks during the period. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Emerging Markets Core Equity Portfolio

The Emerging Markets Core Equity Portfolio seeks to capture the returns of the broad universe of emerging markets stocks with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to emerging market countries, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,665 stocks across 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets. The Portfolio’s target country weights were capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Portfolio’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 69.47% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s outperformance was primarily due to a stronger tilt than the Index toward value and small cap stocks, which outperformed their growth and large cap counterparts. Composition differences in the Portfolio’s holdings relative to the Index also had a positive impact on the relative performance. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

Fixed Income Market Review 12 Months Ended October 31, 2009

U.S. and international credit markets experienced high levels of volatility in the fiscal year ended October 31, 2009. Investor appetite for credit risk returned as the year progressed, and credit spreads narrowed significantly. Over the course of the year the U.S. Federal Reserve lowered the target rate for federal funds from 1.00% on October 31, 2008 to between 0% and 0.25% by October 31, 2009, and continued to add liquidity into the financial system through various loan programs and capital injections into financial institutions. Central banks around the world took similar actions to loosen credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, fell 275 basis points during the 12 months ended October 31, 2009, while the yield on ten-year U.S. Treasury notes declined 57 basis points. The yield curve remained upwardly sloped throughout the year.

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	10/31/09	10/31/08	Change
Three-Month LIBOR (yield)	0.28%	3.03%	–90.76%
Ten-Year U.S. Treasury Notes (yield)	3.38%	3.95%	–14.43%

Source: Bloomberg. “Change” values are calculated prior to rounding.

There is generally an inverse relationship between interest rates and bond prices, such that bond prices fall when interest rates rise. For the fiscal year under review, changes in interest rates and bond prices were more pronounced in some parts of the yield curve than others. For the 12 months ended October 31, 2009, total returns were 0.32% for three-month U.S. Treasury bills, 6.77% for five-year U.S. Treasury notes, and 5.57% for thirty-year U.S. Treasury bonds.

Some of the Advisor’s fixed income strategies are based on a shifting-maturity strategy that identifies the maturity range with the highest risk-adjusted expected return. When the yield curve is flat or inverted, short-term securities are believed to offer the most attractive opportunity on a risk-adjusted basis. When the yield curve is upwardly sloped, maturities are lengthened to achieve higher returns associated with longer maturities. During the period under review, weighted average maturities of most Portfolios lengthened, reflecting upwardly sloped yield curves in the U.S.

Fixed Income Portfolio Performance Overview

DFA One-Year Fixed Income Portfolio

The DFA One-Year Fixed Income Portfolio seeks to maximize risk-adjusted total returns from a universe of high-quality fixed income securities with an average maturity of one year or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 340 days on October 31, 2009, from 265 days on October 31, 2008.

For the 12 months ended October 31, 2009 the total return was 3.80% for the Portfolio, 1.05% for the BofA Merrill Lynch Six-Month U.S. Treasury Bill Index, and 1.86% for the BofA Merrill Lynch One-Year U.S. Treasury Note Index. During the period, interest rates declined but maintained a positive expected return premium. Relative to the Indexes, the Portfolio benefited from exposure to securities with higher credit risk premium. The Portfolio had exposure to corporate and agency debt, which significantly outperformed Treasury debt during the period of tightening credit spreads. Additionally, the Portfolio benefited from the period of falling interest rates, as it maintained a higher average maturity than the BofA Merrill Lynch Six-Month U.S. Treasury Bill Index and had allocations to 1-2 year maturity securities, which significantly outperformed less-than-1-year maturity securities. The benchmarks had no exposure to securities with maturities of over one year.

DFA Two-Year Global Fixed Income Portfolio

The DFA Two-Year Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and currency-hedged global fixed income instruments maturing in two years or less. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Norway, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 1.46 years on October 31, 2009, from 0.74 years on October 31, 2008.

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For the 12 months ended October 31, 2009 the total return was 3.71% for the Portfolio and 3.42% for the Citigroup World Government Bond Index 1-3 Years (hedged). Relative to the Index, outperformance of the Portfolio was primarily due to structural and maturity differences between the Portfolio and Index. A higher exposure to government agency securities, which outperformed sovereign government debt, had a positive impact on the relative performance. The Portfolio had an average duration of 1.42 years on October 31, 2009 compared to 1.89 years for the Index, which limited relative returns in a falling interest rate environment.

DFA Selectively Hedged Global Fixed Income Portfolio

The DFA Selectively Hedged Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and global fixed income instruments maturing in two years or less. It hedges foreign currency exposure on a selective basis to capture the higher interest rates that may be offered in foreign yield curves. Eligible countries include but are not limited to Australia, Canada, Denmark, the EMU countries, Japan, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 1.31 years on October 31, 2009, from 0.47 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 12.23% for the Portfolio and 12.18% for the Citigroup World Government Bond Index 1-3 Years (unhedged). Relative to the Index, outperformance of the Portfolio was primarily due to differences in currency exposures. In particular, the Portfolio was aided by its unhedged Australian Dollar, New Zealand Dollar and Norwegian Krone holdings.

DFA Five-Year Government Portfolio

The DFA Five-Year Government Portfolio seeks to maximize risk-adjusted total returns from a universe of U.S. government securities maturing in five years or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio decreased to 3.06 years on October 31, 2009 from 3.46 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 7.27% for the Portfolio and 4.56% for the BofA Merrill Lynch US Treasury/Agency Index 1-5 Years. Relative to the Index, outperformance by the Portfolio was primarily due to structural differences. The Portfolio had much higher exposure to agency debt, which significantly outperformed Treasury debt during the period of significantly tightening credit spreads. Interest rates declined during the period, but the yield curve continued to be upwardly-sloped and exhibited positive expected term premium. The Portfolio also benefited from a longer duration than the Index during the period when interest rates declined.

DFA Five-Year Global Fixed Income Portfolio

The DFA Five-Year Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and currency-hedged global fixed income instruments maturing in five years or less. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Norway, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased from 2.46 years on October 31, 2008 to 3.52 years on October 31, 2009.

30

For the 12 months ended October 31, 2009 the total return was 7.74% for the Portfolio and 4.26% for the Citigroup World Government Bond Index 1-5 Years (hedged). Relative to the Index, outperformance by the Portfolio was primarily due to structural and maturity differences. A higher exposure to government agency and corporate securities, during a period when credit spreads narrowed relative to sovereign governments, contributed to the outperformance.

DFA Intermediate Government Fixed Income Portfolio

The DFA Intermediate Government Fixed Income Portfolio seeks to provide a market rate of return and current income from investing generally in U.S. Treasury and government agency issues with maturities of between five and fifteen years. The investment strategy maintains a relatively constant average maturity. The average maturity of the Portfolio decreased to 5.83 years on October 31, 2009 from 6.37 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 10.71% for the Portfolio and 7.05% for the Barclays Capital U.S. Government Bond Index. The Portfolio’s outperformance was primarily due to a much higher allocation to agency debt, which significantly outperformed Treasury debt during the period of tightening credit spreads. The Portfolio also benefited from the period of falling interest rates, as it had a higher allocation to securities with maturities greater than ten years.

DFA Short-Term Extended Quality Portfolio

The DFA Short-Term Extended Quality Fixed Income Portfolio seeks to maximize total returns from a universe of U.S. and foreign corporate debt securities with an investment grade credit rating. The Portfolio emphasizes investment grade obligations rated in the lower half of the investment grade spectrum. However, the Portfolio will not emphasize investment grade obligations rated in the lower half of the investment grade spectrum when the Advisor believes the credit risk premium does not warrant the investment. The Portfolio primarily invests in securities that mature within five years from the date of settlement, and seeks to maintain an average portfolio duration of approximately three years or less. The Portfolio hedges foreign currency risks. The average maturity of the Portfolio was 3.12 years on October 31, 2009.

From the Portfolio’s inception on March 4, 2009, through October 31, 2009, total returns were 7.49% for the Portfolio and 5.24% for the BofA Merrill Lynch US Corporate and Government Index 1-5 Years. Relative to the Index, the Portfolio’s outperformance was primarily due to its significant overweight in corporate securities during the period when corporate securities outperformed government securities. The Portfolio’s average duration remained close to 2.8 years over the period as upwardly sloped yield curves exhibited positive expected return premiums.

DFA Inflation-Protected Securities Portfolio

The DFA Inflation-Protected Securities Portfolio seeks to provide inflation protection and current income from investing generally in inflation-protected securities issued by the US government and its agencies and instrumentalities with maturities of between five and twenty years. The investment strategy maintains a relatively constant average maturity. The average maturity of the Portfolio increased to 8.73 years on October 31, 2009, from 8.60 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 17.70% for the Portfolio and 17.15% for the Barclays Capital U.S. TIPS Index. The Portfolio’s outperformance was primarily due to structural differences with the Index. A much lower allocation to short-term securities, which underperformed intermediate and long-term securities during the period of falling interest rates, contributed to the outperformance.

DFA Short-Term Municipal Bond Portfolio

The DFA Short-Term Municipal Bond Portfolio seeks to provide a market rate of return from a universe of high-quality municipal securities providing current income exempt from federal personal income tax. The weighted average maturity of the Portfolio generally will not exceed three years. The average maturity of the Portfolio increased to 2.78 years on October 31, 2009 from 1.53 years on October 31, 2008.

31

For the 12 months ended October 31, 2009, total returns were 4.32% for the Portfolio and 7.34% for the Barclays Capital Municipal Bond Index 3 Years. Municipal interest rates decreased significantly during the period, and the Portfolio’s relative underperformance was primarily due to its shorter duration.

DFA California Short-Term Municipal Bond Portfolio

The DFA California Short-Term Municipal Bond Portfolio seeks to provide a market rate of return from a universe of municipal securities providing current income exempt from federal personal income taxes and California state personal income taxes. The weighted average maturity of the Portfolio generally will not exceed three years. The average maturity increased to 2.78 years on October 31, 2009, from 2.12 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 4.91% for the Portfolio and 5.37% for the BofA Merrill Lynch California Municipal Bond Index 1-3 Years. California municipal interest rates decreased significantly during the period, and the Portfolio’s 25% average allocation to securities with maturities of less than one year contributed to the relative underperformance.

Sources: Citigroup bond indexes copyright 2009 by Citigroup. Barclays Capital data, formerly Lehman Brothers, provided by Barclays Bank PLC. The Merrill Lynch Indices are used with permission; copyright 2009 Merrill Lynch, Pierce, Fenner & Smith Incorporated; all rights reserved.

32

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLES

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
U.S. Large Company Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,200.60	0.15	%	$	0.83
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.45	0.15	%	$	0.77

33

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Enhanced U.S. Large Company Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,216.90	0.30%	$1.68
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.69	0.30%	$1.53
U.S. Large Cap Value Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,241.40	0.30%	$1.69
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.69	0.30%	$1.53
U.S. Targeted Value Portfolio
Actual Fund Return
Class R1 Shares	$1,000.00	$1,189.10	0.52%	$2.87
Class R2 Shares	$1,000.00	$1,189.90	0.68%	$3.75
Institutional Class Shares	$1,000.00	$1,190.70	0.42%	$2.32
Hypothetical 5% Annual Return
Class R1 Shares	$1,000.00	$1,022.58	0.52%	$2.65
Class R2 Shares	$1,000.00	$1,021.78	0.68%	$3.47
Institutional Class Shares	$1,000.00	$1,023.09	0.42%	$2.14
U.S. Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,214.80	0.54%	$3.01
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.48	0.54%	$2.75
U.S. Core Equity 1 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,194.80	0.23%	$1.27
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.05	0.23%	$1.17
U.S. Core Equity 2 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,192.60	0.25%	$1.38
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.95	0.25%	$1.28
U.S. Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,196.70	0.36%	$1.99
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.39	0.36%	$1.84

34

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
T.A. U.S. Core Equity 2 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,188.30	0.29%	$1.60
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.74	0.29%	$1.48
U.S. Small Cap Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,200.50	0.40%	$2.22
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.19	0.40%	$2.04
U.S. Micro Cap Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,175.90	0.55%	$3.02
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.43	0.55%	$2.80
DFA Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,270.00	0.37%	$2.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.34	0.37%	$1.89
Large Cap International Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,299.90	0.32%	$1.86
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.59	0.32%	$1.63
International Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,347.00	0.42%	$2.48
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.09	0.42%	$2.14
T.A. World ex U.S. Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,363.10	0.51%	$3.04
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.63	0.51%	$2.60
International Small Company Portfolio***
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,372.40	0.57%	$3.41
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.33	0.57%	$2.91

35

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Japanese Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,226.20	0.57%	$3.20
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.33	0.57%	$2.91
Asia Pacific Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,670.90	0.64%	$4.31
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.98	0.64%	$3.26
United Kingdom Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,334.70	0.62%	$3.65
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
Continental Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,394.00	0.62%	$3.74
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
DFA International Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,459.60	0.43%	$2.67
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.04	0.43%	$2.19
DFA Global Real Estate Securities Portfolio***
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,360.90	0.47%	$2.80
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.84	0.47%	$2.40
DFA International Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,360.20	0.71%	$4.22
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.63	0.71%	$3.62
International Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,359.20	0.60%	$3.57
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.18	0.60%	$3.06

36

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Emerging Markets Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,380.80	0.62%	$3.72
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
Emerging Markets Small Cap Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,509.00	0.80%	$5.06
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.17	0.80%	$4.08
Emerging Markets Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,422.40	0.67%	$4.09
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.83	0.67%	$3.41
DFA One-Year Fixed Income Portfolio****
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,013.20	0.22%	$1.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.10	0.22%	$1.12
DFA Two-Year Global Fixed Income Portfolio****
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,013.30	0.22%	$1.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.10	0.22%	$1.12
DFA Selectively Hedged Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,091.70	0.26%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.89	0.26%	$1.33
DFA Five-Year Government Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,018.90	0.27%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.84	0.27%	$1.38
DFA Five-Year Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,037.70	0.32%	$1.64
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.59	0.32%	$1.63

37

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
DFA Intermediate Government Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,026.90	0.16%	$0.82
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.40	0.16%	$0.82
DFA Short-Term Extended Quality Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,060.60	0.22%	$1.14
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10	0.22%	$1.12
DFA Inflation-Protected Securities Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,066.20	0.17%	$0.89
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.35	0.17%	$0.87
DFA Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,010.10	0.26%	$1.32
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.89	0.26%	$1.33
DFA California Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,009.70	0.27%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.84	0.27%	$1.38

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

** The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund (Affiliated Investment Company).

*** The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the indirect payment of the Fund of Funds’ portion of the expenses of its Master Funds (Affiliated Investment Companies).

**** Effective October 23, 2009, the Portfolio invests directly in securities rather than through the Master Fund. The expenses shown reflect the direct expenses of the Portfolio and the indirect payments of the Portfolio’s portion of the expenses, for the period May 1, 2009 through October 22, 2009 of the Master Fund (Affiliated Investment Company).

38

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The categories of industry classification for the Affiliated Investment Companies are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Schedule of Investments/Summary Schedule of Portfolio Holdings for each of the underlying Master Funds’ holdings which reflect the investments by category or country.

FEEDER FUNDS

	Affiliated Investment Companies
U.S. Large Company Portfolio	100.0%
U.S. Large Cap Value Portfolio	100.0%
International Small Company Portfolio	100.0%
Japanese Small Company Portfolio	100.0%
Asia Pacific Small Company Portfolio	100.0%
United Kingdom Small Company Portfolio	100.0%
Continental Small Company Portfolio	100.0%
DFA Global Real Estate Securities Portfolio	100.0%
Emerging Markets Portfolio	100.0%
Emerging Markets Small Cap Portfolio	100.0%

39

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

U.S. Targeted Value Portfolio
Consumer Discretionary	18.1%
Consumer Staples	3.5%
Energy	8.5%
Financials	22.6%
Health Care	7.3%
Industrials	14.8%
Information Technology	18.2%
Materials	6.2%
Telecommunication Services	0.3%
Utilities	0.5%
	100.0%

U.S. Small Cap Value Portfolio
Consumer Discretionary	18.3%
Consumer Staples	3.0%
Energy	8.7%
Financials	22.6%
Health Care	6.1%
Industrials	18.2%
Information Technology	16.5%
Materials	6.3%
Other	—
Telecommunication Services	0.3%
Utilities	—
	100.0%

U.S. Core Equity 1 Portfolio
Consumer Discretionary	12.7%
Consumer Staples	9.0%
Energy	10.1%
Financials	15.7%
Health Care	11.6%
Industrials	12.1%
Information Technology	17.3%
Materials	4.9%
Other	—
Telecommunication Services	2.7%
Utilities	3.9%
	100.0%

U.S. Core Equity 2 Portfolio
Consumer Discretionary	14.5%
Consumer Staples	7.2%
Energy	10.4%
Financials	19.4%
Health Care	10.1%
Industrials	12.9%
Information Technology	14.6%
Materials	5.2%
Other	—
Telecommunication Services	3.1%
Utilities	2.6%
	100.0%

U.S. Vector Equity Portfolio
Consumer Discretionary	16.3%
Consumer Staples	5.2%
Energy	10.0%
Financials	23.3%
Health Care	8.9%
Industrials	13.0%
Information Technology	14.3%
Materials	5.6%
Other	—
Telecommunication Services	1.9%
Utilities	1.5%
	100.0%

T.A. U.S. Core Equity 2 Portfolio
Consumer Discretionary	14.8%
Consumer Staples	6.8%
Energy	10.3%
Financials	18.5%
Health Care	10.3%
Industrials	13.5%
Information Technology	14.8%
Materials	4.8%
Telecommunication Services	3.4%
Utilities	2.8%
	100.0%

U.S. Small Cap Portfolio
Consumer Discretionary	18.1%
Consumer Staples	4.2%
Energy	5.6%
Financials	12.8%
Health Care	13.0%
Industrials	17.3%
Information Technology	20.6%
Materials	5.0%
Other	—
Telecommunication Services	1.1%
Utilities	2.3%
	100.0%

U.S. Micro Cap Portfolio
Consumer Discretionary	17.6%
Consumer Staples	4.8%
Energy	3.5%
Financials	14.5%
Health Care	14.5%
Industrials	16.7%
Information Technology	21.3%
Materials	4.2%
Other	—
Telecommunication Services	1.2%
Utilities	1.7%
	100.0%

DFA Real Estate Securities Portfolio
Real Estate Investment Trusts	100.0%
	100.0%

Large Cap International Portfolio
Consumer Discretionary	9.3%
Consumer Staples	9.5%
Energy	9.9%
Financials	25.7%
Health Care	7.5%
Industrials	10.9%
Information Technology	4.9%
Materials	10.8%
Other	—
Real Estate Investment Trusts	—
Telecommunication Services	6.0%
Utilities	5.5%
	100.0%

International Core Equity Portfolio
Consumer Discretionary	13.3%
Consumer Staples	6.8%
Energy	8.4%
Financials	26.8%
Health Care	4.1%
Industrials	16.2%
Information Technology	5.4%
Materials	13.0%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	3.1%
Utilities	2.8%
	100.0%

T.A. World ex U.S. Core Equity Portfolio
Consumer Discretionary	12.7%
Consumer Staples	6.3%
Energy	7.4%
Financials	27.0%
Health Care	4.0%
Industrials	16.1%
Information Technology	6.5%
Materials	14.3%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	2.8%
Utilities	2.8%
	100.0%

40

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

DFA International Real Estate Securities Portfolio
Financials	5.3%
Other	—
Real Estate Investment Trusts	94.7%
	100.0%

DFA International Small Cap Value Portfolio
Consumer Discretionary	18.4%
Consumer Staples	6.9%
Energy	4.4%
Financials	21.4%
Health Care	1.8%
Industrials	23.3%
Information Technology	5.7%
Materials	17.2%
Other	0.1%
Real Estate Investment Trusts	0.1%
Telecommunication Services	0.3%
Utilities	0.4%
	100.0%

International Vector Equity Portfolio
Consumer Discretionary	15.2%
Consumer Staples	5.9%
Energy	6.8%
Financials	26.2%
Health Care	3.5%
Industrials	18.0%
Information Technology	6.1%
Materials	15.1%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	1.7%
Utilities	1.4%
	100.0%

Emerging Markets Core Equity Portfolio
Consumer Discretionary	10.2%
Consumer Staples	6.6%
Energy	9.1%
Financials	23.5%
Health Care	3.7%
Industrials	11.3%
Information Technology	9.9%
Materials	16.2%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	5.9%
Utilities	3.5%
	100.0%

FIXED INCOME PORTFOLIOS

Enhanced U.S. Large Company Portfolio
Corporate	20.2%
Government	21.0%
Foreign Corporate	19.7%
Foreign Government	34.3%
Supranational	4.8%
	100.0%

DFA One-Year Fixed Income Portfolio
Corporate	43.2%
Government	39.5%
Foreign Corporate	7.2%
Foreign Government	9.8%
Supranational	0.3%
	100.0%

DFA Two-Year Global Fixed Income Portfolio
Corporate	13.2%
Government	36.7%
Foreign Corporate	13.4%
Foreign Government	35.1%
Supranational	1.6%
	100.0%

DFA Selectively Hedged Global Fixed Income Portfolio
Corporate	13.2%
Government	25.9%
Foreign Corporate	20.5%
Foreign Government	30.5%
Supranational	9.9%
	100.0%

DFA Five-Year Government Portfolio
Government	100.0%
	100.0%

DFA Five-Year Global Fixed Income Portfolio
Corporate	16.4%
Government	29.9%
Foreign Corporate	18.7%
Foreign Government	22.3%
Supranational	12.7%
	100.0%

DFA Intermediate Government Fixed Income Portfolio
Government	100.0%
	100.0%

DFA Short-Term Extended Quality Portfolio
Corporate	59.8%
Government	6.7%
Foreign Corporate	13.8%
Foreign Government	18.3%
Supranational	1.4%
	100.0%

DFA Inflation-Protected Securities Portfolio
Government	100.0%
	100.0%

DFA Short-Term Municipal Bond Portfolio
Muni Insured	30.3%
Muni G.O. Local	30.0%
Muni G.O. State	27.6%
Muni Revenue	12.1%
	100.0%

DFA California Short-Term Municipal Bond Portfolio
Muni Insured	57.6%
Muni G.O. Local	14.4%
Muni G.O. State	15.7%
Muni Revenue	12.3%
	100.0%

41

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

U.S. LARGE COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Company Series of The DFA Investment Trust Company	$	2,719,708,191
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $2,707,794,365)	$	2,719,708,191

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	2,719,708,191	—	—	$	2,719,708,191

See accompanying Notes to Financial Statements.

42

ENHANCED U.S. LARGE COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount^	Value†
	(000)
BONDS — (70.1%)
AUSTRALIA — (4.8%)
Australia & New Zealand Banking Group, Ltd.
(u)     4.875%, 11/08/10	3,258	$	3,351,439
(u)     5.500%, 05/24/11	1,000		1,052,732
Commonwealth Bank of Australia
(u)     4.750%, 01/27/11	434		447,160
(g)     6.000%, 03/18/11	1,000		1,729,714
National Australia Bank, Ltd.
(u)     5.125%, 03/08/10	1,500		1,520,665
TOTAL AUSTRALIA			8,101,710
AUSTRIA — (3.4%)
ASFINAG
(u)     4.750%, 11/17/10	3,500		3,639,191
Oesterreichische Kontrollbank AG
(u)     2.875%, 03/15/11	1,000		1,030,422
Republic of Austria
(u)     4.375%, 08/30/10	1,000		1,030,087
TOTAL AUSTRIA			5,699,700
CANADA — (8.1%)
Canada Housing Trust
4.600%, 09/15/11	2,000		1,956,934
Canadian Government Bond
1.250%, 06/01/11	2,500		2,318,747
Ontario, Province of Canada
(u)     3.125%, 09/08/10	3,400		3,475,361
Royal Bank of Canada
(u)     5.650%, 07/20/11	1,500		1,611,332
(e)     5.750%, 07/25/11	2,000		3,130,774
Toronto-Dominion Bank
(g)     6.875%, 06/24/11	650		1,147,065
TOTAL CANADA			13,640,213
FRANCE — (3.1%)
Agence Francaise de Developpement
(u)     4.125%, 06/24/11	1,500		1,565,511
Caisse D’amortissement de la Dette Sociale
(u)     4.250%, 11/08/10	3,500		3,615,916
TOTAL FRANCE			5,181,427

	Face Amount^	Value†
	(000)
GERMANY — (7.4%)
Kreditanstalt fuer Wiederaufbau
(u)     4.625%, 01/20/11	3,000	$	3,132,237
(g)     4.375%, 03/07/11	600		1,024,404
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)     3.250%, 10/29/10	4,000		4,089,112
Landwirtschaftliche Rentenbank
(u)     4.250%, 01/21/11	4,000		4,156,204
TOTAL GERMANY			12,401,957
JAPAN — (0.6%)
Japan Finance Corp.
(u)     2.000%, 06/24/11	1,000		1,015,621
NETHERLANDS — (10.0%)
Bank Nederlandse Gemeenten
(u)     3.375%, 12/15/10	3,000		3,076,824
(u)     3.375%, 01/18/11	800		822,731
Deutsche Bahn Finance
(u)     5.125%, 01/05/11	4,500		4,678,285
Nederlandse Waterschapsbank
(u)     2.875%, 06/16/11	4,000		4,100,980
Rabobank Nederland
(u)     5.000%, 02/15/11	2,200		2,306,971
(g)     5.000%, 04/11/11	1,000		1,708,046
TOTAL NETHERLANDS			16,693,837
NORWAY — (2.5%)
Kommunalbanken
(u)     3.250%, 06/15/11	4,000		4,129,264
SPAIN — (2.7%)
Instituto de Credito Oficial
(u)     4.625%, 10/26/10	3,400		3,519,112
(u)     1.875%, 04/15/11	1,000		1,013,200
TOTAL SPAIN			4,532,312
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (4.6%)
Council of Europe Development Bank
(u)     6.125%, 01/25/11	2,000		2,121,490
Inter-American Development Bank
(u)     5.000%, 04/05/11	1,500		1,586,520

43

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Face Amount^	Value†
	(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Nordic Investment Bank
(u)     4.875%, 03/15/11	3,840	$	4,060,401
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS			7,768,411
SWEDEN — (3.3%)
Kommuninvest I Sverige
(u)     5.375%, 06/15/11	1,000		1,061,023
Svensk Exportkredit AB
(u)     4.000%, 06/15/10	4,332		4,424,800
TOTAL SWEDEN			5,485,823
UNITED KINGDOM — (5.7%)
BP Capital Markets P.L.C. Floating Rate Note
(r)(u)1.293%, 03/17/11	2,000		2,027,078
Network Rail Infrastructure Finance P.L.C.
(u)     3.000%, 01/24/11	3,115		3,191,031
United Kingdom Gilt
9.000%, 07/12/11	2,300		4,272,379
TOTAL UNITED KINGDOM			9,490,488
UNITED STATES — (13.9%)
CME Group, Inc. Floating Rate Note
(r)      1.121%, 08/06/10	$4,000		4,019,660
General Electric Capital Corp. Floating Rate Note
(r)      0.933%, 02/01/11	4,000		3,982,756
John Deere Capital Corp. Floating Rate Note
(r)      0.837%, 02/26/10	4,000		4,005,840
JPMorgan Chase & Co. Floating Rate Note
(r)      0.781%, 11/19/09	2,000		2,000,504
(r)      1.050%, 06/13/11	1,800		1,812,994
Procter & Gamble International Funding Floating Rate Note
(r)      0.478%, 05/07/10	400		399,620
Toyota Motor Credit Corp. Floating Rate Note
(r)      0.345%, 06/16/10	1,000		1,000,631
(r)      0.384%, 10/04/11	2,000		1,996,186

	Face Amount		Value†
	(000)
UNITED STATES — (Continued)
Wells Fargo Bank & Co.
4.625%, 08/09/10	$	4,000	$	4,121,152
TOTAL UNITED STATES				23,339,343
TOTAL BONDS				117,480,106
AGENCY OBLIGATIONS — (18.0%)
Federal Farm Credit Bank
1.125%, 10/03/11		2,000		1,998,506
Federal Home Loan Bank
1.625%, 03/16/11		1,000		1,013,162
1.375%, 05/16/11		1,500		1,514,568
3.750%, 09/09/11		2,000		2,105,046
v     3.625%, 09/16/11		4,200		4,414,070
Federal Home Loan Bank Discount Note
(y)     0.077%, 12/11/09		15,000		14,999,028
Federal Home Loan Mortgage Corporation
6.000%, 06/15/11		1,000		1,083,118
Federal National Mortgage Association
3.375%, 05/19/11		3,000		3,122,145
TOTAL AGENCY OBLIGATIONS				30,249,643
COMMERCIAL PAPER — (8.4%)
Bank of America Corp.
0.100%, 11/02/09		2,500		2,499,986
Caisse Cent Desjardins Du Quebec
0.310%, 11/19/09		2,000		1,999,728
Ireland
0.400%, 11/20/09		2,000		1,999,711
PACCAR Financial Corp.
0.200%, 12/17/09		2,000		1,999,408
Procter & Gamble International Funding
0.220%, 11/02/09		2,000		1,999,971
Queensland Treasury Corp.
0.190%, 12/15/09		2,000		1,999,438
Total Capital
0.170%, 12/30/09		1,500		1,499,570
TOTAL COMMERCIAL PAPER				13,997,812
	Shares
EXCHANGE-TRADED FUND — (2.7%)
UNITED STATES — (2.7%)
SPDR Trust Series I		44,100		4,566,996

44

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Shares	Value†
TEMPORARY CASH INVESTMENTS — (0.8%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	1,327,514	$	1,327,514

	Value†
TOTAL INVESTMENTS — (100.0%) (Cost $165,748,889)	$	167,622,071

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Bonds	$	—	$	117,480,106	—	$	117,480,106
Agency Obligations		—		30,249,643	—		30,249,643
Commercial Paper		—		13,997,812	—		13,997,812
Exchange-Traded Fund		4,566,996		—	—		4,566,996
Temporary Cash Investments		1,327,514		—	—		1,327,514
Other Financial Instruments**		1,705,113		38,625	—		1,743,738
TOTAL	$	7,599,623	$	161,766,186	—	$	169,365,809

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

45

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

U.S. LARGE CAP VALUE PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	5,864,670,633
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $4,959,195,121)	$	5,864,670,633

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	5,864,670,633	—	—	$	5,864,670,633

See accompanying Notes to Financial Statements.

46

U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (83.3%)
Consumer Discretionary — (15.1%)
#*AutoNation, Inc.	285,685	$	4,925,209	0.3%
Cinemark Holdings, Inc.	382,492		4,433,082	0.3%
#*Collective Brands, Inc.	278,432		5,164,914	0.4%
#Jarden Corp.	239,973		6,572,860	0.5%
#*Mohawk Industries, Inc.	102,954		4,409,520	0.3%
#*Penske Automotive Group, Inc.	322,318		5,047,500	0.3%
Phillips-Van Heusen Corp.	104,053		4,177,728	0.3%
#*Royal Caribbean Cruises, Ltd.	278,627		5,636,624	0.4%
#*Toll Brothers, Inc.	269,219		4,662,873	0.3%
#Whirlpool Corp.	110,030		7,877,048	0.5%
#Wyndham Worldwide Corp.	271,939		4,636,560	0.3%
Other Securities			211,275,934	14.2%
Total Consumer Discretionary			268,819,852	18.1%
Consumer Staples — (2.9%)
*Constellation Brands, Inc. Class A	282,958		4,476,396	0.3%
Del Monte Foods Co.	386,240		4,171,392	0.3%
#PepsiAmericas, Inc.	160,714		4,699,277	0.3%
Other Securities			38,325,835	2.6%
Total Consumer Staples			51,672,900	3.5%
Energy — (7.1%)
#Cimarex Energy Co.	126,477		4,952,839	0.3%
#Pioneer Natural Resources Co.	149,975		6,165,472	0.4%
*Plains Exploration & Production Co.	155,941		4,132,436	0.3%
*Whiting Petroleum Corp.	72,600		4,094,640	0.3%
Other Securities			106,147,722	7.2%
Total Energy			125,493,109	8.5%
Financials — (18.9%)
American Financial Group, Inc.	221,530		5,449,638	0.3%
#*AmeriCredit Corp.	308,822		5,450,708	0.4%
First American Corp.	179,565		5,456,980	0.4%
*First Horizon National Corp.	346,956		4,104,489	0.3%
Genworth Financial, Inc.	545,763		5,796,003	0.4%
Hanover Insurance Group, Inc.	99,669		4,192,078	0.3%
HCC Insurance Holdings, Inc.	177,467		4,683,354	0.3%
Huntington Bancshares, Inc.	1,168,996		4,453,875	0.3%
#Old Republic International Corp.	431,692		4,610,471	0.3%
Reinsurance Group of America, Inc.	119,151		5,492,861	0.4%
Transatlantic Holdings, Inc.	115,613		5,838,456	0.4%
White Mountains Insurance Group, Ltd.	15,966		4,952,174	0.3%
Other Securities			274,940,649	18.5%
Total Financials			335,421,736	22.6%
Health Care — (6.1%)
#*Community Health Systems, Inc.	178,748		5,591,237	0.4%
#*Inverness Medical Innovations, Inc.	131,000		4,979,310	0.3%
*King Pharmaceuticals, Inc.	479,100		4,853,283	0.3%
Other Securities			92,153,883	6.2%
Total Health Care			107,577,713	7.2%
Industrials — (12.3%)
Applied Industrial Technologies, Inc.	202,120		4,088,888	0.3%
Masco Corp.	483,152		5,677,036	0.4%
#Ryder System, Inc.	101,652		4,121,989	0.3%

47

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (Continued)
Other Securities		$	205,535,777	13.8%
Total Industrials			219,423,690	14.8%
Information Technology — (15.2%)
*3Com Corp.	1,419,866		7,298,111	0.5%
*Arrow Electronics, Inc.	227,021		5,752,712	0.4%
*Avnet, Inc.	196,527		4,869,939	0.3%
*Benchmark Electronics, Inc.	298,403		5,013,170	0.3%
#*Cypress Semiconductor Corp.	579,563		4,885,716	0.3%
*Euronet Worldwide, Inc.	170,179		4,024,733	0.3%
Fidelity National Information Services, Inc.	259,600		5,648,896	0.4%
*IAC/InterActiveCorp.	221,621		4,197,502	0.3%
*Ingram Micro, Inc.	317,283		5,600,045	0.4%
Jabil Circuit, Inc.	387,509		5,184,870	0.3%
#*Rovi Corp.	191,465		5,274,861	0.4%
*Tech Data Corp.	220,978		8,492,185	0.6%
Other Securities			203,236,729	13.7%
Total Information Technology			269,479,469	18.2%
Materials — (5.1%)
Cabot Corp.	204,579		4,486,417	0.3%
#MeadWestavco Corp.	313,877		7,165,812	0.5%
Other Securities			79,535,488	5.3%
Total Materials			91,187,717	6.1%
Telecommunication Services — (0.2%)
Other Securities			4,169,050	0.3%
Utilities — (0.4%)
Other Securities			7,562,210	0.5%
TOTAL COMMON STOCKS			1,480,807,446	99.8%
RIGHTS/WARRANTS — (0.0%)
Other Securities			969	0.0%
TEMPORARY CASH INVESTMENTS — (0.9%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	15,296,895		15,296,895	1.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.8%)
§@DFA Short Term Investment Fund LP	278,907,219		278,907,219	18.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,598,967 FHLMC 5.793%(r), 01/01/37, valued at $1,459,993) to be repurchased at $1,417,478	$1,417		1,417,469	0.1%
TOTAL SECURITIES LENDING COLLATERAL			280,324,688	18.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,874,838,984)		$	1,776,429,998	119.7%

48

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	268,812,122	$	7,730	—	$	268,819,852
Consumer Staples		51,672,900		—	—		51,672,900
Energy		125,493,109		—	—		125,493,109
Financials		335,421,736		—	—		335,421,736
Health Care		107,577,713		—	—		107,577,713
Industrials		219,423,690		—	—		219,423,690
Information Technology		269,476,519		2,950	—		269,479,469
Materials		91,187,717		—	—		91,187,717
Telecommunication Services		4,169,050		—	—		4,169,050
Utilities		7,562,210		—	—		7,562,210
Rights/Warrants		969		—	—		969
Temporary Cash Investments		15,296,895		—	—		15,296,895
Securities Lending Collateral		—		280,324,688	—		280,324,688
TOTAL	$	1,496,094,630	$	280,335,368	—	$	1,776,429,998

See accompanying Notes to Financial Statements.

49

U.S. SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares		Value†		Percentage of Net Assets**
COMMON STOCKS — (86.3%)
Consumer Discretionary — (15.8%)
#American Greetings Corp. Class A	1,904,200		$	38,731,428	0.7%
Bob Evans Farms, Inc.	984,921			25,873,875	0.4%
Foot Locker, Inc.	2,143,946			22,468,554	0.4%
Jarden Corp.	1,909,448			52,299,781	0.9%
Jones Apparel Group, Inc.	1,788,255			31,991,882	0.6%
#*Penske Automotive Group, Inc.	2,028,957			31,773,467	0.6%
#Scholastic Corp.	1,711,917			42,575,376	0.7%
Other Securities				793,297,778	14.0%
Total Consumer Discretionary				1,039,012,141	18.3%
Consumer Staples — (2.6%)
#*Hain Celestial Group, Inc.	1,303,172			22,857,637	0.4%
#Universal Corp.	653,753			27,189,587	0.5%
Other Securities				119,553,794	2.1%
Total Consumer Staples				169,601,018	3.0%
Energy — (7.5%)
*Bristow Group, Inc.	929,038			27,081,458	0.5%
#*Helix Energy Solutions Group, Inc.	1,727,104			23,713,138	0.4%
#Overseas Shipholding Group, Inc.	736,187			28,895,340	0.5%
#*SEACOR Holdings, Inc.	312,838			25,424,344	0.5%
Other Securities				385,596,115	6.8%
Total Energy				490,710,395	8.7%
Financials — (19.5%)
#*AmeriCredit Corp.	2,109,220			37,227,733	0.7%
*Argo Group International Holdings, Ltd.	919,019			31,209,885	0.5%
Delphi Financial Group, Inc. Class A	1,232,969			26,755,427	0.5%
Infinity Property & Casualty Corp.	579,946			22,426,512	0.4%
*Navigators Group, Inc.	458,215			24,317,470	0.4%
#NewAlliance Bancshares, Inc.	3,348,207			37,098,134	0.6%
#*PHH Corp.	1,619,647			26,173,496	0.5%
#Prosperity Bancshares, Inc.	777,550			27,828,514	0.5%
Provident Financial Services, Inc.	2,524,606			27,139,514	0.5%
Selective Insurance Group, Inc.	1,931,259			29,586,888	0.5%
Unitrin, Inc.	1,168,143			22,895,603	0.4%
Washington Federal, Inc.	1,442,759			24,743,317	0.4%
#Wintrust Financial Corp.	865,512			24,416,094	0.4%
Other Securities				916,613,580	16.2%
Total Financials		��		1,278,432,167	22.5%
Health Care — (5.2%)
*Kindred Healthcare, Inc.	1,556,280			22,877,316	0.4%
#*LifePoint Hospitals, Inc.	1,732,785			49,089,799	0.9%
Other Securities				271,704,113	4.8%
Total Health Care				343,671,228	6.1%
Industrials — (15.8%)
#Alexander & Baldwin, Inc.	1,094,786			31,562,680	0.6%
#Applied Industrial Technologies, Inc.	1,273,350			25,759,871	0.4%
#Briggs & Stratton Corp.	1,918,846			35,882,420	0.6%
*EnerSys, Inc.	1,239,788			27,399,315	0.5%
*Esterline Technologies Corp.	1,043,023			43,921,699	0.8%
#GATX Corp.	1,374,465			37,357,959	0.7%
*MPS Group, Inc.	2,729,886			36,908,059	0.6%
*Oshkosh Truck Corp. Class B	1,447,301			45,242,629	0.8%

50

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (Continued)
Seaboard Corp.	18,999	$	25,667,649	0.4%
SkyWest, Inc.	1,621,728		22,655,540	0.4%
#Trinity Industries, Inc.	1,569,201		26,488,113	0.5%
Watts Water Technologies, Inc.	882,816		24,939,552	0.4%
Other Securities			650,146,702	11.5%
Total Industrials			1,033,932,188	18.2%
Information Technology — (14.2%)
*Benchmark Electronics, Inc.	2,841,081		47,730,161	0.8%
#*Coherent, Inc.	952,417		23,934,239	0.4%
*Integrated Device Technology, Inc.	3,811,553		22,411,932	0.4%
*MKS Instruments, Inc.	1,978,214		30,939,267	0.6%
#*Skyworks Solutions, Inc.	3,593,575		37,480,987	0.7%
#*SYNNEX Corp.	978,845		25,185,682	0.4%
*Tech Data Corp.	1,314,127		50,501,901	0.9%
Other Securities			696,324,463	12.3%
Total Information Technology			934,508,632	16.5%
Materials — (5.4%)
#*Coeur d’Alene Mines Corp.	1,229,731		24,692,998	0.5%
#*OM Group, Inc.	836,126		22,592,125	0.4%
#Westlake Chemical Corp.	1,707,624		41,478,187	0.7%
Other Securities			266,133,234	4.7%
Total Materials			354,896,544	6.3%
Other — (0.0%)
Other Securities			14,709	0.0%
Telecommunication Services — (0.3%)
Other Securities			19,487,174	0.3%
Utilities — (0.0%)
Other Securities			1,886,349	0.0%
TOTAL COMMON STOCKS			5,666,152,545	99.9%
RIGHTS/WARRANTS — (0.0%)
Other Securities			8,086	0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.7%)
§@DFA Short Term Investment Fund LP	891,912,224		891,912,224	15.7%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $12,306,408 FHLMC 5.945%(r), 07/01/37, valued at $9,454,190) to be repurchased at $9,178,886	$9,179		9,178,825	0.2%
TOTAL SECURITIES LENDING COLLATERAL			901,091,049	15.9%
TOTAL INVESTMENTS — (100.0%) (Cost $7,346,609,773)		$	6,567,251,680	115.8%

51

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,038,674,739	$	337,402	—	$	1,039,012,141
Consumer Staples		169,601,018		—	—		169,601,018
Energy		490,710,395		—	—		490,710,395
Financials		1,278,432,167		—	—		1,278,432,167
Health Care		343,010,581		660,647	—		343,671,228
Industrials		1,033,932,188		—	—		1,033,932,188
Information Technology		934,303,993		204,639	—		934,508,632
Materials		354,896,544		—	—		354,896,544
Other		—		14,709	—		14,709
Telecommunication Services		19,487,174		—	—		19,487,174
Utilities		1,886,349		—	—		1,886,349
Rights/Warrants		8,086		—	—		8,086
Securities Lending Collateral		—		901,091,049	—		901,091,049
TOTAL	$	5,664,943,234	$	902,308,446	—	$	6,567,251,680

See accompanying Notes to Financial Statements.

52

U.S. CORE EQUITY 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (11.1%)
*Amazon.com, Inc.	49,380	$	5,866,838	0.3%
Comcast Corp. Class A	347,609		5,040,331	0.3%
Disney (Walt) Co.	289,025		7,910,614	0.4%
#Home Depot, Inc.	200,625		5,033,681	0.2%
McDonald’s Corp.	124,831		7,316,345	0.4%
Time Warner, Inc.	188,821		5,687,289	0.3%
Other Securities			215,017,573	10.8%
Total Consumer Discretionary			251,872,671	12.7%
Consumer Staples — (7.9%)
Coca-Cola Co.	250,108		13,333,257	0.7%
CVS Caremark Corp.	263,150		9,289,195	0.5%
Kraft Foods, Inc.	255,784		7,039,176	0.3%
#PepsiCo, Inc.	171,759		10,400,007	0.5%
Philip Morris International, Inc.	212,774		10,076,977	0.5%
Procter & Gamble Co.	341,128		19,785,424	1.0%
Wal-Mart Stores, Inc.	347,708		17,274,133	0.9%
Other Securities			90,417,306	4.5%
Total Consumer Staples			177,615,475	8.9%
Energy — (8.9%)
Anadarko Petroleum Corp.	76,361		4,652,676	0.2%
Apache Corp.	58,756		5,530,115	0.3%
Chevron Corp.	276,544		21,166,678	1.1%
ConocoPhillips	239,732		12,029,752	0.6%
Exxon Mobil Corp.	442,772		31,733,469	1.6%
Occidental Petroleum Corp.	64,024		4,858,141	0.3%
Schlumberger, Ltd.	129,860		8,077,292	0.4%
Other Securities			112,273,218	5.6%
Total Energy			200,321,341	10.1%
Financials — (13.8%)
Bank of America Corp.	1,196,477		17,444,635	0.9%
Bank of New York Mellon Corp.	186,378		4,968,837	0.3%
Goldman Sachs Group, Inc.	77,173		13,132,529	0.7%
JPMorgan Chase & Co.	629,826		26,307,832	1.3%
Morgan Stanley	209,929		6,742,919	0.3%
Travelers Cos., Inc. (The)	98,865		4,922,488	0.2%
U.S. Bancorp	210,315		4,883,514	0.2%
Wells Fargo & Co.	683,030		18,796,986	0.9%
Other Securities			214,138,947	10.8%
Total Financials			311,338,687	15.6%
Health Care — (10.1%)
Abbott Laboratories	178,855		9,044,697	0.5%
*Amgen, Inc.	127,585		6,855,142	0.3%
Bristol-Myers Squibb Co.	231,655		5,050,079	0.2%
Johnson & Johnson	304,296		17,968,679	0.9%
#Merck & Co., Inc.	237,954		7,359,917	0.4%
Pfizer, Inc.	1,180,571		20,105,124	1.0%
Schering-Plough Corp.	182,136		5,136,235	0.3%
UnitedHealth Group, Inc.	183,755		4,768,442	0.2%
Other Securities			152,555,741	7.7%
Total Health Care			228,844,056	11.5%

53

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (10.6%)
3M Co.	79,085	$	5,818,283	0.3%
General Electric Co.	1,278,657		18,233,649	0.9%
United Technologies Corp.	103,303		6,347,969	0.3%
Other Securities			209,232,706	10.5%
Total Industrials			239,632,607	12.0%
Information Technology — (15.2%)
*Apple, Inc.	99,324		18,722,574	0.9%
*Cisco Sytems, Inc.	713,334		16,299,682	0.8%
*Google, Inc.	26,997		14,473,632	0.7%
Hewlett-Packard Co.	277,599		13,174,849	0.7%
Intel Corp.	614,522		11,743,515	0.6%
International Business Machines Corp.	135,495		16,342,052	0.8%
Microsoft Corp.	975,390		27,047,565	1.4%
Oracle Corp.	551,185		11,630,004	0.6%
QUALCOMM, Inc.	185,100		7,664,991	0.4%
Other Securities			205,577,304	10.3%
Total Information Technology			342,676,168	17.2%
Materials — (4.3%)
Other Securities			97,072,917	4.9%
Other — (0.0%)
Other Securities			—	0.0%
Telecommunication Services — (2.4%)
AT&T, Inc.	926,606		23,785,976	1.2%
Verizon Communications, Inc.	446,911		13,224,096	0.7%
Other Securities			16,360,101	0.8%
Total Telecommunication Services			53,370,173	2.7%
Utilities — (3.3%)
Other Securities			75,909,223	3.8%
TOTAL COMMON STOCKS			1,978,653,318	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities			601	0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	7,604,090		7,604,090	0.4%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.1%)
§@DFA Short Term Investment Fund LP	270,634,566		270,634,566	13.6%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,521,878 FHLMC 5.793%(r), 01/01/37, valued at $1,416,688) to be repurchased at $1,375,434	$1,375		1,375,425	0.1%
TOTAL SECURITIES LENDING COLLATERAL			272,009,991	13.7%
TOTAL INVESTMENTS — (100.0%) (Cost $2,487,093,788)		$	2,258,268,000	113.5%

54

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	251,868,671	$	4,000	—	$	251,872,671
Consumer Staples		177,615,475		—	—		177,615,475
Energy		200,321,341		—	—		200,321,341
Financials		311,338,687		—	—		311,338,687
Health Care		228,820,192		23,864	—		228,844,056
Industrials		239,632,607		—	—		239,632,607
Information Technology		342,675,389		779	—		342,676,168
Materials		97,072,917		—	—		97,072,917
Other		—		—	—		—
Telecommunication Services		53,370,173		—	—		53,370,173
Utilities		75,909,223		—	—		75,909,223
Rights/Warrants		334		267	—		601
Temporary Cash Investments		7,604,090		—	—		7,604,090
Securities Lending Collateral		—		272,009,991	—		272,009,991
TOTAL	$	1,986,229,099	$	272,038,901	—	$	2,258,268,000

See accompanying Notes to Financial Statements.

55

U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (12.7%)
Comcast Corp. Class A	803,975	$	11,657,638	0.3%
Disney (Walt) Co.	762,512		20,869,953	0.5%
*Liberty Media Corp. Entertainment Class A	324,533		10,002,107	0.3%
Lowe’s Cos., Inc.	577,087		11,293,593	0.3%
News Corp. Class A	776,144		8,941,179	0.2%
Time Warner, Inc.	505,637		15,229,786	0.4%
Other Securities			471,143,837	12.4%
Total Consumer Discretionary			549,138,093	14.4%
Consumer Staples — (6.3%)
Coca-Cola Co.	172,459		9,193,789	0.3%
CVS Caremark Corp.	598,385		21,122,991	0.6%
Kraft Foods, Inc.	594,231		16,353,237	0.4%
Procter & Gamble Co.	480,488		27,868,304	0.7%
Wal-Mart Stores, Inc.	405,500		20,145,240	0.5%
Other Securities			179,330,811	4.7%
Total Consumer Staples			274,014,372	7.2%
Energy — (9.1%)
Anadarko Petroleum Corp.	191,338		11,658,224	0.3%
Apache Corp.	140,063		13,182,730	0.3%
Chevron Corp.	638,061		48,837,189	1.3%
ConocoPhillips	584,396		29,324,991	0.8%
Devon Energy Corp.	160,926		10,413,521	0.3%
Exxon Mobil Corp.	404,458		28,987,505	0.8%
Marathon Oil Corp.	294,470		9,414,206	0.2%
Occidental Petroleum Corp.	157,660		11,963,241	0.3%
XTO Energy, Inc.	240,650		10,001,414	0.3%
Other Securities			220,292,233	5.8%
Total Energy			394,075,254	10.4%
Financials — (17.0%)
Bank of America Corp.	3,267,707		47,643,168	1.3%
Bank of New York Mellon Corp.	476,180		12,694,959	0.3%
Goldman Sachs Group, Inc.	174,144		29,634,084	0.8%
JPMorgan Chase & Co.	1,554,737		64,941,364	1.7%
MetLife, Inc.	327,880		11,157,756	0.3%
Morgan Stanley	535,661		17,205,431	0.5%
PNC Financial Services Group, Inc.	182,154		8,914,617	0.2%
Prudential Financial, Inc.	185,892		8,407,895	0.2%
Travelers Cos., Inc. (The)	240,418		11,970,412	0.3%
Wells Fargo & Co.	1,945,537		53,541,178	1.4%
Other Securities			469,783,862	12.3%
Total Financials			735,894,726	19.3%
Health Care — (8.8%)
Johnson & Johnson	294,829		17,409,652	0.5%
Pfizer, Inc.	2,232,446		38,018,555	1.0%
UnitedHealth Group, Inc.	468,620		12,160,689	0.3%
*WellPoint, Inc.	211,328		9,881,697	0.3%
Other Securities			304,873,393	8.0%
Total Health Care			382,343,986	10.1%
Industrials — (11.3%)
Burlington Northern Santa Fe Corp.	139,866		10,534,707	0.3%
FedEx Corp.	127,079		9,237,373	0.2%

56

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
General Electric Co.		3,116,591	$	44,442,588	1.2%
Union Pacific Corp.		206,650		11,394,681	0.3%
Other Securities				413,720,137	10.9%
Total Industrials				489,329,486	12.9%
Information Technology — (12.8%)
*Apple, Inc.		70,536		13,296,036	0.4%
*Cisco Sytems, Inc.		558,086		12,752,265	0.3%
*Google, Inc.		21,180		11,355,022	0.3%
Hewlett-Packard Co.		421,467		20,002,824	0.5%
Intel Corp.		620,264		11,853,245	0.3%
International Business Machines Corp.		91,559		11,042,931	0.3%
Microsoft Corp.		709,934		19,686,470	0.5%
Oracle Corp.		435,610		9,191,371	0.2%
Other Securities				443,187,202	11.7%
Total Information Technology				552,367,366	14.5%
Materials — (4.6%)
Dow Chemical Co.		460,717		10,817,635	0.3%
International Paper Co.		388,835		8,674,909	0.2%
Other Securities				178,059,818	4.7%
Total Materials				197,552,362	5.2%
Other — (0.0%)
Other Securities				63	0.0%
Telecommunication Services — (2.8%)
AT&T, Inc.		2,076,121		53,294,026	1.4%
Verizon Communications, Inc.		1,065,744		31,535,365	0.8%
Other Securities				34,309,434	0.9%
Total Telecommunication Services				119,138,825	3.1%
Utilities — (2.2%)
Other Securities				96,927,672	2.5%
TOTAL COMMON STOCKS				3,790,782,205	99.6%
RIGHTS/WARRANTS — (0.0%)
Other Securities				2,115	0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		21,699,929		21,699,929	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (11.9%)
§@DFA Short Term Investment Fund LP		511,775,326		511,775,326	13.4%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,768,923 FHLMC 5.793%(r), 01/01/37, valued at $2,678,986) to be repurchased at $2,600,974	$	2,601		2,600,957	0.1%
TOTAL SECURITIES LENDING COLLATERAL				514,376,283	13.5%

57

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Value†		Percentage of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $4,987,965,248)	$	4,326,860,532	113.7%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	549,128,925	$	9,168	—	$	549,138,093
Consumer Staples		274,014,372		—	—		274,014,372
Energy		394,075,254		—	—		394,075,254
Financials		735,894,726		—	—		735,894,726
Health Care		382,279,666		64,320	—		382,343,986
Industrials		489,329,486		—	—		489,329,486
Information Technology		552,365,768		1,598	—		552,367,366
Materials		197,552,362		—	—		197,552,362
Other		—		63	—		63
Telecommunication Services		119,138,825		—	—		119,138,825
Utilities		96,927,672		—	—		96,927,672
Rights/Warrants		951		1,164	—		2,115
Temporary Cash Investments		21,699,929		—	—		21,699,929
Securities Lending Collateral		—		514,376,283	—		514,376,283
TOTAL	$	3,812,407,936	$	514,452,596	—	$	4,326,860,532

See accompanying Notes to Financial Statements.

58

U.S. VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (84.1%)
Consumer Discretionary — (13.7%)
#*AutoNation, Inc.	161,659	$	2,787,001	0.2%
Carnival Corp.	88,808		2,586,089	0.2%
Comcast Corp. Class A	298,194		4,323,813	0.4%
Disney (Walt) Co.	112,792		3,087,117	0.3%
Jarden Corp.	98,783		2,705,666	0.2%
*Liberty Media Corp. Interactive Class A	257,857		2,924,098	0.3%
#*Sears Holdings Corp.	54,760		3,716,014	0.3%
Time Warner, Inc.	198,927		5,991,681	0.5%
Other Securities			162,744,900	13.8%
Total Consumer Discretionary			190,866,379	16.2%
Consumer Staples — (4.4%)
CVS Caremark Corp.	88,513		3,124,509	0.3%
J.M. Smucker Co.	49,794		2,625,638	0.2%
Kraft Foods, Inc.	120,422		3,314,013	0.3%
Procter & Gamble Co.	76,240		4,421,920	0.4%
Other Securities			47,503,444	4.0%
Total Consumer Staples			60,989,524	5.2%
Energy — (8.4%)
Anadarko Petroleum Corp.	62,067		3,781,742	0.3%
Chevron Corp.	79,607		6,093,120	0.5%
ConocoPhillips	197,546		9,912,858	0.8%
Exxon Mobil Corp.	66,600		4,773,222	0.4%
Marathon Oil Corp.	94,908		3,034,209	0.3%
XTO Energy, Inc.	69,919		2,905,834	0.3%
Other Securities			86,347,519	7.3%
Total Energy			116,848,504	9.9%
Financials — (19.6%)
American Financial Group, Inc.	129,237		3,179,230	0.3%
Ameriprise Financial, Inc.	89,186		3,092,079	0.3%
Bank of America Corp.	531,294		7,746,267	0.7%
#*CNA Financial Corp.	123,408		2,686,592	0.2%
Discover Financial Services	235,869		3,335,188	0.3%
First American Corp.	86,160		2,618,402	0.2%
Goldman Sachs Group, Inc.	21,070		3,585,482	0.3%
JPMorgan Chase & Co.	539,281		22,525,767	1.9%
#M&T Bank Corp.	55,943		3,516,018	0.3%
MetLife, Inc.	84,340		2,870,090	0.2%
Morgan Stanley	84,025		2,698,883	0.2%
Reinsurance Group of America, Inc.	59,129		2,725,847	0.2%
Travelers Cos., Inc. (The)	73,100		3,639,649	0.3%
Unum Group	203,475		4,059,326	0.3%
Wells Fargo & Co.	161,404		4,441,838	0.4%
Other Securities			200,054,535	17.0%
Total Financials			272,775,193	23.1%
Health Care — (7.5%)
#*Community Health Systems, Inc.	104,600		3,271,888	0.3%
Pfizer, Inc.	326,770		5,564,893	0.5%
*WellPoint, Inc.	62,400		2,917,824	0.2%
Other Securities			93,197,030	7.9%
Total Health Care			104,951,635	8.9%

59

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (10.9%)
General Electric Co.		267,064	$	3,808,333	0.3%
Ryder System, Inc.		66,622		2,701,522	0.2%
Southwest Airlines Co.		307,716		2,584,814	0.2%
Other Securities				143,551,380	12.2%
Total Industrials				152,646,049	12.9%
Information Technology — (12.1%)
Fidelity National Information Services, Inc.		121,153		2,636,289	0.2%
*IAC/InterActiveCorp		143,788		2,723,345	0.2%
*Ingram Micro, Inc.		166,139		2,932,353	0.3%
Jabil Circuit, Inc.		223,919		2,996,036	0.3%
*Rovi Corp.		110,469		3,043,421	0.3%
*Tellabs, Inc.		426,210		2,565,784	0.2%
#Xerox Corp.		518,918		3,902,263	0.3%
Other Securities				147,333,309	12.5%
Total Information Technology				168,132,800	14.3%
Materials — (4.7%)
International Paper Co.		281,200		6,273,572	0.5%
MeadWestavco Corp.		151,161		3,451,006	0.3%
Other Securities				55,796,528	4.8%
Total Materials				65,521,106	5.6%
Other — (0.0%)
Other Securities				6	0.0%
Telecommunication Services — (1.6%)
AT&T, Inc.		332,498		8,535,224	0.7%
Verizon Communications, Inc.		159,887		4,731,056	0.4%
Other Securities				9,379,784	0.8%
Total Telecommunication Services				22,646,064	1.9%
Utilities — (1.2%)
Other Securities				17,444,083	1.5%
TOTAL COMMON STOCKS				1,172,821,343	99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				1,158	0.0%
TEMPORARY CASH INVESTMENTS — (0.7%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		10,352,638		10,352,638	0.9%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.2%)
§@DFA Short Term Investment Fund LP		210,532,503		210,532,503	17.9%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $1,961,824 FHLMC 5.793%(r), 01/01/37, valued at $1,102,073) to be repurchased at $1,069,980	$	1,070		1,069,973	0.1%
TOTAL SECURITIES LENDING COLLATERAL				211,602,476	18.0%
TOTAL INVESTMENTS — (100.0%) (Cost $1,626,855,214)			$	1,394,777,615	118.4%

60

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	190,856,379	$	10,000	—	$	190,866,379
Consumer Staples		60,989,524		—	—		60,989,524
Energy		116,848,504		—	—		116,848,504
Financials		272,775,193		—	—		272,775,193
Health Care		104,930,024		21,611	—		104,951,635
Industrials		152,646,049		—	—		152,646,049
Information Technology		168,131,625		1,175	—		168,132,800
Materials		65,521,106		—	—		65,521,106
Other		—		6	—		6
Telecommunication Services		22,646,064		—	—		22,646,064
Utilities		17,444,083		—	—		17,444,083
Rights/Warrants		238		920	—		1,158
Temporary Cash Investments		10,352,638		—	—		10,352,638
Securities Lending Collateral		—		211,602,476	—		211,602,476
TOTAL	$	1,183,141,427	$	211,636,188	—	$	1,394,777,615

See accompanying Notes to Financial Statements.

61

T.A. U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.0%)
Consumer Discretionary — (12.9%)
Comcast Corp. Class A	346,719	$	5,027,426	0.4%
Disney (Walt) Co.	340,594		9,322,058	0.6%
*Liberty Media Corp. Entertainment Class A	118,270		3,645,081	0.3%
Lowe’s Cos., Inc.	167,907		3,285,940	0.2%
News Corp. Class A	318,443		3,668,463	0.3%
Time Warner Cable, Inc.	88,298		3,482,473	0.2%
Time Warner, Inc.	177,057		5,332,957	0.4%
Other Securities			178,121,726	12.3%
Total Consumer Discretionary			211,886,124	14.7%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	114,684		3,454,282	0.2%
Coca-Cola Co.	69,082		3,682,761	0.3%
CVS Caremark Corp.	246,749		8,710,240	0.6%
Kraft Foods, Inc.	258,941		7,126,056	0.5%
Procter & Gamble Co.	126,580		7,341,640	0.5%
Other Securities			67,570,477	4.7%
Total Consumer Staples			97,885,456	6.8%
Energy — (8.9%)
Anadarko Petroleum Corp.	71,637		4,364,842	0.3%
Apache Corp.	56,903		5,355,710	0.4%
Chevron Corp.	236,822		18,126,356	1.3%
ConocoPhillips	207,460		10,410,343	0.7%
Devon Energy Corp.	70,570		4,566,585	0.3%
Exxon Mobil Corp.	232,529		16,665,353	1.1%
Marathon Oil Corp.	136,394		4,360,516	0.3%
Other Securities			83,187,956	5.8%
Total Energy			147,037,661	10.2%
Financials — (16.1%)
Bank of America Corp.	763,692		11,134,629	0.8%
Bank of New York Mellon Corp.	183,418		4,889,924	0.3%
#BlackRock, Inc.	18,115		3,921,716	0.3%
CME Group, Inc.	12,950		3,918,799	0.3%
Goldman Sachs Group, Inc.	79,332		13,499,926	0.9%
JPMorgan Chase & Co.	633,250		26,450,852	1.8%
MetLife, Inc.	126,449		4,303,059	0.3%
Morgan Stanley	205,947		6,615,018	0.5%
Travelers Cos., Inc. (The)	100,570		5,007,380	0.4%
Wells Fargo & Co.	439,736		12,101,535	0.8%
Other Securities			173,514,260	12.0%
Total Financials			265,357,098	18.4%
Health Care — (9.0%)
Johnson & Johnson	92,545		5,464,782	0.4%
Pfizer, Inc.	810,516		13,803,087	0.9%
*Thermo Fisher Scientific, Inc.	74,214		3,339,630	0.2%
UnitedHealth Group, Inc.	200,614		5,205,933	0.4%
*WellPoint, Inc.	83,721		3,914,794	0.3%
Other Securities			116,692,475	8.1%
Total Health Care			148,420,701	10.3%
Industrials — (11.8%)
Burlington Northern Santa Fe Corp.	54,536		4,107,652	0.3%
FedEx Corp.	55,500		4,034,295	0.3%

62

T.A. U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
General Electric Co.		1,163,033	$	16,584,851	1.1%
Union Pacific Corp.		87,049		4,799,882	0.3%
Other Securities				164,472,087	11.4%
Total Industrials				193,998,767	13.4%
Information Technology — (12.9%)
*Apple, Inc.		27,332		5,152,082	0.4%
*Cisco Sytems, Inc.		153,862		3,515,747	0.2%
*Google, Inc.		7,940		4,256,793	0.3%
Hewlett-Packard Co.		150,483		7,141,923	0.5%
Intel Corp.		314,896		6,017,663	0.4%
International Business Machines Corp.		43,923		5,297,553	0.4%
Microsoft Corp.		263,082		7,295,264	0.5%
Oracle Corp.		166,850		3,520,535	0.2%
Other Securities				170,774,371	11.8%
Total Information Technology				212,971,931	14.7%
Materials — (4.2%)
Dow Chemical Co.		170,500		4,003,340	0.3%
International Paper Co.		173,200		3,864,092	0.3%
Other Securities				61,355,121	4.2%
Total Materials				69,222,553	4.8%
Telecommunication Services — (2.9%)
AT&T, Inc.		887,556		22,783,563	1.6%
Verizon Communications, Inc.		417,968		12,367,673	0.8%
Other Securities				12,939,327	0.9%
Total Telecommunication Services				48,090,563	3.3%
Utilities — (2.4%)
Other Securities				39,536,347	2.7%
TOTAL COMMON STOCKS				1,434,407,201	99.3%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—	0.0%
TEMPORARY CASH INVESTMENTS — (0.8%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		13,452,630		13,452,630	0.9%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.2%)
§@DFA Short Term Investment Fund LP		199,507,736		199,507,736	13.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $1,164,996 FNMA 7.000%, 10/01/38, valued at $1,044,362) to be repurchased at $1,013,950	$	1,014		1,013,943	0.1%
TOTAL SECURITIES LENDING COLLATERAL				200,521,679	13.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,617,549,118)			$	1,648,381,510	114.1%

63

T.A. U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	211,883,636	$	2,488	—	$	211,886,124
Consumer Staples		97,885,456		—	—		97,885,456
Energy		147,037,661		—	—		147,037,661
Financials		265,357,098		—	—		265,357,098
Health Care		148,398,711		21,990	—		148,420,701
Industrials		193,998,767		—	—		193,998,767
Information Technology		212,971,931		—	—		212,971,931
Materials		69,222,553		—	—		69,222,553
Telecommunication Services		48,090,563		—	—		48,090,563
Utilities		39,536,347		—	—		39,536,347
Rights/Warrants		—		—	—		—
Temporary Cash Investments		13,452,630		—	—		13,452,630
Securities Lending Collateral		—		200,521,679	—		200,521,679
TOTAL	$	1,447,835,353	$	200,546,157	—	$	1,648,381,510

See accompanying Notes to Financial Statements.

64

U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (84.2%)
Consumer Discretionary — (15.2%)
#Buckle, Inc.	124,650	$	3,740,746	0.1%
#Cooper Tire & Rubber Co.	483,812		7,382,971	0.3%
#*Gymboree Corp.	83,700		3,563,109	0.1%
*Harman International Industries, Inc.	103,046		3,875,560	0.2%
*Liberty Media Corp. Capital Class A	306,878		6,349,306	0.3%
Stage Stores, Inc.	454,540		5,363,572	0.2%
Tupperware Corp.	100,500		4,524,510	0.2%
*Warnaco Group, Inc.	133,817		5,423,603	0.2%
Wolverine World Wide, Inc.	146,900		3,757,702	0.2%
Other Securities			409,239,690	16.2%
Total Consumer Discretionary			453,220,769	18.0%
Consumer Staples — (3.6%)
#Casey’s General Stores, Inc.	137,677		4,340,956	0.2%
*Central Garden & Pet Co. Class A	502,714		4,755,674	0.2%
Lancaster Colony Corp.	86,132		4,184,293	0.2%
Nu Skin Enterprises, Inc. Class A	180,500		4,108,180	0.1%
Other Securities			88,819,373	3.5%
Total Consumer Staples			106,208,476	4.2%
Energy — (4.7%)
CARBO Ceramics, Inc.	66,655		3,891,985	0.2%
Other Securities			137,267,123	5.4%
Total Energy			141,159,108	5.6%
Financials — (10.8%)
#Prosperity Bancshares, Inc.	112,211		4,016,032	0.2%
#*SVB Financial Group	86,286		3,559,298	0.1%
#Westamerica Bancorporation	79,557		3,802,825	0.2%
Other Securities			310,538,970	12.3%
Total Financials			321,917,125	12.8%
Health Care — (11.0%)
#*Allscripts-Misys Healthcare Solutions, Inc.	193,106		3,765,567	0.2%
*Catalyst Health Solutions, Inc.	114,340		3,586,846	0.1%
*Dionex Corp.	53,415		3,625,810	0.1%
#*NuVasive, Inc.	97,252		3,529,275	0.1%
#*PSS World Medical, Inc.	178,200		3,603,204	0.1%
#Quality Systems, Inc.	72,918		4,449,456	0.2%
*Varian, Inc.	76,999		3,942,349	0.2%
Other Securities			299,868,947	11.9%
Total Health Care			326,371,454	12.9%
Industrials — (14.6%)
*EMCOR Group, Inc.	176,300		4,164,206	0.2%
#Heartland Express, Inc.	264,941		3,603,198	0.1%
Knight Transportation, Inc.	227,179		3,643,951	0.1%
*MPS Group, Inc.	266,800		3,607,136	0.1%
Nordson Corp.	92,150		4,862,756	0.2%
*Oshkosh Truck Corp. Class B	113,829		3,558,295	0.1%
#Regal-Beloit Corp.	82,104		3,849,036	0.2%
*Tetra Tech, Inc.	153,296		3,944,306	0.2%
*United Stationers, Inc.	76,209		3,592,492	0.1%
#Werner Enterprises, Inc.	203,184		3,809,700	0.2%
Other Securities			396,316,990	15.7%
Total Industrials			434,952,066	17.2%

65

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Information Technology — (17.3%)
#Adtran, Inc.	210,232	$	4,843,745	0.2%
#*Atheros Communications, Inc.	149,696		3,685,516	0.1%
#*Concur Technologies, Inc.	107,483		3,830,694	0.1%
*Euronet Worldwide, Inc.	178,724		4,226,823	0.2%
*Exar Corp.	521,305		3,597,004	0.1%
#*Informatica Corp.	245,857		5,219,544	0.2%
*Quest Software, Inc.	296,730		4,976,162	0.2%
*RF Micro Devices, Inc.	1,149,123		4,573,510	0.2%
#*Silicon Laboratories, Inc.	92,924		3,893,516	0.1%
*Skyworks Solutions, Inc.	384,710		4,012,525	0.2%
*Starent Networks Corp.	141,611		4,777,955	0.2%
Syntel, Inc.	108,782		3,897,659	0.2%
*TIBCO Software, Inc.	474,473		4,151,639	0.2%
Other Securities			461,308,866	18.3%
Total Information Technology			516,995,158	20.5%
Materials — (4.2%)
#NewMarket Corp.	43,500		4,067,250	0.1%
Schweitzer-Maudoit International, Inc.	80,768		4,171,667	0.2%
Other Securities			115,900,513	4.6%
Total Materials			124,139,430	4.9%
Other — (0.0%)
Other Securities			1,790	0.0%
Telecommunication Services — (0.9%)
Other Securities			26,637,821	1.1%
Utilities — (1.9%)
#Cleco Corp.	157,387		3,895,328	0.1%
Other Securities			52,686,048	2.1%
Total Utilities			56,581,376	2.2%
TOTAL COMMON STOCKS			2,508,184,573	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities			1,961	0.0%
	Face   Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $6,820,000 FNMA 5.00%, 08/25/18, valued at $5,330,182) to be repurchased at $5,249,083	$5,249		5,249,000	0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.6%)
§@DFA Short Term Investment Fund LP	463,746,494		463,746,494	18.4%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,321,370 FHLMC 5.793%(r), 01/01/37, valued at $2,427,569) to be repurchased at $2,356,879	$2,357		2,356,863	0.1%
TOTAL SECURITIES LENDING COLLATERAL			466,103,357	18.5%

66

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Value†		Percentage of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $3,017,501,920)	$	2,979,538,891	118.1%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	453,196,769	$	24,000	—	$	453,220,769
Consumer Staples		106,208,476		—	—		106,208,476
Energy		141,159,108		—	—		141,159,108
Financials		321,917,125		—	—		321,917,125
Health Care		326,239,973		131,481	—		326,371,454
Industrials		434,952,066		—	—		434,952,066
Information Technology		516,973,323		21,835	—		516,995,158
Materials		124,139,430		—	—		124,139,430
Other		—		1,790	—		1,790
Telecommunication Services		26,637,821		—	—		26,637,821
Utilities		56,581,376		—	—		56,581,376
Rights/Warrants		1,961		—	—		1,961
Temporary Cash Investments		—		5,249,000	—		5,249,000
Securities Lending Collateral		—		466,103,357	—		466,103,357
TOTAL	$	2,508,007,428	$	471,531,463	—	$	2,979,538,891

See accompanying Notes to Financial Statements.

67

U.S. MICRO CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (85.7%)
Consumer Discretionary — (15.0%)
#*Brunswick Corp.	643,908	$	6,104,248	0.2%
#*Buffalo Wild Wings, Inc.	156,089		6,401,210	0.2%
*Jo-Ann Stores, Inc.	231,900		6,173,178	0.2%
#*Jos. A. Bank Clothiers, Inc.	176,578		7,236,166	0.3%
Monro Muffler Brake, Inc.	187,706		5,817,009	0.2%
#*Penske Automotive Group, Inc.	835,188		13,079,044	0.5%
*Steven Madden, Ltd.	180,802		7,322,481	0.3%
#*True Religion Apparel, Inc.	215,705		5,558,718	0.2%
UniFirst Corp.	132,382		5,573,282	0.2%
*Valassis Communications, Inc.	395,647		7,212,645	0.2%
Other Securities			420,820,301	14.9%
Total Consumer Discretionary			491,298,282	17.4%
Consumer Staples — (4.1%)
#Cal-Maine Foods, Inc.	207,719		5,639,571	0.2%
J & J Snack Foods Corp.	181,697		7,117,071	0.3%
#Lance, Inc.	242,775		5,855,733	0.2%
PriceSmart, Inc.	296,600		5,724,380	0.2%
Other Securities			110,564,745	3.9%
Total Consumer Staples			134,901,500	4.8%
Energy — (3.0%)
*NATCO Group, Inc. Class A	168,512		7,343,753	0.3%
*Rosetta Resources, Inc.	481,444		6,513,937	0.2%
Other Securities			84,623,767	3.0%
Total Energy			98,481,457	3.5%
Financials — (12.4%)
FBL Financial Group, Inc. Class A	293,211		5,908,202	0.2%
Infinity Property & Casualty Corp.	144,873		5,602,239	0.2%
*PICO Holdings, Inc.	170,271		5,778,998	0.2%
#*Portfolio Recovery Associates, Inc.	134,197		6,191,850	0.2%
Other Securities			383,238,435	13.6%
Total Financials			406,719,724	14.4%
Health Care — (12.5%)
*Amsurg Corp.	297,081		6,259,497	0.3%
*CONMED Corp.	266,279		5,642,452	0.2%
#Invacare Corp.	251,311		5,636,906	0.2%
*Par Pharmaceutical Cos., Inc.	271,575		5,694,928	0.2%
Other Securities			383,894,332	13.6%
Total Health Care			407,128,115	14.5%
Industrials — (14.3%)
#American Science & Engineering, Inc.	88,885		5,877,076	0.2%
#Badger Meter, Inc.	157,501		5,870,062	0.2%
Healthcare Services Group, Inc.	353,878		6,989,090	0.3%
#Raven Industries, Inc.	253,116		6,251,965	0.2%
*Sykes Enterprises, Inc.	354,492		8,415,640	0.3%
Other Securities			433,609,242	15.4%
Total Industrials			467,013,075	16.6%
Information Technology — (18.3%)
#*Cabot Microelectronics Corp.	234,301		7,492,946	0.3%
*Forrester Research, Inc.	224,649		5,690,359	0.2%
*Littlefuse, Inc.	204,498		5,635,965	0.2%

68

U.S. MICRO CAP PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Information Technology — (Continued)
#*Manhattan Associates, Inc.		243,170	$	5,580,752	0.2%
Maximus, Inc.		144,349		6,677,585	0.2%
#*Monolithic Power Systems, Inc.		283,490		5,666,965	0.2%
#Pegasystems, Inc.		274,711		7,875,964	0.3%
#Power Integrations, Inc.		254,493		7,940,182	0.3%
#*ScanSource, Inc.		237,698		6,035,152	0.2%
#*STEC, Inc.		446,325		9,515,649	0.3%
#*TNS, Inc.		214,400		6,058,944	0.2%
*Triquint Semiconductor, Inc.		1,347,578		7,263,445	0.3%
#*Tyler Technologies, Inc.		367,652		6,992,741	0.3%
#*Ultimate Software Group, Inc.		243,491		6,211,455	0.2%
United Online, Inc.		732,564		5,860,512	0.2%
Other Securities				496,102,824	17.6%
Total Information Technology				596,601,440	21.2%
Materials — (3.6%)
#AMCOL International Corp.		271,602		7,072,516	0.2%
Arch Chemicals, Inc.		221,263		6,126,772	0.2%
Schweitzer-Maudoit International, Inc.		146,820		7,583,253	0.3%
Other Securities				97,697,901	3.5%
Total Materials				118,480,442	4.2%
Other — (0.0%)
Other Securities				10,290	0.0%
Telecommunication Services — (1.1%)
Other Securities				34,241,370	1.2%
Utilities — (1.4%)
American States Water Co.		165,279		5,478,999	0.2%
Empire District Electric Co.		300,150		5,420,709	0.2%
#MGE Energy, Inc.		197,335		6,910,672	0.2%
Other Securities				28,565,305	1.0%
Total Utilities				46,375,685	1.6%
TOTAL COMMON STOCKS				2,801,251,380	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities				2,209	0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		9,293,471		9,293,471	0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.0%)
§@DFA Short Term Investment Fund LP		456,745,018		456,745,018	16.2%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,256,128 FHLMC 5.793%(r), 01/01/37, valued at $2,390,919) to be repurchased at $2,321,295	$	2,321		2,321,280	0.1%
TOTAL SECURITIES LENDING COLLATERAL				459,066,298	16.3%
TOTAL INVESTMENTS — (100.0%) (Cost $3,473,226,895)			$	3,269,613,358	116.0%

69

U.S. MICRO CAP PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	491,089,532	$	208,750	—	$	491,298,282
Consumer Staples		134,901,500		—	—		134,901,500
Energy		98,481,457		—	—		98,481,457
Financials		406,719,724		—	—		406,719,724
Health Care		406,927,042		201,073	—		407,128,115
Industrials		467,013,075		—	—		467,013,075
Information Technology		596,601,440		—	—		596,601,440
Materials		118,480,442		—	—		118,480,442
Other		—		10,290	—		10,290
Telecommunication Services		34,241,370		—	—		34,241,370
Utilities		46,375,685		—	—		46,375,685
Rights/Warrants		2,209		—	—		2,209
Temporary Cash Investments		9,293,471		—	—		9,293,471
Securities Lending Collateral		—		459,066,298	—		459,066,298
TOTAL	$	2,810,126,947	$	459,486,411	—	$	3,269,613,358

See accompanying Notes to Financial Statements.

70

DFA REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

		Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (73.6%)
Real Estate Investment Trusts — (73.6%)
#Alexander’s, Inc.		55,500	$	14,703,060	0.7%
#Alexandria Real Estate Equities, Inc.		419,576		22,728,432	1.1%
#AMB Property Corp.		1,436,481		31,573,852	1.6%
American Campus Communites, Inc.		508,012		13,726,484	0.7%
#Apartment Investment & Management Co. Class A		1,251,241		15,452,826	0.8%
#AvalonBay Communities, Inc.		828,309		56,971,093	2.8%
BioMed Realty Trust, Inc.		955,828		12,970,586	0.6%
#Boston Properties, Inc.		1,347,700		81,899,729	4.1%
#BRE Properties, Inc. Class A		548,615		14,938,786	0.7%
#Camden Property Trust		635,103		23,022,484	1.1%
#Corporate Office Properties Trust		570,400		18,931,576	0.9%
#Developers Diversified Realty Corp.		1,727,951		14,843,099	0.7%
#Digital Realty Trust, Inc.		798,117		36,019,020	1.8%
#Douglas Emmett, Inc.		1,309,963		15,457,563	0.8%
#Duke Realty Corp.		2,172,470		24,418,563	1.2%
#Equity Lifestyle Properties, Inc.		298,926		13,885,113	0.7%
#Equity One, Inc.		849,219		12,670,347	0.6%
#Equity Residential		2,734,906		78,984,085	3.9%
#Essex Property Trust, Inc.		283,571		21,318,868	1.1%
#Federal Realty Investment Trust		631,358		37,269,063	1.8%
#HCP, Inc.		2,837,822		83,971,153	4.2%
#Health Care REIT, Inc.		1,174,673		52,120,241	2.6%
#Healthcare Realty Trust, Inc.		635,960		13,247,047	0.7%
#Highwood Properties, Inc.		695,760		19,147,315	0.9%
#Home Properties, Inc.		352,370		13,805,857	0.7%
#Hospitality Properties Trust		1,194,605		23,067,823	1.1%
#Host Marriott Corp.		5,857,767		59,222,024	2.9%
#HRPT Properties Trust		2,385,161		16,767,682	0.8%
#Kimco Realty Corp.		3,650,770		46,145,733	2.3%
#Liberty Property Trust		1,082,967		31,806,741	1.6%
#Macerich Co. (The)		864,550		25,763,590	1.3%
Mack-Cali Realty Corp.		779,841		24,136,079	1.2%
#Mid-America Apartment Communities, Inc.		302,710		13,264,752	0.7%
#National Retail Properties, Inc.		857,504		16,618,428	0.8%
Nationwide Health Properties, Inc.		1,090,924		35,182,299	1.7%
#Omega Healthcare Investors, Inc.	��	882,824		13,383,612	0.7%
#ProLogis		4,295,149		48,664,038	2.4%
#Public Storage		1,703,066		125,345,658	6.2%
#Realty Income Corp.		1,118,748		25,932,579	1.3%
#Regency Centers Corp.		788,282		26,446,861	1.3%
#Senior Housing Properties Trust		1,265,132		24,391,745	1.2%
#Simon Property Group, Inc.		2,747,056		186,497,632	9.2%
#SL Green Realty Corp.		761,883		29,530,585	1.5%
#Tanger Factory Outlet Centers, Inc.		368,951		14,045,965	0.7%
#Taubman Centers, Inc.		565,761		17,261,368	0.9%
#UDR, Inc.		1,491,932		21,453,982	1.1%
#Ventas, Inc.		1,545,828		62,034,078	3.1%
#Vornado Realty Trust		1,740,706		103,676,449	5.1%
#Washington REIT		570,272		15,226,262	0.8%
#Weingarten Realty Investors		1,161,941		21,495,908	1.1%
Other Securities				232,842,748	11.5%
TOTAL COMMON STOCKS				2,004,280,863	99.3%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—	0.0%

71

DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Face   Amount		Value†		Percentage of Net Assets**
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $18,765,000 FNMA 6.50%, 06/25/39, valued at $20,195,831) to be repurchased at $19,896,315		$19,896	$	19,896,000	1.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (25.7%)
§@DFA Short Term Investment Fund LP		696,103,948		696,103,948	34.5%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,743,207 FHLMC 5.945%, 07/01/37, valued at $3,643,889) to be repurchased at $3,537,780	$	3,538		3,537,756	0.1%
TOTAL SECURITIES LENDING COLLATERAL				699,641,704	34.6%
TOTAL INVESTMENTS — (100.0%) (Cost $3,104,327,377)			$	2,723,818,567	134.9%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks Real Estate Investment Trusts	$	2,004,205,423	$	75,440	—	$	2,004,280,863
Rights/Warrants		—		—	—		—
Temporary Cash Investments		—		19,896,000	—		19,896,000
Securities Lending Collateral		—		699,641,704	—		699,641,704
TOTAL	$	2,004,205,423	$	719,613,144	—	$	2,723,818,567

See accompanying Notes to Financial Statements.

72

LARGE CAP INTERNATIONAL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.9%)
AUSTRALIA — (6.4%)
Australia & New Zealand Banking Group, Ltd.	313,082	$	6,385,657	0.5%
BHP Billiton, Ltd.	297,885		9,769,625	0.7%
Commonwealth Bank of Australia	205,240		9,484,434	0.7%
National Australia Bank, Ltd.	269,835		7,129,483	0.5%
Westpac Banking Corp.	303,665		7,097,436	0.5%
Other Securities			62,682,123	4.6%
TOTAL AUSTRALIA			102,548,758	7.5%
AUSTRIA — (0.3%)
Other Securities			4,353,395	0.3%
BELGIUM — (0.6%)
Other Securities			9,594,243	0.7%
CANADA — (7.3%)
Bank of Nova Scotia	131,127		5,483,570	0.4%
EnCana Corp	98,862		5,481,928	0.4%
#Royal Bank of Canada	194,768		9,863,949	0.7%
Suncor Energy, Inc.	211,107		7,007,960	0.5%
#Toronto Dominion Bank	115,015		6,556,190	0.5%
Other Securities			81,866,578	6.0%
TOTAL CANADA			116,260,175	8.5%
DENMARK — (0.8%)
Other Securities			12,304,930	0.9%
FINLAND — (0.8%)
Other Securities			12,017,978	0.9%
FRANCE — (7.9%)
BNP Paribas SA	125,043		9,420,006	0.7%
France Telecom SA	214,253		5,308,922	0.4%
#*GDF Suez	152,694		6,383,743	0.5%
Sanofi - Aventis SA	101,521		7,441,704	0.5%
#Total SA	177,977		10,650,191	0.8%
Other Securities			86,909,130	6.4%
TOTAL FRANCE			126,113,696	9.3%
GERMANY — (5.8%)
BASF AG	108,701		5,850,644	0.4%
E.ON AG	177,264		6,772,790	0.5%
#Siemens AG Sponsored ADR	61,550		5,540,731	0.4%
Other Securities			74,896,903	5.5%
TOTAL GERMANY			93,061,068	6.8%
GREECE — (0.4%)
Other Securities			7,184,018	0.5%
HONG KONG — (1.8%)
Other Securities			28,121,806	2.1%
IRELAND — (0.2%)
Other Securities			3,035,031	0.2%
ITALY — (2.7%)
Eni SpA	241,210		5,973,993	0.4%
*UniCredito SpA	1,875,900		6,284,651	0.5%

73

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
ITALY — (Continued)
Other Securities		$	31,732,183	2.3%
TOTAL ITALY			43,990,827	3.2%
JAPAN — (17.3%)
Mitsubishi UFJ Financial Group, Inc. ADR	1,013,378		5,381,037	0.4%
Toyota Motor Corp.	249,300		9,841,604	0.7%
Other Securities			260,980,547	19.2%
TOTAL JAPAN			276,203,188	20.3%
NETHERLANDS — (2.2%)
#Royal Dutch Shell P.L.C. Series A	280,159		8,306,337	0.6%
Other Securities			26,344,081	1.9%
TOTAL NETHERLANDS			34,650,418	2.5%
NEW ZEALAND — (0.1%)
Other Securities			1,507,930	0.1%
NORWAY — (0.7%)
Other Securities			11,130,516	0.8%
PORTUGAL — (0.2%)
Other Securities			3,989,070	0.3%
SINGAPORE — (0.9%)
Other Securities			14,774,570	1.1%
SPAIN — (3.8%)
#Banco Bilbao Vizcaya SA Sponsored ADR	367,402		6,539,756	0.5%
Banco Santander SA	406,785		6,546,088	0.5%
Banco Santander SA Sponsored ADR	632,567		10,159,026	0.7%
Telefonica SA	257,024		7,177,778	0.5%
#Telefonica SA Sponsored ADR	119,800		10,054,814	0.7%
Other Securities			21,096,802	1.6%
TOTAL SPAIN			61,574,264	4.5%
SWEDEN — (2.0%)
Other Securities			31,496,226	2.3%
SWITZERLAND — (6.2%)
Credit Suisse Group AG	113,322		6,057,874	0.4%
Nestle SA	475,908		22,130,471	1.6%
Novartis AG	171,916		8,952,381	0.7%
Novartis AG ADR	120,800		6,275,560	0.5%
Roche Holding AG Genusschein	86,959		13,927,609	1.0%
*UBS AG	372,238		6,206,973	0.5%
Other Securities			35,996,303	2.6%
TOTAL SWITZERLAND			99,547,171	7.3%
UNITED KINGDOM — (16.5%)
*Anglo American P.L.C.	178,356		6,453,474	0.5%
AstraZeneca P.L.C.	134,585		6,041,736	0.4%
BG Group P.L.C.	396,021		6,816,838	0.5%
BP P.L.C.	1,435,437		13,450,442	1.0%
#*BP P.L.C. Sponsored ADR	160,400		9,081,848	0.7%
British American Tobacco P.L.C.	244,717		7,798,164	0.6%
GlaxoSmithKline P.L.C.	503,498		10,328,121	0.7%
HSBC Holdings P.L.C.	1,247,046		13,922,088	1.0%
HSBC Holdings P.L.C. Sponsored ADR	200,759		11,120,041	0.8%
Rio Tinto P.L.C.	153,950		6,806,118	0.5%
Royal Dutch Shell P.L.C. ADR	93,987		5,466,284	0.4%

74

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Royal Dutch Shell P.L.C. Series B		235,872	$	6,790,173	0.5%
Standard Chartered P.L.C.		265,170		6,505,166	0.5%
Tesco P.L.C.		1,025,017		6,853,642	0.5%
Vodafone Group P.L.C.		4,315,608		9,510,887	0.7%
Vodafone Group P.L.C. Sponsored ADR		303,700		6,739,103	0.5%
Other Securities				130,529,930	9.6%
TOTAL UNITED KINGDOM				264,214,055	19.4%
TOTAL COMMON STOCKS				1,357,673,333	99.5%
PREFERRED STOCKS — (0.0%)
ITALY — (0.0%)
Other Securities				26,635	0.0%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities				7	0.0%
HONG KONG — (0.0%)
Other Securities				6,412	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
JAPAN — (0.0%)
Other Securities				—	0.0%
TOTAL RIGHTS/WARRANTS				6,419	0.0%
	Face   Amount
	(000)		Value†
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $730,000 FNMA 6.50%, 06/25/39, valued at $785,663) to be repurchased at $772,012	$	772		772,000	0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.1%)
§@DFA Short Term Investment Fund LP		237,395,211		237,395,211	17.4%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,251,826) to be repurchased at $4,168,481	$	4,168		4,168,457	0.3%
TOTAL SECURITIES LENDING COLLATERAL				241,563,668	17.7%
TOTAL INVESTMENTS — (100.0%) (Cost $1,509,613,716)			$	1,600,042,055	117.3%

75

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	6,198,344	$	96,350,414	—	$	102,548,758
Austria		78,240		4,275,155	—		4,353,395
Belgium		359,340		9,234,903	—		9,594,243
Canada		116,260,175		—	—		116,260,175
Denmark		1,521,494		10,783,436	—		12,304,930
Finland		2,495,194		9,522,784	—		12,017,978
France		11,817,363		114,296,333	—		126,113,696
Germany		23,137,574		69,923,494	—		93,061,068
Greece		891,949		6,292,069	—		7,184,018
Hong Kong		—		28,121,806	—		28,121,806
Ireland		1,529,520		1,505,511	—		3,035,031
Italy		5,133,789		38,857,038	—		43,990,827
Japan		23,900,740		252,302,448	—		276,203,188
Netherlands		1,086,918		33,563,500	—		34,650,418
New Zealand		—		1,507,930	—		1,507,930
Norway		949,419		10,181,097	—		11,130,516
Portugal		—		3,989,070	—		3,989,070
Singapore		—		14,774,570	—		14,774,570
Spain		28,615,596		32,958,668	—		61,574,264
Sweden		414,585		31,081,641	—		31,496,226
Switzerland		14,774,954		84,772,217	—		99,547,171
United Kingdom		66,124,743		198,089,312	—		264,214,055
Preferred Stocks
Italy		—		26,635	—		26,635
Rights/Warrants
Belgium		7		—	—		7
Hong Kong		—		6,412	—		6,412
Italy		—		—	—		—
Japan		—		—	—		—
Temporary Cash Investments		—		772,000	—		772,000
Securities Lending Collateral		—		241,563,668	—		241,563,668
TOTAL	$	305,289,944	$	1,294,752,111	—	$	1,600,042,055

See accompanying Notes to Financial Statements.

76

INTERNATIONAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.3%)
AUSTRALIA — (5.9%)
Australia & New Zealand Banking Group, Ltd.	642,628	$	13,107,115	0.4%
Commonwealth Bank of Australia	249,307		11,520,833	0.3%
National Australia Bank, Ltd.	468,016		12,365,750	0.3%
Other Securities			222,067,785	6.0%
TOTAL AUSTRALIA			259,061,483	7.0%
AUSTRIA — (0.5%)
Other Securities			23,127,388	0.6%
BELGIUM — (0.9%)
Other Securities			40,361,634	1.1%
CANADA — (7.5%)
#Bank of Montreal	202,373		9,362,592	0.2%
EnCana Corp.	208,817		11,578,966	0.3%
#Manulife Financial Corp.	443,273		8,316,105	0.2%
#Royal Bank of Canada	162,793		8,244,588	0.2%
Suncor Energy, Inc.	402,417		13,358,748	0.4%
Talisman Energy, Inc.	499,600		8,523,281	0.2%
*Teck Resources, Ltd. Class B	337,587		9,799,554	0.3%
#Toronto Dominion Bank	234,460		13,364,903	0.4%
Other Securities			242,654,600	6.6%
TOTAL CANADA			325,203,337	8.8%
DENMARK — (0.8%)
Other Securities			33,362,644	0.9%
FINLAND — (1.3%)
Other Securities			57,389,630	1.6%
FRANCE — (7.1%)
#AXA SA Sponsored ADR	450,270		11,166,696	0.3%
BNP Paribas SA	264,297		19,910,585	0.5%
#Compagnie de Saint-Gobain SA	199,892		9,740,682	0.3%
#*GDF Suez SA	332,503		13,901,095	0.4%
Sanofi - Aventis SA ADR	423,195		15,624,359	0.4%
#Schneider Electric SA	86,442		8,988,999	0.2%
Societe Generale Paris SA	172,286		11,443,202	0.3%
Total SA Sponsored ADR	155,727		9,354,521	0.3%
Other Securities			211,624,580	5.7%
TOTAL FRANCE			311,754,719	8.4%
GERMANY — (5.0%)
Allianz SE Sponsored ADR	984,886		11,178,456	0.3%
#E.ON AG Sponsored ADR	218,470		8,389,248	0.2%
Munchener Rueckversicherungs-Gesellschaft AG	59,826		9,465,241	0.2%
Siemens AG Sponsored ADR	125,474		11,295,169	0.3%
Other Securities			179,767,598	4.9%
TOTAL GERMANY			220,095,712	5.9%
GREECE — (1.0%)
Other Securities			44,809,050	1.2%
HONG KONG — (1.8%)
Other Securities			77,593,825	2.1%

77

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CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.6%)
Other Securities		$	23,913,871	0.6%
ITALY — (2.6%)
#*Intesa Sanpaolo SpA	2,143,093		9,019,162	0.2%
*UniCredito SpA	4,050,516		13,570,061	0.4%
Other Securities			88,829,673	2.4%
TOTAL ITALY			111,418,896	3.0%
JAPAN — (17.1%)
#Honda Motor Co., Ltd. Sponsored ADR	409,732		12,689,400	0.3%
#Mitsubishi UFJ Financial Group, Inc. ADR	1,712,038		9,090,922	0.3%
��  Sony Corp. Sponsored ADR	290,300		8,531,917	0.2%
#Toyota Motor Corp. Sponsored ADR	260,669		20,564,177	0.6%
Other Securities			695,631,016	18.8%
TOTAL JAPAN			746,507,432	20.2%
NETHERLANDS — (2.4%)
#*ING Groep NV Sponsored ADR	843,215		10,877,473	0.3%
Other Securities			91,719,715	2.5%
TOTAL NETHERLANDS			102,597,188	2.8%
NEW ZEALAND — (0.2%)
Other Securities			9,828,546	0.3%
NORWAY — (0.9%)
Other Securities			40,646,423	1.1%
PORTUGAL — (0.5%)
Other Securities			20,329,702	0.5%
SINGAPORE — (1.2%)
Other Securities			51,319,251	1.4%
SPAIN — (2.9%)
#Banco Bilbao Vizcaya SA Sponsored ADR	858,383		15,279,217	0.4%
Banco Santander SA Sponsored ADR	2,128,205		34,178,972	0.9%
Other Securities			75,624,685	2.1%
TOTAL SPAIN			125,082,874	3.4%
SWEDEN — (2.0%)
#Nordea Bank AB	910,765		9,775,622	0.3%
Other Securities			77,992,798	2.1%
TOTAL SWEDEN			87,768,420	2.4%
SWITZERLAND — (5.7%)
Credit Suisse Group AG Sponsored ADR	405,680		21,622,744	0.6%
#*Holcim, Ltd.	196,366		12,497,670	0.3%
Nestle SA	546,164		25,397,485	0.7%
#Novartis AG ADR	446,694		23,205,753	0.6%
Roche Holding AG Genusschein	82,873		13,273,183	0.4%
Zurich Financial Services AG	61,540		14,092,204	0.4%
Other Securities			138,371,293	3.7%
TOTAL SWITZERLAND			248,460,332	6.7%
UNITED KINGDOM — (16.4%)
*Anglo American P.L.C.	536,326		19,405,941	0.5%
Aviva P.L.C.	1,407,246		8,799,750	0.2%
#*Barclays P.L.C. Sponsored ADR	892,663		18,656,657	0.5%
#*BP P.L.C. Sponsored ADR	717,376		40,617,829	1.1%
#HSBC Holdings P.L.C. Sponsored ADR	1,132,387		62,722,916	1.7%

78

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
#Pearson P.L.C. Sponsored ADR		607,283	$	8,265,122	0.2%
Royal Dutch Shell P.L.C. ADR		935,795		54,425,837	1.5%
SABmiller P.L.C.		376,453		9,867,463	0.3%
Standard Chartered P.L.C.		749,103		18,377,039	0.5%
Vodafone Group P.L.C. Sponsored ADR		1,571,531		34,872,273	1.0%
*Xstrata P.L.C.		782,713		11,273,856	0.3%
Other Securities				429,857,805	11.6%
TOTAL UNITED KINGDOM				717,142,488	19.4%
UNITED STATES — (0.0%)
Other Securities				158,075	0.0%
TOTAL COMMON STOCKS				3,677,932,920	99.4%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				92,550	0.0%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				4,504	0.0%
BELGIUM — (0.0%)
Other Securities				80	0.0%
DENMARK — (0.0%)
Other Securities				8,768	0.0%
FRANCE — (0.0%)
Other Securities				8	0.0%
GERMANY — (0.0%)
Other Securities				24,017	0.0%
HONG KONG — (0.0%)
Other Securities				56,110	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
JAPAN — (0.0%)
Other Securities				—	0.0%
SPAIN — (0.0%)
Other Securities				82,382	0.0%
UNITED KINGDOM — (0.0%)
Other Securities				57,481	0.0%
TOTAL RIGHTS/WARRANTS				233,350	0.0%
	Face   Amount
	(000)		Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $19,120,000 FNMA 5.058%(r), 01/01/36, valued at $12,807,097) to be repurchased at $12,615,200	$	12,615		12,615,000	0.3%

79

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (15.4%)
§@DFA Short Term Investment Fund LP		670,812,556	$	670,812,556	18.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,919,841) to be repurchased at $1,882,208	$	1,882		1,882,197	0.1%
TOTAL SECURITIES LENDING COLLATERAL				672,694,753	18.2%
TOTAL INVESTMENTS — (100.0%) (Cost $4,714,596,181)			$	4,363,568,573	117.9%

80

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	14,324,535	$	244,736,948	—	$	259,061,483
Austria		136,920		22,990,468	—		23,127,388
Belgium		4,443,476		35,918,158	—		40,361,634
Canada		325,194,945		8,392	—		325,203,337
Denmark		1,655,474		31,707,170	—		33,362,644
Finland		4,054,711		53,334,919	—		57,389,630
France		58,844,669		252,910,050	—		311,754,719
Germany		51,479,020		168,616,692	—		220,095,712
Greece		9,703,353		35,105,697	—		44,809,050
Hong Kong		367,693		77,226,132	—		77,593,825
Ireland		8,090,545		15,823,326	—		23,913,871
Italy		11,908,539		99,510,357	—		111,418,896
Japan		77,579,498		668,927,934	—		746,507,432
Netherlands		23,506,438		79,090,750	—		102,597,188
New Zealand		449,228		9,379,318	—		9,828,546
Norway		1,899,632		38,746,791	—		40,646,423
Portugal		320,178		20,009,524	—		20,329,702
Singapore		250,797		51,068,454	—		51,319,251
Spain		61,473,102		63,609,772	—		125,082,874
Sweden		7,169,735		80,598,685	—		87,768,420
Switzerland		62,098,431		186,361,901	—		248,460,332
United Kingdom		283,516,061		433,626,427	—		717,142,488
United States		158,075		—	—		158,075
Preferred Stocks
Australia		—		92,550	—		92,550
Rights/Warrants
Australia		—		4,504	—		4,504
Belgium		80		—	—		80
Denmark		8,768		—	—		8,768
France		8		—	—		8
Germany		—		24,017	—		24,017
Hong Kong		—		56,110	—		56,110
Italy		—		—	—		—
Japan		—		—	—		—
Spain		—		82,382	—		82,382
United Kingdom		57,481		—	—		57,481
Temporary Cash Investments		—		12,615,000	—		12,615,000
Securities Lending Collateral		—		672,694,753	—		672,694,753
TOTAL	$	1,008,691,392	$	3,354,877,181	—	$	4,363,568,573

See accompanying Notes to Financial Statements.

81

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SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (90.9%)
AUSTRALIA — (5.2%)
Australia & New Zealand Banking Group, Ltd.	96,142	$	1,960,923	0.3%
Commonwealth Bank of Australia	50,642		2,340,239	0.3%
National Australia Bank, Ltd.	65,156		1,721,528	0.3%
Other Securities			31,119,926	4.7%
TOTAL AUSTRALIA			37,142,616	5.6%
AUSTRIA — (0.5%)
Other Securities			3,352,618	0.5%
BELGIUM — (0.8%)
Other Securities			5,498,868	0.8%
BRAZIL — (1.8%)
Cia Vale do Rio Doce	52,700		1,343,323	0.2%
Other Securities			11,352,922	1.7%
TOTAL BRAZIL			12,696,245	1.9%
CANADA — (6.4%)
Royal Bank of Canada	39,027		1,976,507	0.3%
Suncor Energy, Inc.	70,464		2,339,140	0.4%
*Teck Resources, Ltd. Class B	51,800		1,503,662	0.2%
Toronto Dominion Bank	37,400		2,131,909	0.3%
Other Securities			38,015,826	5.7%
TOTAL CANADA			45,967,044	6.9%
CHILE — (0.3%)
Other Securities			2,173,675	0.3%
CHINA — (4.3%)
Bank of China, Ltd.	2,353,000		1,353,034	0.2%
China Construction Bank Corp.	1,628,000		1,403,550	0.2%
*Industrial & Commercial Bank of China, Ltd.	1,714,000		1,363,684	0.2%
Other Securities			26,921,629	4.0%
TOTAL CHINA			31,041,897	4.6%
CZECH REPUBLIC — (0.1%)
Other Securities			607,478	0.1%
DENMARK — (0.6%)
Other Securities			4,631,600	0.7%
FINLAND — (1.1%)
Other Securities			7,702,907	1.2%
FRANCE — (5.9%)
AXA SA Sponsored ADR	62,400		1,547,520	0.2%
BNP Paribas SA	43,518		3,278,391	0.5%
#Lafarge SA	15,620		1,267,872	0.2%
Sanofi - Aventis SA	17,594		1,289,677	0.2%
Schneider Electric SA	14,962		1,555,880	0.2%
Societe Generale Paris SA	27,595		1,832,854	0.3%
Other Securities			31,931,445	4.8%
TOTAL FRANCE			42,703,639	6.4%
GERMANY — (4.1%)
Allianz SE	11,378		1,303,354	0.2%
#Deutsche Bank AG	20,100		1,439,763	0.2%

82

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CONTINUED

	Shares	Value††		Percentage of Net Assets**
GERMANY — (Continued)
E.ON AG	52,403	$	2,002,180	0.3%
Munchener Rueckversicherungs-Gesellschaft AG	8,352		1,321,394	0.2%
Other Securities			23,413,988	3.5%
TOTAL GERMANY			29,480,679	4.4%
GREECE — (0.9%)
Other Securities			6,504,671	1.0%
HONG KONG — (1.7%)
Other Securities			11,943,648	1.8%
HUNGARY — (0.2%)
Other Securities			1,268,151	0.2%
INDIA — (2.0%)
Other Securities			14,392,828	2.2%
INDONESIA — (0.4%)
Other Securities			2,832,953	0.4%
IRELAND — (0.4%)
Other Securities			2,897,143	0.4%
ISRAEL — (0.5%)
Other Securities			3,660,827	0.6%
ITALY — (2.2%)
*UniCredito SpA	486,410		1,629,574	0.2%
Other Securities			14,033,052	2.1%
TOTAL ITALY			15,662,626	2.3%
JAPAN — (14.2%)
Toyota Motor Corp. Sponsored ADR	26,776		2,112,359	0.3%
Other Securities			100,458,222	15.0%
TOTAL JAPAN			102,570,581	15.3%
MALAYSIA — (0.7%)
Other Securities			4,824,190	0.7%
MEXICO — (0.8%)
Other Securities			6,009,411	0.9%
NETHERLANDS — (2.0%)
#*ING Groep NV Sponsored ADR	141,618		1,826,872	0.3%
Philips Electronics NV ADR	58,800		1,475,292	0.2%
Other Securities			11,423,625	1.7%
TOTAL NETHERLANDS			14,725,789	2.2%
NEW ZEALAND — (0.2%)
Other Securities			1,536,665	0.2%
NORWAY — (0.8%)
Other Securities			5,893,963	0.9%
PHILIPPINES — (0.1%)
Other Securities			789,804	0.1%
POLAND — (0.3%)
Other Securities			2,027,176	0.3%

83

T.A. WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
PORTUGAL — (0.4%)
Other Securities			$	2,941,399	0.4%
RUSSIA — (0.0%)
Other Securities				40,151	0.0%
SINGAPORE — (0.9%)
Other Securities				6,821,647	1.0%
SOUTH AFRICA — (1.5%)
Other Securities				10,630,181	1.6%
SOUTH KOREA — (2.8%)
Other Securities				20,380,746	3.1%
SPAIN — (2.5%)
Banco Bilbao Vizcaya SA Sponsored ADR	146,546			2,608,519	0.4%
Banco Santander SA	198,448			3,193,476	0.4%
Banco Santander SA Sponsored ADR	157,920			2,536,195	0.4%
Other Securities				9,886,784	1.5%
TOTAL SPAIN		��		18,224,974	2.7%
SWEDEN — (1.7%)
#Nordea Bank AB	145,566			1,562,421	0.2%
Other Securities				10,615,068	1.6%
TOTAL SWEDEN				12,177,489	1.8%
SWITZERLAND — (4.7%)
Credit Suisse Group AG	43,068			2,302,294	0.4%
Credit Suisse Group AG Sponsored ADR	28,818			1,535,999	0.2%
#*Holcim, Ltd.	31,260			1,989,536	0.3%
Nestle SA	33,903			1,576,543	0.2%
Novartis AG ADR	69,100			3,589,745	0.5%
Roche Holding AG Genusschein	9,111			1,459,245	0.2%
*UBS AG ADR	128,000			2,123,520	0.3%
Zurich Financial Services AG	10,105			2,313,970	0.4%
Other Securities				17,317,610	2.6%
TOTAL SWITZERLAND				34,208,462	5.1%
TAIWAN — (2.4%)
Other Securities				17,643,449	2.6%
THAILAND — (0.3%)
Other Securities				2,296,967	0.4%
TURKEY — (0.4%)
Other Securities				2,590,955	0.4%
UNITED KINGDOM — (14.8%)
*Anglo American P.L.C.	76,082			2,752,883	0.4%
Aviva P.L.C.	240,528			1,504,063	0.2%
*Barclays P.L.C.	374,834			1,964,536	0.3%
*BP P.L.C. Sponsored ADR	96,420			5,459,300	0.8%
HSBC Holdings P.L.C.	167,327			1,868,048	0.3%
HSBC Holdings P.L.C. Sponsored ADR	103,820			5,750,590	0.9%
Kingfisher P.L.C.	390,107			1,425,888	0.2%
Royal Dutch Shell P.L.C. ADR	108,043			6,283,781	0.9%
SABmiller P.L.C.	61,179			1,603,604	0.2%
Standard Chartered P.L.C.	138,929			3,408,215	0.5%
Vodafone Group P.L.C. Sponsored ADR	196,999			4,371,408	0.7%
*Xstrata P.L.C.	143,852			2,071,981	0.3%

84

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CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Other Securities			$	68,498,903	10.3%
TOTAL UNITED KINGDOM				106,963,200	16.0%
UNITED STATES — (0.0%)
Other Securities				59,244	0.0%
TOTAL COMMON STOCKS				655,518,556	98.0%
PREFERRED STOCKS — (1.3%)
BRAZIL — (1.3%)
Cia Vale do Rio Doce		66,950		1,546,545	0.2%
Other Securities				7,337,728	1.1%
TOTAL BRAZIL				8,884,273	1.3%
TOTAL PREFERRED STOCKS				8,884,273	1.3%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities				—	0.0%
BRAZIL — (0.0%)
Other Securities				4,501	0.0%
DENMARK — (0.0%)
Other Securities				4,510	0.0%
GERMANY — (0.0%)
Other Securities				3,707	0.0%
HONG KONG — (0.0%)
Other Securities				8,989	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
SPAIN — (0.0%)
Other Securities				19,316	0.0%
TAIWAN — (0.0%)
Other Securities				2,503	0.0%
UNITED KINGDOM — (0.0%)
Other Securities				10,252	0.0%
TOTAL RIGHTS/WARRANTS				53,778	0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $7,150,000 FHLMC 6.040%(r), 11/01/36, valued at $4,590,056) to be repurchased at $4,521,072	$	4,521		4,521,000	0.7%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP		47,095,489		47,095,489	7.1%

85

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CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07%11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,991,891) to be repurchased at $4,894,040	$	4,894		4,894,011	0.7%
TOTAL SECURITIES LENDING COLLATERAL				51,989,500	7.8%
TOTAL INVESTMENTS — (100.0%) (Cost $611,968,564)			$	720,967,107	107.8%

86

T.A. WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	1,225,736	$	35,916,880	—	$	37,142,616
Austria		—		3,352,618	—		3,352,618
Belgium		911,842		4,587,026	—		5,498,868
Brazil		12,696,245		—	—		12,696,245
Canada		45,967,044		—	—		45,967,044
Chile		2,173,675		—	—		2,173,675
China		3,407,086		27,634,811	—		31,041,897
Czech Republic		—		607,478	—		607,478
Denmark		211,980		4,419,620	—		4,631,600
Finland		361,058		7,341,849	—		7,702,907
France		4,886,686		37,816,953	—		42,703,639
Germany		5,824,473		23,656,206	—		29,480,679
Greece		1,441,545		5,063,126	—		6,504,671
Hong Kong		15,483		11,928,165	—		11,943,648
Hungary		102,720		1,165,431	—		1,268,151
India		874,488		13,518,340	—		14,392,828
Indonesia		70,126		2,762,827	—		2,832,953
Ireland		565,371		2,331,772	—		2,897,143
Israel		1,160,535		2,500,292	—		3,660,827
Italy		1,103,915		14,558,711	—		15,662,626
Japan		9,057,114		93,513,467	—		102,570,581
Malaysia		—		4,824,190	—		4,824,190
Mexico		6,009,411		—	—		6,009,411
Netherlands		5,536,180		9,189,609	—		14,725,789
New Zealand		32,256		1,504,409	—		1,536,665
Norway		154,418		5,739,545	—		5,893,963
Philippines		53,300		736,504	—		789,804
Poland		—		2,027,176	—		2,027,176
Portugal		4,386		2,937,013	—		2,941,399
Russia		—		40,151	—		40,151
Singapore		—		6,821,647	—		6,821,647
South Africa		1,169,370		9,460,811	—		10,630,181
South Korea		2,200,192		18,180,554	—		20,380,746
Spain		6,894,180		11,330,794	—		18,224,974
Sweden		268,124		11,909,365	—		12,177,489
Switzerland		8,892,771		25,315,691	—		34,208,462
Taiwan		228,385		17,415,064	—		17,643,449
Thailand		2,296,967		—	—		2,296,967
Turkey		52,576		2,538,379	—		2,590,955
United Kingdom		28,580,518		78,382,682	—		106,963,200
United States		59,244		—	—		59,244
Preferred Stocks
Brazil		8,884,273		—	—		8,884,273
Rights/Warrants
Belgium		—		—	—		—

87

T.A. WORLDEX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Brazil	$	4,501		—	—	$	4,501
Denmark		4,510		—	—		4,510
Germany		—	$	3,707	—		3,707
Hong Kong		2,895		6,094	—		8,989
Italy		—		—	—		—
Spain		—		19,316	—		19,316
Taiwan		—		2,503	—		2,503
United Kingdom		10,252		—	—		10,252
Temporary Cash Investments		—		4,521,000	—		4,521,000
Securities Lending Collateral		—		51,989,500	—		51,989,500
TOTAL	$	163,395,831	$	557,571,276	—	$	720,967,107

See accompanying Notes to Financial Statements.

88

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

INTERNATIONAL SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company	$	1,519,912,526
Investment in The Japanese Small Company Series of The DFA Investment Trust Company		1,068,920,039
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company		742,599,754
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company		579,094,079
Investment in The Canadian Small Company Series of The DFA Investment Trust Company		365,189,000
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $4,294,422,039)	$	4,275,715,398

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	4,275,715,398	—	—	$	4,275,715,398

See accompanying Notes to Financial Statements.

89

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULESOF INVESTMENTS

CONTINUED

JAPANESE SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Japanese Small Company Series of The DFA Investment Trust Company	$	114,114,441
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $200,813,832)	$	114,114,441

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	114,114,441	—	—	$	114,114,441

ASIA PACIFIC SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company	$	101,906,415
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $94,124,358)	$	101,906,415

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	101,906,415	—	—	$	101,906,415

90

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

UNITED KINGDOM SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company	$	27,871,894
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $30,454,263)	$	27,871,894

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	27,871,894	—	—	$	27,871,894

CONTINENTAL SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company	$	110,985,135
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $112,793,150)	$	110,985,135

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	110,985,135	—	—	$	110,985,135

See accompanying Notes to Financial Statements.

91

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.0%)
AUSTRALIA — (22.2%)
CFS Retail Property Trust	9,299,087	$	15,978,498	2.1%
Commonwealth Property Office Fund	8,329,358		6,533,372	0.9%
Dexus Property Group	21,038,811		14,864,254	2.0%
#Goodman Group	16,279,701		8,729,311	1.2%
GPT Group	38,018,670		19,402,061	2.6%
ING Office Fund	9,301,027		4,907,378	0.6%
Macquarie Country Wide Trust	6,416,906		3,550,288	0.5%
Macquarie Office Trust	17,635,306		4,937,341	0.7%
Stockland Trust Group	10,526,908		34,969,564	4.7%
Westfield Group	5,691,219		61,658,889	8.3%
Other Securities			17,694,934	2.4%
TOTAL AUSTRALIA			193,225,890	26.0%
BELGIUM — (1.7%)
Befimmo SCA	54,310		5,169,734	0.7%
#Cofinimmo SA	37,088		5,344,597	0.7%
Other Securities			4,474,108	0.6%
TOTAL BELGIUM			14,988,439	2.0%
CANADA — (4.1%)
#Boardwalk REIT	110,766		3,786,548	0.5%
#Riocan REIT	530,784		8,996,422	1.2%
Other Securities			22,539,091	3.1%
TOTAL CANADA			35,322,061	4.8%
CHINA — (0.1%)
Other Securities			880,600	0.1%
FRANCE — (14.0%)
#Fonciere des Regions SA	76,369		8,417,507	1.1%
*Gecina SA	45,779		4,870,047	0.7%
Icade SA	87,009		9,160,308	1.2%
#Klepierre SA	406,887		16,865,600	2.3%
#Mercialys SA	101,662		4,097,176	0.6%
#Societe Immobiliere de Location pour l’Industrie et le Commerce SA	60,852		7,730,059	1.0%
#Unibail-Rodamco SE	295,081		65,344,360	8.8%
Other Securities			5,071,061	0.7%
TOTAL FRANCE			121,556,118	16.4%
GERMANY — (0.1%)
Other Securities			918,116	0.1%
GREECE — (0.0%)
Other Securities			421,005	0.1%
HONG KONG — (3.2%)
#Champion REIT	10,915,658		4,594,160	0.6%
Link REIT (The)	9,083,626		20,618,431	2.8%
Other Securities			2,418,572	0.3%
TOTAL HONG KONG			27,631,163	3.7%
ITALY — (0.1%)
Other Securities			792,853	0.1%
JAPAN — (13.0%)
Frontier Real Estate Investment Corp.	595		4,484,008	0.6%

92

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
JAPAN — (Continued)
Japan Logistics Fund, Inc.	565	$	4,293,002	0.6%
Japan Prime Realty Investment Corp.	2,682		5,840,893	0.8%
Japan Real Estate Investment Corp.	1,633		13,029,902	1.7%
Japan Retail Fund Investment	1,570		7,381,067	1.0%
#MORI TRUST Sogo REIT, Inc.	494		3,798,479	0.5%
Nippon Building Fund, Inc.	1,884		15,443,177	2.1%
#Nomura Real Estate Office Fund, Inc.	1,246		7,698,702	1.0%
Orix Jreit, Inc.	1,134		5,194,029	0.7%
#TOKYU REIT, Inc.	697		3,503,253	0.5%
United Urban Investment Corp.	857		4,999,093	0.7%
Other Securities			37,013,139	5.0%
TOTAL JAPAN			112,678,744	15.2%
NETHERLANDS — (4.0%)
#Corio NV	194,995		13,222,285	1.8%
Eurocommercial Properties NV	98,088		4,249,401	0.6%
#VastNed Retail NV	61,128		4,076,447	0.5%
#Wereldhave NV	87,503		8,542,822	1.1%
Other Securities			4,257,365	0.6%
TOTAL NETHERLANDS			34,348,320	4.6%
NEW ZEALAND — (0.8%)
Other Securities			7,017,019	1.0%
SINGAPORE — (5.0%)
Ascendas REIT	5,236,000		6,805,677	0.9%
CapitaCommercial Trust	9,676,000		7,274,904	1.0%
CapitaMall Trust	8,698,300		9,770,603	1.3%
Suntec REIT	6,516,000		5,542,650	0.8%
Other Securities			14,063,235	1.9%
TOTAL SINGAPORE			43,457,069	5.9%
SOUTH AFRICA — (1.2%)
Other Securities			10,626,976	1.4%
TAIWAN — (0.4%)
Other Securities			3,802,919	0.5%
UNITED KINGDOM — (15.1%)
British Land Co. P.L.C.	3,002,251		23,249,638	3.1%
Derwent London P.L.C.	487,068		9,921,298	1.3%
#Great Portland Estates P.L.C.	1,223,426		4,944,721	0.7%
Hammerson P.L.C.	2,396,955		15,898,980	2.2%
Land Securities Group P.L.C.	3,104,143		33,587,116	4.5%
Liberty International P.L.C.	1,794,983		13,250,009	1.8%
Segro P.L.C.	2,987,900		17,218,157	2.3%
Shaftesbury P.L.C.	977,674		6,022,655	0.8%
Other Securities			6,802,638	0.9%
TOTAL UNITED KINGDOM			130,895,212	17.6%
TOTAL COMMON STOCKS			738,562,504	99.5%
RIGHTS/WARRANTS — (0.0%)
SINGAPORE — (0.0%)
Other Securities			38,850	0.0%

93

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Face   Amount		Value†		Percentage of Net Assets**
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $3,915,000 FNMA 6.50%, 06/25/39, valued at $4,213,519) to be repurchased at $4,146,066	$	4,146		4,146,000	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.5%)
§@DFA Short Term Investment Fund LP		125,600,221		125,600,221	16.9%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $108,366) to be repurchased at $106,242	$	106		106,241	0.0%
TOTAL SECURITIES LENDING COLLATERAL				125,706,462	16.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,087,597,780)			$	868,453,816	117.0%

94

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia		—	$	193,225,890	—	$	193,225,890
Belgium		—		14,988,439	—		14,988,439
Canada	$	35,322,061		—	—		35,322,061
China		—		880,600	—		880,600
France		—		121,556,118	—		121,556,118
Germany		—		918,116	—		918,116
Greece		—		421,005	—		421,005
Hong Kong		—		27,631,163	—		27,631,163
Italy		—		792,853	—		792,853
Japan		—		112,678,744	—		112,678,744
Netherlands		—		34,348,320	—		34,348,320
New Zealand		—		7,017,019	—		7,017,019
Singapore		33,178		43,423,891	—		43,457,069
South Africa		1,963,337		8,663,639	—		10,626,976
Taiwan		748,199		3,054,720	—		3,802,919
United Kingdom		—		130,895,212	—		130,895,212
Rights/Warrants
Singapore		—		38,850	—		38,850
Temporary Cash Investments		—		4,146,000	—		4,146,000
Securities Lending Collateral		—		125,706,462	—		125,706,462
TOTAL	$	38,066,775	$	830,387,041	—	$	868,453,816

See accompanying Notes to Financial Statements.

95

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.7%)
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	14,759,754	$	225,676,641
Investment in DFA International Real Estate Securities Portfolio DFA Investment Dimensions Group Inc.	39,193,696		205,374,965
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $398,826,539)			431,051,606
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares (Cost $1,475,873)	1,475,873		1,475,873
TOTAL INVESTMENTS - (100.0%) (Cost $400,302,412)		$	432,527,479

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	431,051,606	—	—	$	431,051,606
Temporary Cash Investments		1,475,873	—	—		1,475,873
TOTAL	$	432,527,479	—	—	$	432,527,479

See accompanying Notes to Financial Statements.

96

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (91.0%)
AUSTRALIA — (6.9%)
#Downer EDI, Ltd.	3,069,424	$	23,365,680	0.4%
*Pacific Brands, Ltd.	29,002,108		33,770,277	0.5%
Other Securities			462,236,503	6.7%
TOTAL AUSTRALIA			519,372,460	7.6%
AUSTRIA — (1.0%)
*Wienerberger AG	1,587,273		28,673,473	0.4%
Other Securities			49,351,717	0.7%
TOTAL AUSTRIA			78,025,190	1.1%
BELGIUM — (1.4%)
Other Securities			106,691,942	1.6%
CANADA — (7.6%)
*Celestica, Inc.	4,081,842		33,649,120	0.5%
#Laurentian Bank of Canada	689,000		25,170,898	0.4%
*Lundin Mining Corp.	6,297,886		25,318,427	0.4%
Sherritt International Corp.	5,573,711		35,748,398	0.5%
#*Viterra, Inc.	3,936,739		37,473,695	0.5%
Other Securities			413,560,283	6.0%
TOTAL CANADA			570,920,821	8.3%
DENMARK — (0.5%)
Other Securities			37,680,909	0.6%
FINLAND — (2.9%)
#Huhtamaki Oyj	1,826,851		24,693,015	0.4%
#Kemira Oyj	1,754,896		27,826,374	0.4%
#Outokumpu Oyj Series A	2,864,481		47,366,190	0.7%
#Pohjola Bank P.L.C.	3,363,010		37,370,684	0.5%
#Rautaruukki Oyj Series K	1,108,900		22,603,880	0.3%
Other Securities			58,739,847	0.9%
TOTAL FINLAND			218,599,990	3.2%
FRANCE — (6.1%)
Arkema SA	1,028,400		39,258,912	0.6%
*Atos Origin SA	752,174		35,214,237	0.5%
#Havas SA	8,111,619		30,830,117	0.4%
#Nexans SA	593,945		41,941,024	0.6%
*Valeo SA	1,402,110		38,061,454	0.6%
Other Securities			268,325,024	3.9%
TOTAL FRANCE			453,630,768	6.6%
GERMANY — (5.8%)
#Aurubis AG	1,148,031		45,536,498	0.7%
#Bilfinger Berger AG	956,696		61,253,282	0.9%
#Lanxess AG	1,049,103		32,980,226	0.5%
#Rheinmetall AG	482,624		26,206,443	0.4%
Other Securities			269,817,799	3.9%
TOTAL GERMANY			435,794,248	6.4%
GREECE — (0.8%)
Other Securities			58,439,452	0.9%
HONG KONG — (2.2%)
Other Securities			163,275,519	2.4%

97

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.9%)
Other Securities		$	64,395,941	0.9%
ITALY — (4.5%)
Banca Popolare di Milano Scarl	10,151,010		75,527,076	1.1%
#Fondiaria - SAI SpA	1,781,588		32,470,921	0.5%
*Pirelli & Co. SpA	67,386,003		37,862,403	0.6%
Other Securities			188,514,113	2.7%
TOTAL ITALY			334,374,513	4.9%
JAPAN — (19.9%)
Other Securities			1,490,165,879	21.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (1.9%)
Nutreco Holding NV	746,767		37,693,977	0.5%
#*USG People NV	1,386,176		24,117,169	0.4%
Other Securities			79,748,369	1.2%
TOTAL NETHERLANDS			141,559,515	2.1%
NEW ZEALAND — (0.3%)
Other Securities			23,944,763	0.3%
NORWAY — (1.0%)
Other Securities			78,702,123	1.1%
PORTUGAL — (0.2%)
Other Securities			13,469,857	0.2%
SINGAPORE — (1.6%)
Other Securities			118,964,304	1.7%
SPAIN — (1.3%)
Ebro Puleva SA	1,461,723		27,835,690	0.4%
Other Securities			71,335,758	1.0%
TOTAL SPAIN			99,171,448	1.4%
SWEDEN — (3.3%)
#Boliden AB	4,986,751		60,046,993	0.9%
#*Trelleborg AB Series B	6,681,684		40,590,079	0.6%
Other Securities			142,855,875	2.1%
TOTAL SWEDEN			243,492,947	3.6%
SWITZERLAND — (4.6%)
*Clariant AG	4,668,293		44,630,582	0.6%
Helvetia Holding AG	86,089		27,449,020	0.4%
#PSP Swiss Property AG	588,827		33,042,294	0.5%
Other Securities			237,538,217	3.5%
TOTAL SWITZERLAND			342,660,113	5.0%
UNITED KINGDOM — (16.3%)
Amlin P.L.C.	9,708,370		56,193,562	0.8%
Bellway P.L.C.	3,481,205		41,637,233	0.6%
*Bovis Homes Group P.L.C.	4,184,856		28,182,882	0.4%
Brit Insurance Holdings P.L.C.	11,179,422		38,072,361	0.6%
Catlin Group, Ltd.	8,508,243		45,940,078	0.7%
Close Brothers Group P.L.C.	2,135,186		24,553,339	0.4%
*Cookson Group P.L.C.	3,902,119		23,284,656	0.3%
DS Smith P.L.C.	12,895,987		24,629,261	0.4%

98

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Greene King P.L.C.	5,260,781	$	33,988,997	0.5%
Hiscox, Ltd.	10,648,017		55,841,012	0.8%
Meggitt P.L.C.	12,962,458		51,899,258	0.8%
Millennium & Copthorne Hotels P.L.C.	5,019,556		27,745,529	0.4%
Mondi P.L.C.	7,958,099		43,926,465	0.6%
*Persimmon P.L.C.	6,879,478		45,355,560	0.7%
*Premier Foods P.L.C.	40,873,986		23,964,979	0.3%
Tomkins P.L.C.	13,525,823		37,106,806	0.5%
Travis Perkins P.L.C.	3,875,156		47,804,947	0.7%
Other Securities			572,280,454	8.3%
TOTAL UNITED KINGDOM			1,222,407,379	17.8%
TOTAL COMMON STOCKS			6,815,740,081	99.4%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities			2,217,142	0.0%
FINLAND — (0.0%)
Other Securities			18,739	0.0%
TOTAL PREFERRED STOCKS			2,235,881	0.0%
RIGHTS/WARRANTS — (0.2%)
AUSTRALIA — (0.0%)
Other Securities			103,581	0.0%
BELGIUM — (0.0%)
Other Securities			14	0.0%
CANADA — (0.0%)
Other Securities			24,280	0.0%
FRANCE — (0.0%)
Other Securities			27,132	0.0%
GERMANY — (0.0%)
Other Securities			308,692	0.0%
HONG KONG — (0.0%)
Other Securities			1,197,219	0.0%
ITALY — (0.0%)
Other Securities			37,152	0.0%
JAPAN — (0.0%)
Other Securities			—	0.0%
MALAYSIA — (0.0%)
Other Securities			3,012	0.0%
NORWAY — (0.0%)
Other Securities			13,925	0.0%
SPAIN — (0.1%)
Other Securities			2,182,764	0.1%
UNITED KINGDOM — (0.1%)
Other Securities			6,923,620	0.1%
TOTAL RIGHTS/WARRANTS			10,821,391	0.2%

99

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares/ Face    Amount	Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (8.8%)
§@DFA Short Term Investment Fund LP	660,084,739	$	660,084,739	9.6%
@Repurchase Agreement, Deutsche Bank Securities 0.07%,
11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $355,813) to be repurchased at $348,838	$349		348,836	0.0%
TOTAL SECURITIES LENDING COLLATERAL			660,433,575	9.6%
TOTAL INVESTMENTS — (100.0%) (Cost $8,133,915,343)		$	7,489,230,928	109.2%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	288,015	$	519,084,445	—	$	519,372,460
Austria		22,426		78,002,764	—		78,025,190
Belgium		—		106,691,942	—		106,691,942
Canada		570,920,821		—	—		570,920,821
Denmark		98,745		37,582,164	—		37,680,909
Finland		—		218,599,990	—		218,599,990
France		1,488,725		452,142,043	—		453,630,768
Germany		—		435,794,248	—		435,794,248
Greece		96,399		58,343,053	—		58,439,452
Hong Kong		258,326		163,017,193	—		163,275,519
Ireland		154,426		64,241,515	—		64,395,941
Italy		—		334,374,513	—		334,374,513
Japan		541,687		1,489,624,192	—		1,490,165,879
Malaysia		—		—	—		—
Netherlands		—		141,559,515	—		141,559,515
New Zealand		—		23,944,763	—		23,944,763
Norway		—		78,702,123	—		78,702,123
Portugal		—		13,469,857	—		13,469,857
Singapore		930,728		118,033,576	—		118,964,304
Spain		—		99,171,448	—		99,171,448
Sweden		—		243,492,947	—		243,492,947
Switzerland		690,857		341,969,256	—		342,660,113
United Kingdom		385,964		1,222,021,415	—		1,222,407,379
Preferred Stocks
Australia		—		2,217,142	—		2,217,142

100

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Valuation Inputs
		Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Finland		—	$	18,739	—	$	18,739
Rights/Warrants
Australia		—		103,581	—		103,581
Belgium	$	14		—	—		14
Canada		24,280		—	—		24,280
France		27,132		—	—		27,132
Germany		—		308,692	—		308,692
Hong Kong		51,124		1,146,095	—		1,197,219
Italy		37,152		—	—		37,152
Japan		—		—	—		—
Malaysia		—		3,012	—		3,012
Norway		—		13,925	—		13,925
Spain		—		2,182,764	—		2,182,764
United Kingdom		1,771,371		5,152,249	—		6,923,620
Securities Lending Collateral		—		660,433,575	—		660,433,575
TOTAL	$	577,788,192	$	6,911,442,736	—	$	7,489,230,928

See accompanying Notes to Financial Statements.

101

INTERNATIONAL VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (86.2%)
AUSTRALIA — (6.1%)
Australia & New Zealand Banking Group, Ltd.	29,839	$	608,600	0.3%
#Macquarie Group, Ltd.	13,345		584,454	0.2%
Other Securities			17,131,267	6.5%
TOTAL AUSTRALIA			18,324,321	7.0%
AUSTRIA — (0.7%)
Voestalpine AG	16,154		552,370	0.2%
Other Securities			1,529,125	0.6%
TOTAL AUSTRIA			2,081,495	0.8%
BELGIUM — (1.0%)
Solvay SA	5,891		578,480	0.2%
Other Securities			2,468,869	1.0%
TOTAL BELGIUM			3,047,349	1.2%
CANADA — (8.1%)
#Bank of Montreal	20,300		939,160	0.4%
Sun Life Financial, Inc.	19,778		547,069	0.2%
Suncor Energy, Inc.	29,572		981,664	0.4%
Talisman Energy, Inc.	45,748		780,470	0.3%
*Teck Resources, Ltd. Class B	33,100		960,835	0.4%
#Toronto Dominion Bank	11,000		627,032	0.2%
Other Securities			19,751,980	7.5%
TOTAL CANADA			24,588,210	9.4%
DENMARK — (1.0%)
Other Securities			2,897,663	1.1%
FINLAND — (1.7%)
UPM-Kymmene Oyj	45,985		551,884	0.2%
Other Securities			4,542,667	1.7%
TOTAL FINLAND			5,094,551	1.9%
FRANCE — (6.2%)
BNP Paribas SA	13,962		1,051,815	0.4%
Compagnie Generale des Establissements Michelin SA Series B	8,950		662,989	0.3%
#Lafarge SA	8,284		672,410	0.3%
*Natixis SA	99,455		558,692	0.2%
Societe Generale Paris SA	9,034		600,036	0.2%
Other Securities			15,242,693	5.8%
TOTAL FRANCE			18,788,635	7.2%
GERMANY — (4.5%)
#Deutsche Bank AG	20,528		1,470,421	0.5%
E.ON AG	18,237		696,788	0.3%
Other Securities			11,465,158	4.4%
TOTAL GERMANY			13,632,367	5.2%
GREECE — (1.5%)
*Alpha Bank A.E.	33,606		647,924	0.3%
*Piraeus Bank S.A.	34,245		590,409	0.2%
Other Securities			3,220,866	1.2%
TOTAL GREECE			4,459,199	1.7%

102

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
HONG KONG — (1.9%)
Other Securities		$	5,818,759	2.2%
IRELAND — (0.8%)
Other Securities			2,323,811	0.9%
ITALY — (2.6%)
Other Securities			7,735,814	2.9%
JAPAN — (18.9%)
Toyota Motor Corp. Sponsored ADR	7,600		599,564	0.2%
Other Securities			56,552,820	21.6%
TOTAL JAPAN			57,152,384	21.8%
NETHERLANDS — (2.5%)
Koninklijke DSM NV	11,964		524,191	0.2%
Philips Electronics NV	22,955		576,648	0.2%
Other Securities			6,514,761	2.5%
TOTAL NETHERLANDS			7,615,600	2.9%
NEW ZEALAND — (0.3%)
Other Securities			919,440	0.4%
NORWAY — (1.2%)
Other Securities			3,760,388	1.4%
PORTUGAL — (0.5%)
Other Securities			1,619,843	0.6%
SINGAPORE — (1.2%)
Other Securities			3,732,209	1.4%
SPAIN — (2.4%)
Banco Bilbao Vizcaya SA Sponsored ADR	40,108		713,922	0.3%
Banco Santander SA	71,865		1,156,470	0.4%
Banco Santander SA Sponsored ADR	49,420		793,685	0.3%
Other Securities			4,688,871	1.8%
TOTAL SPAIN			7,352,948	2.8%
SWEDEN — (2.0%)
Other Securities			6,102,081	2.3%
SWITZERLAND — (5.4%)
Credit Suisse Group AG	13,655		729,958	0.3%
#*Holcim, Ltd.	21,970		1,398,276	0.5%
Novartis AG ADR	11,400		592,230	0.2%
#Swatch Group AG	2,763		645,152	0.3%
Swiss Reinsurance Co., Ltd. AG	23,898		973,141	0.4%
*UBS AG	52,017		867,370	0.3%
*UBS AG ADR	34,236		567,975	0.2%
Zurich Financial Services AG	6,240		1,428,914	0.5%
Other Securities			9,144,399	3.5%
TOTAL SWITZERLAND			16,347,415	6.2%
UNITED KINGDOM — (15.7%)
*Anglo American P.L.C.	48,414		1,751,769	0.7%
Aviva P.L.C.	128,562		803,920	0.3%
*Barclays P.L.C.	105,354		552,169	0.2%
*BP P.L.C. Sponsored ADR	18,084		1,023,916	0.4%
HSBC Holdings P.L.C. Sponsored ADR	35,757		1,980,580	0.8%
International Power P.L.C.	146,938		610,041	0.2%
Kingfisher P.L.C.	225,944		825,853	0.3%

103

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Legal & General Group P.L.C.	575,477	$	738,420	0.3%
Old Mutual P.L.C.	499,092		866,235	0.3%
Prudential P.L.C.	68,348		620,833	0.2%
Royal Dutch Shell P.L.C. ADR	32,048		1,863,912	0.7%
RSA Insurance Group P.L.C.	322,917		639,902	0.2%
Standard Chartered P.L.C.	26,514		650,443	0.3%
Standard Life P.L.C.	213,961		762,724	0.3%
Vodafone Group P.L.C. Sponsored ADR	56,540		1,254,623	0.5%
*Xstrata P.L.C.	53,951		777,087	0.3%
Other Securities			31,609,787	12.0%
TOTAL UNITED KINGDOM			47,332,214	18.0%
TOTAL COMMON STOCKS			260,726,696	99.3%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities			—	0.0%
DENMARK — (0.0%)
Other Securities			568	0.0%
GERMANY — (0.0%)
Other Securities			3,559	0.0%
HONG KONG — (0.0%)
Other Securities			5,586	0.0%
ITALY — (0.0%)
Other Securities			—	0.0%
NORWAY — (0.0%)
Other Securities			2,334	0.0%
SPAIN — (0.0%)
Other Securities			6,021	0.0%
UNITED KINGDOM — (0.0%)
Other Securities			33,339	0.0%
TOTAL RIGHTS/WARRANTS			51,407	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%,
11/02/09 (Collateralized by $1,830,000 FHLMC 6.040%(r), 11/01/36, valued at $1,174,798) to be repurchased at $1,155,018	$1,155		1,155,000	0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.4%)
§@DFA Short Term Investment Fund LP	38,492,317		38,492,317	14.7%

104

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07% 11/02/09
(Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $2,012,891) to be repurchased at $1,973,435	$	1,973		1,973,423	0.7%
TOTAL SECURITIES LENDING COLLATERAL				40,465,740	15.4%
TOTAL INVESTMENTS — (100.0%) (Cost $247,812,128)			$	302,398,843	115.2%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	411,657	$	17,912,664	—	$	18,324,321
Austria		—		2,081,495	—		2,081,495
Belgium		230,520		2,816,829	—		3,047,349
Canada		24,588,210		—	—		24,588,210
Denmark		17,522		2,880,141	—		2,897,663
Finland		—		5,094,551	—		5,094,551
France		1,046,254		17,742,381	—		18,788,635
Germany		2,742,895		10,889,472	—		13,632,367
Greece		381,443		4,077,756	—		4,459,199
Hong Kong		9,693		5,809,066	—		5,818,759
Ireland		495,321		1,828,490	—		2,323,811
Italy		473,358		7,262,456	—		7,735,814
Japan		2,796,176		54,356,208	—		57,152,384
Netherlands		1,819,243		5,796,357	—		7,615,600
New Zealand		11,648		907,792	—		919,440
Norway		—		3,760,388	—		3,760,388
Portugal		—		1,619,843	—		1,619,843
Singapore		—		3,732,209	—		3,732,209
Spain		1,724,397		5,628,551	—		7,352,948
Sweden		62,400		6,039,681	—		6,102,081
Switzerland		1,752,841		14,594,574	—		16,347,415
United Kingdom		7,015,128		40,317,086	—		47,332,214
Rights/Warrants
Belgium		—		—	—		—
Denmark		568		—	—		568
Germany		—		3,559	—		3,559
Hong Kong		—		5,586	—		5,586
Italy		—		—	—		—

105

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Norway		—	$	2,334	—	$	2,334
Spain		—		6,021	—		6,021
United Kingdom	$	6,884		26,455	—		33,339
Temporary Cash Investments		—		1,155,000	—		1,155,000
Securities Lending Collateral		—		40,465,740	—		40,465,740
TOTAL	$	45,586,158	$	256,812,685	—	$	302,398,843

See accompanying Notes to Financial Statements.

106

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

EMERGING MARKETS PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Series of The DFA Investment Trust Company	$	1,967,084,229
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,011,671,280)	$	1,967,084,229

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,967,084,229	—	—	$	1,967,084,229

EMERGING MARKETS SMALL CAP PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company	$	1,134,439,234
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $854,969,140)	$	1,134,439,234

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,134,439,234	—	—	$	1,134,439,234

See accompanying Notes to Financial Statements.

107

EMERGING MARKETS CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.5%)
BRAZIL — (7.4%)
BM&F Bovespa SA	1,104,321	$	7,115,147	0.3%
Cia Vale do Rio Doce	708,190		18,051,763	0.7%
#Itau Unibanco Holding SA ADR	1,648,537		31,552,998	1.3%
Petroleo Brasileiro SA ADR (71654V101)	637,166		25,563,100	1.0%
#Petroleo Brasileiro SA ADR (71654V408)	462,510		21,377,212	0.9%
Other Securities			98,747,396	4.0%
TOTAL BRAZIL			202,407,616	8.2%
CHILE — (1.8%)
Other Securities			49,299,787	2.0%
CHINA — (11.0%)
Bank of China, Ltd.	17,448,000		10,033,035	0.4%
China Construction Bank Corp.	16,648,000		14,352,768	0.6%
#China Life Insurance Co., Ltd. ADR	159,456		10,940,276	0.5%
#China Mobile, Ltd. Sponsored ADR	318,041		14,862,056	0.6%
#China Petroleum and Chemical Corp. (Sinopec) ADR	88,100		7,432,116	0.3%
#CNOOC, Ltd. ADR	116,476		17,347,935	0.7%
#*Industrial & Commercial Bank of China, Ltd.	21,941,000		17,456,588	0.7%
#PetroChina Co., Ltd. ADR	129,733		15,573,149	0.6%
Other Securities			193,263,616	7.9%
TOTAL CHINA			301,261,539	12.3%
CZECH REPUBLIC — (0.6%)
Other Securities			16,134,619	0.7%
HUNGARY — (1.1%)
*MOL Hungarian Oil & Gas NYRT	83,994		7,017,209	0.3%
#*OTP Bank NYRT	488,536		13,737,383	0.6%
Other Securities			8,659,120	0.3%
TOTAL HUNGARY			29,413,712	1.2%
INDIA — (10.5%)
ICICI Bank, Ltd. Sponsored ADR	396,338		12,464,830	0.5%
Infosys Technologies, Ltd.	225,217		10,455,397	0.4%
*Reliance Industries, Ltd.	690,546		27,939,425	1.1%
Other Securities			237,253,820	9.7%
TOTAL INDIA			288,113,472	11.7%
INDONESIA — (2.3%)
PT Astra International Tbk	2,085,000		6,708,063	0.3%
Other Securities			57,010,581	2.3%
TOTAL INDONESIA			63,718,644	2.6%
ISRAEL — (3.6%)
*Bank Hapoalim B.M.	1,946,691		7,106,879	0.3%
*Bank Leumi Le-Israel B.M.	1,734,653		6,774,661	0.3%
Teva Pharmaceutical Industries, Ltd. Sponsored ADR	838,566		42,330,812	1.7%
Other Securities			42,860,323	1.7%
TOTAL ISRAEL			99,072,675	4.0%
MALAYSIA — (3.8%)
Other Securities			105,292,715	4.3%
MEXICO — (5.0%)
America Movil S.A.B. de C.V. Series L ADR	359,075		15,845,980	0.6%

108

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
MEXICO — (Continued)
*Cemex S.A.B. de C.V. Sponsored ADR	1,165,980	$	12,102,873	0.5%
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR	230,240		9,971,694	0.4%
*Grupo Financiero Banorte S.A.B. de C.V.	2,596,307		8,297,957	0.3%
*Grupo Mexico S.A.B. de C.V. Series B	5,000,219		9,997,598	0.4%
Grupo Televisa S.A. de C.V. Sponsored ADR	356,510		6,902,034	0.3%
Other Securities			74,768,418	3.1%
TOTAL MEXICO			137,886,554	5.6%
PHILIPPINES — (0.6%)
Other Securities			15,883,678	0.6%
POLAND — (1.8%)
KGHM Polska Miedz SA	192,817		6,490,348	0.2%
Other Securities			43,827,902	1.8%
TOTAL POLAND			50,318,250	2.0%
RUSSIA — (0.9%)
*Gazprom OAO Sponsored ADR	410,963		9,855,738	0.4%
Other Securities			13,898,180	0.6%
TOTAL RUSSIA			23,753,918	1.0%
SINGAPORE — (0.0%)
Other Securities			114,229	0.0%
SOUTH AFRICA — (9.2%)
#Gold Fields, Ltd. Sponsored ADR	755,800		9,636,450	0.4%
Impala Platinum Holdings, Ltd.	418,209		9,088,505	0.4%
MTN Group, Ltd.	1,041,866		15,512,590	0.6%
Naspers, Ltd. Series N	378,717		13,663,814	0.5%
Sanlam, Ltd.	3,530,404		9,688,256	0.4%
Sasol, Ltd. Sponsored ADR	466,600		17,446,174	0.7%
Standard Bank Group, Ltd.	1,207,837		15,143,321	0.6%
Other Securities			163,739,983	6.7%
TOTAL SOUTH AFRICA			253,919,093	10.3%
SOUTH KOREA — (10.5%)
Hyundai Motor Co., Ltd.	92,301		8,372,115	0.4%
*KB Financial Group, Inc. ADR	206,311		9,787,394	0.4%
#POSCO ADR	127,995		13,070,849	0.5%
Samsung Electronics Co., Ltd.	46,112		27,747,117	1.1%
Shinhan Financial Group Co., Ltd. ADR	97,355		7,364,906	0.3%
Other Securities			222,288,787	9.1%
TOTAL SOUTH KOREA			288,631,168	11.8%
TAIWAN — (10.3%)
Hon Hai Precision Industry Co., Ltd.	3,065,530		12,007,153	0.5%
Taiwan Semiconductor Manufacturing Co., Ltd.	6,259,652		11,354,999	0.5%
Other Securities			260,512,700	10.6%
TOTAL TAIWAN			283,874,852	11.6%
THAILAND — (1.8%)
Other Securities			50,759,389	2.1%
TURKEY — (2.3%)
Turkiye Garanti Bankasi A.S.	1,790,492		6,502,250	0.3%
Other Securities			56,452,562	2.3%
TOTAL TURKEY			62,954,812	2.6%
TOTAL COMMON STOCKS			2,322,810,722	94.6%

109

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
PREFERRED STOCKS — (4.6%)
BRAZIL — (4.6%)
#Banco Bradesco SA Sponsored ADR	696,802	$	13,726,999	0.6%
Cia Vale do Rio Doce	738,786		17,065,957	0.7%
#Gerdau SA Sponsored ADR	678,100		10,239,310	0.4%
Metalurgica Gerdau SA	394,900		7,251,939	0.3%
Usinas Siderurgicas de Minas Gerais SA Series A	330,300		8,625,000	0.3%
Other Securities			68,244,882	2.8%
TOTAL BRAZIL			125,154,087	5.1%
INDIA — (0.0%)
Other Securities			6,467	0.0%
TOTAL PREFERRED STOCKS			125,160,554	5.1%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
Other Securities			36,466	0.0%
CHILE — (0.0%)
Other Securities			638	0.0%
CHINA — (0.0%)
Other Securities			12,816	0.0%
MALAYSIA — (0.0%)
Other Securities			22,681	0.0%
PHILIPPINES — (0.0%)
Other Securities			33,455	0.0%
SOUTH AFRICA — (0.0%)
Other Securities			10,914	0.0%
SOUTH KOREA — (0.0%)
Other Securities			27	0.0%
TAIWAN — (0.0%)
Other Securities			39,026	0.0%
THAILAND — (0.0%)
Other Securities			96,005	0.0%
TOTAL RIGHTS/WARRANTS			252,028	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%,
11/02/09 (Collateralized by $14,795,000 FHLMC 6.040%(r), 11/01/36, valued at $9,497,885) to be repurchased at $9,355,148	$9,355		9,355,000	0.4%

110

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CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (10.6%)
§@DFA Short Term Investment Fund LP		288,996,329	$	288,996,329	11.8%
@Repurchase Agreement, Deutsche Bank Securities 0.07%,
11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $2,814,708) to be repurchased at $2,759,534	$	2,760		2,759,518	0.1%
TOTAL SECURITIES LENDING COLLATERAL				291,755,847	11.9%
TOTAL INVESTMENTS — (100.0%) (Cost $2,300,286,128)			$	2,749,334,151	112.0%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Brazil	$	202,407,616		—	—	$	202,407,616
Chile		49,299,787		—	—		49,299,787
China		93,691,579	$	207,569,960	—		301,261,539
Czech Republic		—		16,134,619	—		16,134,619
Hungary		840,571		28,573,141	—		29,413,712
India		16,678,159		271,435,313	—		288,113,472
Indonesia		5,180,275		58,538,369	—		63,718,644
Israel		46,850,946		52,221,729	—		99,072,675
Malaysia		103,683		105,189,032	—		105,292,715
Mexico		137,844,921		41,633	—		137,886,554
Philippines		2,041,390		13,842,288	—		15,883,678
Poland		—		50,318,250	—		50,318,250
Russia		1,112,475		22,641,443	—		23,753,918
Singapore		—		114,229	—		114,229
South Africa		36,360,155		217,558,938	—		253,919,093
South Korea		37,224,895		251,406,273	—		288,631,168
Taiwan		7,621,543		276,253,309	—		283,874,852
Thailand		50,753,618		5,771	—		50,759,389
Turkey		550,208		62,404,604	—		62,954,812
Preferred Stocks
Brazil		125,154,087		—	—		125,154,087
India		—		6,467	—		6,467
Rights/Warrants
Brazil		36,466		—	—		36,466
Chile		638		—	—		638
China		12,816		—	—		12,816
Malaysia		22,681		—	—		22,681
Philippines		—		33,455	—		33,455

111

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CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
South Africa	$	10,914		—	—	$	10,914
South Korea		—	$	27	—		27
Taiwan		—		39,026	—		39,026
Thailand		96,005		—	—		96,005
Temporary Cash Investments		—		9,355,000	—		9,355,000
Securities Lending Collateral		—		291,755,847	—		291,755,847
TOTAL	$	813,895,428	$	1,935,438,723	—	$	2,749,334,151

See accompanying Notes to Financial Statements.

112

DFA ONE-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2009

		Face Amount		Value†
		(000)
AGENCY OBLIGATIONS — (28.4%)
Federal Farm Credit Bank
#	5.375%, 07/18/11	$	57,000	$	61,302,189
	3.875%, 08/25/11		40,000		42,065,120
#	1.125%, 10/03/11		30,000		29,977,590
Federal Home Loan Bank
#	1.375%, 05/16/11		77,000		77,747,824
#	2.625%, 05/20/11		40,000		41,157,240
#	3.375%, 06/24/11		85,000		88,343,050
#	3.625%, 07/01/11		112,000		117,147,968
#	1.625%, 07/27/11		133,200		134,744,454
#	5.375%, 08/19/11		55,000		59,265,525
	3.750%, 09/09/11		90,000		94,727,070
#	3.625%, 09/16/11		121,000		127,167,249
Federal Home Loan Mortgage Corporation
#	5.625%, 03/15/11		65,000		69,381,455
	1.625%, 04/26/11		80,000		81,012,880
#	6.000%, 06/15/11		79,000		85,566,322
	5.250%, 07/18/11		65,000		69,901,975
Federal National Mortgage Association
#	4.500%, 02/15/11		63,000		66,203,172
	1.750%, 03/23/11		40,000		40,576,760
	1.375%, 04/28/11		82,000		82,689,046
#	6.000%, 05/15/11		65,000		70,099,185
	3.375%, 05/19/11		20,000		20,814,300
TOTAL AGENCY OBLIGATIONS					1,459,890,374
BONDS — (31.3%)
Bank of America
	1.700%, 12/23/10		40,000		40,446,440
Bank of New York Mellon Corp.
	4.950%, 01/14/11		5,000		5,199,450
Bank of New York Mellon Corp. Floating Rate Note
(r)	0.872%, 02/05/10		59,000		59,062,894
BP Capital Markets P.L.C.
	1.550%, 08/11/11		24,000		24,355,608
BP Capital Markets P.L.C. Floating Rate Note
(r)	1.293%, 03/17/11		29,364		29,761,559
Citigroup, Inc.
	1.500%, 07/12/11		39,000		39,361,920
	1.250%, 09/22/11		20,000		20,082,220

		Face Amount		Value†
		(000)
CME Group, Inc. Floating Rate Note
(r)	1.121%, 08/06/10	$	100,000	$	100,491,500
Deutsche Bank AG Floating Rate Note
(r)	0.892%, 06/18/10		100,000		99,599,300
General Electric Capital Corp.
	5.000%, 12/01/10		10,000		10,389,700
	1.625%, 01/07/11		60,000		60,648,780
General Electric Capital Corp. Floating Rate Note
(r)	0.330%, 03/12/10		15,000		15,000,825
(r)	0.524%, 05/10/10		10,200		10,203,468
Goldman Sachs Group, Inc.
	1.700%, 03/15/11		50,000		50,722,350
	1.625%, 07/15/11		66,000		66,804,672
Japan Finance Corp.
	2.000%, 06/24/11		78,200		79,421,562
JPMorgan Chase & Co. Floating Rate Note
(r)	0.781%, 11/19/09		66,510		66,526,761
(r)	0.454%, 01/17/11		10,000		9,953,260
(r)	0.550%, 05/16/11		15,000		14,884,380
(r)	1.050%, 06/13/11		10,490		10,565,727
Kreditanstalt fuer Wiederaufbau
	4.625%, 01/20/11		58,000		60,556,582
	1.875%, 03/15/11		35,000		35,542,290
	3.250%, 10/14/11		20,000		20,824,500
Landeskreditbank Baden-Wuerttemberg Foerderbank
	4.250%, 09/15/10		24,400		25,165,867
Manitoba, Province of Canada
	4.450%, 04/12/10		5,450		5,546,312
Morgan Stanley
	2.900%, 12/01/10		90,000		92,098,170
#	2.000%, 09/22/11		25,000		25,489,250
Nordea Bank Finland P.L.C. Floating Rate Note
(r)	0.584%, 10/14/11		50,000		50,000,000
Nordic Investment Bank
	4.875%, 03/15/11		12,291		12,996,454
Oesterreichische Kontrollbank AG
	4.250%, 10/06/10		10,000		10,344,380
Oesterreichische Kontrollbank AG
	2.875%, 03/15/11		82,000		84,494,604

113

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CONTINUED

		Face Amount		Value†
		(000)
Regions Bank
	2.750%, 12/10/10	$	18,000	$	18,394,128
Royal Bank of Canada
	5.650%, 07/20/11		23,000		24,707,083
Svensk Exportkredit AB
	4.000%, 06/15/10		77,000		78,649,494
	4.500%, 09/27/10		13,000		13,463,437
Toyota Motor Credit Corp. Floating Rate Note
(r)	0.384%, 10/04/11		48,000		47,908,464
Wachovia Corp. Floating Rate Note
(r)	0.857%, 11/24/09		93,000		93,027,528
Wells Fargo & Co. Floating Rate Note
(r)	0.384%, 01/12/11		25,000		24,916,150
Westpac Banking Corp. Floating Rate Note
(r)	0.304%, 10/06/10		75,000		74,931,525
TOTAL BONDS					1,612,538,594
U.S. TREASURY OBLIGATIONS — (1.9%)
U.S. Treasury Note
#	1.000%, 09/30/11		96,000		96,269,952
COMMERCIAL PAPER — (20.7%)
ANZ National (International), Ltd.
	1.605%, 11/06/09		57,000		56,998,336
	0.230%, 11/09/09		30,000		29,998,683
Australia & New Zealand Banking Group, Ltd.
	0.240%, 11/10/09		12,000		11,999,413
	0.000%, 01/15/10		21,200		21,189,434
Bank of Nova Scotia
	0.260%, 11/02/09		75,000		74,999,250
BNP Paribas Finance, Inc.
	0.240%, 12/04/09		20,000		19,996,306
Caisse Cent Desjardins Du Quebec
	0.300%, 11/19/09		25,000		24,997,640
	0.310%, 11/19/09		25,000		24,997,640
	0.220%, 12/11/09		10,000		9,997,783
	0.230%, 12/29/09		50,000		49,982,500
CBA Delaware Finance, Inc.
	0.280%, 11/06/09		50,000		49,998,835
	0.230%, 12/02/09		55,000		54,993,648

		Face Amount		Value†
		(000)
DnB NOR Bank ASA
	0.230%, 12/07/09	$	15,000	$	14,996,991
	0.220%, 12/30/09		24,000		23,991,420
Eksportfinans ASA
	0.200%, 11/24/09		11,000		10,998,633
Fortis Funding LLC
	0.230%, 12/22/09		70,000		69,976,193
	0.260%, 01/15/10		20,000		19,988,750
National Australia Funding Delaware, Inc.
	0.265%, 11/02/09		55,000		54,999,219
	0.240%, 11/17/09		50,000		49,995,250
Nestle Capital Corp.
	0.180%, 11/24/09		25,000		24,997,918
Nestle Finance International, Ltd.
	0.210%, 12/04/09		87,435		87,423,948
NRW.BANK
	0.230%, 11/27/09		28,000		27,995,948
	0.000%, 12/28/09		59,000		58,979,793
	0.285%, 01/06/10		15,000		14,993,739
Procter & Gamble International Funding
	0.220%, 11/02/09		27,000		26,999,730
Procter & Gamble International Funding SCA
	0.180%, 12/03/09		7,650		7,649,075
	0.190%, 12/11/09		5,350		5,349,101
Rabobank USA Financial Corp.
	0.230%, 12/01/09		15,000		14,998,347
	0.230%, 12/10/09		25,000		24,995,958
Scotiabanc, Inc.
	0.210%, 12/08/09		17,000		16,996,501
Svenska Handelsbanken AB
	0.225%, 01/27/10		20,000		19,987,688
Svenska Handelsbanken, Inc.
	0.210%, 01/04/10		35,000		34,986,010
Total Capital Canada, Ltd.
	0.230%, 11/10/09		22,300		22,298,910
TOTAL COMMERCIAL PAPER					1,063,748,590

114

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CONTINUED

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $23,955,000 FNMA 5.00%, 08/25/18, valued at $18,722,068) to be repurchased at $18,442,292	$	18,442	$	18,442,000

	Shares	Value†
SECURITIES LENDING COLLATERAL — (17.4%)
§@ DFA Short Term Investment Fund LP	894,976,200	$	894,976,200
TOTAL INVESTMENTS — (100.0%) (Cost $5,126,967,083)		$	5,145,865,710

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	1,459,890,374	—	$	1,459,890,374
Bonds	—		1,612,538,594	—		1,612,538,594
U.S. Treasury Obligations	—		96,269,952	—		96,269,952
Commercial Paper	—		1,063,748,590	—		1,063,748,590
Temporary Cash Investments	—		18,442,000	—		18,442,000
Securities Lending Collateral	—		894,976,200	—		894,976,200
TOTAL	—	$	5,145,865,710	—	$	5,145,865,710

See accompanying Notes to Financial Statements.

115

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (42.7%)
AUSTRALIA — (0.5%)
Australia & New Zealand Banking Group, Ltd.
(u)	4.875%, 11/08/10	4,085	$	4,202,158
(g)	4.500%, 12/15/10	3,410		5,755,032
Commonwealth Bank of Australia
(e)	3.625%, 04/05/11	5,800		8,725,206
Westpac Banking Corp.
(g)	4.875%, 04/13/11	5,639		9,635,502
TOTAL AUSTRALIA				28,317,898
AUSTRIA — (0.2%)
Erste Group Bank AG
	2.250%, 05/13/11	8,400		12,450,001
CANADA — (7.5%)
Bank of Nova Scotia
	4.400%, 05/09/11	21,500		20,768,795
Canada Housing Trust
	4.600%, 09/15/11	55,000		53,815,674
Canada Mortgage & Housing Corp.
(u)	4.800%, 10/01/10	26,280		27,304,683
Canadian Government Bond
	1.250%, 06/01/11	108,500		100,633,612
Ontario, Province of Canada
(u)	3.125%, 09/08/10	89,000		90,972,685
Royal Bank of Canada
(g)	4.625%, 12/07/10	6,313		10,668,101
	4.920%, 07/06/11	8,000		7,819,971
(u)	5.650%, 07/20/11	3,500		3,759,774
(e)	5.750%, 07/25/11	48,000		75,138,567
TOTAL CANADA				390,881,862
FRANCE — (4.1%)
Agence Francaise de Developpement
(u)	1.750%, 01/18/11	26,500		26,730,206
(u)	4.125%, 06/24/11	45,500		47,487,167
Caisse d’Amortissement de la Dette Sociale
(u)	4.000%, 07/15/11	31,720		33,208,302
French Treasury Note
	3.500%, 07/12/11	70,000		106,813,586
TOTAL FRANCE				214,239,261

		Face Amount^	Value†
		(000)
GERMANY — (7.5%)
Bundesschatzanweisungen
	1.500%, 06/10/11	70,000	$	103,623,199
Deutsche Bank AG Floating Rate Note
(r)(u)	0.940%, 02/16/10	40,000		40,063,880
Kreditanstalt fuer Wiederaufbau
(u)	4.625%, 01/20/11	53,200		55,545,003
(u)	1.875%, 03/15/11	19,755		20,061,084
(u)	3.250%, 10/14/11	5,000		5,206,125
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)	4.250%, 09/15/10	25,000		25,784,700
(u)	3.250%, 10/29/10	34,000		34,757,452
(u)	2.500%, 02/14/11	29,000		29,537,370
(u)	4.125%, 07/15/11	18,000		18,847,728
Landwirtschaftliche Rentenbank
(u)	4.250%, 01/21/11	25,000		25,976,275
#(u)	4.875%, 02/14/11	9,100		9,582,236
(u)	3.125%, 06/15/11	18,400		19,021,313
TOTAL GERMANY				388,006,365
JAPAN — (0.6%)
Japan Finance Corp.
(u)	2.000%, 06/24/11	29,600		30,062,382
NETHERLANDS — (7.1%)
Bank Nederlandse Gemeenten
(u)	3.375%, 12/15/10	8,648		8,869,458
(u)	3.375%, 01/18/11	15,000		15,426,210
(g)	4.500%, 08/16/11	18,000		30,886,335
(u)	5.125%, 10/20/11	28,600		30,493,835
Deutsche Bahn Finance
(u)	5.125%, 01/05/11	48,385		50,301,965
Nederlandse Waterschapsbank
(u)	2.875%, 06/16/11	107,000		109,701,215
Netherlands Government Bond
	5.000%, 07/15/11	70,000		109,449,751
Rabobank Nederland
(u)	5.000%, 02/15/11	6,884		7,218,721
(g)	5.000%, 04/11/11	4,870		8,318,183
TOTAL NETHERLANDS				370,665,673

116

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^	Value†
		(000)
NORWAY — (2.0%)
Kommunalbanken
(u)	3.250%, 06/15/11	101,832	$	105,122,803
SPAIN — (0.6%)
Instituto de Credito Oficial
(u)	4.625%, 10/26/10	26,300		27,221,368
(u)	3.000%, 03/15/11	5,000		5,127,410
TOTAL SPAIN				32,348,778
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%)
Council of Europe Development Bank
(u)	6.125%, 01/25/11	21,208		22,496,280
(u)	3.375%, 09/15/11	6,000		6,238,812
European Investment Bank
(g)	5.375%, 03/07/11	5,860		10,144,846
(u)	3.250%, 10/14/11	22,000		22,941,644
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				61,821,582
SWEDEN — (1.1%)
Kommuninvest I Sverige
(u)	5.375%, 06/15/11	23,000		24,403,529
Svensk Exportkredit AB
(u)	4.000%, 06/15/10	5,767		5,890,541
Sweden Government International Bond
(u)	4.500%, 02/07/11	25,000		26,204,825
TOTAL SWEDEN				56,498,895
UNITED KINGDOM — (3.8%)
BP Capital Markets P.L.C.
(u)	4.750%, 11/10/10	5,814		6,027,839
(u)	3.625%, 05/27/11	3,160		3,282,169
#(u)	1.550%, 08/11/11	21,000		21,311,157
Lloyds TSB Bank P.L.C.
(u)	2.300%, 04/01/11	40,000		40,651,840
Network Rail Infrastructure Finance P.L.C.
(u)	3.000%, 01/24/11	21,200		21,717,450
United Kingdom Gilt
	9.000%, 07/12/11	56,000		104,023,136
TOTAL UNITED KINGDOM				197,013,591

		Face Amount		Value†
		(000)
UNITED STATES — (6.5%)
Bank of America
#	1.700%, 12/23/10	$	80,000	$	80,892,880
Bank of America Corp.
	4.500%, 08/01/10		5,092		5,215,461
Citigroup, Inc.
	1.500%, 07/12/11		65,000		65,603,200
	1.375%, 08/10/11		20,000		20,134,220
	1.250%, 09/22/11		15,000		15,061,665
General Electric Capital Corp.
	1.625%, 01/07/11		40,000		40,432,520
Goldman Sachs Group, Inc.
	1.625%, 07/15/11		24,000		24,292,608
Morgan Stanley
	2.000%, 09/22/11		86,200		87,886,934
TOTAL UNITED STATES					339,519,488
TOTAL BONDS					2,226,948,579
AGENCY OBLIGATIONS — (25.3%)
Federal Farm Credit Bank
#	5.375%, 07/18/11		10,800		11,615,152
#	3.875%, 08/25/11		20,000		21,032,560
#	1.125%, 10/03/11		70,500		70,447,336
#	3.500%, 10/03/11		20,000		20,938,620
Federal Home Loan Bank
#	4.375%, 10/22/10		60,000		62,213,460
#	1.625%, 01/21/11		100,000		101,318,200
#	1.375%, 05/16/11		88,200		89,056,598
#	2.625%, 05/20/11		80,000		82,314,480
#	3.375%, 06/24/11		65,000		67,556,450
#	3.625%, 07/01/11		110,600		115,683,618
#	1.625%, 07/27/11		95,000		96,101,525
#	3.750%, 09/09/11		126,800		133,459,916
#	3.625%, 09/16/11		70,000		73,567,830
Federal Home Loan Mortgage Corporation
#	4.750%, 01/18/11		20,000		20,996,680
#	1.625%, 04/26/11		60,000		60,759,660
#	6.000%, 06/15/11		79,000		85,566,322
#	5.250%, 07/18/11		13,500		14,518,102

117

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount		Value†
		(000)
Federal National Mortgage Association
#	4.500%, 02/15/11	$	13,500	$	14,186,394
#	1.375%, 04/28/11		20,000		20,168,060
#	6.000%, 05/15/11		69,000		74,412,981
#	3.375%, 05/19/11		80,000		83,257,200
TOTAL AGENCY OBLIGATIONS					1,319,171,144
U.S. TREASURY OBLIGATIONS — (1.3%)
U.S. Treasury Note
#	1.000%, 09/30/11		65,000		65,182,780
CERTIFICATES OF DEPOSIT INTEREST BEARING — (1.5%)
Nordea Bank Finland
	1.650%, 01/28/10		40,000		40,136,552
Toronto Dominion Bank
	1.650%, 01/28/10		40,000		40,155,852
TOTAL CERTIFICATES OF DEPOSIT INTEREST BEARING					80,292,404
COMMERCIAL PAPER — (1.5%)
Westpac Banking Corp.
	1.370%, 01/15/10		80,000		79,962,352
TEMPORARY CASH INVESTMENTS — (0.9%)
	Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $42,415,000 FNMA 6.50%, 06/25/39, valued at $44,641,788) to be repurchased at $43,978,696	$	43,978		43,978,000

		Shares	Value†
SECURITIES LENDING COLLATERAL — (26.8%)
§@	DFA Short Term Investment Fund LP	1,395,043,125	$	1,395,043,125
TOTAL INVESTMENTS — (100.0%) (Cost $5,172,581,817)			$	5,210,578,384

118

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Bonds
Australia	—	$	28,317,898	—	$	28,317,898
Austria	—		12,450,001	—		12,450,001
Canada	—		390,881,862	—		390,881,862
France	—		214,239,261	—		214,239,261
Germany	—		388,006,365	—		388,006,365
Japan	—		30,062,382	—		30,062,382
Netherlands	—		370,665,673	—		370,665,673
Norway	—		105,122,803	—		105,122,803
Spain	—		32,348,778	—		32,348,778
Supranational Organization Obligations	—		61,821,582	—		61,821,582
Sweden	—		56,498,895	—		56,498,895
United Kingdom	—		197,013,591	—		197,013,591
United States	—		339,519,488	—		339,519,488
Agency Obligations
United States	—		1,319,171,144	—		1,319,171,144
U.S. Treasury Obligations
United States	—		65,182,780	—		65,182,780
Certificates of Deposit Interest Bearing
United States	—		80,292,404	—		80,292,404
Commercial Paper
United States	—		79,962,352	—		79,962,352
Temporary Cash Investments	—		43,978,000	—		43,978,000
Securities Lending Collateral	—		1,395,043,125	—		1,395,043,125
Other Financial Instruments**	—		6,880,002	—		6,880,002
TOTAL	—	$	5,217,458,386	—	$	5,217,458,386

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

119

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (72.1%)
AUSTRALIA — (4.0%)
Australia & New Zealand Banking Group, Ltd.
	6.500%, 02/02/10	1,279	$	1,157,274
	5.750%, 02/22/10	2,576		2,325,465
(u)	5.500%, 05/24/11	1,311		1,380,132
Commonwealth Bank of Australia
	7.250%, 09/17/10	5,000		4,583,367
Westpac Banking Corp. Floating Rate Note
(e)(r)	0.812%, 12/22/09	1,750		2,574,316
TOTAL AUSTRALIA				12,020,554
AUSTRIA — (2.4%)
ASFINAG
(u)	4.750%, 11/17/10	3,500		3,639,192
Oesterreichische Kontrollbank AG
(u)	2.875%, 03/15/11	3,500		3,606,477
TOTAL AUSTRIA				7,245,669
CANADA — (8.9%)
Bank of Nova Scotia
(g)	4.625%, 01/25/11	1,700		2,872,242
	4.400%, 05/09/11	3,500		3,380,967
Canada Housing Trust
	4.600%, 09/15/11	7,000		6,849,268
Canadian Government Bond
	1.250%, 06/01/11	6,900		6,399,741
Ontario, Province of Canada
(u)	3.125%, 09/08/10	5,000		5,110,825
(z)	6.375%, 10/12/10	1,800		1,320,846
Royal Bank of Canada
(u)	5.650%, 07/20/11	1,000		1,074,221
TOTAL CANADA				27,008,110
DENMARK — (0.2%)
Denmark, Kingdom of
	6.000%, 11/15/09	2,600		514,904
FINLAND — (0.2%)
Municipality Finance P.L.C.
(t)	6.705%, 08/25/10	800		726,865

		Face Amount^	Value†
		(000)
FRANCE — (5.8%)
Agence Francaise de Developpement
(u)	1.750%, 01/18/11	3,500	$	3,530,405
BNP Paribas Finance, Inc. Floating Rate Note
(r)	1.243%, 04/14/10	3,850		5,676,074
Caisse d’Amortissement de la Dette Sociale
(u)	4.000%, 07/15/11	8,000		8,375,360
TOTAL FRANCE				17,581,839
GERMANY — (6.6%)
Kreditanstalt fuer Wiederaufbau
(z)	8.000%, 01/14/11	4,302		3,226,988
(n)	5.250%, 05/16/11	27,000		4,910,573
Landeskreditbank Baden-Wuerttemberg Foerderbank
(n)	3.500%, 04/15/10	2,930		511,651
(u)	3.250%, 10/29/10	4,500		4,600,251
(u)	4.125%, 07/15/11	3,000		3,141,288
Landwirtschaftliche Rentenbank
(u)	4.250%, 01/21/11	2,000		2,078,102
(t)	6.500%, 05/04/11	1,000		916,349
Norddeutsche Landesbank Girozentrale AG
(z)	6.500%, 11/11/09	1,053		755,826
TOTAL GERMANY				20,141,028
IRELAND — (1.9%)
General Electric Capital Corp. Floating Rate Note
(g)(r)	1.276%, 02/01/10	3,600		5,895,720
JAPAN — (1.4%)
Japan Finance Corp.
(u)	2.000%, 06/24/11	4,200		4,265,608
NETHERLANDS — (6.5%)
Bank Nederlandse Gemeenten
(t)	5.000%, 07/16/10	3,800		3,424,833
(u)	5.125%, 10/20/11	1,400		1,492,705
Deutsche Bahn Finance
(u)	5.125%, 01/05/11	5,000		5,198,095
Nederlandse Waterschapsbank
(u)	2.875%, 06/16/11	4,000		4,100,980

120

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^	Value†
		(000)
NETHERLANDS — (Continued)
Nederlandse Waterschapsbank NV
(z)	8.250%, 01/21/10	2,299	$	1,664,488
(t)	7.375%, 02/18/11	2,000		1,851,512
Toyota Motor Finance
(t)	6.630%, 05/25/10	2,100		1,892,028
TOTAL NETHERLANDS				19,624,641
NORWAY — (2.5%)
Kommunalbanken
	5.250%, 11/10/10	4,000		719,226
(t)	4.000%, 11/15/10	1,300		1,156,675
	3.500%, 03/01/11	9,290		1,645,451
(u)	3.250%, 06/15/11	4,000		4,129,264
TOTAL NORWAY				7,650,616
SPAIN — (2.1%)
Instituto de Credito Oficial
(u)	4.625%, 10/26/10	4,500		4,657,649
(u)	1.875%, 04/15/11	1,700		1,722,440
TOTAL SPAIN				6,380,089
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.7%)
Council of Europe Development Bank
(u)	6.125%, 01/25/11	1,800		1,909,341
(u)	3.375%, 09/15/11	4,000		4,159,208
Eurofima
(z)	6.500%, 10/21/10	5,500		4,038,086
European Investment Bank
(z)	7.250%, 02/08/10	1,000		724,450
(n)	6.000%, 08/06/10	7,500		1,344,066
(z)	6.250%, 09/30/10	3,252		2,381,961
(z)	7.750%, 10/26/10	3,674		2,737,684
Inter-American Development Bank
(z)	7.410%, 01/29/10	1,300		941,446
(z)	6.125%, 07/19/11	3,800		2,800,426
International Bank for Reconstruction & Development
(t)	0.500%, 03/12/10	2,059		1,828,995
(t)	5.520%, 04/18/11	1,796		1,616,615
(t)	5.520%, 04/18/11	1,000		900,120
(t)	5.760%, 04/26/11	1,200		1,086,085

		Face Amount^		Value†
		(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Nordic Investment Bank
(n)	4.625%, 07/30/10		16,000	$	2,830,652
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS					29,299,135
SWEDEN — (2.5%)
City of Stockholm
	3.375%, 03/08/10		10,000		1,415,398
Kommuninvest I Sverige
(u)	5.375%, 06/15/11		4,000		4,244,092
Svensk Exportkredit AB
(u)	4.875%, 09/29/11		1,000		1,065,380
Swedish Export Credit
(t)	5.800%, 09/13/10		1,000		902,397
TOTAL SWEDEN					7,627,267
UNITED KINGDOM — (4.6%)
BP Capital Markets P.L.C.
(t)	8.000%, 03/11/11		4,728		4,393,785
Lloyds TSB Bank P.L.C.
(u)	2.300%, 04/01/11		5,500		5,589,628
Network Rail Infrastructure Finance P.L.C.
(u)	3.000%, 01/24/11		3,800		3,892,750
TOTAL UNITED KINGDOM					13,876,163
UNITED STATES — (12.8%)
Bank of America Corp.
	4.500%, 08/01/10	$	1,472		1,507,690
Citigroup, Inc.
	1.500%, 07/12/11		7,300		7,367,744
General Electric Capital Corp.
(z)	6.625%, 02/04/10		1,000		721,750
(z)	9.000%, 01/04/11		1,100		820,338
Goldman Sachs Group, Inc.
	1.700%, 03/15/11		5,300		5,376,569
	1.625%, 07/15/11		2,000		2,024,384
Morgan Stanley
	2.900%, 12/01/10		2,000		2,046,626
	2.000%, 09/22/11		5,000		5,097,850
Nestle Holdings, Inc.
(n)	4.750%, 02/12/10		6,000		1,054,174
(z)	8.250%, 03/31/10		2,000		1,459,381
(n)	5.000%, 01/31/11		29,500		5,291,700

121

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CONTINUED

		Face Amount		Value†
		(000)
UNITED STATES — (Continued)
Regions Bank
	2.750%, 12/10/10	$	1,000	$	1,021,896
Toyota Motor Credit Corp.
(n)	4.625%, 01/22/10		4,200		735,842
(z)	7.660%, 04/26/10		2,800		2,037,166
(z)	8.500%, 12/21/10		1,300		972,643
(z)	7.375%, 01/18/11		1,800		1,333,569
TOTAL UNITED STATES					38,869,322
TOTAL BONDS					218,727,530
AGENCY OBLIGATIONS — (24.8%)
Federal Farm Credit Bank
	2.625%, 04/21/11		1,300		1,335,632
	5.375%, 07/18/11		4,500		4,839,646
	3.875%, 08/25/11		7,000		7,361,396
	1.125%, 10/03/11		3,000		2,997,759
Federal Home Loan Bank
	1.625%, 01/21/11		5,000		5,065,910
	1.375%, 05/16/11		4,000		4,038,848
	3.375%, 06/24/11		1,000		1,039,330
	1.625%, 07/27/11		8,500		8,598,558
	3.750%, 09/09/11		11,600		12,209,267
	3.625%, 09/16/11		9,800		10,299,496
Federal Home Loan Mortgage Corporation
	4.750%, 01/18/11		1,700		1,784,718
	1.625%, 04/26/11		2,500		2,531,652
	6.000%, 06/15/11		4,500		4,874,031
	5.250%, 07/18/11		4,500		4,839,368
Federal National Mortgage Association
	6.000%, 05/15/11		2,000		2,156,898
	3.375%, 05/19/11		1,000		1,040,715
TOTAL AGENCY OBLIGATIONS					75,013,224
U.S. TREASURY OBLIGATIONS — (0.7%)
U.S. Treasury Note
	1.000%, 09/30/11		2,200		2,206,186

		Face Amount		Value†
		(000)
TEMPORARY CASH INVESTMENTS — (2.4%)
	Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $6,940,000 FNMA 6.50%, 06/25/39, valued at $7,469,175) to be repurchased at $7,357,116.	$	7,357	$	7,357,000
TOTAL INVESTMENTS — (100.0%) (Cost $299,330,879)				$	303,303,940

122

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CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Bonds
Australia	—	$	12,020,554	—	$	12,020,554
Austria	—		7,245,669	—		7,245,669
Canada	—		27,008,110	—		27,008,110
Denmark	—		514,904	—		514,904
Finland	—		726,865	—		726,865
France	—		17,581,839	—		17,581,839
Germany	—		20,141,028	—		20,141,028
Ireland	—		5,895,720	—		5,895,720
Japan	—		4,265,608	—		4,265,608
Netherlands	—		19,624,641	—		19,624,641
Norway	—		7,650,616	—		7,650,616
Spain	—		6,380,089	—		6,380,089
Supranational Organization Obligations	—		29,299,135	—		29,299,135
Sweden	—		7,627,267	—		7,627,267
United Kingdom	—		13,876,163	—		13,876,163
United States	—		38,869,322	—		38,869,322
Agency Obligations
United States	—		75,013,224	—		75,013,224
U.S. Treasury Obligations
United States	—		2,206,186	—		2,206,186
Temporary Cash Investments	—		7,357,000	—		7,357,000
Other Financial Instruments**	—		255,714	—		255,714
TOTAL	—	$	303,559,654	—	$	303,559,654

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

123

DFA FIVE-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (77.8%)
Federal Farm Credit Bank
2.625%, 04/17/14	$	31,500	$	31,653,878
3.000%, 09/22/14		9,000		9,193,536
Federal Home Loan Bank
1.625%, 01/21/11		10,000		10,131,820
4.625%, 02/18/11		21,500		22,606,669
1.375%, 05/16/11		4,000		4,038,848
2.625%, 05/20/11		50,200		51,652,336
3.375%, 06/24/11		6,300		6,547,779
5.375%, 08/19/11		50,000		53,877,750
3.750%, 09/09/11		40,000		42,100,920
3.625%, 09/16/11		50,000		52,548,450
4.875%, 11/18/11		50,000		53,892,450
5.750%, 05/15/12		150,000		166,461,600
4.625%, 10/10/12		100,000		108,867,700
5.250%, 06/18/14		65,000		73,109,985
5.500%, 08/13/14		67,500		76,731,435
Tennessee Valley Authority
5.625%, 01/18/11		10,930		11,597,954
TOTAL AGENCY OBLIGATIONS				775,013,110
U.S. TREASURY OBLIGATIONS — (21.4%)
U.S. Treasury Notes
2.750%, 10/31/13		50,000		51,621,100
2.000%, 11/30/13		112,000		112,323,792
1.750%, 01/31/14		50,000		49,457,050
TOTAL U.S. TREASURY OBLIGATIONS				213,401,942
TEMPORARY CASH INVESTMENTS — (0.8%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $7,650,000 FNMA 6.50%, 06/25/39, valued at $8,233,313) to be repurchased at $8,107,128		8,107		8,107,000
TOTAL INVESTMENTS — (100.0%) (Cost $968,224,925)			$	996,522,052

124

DFA FIVE-YEAR GOVERNMENT PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	775,013,110	—	$	775,013,110
U.S. Treasury Obligations	—		213,401,942	—		213,401,942
Temporary Cash Investments	—		8,107,000	—		8,107,000
TOTAL	—	$	996,522,052	—	$	996,522,052

See accompanying Notes to Financial Statements.

125

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SCHEDULE OF INVESTMENTS

October 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (53.6%)
AUSTRALIA — (2.0%)
National Australia Bank, Ltd.
(u)	5.350%, 06/12/13	10,364	$	11,102,518
SunCorp-Metway, Ltd.
(g)	4.000%, 01/16/14	43,555		73,461,203
TOTAL AUSTRALIA				84,563,721
AUSTRIA — (2.3%)
Oesterreichischen Kontrollbank AG
(u)	3.625%, 06/17/13	2,867		2,993,435
PfandBriefstelle der Oesterreichischen Landes-Hypothekenbanken
(j)	1.600%, 02/15/11	8,246,000		91,282,299
TOTAL AUSTRIA				94,275,734
BELGIUM — (2.2%)
Belgium Government International Bond
(u)	4.250%, 09/03/13	78,000		83,219,292
(u)	2.875%, 09/15/14	8,000		8,019,208
TOTAL BELGIUM				91,238,500
CANADA — (2.2%)
Ontario, Province of
(u)	4.375%, 02/15/13	55,000		58,246,485
(u)	4.100%, 06/16/14	31,000		32,775,866
TOTAL CANADA				91,022,351
FRANCE — (2.5%)
Caisse d’Amortissement de la Dette Sociale
(u)	3.500%, 07/01/14	88,833		91,991,013
Total Capital SA
(g)	4.625%, 03/07/12	2,014		3,473,486
(u)	5.000%, 05/22/12	9,900		10,651,687
TOTAL FRANCE				106,116,186
GERMANY — (5.1%)
Bayerische Landesbank
(j)	1.000%, 09/20/10	2,950,000		32,786,965
Kreditanstalt fuer Wiederaufbau
(g)	4.875%, 01/15/13	5,000		8,793,992
(u)	4.000%, 10/15/13	10,200		10,834,756
(g)	3.250%, 02/24/14	10,000		16,539,567

		Face Amount^	Value†
		(000)
GERMANY — (Continued)
(u)	3.500%, 03/10/14	51,800	$	54,032,321
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)	4.875%, 01/13/12	9,000		9,613,782
Landwirtschaftliche Rentenbank
(u)	4.125%, 07/15/13	9,000		9,592,236
(u)	4.875%, 01/10/14	64,200		69,836,632
TOTAL GERMANY				212,030,251
NETHERLANDS — (3.4%)
Bank Nederlandse Gemeenten
(g)	5.750%, 03/07/12	6,500		11,483,930
(g)	4.750%, 04/22/13	13,577		23,531,631
(u)	5.000%, 05/16/14	19,200		20,787,475
Rabobank Nederland
(j)	0.800%, 02/03/11	7,292,000		80,990,089
#(u)	4.200%, 05/13/14	3,000		3,128,124
TOTAL NETHERLANDS				139,921,249
NORWAY — (2.0%)
Eksportfinans
(j)	1.800%, 06/21/10	5,998,000		66,979,099
Kommunalbanken
(g)	4.875%, 12/10/12	8,965		15,627,199
TOTAL NORWAY				82,606,298
SPAIN — (1.0%)
Instituto de Credito Oficial
(g)	4.500%, 03/07/13	15,640		26,876,221
(u)	3.250%, 05/14/13	15,600		16,005,085
TOTAL SPAIN				42,881,306
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.7%)
African Development Bank
(u)	3.000%, 05/27/14	90,100		91,644,494
Asian Development Bank
(u)	2.750%, 05/21/14	20,500		20,746,184
Council of Europe Development Bank
(g)	4.625%, 03/07/12	12,800		22,231,679
(u)	4.500%, 06/30/14	14,400		15,455,261
(u)	4.500%, 06/30/14	50,000		53,664,100

126

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^		Value†
		(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Eurofima
(u)	4.250%, 09/05/13		40,100	$	42,676,746
(u)	4.250%, 02/04/14		42,860		45,478,446
European Investment Bank
(u)	3.000%, 04/08/14		10,500		10,732,386
(g)	6.250%, 04/15/14		12,500		23,153,225
#(u)	3.125%, 06/04/14		50,000		51,259,500
Inter-American Development Bank
(u)	3.000%, 04/22/14		13,463		13,728,867
Nordic Investment Bank
(u)	2.625%, 10/06/14		10,000		9,999,000
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS					400,769,888
SWEDEN — (0.9%)
Svensk Exportkredit AB
(u)	3.250%, 09/16/14		35,810		36,213,364
UNITED KINGDOM — (7.7%)
Barclays Bank P.L.C.
(u)	5.200%, 07/10/14		35,800		38,174,363
BP Capital Markets P.L.C.
(u)	5.250%, 11/07/13		77,000		84,981,204
Lloyds TSB Bank P.L.C.
	2.750%, 03/16/12		27,400		45,572,136
Network Rail Infrastructure Finance P.L.C.
	4.875%, 03/07/12		18,888		32,841,426
(u)	3.500%, 06/17/13		24,000		24,980,472
United Kingdom Gilt
	5.250%, 06/07/12		47,000		83,802,250
	5.000%, 09/07/14		4,000		7,235,571
TOTAL UNITED KINGDOM					317,587,422
UNITED STATES — (12.6%)
3M Co.
	4.375%, 08/15/13	$	19,600		21,183,190
Bank of America Corp.
	4.900%, 05/01/13		54,265		56,502,292
Bank of New York Mellon Corp.
	4.500%, 04/01/13		10,000		10,605,800
	4.300%, 05/15/14		65,000		68,504,020
General Electric Capital Corp.
(j)	1.450%, 11/10/11		5,140,000		56,652,833

		Face Amount		Value†
		(000)
UNITED STATES — (Continued)
	4.800%, 05/01/13	$	34,800	$	36,576,296
JPMorgan Chase & Co.
	4.750%, 05/01/13		15,000		15,898,575
Mellon Funding Corp.
	5.200%, 05/15/14		11,760		12,787,448
Merck & Co., Inc.
	4.375%, 02/15/13		30,506		31,875,811
Microsoft Corp.
	2.950%, 06/01/14		22,300		22,624,666
Toyota Motor Credit Corp.
(j)	1.300%, 03/16/12		5,550,000		62,103,091
Wal-Mart Stores, Inc.
	4.250%, 04/15/13		18,500		19,731,212
	7.250%, 06/01/13		47,800		55,812,523
	3.200%, 05/15/14		5,000		5,123,635
Wells Fargo Bank & Co.
	5.250%, 10/23/12		42,700		45,679,649
TOTAL UNITED STATES					521,661,041
TOTAL BONDS					2,220,887,311
AGENCY OBLIGATIONS — (22.9%)
Federal Farm Credit Bank
#	4.250%, 07/08/13		50,000		53,960,200
#	2.625%, 04/17/14		50,000		50,244,250
#	3.000%, 09/22/14		45,000		45,967,680
Federal Home Loan Bank
#	5.750%, 05/15/12		50,000		55,487,200
#	3.625%, 05/29/13		37,500		39,713,625
#	5.500%, 08/13/14		112,000		127,317,344
Federal Home Loan Mortgage Corporation
#	4.750%, 03/05/12		100,000		108,275,400
#	3.000%, 07/28/14		112,000		114,528,736
Federal National Mortgage Association
#	5.000%, 02/16/12		50,000		54,198,250
#	6.125%, 03/15/12		50,000		55,667,450
#	4.875%, 05/18/12		100,000		108,707,500
#	3.000%, 09/16/14		118,000		120,358,466
#	4.625%, 10/15/14		15,000		16,403,190
TOTAL AGENCY OBLIGATIONS					950,829,291

127

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $34,615,000 FHLMC 4.50%, 05/01/23, valued at $29,372,432) to be repurchased at $28,937,458	$	28,937	28,937,000

		Shares	Value†
SECURITIES LENDING COLLATERAL — (22.8%)
§@	DFA Short Term Investment Fund LP	943,857,350	$	943,857,350
TOTAL INVESTMENTS — (100.0%) (Cost $3,961,944,892)			$	4,144,510,952

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2			Level 3	Total
Bonds
Australia	—	$	84,563,721		—	$	84,563,721
Austria	—		94,275,734		—		94,275,734
Belgium	—		91,238,500		—		91,238,500
Canada	—		91,022,351		—		91,022,351
France	—		106,116,186		—		106,116,186
Germany	—		212,030,251		—		212,030,251
Netherlands	—		139,921,249		—		139,921,249
Norway	—		82,606,298		—		82,606,298
Spain	—		42,881,306		—		42,881,306
Supranational Organization Obligations	—		400,769,888		—		400,769,888
Sweden	—		36,213,364		—		36,213,364
United Kingdom	—		317,587,422		—		317,587,422
United States	—		521,661,041		—		521,661,041
Agency Obligations
United States	—		950,829,291		—		950,829,291
Temporary Cash Investments	—		28,937,000		—		28,937,000
Securities Lending Collateral	—		943,857,350		—		943,857,350
Other Financial Instruments**	—		(5,596,063	)	—		(5,596,063	)
TOTAL	—	$	4,138,914,889		—	$	4,138,914,889

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

128

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (66.0%)
Federal Farm Credit Bank
4.800%, 05/24/11	$	3,300	$	3,503,999
6.300%, 06/06/11		2,800		3,041,920
4.250%, 07/11/11		13,600		14,362,062
4.350%, 11/02/11		8,000		8,507,328
4.200%, 11/07/11		6,650		7,053,675
4.300%, 11/23/11		5,500		5,849,228
6.260%, 12/02/11		2,000		2,208,306
4.950%, 12/22/11		9,000		9,707,220
5.230%, 02/14/12		12,000		13,055,964
4.500%, 03/14/12		8,500		9,120,934
4.625%, 03/16/12		7,000		7,532,343
5.000%, 06/01/12		4,295		4,677,075
4.480%, 08/24/12		12,000		12,949,968
6.280%, 11/26/12		3,000		3,407,448
4.400%, 01/03/13		11,000		11,890,395
4.150%, 05/15/13		10,000		10,754,950
5.580%, 07/03/13		23,000		25,898,046
3.880%, 07/08/13		7,000		7,460,362
4.920%, 08/26/13		4,125		4,552,985
4.710%, 10/18/13		7,000		7,676,088
4.900%, 01/16/14		5,700		6,241,768
5.300%, 02/18/14		12,000		13,439,520
5.250%, 06/05/14		14,400		16,096,694
4.375%, 06/30/14		3,915		4,225,961
3.000%, 09/22/14		7,000		7,150,528
8.160%, 09/30/14		3,615		4,516,635
4.700%, 12/10/14		4,000		4,359,968
4.550%, 02/03/15		4,500		4,868,874
4.375%, 02/17/15		14,300		15,346,760
6.030%, 03/21/16		4,700		5,428,495
5.050%, 03/08/17		10,000		10,782,700
5.625%, 08/18/17		4,000		4,506,620
5.100%, 09/03/19		9,000		9,630,018
5.320%, 09/03/19		21,300		22,845,720
5.150%, 11/15/19		11,200		12,005,347
4.670%, 05/07/20		5,600		5,782,963
5.350%, 08/07/20		6,700		7,306,169
5.250%, 03/02/21		6,100		6,433,786
5.220%, 02/22/22		5,000		5,224,285
5.210%, 12/19/22		21,200		22,736,449
Federal Home Loan Bank
7.200%, 06/14/11		3,000		3,308,493
5.750%, 08/15/11		12,000		13,009,992
5.000%, 10/13/11		25,000		26,959,850
5.625%, 11/15/11		5,000		5,465,830
5.625%, 02/15/12		6,100		6,711,464

	Face Amount		Value†
	(000)
5.750%, 05/15/12	$	8,300	$	9,210,875
4.625%, 08/15/12		15,175		16,465,877
4.500%, 11/15/12		18,000		19,517,292
5.126%, 02/28/13		5,615		6,217,810
3.875%, 06/14/13		12,600		13,451,445
5.375%, 06/14/13		52,400		58,556,738
4.500%, 09/16/13		11,000		11,993,883
6.395%, 06/03/14		5,200		6,104,748
5.250%, 06/18/14		50,300		56,575,881
6.700%, 06/25/14		12,500		14,853,625
5.500%, 08/13/14		35,500		40,355,051
4.500%, 11/14/14		4,000		4,364,456
4.875%, 03/11/16		13,600		14,799,996
5.375%, 05/18/16		6,000		6,766,230
5.375%, 09/09/16		6,000		6,609,708
4.875%, 05/17/17		10,500		11,437,009
5.000%, 11/17/17		31,000		33,890,285
4.625%, 09/11/20		11,200		11,527,006
5.000%, 03/12/21		5,200		5,503,623
5.000%, 12/10/21		39,500		43,175,198
5.750%, 06/10/22		19,500		22,003,040
4.750%, 03/10/23		22,200		22,767,232
Tennessee Valley Authority
6.790%, 05/23/12		37,600		42,481,946
6.000%, 03/15/13		28,100		31,679,547
4.750%, 08/01/13		12,500		13,586,850
4.375%, 06/15/15		6,500		6,979,635
6.250%, 12/15/17		10,000		11,626,650
4.500%, 04/01/18		10,000		10,388,480
TOTAL AGENCY OBLIGATIONS				970,485,301
U.S. TREASURY OBLIGATIONS — (33.0%)
U.S. Treasury Bonds
11.250%, 02/15/15		19,000		27,319,929
10.625%, 08/15/15		11,000		15,752,341
9.875%, 11/15/15		11,600		16,272,619
9.250%, 02/15/16		9,000		12,386,952
7.250%, 05/15/16		6,000		7,565,628
7.500%, 11/15/16		17,800		22,882,737
9.000%, 11/15/18		12,200		17,584,202
8.125%, 08/15/19		3,800		5,278,436
8.750%, 08/15/20		12,700		18,522,163
8.125%, 05/15/21		27,100		38,299,915
7.250%, 08/15/22		21,000		28,169,526
6.250%, 08/15/23		21,000		26,043,276

129

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount			Value†
	(000)
U.S. Treasury Notes
4.875%, 02/15/12	$	51,800	��	$	56,239,415
4.375%, 08/15/12		54,700			59,349,500
4.000%, 11/15/12		9,700			10,451,750
3.875%, 02/15/13		27,600			29,620,403
3.625%, 05/15/13		7,700			8,210,726
4.250%, 08/15/13		30,100			32,801,957
4.000%, 02/15/14		10,500			11,358,868
4.250%, 08/15/14		15,500			16,939,810
4.250%, 11/15/14		7,500			8,189,062
4.875%, 08/15/16		8,200			9,207,706
3.000%, 09/30/16		7,000			7,018,592
TOTAL U.S. TREASURY OBLIGATIONS					485,465,513

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (1.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,455,000 FNMA 6.50%, 06/25/39, valued at $14,161,388) to be repurchased at $13,952,221	$	13,952	$	13,952,000
TOTAL INVESTMENTS — (100.0%) (Cost $1,366,863,221)			$	1,469,902,814

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	970,485,301	—	$	970,485,301
U.S. Treasury Obligations	—		485,465,513	—		485,465,513
Temporary Cash Investments	—		13,952,000	—		13,952,000
TOTAL	—	$	1,469,902,814	—	$	1,469,902,814

See accompanying Notes to Financial Statements.

130

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (6.7%)
Federal Farm Credit Bank
2.625%, 04/17/14	$	5,000	$	5,024,425
Federal Home Loan Bank
1.625%, 03/16/11		6,600		6,686,869
Federal Home Loan Mortgage Corporation
3.250%, 02/25/11		6,500		6,709,196
Federal National Mortgage Association
1.750%, 03/23/11		6,600		6,695,165
TOTAL AGENCY OBLIGATIONS				25,115,655
BONDS — (91.8%)
Abbott Laboratories
5.600%, 05/15/11		600		640,937
Aetna, Inc.
5.750%, 06/15/11		1,600		1,684,789
African Development Bank
1.875%, 01/23/12		1,000		1,010,670
3.000%, 05/27/14		4,000		4,068,568
Agence Francaise de Developpement
2.250%, 05/22/12		2,000		2,019,670
Alcoa, Inc.
6.000%, 01/15/12		1,000		1,055,160
5.375%, 01/15/13		470		488,245
Allied Waste North America, Inc.
6.375%, 04/15/11		1,100		1,161,310
Allstate Corp.
7.500%, 06/15/13		1,100		1,242,909
Allstate Corp.(The)
6.200%, 05/16/14		500		552,204
Altria Group, Inc.
7.750%, 02/06/14		1,600		1,825,781
American Express Credit Corp.
5.875%, 05/02/13		1,000		1,073,205
7.300%, 08/20/13		1,800		2,021,533
Anadarko Petroleum Corp.
5.000%, 10/01/12		600		624,235
7.625%, 03/15/14		500		572,099
Analog Devices, Inc.
5.000%, 07/01/14		1,500		1,576,764
Anheuser-Busch Cos., Inc.
6.000%, 04/15/11		300		315,638
Apache Corp.
6.000%, 09/15/13		1,100		1,224,926

	Face Amount		Value†
	(000)
Appalachian Power Co.
5.650%, 08/15/12	$	600	$	645,243
Archer-Daniels-Midland Co.
7.125%, 03/01/13		800		905,614
Arizona Public Service Co.
6.500%, 03/01/12		600		649,463
AT&T, Inc.
6.700%, 11/15/13		1,700		1,930,945
Atmos Energy Corp.
7.375%, 05/15/11		800		860,066
Australia & New Zealand Banking Group, Ltd.
5.125%, 11/14/11		2,400		2,544,415
Austria Government International Bond
5.500%, 02/22/12		3,020		3,253,050
AutoZone, Inc.
5.875%, 10/15/12		760		814,688
Avon Products, Inc.
5.125%, 01/15/11		1,100		1,137,497
Baker Hughes, Inc.
6.500%, 11/15/13		1,870		2,125,083
Bank of America Corp.
5.375%, 09/11/12		3,100		3,297,123
Bank of New York Mellon Corp.
4.950%, 11/01/12		2,500		2,708,400
4.300%, 05/15/14		2,000		2,107,816
Barclays Bank P.L.C.
5.450%, 09/12/12		2,700		2,922,278
Baxter International, Inc.
4.000%, 03/01/14		1,600		1,668,357
BB&T Corp.
3.850%, 07/27/12		500		516,863
5.700%, 04/30/14		1,000		1,082,044
Bear Stearns Cos. LLC
5.500%, 08/15/11		1,600		1,677,987
Belgium Government International Bond
4.250%, 09/03/13		1,000		1,066,914
BHP Billiton Finance, Ltd.
5.125%, 03/29/12		600		646,150
5.500%, 04/01/14		1,000		1,098,500
Black & Decker Corp.
7.125%, 06/01/11		1,430		1,534,719
Black Hills Corp.
6.500%, 05/15/13		1,500		1,582,430

131

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Block Financial LLC
5.125%, 10/30/14	$	1,000	$	1,013,823
Boeing Capital Corp.
7.375%, 09/27/10		600		635,887
Boeing Co.
5.000%, 03/15/14		1,000		1,087,604
BP Capital Markets P.L.C.
3.125%, 03/10/12		3,500		3,618,797
3.750%, 06/17/13		2,500		2,608,375
5.250%, 11/07/13		1,000		1,103,652
Bristol-Myers Squibb Co.
5.250%, 08/15/13		600		653,552
Brown-Forman Corp.
5.000%, 02/01/14		1,510		1,611,372
Burlington Northern Santa Fe Corp.
5.900%, 07/01/12		1,100		1,201,078
Caisse d’Amortissement de la Dette Sociale
4.125%, 12/09/11		1,400		1,479,729
3.500%, 07/01/14		3,800		3,935,090
Campbell Soup Co.
4.875%, 10/01/13		2,050		2,227,618
Canadian National Railway Co.
4.400%, 03/15/13		600		634,774
Capital One Financial Corp.
7.375%, 05/23/14		1,500		1,702,476
Caterpillar Financial Services Corp.
6.200%, 09/30/13		1,576		1,756,194
CenterPoint Energy Resources Corp.
7.875%, 04/01/13		600		676,644
CIGNA Corp.
6.375%, 10/15/11		1,000		1,064,962
Cisco Systems, Inc.
5.250%, 02/22/11		1,100		1,159,805
Citigroup, Inc.
6.000%, 02/21/12		1,100		1,169,891
6.500%, 08/19/13		2,000		2,143,896
CNA Financial Corp.
6.000%, 08/15/11		1,000		1,022,197
Coca-Cola Co.
3.625%, 03/15/14		1,500		1,563,638
Coca-Cola Enterprises, Inc.
7.375%, 03/03/14		1,600		1,879,354
Comcast Cable Communications Holdings, Inc.
8.375%, 03/15/13		600		697,429

	Face Amount		Value†
	(000)
Comcast Corp.
5.300%, 01/15/14	$	1,000	$	1,066,464
Commonwealth Bank of Australia
4.750%, 01/27/11		1,800		1,854,580
2.500%, 12/10/12		1,400		1,429,613
ConAgra Foods, Inc.
6.750%, 09/15/11		800		872,277
ConocoPhillips
4.750%, 02/01/14		1,600		1,717,934
Consolidated Edison Co. of New York, Inc.
3.850%, 06/15/13		600		617,557
Credit Suisse
5.000%, 05/15/13		1,100		1,174,172
Credit Suisse USA, Inc.
5.125%, 01/15/14		500		534,456
CSX Corp.
6.750%, 03/15/11		600		638,354
5.500%, 08/01/13		500		536,301
CVS Caremark Corp.
5.750%, 08/15/11		600		645,410
4.875%, 09/15/14		1,000		1,064,188
Dell, Inc.
4.700%, 04/15/13		600		638,446
5.625%, 04/15/14		500		552,281
Detroit Edison Co.
6.400%, 10/01/13		600		666,750
Deutsche Bank AG
4.875%, 05/20/13		1,100		1,174,936
3.875%, 08/18/14		500		509,377
Deutsche Telekom International Finance
5.250%, 07/22/13		1,500		1,604,754
Devon Energy Corp.
5.625%, 01/15/14		1,100		1,194,474
Diageo Capital P.L.C.
5.200%, 01/30/13		600		643,370
7.375%, 01/15/14		1,500		1,747,209
Dominion Resources, Inc.
5.000%, 03/15/13		600		633,395
Dover Corp.
6.500%, 02/15/11		1,100		1,173,220
Dow Chemical Co.
6.000%, 10/01/12		1,500		1,602,982
DTE Energy Co.
7.625%, 05/15/14		1,000		1,103,565
Duke Energy Corp.
3.950%, 09/15/14		570		580,364

132

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Duke Energy Ohio, Inc.
5.700%, 09/15/12	$	450	$	492,682
E.I. Du Pont de Nemours & Co.
4.750%, 11/15/12		1,000		1,071,249
5.875%, 01/15/14		600		667,774
Eaton Corp.
5.950%, 03/20/14		600		659,415
Eksportfinans
5.000%, 02/14/12		1,900		2,037,203
Eli Lilly & Co.
3.550%, 03/06/12		600		628,208
4.200%, 03/06/14		1,000		1,061,272
Emerson Electric Co.
5.625%, 11/15/13		480		531,532
Enbridge Energy Partners LP
4.750%, 06/01/13		800		816,064
EnCana Holdings Finance Corp.
5.800%, 05/01/14		1,500		1,635,798
Enterprise Products Operating LLC
7.625%, 02/15/12		1,500		1,658,698
9.750%, 01/31/14		600		723,859
Export Development Canada
2.375%, 03/19/12		1,000		1,024,320
Express Scripts, Inc.
5.250%, 06/15/12		1,500		1,597,902
FirstEnergy Corp.
6.450%, 11/15/11		49		52,959
Fortune Brands, Inc.
4.875%, 12/01/13		600		604,052
FPL Group Capital, Inc.
5.625%, 09/01/11		800		859,908
General Dynamics Corp.
5.250%, 02/01/14		1,100		1,202,883
General Electric Capital Corp.
5.875%, 02/15/12		600		646,933
4.800%, 05/01/13		1,000		1,051,043
General Mills, Inc.
6.000%, 02/15/12		600		652,931
GlaxoSmithKline Capital, Inc.
4.850%, 05/15/13		2,100		2,264,690
Goldman Sachs Group, Inc.
4.750%, 07/15/13		1,600		1,680,534
6.000%, 05/01/14		1,200		1,319,238
Halliburton Co.
5.500%, 10/15/10		600		626,059
Hess Corp.
7.000%, 02/15/14		1,100		1,238,230

	Face Amount		Value†
	(000)
Hewlett-Packard Co.
6.125%, 03/01/14	$	2,100	$	2,362,410
Home Depot, Inc.
5.200%, 03/01/11		1,100		1,149,118
Honeywell International, Inc.
3.875%, 02/15/14		2,100		2,191,266
Husky Energy, Inc.
5.900%, 06/15/14		1,500		1,629,513
Hydro-Quebec
6.300%, 05/11/11		800		864,398
ICI Wilmington, Inc.
5.625%, 12/01/13		1,000		1,030,538
Instituto de Credito Oficial
5.375%, 07/02/12		8,500		9,266,981
International Business Machines Corp.
6.500%, 10/15/13		1,500		1,716,016
John Deere Capital Corp.
7.000%, 03/15/12		1,600		1,789,021
Johnson Controls, Inc.
4.875%, 09/15/13		1,000		1,022,991
JPMorgan Chase & Co.
5.375%, 10/01/12		800		873,936
4.650%, 06/01/14		500		527,435
Kansas City Power & Light Co.
6.500%, 11/15/11		800		862,947
Kellogg Co.
6.600%, 04/01/11		600		645,326
Kerr-McGee Corp.
6.875%, 09/15/11		400		432,974
Kinder Morgan Energy Partners LP
7.125%, 03/15/12		500		545,425
5.850%, 09/15/12		600		646,635
Kohl’s Corp.
7.375%, 10/15/11		600		659,155
Kommunalbanken AS
5.125%, 05/30/12		1,500		1,613,691
Kommuninvest I Sverige
5.375%, 07/03/12		5,600		6,107,080
Koninklijke Philips Electronics NV
7.250%, 08/15/13		1,500		1,711,214
Kraft Foods, Inc.
6.250%, 06/01/12		2,100		2,280,453
Kreditanstalt fuer Wiederaufbau
3.250%, 10/14/11		1,900		1,970,710
4.750%, 05/15/14		1,000		1,085,473
Kroger Co.
6.800%, 04/01/11		600		639,222

133

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Lafarge SA
6.150%, 07/15/11	$	800	$	837,002
Landeskreditbank Baden-Wuerttemberg Foerderbank
4.875%, 01/13/12		1,000		1,068,198
2.000%, 10/01/12		6,800		6,792,649
Landwirtschaftliche Rentenbank
1.875%, 09/24/12		4,000		4,012,872
4.125%, 07/15/13		1,800		1,918,447
Lowe’s Cos., Inc.
8.250%, 06/01/10		600		626,616
Marathon Oil Corp.
6.125%, 03/15/12		500		540,570
6.500%, 02/15/14		1,100		1,223,583
Marriott International, Inc.
4.625%, 06/15/12		1,100		1,109,438
Marsh & McLennan Cos., Inc.
6.250%, 03/15/12		600		620,038
McDonald’s Corp.
4.300%, 03/01/13		600		637,049
McKesson Corp.
6.500%, 02/15/14		1,600		1,759,778
Medtronic, Inc.
4.500%, 03/15/14		1,100		1,176,748
MetLife, Inc.
5.375%, 12/15/12		600		645,661
Molson Coors Capital Finance
4.850%, 09/22/10		1,275		1,318,370
Monsanto Co.
7.375%, 08/15/12		700		803,729
Morgan Stanley
5.250%, 11/02/12		2,000		2,132,846
5.300%, 03/01/13		1,100		1,163,552
National Rural Utilities Cooperative Finance Corp.
7.250%, 03/01/12		1,600		1,777,846
Network Rail Infrastructure Finance P.L.C.
2.000%, 01/17/12		2,600		2,630,053
Newell Rubbermaid, Inc.
4.000%, 05/01/10		170		171,679
Nisource Finance Corp.
6.150%, 03/01/13		1,000		1,055,831
Nordstrom, Inc.
6.750%, 06/01/14		1,000		1,114,334
Norfolk Southern Corp.
8.625%, 05/15/10		600		625,347

	Face Amount		Value†
	(000)
Northern States Power Co.
8.000%, 08/28/12	$	800	$	928,318
Northern Trust Corp.
5.500%, 08/15/13		2,000		2,198,796
Northrop Grumman Corp.
3.700%, 08/01/14		1,500		1,523,952
Northrop Grumman Systems Corp.
7.125%, 02/15/11		800		855,221
Occidental Petroleum Corp.
7.000%, 11/01/13		1,600		1,855,416
Oesterreichischen Kontrollbank AG
3.125%, 10/14/11		1,900		1,953,947
4.750%, 11/08/11		1,800		1,916,167
4.750%, 10/16/12		3,800		4,108,096
ONEOK Partners LP
5.900%, 04/01/12		600		631,399
Ontario Electricity Financial Corp.
7.450%, 03/31/13		1,000		1,138,169
Ontario, Province of
4.100%, 06/16/14		7,900		8,352,559
Oracle Corp.
4.950%, 04/15/13		1,100		1,191,159
3.750%, 07/08/14		1,000		1,039,569
PACCAR, Inc.
6.875%, 02/15/14		1,500		1,712,982
Pacific Gas & Electric Co.
4.800%, 03/01/14		600		638,737
Packaging Corp. of America
5.750%, 08/01/13		800		829,146
Panhandle Eastern Pipeline Co.
6.050%, 08/15/13		600		639,702
Pepco Holdings, Inc.
6.450%, 08/15/12		1,100		1,181,869
PepsiAmericas, Inc.
4.375%, 02/15/14		1,100		1,154,022
PepsiCo, Inc.
3.750%, 03/01/14		1,500		1,562,596
Philip Morris International, Inc.
4.875%, 05/16/13		1,100		1,170,235
Pitney Bowes, Inc.
4.625%, 10/01/12		800		858,202
Plains All American Pipeline LP
4.250%, 09/01/12		1,500		1,541,307
PNC Funding Corp.
5.125%, 12/14/10		600		619,838
5.400%, 06/10/14		500		541,213

134

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Potash Corp. of Saskatchewan, Inc.
7.750%, 05/31/11	$	600	$	657,143
PPL Energy Supply LLC
6.300%, 07/15/13		600		648,255
Praxair, Inc.
6.375%, 04/01/12		1,200		1,326,646
Principal Financial Group, Inc.
7.875%, 05/15/14		760		852,313
Progress Energy, Inc.
7.100%, 03/01/11		600		636,931
Prudential Financial, Inc.
5.100%, 09/20/14		1,500		1,545,344
PSEG Power LLC
5.000%, 04/01/14		1,000		1,048,707
Rabobank Nederland
4.200%, 05/13/14		6,000		6,256,248
Reynolds American, Inc.
6.500%, 07/15/10		600		616,129
7.250%, 06/01/13		1,000		1,090,254
Royal Bank of Canada
5.650%, 07/20/11		2,200		2,363,286
Ryder System, Inc.
5.000%, 06/15/12		900		924,113
6.000%, 03/01/13		600		632,474
Safeway, Inc.
4.950%, 08/16/10		600		618,641
5.800%, 08/15/12		500		546,807
5.625%, 08/15/14		1,000		1,088,434
Sara Lee Corp.
6.250%, 09/15/11		1,100		1,187,447
Smith International, Inc.
8.625%, 03/15/14		1,000		1,147,199
Southern California Edison Co.
5.750%, 03/15/14		800		891,441
Southern Co.
5.300%, 01/15/12		1,600		1,716,120
Southwest Airlines Co.
5.250%, 10/01/14		2,000		2,015,372
Spectra Energy Capital LLC
5.668%, 08/15/14		1,500		1,596,045
St. Jude Medical, Inc.
3.750%, 07/15/14		2,000		2,037,064
State Street Corp.
4.300%, 05/30/14		1,500		1,576,804
SunTrust Banks, Inc.
5.250%, 11/05/12		1,100		1,150,902
Svensk Exportkredit AB
4.875%, 09/29/11		1,000		1,065,380

	Face Amount		Value†
	(000)
Tampa Electric Co.
6.375%, 08/15/12	$	600	$	649,262
Target Corp.
6.350%, 01/15/11		600		635,190
5.875%, 03/01/12		1,000		1,089,372
Time Warner Cable, Inc.
5.400%, 07/02/12		800		854,436
6.200%, 07/01/13		800		876,430
Total Capital SA
5.000%, 05/22/12		2,900		3,120,191
Toyota Motor Credit Corp.
4.250%, 06/27/11		2,500		2,591,455
TransCanada Pipelines, Ltd.
4.000%, 06/15/13		800		815,925
Transocean, Inc.
5.250%, 03/15/13		595		632,821
Unilever Capital Corp.
3.650%, 02/15/14		1,650		1,712,306
Union Pacific Corp.
6.650%, 01/15/11		1,100		1,160,965
United Technologies Corp.
6.100%, 05/15/12		1,600		1,765,568
UnitedHealth Group, Inc.
5.250%, 03/15/11		1,100		1,148,226
Valero Energy Corp.
6.875%, 04/15/12		1,600		1,743,286
Veolia Environnement
5.250%, 06/03/13		800		851,553
Verizon Communications, Inc.
4.350%, 02/15/13		600		632,038
5.250%, 04/15/13		1,500		1,628,220
Wal-Mart Stores, Inc.
5.000%, 04/05/12		3,300		3,564,591
7.250%, 06/01/13		1,000		1,167,626
3.200%, 05/15/14		3,000		3,074,181
Walt Disney Co.
4.700%, 12/01/12		500		539,968
4.500%, 12/15/13		1,100		1,179,237
Waste Management, Inc.
6.375%, 11/15/12		655		717,535
5.000%, 03/15/14		258		268,855
Weatherford International, Ltd.
4.950%, 10/15/13		1,045		1,097,081
Wellpoint Health Networks, Inc.
6.375%, 01/15/12		600		645,484
Wells Fargo Bank & Co.
5.250%, 10/23/12		2,600		2,781,431
Western Union Co.
6.500%, 02/26/14		600		678,592

135

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
WR Berkley Corp.
5.875%, 02/15/13	$	1,000	$	994,514
XTO Energy, Inc.
5.900%, 08/01/12		1,500		1,618,857
5.750%, 12/15/13		600		652,721
Yum! Brands, Inc.
8.875%, 04/15/11		820		893,512
TOTAL BONDS				345,909,699

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (1.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $10,215,000 FNMA 4.381%(r), 10/01/35, valued at $5,723,998) to be repurchased at $5,637,089	$	5,637	$	5,637,000
TOTAL INVESTMENTS — (100.0%) (Cost $365,573,230)			$	376,662,354

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	25,115,655	—	$	25,115,655
Bonds	—		345,909,699	—		345,909,699
Temporary Cash Investments	—		5,637,000	—		5,637,000
TOTAL	—	$	376,662,354	—	$	376,662,354

See accompanying Notes to Financial Statements.

136

DFA INFLATION-PROTECTED SECURITIES PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
U.S. TREASURY OBLIGATIONS — (99.3%)
U.S. Treasury Inflation Notes
1.875%, 07/15/13	$	10,700	$	13,161,612
2.000%, 01/15/14		44,800		54,927,184
2.000%, 07/15/14		49,700		60,015,702
1.625%, 01/15/15		53,100		62,052,025
1.875%, 07/15/15		55,300		64,320,694
2.000%, 01/15/16		50,550		57,813,690
2.500%, 07/15/16		48,500		56,316,925
2.375%, 01/15/17		49,900		57,582,741
2.625%, 07/15/17		42,100		48,236,964
1.625%, 01/15/18		38,700		40,836,576
1.375%, 07/15/18		32,300		32,468,489
2.125%, 01/15/19		31,900		34,130,585
1.875%, 07/15/19		20,400		21,539,670
2.375%, 01/15/25		27,500		33,463,688
2.000%, 01/15/26		22,400		24,572,204
2.375%, 01/15/27		18,300		20,709,036
1.750%, 01/15/28		22,200		22,014,229
3.625%, 04/15/28		11,200		18,529,037
2.500%, 01/15/29		11,300		12,222,364
3.875%, 04/15/29		16,400		27,746,673
TOTAL U.S. TREASURY OBLIGATIONS				762,660,088
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $5,005,000 FNMA 6.50%, 06/25/39, valued at $5,267,763) to be repurchased at $5,189,082		5,189		5,189,000
TOTAL INVESTMENTS — (100.0%) (Cost $737,599,192)			$	767,849,088

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
U.S. Treasury Obligations	—	$	762,660,088	—	$	762,660,088
Temporary Cash Investments	—		5,189,000	—		5,189,000
TOTAL	—	$	767,849,088	—	$	767,849,088

See accompanying Notes to Financial Statements.

137

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (97.3%)
ARIZONA — (3.8%)
Arizona State Transportation Board (RB)
5.000%, 07/01/13	$	8,000	$	8,974,720
City of Phoenix (GO) Series A
5.000%, 07/01/14		7,975		8,999,788
Maricopa County Unified School District (GO)
7.400%, 07/01/10		3,485		3,646,878
Maricopa County Unified School District (GO) (FSA)
5.000%, 07/01/13		6,800		7,595,056
Salt River Project Agricultural Improvement & Power District (RB) Series A
5.000%, 01/01/14		7,000		7,801,150
Scottsdale Municipal Property Corp. (RB)
5.000%, 07/01/13		3,070		3,409,327
Town of Gilbert (GO)
5.000%, 07/01/14		3,600		4,069,440
TOTAL ARIZONA				44,496,359
CALIFORNIA — (2.6%)
California State (GO)
5.250%, 11/01/09		7,695		7,695,000
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		1,900		2,110,938
California State Economic Recovery (GO) Series A
5.000%, 01/01/11		9,100		9,509,409
California State Economic Recovery (GO) Series A (MBIA)
5.000%, 07/01/12		8,400		9,092,244
Los Angeles Unified School District (GO) Series E (AMBAC)
5.750%, 07/01/12		2,000		2,222,880
TOTAL CALIFORNIA				30,630,471
COLORADO — (0.8%)
Arapahoe County School District (GO) (FSA)
5.000%, 12/15/10		9,000		9,448,200

	Face Amount		Value†
	(000)
CONNECTICUT — (2.8%)
Connecticut State (GO)
5.000%, 03/15/12	$	5,000	$	5,461,100
Connecticut State (GO) Series A
5.000%, 03/01/13		3,855		4,296,282
5.000%, 04/15/13		4,000		4,471,480
Connecticut State (GO) Series B
5.000%, 12/01/13		5,000		5,674,350
Connecticut State (GO) Series C
5.000%, 12/15/09		4,000		4,021,360
Connecticut State (GO) Series E
5.500%, 11/15/12		3,300		3,724,215
Connecticut State Health & Educational Facility Authority (GO) Series B (MBIA)
5.000%, 12/01/12		4,000		4,460,080
TOTAL CONNECTICUT				32,108,867
DELAWARE — (2.2%)
Delaware State (GO)
5.000%, 08/01/12		11,370		12,580,450
Delaware State (GO) Series B
5.000%, 02/01/11		7,470		7,873,007
5.000%, 02/01/12		5,000		5,451,500
TOTAL DELAWARE				25,904,957
FLORIDA — (4.7%)
Broward County (GO)
5.000%, 01/01/14		5,000		5,642,450
City of Gainesville (RB) Series C
5.000%, 10/01/10		2,265		2,358,092
Florida State Board of Education (GO) Series 2006C
5.000%, 06/01/12		2,935		3,190,374
Florida State Board of Education (GO) Series B
5.250%, 06/01/13		3,700		4,133,196
Florida State Board of Education (GO) Series D
5.000%, 06/01/13		13,085		14,504,330
Florida State Board of Education (GO) Series H
5.250%, 06/01/12		4,650		5,083,845

138

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
FLORIDA — (Continued)
Florida State Department of Environmental Protection Preservation (RB) Series A (MBIA)
5.000%, 07/01/11	$	5,330	$	5,629,813
5.000%, 07/01/11		5,130		5,418,563
Florida State Department of Environmental Protection Preservation (RB) Series B (MBIA)
5.000%, 07/01/11		5,800		6,145,912
Johns River Power Park System (RB) Series 21
5.000%, 10/01/11		2,325		2,494,376
TOTAL FLORIDA				54,600,951
GEORGIA — (6.2%)
De Kalb County School District (GO)
5.000%, 02/01/12		21,330		23,201,494
Georgia State (GO) Series C
5.500%, 07/01/12		8,400		9,379,608
Georgia State (GO) Series D
5.800%, 11/01/09		2,010		2,010,000
5.000%, 08/01/12		7,100		7,855,866
Georgia State (GO) Series G
5.000%, 10/01/12		8,000		8,897,840
Henry County School District (GO) Series A
5.000%, 04/01/13		14,000		15,636,880
Private Colleges & Universities Authority (RB) Series A
4.750%, 09/01/12		4,450		4,883,519
TOTAL GEORGIA				71,865,207
HAWAII — (2.0%)
City & County of Honolulu (GO) (ETM) Series A (MBIA)
5.000%, 03/01/10		1,255		1,274,139
City & County of Honolulu (GO) Series A (MBIA)
5.000%, 03/01/10		745		756,339
City & County of Honolulu (GO) Series C (MBIA)
5.000%, 07/01/12		5,000		5,484,500

	Face Amount		Value†
	(000)
HAWAII — (Continued)
Hawaii State (GO) Series CY (FSA)
5.750%, 02/01/13	$	4,750	$	5,392,770
Hawaii State (GO) Series DE
5.000%, 10/01/12		3,340		3,699,618
Hawaii State (GO) Series DG (AMBAC)
5.000%, 07/01/13		6,000		6,719,700
TOTAL HAWAII				23,327,066
ILLINOIS — (1.9%)
Chicago Park District (GO) Series A (FGIC)
5.250%, 01/01/13		4,935		5,523,153
City of Chicago (GO) Series A (FSA)
5.000%, 01/01/13		8,150		8,957,584
Cook County (GO) Series D (AMBAC)
5.250%, 11/15/12		2,000		2,210,720
Illinois State (GO) First Series (MBIA)
5.125%, 10/01/11		5,300		5,677,678
TOTAL ILLINOIS				22,369,135
KANSAS — (0.5%)
Johnson County Unified School District (GO) Series A (MBIA)
5.000%, 10/01/11		5,770		6,220,002
KENTUCKY — (1.3%)
Kentucky Asset Liability Commission (RB) First Series (MBIA)
5.000%, 09/01/11		14,300		15,221,492
MARYLAND — (3.6%)
Baltimore County (GO)
5.000%, 02/01/12		1,700		1,851,929
5.000%, 02/01/14		4,750		5,370,018
Maryland State (GO)
5.250%, 02/15/12		5,000		5,489,800
5.500%, 08/01/13		6,000		6,888,840
Maryland State (GO) Series B
5.000%, 02/15/13		14,000		15,653,260

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CONTINUED

	Face Amount		Value†
	(000)
MARYLAND — (Continued)
Montgomery County (GO) Series A
5.000%, 08/01/12	$	5,990	$	6,629,432
TOTAL MARYLAND				41,883,279
MASSACHUSETTS — (2.6%)
City of Boston (GO) Series A
5.000%, 04/01/14		4,650		5,267,288
Commonwealth of Massachusetts (GO) Series D
5.500%, 11/01/13		7,550		8,646,411
Commonwealth of Massachusetts (GO) Series D (NATL-RE)
5.500%, 11/01/12		910		1,022,358
Commonwealth of Massachusetts (RB) Series A
5.500%, 12/15/13		9,450		10,846,426
University of Massachusetts Building Authority (RB) Series 1
5.250%, 11/01/13		3,490		3,996,678
TOTAL MASSACHUSETTS				29,779,161
MICHIGAN — (3.4%)
Kent County (GO) Series A
5.000%, 11/01/09		7,235		7,235,000
Michigan Municipal Bond Authority (RB)
5.000%, 10/01/13		3,240		3,643,898
5.500%, 10/01/13		15,085		17,249,547
Michigan State (GO)
5.500%, 12/01/13		10,000		11,167,600
TOTAL MICHIGAN				39,296,045
MINNESOTA — (3.1%)
City of Minneapolis (GO)
5.000%, 12/01/10		6,840		7,173,382
City of Minneapolis (GO) Series A
3.000%, 12/01/12		5,200		5,496,296
Minnesota Public Facilities Authority (RB) Series B
5.000%, 03/01/14		5,800		6,573,952
Minnesota State (GO)
5.000%, 06/01/11		7,050		7,523,972
5.250%, 11/01/12		8,000		8,969,360
TOTAL MINNESOTA				35,736,962

	Face Amount		Value†
	(000)
MISSISSIPPI — (0.3%)
Mississippi State (GO) Series A
5.375%, 12/01/12	$	3,350	$	3,761,246
MISSOURI — (0.3%)
Missouri State (GO) Series A
5.000%, 10/01/13		2,600		2,948,374
NEVADA — (3.9%)
Clark County (GO) (AMBAC)
5.000%, 11/01/11		5,010		5,379,437
Clark County School District (GO) Series A (AMBAC)
4.500%, 06/15/11		11,000		11,580,140
Nevada State (GO)
5.000%, 06/01/13		12,990		14,318,487
5.000%, 12/01/13		1,400		1,559,488
Nevada State (GO) Series A
5.000%, 02/01/10		10,045		10,158,709
5.000%, 02/01/12		2,000		2,157,380
TOTAL NEVADA				45,153,641
NEW JERSEY — (2.8%)
Monmouth County (GO)
4.250%, 09/15/12		5,115		5,574,020
New Jersey State (GO)
5.000%, 04/01/13		3,900		4,340,817
New Jersey State (GO) (ETM)
5.250%, 08/01/12		8,400		9,338,784
New Jersey Transportation Trust Fund Authority (RB) Series B (FGIC)
5.250%, 12/15/09		6,130		6,163,776
New Jersey Transportation Trust Fund Authority (RB) Series B (FSA)
5.500%, 12/15/11		6,035		6,547,190
TOTAL NEW JERSEY				31,964,587
NEW MEXICO — (2.0%)
New Mexico State (GO)
5.000%, 03/01/12		10,260		11,188,325
New Mexico State Severance Tax (RB) (MBIA)
5.000%, 07/01/10		11,385		11,734,292
TOTAL NEW MEXICO				22,922,617

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CONTINUED

	Face Amount		Value†
	(000)
NEW YORK — (4.2%)
Nassau County Interim Finance Authority (RB) Series A (AMBAC)
5.000%, 11/15/09	$	3,415	$	3,419,952
New York City (GO) Series C
5.000%, 08/01/10		5,000		5,164,800
New York City (GO) Series G
5.000%, 08/01/10		5,040		5,206,118
New York City (GO) Series H
5.000%, 08/01/12		3,000		3,265,710
New York City (GO) Series J-1
5.000%, 08/01/10		11,180		11,548,493
New York State (GO) Series A
3.500%, 03/15/12		1,755		1,852,578
New York State Dormitory Authority (RB)
5.000%, 07/01/13		4,590		5,150,990
New York State Dormitory Authority (RB) Series C
5.000%, 03/15/14		7,500		8,349,225
New York State Tollway Authority (RB) (MBIA)
5.000%, 01/01/10		5,000		5,035,750
TOTAL NEW YORK				48,993,616
NORTH CAROLINA — (4.5%)
Guilford County (GO) Series C
5.000%, 10/01/12		8,040		8,942,329
Mecklenburg County
5.000%, 02/01/14		5,680		6,441,290
North Carolina State (GO) Series A
5.000%, 03/01/11		13,000		13,757,250
5.000%, 06/01/11		10,000		10,675,600
5.500%, 03/01/14		3,000		3,462,510
Wake County (GO)
4.500%, 03/01/13		7,800		8,596,146
TOTAL NORTH CAROLINA				51,875,125
OHIO — (4.5%)
Cincinnati City School District (GO) (FSA)
5.000%, 12/01/13		11,730		13,351,907
City of Columbus (GO) Series 2
5.000%, 07/01/13		3,000		3,370,080
5.000%, 07/01/14		4,605		5,229,622

	Face Amount		Value†
	(000)
OHIO — (Continued)
City of Columbus (GO) Series A
5.000%, 06/15/12	$	3,875	$	4,265,406
Ohio State (GO)
5.500%, 11/01/12		8,615		9,651,729
5.000%, 05/01/14		5,000		5,607,000
Ohio State (GO) Series E
5.000%, 09/15/11		10,470		11,239,336
TOTAL OHIO				52,715,080
OKLAHOMA — (0.6%)
Oklahoma Turnpike Authority (RB) Series A
5.000%, 01/01/10		7,160		7,213,772
PENNSYLVANIA — (2.6%)
Commonwealth of Pennsylvania (GO) First Series
5.000%, 08/01/11		13,000		13,935,220
Commonwealth of Pennsylvania (GO) First Series (MBIA)
5.000%, 01/01/10		3,500		3,525,935
5.250%, 02/01/13		5,755		6,444,967
Commonwealth of Pennsylvania (GO) First Series A
5.000%, 11/01/10		3,000		3,136,140
Commonwealth of Pennsylvania, (GO) Third Series
5.000%, 09/01/12		2,800		3,096,268
TOTAL PENNSYLVANIA				30,138,530
RHODE ISLAND — (0.9%)
Rhode Island State & Providence Plantations (GO) Series B
5.000%, 08/01/12		5,200		5,713,500
5.000%, 08/01/13		4,700		5,254,412
TOTAL RHODE ISLAND				10,967,912
SOUTH CAROLINA — (0.4%)
Beaufort County School District (GO) Series B (SCSDE)
5.000%, 03/01/14		2,795		3,155,527
Richland County School District No. 2 (GO) Series B (FGIC)
5.000%, 02/01/10		1,500		1,517,010
TOTAL SOUTH CAROLINA				4,672,537

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CONTINUED

	Face Amount		Value†
	(000)
TENNESSEE — (2.7%)
Hamilton County (GO)
5.000%, 03/01/11	$	5,700	$	6,021,081
5.000%, 03/01/12		5,095		5,554,722
Knox County (GO)
5.500%, 04/01/14		6,300		7,254,639
Shelby County (GO)
5.000%, 04/01/14		8,345		9,403,730
Tennessee State (GO) Series A
5.000%, 05/01/14		3,000		3,402,720
TOTAL TENNESSEE				31,636,892
TEXAS — (13.2%)
Arlington Independent School District (GO)
5.000%, 02/15/14		5,885		6,636,632
Austin Independent School District (GO) (PSF-GTD)
5.000%, 08/01/14		6,895		7,839,477
City of Dallas (GO)
4.750%, 02/15/10		11,675		11,820,587
5.000%, 02/15/14		8,770		9,843,974
5.000%, 02/15/14		4,585		5,146,479
City of Dallas (RB) (AMBAC)
5.000%, 10/01/12		13,985		15,456,921
5.000%, 10/01/13		7,605		8,553,039
City of San Antonio (RB) (NATL-RE FGIC)
5.000%, 05/15/12		7,000		7,651,840
City of San Antonio (RB) Series A
5.500%, 02/01/11		2,000		2,117,160
Dallas Area Rapid Transit (RB) (FGIC)
5.000%, 12/01/12		10,475		11,706,755
Fort Worth Independent School District (GO)
5.000%, 02/15/13		8,025		8,923,399
Katy Independent School District (GO) Series A
5.000%, 02/15/12		7,465		8,145,360
North Texas Municipal Water District (RB)
5.000%, 09/01/14		605		685,386
San Marcos Consolidated Independent School District (GO) (PSF-GTD)
5.250%, 08/01/14		3,195		3,685,880
5.500%, 08/01/14		4,200		4,892,748

	Face Amount		Value†
	(000)
TEXAS — (Continued)
Texas A&M University (RB) Series B
5.000%, 05/15/12	$	3,975	$	4,351,432
Texas Public Finance Authority (GO) Series A
5.000%, 10/01/12		1,500		1,662,420
Texas State (GO)
5.000%, 10/01/12		3,000		3,324,840
Texas State Transportation Commission (RB)
4.000%, 04/01/13		1,500		1,621,005
5.000%, 04/01/14		5,870		6,617,368
Travis County (GO)
5.000%, 03/01/12		3,375		3,672,202
University of Texas (RB) Series A
5.000%, 08/15/12		3,500		3,864,595
5.000%, 07/01/14		5,250		5,987,258
University of Texas (RB) Series B
5.250%, 08/15/12		2,730		3,033,003
5.250%, 08/15/13		3,850		4,367,979
University of Texas (RB) Series D
5.000%, 08/15/12		1,815		2,004,069
TOTAL TEXAS				153,611,808
UTAH — (2.0%)
Salt Lake County (GO)
5.000%, 06/15/12		10,060		11,081,794
Utah State (GO) Series A
5.000%, 07/01/12		6,440		7,099,714
Utah State (GO) Series B
4.000%, 07/01/13		4,700		5,121,919
TOTAL UTAH				23,303,427
VIRGINIA — (4.8%)
Fairfax County (GO) Series A
5.000%, 04/01/13		9,975		11,180,180
5.000%, 04/01/14		9,375		10,649,250
Loudoun County (GO) Series B
4.000%, 11/01/12		1,000		1,087,890
5.000%, 12/01/13		5,285		6,024,741
Virginia Commonwealth Transportation Board (RB)
5.000%, 10/01/11		1,940		2,092,057
5.000%, 09/27/12		4,040		4,477,007

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CONTINUED

	Face Amount		Value†
	(000)
VIRGINIA — (Continued)
Virginia State Public School Authority (RB) Series B
5.000%, 08/01/11	$	9,595	$	10,285,264
5.000%, 08/01/13		5,505		6,188,446
West Virginia State (GO) (NATL-RE FGIC)
5.000%, 06/01/12		3,300		3,614,358
TOTAL VIRGINIA				55,599,193
WASHINGTON — (3.6%)
City of Seattle (GO)
5.000%, 05/01/14		8,300		9,345,551
City of Seattle (RB) (FSA)
5.000%, 08/01/12		1,500		1,643,445
Grant County Public Utility District No. 2 Priest Rapids (RB) Series H (FSA)
5.000%, 01/01/10		2,000		2,014,760
Snohomish County Public Utility (RB) Series B
5.250%, 12/01/10		11,000		11,559,460
Washington State (GO) Series C
5.000%, 02/01/14		6,895		7,711,092
Washington State (GO) (FSA)
5.000%, 07/01/14		5,145		5,798,827
Washington State (GO) Series D
5.000%, 01/01/14		3,330		3,722,374
TOTAL WASHINGTON				41,795,509

	Face Amount		Value†
	(000)
WISCONSIN — (2.5%)
Wisconsin State (GO) Series 1 (MBIA)
5.500%, 05/01/11	$	16,000	$	17,107,840
Wisconsin State (GO) Series A
5.000%, 05/01/12		6,760		7,386,990
Wisconsin State (RB) Series B (AMBAC)
5.000%, 07/01/12		3,775		4,136,645
TOTAL WISCONSIN				28,631,475
TOTAL MUNICIPAL BONDS				1,130,793,495
	Shares
TEMPORARY CASH INVESTMENTS — (2.7%)
BlackRock Liquidity Funds MuniFund - Institutional Shares		31,145,864		31,145,864
TOTAL INVESTMENTS — (100.0%) (Cost $1,144,068,690)			$	1,161,939,359

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Municipal Bonds		—	$	1,130,793,495	—	$	1,130,793,495
Temporary Cash Investments	$	31,145,864		—	—		31,145,864
TOTAL	$	31,145,864	$	1,130,793,495	—	$	1,161,939,359

See accompanying Notes to Financial Statements.

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SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (98.0%)
CALIFORNIA — (98.0%)
Anaheim Union High School District (GO) (FSA)
5.000%, 08/01/14	$	800	$	884,728
Anaheim Union High School District (GO) Series A (FSA)
5.000%, 08/01/12		1,275		1,412,572
Bay Area Toll Authority (RB) (FGIC)
5.125%, 04/01/11		1,535		1,632,258
Bay Area Toll Authority (RB) Series F
5.000%, 04/01/13		775		853,910
Berryessa Union School District (GO) Series B (FSA)
5.375%, 08/01/11		1,205		1,317,571
California Educational Facilities Authority (RB) Series A
5.000%, 04/01/13		2,250		2,526,637
California Educational Facilities Authority (RB) Series P
5.250%, 12/01/13		925		1,059,634
California Educational Facilities Authority (RB) Series T-4
5.000%, 03/15/14		3,390		3,818,937
California Infrastructure & Economic Development Bank (RB) (FSA)
5.250%, 07/01/13		2,000		2,276,700
California Infrastructure & Economic Development Bank (RB) Series A (AMBAC)
5.000%, 10/01/10		3,180		3,296,165
California State (GO)
5.000%, 02/01/10		1,500		1,512,390
5.000%, 03/01/10		3,000		3,033,330
5.250%, 09/01/10		550		566,098
5.000%, 10/01/10		2,000		2,059,580
4.000%, 02/01/11		1,000		1,029,620
5.250%, 03/01/11		800		838,328
5.000%, 04/01/11		3,000		3,142,290
5.000%, 06/01/11		500		526,490
5.000%, 10/01/11		2,215		2,355,520
5.000%, 04/01/12		1,500		1,604,160
5.000%, 02/01/14		770		831,508
5.000%, 03/01/14		800		865,088
5.000%, 03/01/14		2,850		3,081,876

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
5.000%, 04/01/14	$	1,000	$	1,082,410
5.000%, 04/01/14		555		600,738
5.000%, 05/01/14		700		758,723
5.000%, 08/01/14		1,480		1,609,855
California State (GO) Series A
5.250%, 07/01/14		425		473,900
California State Department of Transportation (RB) Series A (MBIA)
5.000%, 02/01/11		1,125		1,178,944
California State Department of Water Resources (RB)
5.500%, 12/01/13		1,075		1,235,153
California State Department of Water Resources (RB) Series A
5.500%, 05/01/10		500		512,210
5.250%, 05/01/12		2,000		2,177,100
California State Department of Water Resources (RB) Series A (FSA)
5.250%, 05/01/11		1,450		1,534,114
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		1,850		2,055,387
California State Department of Water Resources Power Supply (RB) Series A (MBIA)
5.000%, 05/01/11		1,000		1,054,330
California State Economic Recovery (GO) Series A
5.000%, 01/01/10		985		991,599
5.000%, 01/01/11		3,500		3,657,465
3.500%, 07/01/11		1,075		1,110,787
5.000%, 07/01/11		1,000		1,057,770
California State Economic Recovery (GO) Series A (MBIA)
5.000%, 07/01/11		800		846,216
5.000%, 07/01/12		2,475		2,678,965
5.250%, 07/01/13		3,810		4,216,184
California State University (RB) Series A
3.000%, 11/01/12		500		520,220
4.000%, 11/01/12		545		583,722
4.000%, 11/01/12		1,000		1,071,050

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CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Chabot-Las Positas Community College District (GO) (AMBAC)
5.000%, 08/01/11	$	1,010	$	1,080,478
Charter Oak Unified School District (GO) Series B (FSA)
5.000%, 07/01/13		2,805		3,168,135
Chino Basin Regional Financing Authority (RB)
5.900%, 08/01/11		810		875,262
City & County of San Francisco (GO) Series A (AMBAC)
5.000%, 06/15/12		1,600		1,744,720
City & County of San Francisco (GO) Series R-1 (FGIC)
5.000%, 06/15/12		3,855		4,219,298
City of Folsom (GO)
4.000%, 08/01/14		1,285		1,387,967
City of Los Angeles (GO) (MBIA)
4.000%, 09/01/10		1,000		1,028,690
City of Los Angeles (GO) Series A
2.500%, 09/01/13		2,500		2,559,700
City of Los Angeles (GO) Series A (MBIA)
5.000%, 09/01/12		1,165		1,280,405
City of Los Angeles (RB) Series A
4.000%, 06/01/12		815		854,446
5.000%, 06/01/13		1,300		1,412,788
5.000%, 06/01/14		2,000		2,255,440
City of Los Angeles (RB) Series C (NATL-RE)
5.375%, 06/01/13		600		676,158
East Bay Regional Park District (GO)
4.000%, 09/01/13		1,375		1,496,949
El Camino Community College District (GO) Series A (MBIA)
5.000%, 08/01/13		2,915		3,300,742
5.000%, 08/01/13		3,060		3,464,930
El Camino Community College District (GO) Series A (NATL-RE)
5.000%, 08/01/13		600		679,398
El Monte Union High School District (GO) Series A (FSA)
5.000%, 06/01/13		2,185		2,457,513
Escondido Union School District (GO) Series A
5.000%, 08/01/12		3,045		3,369,171

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Foothill-De Anza Community College District (GO) Series B
5.250%, 08/01/13	$	2,000	$	2,278,900
5.250%, 08/01/13		3,675		4,187,479
Fremont Union High School District (GO) (MBIA)
4.000%, 09/01/11		750		789,045
Fresno (RB) Series A-1 (AMBAC)
6.250%, 09/01/10		300		312,318
Hacienda La Puente Unified School District (GO) Series B
5.000%, 08/01/13		4,340		4,914,312
Industry Public Facilities Authority (TAN) (MBIA)
4.500%, 05/01/10		700		712,859
Long Beach Bond Finance Authority (TAN) (AMBAC)
5.375%, 08/01/12		1,585		1,762,916
Long Beach Unified School District (GO)
4.000%, 08/01/12		500		538,205
Long Beach Unified School District (GO) Series A
5.000%, 08/01/13		2,000		2,245,960
Los Angeles Community College District (GO) Series A (FSA)
5.250%, 08/01/14		4,000		4,573,480
Los Angeles Community College District (GO) Series F-1
3.250%, 08/01/14		850		887,621
Los Angeles Convention & Exhibit Center Authority (RB) Series A
6.125%, 08/15/11		1,500		1,596,480
Los Angeles County Capital Asset Leasing Corp. (RB) Series A (AMBAC)
4.000%, 12/01/09		520		521,342
Los Angeles County Metropolitan Transportation Authority (RB) (ETM) Series A (FSA)
5.000%, 07/01/11		2,500		2,708,150
Los Angeles County Metropolitan Transportation Authority (RB) Series A
4.000%, 07/01/11		750		784,875

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CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Los Angeles County Metropolitan Transportation Authority (RB) Series C (AMBAC)
6.000%, 07/01/11	$	580	$	626,464
Los Angeles County Public Works Financing Authority (RB) Series A (MBIA)
5.000%, 12/01/09		1,300		1,303,081
Los Angeles County Sanitation Districts Financing Authority (RB) Series A (FSA)
5.000%, 10/01/12		5,000		5,517,200
Los Angeles Department of Water & Power (RB) Series A-1 (MBIA)
5.000%, 07/01/11		460		490,102
Los Angeles Municipal Improvement Corp (RB) Series A (NATL-RE)
5.250%, 06/01/12		1,050		1,137,696
Los Angeles Unified School District (GO)
5.500%, 07/01/11		800		858,912
Los Angeles Unified School District (GO) (AMBAC)
5.000%, 07/01/11		175		186,452
Los Angeles Unified School District (GO) (MBIA)
5.500%, 07/01/12		800		883,952
Los Angeles Unified School District (GO) Series A (FGIC)
6.000%, 07/01/11		1,000		1,081,840
Los Angeles Unified School District (GO) Series A (MBIA)
5.250%, 07/01/12		3,600		3,954,420
Los Angeles Unified School District (GO) Series B
4.000%, 07/01/13		500		535,095
Los Angeles Wastewater System (RB) Series A
4.000%, 06/01/12		1,000		1,069,200
Metropolitan Water District of Southern California (GO) Series B
4.000%, 03/01/11		500		520,500

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Metropolitan Water District of Southern California (RB) Series B
3.750%, 07/01/11	$	3,000	$	3,142,440
Mountain View-Whisman School District (GO) Series D (MBIA)
5.000%, 06/01/12		1,480		1,644,532
Norwalk Redevelopment Agency (TAN) Series A (MBIA)
4.000%, 10/01/10		670		686,891
Orange County (RB) Series A (MBIA)
5.000%, 06/01/12		730		794,101
Oxnard School District (GO) (FSA)
5.000%, 08/01/12		610		670,061
Pasadena Unified School District (GO) (FSA)
5.000%, 11/01/12		2,000		2,206,520
Piedmont Unified School District (GO)
2.000%, 08/01/13		725		731,532
2.000%, 08/01/14		340		339,079
Sacramento Regional County Sanitation District (RB) (NATL-RE)
5.000%, 08/01/14		750		832,612
San Diego County Water Authority (NATL-RE FGIC) Series A
5.250%, 05/01/13		795		880,304
San Diego Public Facilities Financing Authority (RB) Series A
2.750%, 05/15/11		1,150		1,172,367
2.750%, 05/15/12		1,655		1,693,297
San Diego Public Facilities Financing Authority (RB) Series B
5.000%, 05/15/14		1,000		1,099,250
San Diego Unified School District (GO) Series F (FSA)
5.000%, 07/01/14		1,555		1,774,861
San Francisco Bay Area Transit Financing Authority (RB)
6.750%, 07/01/11		795		869,428
San Francisco City & County Public Utilities Commission (RB) Series A (FSA)
5.000%, 11/01/12		4,810		5,291,818

146

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
San Jose Unified School District (GO) (FGIC)
5.000%, 08/01/11	$	1,300	$	1,386,034
5.000%, 08/01/12		5,000		5,464,000
San Leandro Unified School District (GO) Series A (FSA)
6.000%, 08/01/10		615		640,522
San Mateo County Community College District (GO) Series A
4.500%, 09/01/13		2,000		2,214,320
Santa Clara County Financing Authority (RB) (AMBAC)
7.750%, 11/15/09		1,200		1,202,700
Santa Clara Unified School District (GO)
4.000%, 07/01/13		915		965,956
Sonoma County (RB) Series A (FGIC)
4.000%, 09/01/12		1,950		2,098,922
Southern California Public Power Authority (RB) Series A (AMBAC)
5.000%, 07/01/13		1,545		1,742,065
Southern Kern Unified School District (GO)
4.000%, 12/01/09		2,800		2,806,160
Southwestern Community College District (GO) Series B
5.250%, 08/01/12		750		822,915

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Torrance Unified School District (GO)
4.000%, 08/01/13	$	830	$	887,984
University of California (RB) Series A (AMBAC)
5.000%, 05/15/11		1,140		1,210,520
University of California (RB) Series E (MBIA)
5.000%, 05/15/13		1,560		1,730,009
University of California (RB) Series J (MBIA)
5.000%, 05/15/12		450		490,018
University of California (RB) Series K (MBIA)
5.000%, 05/15/12		500		544,465
TOTAL MUNICIPAL BONDS				203,858,961
	Shares
TEMPORARY CASH INVESTMENTS — (2.0%)
BlackRock Liquidity Funds California Money Fund - Institutional Shares		4,098,274		4,098,274
TOTAL INVESTMENTS — (100.0%) (Cost $204,397,696)			$	207,957,235

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Municipal Bonds		—	$	203,858,961	—	$	203,858,961
Temporary Cash Investments	$	4,098,274		—	—		4,098,274
TOTAL	$	4,098,274	$	203,858,961	—	$	207,957,235

See accompanying Notes to Financial Statements.

147

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	U.S. Large Company Portfolio			Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio			U.S. Targeted Value Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	2,719,708			—		$	5,864,671			—
Investments at Value (including $0, $0, $0 and $254,637 of securities on loan, respectively)		—		$	166,294			—		$	1,480,808
Temporary Cash Investments at Value & Cost		—			1,328			—			15,297
Collateral Received from Securities on Loan at Value & Cost		—			—			—			280,325
Foreign Currencies at Value		—			2			—			—
Receivables:
Investment Securities/Affiliated Investment Companies Sold		367			1,803			1,788			39
Dividends and Interest		—			2,134			—			414
Securities Lending Income		—			—			—			113
Fund Shares Sold		1,641			22			3,418			2,403
Unrealized Gain on Forward Currency Contracts		—			84			—			—
Prepaid Expenses and Other Assets		21			19			75			37
Total Assets		2,721,737			171,686			5,869,952			1,779,436
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			—			280,325
Investment Securities/Affiliated Investment Companies Purchased		70			1,816			6			14,119
Fund Shares Redeemed		1,938			113			5,200			640
Due to Advisor		162			28			772			460
Forward Currency Contracts		—			1			—			—
Futures Margin Variation		—			4,433			—			—
Unrealized Loss on Forward Currency Contracts		—			45			—			—
Accrued Expenses and Other Liabilities		149			19			322			132
Total Liabilities		2,319			6,455			6,300			295,676
NET ASSETS	$	2,719,418		$	165,231		$	5,863,652		$	1,483,760
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R1 Shares — based on net assets of $0; $0; $0 and $31,393 and shares outstanding of 0; 0; 0 and 3,932,911, respectively		N/A			N/A			N/A		$	7.98
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000	*		100,000,000
Class R2 Shares — based on net assets of $0; $0; $0 and $2,930 and shares outstanding of 0; 0; 0 and 348,148, respectively		N/A			N/A			N/A		$	8.42
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000	*		100,000,000
Institutional Class Shares — based on net assets of $2,719,418; $165,231; $5,863,652 and $1,449,437 and shares outstanding of 88,883,846; 25,491,421; 370,896,893 and 123,882,701, respectively	$	30.60		$	6.48		$	15.81		$	11.70
NUMBER OF SHARES AUTHORIZED		500,000,000			300,000,000			2,000,000,000			700,000,000
Investments in Affiliated Investment Companies at Cost	$	2,707,794		$	—		$	4,959,195		$	—
Investments at Cost	$	—		$	164,421		$	—		$	1,579,217
Foreign Currencies at Cost	$	—		$	2		$	—		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	3,083,525		$	270,995		$	7,386,030		$	1,664,507
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		7,113			285			13,540			1,308
Accumulated Net Realized Gain (Loss)		(383,134	)		(109,666	)		(2,441,394	)		(83,646	)
Net Unrealized Foreign Exchange Gain (Loss)		—			39			—			—
Net Unrealized Appreciation (Depreciation)		11,914			3,578			905,476			(98,409	)
NET ASSETS	$	2,719,418		$	165,231		$	5,863,652		$	1,483,760

* Share class has not yet commenced operations. See Organization note in Notes to Financial Statements.

See accompanying Notes to Financial Statements.

148

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	U.S. Small Cap Value Portfolio			U.S. Core Equity 1 Portfolio			U.S. Core Equity 2 Portfolio			U.S. Vector Equity Portfolio
ASSETS:
Investments at Value (including $805,217, $252,234, $475,044 and $194,392 of securities on loan, respectively)	$	5,666,160		$	1,978,654		$	3,790,784		$	1,172,822
Temporary Cash Investments at Value & Cost		—			7,604			21,700			10,353
Collateral Received from Securities on Loan at Value & Cost		901,091			272,010			514,376			211,602
Receivables:
Investment Securities Sold		11,613			187			482			157
Dividends and Interest		1,762			1,891			3,381			761
Securities Lending Income		503			128			296			151
Fund Shares Sold		2,578			2,570			3,354			1,717
Prepaid Expenses and Other Assets		36			59			117			38
Total Assets		6,583,743			2,263,103			4,334,490			1,397,601
LIABILITIES:
Payables:
Upon Return of Securities Loaned		901,091			272,010			514,376			211,602
Investment Securities Purchased		231			—			13,346			6,909
Fund Shares Redeemed		3,650			1,086			1,516			573
Due to Advisor		2,572			293			663			311
Loan Payable		6,072			—			—			—
Accrued Expenses and Other Liabilities		468			131			264			92
Total Liabilities		914,084			273,520			530,165			219,487
NET ASSETS	$	5,669,659		$	1,989,583		$	3,804,325		$	1,178,114
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $5,669,659; $1,989,583; $3,804,325 and $1,178,114 and shares outstanding of 320,480,765; 232,927,015; 453,514,041 and 146,773,590, respectively	$	17.69		$	8.54		$	8.39		$	8.03
NUMBER OF SHARES AUTHORIZED		1,700,000,000			1,500,000,000			2,300,000,000			1,000,000,000
Investments at Cost	$	6,445,519		$	2,207,480		$	4,451,889		$	1,404,900
NET ASSETS CONSIST OF:
Paid-In Capital	$	7,033,726		$	2,300,603		$	4,561,822		$	1,503,595
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,918			373			698			1,895
Accumulated Net Realized Gain (Loss)		(587,626	)		(82,567	)		(97,090	)		(95,298	)
Net Unrealized Appreciation (Depreciation)		(779,359	)		(228,826	)		(661,105	)		(232,078	)
NET ASSETS	$	5,669,659		$	1,989,583		$	3,804,325		$	1,178,114

See accompanying Notes to Financial Statements.

149

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	T.A. U.S. Core Equity 2 Portfolio			U.S. Small Cap Portfolio			U.S. Micro Cap Portfolio			DFA Real Estate Securities Portfolio
ASSETS:
Investments at Value (including $185,052, $424,249, $414,662 and $657,820 of securities on loan, respectively)	$	1,434,407		$	2,508,187		$	2,801,254		$	2,004,281
Temporary Cash Investments at Value & Cost		13,453			5,249			9,293			19,896
Collateral Received from Securities on Loan at Value & Cost		200,522			466,103			459,066			699,642
Cash		—			817			—			—
Receivables:
Investment Securities Sold		245			7,518			8,032			—
Dividends and Interest		1,314			799			1,044			2,002
Securities Lending Income		131			439			448			138
Fund Shares Sold		3,590			2,376			5,459			1,407
Prepaid Expenses and Other Assets		75			28			18			33
Total Assets		1,653,737			2,991,516			3,284,614			2,727,399
LIABILITIES:
Payables:
Upon Return of Securities Loaned		200,522			466,103			459,066			699,642
Investment Securities Purchased		7,318			50			4,270			7,269
Fund Shares Redeemed		623			2,360			1,397			1,227
Due to Advisor		276			795			1,265			515
Accrued Expenses and Other Liabilities		112			207			251			187
Total Liabilities		208,851			469,515			466,249			708,840
NET ASSETS	$	1,444,886		$	2,522,001		$	2,818,365		$	2,018,559
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,444,886; $2,522,001; $2,818,365 and $2,018,559 and shares outstanding of 211,424,756; 169,387,953; 294,459,077 and 132,015,997, respectively	$	6.83		$	14.89		$	9.57		$	15.29
NUMBER OF SHARES AUTHORIZED		1,000,000,000			1,000,000,000			1,500,000,000			700,000,000
Investments at Cost	$	1,403,575		$	2,546,150		$	3,004,867		$	2,384,790
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,460,862		$	2,976,209		$	3,539,037		$	2,582,474
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,080			3,780			3,100			8,197
Accumulated Net Realized Gain (Loss)		(49,888	)		(420,025	)		(520,159	)		(191,603	)
Net Unrealized Appreciation (Depreciation)		30,832			(37,963	)		(203,613	)		(380,509	)
NET ASSETS	$	1,444,886		$	2,522,001		$	2,818,365		$	2,018,559

See accompanying Notes to Financial Statements.

150

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	Large Cap International Portfolio			International Core Equity Portfolio			T.A. World ex U.S. Core Equity Portfolio			International Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—			—			—		$	4,275,715
Investments at Value (including $228,732, $638,659, $48,751 and $0 of securities on loan, respectively)	$	1,357,706		$	3,678,259		$	664,457			—
Temporary Cash Investments at Value & Cost		772			12,615			4,521			—
Collateral Received from Securities on Loan at Value & Cost		241,564			672,695			51,990			—
Foreign Currencies at Value		4,670			4,897			637			—
Cash		15			15			16			—
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			94			—			—
Dividends, Interest and Tax Reclaims		3,097			7,308			1,242			—
Securities Lending Income		94			369			28			—
Fund Shares Sold		644			2,762			1,167			1,809
Prepaid Expenses and Other Assets		20			97			13			25
Total Assets		1,608,582			4,379,111			724,071			4,277,549
LIABILITIES:
Payables:
Upon Return of Securities Loaned		241,564			672,695			51,990			—
Investment Securities/Affiliated Investment Companies Purchased		816			3,402			2,511			—
Fund Shares Redeemed		1,415			1,553			434			4,028
Due to Advisor		294			1,117			230			1,459
Loan Payable		—			—			—			1,970
Unrealized Loss on Foreign Currency Contracts		—			—			13			—
Deferred Thailand Capital Gains Tax		—			—			101			—
Accrued Expenses and Other Liabilities		142			502			64			228
Total Liabilities		244,231			679,269			55,343			7,685
NET ASSETS	$	1,364,351		$	3,699,842		$	668,728		$	4,269,864
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,364,351; $3,699,842; $668,728 and $4,269,864 and shares outstanding of 75,697,978; 378,082,644; 82,247,205 and 305,149,395, respectively	$	18.02		$	9.79		$	8.13		$	13.99
NUMBER OF SHARES AUTHORIZED		500,000,000			2,000,000,000			500,000,000			1,500,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	—		$	—		$	4,294,421
Investments at Cost	$	1,267,278		$	4,029,287		$	555,458		$	—
Foreign Currencies at Cost	$	4,632		$	4,955		$	636		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,438,873		$	4,147,095		$	569,997		$	4,510,524
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		5,593			2,148			1,772			13,949
Accumulated Net Realized Gain (Loss)		(170,622	)		(98,357	)		(11,965	)		(236,142	)
Deferred Thailand Capital Gains Tax		—			—			(101	)		—
Net Unrealized Foreign Exchange Gain (Loss)		41			42			25			239
Net Unrealized Appreciation (Depreciation)		90,466			(351,086	)		109,000			(18,706	)
NET ASSETS	$	1,364,351		$	3,699,842		$	668,728		$	4,269,864

See accompanying Notes to Financial Statements.

151

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	Japanese Small Company Portfolio			Asia Pacific Small Company Portfolio			United Kingdom Small Company Portfolio			Continental Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	114,115		$	101,906		$	27,872		$	110,985
Receivables:
Fund Shares Sold		39			60			—			2
Prepaid Expenses and Other Assets		6			541			8			8
Total Assets		114,160			102,507			27,880			110,995
LIABILITIES:
Payables:
Affiliated Investment Companies Purchased		5			—			—			2
Fund Shares Redeemed		35			590			—			—
Due to Advisor		39			45			10			47
Accrued Expenses and Other Liabilities		23			19			7			20
Total Liabilities		102			654			17			69
NET ASSETS	$	114,058		$	101,853		$	27,863		$	110,926
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $114,058; $101,853; $27,863 and $110,926 and shares outstanding of 7,965,887; 4,946,123; 1,405,185 and 7,384,856, respectively	$	14.32		$	20.59		$	19.83		$	15.02
NUMBER OF SHARES AUTHORIZED		100,000,000			100,000,000			100,000,000			100,000,000
Investments in Affiliated Investment Companies at Cost	$	200,814		$	94,124		$	30,454		$	112,793
NET ASSETS CONSIST OF:
Paid-In Capital	$	281,358		$	133,100		$	33,451		$	136,984
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		665			246			171			(12	)
Accumulated Net Realized Gain (Loss)		(81,282	)		(39,285	)		(3,182	)		(24,284	)
Net Unrealized Foreign Exchange Gain (Loss)		16			10			5			46
Net Unrealized Appreciation (Depreciation)		(86,699	)		7,782			(2,582	)		(1,808	)
NET ASSETS	$	114,058		$	101,853		$	27,863		$	110,926

See accompanying Notes to Financial Statements.

152

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio			DFA International Small Cap Value Portfolio			International Vector Equity Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—		$	431,052			—			—
Investments at Value (including $115,028, $0, $608,093 and $37,782 of securities on loan, respectively)	$	738,601			—		$	6,828,797		$	260,778
Temporary Cash Investments at Value & Cost		4,146			1,476			—			1,155
Collateral Received from Securities on Loan at Value & Cost		125,706			—			660,434			40,466
Foreign Currencies at Value		2,412			—			15,132			393
Cash		15			—			—			16
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			—			30,421			—
Dividends, Interest and Tax Reclaims		2,843			—			14,992			505
Securities Lending Income		84			—			796			29
Fund Shares Sold		1,443			1,216			3,242			433
Unrealized Gain on Foreign Currency Contracts		—			—			11			—
Prepaid Expenses and Other Assets		23			11			44			11
Total Assets		875,273			433,755			7,553,869			303,786
LIABILITIES:
Payables:
Upon Return of Securities Loaned		125,706			—			660,434			40,466
Investment Securities/Affiliated Investment Companies Purchased		6,642			851			5,189			608
Fund Shares Redeemed		278			364			17,039			28
Due to Advisor		220			12			3,900			114
Loan Payable		—			—			6,784			—
Unrealized Loss on Foreign Currency Contracts		12			—			—			—
Accrued Expenses and Other Liabilities		86			26			566			26
Total Liabilities		132,944			1,253			693,912			41,242
NET ASSETS	$	742,329		$	432,502		$	6,859,957		$	262,544
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Cass Shares — based on net assets of $742,329; $432,502; $6,859,957 and $262,544 and shares outstanding of 141,680,837; 64,034,248; 459,928,367 and 28,473,641, respectively	$	5.24		$	6.75		$	14.92		$	9.22
NUMBER OF SHARES AUTHORIZED		700,000,000			500,000,000			2,300,000,000			500,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	398,827		$	—		$	—
Investments at Cost	$	957,745		$	—		$	7,473,482		$	206,191
Foreign Currencies at Cost	$	2,416		$	—		$	15,313		$	397
NET ASSETS CONSIST OF:
Paid-In Capital	$	987,291		$	402,565		$	7,526,604		$	211,061
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		24,078			4,918			11,837			715
Accumulated Net Realized Gain (Loss)		(49,991	)		(7,206	)		(33,616	)		(3,819	)
Net Unrealized Foreign Exchange Gain (Loss)		99			—			(2	)		4
Net Unrealized Appreciation (Depreciation)		(219,148	)		32,225			(644,866	)		54,583
NET ASSETS	$	742,329		$	432,502		$	6,859,957		$	262,544

See accompanying Notes to Financial Statements.

153

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	Emerging Markets Portfolio			Emerging Markets Small Cap Portfolio			Emerging Markets Core Equity Portfolio			DFA One-Year Fixed Income Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	1,967,084		$	1,134,439			—			—
Investments at Value (including $0, $0, $268,990 and $878,404 of securities on loan, respectively)		—			—		$	2,448,223		$	4,232,448
Temporary Cash Investments at Value & Cost		—			—			9,355			18,442
Collateral Received from Securities on Loan at Value & Cost		—			—			291,756			894,976
Foreign Currencies at Value		—			—			2,773			—
Cash		—			—			20			1
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			570			131			30,611
Dividends, Interest and Tax Reclaims		—			—			2,785			20,258
Securities Lending Income		—			—			287			92
Fund Shares Sold		1,632			2,107			3,735			4,025
Prepaid Expenses and Other Assets		83			20			51			68
Total Assets		1,968,799			1,137,136			2,759,116			5,200,921
	��
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			291,756			894,976
Investment Securities/Affiliated Investment Companies Purchased		5			—			7,266			31,674
Fund Shares Redeemed		1,693			2,677			1,685			3,676
Due to Advisor		687			440			1,172			529
Deferred Thailand Capital Gains Tax		—			—			1,833			—
Accrued Expenses and Other Liabilities		126			61			369			451
Total Liabilities		2,511			3,178			304,081			931,306
NET ASSETS	$	1,966,288		$	1,133,958		$	2,455,035		$	4,269,615
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,966,288; $1,133,958; $2,455,035 and $4,269,615 and shares outstanding of 77,941,731; 64,989,784; 148,925,100 and 413,344,376, respectively	$	25.23		$	17.45		$	16.49		$	10.33
NUMBER OF SHARES AUTHORIZED		500,000,000			500,000,000			1,000,000,000			2,000,000,000
Investments in Affiliated Investment Companies at Cost	$	1,011,671		$	854,969		$	—		$	—
Investments at Cost	$	—		$	—		$	1,999,175		$	4,213,549
Foreign Currencies at Cost	$	—		$	—		$	2,802		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	977,560		$	890,751		$	2,091,817		$	4,248,039
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,281			2,323			6,664			3,329
Accumulated Net Realized Gain (Loss)		32,042			(38,091	)		(90,709	)		(652	)
Deferred Thailand Capital Gains Tax		(2,072	)		(570	)		(1,832	)		—
Net Unrealized Foreign Exchange Gain (Loss)		64			75			76			—
Net Unrealized Appreciation (Depreciation)		955,413			279,470			449,019			18,899
NET ASSETS	$	1,966,288		$	1,133,958		$	2,455,035		$	4,269,615

See accompanying Notes to Financial Statements.

154

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	DFA Two-Year Global Fixed Income Portfolio		DFA Selectively Hedged Global Fixed Income Portfolio			DFA Five-Year Government Portfolio		DFA Five-Year Global Fixed Income Portfolio
ASSETS:
Investments at Value (including $1,393,220, $0, $0 and $942,168 of securities on loan, respectively)	$	3,771,558	$	295,947		$	988,415	$	3,171,717
Temporary Cash Investments at Value & Cost		43,978		7,357			8,107		28,937
Collateral Received from Securities on Loan at Value & Cost		1,395,043		—			—		943,857
Foreign Currencies at Value		4		318			—		31
Cash		16		15			—		15
Receivables:
Interest		38,547		4,094			11,429		43,757
Securities Lending Income		120		—			—		94
Fund Shares Sold		3,971		264			1,179		2,772
Unrealized Gain on Forward Currency Contracts		7,608		221			—		1,098
Prepaid Expenses and Other Assets		53		21			21		36
Total Assets		5,260,898		308,237			1,009,151		4,192,314
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,395,043		—			—		943,857
Investment Securities Purchased		16,145		4,730			—		15,361
Fund Shares Redeemed		2,053		10			665		1,907
Due to Advisor		473		37			166		661
Forward Currency Contracts		—		—			—		2,755
Unrealized Loss on Forward Currency Contracts		728		—			—		6,734
Accrued Expenses and Other Liabilities		427		20			83		252
Total Liabilities		1,414,869		4,797			914		971,527
NET ASSETS	$	3,846,029	$	303,440		$	1,008,237	$	3,220,787
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $3,846,029; $303,440; $1,008,237 and $3,220,787 and shares outstanding of 374,426,564; 30,329,215; 92,315,819 and 285,848,266, respectively	$	10.27	$	10.00		$	10.92	$	11.27
NUMBER OF SHARES AUTHORIZED		2,000,000,000		300,000,000			500,000,000		1,500,000,000
Investments at Cost	$	3,733,561	$	291,974		$	960,118	$	2,989,151
Foreign Currencies at Cost	$	4	$	328		$	—	$	25
NET ASSETS CONSIST OF:
Paid-In Capital	$	3,761,961	$	299,175		$	968,280	$	2,997,967
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		35,357		(262	)		4,029		51,072
Accumulated Net Realized Gain (Loss)		3,896		230			7,631		(5,372	)
Net Unrealized Foreign Exchange Gain (Loss)		6,818		334			—		(5,452	)
Net Unrealized Appreciation (Depreciation)		37,997		3,963			28,297		182,572
NET ASSETS	$	3,846,029	$	303,440		$	1,008,237	$	3,220,787

See accompanying Notes to Financial Statements.

155

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	DFA Intermediate Government Fixed Income Portfolio		DFA Short-Term Extended Quality Portfolio		DFA Inflation- Protected Securities Portfolio			DFA Short-Term Municipal Bond Portfolio			DFA California Short-Term Municipal Bond Portfolio
ASSETS:
Investments at Value	$	1,455,951	$	371,025	$	762,660		$	1,130,793		$	203,859
Temporary Cash Investments at Value & Cost		13,952		5,637		5,189			31,146			4,098
Cash		—		1,249		1			—			—
Receivables:
Interest		20,658		4,739		4,182			14,817			2,717
Fund Shares Sold		1,383		760		2,441			773			216
Prepaid Expenses and Other Assets		21		5		29			29			8
Deferred Offering Costs		—		13		—			—			—
Total Assets		1,491,965		383,428		774,502			1,177,558			210,898
LIABILITIES:
Payables:
Investment Securities Purchased		7,073		4,583		—			8,637			—
Fund Shares Redeemed		506		303		268			389			74
Due to Advisor		122		31		62			194			35
Accrued Expenses and Other Liabilities		109		36		62			79			15
Total Liabilities		7,810		4,953		392			9,299			124
NET ASSETS	$	1,484,155	$	378,475	$	774,110		$	1,168,259		$	210,774
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,484,155; $378,475; $774,110; $1,168,259 and $210,774 and shares outstanding of 120,610,863; 35,845,121; 70,674,107; 114,050,473 and 20,544,763, respectively	$	12.31	$	10.56	$	10.95		$	10.24		$	10.26
NUMBER OF SHARES AUTHORIZED		700,000,000		500,000,000		500,000,000			500,000,000			300,000,000
Investments at Cost	$	1,352,911	$	359,936	$	732,410		$	1,112,922		$	200,300
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,365,244	$	366,048	$	738,273		$	1,148,598		$	206,861
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		9,734		1,051		6,361			1,807			354
Accumulated Net Realized Gain (Loss)		6,137		287		(774	)		(17	)		—
Net Unrealized Appreciation (Depreciation)		103,040		11,089		30,250			17,871			3,559
NET ASSETS	$	1,484,155	$	378,475	$	774,110		$	1,168,259		$	210,774

See accompanying Notes to Financial Statements.

156

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	U.S. Large Company Portfolio*			Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio*			U.S. Targeted Value Portfolio
Investment Income
Dividends	$	59,319		$	70		$	117,909		$	15,053
Interest		102			1,745			134			174
Income from Securities Lending		2,885			—			10,208			2,833
Expenses Allocated from Affiliated Investment Company		(1,420	)		—			(6,547	)		—
Total Investment Income		60,886			1,815			121,704			18,060
Expenses
Investment Advisory Services Fees		—			52			—			1,129
Administrative Services Fees		2,248			237			7,521			2,823
Accounting & Transfer Agent Fees		58			32			108			161
S&P 500® Fees		—			3			—			—
Shareholder Servicing Fees —
Class R1 Shares		—			—			—			26
Class R2 Shares		—			—			—			5
Custodian Fees		—			5			—			49
Filing Fees		90			32			148			149
Shareholders’ Reports		114			18			250			94
Directors’/Trustees’ Fees & Expenses		47			—			97			31
Professional Fees		32			7			76			61
Other		29			20			64			132
Total Expenses		2,618			406			8,264			4,660
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(485	)		—			—			—
Net Expenses		2,133			406			8,264			4,660
Net Investment Income (Loss)		58,753			1,409			113,440			13,400
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(177,354	)		(24,217	)		(2,244,299	)		(80,571	)
Futures		7,676			25,750			—			(823	)
Foreign Currency Transactions		—			(1,379	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		354,409			2,720			2,728,048			244,441
Futures		(4,182	)		1,705			—			(3	)
Translation of Foreign Currency Denominated Amounts		—			39			—			—
Net Realized and Unrealized Gain (Loss)		180,549			4,618			483,749			163,044
Net Increase (Decrease) in Net Assets Resulting from Operations	$	239,302		$	6,027		$	597,189		$	176,444

 * Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

157

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	U.S. Small Cap Value Portfolio			U.S. Core Equity 1 Portfolio			U.S. Core Equity 2 Portfolio			U.S. Vector Equity Portfolio
Investment Income
Dividends	$	35,309		$	32,271		$	56,277		$	15,402
Interest		31			125			229			70
Income from Securities Lending		4,728			2,723			5,784			2,521
Total Investment Income		40,068			35,119			62,290			17,993
Expenses
Investment Advisory Services Fees		6,898			2,668			5,833			2,766
Administrative Services Fees		14,851			—			—			—
Accounting & Transfer Agent Fees		472			212			377			133
Custodian Fees		85			48			72			41
Filing Fees		72			120			194			97
Shareholders’ Reports		352			45			102			50
Directors’/Trustees’ Fees & Expenses		—			40			69			21
Professional Fees		226			67			122			38
Other		553			190			341			114
Total Expenses		23,509			3,390			7,110			3,260
Net Investment Income (Loss)		16,559			31,729			55,180			14,733
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(373,304	)		(60,672	)		(38,804	)		(80,019	)
Futures		570			683			3,212			407
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		602,920			253,827			375,912			173,818
Futures		—			(2	)		(1	)		—
Net Realized and Unrealized Gain (Loss)		230,186			193,836			340,319			94,206
Net Increase (Decrease) in Net Assets Resulting from Operations	$	246,745		$	225,565		$	395,499		$	108,939

See accompanying Notes to Financial Statements.

158

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	T.A. U.S. Core Equity 2 Portfolio			U.S. Small Cap Portfolio			U.S. Micro Cap Portfolio			DFA Real Estate Securities Portfolio
Investment Income
Dividends	$	20,994		$	15,145		$	19,025		$	71,430
Interest		174			16			15			51
Income from Securities Lending		1,782			3,676			4,341			3,792
Total Investment Income		22,950			18,837			23,381			75,273
Expenses
Investment Advisory Services Fees		2,406			447			1,753			4,606
Administrative Services Fees		—			6,693			10,155			—
Accounting & Transfer Agent Fees		152			212			251			211
Custodian Fees		50			58			47			20
Filing Fees		201			132			68			97
Shareholders’ Reports		29			146			198			147
Directors’/Trustees’ Fees & Expenses		35			—			—			24
Professional Fees		45			91			113			69
Other		129			240			287			369
Total Expenses		3,047			8,019			12,872			5,543
Net Investment Income (Loss)		19,903			10,818			10,509			69,730
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—			—			—			16,169
Net Realized Gain (Loss) on:
Investment Securities Sold		(41,654	)		(68,079	)		(190,350	)		(106,626	)
Futures		(854	)		—			—			(1,065	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		211,836			284,014			168,490			92,786
Futures		(1	)		—			—			(10	)
Net Realized and Unrealized Gain (Loss)		169,327			215,935			(21,860	)		1,254
Net Increase (Decrease) in Net Assets Resulting from Operations	$	189,230		$	226,753		$	(11,351	)	$	70,984

See accompanying Notes to Financial Statements.

159

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Large Cap International Portfolio			International Core Equity Portfolio			T.A. World ex U.S. Core Equity Portfolio			International Small Company Portfolio*
Investment Income
Net Investment Income Received from Affiliated Investment Companies:
Dividends (Net of Foreign Taxes Withheld of $0, $0, $0 and $6,806, respectively)		—			—			—		$	89,418
Interest		—			—			—			106
Income from Securities Lending		—			—			—			13,207
Expenses Allocated from Affiliated Investment Company		—			—			—			(5,258	)
Total Net Investment Income Received from Affiliated Investment Companies		—			—			—			97,473
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $3,405, $7,233, $1,206, and $0, respectively)	$	37,283		$	81,517		$	13,481			—
Interest		26			112			27			21
Income from Securities Lending		2,539			7,668			488			—
Total Fund Investment Income		39,848			89,297			13,996			21
Fund Expenses
Investment Advisory Services Fees		2,880			9,575			1,911			—
Administrative Services Fees		—			—			—			13,452
Accounting & Transfer Agent Fees		169			359			83			77
Custodian Fees		202			589			248			—
Filing Fees		88			187			63			107
Shareholders’ Reports		106			118			14			189
Directors’/Trustees’ Fees & Expenses		17			68			16			59
Professional Fees		53			118			35			36
Organizational & Offering Costs		—			—			17			—
Other		161			342			64			34
Total Expenses		3,676			11,356			2,451			13,954
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			—			135			—
Net Expenses		3,676			11,356			2,586			13,954
Net Investment Income (Loss)		36,172			77,941			11,410			83,540
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(150,602	)		(83,575	)		(8,990	)		(110,040	)
Futures		919			(2,556	)		(660	)		592
Foreign Currency Transactions		951			1,319			97			1,180
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		374,243			928,934			196,743			1,280,471
Futures		—			(15	)		(1	)		1
Translation of Foreign Currency Denominated Amounts		(64	)		(108	)		(31	)		(297	)
Change in Deferred Thailand Capital Gains Tax		—			—			(101	)		—
Net Realized and Unrealized Gain (Loss)		225,447			843,999			187,057			1,171,907
Net Increase (Decrease) in Net Assets Resulting from Operations	$	261,619		$	921,940		$	198,467		$	1,255,447

 * Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

160

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Japanese Small Company Portfolio*			Asia Pacific Small Company Portfolio*			United Kingdom Small Company Portfolio*			Continental Small Company Portfolio*
Investment Income
Dividends (Net of Foreign Taxes Withheld of $142, $58, $0 and $358, respectively)	$	1,899		$	2,693		$	989		$	2,349
Interest		2			2			1			5
Income from Securities Lending		640			299			17			380
Expenses Allocated from Affiliated Investment Companies		(169	)		(132	)		(34	)		(142	)
Total Net Investment Income Received from Affiliated Investment Companies		2,372			2,862			973			2,592
Expenses
Administrative Services Fees		446			286			95			362
Accounting & Transfer Agent Fees		15			15			13			15
Filing Fees		18			20	��		15			22
Shareholders’ Reports		6			6			3			7
Directors’/Trustees’ Fees & Expenses		2			1			—			1
Professional Fees		2			3			2			2
Other		4			2			4			4
Total Expenses		493			333			132			413
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			4			(20	)		11
Net Expenses		493			337			112			424
Net Investment Income (Loss)		1,879			2,525			861			2,168
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(14,110	)		(8,877	)		(2,247	)		(7,421	)
Futures		43			(89	)		26			(137	)
Foreign Currency Transactions		250			23			(10	)		(49	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		37,328			52,469			9,569			37,449
Futures		—			—			—			(1	)
Translation of Foreign Currency Denominated Amounts		(61	)		29			(6	)		24
Net Realized and Unrealized Gain (Loss)		23,450			43,555			7,332			29,865
Net Increase (Decrease) in Net Assets Resulting from Operations	$	25,329		$	46,080		$	8,193		$	32,033

 * Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s respective Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

161

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio*			DFA International Small Cap Value Portfolio			International Vector Equity Portfolio
Investment Income
Income Distributions Received from Affiliated Investment Companies		—		$	7,670			—			—
Dividends (Net of Foreign Taxes Withheld of $3,542, $0, $10,608 and $431, respectively)	$	32,209			—		$	142,769		$	4,841
Interest		5			10			231			12
Income from Securities Lending		2,060			—			14,358			412
Total Investment Income		34,274			7,680			157,358			5,265
Expenses
Investment Advisory Services Fees		1,753			—			35,181			811
Administrative Services Fees		—			769			—			—
Accounting & Transfer Agent Fees		87			16			693			47
Custodian Fees		108			—			1,096			107
Filing Fees		66			31			121			16
Shareholders’ Reports		63			15			275			16
Directors’/Trustees’ Fees & Expenses		12			7			99			6
Professional Fees		20			7			254			7
Organizational & Offering Costs		—			33			—			35
Other		64			4			730			22
Total Expenses		2,173			882			38,449			1,067
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			(706	)		—			17
Net Expenses		2,173			176			38,449			1,084
Net Investment Income (Loss)		32,101			7,504			118,909			4,181
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(36,531	)		(6,921	)		(20,925	)		(3,551	)
Futures		234			—			(9,031	)		(232	)
Foreign Currency Transactions		185			—			(2,189	)		(23	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		170,229			66,893			1,907,503			71,485
Futures		—			—			(28	)		(1	)
Translation of Foreign Currency Denominated Amounts		209			—			(469	)		(11	)
Net Realized and Unrealized Gain (Loss)		134,326			59,972			1,874,861			67,667
Net Increase (Decrease) in Net Assets Resulting from Operations	$	166,427		$	67,476		$	1,993,770		$	71,848

 * Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

162

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Emerging Markets Portfolio*			Emerging Markets Small Cap Portfolio*			Emerging Markets Core Equity Portfolio			DFA One-Year Fixed Income Portfolio*
Investment Income
Dividends (Net of Foreign Taxes Withheld of $4,615, $1,814, $4,585 and $0, respectively)	$	40,471		$	19,964		$	43,855			—
Interest		67			21			48		$	50,479
Income from Securities Lending		3,108			2,129			4,061			—
Expenses Allocated from Affiliated Investment Companies		(3,138	)		(2,578	)		—			(1,302	)
Total Investment Income		40,508			19,536			47,964			49,177
Expenses
Investment Advisory Services Fees		—			—			9,732			46
Administrative Services Fees		6,299			3,484			—			3,448
Accounting & Transfer Agent Fees		44			28			241			86
Custodian Fees		—			—			1,315			1
Filing Fees		63			58			152			183
Shareholders’ Reports		117			48			114			152
Directors’/Trustees’ Fees & Expenses		21			12			41			94
Professional Fees		17			8			103			72
Other		25			13			226			78
Total Expenses		6,586			3,651			11,924			4,160
Net Investment Income (Loss)		33,922			15,885			36,040			45,017
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		37,268			(15,114	)		(25,567	)		6,804
Futures		(2,712	)		(630	)		(873	)		—
Foreign Currency Transactions		(28	)		(178	)		(297	)		—
In-Kind Redemptions		17,805	**		—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		592,684			522,143			981,322			30,261
Futures		(30	)		(9	)		(4	)		—
Translation of Foreign Currency Denominated Amounts		196			168			33			—
Change in Deferred Thailand Capital Gains Tax		(1,264	)		(785	)		(1,800	)		—
Net Realized and Unrealized Gain (Loss)		643,919			505,595			952,814			37,065
Net Increase (Decrease) in Net Assets Resulting from Operations	$	677,841		$	521,480		$	988,854		$	82,082

  * For the period November 1, 2008 to June 4, 2009 Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s respective Master Fund (Affiliated Investment Companies).

** See Note M in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

163

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA Two-Year Global Fixed Income Portfolio*			DFA Selectively Hedged Global Fixed Income Portfolio			DFA Five-Year Government Portfolio		DFA Five-Year Global Fixed Income Portfolio
Investment Income
Interest	$	66,491		$	6,472		$	27,157	$	84,414
Income from Securities Lending		39			—			—		160
Expenses Allocated from Affiliated Investment Company		(2,534	)		—			—		—
Total Investment Income		63,996			6,472			27,157		84,574
Expenses
Investment Advisory Services Fees		41			318			2,022		7,617
Administrative Services Fees		3,169			—			—		—
Accounting & Transfer Agent Fees		80			51			147		406
Custodian Fees		13			18			11		184
Filing Fees		122			61			66		144
Shareholders’ Reports		156			6			56		158
Directors’/Trustees’ Fees & Expenses		86			6			24		73
Professional Fees		68			12			47		143
Organizational & Offering Costs		—			7			—		—
Other		78			27			144		400
Total Expenses		3,813			506			2,517		9,125
Net Investment Income (Loss)		60,183			5,966			24,640		75,449
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		25,365			384			27,247		19,184
Foreign Currency Transactions		25,954			(15,821	)		—		49,631
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		(6,521	)		32,803			22,977		87,483
Translation of Foreign Currency Denominated Amounts		6,818			806			—		(3,992	)
Net Realized and Unrealized Gain (Loss)		51,616			18,172			50,224		152,306
Net Increase (Decrease) in Net Assets Resulting from Operations	$	111,799		$	24,138		$	74,864	$	227,755

 * For the period November 1, 2008 to October 16, 2009 Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s respective Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

164

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA Intermediate Government Fixed Income Portfolio		DFA Short-Term Extended Quality Portfolio(a)			DFA Inflation- Protected Securities Portfolio			DFA Short-Term Municipal Bond Portfolio		DFA California Short-Term Municipal Bond Portfolio
Investment Income
Interest	$	57,708	$	5,679		$	7,287		$	23,118	$	4,669
Total Investment Income		57,708		5,679			7,287			23,118		4,669
Expenses
Investment Advisory Services Fees		1,333		300			536			2,064		385
Accounting & Transfer Agent Fees		186		34			86			148		44
Custodian Fees		15		7			7			11		3
Filing Fees		114		21			79			70		17
Shareholders’ Reports		63		3			28			36		5
Directors’/Trustees’ Fees & Expenses		34		7			15			27		5
Professional Fees		61		6			23			46		10
Organizational & Offering Costs		—		27			—			—		—
Other		167		15			68			137		28
Total Expenses		1,973		420			842			2,539		497
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—		(87	)		—			—		—
Net Expenses		1,973		333			842			2,539		497
Net Investment Income (Loss)		55,735		5,346			6,445			20,579		4,172
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		6,168		287			(774	)		—		23
Change in Unrealized Appreciation (Depreciation) of Investment Securities		71,964		11,089			77,881			22,482		4,608
Net Realized and Unrealized Gain (Loss)		78,132		11,376			77,107			22,482		4,631
Net Increase (Decrease) in Net Assets Resulting from Operations	$	133,867	$	16,722		$	83,552		$	43,061	$	8,803

(a) The Portfolio commenced operations on March 4, 2009.

See accompanying Notes to Financial Statements.

165

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Large Company Portfolio									Enhanced U.S. Large Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	58,753		$	61,569		$	59,476		$	1,409		$	12,018		$	9,767
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			8,681			26,075
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(177,354	)		(104,970	)		3,775			(24,217	)		(11,592	)		3,051
Futures		7,676			(17,555	)		714			25,750			—			—
Foreign Currency Transactions		—			—			—			(1,379	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		354,409			(1,194,131	)		164,399			2,720			(116,750	)		(13,649	)
Futures		(4,182	)		521			(288	)		1,705			—			—
Translation of Foreign Currency Denominated Amounts		—			—			—			39			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		239,302			(1,254,566	)		228,076			6,027			(107,643	)		25,244
Distributions From:
Net Investment Income:
Institutional Class Shares		(62,498	)		(67,060	)		(55,847	)		(17,802	)		(10,906	)		(11,397	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			(1,762	)		(4,842	)		(11,623	)
Net Long-Term Gains:
Institutional Class Shares		—			—			—			—			(17,601	)		(1,991	)
Total Distributions		(62,498	)		(67,060	)		(55,847	)		(19,564	)		(33,349	)		(25,011	)
Capital Share Transactions (1):
Shares Issued		812,573			1,128,680			906,212			58,709	*		75,527			93,808
Shares Issued in Lieu of Cash Distributions		49,324			59,339			51,856			18,404			32,429			24,050
Shares Redeemed		(863,321	)		(738,188	)		(583,275	)		(98,676	)		(103,683	)		(128,257	)
Net Increase (Decrease) from Capital Share Transactions		(1,424	)		449,831			374,793			(21,563	)		4,273			(10,399	)
Total Increase (Decrease) in Net Assets		175,380			(871,795	)		547,022			(35,100	)		(136,719	)		(10,166	)
Net Assets
Beginning of Period		2,544,038			3,415,833			2,868,811			200,331			337,050			347,216
End of Period	$	2,719,418		$	2,544,038		$	3,415,833		$	165,231		$	200,331		$	337,050
(1) Shares Issued and Redeemed:
Shares Issued		31,260			29,917			21,005			9,053			9,136			8,538
Shares Issued in Lieu of Cash Distributions		1,881			1,514			1,222			3,392			3,364			2,263
Shares Redeemed		(33,310	)		(20,702	)		(13,462	)		(17,904	)		(12,436	)		(11,632	)
Net Increase (Decrease) from Shares Issued and Redeemed		(169	)		10,729			8,765			(5,459	)		64			(831	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	7,113		$	10,863		$	16,354		$	285		$	15,378		$	4

* Includes $7,414 in capital contributions related to the liquidation of The Enhanced U.S. Large Company Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

166

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Large Cap Value Portfolio									U.S. Targeted Value Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	113,440		$	119,241		$	95,990		$	13,400		$	10,389		$	3,886
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			—			26,668
Net Realized Gain (Loss) on:
Investment Securities Sold		(2,244,299	)		—	†		346,023	†		(80,571	)		(2,137	)		(2,825	)
Futures		—			—			—			(823	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		2,728,048			(3,044,875	)†		(554,415	)†		244,441			(319,766	)		(75,837	)
Futures		—			—			—			(3	)		3			—
Net Increase (Decrease) in Net Assets Resulting from Operations		597,189			(2,925,634	)		(112,402	)		176,444			(311,511	)		(48,108	)
Distributions From:
Net Investment Income:
Class R1 Shares		—			—			—			(424	)		(351	)		—
Class R2 Shares		—			—			—			(27	)		(10	)		—
Institutional Class Shares		(123,996	)		(113,742	)		(88,197	)		(13,728	)		(7,766	)		(3,642	)
Net Short-Term Gains:
Institutional Class Shares		(6,242	)		(304	)		(10,685	)		—			—			(5,313	)
Net Long-Term Gains:
Institutional Class Shares		—			(315,650	)		(127,166	)		—			(14,019	)		(11,902	)
Total Distributions		(130,238	)		(429,696	)		(226,048	)		(14,179	)		(22,146	)		(20,857	)
Capital Share Transactions (1):
Shares Issued		1,807,041			2,629,415			2,547,717			850,582			975,465			500,717	*
Shares Issued in Lieu of Cash Distributions		117,409			398,086			203,411			13,641			21,294			18,152
Shares Redeemed		(1,858,197	)		(1,877,275	)		(1,287,212	)		(425,490	)		(335,145	)		(110,437	)
Net Increase (Decrease) from Capital Share Transactions		66,253			1,150,226			1,463,916			438,733			661,614			408,432
Total Increase (Decrease) in Net Assets		533,204			(2,205,104	)		1,125,466			600,998			327,957			339,467
Net Assets
Beginning of Period		5,330,448			7,535,552			6,410,086			882,762			554,805			215,338
End of Period	$	5,863,652		$	5,330,448		$	7,535,552		$	1,483,760		$	882,762		$	554,805
(1) Shares Issued and Redeemed:
Shares Issued		140,615			131,947			97,946			88,462			71,448			28,579
Shares Issued in Lieu of Cash Distributions		10,018			17,729			8,025			1,442			1,447			1,060
Shares Redeemed		(145,245	)		(92,441	)		(50,063	)		(44,353	)		(25,199	)		(6,247	)
Net Increase (Decrease) from Shares Issued and Redeemed		5,388			57,235			55,908			45,551			47,696			23,392
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	13,540		$	25,004		$	23,690		$	1,308		$	2,098		$	794

* Includes $6,246 in capital contributions related to the liquidation of The U.S. Targeted Value Series. See Organization note within the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

167

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Small Cap Value Portfolio									U.S. Core Equity 1 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	16,559		$	60,650		$	92,097		$	31,729		$	22,840		$	14,928
Capital Gain Distributions Received from Affiliated Investment Company		—			1,046,424			875,446			—			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(373,304	)		(209,110	)		(37,370	)		(60,672	)		(19,218	)		(3,304	)
Futures		570			—			—			683			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		602,920			(3,538,529	)		(1,754,043	)		253,827			(553,125	)		15,592
Futures		—			—			—			(2	)		2			—
Net Increase (Decrease) in Net Assets Resulting from Operations		246,745			(2,640,565	)		(823,870	)		225,565			(549,501	)		27,216
Distributions From:
Net Investment Income:
Institutional Class Shares		(69,882	)		(74,354	)		(85,546	)		(31,598	)		(22,927	)		(14,899	)
Net Short-Term Gains:
Institutional Class Shares		—			—			(72,477	)		—			—			(578	)
Net Long-Term Gains:
Institutional Class Shares		—			(746,639	)��		(592,599	)		—			—			(1,040	)
Total Distributions		(69,882	)		(820,993	)		(750,622	)		(31,598	)		(22,927	)		(16,517	)
Capital Share Transactions (1):
Shares Issued		1,293,768	*		1,857,448			2,756,160			1,158,480			1,087,323			609,131
Shares Issued in Lieu of Cash Distributions		67,125			798,952			722,554			30,660			21,544			16,079
Shares Redeemed		(1,372,042	)		(2,493,743	)		(1,839,654	)		(714,086	)		(425,908	)		(78,148	)
Net Increase (Decrease) from Capital Share Transactions		(11,149	)		162,657			1,639,060			475,054			682,959			547,062
Total Increase (Decrease) in Net Assets		165,714			(3,298,901	)		64,568			669,021			110,531			557,761
Net Assets
Beginning of Period		5,503,945			8,802,846			8,738,278			1,320,562			1,210,031			652,270
End of Period	$	5,669,659		$	5,503,945		$	8,802,846		$	1,989,583		$	1,320,562		$	1,210,031
(1) Shares Issued and Redeemed:
Shares Issued		72,979			84,519			93,005			160,998			107,874			50,720
Shares Issued in Lieu of Cash Distributions		4,580			34,137			24,691			4,155			2,264			1,371
Shares Redeemed		(94,264	)		(113,726	)		(62,068	)		(101,230	)		(43,396	)		(6,544	)
Net Increase (Decrease) from Shares Issued and Redeemed		(16,705	)		4,930			55,628			63,923			66,742			45,547
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,918		$	31,701		$	8,847		$	373		$	257		$	344

* Includes $28,400 in capital contributions related to the liquidation of The U.S. Small Cap Value Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

168

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Core Equity 2 Portfolio									U.S. Vector Equity Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	55,180		$	47,930		$	34,532		$	14,733		$	15,482		$	9,503
Net Realized Gain (Loss) on:
Investment Securities Sold		(38,804	)		(45,734	)		(15,734	)		(80,019	)		(13,893	)		(1,810	)
Futures		3,212			—			—			407			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		375,912			(1,104,305	)		(32,306	)		173,818			(400,041	)		(41,111	)
Futures		(1	)		1			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		395,499			(1,102,108	)		(13,508	)		108,939			(398,452	)		(33,418	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(55,009	)		(48,004	)		(34,490	)		(16,454	)		(14,964	)		(7,650	)
Net Short-Term Gains:
Institutional Class Shares		—			—			(1,625	)		—			—			(6,329	)
Net Long-Term Gains:
Institutional Class Shares		—			—			(1,516	)		—			—			—
Total Distributions		(55,009	)		(48,004	)		(37,631	)		(16,454	)		(14,964	)		(13,979	)
Capital Share Transactions (1):
Shares Issued		1,847,067			1,647,226			2,019,061			508,175			599,481			689,895
Shares Issued in Lieu of Cash Distributions		54,122			47,199			37,027			16,189			14,671			13,800
Shares Redeemed		(938,382	)		(982,705	)		(281,839	)		(289,358	)		(309,855	)		(99,868	)
Net Increase (Decrease) from Capital Share Transactions		962,807			711,720			1,774,249			235,006			304,297			603,827
Total Increase (Decrease) in Net Assets		1,303,297			(438,392	)		1,723,110			327,491			(109,119	)		556,430
Net Assets
Beginning of Period		2,501,028			2,939,420			1,216,310			850,623			959,742			403,312
End of Period	$	3,804,325		$	2,501,028		$	2,939,420		$	1,178,114		$	850,623		$	959,742
(1) Shares Issued and Redeemed:
Shares Issued		258,455			166,628			165,360			74,700			59,904			57,308
Shares Issued in Lieu of Cash Distributions		7,485			5,013			3,137			2,427			1,411			1,170
Shares Redeemed		(135,979	)		(97,859	)		(23,138	)		(44,108	)		(31,898	)		(8,342	)
Net Increase (Decrease) from Shares Issued and Redeemed		129,961			73,782			145,359			33,019			29,417			50,136
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	698		$	399		$	473		$	1,895		$	3,637		$	3,119

See accompanying Notes to Financial Statements.

169

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	T.A. U.S. Core Equity 2 Portfolio									U.S. Small Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period Oct. 4, 2007(a) to Nov. 30 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	19,903		$	6,271		$	167		$	10,818		$	21,360		$	33,291
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			243,531			216,208
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(41,654	)		(7,078	)		(310	)		(68,079	)		(116,947	)		2,061
Futures		(854	)		—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		211,836			(179,572	)		(1,432	)		284,014			(1,073,797	)		(321,609	)
Futures		(1	)		1			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		189,230			(180,378	)		(1,575	)		226,753			(925,853	)		(70,049	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(18,642	)		(4,648	)		—			(26,412	)		(26,222	)		(32,047	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			—			(8,922	)		(34,803	)
Net Long-Term Gains:
Institutional Class Shares		—			—			—			—			(173,725	)		(134,723	)
Total Distributions		(18,642	)		(4,648	)		—			(26,412	)		(208,869	)		(201,573	)
Capital Share Transactions (1):
Shares Issued		1,195,628			995,838			120,639			877,915	*		937,947			727,472
Shares Issued in Lieu of Cash Distributions		18,449			4,587			—			24,690			204,052			197,467
Shares Redeemed		(524,944	)		(336,741	)		(12,557	)		(647,794	)		(1,225,521	)		(665,423	)
															��
Net Increase (Decrease) from Capital Share Transactions		689,133			663,684			108,082			254,811			(83,522	)		259,516
Total Increase (Decrease) in Net Assets		859,721			478,658			106,507			455,152			(1,218,244	)		(12,106	)
Net Assets
Beginning of Period		585,165			106,507			—			2,066,849			3,285,093			3,297,199
End of Period	$	1,444,886		$	585,165		$	106,507		$	2,522,001		$	2,066,849		$	3,285,093
(1) Shares Issued and Redeemed:
Shares Issued		209,711			125,252			12,664			67,035			54,875			33,265
Shares Issued in Lieu of Cash Distributions		3,194			543			—			2,058			10,771			9,289
Shares Redeemed		(94,288	)		(44,316	)		(1,335	)		(54,475	)		(70,022	)		(30,180	)
Net Increase (Decrease) from Shares Issued and Redeemed		118,617			81,479			11,329			14,618			(4,376	)		12,374
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,080		$	1,827		$	173		$	3,780		$	7,754		$	3,498

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

* Includes $8,355 in capital contributions related to the liquidation of The U.S. Small Cap Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

170

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Micro Cap Portfolio									DFA Real Estate Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	10,509		$	33,434		$	45,400		$	69,730		$	68,746		$	57,485
Capital Gain Distributions Received from:
Affiliated Investment Company		—			379,091			436,439			—			—			—
Investment Securities		—			—			—			16,169			42,861			41,558
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(190,350	)		(130,372	)		(3,367	)		(106,626	)		(142,397	)		181,105
Futures		—			—			—			(1,065	)		(1,472	)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		168,490			(1,674,701	)		(655,320	)		92,786			(893,193	)		(762,357	)
Futures		—			—			—			(10	)		10			—
Net Increase (Decrease) in Net Assets Resulting from Operations		(11,351	)		(1,392,548	)		(176,848	)		70,984			(925,445	)		(482,209	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(57,816	)		(42,596	)		(40,532	)		(95,934	)		(31,389	)		(62,692	)
Net Short-Term Gains:
Institutional Class Shares		—			(40,254	)		(62,657	)		—			(3,305	)		(2,939	)
Net Long-Term Gains:
Institutional Class Shares		—			(350,779	)		(324,224	)		—			(200,903	)		(70,533	)
Total Distributions		(57,816	)		(433,629	)		(427,413	)		(95,934	)		(235,597	)		(136,164	)
Capital Share Transactions (1):
Shares Issued		588,720	*		799,061			1,088,866			760,871			946,371			1,093,839
Shares Issued in Lieu of Cash Distributions		56,003			425,522			415,408			93,552			232,037			133,705
Shares Redeemed		(681,416	)		(1,174,552	)		(1,023,645	)		(557,875	)		(941,862	)		(774,740	)
Net Increase (Decrease) from Capital Share Transactions		(36,693	)		50,031			480,629			296,548			236,546			452,804
Total Increase (Decrease) in Net Assets		(105,860	)		(1,776,146	)		(123,632	)		271,598			(924,496	)		(165,569	)
Net Assets
Beginning of Period		2,924,225			4,700,371			4,824,003			1,746,961			2,671,457			2,837,026
End of Period	$	2,818,365		$	2,924,225		$	4,700,371		$	2,018,559		$	1,746,961		$	2,671,457
(1) Shares Issued and Redeemed:
Shares Issued		53,716			65,963			68,282			61,585			41,914			34,996
Shares Issued in Lieu of Cash Distributions		6,981			32,229			26,806			7,388			9,889			4,257
Shares Redeemed		(84,421	)		(97,545	)		(64,141	)		(45,050	)		(41,934	)		(24,958	)
Net Increase (Decrease) from Shares Issued and Redeemed		(23,724	)		647			30,947			23,923			9,869			14,295
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,100		$	36,069		$	6,812		$	8,197		$	34,213		$	161

* Includes $11,529 in capital contributions related to the liquidation of The U.S. Micro Cap Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

171

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Large Cap International Portfolio									International Core Equity Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	36,172		$	56,577		$	51,732		$	77,941		$	76,838		$	39,035
Net Realized Gain (Loss) on:
Investment Securities Sold		(150,602	)		(19,013	)		37,442			(83,575	)		(11,335	)		24,982
Futures		919			—			—			(2,556	)		—			—
Foreign Currency Transactions		951			(1,346	)		174			1,319			(911	)		105
In-Kind Redemptions		—			14,987	*		—			—			7,590	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		374,243			(1,012,012	)		231,080			928,934			(1,484,029	)		105,889
Futures		—			—			—			(15	)		15			—
Translation of Foreign Currency Denominated Amounts		(64	)		65			(44	)		(108	)		73			59
Net Increase (Decrease) in Net Assets Resulting from Operations		261,619			(960,742	)		320,384			921,940			(1,411,759	)		170,070
Distributions From:
Net Investment Income:
Institutional Class Shares		(32,286	)		(53,392	)		(51,063	)		(77,469	)		(76,637	)		(38,518	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			—			(7,592	)		(2,252	)
Net Long-Term Gains:
Institutional Class Shares		—			(28,968	)		—			—			(17,164	)		(205	)
Total Distributions		(32,286	)		(82,360	)		(51,063	)		(77,469	)		(101,393	)		(40,975	)
Capital Share Transactions (1):
Shares Issued		380,682			534,434			529,554			1,709,907			1,729,052			1,460,555
Shares Issued in Lieu of Cash Distributions		31,081			78,686			47,880			75,441			97,113			39,306
Shares Redeemed		(483,605	)		(587,338	)*		(295,814	)		(911,026	)		(674,151	)*		(137,846	)
Net Increase (Decrease) from Capital Share Transactions		(71,842	)		25,782			281,620			874,322			1,152,014			1,362,015
Total Increase (Decrease) in Net Assets		157,491			(1,017,320	)		550,941			1,718,793			(361,138	)		1,491,110
Net Assets
Beginning of Period		1,206,860			2,224,180			1,673,239			1,981,049			2,342,187			851,077
End of Period	$	1,364,351		$	1,206,860		$	2,224,180		$	3,699,842		$	1,981,049		$	2,342,187
(1) Shares Issued and Redeemed:
Shares Issued		26,226			24,768			20,502			227,407			156,232			103,681
Shares Issued in Lieu of Cash Distributions		2,085			3,394			1,862			9,039			8,456			2,819
Shares Redeemed		(34,086	)		(28,525	)		(11,428	)		(123,941	)		(62,282	)		(9,741	)
Net Increase (Decrease) from Shares Issued and Redeemed		(5,775	)		(363	)		10,936			112,505			102,406			96,759
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	5,593		$	449		$	(1,254	)	$	2,148		$	(485	)	$	1,609

* See Note M in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

172

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	T.A. World ex U.S. Core Equity Portfolio						International Small Company Portfolio
	Year Ended Oct. 31, 2009			Period Mar. 6, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	11,410		$	2,171		$	83,540		$	131,960		$	108,657
Net Realized Gain (Loss) on:
Investment Securities Sold		(8,990	)		(2,290	)		(110,040	)		(120,455	)		331,045
Futures		(660	)		—			592			(569	)		—
Foreign Currency Transactions		97			6			1,180			(3,640	)		1,035
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		196,743			(87,743	)		1,280,471			(2,759,513	)		162,772
Futures		(1	)		1			1			(1	)		—
Translation of Foreign Currency Denominated Amounts		(31	)		56			(297	)		188			160
Change in Deferred Thailand Capital Gains Tax		(101	)		—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		198,467			(87,799	)		1,255,447			(2,752,030	)		603,669
Distributions From:
Net Investment Income:
Institutional Class Shares		(10,761	)		(1,192	)		(81,118	)		(132,809	)		(114,210	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			(36,135	)		(28,033	)
Net Long-Term Gains:
Institutional Class Shares		—			—			—			(278,291	)		(129,328	)
Total Distributions		(10,761	)		(1,192	)		(81,118	)		(447,235	)		(271,571	)
Capital Share Transactions (1):
Shares Issued		495,969			408,243			890,444			1,327,412			1,085,538
Shares Issued in Lieu of Cash Distributions		10,580			1,155			77,147			430,141			258,985
Shares Redeemed		(253,845	)		(92,089	)		(956,429	)		(1,071,124	)		(625,483	)
Net Increase (Decrease) from Capital Share Transactions		252,704			317,309			11,162			686,429			719,040
Total Increase (Decrease) in Net Assets		440,410			228,318			1,185,491			(2,512,836	)		1,051,138
Net Assets
Beginning of Period		228,318			—			3,084,373			5,597,209			4,546,071
End of Period	$	668,728		$	228,318		$	4,269,864		$	3,084,373		$	5,597,209
(1) Shares Issued and Redeemed:
Shares Issued		85,214			51,464			81,822			83,183			52,082
Shares Issued in Lieu of Cash Distributions		1,589			124			6,961			24,110			13,230
Shares Redeemed		(43,612	)		(12,532	)		(89,990	)		(70,097	)		(30,074	)
Net Increase (Decrease) from Shares Issued and Redeemed		43,191			39,056			(1,207	)		37,196			35,238
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	1,772		$	1,014		$	13,949		$	8,898		$	6,151

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

173

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Japanese Small Company Portfolio									Asia Pacific Small Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,879		$	3,548		$	3,072		$	2,525		$	4,300		$	3,553
Net Realized Gain (Loss) on:
Investment Securities Sold		(14,110	)		(22,824	)		(7,840	)		(8,877	)		(21,574	)		4,912
Futures		43			(10	)		—			(89	)		(34	)		—
Foreign Currency Transactions		250			(46	)		(35	)		23			(193	)		93
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		37,328			(35,124	)		365			52,469			(69,553	)		32,175
Translation of Foreign Currency Denominated Amounts		(61	)		60			19			29			(15	)		(2	)
Net Increase (Decrease) in Net Assets Resulting from Operations		25,329			(54,396	)		(4,419	)		46,080			(87,069	)		40,731
Distributions From:
Net Investment Income:
Institutional Class Shares		(2,426	)		(3,574	)		(2,759	)		(2,724	)		(4,433	)		(3,089	)
Total Distributions		(2,426	)		(3,574	)		(2,759	)		(2,724	)		(4,433	)		(3,089	)
Capital Share Transactions (1):
Shares Issued		18,298			32,726			102,980			18,265			51,749			58,296
Shares Issued in Lieu of Cash Distributions		2,219			3,367			2,746			2,398			4,090			3,008
Shares Redeemed		(62,735	)		(43,830	)		(68,425	)		(26,210	)		(46,600	)		(24,176	)
Net Increase (Decrease) from Capital Share Transactions		(42,218	)		(7,737	)		37,301			(5,547	)		9,239			37,128
Total Increase (Decrease) in Net Assets		(19,315	)		(65,707	)		30,123			37,809			(82,263	)		74,770
Net Assets
Beginning of Period		133,373			199,080			168,957			64,044			146,307			71,537
End of Period	$	114,058		$	133,373		$	199,080		$	101,853		$	64,044		$	146,307
(1) Shares Issued and Redeemed:
Shares Issued		1,589			2,312			5,861			1,318			2,384			2,409
Shares Issued in Lieu of Cash Distributions		174			220			157			196			168			131
Shares Redeemed		(4,937	)		(3,276	)		(3,939	)		(2,055	)		(2,157	)		(979	)
Net Increase (Decrease) from Shares Issued and Redeemed		(3,174	)		(744	)		2,079			(541	)		395			1,561
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	665		$	964		$	894		$	246		$	412		$	621

See accompanying Notes to Financial Statements.

174

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	United Kingdom Small Company Portfolio									Continental Small Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	861		$	1,182		$	899		$	2,168		$	4,234		$	2,554
Net Realized Gain (Loss) on:
Investment Securities Sold		(2,247	)		(771	)		1,545			(7,421	)		(16,519	)		7,620
Futures		26			—			—			(137	)		(16	)		—
Foreign Currency Transactions		(10	)		(77	)		13			(49	)		(16	)		39
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		9,569			(24,744	)		(2,123	)		37,449			(81,292	)		4,064
Futures		—			—			—			(1	)		1			—
Translation of Foreign Currency Denominated Amounts		(6	)		11			—			24			(30	)		10
Net Increase (Decrease) in Net Assets Resulting from Operations		8,193			(24,399	)		334			32,033			(93,638	)		14,287
Distributions From:
Net Investment Income:
Institutional Class Shares		(658	)		(1,104	)		(1,097	)		(2,087	)		(3,979	)		(2,638	)
Return of Capital		—			(19	)		—			—			(97	)		—
Net Short-Term Gains:
Institutional Class Shares		—			(123	)		(217	)		—			(347	)		(549	)
Net Long-Term Gains:
Institutional Class Shares		—			(1,311	)		(1,092	)		—			(6,764	)		(1,842	)
Total Distributions		(658	)		(2,557	)		(2,406	)		(2,087	)		(11,187	)		(5,029	)
Capital Share Transactions (1):
Shares Issued		4,137			25,474			11,009			14,850			72,836			94,168
Shares Issued in Lieu of Cash Distributions		556			2,517			2,404			1,874			10,871			4,921
Shares Redeemed		(10,248	)		(12,291	)		(6,010	)		(29,732	)		(55,803	)		(27,699	)
Net Increase (Decrease) from Capital Share Transactions		(5,555	)		15,700			7,403			(13,008	)		27,904			71,390
Total Increase (Decrease) in Net Assets		1,980			(11,256	)		5,331			16,938			(76,921	)		80,648
Net Assets
Beginning of Period		25,883			37,139			31,808			93,988			170,909			90,261
End of Period	$	27,863		$	25,883		$	37,139		$	110,926		$	93,988		$	170,909
(1) Shares Issued and Redeemed:
Shares Issued		288			1,087			327			1,344			3,830			4,007
Shares Issued in Lieu of Cash Distributions		36			96			74			148			539			227
Shares Redeemed		(733	)		(556	)		(179	)		(2,868	)		(3,056	)		(1,195	)
Net Increase (Decrease) from Shares Issued and Redeemed		(409	)		627			222			(1,376	)		1,313			3,039
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	171		$	(41	)	$	(171	)	$	(12	)	$	(43	)	$	(198	)

See accompanying Notes to Financial Statements.

175

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA International Real Estate Securities Portfolio									DFA Global Real Estate Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period June 4, 2008(a) to Oct. 31, 2008
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	32,101		$	22,511		$	4,578		$	7,504		$	(10	)
Net Realized Gain (Loss) on:
Investment Securities Sold		(36,531	)		(13,579	)		(3	)		(6,921	)		(280	)
Futures		234			—			—			—			—
Foreign Currency Transactions		185			(521	)		9			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		170,229			(363,676	)		(25,701	)		66,893			(34,668	)
Translation of Foreign Currency Denominated Amounts		209			(124	)		14			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		166,427			(355,389	)		(21,103	)		67,476			(34,958	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(11,227	)		(19,783	)		(2,361	)		(2,346	)		—
Net Short-Term Gains:
Institutional Class Shares		—			—			—			(24	)		—
Total Distributions		(11,227	)		(19,783	)		(2,361	)		(2,370	)		—
Capital Share Transactions (1):
Shares Issued		331,853			580,235			375,453			345,457			144,246
Shares Issued in Lieu of Cash Distributions		11,113			19,359			2,263			2,351			—
Shares Redeemed		(150,317	)		(166,782	)		(17,412	)		(71,084	)		(18,616	)
Net Increase (Decrease) from Capital Share Transactions		192,649			432,812			360,304			276,724			125,630
Total Increase (Decrease) in Net Assets		347,849			57,640			336,840			341,830			90,672
Net Assets
Beginning of Period		394,480			336,840			—			90,672			—
End of Period	$	742,329		$	394,480		$	336,840		$	432,502		$	90,672
(1) Shares Issued and Redeemed:
Shares Issued		82,981			81,466			37,594			62,358			17,468
Shares Issued in Lieu of Cash Distributions		3,104			2,444			239			445			—
Shares Redeemed		(38,756	)		(25,570	)		(1,821	)		(13,777	)		(2,460	)
Net Increase (Decrease) from Shares Issued and Redeemed		47,329			58,340			36,012			49,026			15,008
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	24,078		$	4,089		$	1,877		$	4,918		$	6

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

176

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA International Small Cap Value Portfolio									International Vector Equity Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Aug. 14, 2008(a) to Oct. 31, 2008
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	118,909		$	222,701		$	162,639		$	4,181		$	246
Net Realized Gain (Loss) on:
Investment Securities Sold		(20,925	)		28,945			682,920			(3,551	)		(27	)
Futures		(9,031	)		(1,804	)		—			(232	)		—
Foreign Currency Transactions		(2,189	)		(3,478	)		3,452			(23	)		(19	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,907,503			(4,209,886	)		(197,398	)		71,485			(16,902	)
Futures		(28	)		28			—			(1	)		1
Translation of Foreign Currency Denominated Amounts		(469	)		112			46			(11	)		15
Net Increase (Decrease) in Net Assets Resulting from Operations		1,993,770			(3,963,382	)		651,659			71,848			(16,686	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(105,935	)		(245,481	)		(179,161	)		(3,671	)		—
Net Short-Term Gains:
Institutional Class Shares		—			(65,513	)		(22,039	)		—			—
Net Long-Term Gains:
Institutional Class Shares		(25,433	)		(533,622	)		(365,355	)		—			—
Total Distributions		(131,368	)		(844,616	)		(566,555	)		(3,671	)		—
Capital Share Transactions (1):
Shares Issued		1,516,998			2,492,365			2,243,987			203,871			88,814
Shares Issued in Lieu of Cash Distributions		123,396			812,456			539,597			3,533			—	��
Shares Redeemed		(1,442,587	)		(1,877,934	)		(1,420,896	)		(79,811	)		(5,354	)
Net Increase (Decrease) from Capital Share Transactions		197,807			1,426,887			1,362,688			127,593			83,460
Total Increase (Decrease) in Net Assets		2,060,209			(3,381,111	)		1,447,792			195,770			66,774
Net Assets
Beginning of Period		4,799,748			8,180,859			6,733,067			66,774			—
End of Period	$	6,859,957		$	4,799,748		$	8,180,859		$	262,544		$	66,774
(1) Shares Issued and Redeemed:
Shares Issued		132,410			143,771			98,177			30,203			10,648
Shares Issued in Lieu of Cash Distributions		10,640			43,511			25,571			455			—
Shares Redeemed		(126,703	)		(114,727	)		(62,812	)		(12,091	)		(741	)
Net Increase (Decrease) from Shares Issued and Redeemed		16,347			72,555			60,936			18,567			9,907
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	11,837		$	681		$	33,083		$	715		$	232

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

177

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Emerging Markets Portfolio									Emerging Markets Small Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	33,922		$	65,186		$	61,164		$	15,885		$	27,317		$	17,268
Net Realized Gain (Loss) on:
Investment Securities Sold		37,268			25,666			138,572			(15,114	)		(21,877	)		98,170
Futures		(2,712	)		(348	)		—			(630	)		(404	)		—
Foreign Currency Transactions		(28	)		(820	)		(116	)		(178	)		(1,270	)		(319	)
In-Kind Redemptions		17,805	*		—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		592,684			(1,562,393	)		809,069			522,143			(754,950	)		268,054
Futures		(30	)		30			—			(9	)		9			—
Translation of Foreign Currency Denominated Amounts		196			(130	)		(26	)		168			(175	)		74
Change in Deferred Thailand Capital Gains Tax		(1,264	)		2,600			(825	)		(785	)		1,394			(451	)
Net Increase (Decrease) in Net Assets Resulting from Operations		677,841			(1,470,209	)		1,007,838			521,480			(749,956	)		382,796
Distributions From:
Net Investment Income:
Institutional Class Shares		(33,127	)		(63,916	)		(50,360	)		(16,832	)		(24,950	)		(13,632	)
Net Short-Term Gains:
Institutional Class Shares		—			(855	)		—			—			(7,087	)		(5,938	)
Net Long-Term Gains:
Institutional Class Shares		(20,948	)		(126,608	)		(14,375	)		—			(83,694	)		(46,706	)
Total Distributions		(54,075	)		(191,379	)		(64,735	)		(16,832	)		(115,731	)		(66,276	)
Capital Share Transactions (1):
Shares Issued		448,802			564,637			654,824			278,046			293,300			507,036
Shares Issued in Lieu of Cash Distributions		48,701			160,500			52,208			15,192			95,251			60,107
Shares Redeemed		(663,241	)*		(943,731	)		(606,683	)		(211,257	)		(433,687	)		(264,459	)
Net Increase (Decrease) from Capital Share Transactions		(165,738	)		(218,594	)		100,349			81,981			(45,136	)		302,684
Total Increase (Decrease) in Net Assets		458,028			(1,880,182	)		1,043,452			586,629			(910,823	)		619,204
Net Assets
Beginning of Period		1,508,260			3,388,442			2,344,990			547,329			1,458,152			838,948
End of Period	$	1,966,288		$	1,508,260		$	3,388,442		$	1,133,958		$	547,329		$	1,458,152
(1) Shares Issued and Redeemed:
Shares Issued		23,617			20,801			21,863			23,468			17,412			23,711
Shares Issued in Lieu of Cash Distributions		2,705			5,181			1,846			1,244			4,649			3,382
Shares Redeemed		(36,851	)		(33,697	)		(19,853	)		(18,390	)		(24,805	)		(12,406	)
Net Increase (Decrease) from Shares Issued and Redeemed		(10,529	)		(7,715	)		3,856			6,322			(2,744	)		14,687
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,281		$	5,826		$	10,896		$	2,323		$	3,451		$	2,393

* See Note M in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

178

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Emerging Markets Core Equity Portfolio									DFA One-Year Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	36,040		$	42,186 $			24,655		$	45,017		$	102,695		$	149,623
Net Realized Gain (Loss) on:
Investment Securities Sold		(25,567	)		(64,050	)		7,602			6,804			—			—
Futures		(873	)		—			—			—			—			—
Foreign Currency Transactions		(297	)		(1,282	)		(348	)		—			—			—
In-Kind Redemptions		—			1,902	*		—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		981,322			(1,113,650	)		426,503			30,261			(14,362	)†		2,923	†
Futures		(4	)		4			—			—			—			—
Translation of Foreign Currency Denominated Amounts		33			30			(1	)		—			—			—
Change in Deferred Thailand Capital Gains Tax		(1,800	)		1,150			(772	)		—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		988,854			(1,133,710	)		457,639			82,082			88,333			152,546
Distributions From:
Net Investment Income:
Institutional Class Shares		(29,028	)		(40,942	)		(23,343	)		(72,237	)		(102,391	)		(149,471	)
Return of Capital		—			(204	)		—			—			—			—
Net Short-Term Gains:
Institutional Class Shares		—			(1,827	)		(1,657	)		—			—			—
Net Long-Term Gains:
Institutional Class Shares		—			(5,265	)		(1,602	)		—			—			—
Total Distributions		(29,028	)		(48,238	)		(26,602	)		(72,237	)		(102,391	)		(149,471	)
Capital Share Transactions (1):
Shares Issued		935,028			940,532			857,837			2,452,200	**		1,593,555			2,045,675
Shares Issued in Lieu of Cash Distributions		27,561			47,045			25,903			70,060			100,257			146,025
Shares Redeemed		(622,906	)		(479,569	)*		(307,447	)		(1,456,910	)		(1,714,911	)		(1,383,749	)
Net Increase (Decrease) from Capital Share Transactions		339,683			508,008			576,293			1,065,350			(21,099	)		807,951
Total Increase (Decrease) in Net Assets		1,299,509			(673,940	)		1,007,330			1,075,195			(35,157	)		811,026
Net Assets
Beginning of Period		1,155,526			1,829,466			822,136			3,194,420			3,229,577			2,418,551
End of Period	$	2,455,035		$	1,155,526		$	1,829,466		$	4,269,615		$	3,194,420		$	3,229,577
(1) Shares Issued and Redeemed:
Shares Issued		84,048			59,236			46,855			234,250			156,545			200,504
Shares Issued in Lieu of Cash Distributions		2,073			3,094			1,454			6,837			9,865			14,346
Shares Redeemed		(54,153	)		(31,680	)		(16,331	)		(141,838	)		(168,625	)		(135,669	)
Net Increase (Decrease) from Shares Issued and Redeemed		31,968			30,650			31,978			99,249			(2,215	)		79,181
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	6,664		$	(45	) $		(11	)	$	3,329		$	9,703		$	545

 * See Note M in the Notes to Financial Statements.

** Includes $42,141 in capital contributions related to the liquidation of The DFA One-Year Fixed Income Series. See Organization note within the Notes to Financial Statements.

 † See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

179

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Two-Year Global Fixed Income Portfolio									DFA Selectively Hedged Global Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Jan. 9, 2008(a) to Oct. 31, 2008
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	60,183		$	120,570		$	71,628		$	5,966		$	5,310
Net Realized Gain (Loss) on:
Investment Securities Sold		25,365			—			—			384			84
Foreign Currency Transactions		25,954			—			—			(15,821	)		(7,531	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		(6,521	)		(29,349	)†		64,546	†		32,803			(28,840	)
Translation of Foreign Currency Denominated Amounts		6,818			—			—			806			(472	)
Net Increase (Decrease) in Net Assets Resulting from Operations		111,799			91,221			136,174			24,138			(31,449	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(137,717	)		(99,225	)		(78,938	)		—			—
Return of Capital		—			—			—			—			(68	)
Net Short-Term Gains:
Institutional Class Shares		—			(300	)		—			—			—
Net Long-Term Gains:
Institutional Class Shares		—			(299	)		—			—			—
Total Distributions		(137,717	)		(99,824	)		(78,938	)		—			(68	)
Capital Share Transactions (1):
Shares Issued		1,712,693	*		860,433			1,087,521			137,279			300,770
Shares Issued in Lieu of Cash Distributions		135,759			98,963			78,258			—			68
Shares Redeemed		(1,101,490	)		(923,706	)		(548,739	)		(56,142	)		(71,156	)
Net Increase (Decrease) from Capital Share Transactions		746,962			35,690			617,040			81,137			229,682
Total Increase (Decrease) in Net Assets		721,044			27,087			674,276			105,275			198,165
Net Assets
Beginning of Period		3,124,985			3,097,898			2,423,622			198,165			—
End of Period	$	3,846,029		$	3,124,985		$	3,097,898		$	303,440		$	198,165
(1) Shares Issued and Redeemed:
Shares Issued		166,814			83,111			105,633			14,290			29,751
Shares Issued in Lieu of Cash Distributions		13,402			9,614			7,641			—			7
Shares Redeemed		(107,449	)		(89,218	)		(53,359	)		(6,214	)		(7,505	)
Net Increase (Decrease) from Shares Issued and Redeemed		72,767			3,507			59,915			8,076			22,253
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	35,357		$	78,106		$	206		$	(262	)	$	4

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

* Includes $3,286 in capital contributions related to the liquidation of The DFA Two-Year Global Fixed Income Series. See Organization note within the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

180

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Five-Year Government Portfolio									DFA Five-Year Global Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	24,640		$	30,580		$	51,637		$	75,449		$	83,061		$	87,390
Net Realized Gain (Loss) on:
Investment Securities Sold		27,247			2,704			—			19,184			(7,737	)		(13,531	)
Foreign Currency Transactions		—			—			—			49,631			(17,965	)		(29,264	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		22,977			4,964			645			87,483			8,004			31,164
Translation of Foreign Currency Denominated Amounts		—			—			—			(3,992	)		(14,921	)		67,297
Net Increase (Decrease) in Net Assets Resulting from Operations		74,864			38,248			52,282			227,755			50,442			143,056
Distributions From:
Net Investment Income:
Institutional Class Shares		(25,750	)		(38,626	)		(49,378	)		(61,945	)		(96,473	)		(60,967	)
Return of Capital		—			—			—			—			(5,349	)		—
Total Distributions		(25,750	)		(38,626	)		(49,378	)		(61,945	)		(101,822	)		(60,967	)
Capital Share Transactions (1):
Shares Issued		312,955			358,924			467,057			1,025,996			1,006,419			1,355,752
Shares Issued in Lieu of Cash Distributions		24,243			37,437			48,237			57,682			96,878			58,427
Shares Redeemed		(493,112	)		(497,555	)		(233,710	)		(1,347,958	)		(1,217,579	)		(399,133	)
Net Increase (Decrease) from Capital Share Transactions		(155,914	)		(101,194	)		281,584			(264,280	)		(114,282	)		1,015,046
Total Increase (Decrease) in Net Assets		(106,800	)		(101,572	)		284,488			(98,470	)		(165,662	)		1,097,135
Net Assets
Beginning of Period		1,115,037			1,216,609			932,121			3,319,257			3,484,919			2,387,784
End of Period	$	1,008,237		$	1,115,037		$	1,216,609		$	3,220,787		$	3,319,257		$	3,484,919
(1) Shares Issued and Redeemed:
Shares Issued		28,916			34,739			44,986			92,928			93,497			126,584
Shares Issued in Lieu of Cash Distributions		2,254			3,640			4,674			5,258			9,019			5,452
Shares Redeemed		(45,608	)		(48,135	)		(22,517	)		(122,986	)		(113,277	)		(37,300	)
Net Increase (Decrease) from Shares Issued and Redeemed		(14,438	)		(9,756	)		27,143			(24,800	)		(10,761	)		94,736
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	4,029		$	5,139		$	13,185		$	51,072		$	1,377		$	35,427

See accompanying Notes to Financial Statements.

181

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Intermediate Government Fixed Income Portfolio									DFA Short-Term Extended Quality Portfolio			DFA Inflation-Protected Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Period March 4, 2009(a) to Oct. 31, 2009			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	55,735		$	55,814		$	51,217		$	5,346		$	6,445		$	22,209		$	4,228
Net Realized Gain (Loss) on Investment Securities Sold		6,168			6,370			99			287			(774	)		416			—
Change in Unrealized Appreciation (Depreciation) of Investment Securities		71,964			(24,474	)		43,651			11,089			77,881			(60,021	)		11,920
Net Increase (Decrease) in Net Assets Resulting from Operations		133,867			37,710			94,967			16,722			83,552			(37,396	)		16,148
Distributions From:
Net Investment Income:
Institutional Class Shares		(56,385	)		(59,933	)		(46,222	)		(4,322	)		(3,971	)		(19,588	)		(2,996	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			—			(80	)		—			—
Net Long-Term Gains:
Institutional Class Shares		(6,325	)		(112	)		(310	)		—			(401	)		—			—
Total Distributions		(62,710	)		(60,045	)		(46,532	)		(4,322	)		(4,452	)		(19,588	)		(2,996	)
Capital Share Transactions (1):
Shares Issued		524,999			443,281			484,902			377,923			478,535			273,593			197,991
Shares Issued in Lieu of Cash Distributions		58,792			56,181			42,284			4,280			4,435			19,520			2,996
Shares Redeemed		(419,307	)		(543,466	)		(132,160	)		(16,128	)		(159,707	)		(104,785	)		(8,035	)
Net Increase (Decrease) from Capital Share Transactions		164,484			(44,004	)		395,026			366,075			323,263			188,328			192,952
Total Increase (Decrease) in Net Assets		235,641			(66,339	)		443,461			378,475			402,363			131,344			206,104
Net Assets
Beginning of Period		1,248,514			1,314,853			871,392			—			371,747			240,403			34,299
End of Period	$	1,484,155		$	1,248,514		$	1,314,853		$	378,475		$	774,110		$	371,747		$	240,403
(1) Shares Issued and Redeemed:
Shares Issued		42,884			37,222			42,833			36,989			46,497			25,237			19,382
Shares Issued in Lieu of Cash Distributions		4,837			4,761			3,751			414			459			1,803			298
Shares Redeemed		(34,207	)		(45,743	)		(11,629	)		(1,558	)		(15,790	)		(9,793	)		(786	)
Net Increase (Decrease) from Shares Issued and Redeemed		13,514			(3,760	)		34,955			35,845			31,166			17,247			18,894
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	9,734		$	10,384		$	14,503		$	1,051		$	6,361		$	3,952		$	1,299

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

182

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Short-Term Municipal Bond Portfolio									DFA California Short-Term Municipal Bond Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period April 2, 2007(a) to Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	20,579		$	18,477		$	25,609		$	4,172		$	3,606		$	1,493
Net Realized Gain (Loss) on Investment Securities Sold		—			—			—			23			(19	)		(4	)
Change in Unrealized Appreciation (Depreciation) of Investment Securities		22,482			(3,435	)		2,926			4,608			(1,259	)		210
Net Increase (Decrease) in Net Assets Resulting from Operations		43,061			15,042			28,535			8,803			2,328			1,699
Distributions From:
Net Investment Income:
Institutional Class Shares		(20,942	)		(18,834	)		(24,969	)		(4,257	)		(3,577	)		(1,116	)
Total Distributions		(20,942	)		(18,834	)		(24,969	)		(4,257	)		(3,577	)		(1,116	)
Capital Share Transactions (1):
Shares Issued		617,393			411,057			452,239			124,576			152,527			143,647
Shares Issued in Lieu of Cash Distributions		20,381			18,360			24,353			4,153			3,453			1,060
Shares Redeemed		(483,552	)		(382,133	)		(229,674	)		(103,416	)		(102,799	)		(16,307	)
Net Increase (Decrease) from Capital Share Transactions		154,222			47,284			246,918			25,313			53,181			128,400
Total Increase (Decrease) in Net Assets		176,341			43,492			250,484			29,859			51,932			128,983
Net Assets
Beginning of Period		991,918			948,426			697,942			180,915			128,983			—
End of Period	$	1,168,259		$	991,918		$	948,426		$	210,774		$	180,915		$	128,983
(1) Shares Issued and Redeemed:
Shares Issued		60,500			40,917			45,158			12,194			15,158			14,330
Shares Issued in Lieu of Cash Distributions		2,002			1,829			2,434			407			344			106
Shares Redeemed		(47,480	)		(38,066	)		(22,928	)		(10,148	)		(10,222	)		(1,624	)
Net Increase (Decrease) from Shares Issued and Redeemed		15,022			4,680			24,664			2,453			5,280			12,812
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	1,807		$	2,170		$	2,527		$	354		$	439		$	399

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

183

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Large Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	28.57		$	43.61		$	41.24		$	36.79		$	34.59		$	31.16
Income From Investment Operations
Net Investment Income (Loss)		0.67	(A)		0.72	(A)		0.80	(A)		0.71	(A)		0.60			0.61
Net Gains (Losses) on Securities (Realized and Unrealized)		2.08			(14.96	)		2.33			4.41			2.28			3.31
Total From Investment Operations		2.75			(14.24	)		3.13			5.12			2.88			3.92
Less Distributions
Net Investment Income		(0.72	)		(0.80	)		(0.76	)		(0.67	)		(0.68	)		(0.49	)
Net Realized Gains		—			—			—			—			—			—
Total Distributions		(0.72	)		(0.80	)		(0.76	)		(0.67	)		(0.68	)		(0.49	)
Net Asset Value, End of Period	$	30.60		$	28.57		$	43.61		$	41.24		$	36.79		$	34.59
Total Return		10.08	%		(33.14	)%(C)		7.66	%		14.12	%		8.41	%		12.68	%
Net Assets, End of Period (thousands)	$	2,719,418		$	2,544,038		$	3,415,833		$	2,868,811		$	2,088,128		$	1,440,869
Ratio of Expenses to Average Net Assets		0.15	%(D)		0.15	%(B)(D)		0.15	%(D)		0.15	%(D)		0.15	%(D)		0.15	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.17	%(D)		0.15	%(B)(D)		0.15	%(D)		0.19	%(D)		0.30	%(D)		0.30	%(D)
Ratio of Net Investment Income to Average Net Assets		2.48	%		2.05	%(B)		1.85	%		1.85	%		1.78	%		1.92	%
Portfolio Turnover Rate		N/A			N/A			N/A			N/A			N/A			N/A

	Enhanced U.S. Large Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	6.47		$	10.91		$	10.95		$	9.82		$	9.35		$	8.42
Income From Investment Operations
Net Investment Income (Loss)		0.05	(A)		0.39	(A)		0.30	(A)		0.12	(A)		0.29			0.09
Net Gains (Losses) on Securities (Realized and Unrealized)		0.61			(3.74	)		0.45			1.19			0.37			0.94
Total From Investment Operations		0.66			(3.35	)		0.75			1.31			0.66			1.03
Less Distributions
Net Investment Income		(0.59	)		(0.36	)		(0.36	)		(0.18	)		(0.19	)		(0.10	)
Net Realized Gains		(0.06	)		(0.73	)		(0.43	)		—			—			—
Total Distributions		(0.65	)		(1.09	)		(0.79	)		(0.18	)		(0.19	)		(0.10	)
Net Asset Value, End of Period	$	6.48		$	6.47		$	10.91		$	10.95		$	9.82		$	9.35
Total Return		12.23	%		(33.89	)%(C)		7.13	%		13.52	%		7.08	%		12.28	%
Net Assets, End of Period (thousands)	$	165,231		$	200,331		$	337,050		$	347,216		$	313,543		$	221,744
Ratio of Expenses to Average Net Assets		0.29	%**		0.25	%(B)(D)		0.25	%(D)		0.26	%(D)		0.34	%(D)		0.37	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.29	%**		0.25	%(B)(D)		0.25	%(D)		0.26	%(D)		0.34	%(D)		0.37	%(D)
Ratio of Net Investment Income to Average Net Assets		0.86	%		4.74	%(B)		2.67	%		1.19	%		3.11	%		0.95	%
Portfolio Turnover Rate		46	%*		N/A			N/A			N/A			N/A			N/A

* For the period February 28, 2009 through October 31, 2009. Effective February 28, 2009, the Enhanced U.S. Large Company Portfolio invests directly in securities rather than through the Series.

** Represents the combined ratios for the respective portfolio and for the period November 1, 2008 through February 27, 2009, its respective pro-rata share of its Master Fund Series.

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

184

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Large Cap Value Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	14.58		$	24.44		$	25.40		$	21.93		$	19.37		$	16.14
Income From Investment Operations
Net Investment Income (Loss)		0.31	(A)		0.36	(A)		0.33	(A)		0.38	(A)		0.30			0.16
Net Gains (Losses) on Securities (Realized and Unrealized)		1.28			(8.83	)		(0.43	)		3.50			2.49			3.28
Total From Investment Operations		1.59			(8.47	)		(0.10	)		3.88			2.79			3.44
Less Distributions
Net Investment Income		(0.34	)		(0.35	)		(0.32	)		(0.35	)		(0.23	)		(0.21	)
Net Realized Gains		(0.02	)		(1.04	)		(0.54	)		(0.06	)		—			—
Total Distributions		(0.36	)		(1.39	)		(0.86	)		(0.41	)		(0.23	)		(0.21	)
Net Asset Value, End of Period	$	15.81		$	14.58		$	24.44		$	25.40		$	21.93		$	19.37
Total Return		11.76	%		(36.63	)%(C)		(0.49	)%		17.97	%		14.49	%		21.48	%
Net Assets, End of Period (thousands)	$	5,863,652		$	5,330,448		$	7,535,552		$	6,410,086		$	4,046,083		$	2,630,361
Ratio of Expenses to Average Net Assets (D)		0.30	%		0.28	%(B)		0.27	%		0.28	%		0.30	%		0.32	%
Ratio of Net Investment Income to Average Net Assets		2.26	%		1.86	%(B)		1.28	%		1.64	%		1.48	%		0.89	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

185

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Targeted Value Portfolio- Institutional Class Shares																		U.S. Targeted Value Portfolio- Class R1 Shares						U.S. Targeted Value Portfolio- Class R2 Shares
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Jan. 31, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2009			Period June 30, 2008(a) to Oct. 31, 2008
Net Asset Value, Beginning of Period	$	10.84		$	15.89		$	18.69		$	17.33		$	17.09		$	15.14		$	7.43		$	10.00		$	7.83		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.12	(A)		0.18	(A)		0.20	(A)		0.21	(A)		0.32			0.86			0.08	(A)		0.09	(A)		0.07	(A)		0.04	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		0.88			(4.68	)		(1.32	)		2.84			1.59			2.88			0.59			(2.56	)		0.63			(2.17	)
Total From Investment Operations		1.00			(4.50	)		(1.12	)		3.05			1.91			3.74			0.67			(2.47	)		0.70			(2.13	)
Less Distributions
Net Investment Income		(0.14	)		(0.15	)		(0.20	)		(0.25	)		(0.23	)		(0.90	)		(0.12	)		(0.10	)		(0.11	)		(0.04	)
Net Realized Gains		—			(0.40	)		(1.48	)		(1.44	)		(1.44	)		(0.89	)		—			—			—			—
Total Distributions		(0.14	)		(0.55	)		(1.68	)		(1.69	)		(1.67	)		(1.79	)		(0.12	)		(0.10	)		(0.11	)		(0.04	)
Net Asset Value, End of Period	$	11.70		$	10.84		$	15.89		$	18.69		$	17.33		$	17.09		$	7.98		$	7.43		$	8.42		$	7.83
Total Return		9.47	%		(29.27	)%(C)		(6.59	)%		19.48	%		12.17	%		27.36	%		9.36	%		(24.96	)%(C)		9.23	%		(21.40	)%(C)
Net Assets, End of Period (thousands)	$	1,449,437		$	855,448		$	554,805		$	215,338		$	172,595		$	159,325		$	31,393		$	25,599		$	2,930		$	1,715
Ratio of Expenses to Average Net Assets		0.41	%		0.40	%(B)		0.41	%(D)**		0.46	%(D)		0.47	%(D)		0.50	%(D)		0.52	%		0.50	%(B)(E)		0.67	%		0.66	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.41	%		0.40	%(B)		0.41	%(D)**		0.46	%(D)		0.47	%(D)		0.48	%(D)		0.52	%		0.50	%(B)(E)		0.67	%		0.66	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.19	%		1.39	%(B)		1.12	%		1.19	%		1.91	%		0.27	%		1.12	%		1.24	%(B)(E)		0.91	%		1.35	%(B)(E)
Portfolio Turnover Rate		17	%		20	%(C)		9	%(C)*		N/A			N/A			N/A			17	%		20	%(C)		17	%		20	%(C)

*    For the period March 30, 2007 through November 30, 2007. Effective March 30, 2007, the U.S. Targeted Value Portfolio invests directly in securities rather than through the Series.

**   Represents the combined ratios for the respective portfolio and for the period December 1, 2006 through March 29, 2007, its respective pro-rata share of its Master Fund Series.

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

186

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Value Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	16.32		$	26.49		$	31.59		$	28.74		$	27.71		$	23.26
Income From Investment Operations
Net Investment Income (Loss)		0.04	(A)		0.18	(A)		0.30	(A)		0.28	(A)		0.29			0.30
Net Gains (Losses) on Securities (Realized and Unrealized)		1.54			(7.86	)		(2.72	)		5.06			2.66			5.73
Total From Investment Operations		1.58			(7.68	)		(2.42	)		5.34			2.95			6.03
Less Distributions
Net Investment Income		(0.21	)		(0.22	)		(0.28	)		(0.23	)		(0.26	)		(0.38	)
Net Realized Gains		—			(2.27	)		(2.40	)		(2.26	)		(1.66	)		(1.20	)
Total Distributions		(0.21	)		(2.49	)		(2.68	)		(2.49	)		(1.92	)		(1.58	)
Net Asset Value, End of Period	$	17.69		$	16.32		$	26.49		$	31.59		$	28.74		$	27.71
Total Return		9.97	%		(31.80	)%(C)		(8.41	)%		20.29	%		11.32	%		27.46	%
Net Assets, End of Period (thousands)	$	5,669,659		$	5,503,945		$	8,802,846		$	8,738,278		$	6,924,234		$	5,795,166
Ratio of Expenses to Average Net Assets		0.54	%**		0.52	%(B)(D)		0.52	%(D)		0.53	%(D)		0.55	%(D)		0.56	%(D)
Ratio of Net Investment Income to Average Net Assets		0.27	%		0.86	%(B)		0.98	%		0.94	%		1.04	%		0.04	%
Portfolio Turnover Rate		21	%*		N/A			N/A			N/A			N/A			N/A

*    For the period February 28, 2009 through October 31, 2009. Effective February 28, 2009, the U.S. Small Cap Value Portfolio invests directly in securities rather than through the Series.

**   Represents the combined ratios for the respective portfolio and for the period November 1, 2008 through February 27, 2009, its respective pro-rata share of its Master Fund Series.

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

187

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Core Equity 1 Portfolio															U.S. Core Equity 2 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Period Sept. 15, 2005(a) to Nov. 30, 2005			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Period Sept. 15, 2005(a) to Nov. 30, 2005
Net Asset Value, Beginning of Period	$	7.81		$	11.83		$	11.50		$	10.22		$	10.00		$	7.73		$	11.77		$	11.65		$	10.24		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.15	(A)		0.17	(A)		0.19	(A)		0.17	(A)		0.03			0.14	(A)		0.17	(A)		0.19	(A)		0.17	(A)		0.03
Net Gains (Losses) on Securities (Realized and Unrealized)		0.73			(4.03	)		0.35			1.28			0.19			0.66			(4.04	)		0.13			1.40			0.21
Total From Investment Operations		0.88			(3.86	)		0.54			1.45			0.22			0.80			(3.87	)		0.32			1.57			0.24
Less Distributions
Net Investment Income		(0.15	)		(0.16	)		(0.18	)		(0.17	)		—			(0.14	)		(0.17	)		(0.17	)		(0.16	)		—
Net Realized Gains		—			—			(0.03	)		—			—			—			—			(0.03	)		—			—
Total Distributions		(0.15	)		(0.16	)		(0.21	)		(0.17	)		—			(0.14	)		(0.17	)		(0.20	)		(0.16	)		—
Net Asset Value, End of Period	$	8.54		$	7.81		$	11.83		$	11.50		$	10.22		$	8.39		$	7.73		$	11.77		$	11.65		$	10.24
Total Return		11.64	%		(32.85	)%(C)		4.68	%		14.35	%		2.20	%(C)		10.66	%		(33.16	)%(C)		2.78	%		15.50	%		2.40	%(C)
Net Assets, End of Period (thousands)	$	1,989,583		$	1,320,562		$	1,210,031		$	652,270		$	123,591		$	3,804,325		$	2,501,028		$	2,939,420		$	1,216,310		$	182,078
Ratio of Expenses to Average Net Assets		0.22	%		0.20	%(B)		0.20	%		0.23	%		0.23	%(B)(E)		0.24	%		0.23	%(B)		0.23	%		0.26	%		0.26	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.22	%		0.20	%(B)		0.20	%		0.23	%		0.37	%(B)(E)		0.24	%		0.23	%(B)		0.23	%		0.26	%		0.38	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		2.02	%		1.78	%(B)		1.53	%		1.52	%		1.85	%(B)(E)		1.89	%		1.77	%(B)		1.55	%		1.55	%		1.92	%(B)(E)
Portfolio Turnover Rate		7	%		5	%(C)		10	%		6	%		0	%(C)		4	%		8	%(C)		7	%		5	%		0	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

188

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Vector Equity Portfolio												T.A. U.S. Core Equity 2 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Period Dec. 30, 2005(a) to Nov. 30, 2006			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period Oct. 4, 2007(a) to Nov. 30, 2007
Net Asset Value, Beginning of Period	$	7.48		$	11.38		$	11.79		$	10.00		$	6.31		$	9.40		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.11	(A)		0.15	(A)		0.16	(A)		0.13	(A)		0.11	(A)		0.13	(A)		0.02	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		0.57			(3.89	)		(0.25	)		1.73			0.52			(3.12	)		(0.62	)
Total From Investment Operations		0.68			(3.74	)		(0.09	)		1.86			0.63			(2.99	)		(0.60	)
Less Distributions
Net Investment Income		(0.13	)		(0.16	)		(0.14	)		(0.07	)		(0.11	)		(0.10	)		—
Net Realized Gains		—			—			(0.18	)		—			—			—			—
Total Distributions		(0.13	)		(0.16	)		(0.32	)		(0.07	)		(0.11	)		(0.10	)		—
Net Asset Value, End of Period	$	8.03		$	7.48		$	11.38		$	11.79		$	6.83		$	6.31		$	9.40
Total Return		9.47	%		(33.29	)%(C)		(0.87	)%		18.65	%(C)		10.28	%		(32.16	)%(C)		(6.00	)%(C)
Net Assets, End of Period (thousands)	$	1,178,114		$	850,623		$	959,742		$	403,312		$	1,444,886		$	585,165		$	106,507
Ratio of Expenses to Average Net Assets		0.35	%		0.34	%(B)		0.34	%		0.36	%(B)(E)		0.28	%		0.29	%(B)		0.30	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.35	%		0.34	%(B)		0.33	%		0.39	%(B)(E)		0.28	%		0.29	%(B)		0.60	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.60	%		1.66	%(B)		1.29	%		1.24	%(B)(E)		1.82	%		1.75	%(B)		2.09	%(B)(E)
Portfolio Turnover Rate		11	%		11	%(C)		14	%		24	%(C)		5	%		9	%(C)		0	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

189

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	13.35		$	20.64		$	22.46		$	20.75		$	19.13		$	16.52
Income From Investment Operations
Net Investment Income (Loss)		0.06	(A)		0.14	(A)		0.21	(A)		0.17	(A)		0.15			0.05
Net Gains (Losses) on Securities (Realized and Unrealized)		1.65			(6.08	)		(0.66	)		2.84			1.75			2.67
Total From Investment Operations		1.71			(5.94	)		(0.45	)		3.01			1.90			2.72
Less Distributions
Net Investment Income		(0.17	)		(0.17	)		(0.21	)		(0.13	)		(0.13	)		(0.10	)
Net Realized Gains		—			(1.18	)		(1.16	)		(1.17	)		(0.15	)		—
Tax Return of Capital		—			—			—			—			—			(0.01	)
Total Distributions		(0.17	)		(1.35	)		(1.37	)		(1.30	)		(0.28	)		(0.11	)
Net Asset Value, End of Period	$	14.89		$	13.35		$	20.64		$	22.46		$	20.75		$	19.13
Total Return		13.08	%		(30.67	)%(C)		(2.17	)%		15.49	%		10.04	%		16.59	%
Net Assets, End of Period (thousands)	$	2,522,001		$	2,066,849		$	3,285,093		$	3,297,199		$	2,641,670		$	2,137,970
Ratio of Expenses to Average Net Assets		0.40	%**		0.38	%(B)(D)		0.38	%(D)		0.38	%(D)		0.40	%(D)		0.41	%(D)
Ratio of Net Investment Income to Average Net Assets		0.50	%		0.86	%(B)		0.95	%		0.82	%		0.78	%		0.22	%
Portfolio Turnover Rate		17	%*		N/A			N/A			N/A			N/A			N/A
	U.S. Micro Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.19		$	14.80		$	16.83		$	15.91		$	15.06		$	13.34
Income From Investment Operations
Net Investment Income (Loss)		0.03	(A)		0.10	(A)		0.14	(A)		0.10	(A)		0.07			0.19
Net Gains (Losses) on Securities (Realized and Unrealized)		0.54			(4.32	)		(0.69	)		2.04			1.43			1.93
Total From Investment Operations		0.57			(4.22	)		(0.55	)		2.14			1.50			2.12
Less Distributions
Net Investment Income		(0.19	)		(0.13	)		(0.13	)		(0.08	)		(0.06	)		(0.22	)
Net Realized Gains		—			(1.26	)		(1.35	)		(1.14	)		(0.59	)		(0.18	)
Tax Return of Capital		—			—			—			—			—			—
Total Distributions		(0.19	)		(1.39	)		(1.48	)		(1.22	)		(0.65	)		(0.40	)
Net Asset Value, End of Period	$	9.57		$	9.19		$	14.80		$	16.83		$	15.91		$	15.06
Total Return		6.61	%		(31.33	)%(C)		(3.63	)%		14.52	%		10.33	%		16.34	%
Net Assets, End of Period (thousands)	$	2,818,365		$	2,924,225		$	4,700,371		$	4,824,003		$	3,949,511		$	3,214,520
Ratio of Expenses to Average Net Assets		0.54	%**		0.53	%(B)(D)		0.52	%(D)		0.53	%(D)		0.55	%(D)		0.56	%(D)
Ratio of Net Investment Income to Average Net Assets		0.38	%		0.91	%(B)		0.89	%		0.64	%		0.48	%		0.06	%
Portfolio Turnover Rate		12	%*		N/A			N/A			N/A			N/A			N/A

* For the period February 28, 2009 through October 31, 2009. Effective February 28, 2009, the Portfolios invest directly in securities rather than through the Series.

** Represents the combined ratios for the respective portfolio and for the period November 1, 2008 through February 27, 2009, its respective pro-rata share of its Master Fund Series.

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

190

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Real Estate Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	16.16		$	27.20		$	33.80		$	25.75		$	23.02		$	18.80
Income From Investment Operations
Net Investment Income (Loss)		0.58	(A)		0.64	(A)		0.62	(A)		0.64	(A)		0.82			0.62
Net Gains (Losses) on Securities (Realized and Unrealized)		(0.62	)		(9.28	)		(5.64	)		8.84			3.33			4.47
Total From Investment Operations		(0.04	)		(8.64	)		(5.02	)		9.48			4.15			5.09
Less Distributions
Net Investment Income		(0.83	)		(0.30	)		(0.70	)		(1.02	)		(0.86	)		(0.71	)
Net Realized Gains		—			(2.10	)		(0.88	)		(0.41	)		(0.56	)		(0.16	)
Total Distributions		(0.83	)		(2.40	)		(1.58	)		(1.43	)		(1.42	)		(0.87	)
Net Asset Value, End of Period	$	15.29		$	16.16		$	27.20		$	33.80		$	25.75		$	23.02
Total Return		0.98	%		(34.46	)%(C)		(15.45	)%		38.23	%		18.81	%		29.44	%
Net Assets, End of Period (thousands)	$	2,018,559		$	1,746,961		$	2,671,457		$	2,837,026		$	1,836,650		$	1,308,898
Ratio of Expenses to Average Net Assets		0.36	%		0.33	%(B)		0.33	%		0.33	%		0.37	%		0.39	%
Ratio of Net Investment Income to Average Net Assets		4.54	%		3.01	%(B)		1.99	%		2.25	%		3.11	%		3.61	%
Portfolio Turnover Rate		2	%		13	%(C)		17	%		10	%		3	%		6	%
	Large Cap International Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	14.81		$	27.18		$	23.60		$	19.00		$	17.31		$	14.65
Income From Investment Operations
Net Investment Income (Loss)		0.48	(A)		0.68	(A)		0.68	(A)		0.55	(A)		0.44			0.31
Net Gains (Losses) on Securities (Realized and Unrealized)		3.16			(12.06	)		3.57			4.68			1.72			2.86
Total From Investment Operations		3.64			(11.38	)		4.25			5.23			2.16			3.17
Less Distributions
Net Investment Income		(0.43	)		(0.64	)		(0.67	)		(0.63	)		(0.47	)		(0.51	)
Net Realized Gains		—			(0.35	)		—			—			—			—
Total Distributions		(0.43	)		(0.99	)		(0.67	)		(0.63	)		(0.47	)		(0.51	)
Net Asset Value, End of Period	$	18.02		$	14.81		$	27.18		$	23.60		$	19.00		$	17.31
Total Return		25.20	%		(43.14	)%(C)		18.18	%		28.00	%		12.73	%		22.09	%
Net Assets, End of Period (thousands)	$	1,364,351		$	1,206,860		$	2,224,180		$	1,673,239		$	1,125,455		$	844,883
Ratio of Expenses to Average Net Assets		0.32	%		0.29	%(B)		0.29	%		0.29	%		0.37	%		0.41	%
Ratio of Net Investment Income to Average Net Assets		3.14	%		3.18	%(B)		2.62	%		2.56	%		2.41	%		2.07	%
Portfolio Turnover Rate		12	%		12	%(C)		5	%		4	%		4	%		1	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

191

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	International Core Equity Portfolio															T.A World ex U.S. Core Equity Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Period Sept. 15, 2005(a) to Nov. 30, 2005			Year Ended Oct. 31, 2009			Period March 6, 2008(a) to Oct. 31, 2008
Net Asset Value, Beginning of Period	$	7.46		$	14.35		$	12.82		$	10.07		$	10.00		$	5.85		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.23	(A)		0.37	(A)		0.35	(A)		0.28	(A)		0.04	(A)		0.16	(A)		0.15	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		2.32			(6.76	)		1.54			2.71			0.03			2.27			(4.15	)
Total From Investment Operations		2.55			(6.39	)		1.89			2.99			0.07			2.43			(4.00	)
Less Distributions
Net Investment Income		(0.22	)		(0.35	)		(0.32	)		(0.24	)		—			(0.15	)		(0.15	)
Net Realized Gains		—			(0.15	)		(0.04	)		—			—			—			—
Total Distributions		(0.22	)		(0.50	)		(0.36	)		(0.24	)		—			(0.15	)		(0.15	)
Net Asset Value, End of Period	$	9.79		$	7.46		$	14.35		$	12.82		$	10.07		$	8.13		$	5.85
Total Return		34.81	%		(45.76	)%(C)		14.83	%		30.06	%		0.70	%(C)		42.13	%		(40.61	)%(C)
Net Assets, End of Period (thousands)	$	3,699,842		$	1,981,049		$	2,342,187		$	851,077		$	121,249		$	668,728		$	228,318
Ratio of Expenses to Average Net Assets		0.41	%		0.41	%(B)		0.41	%		0.48	%		0.49	%(B)(E)		0.54	%		0.60	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.41	%		0.41	%(B)		0.41	%		0.46	%		0.90	%(B)(E)		0.51	%		0.85	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		2.84	%		3.39	%(B)		2.49	%		2.35	%		1.89	%(B)(E)		2.38	%		3.27	%(B)(E)
Portfolio Turnover Rate		5	%		4	%(C)		4	%		2	%		0	%(C)		5	%		2	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

192

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	International Small Company Portfolio																		Japanese Small Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005				Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.07		$	20.80		$	19.43		$	16.19		$	14.12		$	11.00		$	11.97		$	16.75		$	17.23		$	17.97		$	13.99			$	10.80
Income From Investment Operations
Net Investment Income (Loss)		0.28	(A)		0.44	(A)		0.43	(A)		0.36	(A)		0.31	(A)		0.22			0.22	(A)		0.29	(A)		0.27	(A)		0.22	(A)		0.16	(A)			0.22
Net Gains (Losses) on Securities (Realized and Unrealized)		3.91			(9.55	)		2.07			4.02			2.38			3.24			2.39			(4.78	)		(0.52	)		(0.73	)		4.00				3.16
Total From Investment Operations		4.19			(9.11	)		2.50			4.38			2.69			3.46			2.61			(4.49	)		(0.25	)		(0.51	)		4.16				3.38
Less Distributions
Net Investment Income		(0.27	)		(0.45	)		(0.46	)		(0.36	)		(0.29	)		(0.34	)		(0.26	)		(0.29	)		(0.23	)		(0.23	)		(0.18	)			(0.19	)
Net Realized Gains		—			(1.17	)		(0.67	)		(0.78	)		(0.33	)		—			—			—			—			—			—				—
Total Distributions		(0.27	)		(1.62	)		(1.13	)		(1.14	)		(0.62	)		(0.34	)		(0.26	)		(0.29	)		(0.23	)		(0.23	)		(0.18	)			(0.19	)
Net Asset Value, End of Period	$	13.99		$	10.07		$	20.80		$	19.43		$	16.19		$	14.12		$	14.32		$	11.97		$	16.75		$	17.23		$	17.97		��	$	13.99
Total Return		42.34	%		(47.13	)%(C)		13.29	%		28.51	%		19.74	%		32.10	%		22.08	%		(27.16	)%(C)		(1.51	)%		(2.94	)%		30.13	%			31.79	%
Net Assets, End of Period (thousands)	$	4,269,864		$	3,084,373		$	5,597,209		$	4,546,071		$	2,725,231		$	1,658,184		$	114,058		$	133,373		$	199,080		$	168,957		$	169,995			$	65,879
Ratio of Expenses to Average Net Assets (D)		0.57	%		0.55	%(B)		0.55	%		0.56	%		0.64	%		0.69	%		0.59	%		0.58	%(B)		0.56	%		0.61	%		0.68	%			0.73	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.57	%		0.55	%(B)		0.55	%		0.56	%		0.64	%		0.69	%		0.59	%		0.58	%(B)		0.56	%		0.58	%		0.68	%			0.79	%
Ratio of Net Investment Income to Average Net Assets		2.48	%		2.90	%(B)		2.03	%		2.04	%		2.05	%		1.82	%		1.68	%		2.18	%(B)		1.51	%		1.19	%		1.03	%			1.01	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

193

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Asia Pacific Small Company Portfolio																		United Kingdom Small Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	11.67		$	28.73		$	20.26		$	15.28		$	14.54		$	12.10		$	14.27		$	31.29		$	32.97		$	24.65		$	23.47		$	19.26
Income From Investment Operations
Net Investment Income (Loss)		0.50	(A)		0.83	(A)		0.79	(A)		0.64	(A)		0.70			0.50			0.55	(A)		0.77	(A)		0.78	(A)		0.61	(A)		0.64	(A)		0.48
Net Gains (Losses) on Securities (Realized and Unrealized)		8.95			(17.04	)		8.43			4.92			0.54			2.58			5.44			(15.84	)		(0.08	)		9.61			2.15			4.87
Total From Investment Operations		9.45			(16.21	)		9.22			5.56			1.24			3.08			5.99			(15.07	)		0.70			10.22			2.79			5.35
Less Distributions
Net Investment Income		(0.53	)		(0.85	)		(0.75	)		(0.58	)		(0.50	)		(0.64	)		(0.43	)		(0.72	)		(1.03	)		(0.68	)		(0.59	)		(1.14	)
Net Realized Gains		—			—			—			—			—			—			—			(1.22	)		(1.35	)		(1.22	)		(1.02	)		—
Return of Capital		—			—			—			—			—			—			—			(0.01	)		—			—			—			—
Total Distributions		(0.53	)		(0.85	)		(0.75	)		(0.58	)		(0.50	)		(0.64	)		(0.43	)		(1.95	)		(2.38	)		(1.90	)		(1.61	)		(1.14	)
Net Asset Value, End of Period	$	20.59		$	11.67		$	28.73		$	20.26		$	15.28		$	14.54		$	19.83		$	14.27		$	31.29		$	32.97		$	24.65		$	23.47
Total Return		84.11	%		(57.94	)%(C)		46.55	%		37.52	%		8.81	%		26.73	%		42.81	%		(50.97	)%(C)		1.94	%		44.15	%		12.35	%		29.05	%
Net Assets, End of Period (thousands)	$	101,853		$	64,044		$	146,307		$	71,537		$	38,927		$	26,735		$	27,863		$	25,883		$	37,139		$	31,808		$	20,578		$	15,816
Ratio of Expenses to Average Net Assets(D)		0.65	%		0.62	%(B)		0.62	%		0.64	%		0.74	%		0.80	%		0.61	%		0.59	%(B)		0.59	%		0.60	%		0.70	%		0.74	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Expenses)(D)		0.65	%		0.61	%(B)		0.59	%		0.64	%		0.86	%		0.96	%		0.70	%		0.65	%(B)		0.62	%		0.67	%		0.89	%		1.04	%
Ratio of Net Investment Income to Average Net Assets		3.53	%		3.85	%(B)		3.13	%		3.68	%		3.89	%		3.29	%		3.62	%		3.41	%(B)		2.28	%		2.20	%		2.70	%		2.21	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

194

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Continental Small Company Portfolio																		DFA International Real Estate Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period March 1, 2007(a) to Nov. 30, 2007
Net Asset Value, Beginning of Period	$	10.73		$	22.95		$	20.47		$	15.78		$	14.12		$	12.60		$	4.18		$	9.35		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.28	(A)		0.52	(A)		0.40	(A)		0.31	(A)		0.21			0.17			0.26	(A)		0.34	(A)		0.23	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		4.29			(11.32	)		3.00			6.28			2.28			3.64			0.91			(5.08	)		(0.76)
Total From Investment Operations		4.57			(10.80	)		3.40			6.59			2.49			3.81			1.17			(4.74	)		(0.53)
Less Distributions
Net Investment Income		(0.28	)		(0.45	)		(0.38	)		(0.34	)		(0.30	)		(0.50	)		(0.11	)		(0.43	)		(0.12)
Net Realized Gains		—			(0.96	)		(0.54	)		(1.56	)		(0.53	)		(1.79	)		—			—			—
Return of Capital		—			(0.01	)		—			—			—			—			—			—			—
Total Distributions		(0.28	)		(1.42	)		(0.92	)		(1.90	)		(0.83	)		(2.29	)		(0.11	)		(0.43	)		(0.12	)
Net Asset Value, End of Period	$	15.02		$	10.73		$	22.95		$	20.47		$	15.78		$	14.12		$	5.24		$	4.18		$	9.35
Total Return		43.12	%		(49.89	)%(C)		16.99	%		46.33	%		18.42	%		35.91	%		29.25	%		(52.85	)%(C)		(5.38)	%(C)
Net Assets, End of Period (thousands)	$	110,926		$	93,988		$	170,909		$	90,261		$	52,061		$	33,839		$	742,329		$	394,480		$	336,840
Ratio of Expenses to Average Net Assets		0.62	%(D)		0.59	%(B)(D)		0.61	%(D)		0.62	%(D)		0.71	%(D)		0.73	%(D)		0.43	%		0.44	%(B)		0.48	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.61	%(D)		0.59	%(B)(D)		0.57	%(D)		0.61	%(D)		0.78	%(D)		0.87	%(D)		0.43	%		0.44	%(B)		0.48	%(B)(E)
Ratio of Net Investment Income (Loss) to Average Net Assets		2.39	%		3.04	%(B)		1.70	%		1.78	%		1.77	%		1.56	%		6.40	%		5.20	%(B)		3.50	%(B)(E)
Portfolio Turnover Rate		N/A			N/A			N/A			N/A			N/A			N/A			5	%		1	%(C)		2	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

195

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Global Real Estate Securities Portfolio						DFA International Small Cap Value Portfolio
	Year Ended Oct. 31, 2009			Period June 4, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	6.04		$	10.00		$	10.82		$	22.05		$	21.71		$	17.57		$	15.16		$	11.52
Income From Investment Operations
Net Investment Income (Loss)		0.19	(A)		—	(A)		0.26	(A)		0.52	(A)		0.46	(A)		0.36	(A)		0.40	(A)		0.23
Net Gains (Losses) on Securities (Realized and Unrealized)		0.62			(3.96	)		4.14			(9.60	)		1.66			4.95			2.77			3.85
Total From Investment Operations		0.81			(3.96	)		4.40			(9.08	)		2.12			5.31			3.17			4.08
Less Distributions
Net Investment Income		(0.10	)		—			(0.24	)		(0.58	)		(0.53	)		(0.38	)		(0.36	)		(0.35	)
Net Realized Gains		—			—			(0.06	)		(1.57	)		(1.25	)		(0.79	)		(0.40	)		(0.09	)
Total Distributions		(0.10	)		—			(0.30	)		(2.15	)		(1.78	)		(1.17	)		(0.76	)		(0.44	)
Net Asset Value, End of Period	$	6.75		$	6.04		$	14.92		$	10.82		$	22.05		$	21.71		$	17.57		$	15.16
Total Return		13.81	%		(39.60	)%(C)		41.42	%		(45.17	)%(C)		10.25	%		31.73	%		21.75	%		36.34	%
Net Assets, End of Period (thousands)	$	432,502		$	90,672		$	6,859,957		$	4,799,748		$	8,180,859		$	6,733,067		$	4,128,428		$	2,215,523
Ratio of Expenses to Average Net Assets		0.47	%(D)		0.54	%(B)(D)(E)		0.71	%		0.69	%(B)		0.69	%		0.70	%		0.75	%		0.78	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.79	%(D)		0.86	%(B)(D)(E)		0.71	%		0.69	%(B)		0.69	%		0.70	%		0.75	%		0.78	%
Ratio of Net Investment Income to Average Net Assets		3.40	%		(0.04	)%(B)(E)		2.19	%		3.22	%(B)		2.03	%		1.85	%		2.44	%		1.63	%
Portfolio Turnover Rate		N/A			N/A			22	%		16	%(C)		18	%		14	%		13	%		10	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

196

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	International Vector Equity Portfolio						Emerging Markets Portfolio
	Year Ended Oct. 31, 2009			Period August 14, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	6.74		$	10.00		$	17.05		$	35.23		$	25.40		$	19.89		$	15.61		$	11.87
Income From Investment Operations
Net Investment Income (Loss)		0.17	(A)		0.06	(A)		0.42	(A)		0.70	(A)		0.64	(A)		0.48	(A)		0.58	(A)		0.27
Net Gains (Losses) on Securities (Realized and Unrealized)		2.46			(3.32	)		8.42			(16.85	)		9.88			5.61			4.13			3.80
Total From Investment Operations		2.63			(3.26	)		8.84			(16.15	)		10.52			6.09			4.71			4.07
Less Distributions
Net Investment Income		(0.15	)		—			(0.41	)		(0.69	)		(0.53	)		(0.58	)		(0.43	)		(0.33	)
Net Realized Gains		—			—			(0.25	)		(1.34	)		(0.16	)		—			—			—
Total Distributions		(0.15	)		—			(0.66	)		(2.03	)		(0.69	)		(0.58	)		(0.43	)		(0.33	)
Net Asset Value, End of Period	$	9.22		$	6.74		$	25.23		$	17.05		$	35.23		$	25.40		$	19.89		$	15.61
Total Return		39.52	%		(32.60	)%(C)		53.39	%		(48.37	)%(C)		42.08	%		31.31	%		30.65	%		34.95	%
Net Assets, End of Period (thousands)	$	262,544		$	66,774		$	1,966,288		$	1,508,260		$	3,388,442		$	2,344,990		$	1,805,186		$	1,131,778
Ratio of Expenses to Average Net Assets		0.60	%		0.60	%(B)(E)		0.62	%(D)		0.60	%(B)(D)		0.60	%(D)		0.61	%(D)		0.69	%(D)		0.74	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.59	%		1.15	%(B)(E)		0.62	%(D)		0.60	%(B)(D)		0.60	%(D)		0.61	%(D)		0.69	%(D)		0.74	%(D)
Ratio of Net Investment Income to Average Net Assets.		2.31	%		3.01	%(B)(E)		2.15	%		2.59	%(B)		2.12	%		2.13	%		3.28	%		2.20	%
Portfolio Turnover Rate		8	%		0	%(C)		N/A			N/A			N/A			N/A			N/A			N/A

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

197

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Small Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.33		$	23.74		$	17.96		$	13.37		$	11.44		$	8.74
Income From Investment Operations
Net Investment Income (Loss)		0.26	(A)		0.44	(A)		0.31	(A)		0.30	(A)		0.27	(A)		0.11
Net Gains (Losses) on Securities (Realized and Unrealized)		8.14			(12.95	)		6.86			4.86			2.37			2.85
Total From Investment Operations		8.40			(12.51	)		7.17			5.16			2.64			2.96
Less Distributions
Net Investment Income		(0.28	)		(0.41	)		(0.26	)		(0.26	)		(0.22	)		(0.19	)
Net Realized Gains		—			(1.49	)		(1.13	)		(0.31	)		(0.49	)		(0.07	)
Total Distributions		(0.28	)		(1.90	)		(1.39	)		(0.57	)		(0.71	)		(0.26	)
Net Asset Value, End of Period	$	17.45		$	9.33		$	23.74		$	17.96		$	13.37		$	11.44
Total Return		91.35	%		(57.00	)%(C)		42.58	%		39.95	%		24.27	%		34.55	%
Net Assets, End of Period (thousands)	$	1,133,958		$	547,329		$	1,458,152		$	838,948		$	482,378		$	190,028
Ratio of Expenses to Average Net Assets		0.80	%(D)		0.77	%(B)(D)		0.78	%(D)		0.81	%(D)		0.97	%(D)		1.04	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.80	%(D)		0.77	%(B)(D)		0.78	%(D)		0.81	%(D)		0.97	%(D)		1.04	%(D)
Ratio of Net Investment Income to Average Net Assets		2.05	%		2.61	%(B)		1.48	%		1.92	%		2.21	%		1.41	%
Portfolio Turnover Rate		N/A			N/A			N/A			N/A			N/A			N/A
				Emerging Markets Core Equity Portfolio
				Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Period April 5, 2005(a) to Nov. 30, 2005
Net Asset Value, Beginning of Period				$	9.88		$	21.20		$	15.13		$	11.54		$	10.00
Income From Investment Operations
Net Investment Income (Loss)					0.25	(A)		0.43	(A)		0.35	(A)		0.27	(A)		0.10
Net Gains (Losses) on Securities (Realized and Unrealized)					6.56			(11.27	)		6.10			3.54			1.51
Total From Investment Operations					6.81			(10.84	)		6.45			3.81			1.61
Less Distributions
Net Investment Income					(0.20	)		(0.40	)		(0.32	)		(0.22	)		(0.07	)
Net Realized Gains					—			(0.08	)		(0.06	)		—			—
Total Distributions					(0.20	)		(0.48	)		(0.38	)		(0.22	)		(0.07	)
Net Asset Value, End of Period				$	16.49		$	9.88		$	21.20		$	15.13		$	11.54
Total Return					69.47	%		(51.93	)%(C)		43.20	%		33.39	%		16.12	%(C)
Net Assets, End of Period (thousands)				$	2,455,035		$	1,155,526		$	1,829,466		$	822,136		$	218,563
Ratio of Expenses to Average Net Assets					0.67	%		0.65	%(B)		0.65	%		0.74	%		1.00	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)					0.67	%		0.65	%(B)		0.65	%		0.72	%		1.09	%(B)(E)
Ratio of Net Investment Income to Average Net Assets					2.03	%		2.62	%(B)		1.87	%		2.02	%		1.79	%(B)(E)
Portfolio Turnover Rate					6	%		3	%(C)		2	%		6	%		2	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

198

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA One-Year Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.17		$	10.21		$	10.20		$	10.14		$	10.20		$	10.30
Income From Investment Operations
Net Investment Income (Loss)		0.13	(A)		0.31	(A)		0.51	(A)		0.40	(A)		0.28			0.25
Net Gains (Losses) on Securities (Realized and Unrealized)		0.25			(0.04	)		0.01			0.06			(0.05	)		(0.10	)
Total From Investment Operations		0.38			0.27			0.52			0.46			0.23			0.15
Less Distributions
Net Investment Income		(0.22	)		(0.31	)		(0.51	)		(0.40	)		(0.29	)		(0.25	)
Net Realized Gains		—			—			—			—			—			—
Total Distributions		(0.22	)		(0.31	)		(0.51	)		(0.40	)		(0.29	)		(0.25	)
Net Asset Value, End of Period	$	10.33		$	10.17		$	10.21		$	10.20		$	10.14		$	10.20
Total Return		3.80	%		2.68	%(C)		5.20	%		4.58	%		2.24	%		1.08	%
Net Assets, End of Period (thousands)	$	4,269,615		$	3,194,420		$	3,229,577		$	2,418,551		$	1,953,884		$	1,738,574
Ratio of Expenses to Average Net Assets		0.20	%**		0.18	%(B)(D)		0.18	%(D)		0.18	%(D)		0.19	%(D)		0.20	%(D)
Ratio of Net Investment Income to Average Net Assets		1.26	%		3.30	%(B)		4.96	%		3.89	%		2.78	%		1.40	%
Portfolio Turnover Rate		2	%*		N/A			N/A			N/A			N/A			N/A
	DFA Two-Year Global Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.36		$	10.39		$	10.17		$	9.88		$	9.92		$	10.08
Income From Investment Operations
Net Investment Income (Loss)		0.19	(A)		0.39	(A)		0.27	(A)		0.07	(A)		0.31			0.25
Net Gains (Losses) on Securities (Realized and Unrealized)		0.18			(0.09	)		0.24			0.36			(0.14	)		(0.14	)
Total From Investment Operations		0.37			0.30			0.51			0.43			0.17			0.11
Less Distributions
Net Investment Income		(0.46	)		(0.33	)		(0.29	)		(0.14	)		(0.21	)		(0.27	)
Net Realized Gains		—			—			—			—			—			—
Total Distributions		(0.46	)		(0.33	)		(0.29	)		(0.14	)		(0.21	)		(0.27	)
Net Asset Value, End of Period	$	10.27		$	10.36		$	10.39		$	10.17		$	9.88		$	9.92
Total Return		3.71	%		2.93	%(C)		5.06	%		4.41	%		1.77	%		1.08	%
Net Assets, End of Period (thousands)	$	3,846,029		$	3,124,985		$	3,097,898		$	2,423,622		$	1,992,869		$	1,674,972
Ratio of Expenses to Average Net Assets		0.20	%**		0.18	%(B)(D)		0.18	%(D)		0.19	%(D)		0.21	%(D)		0.23	%(D)
Ratio of Net Investment Income to Average Net Assets		1.89	%		4.12	%(B)		2.59	%		0.72	%		3.25	%		1.35	%
Portfolio Turnover Rate		1	%*		N/A			N/A			N/A			N/A			N/A

* For the period October 23, 2009 through October 31, 2009. Effective October 23, 2009, the Portfolios directly invest in securities rather than through the Series.

** Represents the combined ratios for the respective portfolios and for the period November 1, 2008 through October 22, 2009, its respective pro-rata shares of its Master Fund Series.

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

199

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Selectively Hedged Global Fixed Income Portfolio						DFA Five-Year Government Portfolio
	Year Ended Oct. 31, 2009			Period Jan. 9, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	8.91		$	10.00		$	10.44		$	10.44		$	10.43		$	10.41		$	10.64		$	11.11
Income From Investment Operations
Net Investment Income (Loss)		0.26	(A)		0.33	(A)		0.26	(A)		0.26	(A)		0.50	(A)		0.46	(A)		0.35			0.33
Net Gains (Losses) on Securities (Realized and Unrealized)		0.83			(1.39	)		0.49			0.07			0.01			(0.02	)		(0.24	)		(0.01	)
Total From Investment Operations		1.09			(1.06	)		0.75			0.33			0.51			0.44			0.11			0.32
Less Distributions
Net Investment Income		—			—			(0.27	)		(0.33	)		(0.50	)		(0.42	)		(0.34	)		(0.41	)
Net Realized Gains		—			—			—			—			—			—			—			(0.38	)
Return of Capital		—			(0.03	)		—			—			—			—			—			—
Total Distributions		—			(0.03	)		(0.27	)		(0.33	)		(0.50	)		(0.42	)		(0.34	)		(0.79	)
Net Asset Value, End of Period	$	10.00		$	8.91		$	10.92		$	10.44		$	10.44		$	10.43		$	10.41		$	10.64
Total Return		12.23	%		(10.67	)%(C)		7.27	%		3.25	%(C)		4.98	%		4.36	%		1.02	%		3.02	%
Net Assets, End of Period (thousands)	$	303,440		$	198,165		$	1,008,237		$	1,115,037		$	1,216,609		$	932,121		$	748,847		$	542,634
Ratio of Expenses to Average Net Assets		0.24	%		0.24	%(B)(E)		0.25	%		0.23	%(B)		0.23	%		0.23	%		0.25	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		2.81	%		4.32	%(B)(E)		2.44	%		2.77	%(B)		4.81	%		4.45	%		3.47	%		3.21	%
Portfolio Turnover Rate		28	%		21	%(C)		72	%		79	%(C)		0	%		86	%		36	%		45	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

200

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Five-Year Global Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.68		$	10.84		$	10.53		$	10.48		$	10.50		$	10.92
Income From Investment Operations
Net Investment Income (Loss)		0.27	(A)		0.25	(A)		0.32	(A)		0.28	(A)		0.34	(A)		0.26
Net Gains (Losses) on Securities (Realized and Unrealized)		0.55			(0.10	)		0.20			0.12			(0.11	)		0.06
Total From Investment Operations		0.82			0.15			0.52			0.40			0.23			0.32
Less Distributions
Net Investment Income		(0.23	)		(0.30	)		(0.21	)		(0.33	)		(0.25	)		(0.32	)
Net Realized Gains		—			—			—			—			—			(0.42	)
Return of Capital		—			(0.01	)		—			(0.02	)		—			—
Total Distributions		(0.23	)		(0.31	)		(0.21	)		(0.35	)		(0.25	)		(0.74	)
Net Asset Value, End of Period	$	11.27		$	10.68		$	10.84		$	10.53		$	10.48		$	10.50
Total Return		7.74	%		1.40	%(C)		5.00	%		3.89	%		2.15	%		3.04	%
Net Assets, End of Period (thousands)	$	3,220,787		$	3,319,257		$	3,484,919		$	2,387,784		$	1,699,793		$	1,205,578
Ratio of Expenses to Average Net Assets		0.30	%		0.28	%(B)		0.28	%		0.29	%		0.33	%		0.34	%
Ratio of Net Investment Income to Average Net Assets		2.48	%		2.53	%(B)		3.01	%		2.72	%		3.22	%		3.12	%
Portfolio Turnover Rate		70	%		55	%(C)		108	%		92	%		69	%		90	%
	DFA Intermediate Government Fixed Income Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	11.66		$	11.86		$	11.48		$	11.45		$	11.79		$	12.14
Income From Investment Operations
Net Investment Income (Loss)		0.51	(A)		0.49	(A)		0.54	(A)		0.53	(A)		0.52			0.55
Net Gains (Losses) on Securities (Realized and Unrealized)		0.72			(0.17	)		0.35			0.05			(0.29	)		(0.05	)
Total From Investment Operations		1.23			0.32			0.89			0.58			0.23			0.50
Less Distributions
Net Investment Income		(0.52	)		(0.52	)		(0.51	)		(0.49	)		(0.53	)		(0.56	)
Net Realized Gains		(0.06	)		—			—			(0.06	)		(0.04	)		(0.29	)
Return of Capital		—			—			—			—			—			—
Total Distributions		(0.58	)		(0.52	)		(0.51	)		(0.55	)		(0.57	)		(0.85	)
Net Asset Value, End of Period	$	12.31		$	11.66		$	11.86		$	11.48		$	11.45		$	11.79
Total Return		10.71	%		2.73	%(C)		8.06	%		5.31	%		1.87	%		4.21	%
Net Assets, End of Period (thousands)	$	1,484,155		$	1,248,514		$	1,314,853		$	871,392		$	463,538		$	373,108
Ratio of Expenses to Average Net Assets		0.15	%		0.13	%(B)		0.13	%		0.14	%		0.15	%		0.17	%
Ratio of Net Investment Income to Average Net Assets		4.18	%		4.44	%(B)		4.72	%		4.72	%		4.61	%		4.72	%
Portfolio Turnover Rate		8	%		14	%(C)		0	%		3	%		16	%		6	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

201

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Short-Term Extended Quality Portfolio			DFA Inflation-Protected Securities Portfolio
	Period March 4, 2009(a) to Oct. 31, 2009			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Period Sept. 18, 2006(a) to Nov. 30, 2006
Net Asset Value, Beginning of Period	$	10.00		$	9.41		$	10.80		$	10.19		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.24	(A)		0.12	(A)		0.70	(A)		0.45	(A)		0.02	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		0.50			1.53			(1.48	)		0.50			0.17
Total From Investment Operations		0.74			1.65			(0.78	)		0.95			0.19
Less Distributions
Net Investment Income		(0.18	)		(0.10	)		(0.61	)		(0.34	)		—
Net Realized Gains		—			(0.01	)		—			—			—
Total Distributions		(0.18	)		(0.11	)		(0.61	)		(0.34	)		—
Net Asset Value, End of Period	$	10.56		$	10.95		$	9.41		$	10.80		$	10.19
Total Return		7.49	%(C)		17.70	%		(7.90	)%(C)		9.59	%		1.90	%(C)
Net Assets, End of Period (thousands)	$	378,475		$	774,110		$	371,747		$	240,403		$	34,299
Ratio of Expenses to Average Net Assets		0.22	%(B)(E)		0.16	%		0.15	%(B)		0.20	%		0.20	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.28	%(B)(E)		0.16	%		0.14	%(B)		0.21	%		0.60	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		3.54	%(B)(E)		1.20	%		7.01	%(B)		4.58	%		0.94	%(B)(E)
Portfolio Turnover Rate		2	%(C)		6	%		3	%(C)		0	%		0	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

202

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Short-Term Municipal Bond Portfolio																		DFA California Short-Term Municipal Bond Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period April 2, 2007(a) to Nov. 30, 2007
Net Asset Value, Beginning of Period	$	10.02		$	10.05		$	10.02		$	9.99		$	10.09		$	10.13		$	10.00		$	10.07		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.20	(A)		0.19	(A)		0.31	(A)		0.28	(A)		0.22			0.17			0.22	(A)		0.21	(A)		0.20	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		0.23			(0.03	)		0.02			0.02			(0.11	)		(0.04	)		0.27			(0.06	)		0.02
Total From Investment Operations		0.43			0.16			0.33			0.30			0.11			0.13			0.49			0.15			0.22
Less Distributions
Net Investment Income		(0.21	)		(0.19	)		(0.30	)		(0.27	)		(0.21	)		(0.17	)		(0.23	)		(0.22	)		(0.15	)
Total Distributions		(0.21	)		(0.19	)		(0.30	)		(0.27	)		(0.21	)		(0.17	)		(0.23	)		(0.22	)		(0.15	)
Net Asset Value, End of Period	$	10.24		$	10.02		$	10.05		$	10.02		$	9.99		$	10.09		$	10.26		$	10.00		$	10.07
Total Return		4.32	%		1.63	%(C)		3.38	%		3.01	%		1.11	%		1.27	%		4.91	%		1.45	%(C)		2.23	%(C)
Net Assets, End of Period (thousands)	$	1,168,259		$	991,918		$	948,426		$	697,942		$	511,543		$	381,709		$	210,774		$	180,915		$	128,983
Ratio of Expenses to Average Net Assets		0.25	%		0.23	%(B)		0.23	%		0.26	%		0.30	%		0.30	%		0.26	%		0.27	%(B)		0.30	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.25	%		0.23	%(B)		0.23	%		0.24	%		0.29	%		0.33	%		0.26	%		0.26	%(B)		0.33	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.99	%		2.04	%(B)		3.07	%		2.77	%		2.22	%		1.73	%		2.17	%		2.27	%(B)		3.22	%(B)(E)
Portfolio Turnover Rate		0	%		1	%(C)		0	%		0	%		2	%		6	%		4	%		17	%(C)		7	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

203

DFA INVESTMENT DIMENSIONS GROUP INC.

NOTES TO FINANCIAL STATEMENTS

A. Organization:

DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifty-seven operational portfolios, of which thirty-seven (the “Portfolios”) are included in this report and the remaining twenty are presented in separate reports.

Of the Portfolios, ten invest in one or more series of The DFA Investment Trust Company, and the DFA Global Real Estate Securities Portfolio invests in two portfolios of the DFA Investment Dimensions Group Inc.

Feeder Funds	Master Funds	Percentage Ownership at 10/31/09
U.S. Large Company Portfolio	The U.S. Large Company Series	78%
U.S. Large Cap Value Portfolio	The U.S. Large Cap Value Series	78%
Japanese Small Company Portfolio	The Japanese Small Company Series	10%
Asia Pacific Small Company Portfolio	The Asia Pacific Small Company Series	15%
United Kingdom Small Company Portfolio	The United Kingdom Small Company Series	4%
Continental Small Company Portfolio	The Continental Small Company Series	7%
Emerging Markets Portfolio	The Emerging Markets Series	93%
Emerging Markets Small Cap Portfolio	The Emerging Markets Small Cap Series	97%
Fund of Funds
International Small Company Portfolio	The Japanese Small Company Series	90%
	The Asia Pacific Small Company Series	85%
	The United Kingdom Small Company Series	96%
	The Continental Small Company Series	93%
	The Canadian Small Company Series	100%
DFA Global Real Estate Securities Portfolio	DFA Real Estate Securities Portfolio	11%
	DFA International Real Estate Securities Portfolio	28%

Each feeder fund and fund of funds (collectively, “Feeder Funds) invests primarily in a corresponding master fund(s) (”Master Fund“) as indicated. The DFA Global Real Estate Securities Portfolio also invests in short-term temporary cash investments.

The financial statements of the Master Funds are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Funds.

Prior to March 30, 2007, the U.S.Targeted Value Portfolio invested substantially all of its assets in shares of The U.S. Targeted Value Series. At the close of business on March 29, 2007, the U.S. Targeted Value Portfolio received its pro-rata share of cash and securities from The U.S. Targeted Value Series in a complete liquidation of its interest in the Series. Effective March 30, 2007, the U.S. Targeted Value Portfolio invests directly in securities rather than through the Series and maintains the same investment objective.

Prior to October 23, 2009, the DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio invested substantially all of their assets in respective shares of The DFA One-Year Fixed Income Series and The DFA Two-Year Global Fixed Income Series. At the close of business on October 23, 2009, the Portfolios received their pro-rata share of cash and securities from the respective Series in a complete liquidation of their

204

interest in the Series. Effective October 23, 2009, the Portfolios invest directly in securities rather than through the Series and maintain the same investment objectives.

Effective February 28, 2009, the Enhanced U.S. Large Company Portfolio, U.S. Small Cap Value Portfolio, U.S. Small Cap Portfolio and U.S. Micro Cap Portfolio invest directly in securities rather than through a Master Fund. See Federal Income Taxes note for more information regarding these transactions.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation §301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

On January 31, 2008, Class R1 Shares and on June 30, 2008, Class R2 Shares of U.S. Targeted Value Portfolio commenced operations. The Class R1 Shares and Class R2 Shares of each Portfolio of the Fund (the U.S. Small Cap Value Portfolio, T.A. U.S. Core Equity 2 Portfolio, U.S. Micro Cap Portfolio, T.A. World ex U.S. Core Equity Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, Emerging Markets Small Cap Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Short-Term Municipal Bond Portfolio and DFA California Short-Term Municipal Bond Portfolio) contained in this report, had not commenced operations as of October 31, 2009. Class R1 and Class R2 Shares of each Portfolio have 100,000,000 authorized shares.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolios from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: Securities held by U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, T.A. U.S. Core Equity 2 Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio and DFA Real Estate Securities Portfolio (the “Domestic Equity Portfolios”) and Large Cap International Portfolio, International Core Equity Portfolio, T.A. World ex U.S. Core Equity Portfolio, DFA International Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio and Emerging Markets Core Equity Portfolio (the “International Equity Portfolios”), including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and International Equity Portfolios value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures

205

adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally, 1:00 p.m. PT) and the time that the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the International Equity Portfolios price their shares at the close of the NYSE, the International Equity Portfolios will fair value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the International Equity Portfolios’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Fund have determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio’s foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Securities held by Enhanced U.S. Large Company Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA Intermediate Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Short-Term Municipal Bond Portfolio and DFA California Short-Term Municipal Bond Portfolio (the “Fixed Income Portfolios”), are valued on the basis of prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities which are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees.

Master Fund shares held by the International Small Company Portfolio and the DFA Global Real Estate Securities Portfolio are valued at their respective daily net asset value. The Feeder Funds’ investments reflect proportionate interest in the net assets of their corresponding Master Fund.

The Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—      Level 1 – quoted prices in active markets for identical securities

—      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—      Level 3 – significant unobservable inputs (including the Portfolios’ own assumptions in determining the fair value of investments)

206

A summary of inputs used to value the Portfolios’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings/Schedule of Investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Enhanced U.S. Large Company Portfolio, the International Equity Portfolios, the DFA Two-Year Global Fixed Income Portfolio, the DFA Selectively Hedged Global Fixed Income Portfolio, and the DFA Five-Year Global Fixed Income Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. Enhanced U.S. Large Company Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio and DFA Five-Year Global Fixed Income Portfolio also enter into forward foreign currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked to market daily based on daily forward exchange rates. The DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged.

The International Equity Portfolios do not isolate the effect of fluctuation in foreign exchange rates from the effect of fluctuations in the market prices of securities whether realized or unrealized. However, the Enhanced U.S. Large Company Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, and the DFA Five-Year Global Fixed Income Portfolio do isolate the effect of fluctuations in foreign currency rates when determining the realized gain or loss upon the sale or maturity of foreign currency denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for both financial reporting and income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the International Equity Portfolios, the Enhanced U.S. Large Company Portfolio, the DFA Two-Year Global Fixed Income Portfolio, the DFA Selectively Hedged Global Fixed Income Portfolio, and the DFA Five-Year Global Fixed Income Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses or Other Expenses.

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities utilizing the effective interest method.

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Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or Portfolios are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

Class R1 Shares, Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of the Portfolio. Income, gains and losses, and common expenses of the Portfolio are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

The U.S. Large Company Portfolio, U.S. Large Cap Value Portfolio, International Small Company Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, and Emerging Markets Small Cap Portfolio each recognize their pro-rata share of net investment income and realized and unrealized gains/losses on a daily basis, from their respective Master Funds, which are treated as partnerships for federal income tax purposes.

Prior to June 4, 2009 and October 16, 2009, the DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio, respectively, recognized their pro-rata share of net investment income and realized and unrealized gains/losses on a daily basis from their respective investments in the DFA One-Year Fixed Income Series and DFA Two-Year Global Fixed Income Series which were treated as partnerships in accordance with both U.S. federal income tax regulations and accounting principles generally accepted in the United States of America. Effective June 4, 2009 and October 16, 2009, The DFA One-Year Fixed Income Series’ and The DFA Two-Year Global Fixed Income Series’, respectively, partnership status ceased and each became a corporate master fund in a RIC/RIC master-feeder structure. The Portfolios became the feeders of these Funds. On October 23, 2009, both the DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio liquidated their investment in The DFA One-Year Fixed Income Series and The DFA Two-Year Global Fixed Income Series, respectively. Effective October 24, 2009, the DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio invest directly in securities rather than through the Series and maintain the same investment objective. See Federal Income Taxes note for more information regarding these transactions.

The Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Core Equity Portfolio’s investments in Thailand and the investments in Thailand held by the Master Funds of Emerging Markets Portfolio and Emerging Markets Small Cap Portfolio are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. The Emerging Markets Core Equity Portfolio and the Master Funds of Emerging Markets Portfolio and Emerging Markets Small Cap Portfolio accrues for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. These funds are also subject to a 15% governmental capital gains tax on short-term capital gains for investments in India. Such taxes are due upon sale of individual securities. The taxes for the capital gains are accrued when the capital gains are earned.

C. Investment Advisor and Administrator:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to all Portfolios except the Feeder Funds. The Advisor provides administrative services to the Feeder Funds, including supervision of services provided by others, providing information to shareholders and the Board of Directors/Trustees, and other administrative services.

For the year ended , October 31, 2009, the Portfolios’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

Enhanced U.S. Large Company Portfolio* 0.05 % 

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U.S. Targeted Value Portfolio	0.10	%
U.S. Small Cap Value Portfolio*	0.20	%
U.S. Core Equity 1 Portfolio	0.17	%
U.S. Core Equity 2 Portfolio	0.20	%
U.S. Vector Equity Portfolio	0.30	%
T.A. U.S. Core Equity 2 Portfolio	0.22	%
U.S. Small Cap Portfolio*	0.03	%
U.S. Micro Cap Portfolio*	0.10	%
DFA Real Estate Securities Portfolio	0.30	%
Large Cap International Portfolio	0.25	%
International Core Equity Portfolio	0.35	%
T.A. World ex U.S. Core Equity Portfolio	0.40	%
DFA International Real Estate Securities Portfolio	0.35	%
DFA Global Real Estate Securities Portfolio	0.35	%
DFA International Small Cap Value Portfolio	0.65	%
International Vector Equity Portfolio	0.45	%
Emerging Markets Core Equity Portfolio	0.55	%
DFA One-Year Fixed Income Portfolio**	0.05	%
DFA Two-Year Global Fixed Income Portfolio**	0.05	%
DFA Selectively Hedged Global Fixed Income Portfolio	0.15	%
DFA Five-Year Government Portfolio	0.20	%
DFA Five-Year Global Fixed Income Portfolio	0.25	%
DFA Intermediate Government Fixed Income Portfolio	0.10	%
DFA Short-Term Extended Quality Portfolio	0.20	%
DFA Inflation-Protected Securities Portfolio	0.10	%
DFA Short-Term Municipal Bond Portfolio	0.20	%

For the year ended October 31, 2009, the Feeder Funds’ and the Enhanced U.S. Large Company Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio administrative services fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

U.S. Large Company Portfolio	0.095	%
Enhanced U.S. Large Company Portfolio*	0.15	%
U.S. Large Cap Value Portfolio	0.15	%
U.S. Targeted Value Portfolio	0.25	%
U.S. Small Cap Value Portfolio*	0.30	%
U.S. Small Cap Portfolio*	0.32	%
U.S. Micro Cap Portfolio*	0.40	%
International Small Company Portfolio	0.40	%
Japanese Small Company Portfolio	0.40	%
Asia Pacific Small Company Portfolio	0.40	%
United Kingdom Small Company Portfolio	0.40	%
Continental Small Company Portfolio	0.40	%
Emerging Markets Portfolio	0.40	%
Emerging Markets Small Cap Portfolio	0.45	%
DFA One-Year Fixed Income Portfolio**	0.10	%
DFA Two-Year Global Fixed Income Portfolio**	0.10	%

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* Effective February 28, 2009, the Portfolio no longer invests substantially all of its assets in its respective Series. Instead, the Portfolio’s assets are managed directly in accordance with the Portfolio’s investment objective and strategies, pursuant to an investment management agreement between the Fund, on behalf of the Portfolio, and Dimensional, which previously was the manager of the Series’ assets. The investment advisory fee paid by the Portfolio is identical to the advisory fee that was charged to the Series.

** Effective October 23, 2009, the Portfolio no longer invests substantially all of its assets in its respective Series. Instead, the Portfolio’s assets are managed directly in accordance with the Portfolio’s investment objective and strategies, pursuant to an investment management agreement between the Fund, on behalf of the Portfolio, and Dimensional, which previously was the manager of the Series’ assets. The investment advisory fee paid by the Portfolio is identical to the advisory fee that was charged to the Series.

Pursuant to a Fee Waiver and Expense Assumption Agreement, the Advisor has contractually agreed to waive certain fees, including administration/advisory fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver and Expense Assumption Agreement for the Portfolios below will remain in effect through March 1, 2010, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2009, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or expenses assumed as listed below (amounts in thousands). Previously waived fees subject to future recovery by the Advisor are also reflected below (amounts in thousands). The Portfolios are not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

Institutional Class Shares	Expense Limits	Recovery of Previously Waived Fees/ Expenses Assumed	Previously Waived Fees/ Expenses Assumed Subject to Future Recovery
U.S. Large Company Portfolio (1)	0.15%	—	$617
U.S. Targeted Value Portfolio (1)	0.50%	—	—
U.S. Core Equity 1 Portfolio (2)	0.23%	—	—
U.S. Core Equity 2 Portfolio (2)	0.26%	—	—
U.S. Vector Equity Portfolio (2)	0.36%	—	—
T.A. U.S. Core Equity 2 Portfolio (2)	0.30%	—	—
International Core Equity Portfolio (2)	0.49%	—	—
T.A. World ex U.S. Core Equity Portfolio (3)	0.60%	$135	—
International Small Company Portfolio (4)	0.45%	—	—
Japanese Small Company Portfolio (4)	0.47%	—	—
Asia Pacific Small Company Portfolio (4)	0.47%	4	25
United Kingdom Small Company Portfolio (4)	0.47%	—	52
Continental Small Company Portfolio (4)	0.47%	11	—
DFA International Real Estate Securities Portfolio (5)	0.65%	—	—
DFA Global Real Estate Securities Portfolio (6)	0.55%	—	794
International Vector Equity Portfolio (5)	0.60%	17	28
Emerging Markets Core Equity Portfolio (5)	0.85%	—	—
DFA Selectively Hedged Global Fixed Income Portfolio (5)	0.25%	—	—
DFA Short-Term Extended Quality Portfolio (2)	0.22%	—	87
DFA Inflation-Protected Securities Portfolio (5)	0.20%	—	—
DFA Short-Term Municipal Bond Portfolio (7)	0.30%	—	—
DFA California Short-Term Municipal Bond Portfolio (5)	0.30%	—	—
Class R1 Shares
U.S. Targeted Value Portfolio (8)	0.62%	—	—

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Institutional Class Shares	Expense Limits	Recovery of Previously Waived Fees/ Expenses Assumed	Previously Waived Fees/ Expenses Assumed Subject to Future Recovery
Class R2 Shares
U.S. Targeted Value Portfolio (9)	0.77%	—	—

(1) The Advisor has contractually agreed to waive its administration fee and to assume each Portfolio’s direct and indirect expenses (including, for U.S. Large Company Portfolio, the expenses the Portfolio bears as a shareholder of its Master Fund) to the extent necessary to limit the expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis. At any time that the annualized expenses of a Portfolio are less than the rate listed above for such Portfolio, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(2) The Advisor has contractually agreed to waive all or a portion of its advisory fee and assume each Portfolio’s ordinary operating expenses (excluding the expenses a Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis. At any time that the annualized Portfolio Expenses of a Portfolio are less than the rates listed above for such Portfolio, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized Portfolio Expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(3) The Advisor has contractually agreed to waive all or a portion of the Portfolio’s advisory fee to the extent necessary to limit the total advisory fees paid by the Portfolio to the Advisor directly or indirectly (the proportionate share of the advisory fees paid by the Portfolio through its investment in other funds managed by the Advisor) to 0.40% of the Portfolio’s average net assets on an annualized basis. The Advisor has also contractually agreed to waive all or a portion of its advisory fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of average net assets on an annualized basis. At any time that the annualized expenses of the Portfolio are less than the rate listed above for the Portfolio, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(4) The Advisor has contractually agreed to waive its administration fee and to assume each Portfolio’s other direct expenses (for International Small Company, not including expenses incurred through its investment in other investment companies) to the extent necessary to limit the direct expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis. The Fee Waiver and Expense Assumption Agreement does not include the indirect expenses each Portfolio bears as a shareholder of its Master Funds. At any time that the direct expenses of a Portfolio are less than the rates listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s direct expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(5) The Advisor has contractually agreed to waive all or a portion of its advisory fee and to assume each Portfolio’s ordinary operating expenses (excluding the expenses a Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis. At any time that the annualized Portfolio Expenses of a Portfolio are less than the rate listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses

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previously assumed to the extent that such recovery will not cause the Portfolio’s annualized Portfolio Expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(6) The Advisor has contractually agreed to waive all or a portion of its administration fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other investment companies managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of average net assets on an annualized basis. At any time that the annualized Portfolio Expenses of the Portfolio are less than the rate listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized Portfolio Expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above. The Advisor has voluntarily agreed to waive all or a portion of its administration fee to the extent necessary to limit the total administration fees paid by the Portfolio to the Advisor directly and indirectly (the proportionate share of the administration fees paid by the Portfolio through its investment in other funds managed by the Advisor) to 0.35% of the Portfolio’s average net assets on an annualized basis.

(7) The Advisor has contractually agreed to waive all or a portion of its advisory fee to the extent necessary to reduce the Portfolio’s ordinary operating expenses (not including expenses incurred through its investment in other investment companies) (“Portfolio Expenses”) up to the amount of its total advisory fee when its Portfolio Expenses exceed the rate listed above as a percentage of average net assets on an annualized basis. At any time that the annualized Portfolio Expenses of the Portfolio are less than the rate listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived to the extent that such recovery will not cause the Portfolio’s annualized Portfolio Expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(8) The Advisor has contractually agreed to waive its administration fee and to assume the Portfolio’s direct and indirect expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Class R1 Shares to the rate listed above as a percentage of average net assets on an annualized basis. At any time that the Class R1 Shares’ annualized expenses are less than the rate listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

(9) The Advisor has contractually agreed to waive its administration fee and to assume the Portfolio’s direct and indirect expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of the Class R2 Shares to the rate listed above as a percentage of average net assets on an annualized basis. At any time that the Class R2 Shares’ annualized expenses are less than the rate listed above as a percentage of average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s annualized expenses to exceed the applicable percentage of average net assets on an annualized basis, as listed above.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $197 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statement of Operations.

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D. Deferred Compensation:

At October 31, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

U.S. Large Company Portfolio	$  67
Enhanced U.S. Large Company Portfolio	5
U.S. Large Cap Value Portfolio	143
U.S. Targeted Value Portfolio	32
U.S. Small Cap Value Portfolio	141
U.S. Core Equity 1 Portfolio	45
U.S. Core Equity 2 Portfolio	83
U.S. Vector Equity Portfolio	26
T.A. U.S. Core Equity 2 Portfolio	31
U.S. Small Cap Portfolio	60
U.S. Micro Cap Portfolio	72
DFA Real Estate Securities Portfolio	44
Large Cap International Portfolio	33
International Core Equity Portfolio	78
T.A. World ex U.S. Core Equity Portfolio	14
International Small Company Portfolio	96
Japanese Small Company Portfolio	3
Asia Pacific Small Company Portfolio	2
United Kingdom Small Company Portfolio	1
Continental Small Company Portfolio	3
DFA International Real Estate Securities Portfolio	14
DFA Global Real Estate Securities Portfolio	6
DFA International Small Cap Value Portfolio	154
International Vector Equity Portfolio	5
Emerging Markets Portfolio	45
Emerging Markets Small Cap Portfolio	22
Emerging Markets Core Equity Portfolio	51
DFA One-Year Fixed Income Portfolio	196
DFA Two-Year Global Fixed Income Portfolio	182
DFA Selectively Hedged Global Fixed Income Portfolio	6
DFA Five-Year Government Portfolio	29
DFA Five-Year Global Fixed Income Portfolio	87
DFA Intermediate Government Fixed Income Portfolio	38
DFA Short-Term Extended Quality Portfolio	6
DFA Inflation-Protected Securities Portfolio	15
DFA Short-Term Municipal Bond Portfolio	29
DFA California Short-Term Municipal Bond Portfolio	5

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E. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Portfolios made the following purchases and sales of investment securities, other than short-term securities (amounts in thousands):

	U.S. Government Securities		Other Investment Securities
	Purchases	Sales	Purchases	Sales
Enhanced U.S. Large Company Portfolio*	$  17,221	$  27,607	$    83,078	$    27,487
U.S. Targeted Value Portfolio	—	—	651,247	191,035
U.S. Small Cap Value Portfolio*	—	—	1,103,537	1,218,825
U.S. Core Equity 1 Portfolio	—	—	586,197	112,979
U.S. Core Equity 2 Portfolio	—	—	1,096,280	112,471
U.S. Vector Equity Portfolio	—	—	336,346	98,773
T.A. U.S. Core Equity 2 Portfolio	—	—	752,211	56,631
U.S. Small Cap Portfolio*	—	—	499,660	383,415
U.S. Micro Cap Portfolio*	—	—	330,753	408,096
DFA Real Estate Securities Portfolio	—	—	348,104	34,556
Large Cap International Portfolio	—	—	139,779	187,901
International Core Equity Portfolio	—	—	1,054,265	123,079
T.A. World ex U.S. Core Equity Portfolio	—	—	280,810	24,082
DFA International Real Estate Securities Portfolio	—	—	260,673	23,908
DFA International Small Cap Value Portfolio	—	—	1,540,691	1,178,091
International Vector Equity Portfolio	—	—	143,899	13,463
Emerging Markets Core Equity Portfolio	—	—	468,871	108,517
DFA One-Year Fixed Income Portfolio**	47,152	21,008	30,615	30,326
DFA Two-Year Global Fixed Income Portfolio**	24,906	22,829	60,081	20,035
DFA Selectively Hedged Global Fixed Income Portfolio	62,928	17,676	265,145	35,804
DFA Five-Year Government Portfolio	720,934	842,124	—	—
DFA Five-Year Global Fixed Income Portfolio	586,954	972,316	1,525,274	1,181,228
DFA Intermediate Government Fixed Income Portfolio	264,518	102,492	—	—
DFA Short-Term Extended Quality Portfolio	19,968	—	345,149	4,257
DFA Inflation-Protected Securities Portfolio	353,068	31,714	—	—
DFA Short-Term Municipal Bond Portfolio	—	—	658,802	—
DFA California Short-Term Municipal Bond Portfolio	—	—	116,165	7,876

* For the period February 28, 2009 through October 31, 2009, during which the Portfolio invested directly in securities.

** For the period October 23, 2009 through October 31, 2009, during which the Portfolio invested directly in securities.

F. Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to net realized gains on securities

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considered to be “passive foreign investment companies”, non-deductible offering costs, foreign bond bifurcation, the utilization of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes and distribution redesignations, were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

	Increase (Decrease) Paid-In Capital	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
U.S. Large Company Portfolio	$    (1,323)	$      (5)	$    1,328
Enhanced U.S. Large Company Portfolio	(58,767)	1,300	57,467
U.S. Large Cap Value Portfolio	(61)	(908)	969
U.S. Targeted Value Portfolio	(43)	(11)	54
U.S. Small Cap Value Portfolio	(200,882)	24,540	176,342
U.S. Core Equity 1 Portfolio	—	(15)	15
U.S. Core Equity 2 Portfolio	(178)	128	50
U.S. Vector Equity Portfolio	—	(21)	21
T.A. U.S. Core Equity 2 Portfolio	—	(8)	8
U.S. Small Cap Portfolio	(47,334)	11,620	35,714
U.S. Micro Cap Portfolio	(147,324)	14,338	132,986
DFA Real Estate Securities Portfolio	(199)	188	11
Large Cap International Portfolio	—	1,258	(1,258)
International Core Equity Portfolio	—	2,161	(2,161)
T.A. World ex U.S. Core Equity Portfolio	13	109	(122)
International Small Company Portfolio	(8,890)	2,627	6,263
Japanese Small Company Portfolio	(3,671)	248	3,423
Asia Pacific Small Company Portfolio	(271)	33	238
United Kingdom Small Company Portfolio	(88)	9	79
Continental Small Company Portfolio	(272)	(50)	322
DFA International Real Estate Securities Portfolio	1,139	(885)	(254)
DFA Global Real Estate Securities Portfolio	227	(246)	19
DFA International Small Cap Value Portfolio	2,536	(1,818)	(718)
International Vector Equity Portfolio	13	(27)	14
Emerging Markets Portfolio	24,336	(3,340)	(20,996)
Emerging Markets Small Cap Portfolio	—	(181)	181
Emerging Markets Core Equity Portfolio	—	(303)	303
DFA One-Year Fixed Income Portfolio	(43,319)	20,846	22,473
DFA Two-Year Global Fixed Income Portfolio	(10,273)	34,785	(24,512)
DFA Selectively Hedged Global Fixed Income Portfolio	(9,435)	(6,232)	15,667
DFA Five-Year Global Fixed Income Portfolio	—	36,191	(36,191)
DFA Short-Term Extended Quality Portfolio	(27)	27	—
DFA Inflation-Protected Securities Portfolio	—	(65)	65

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

215

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains		Total
U.S. Large Company Portfolio
2007	$  55,847	—		$  55,847
2008	67,060	—		67,060
2009	62,498	—		62,498
Enhanced U.S. Large Company Portfolio
2007	23,020	$    1,991		25,011
2008	15,756	17,593		33,349
2009	19,564	—		19,564
U.S. Large Cap Value Portfolio
2007	105,066	146,660		251,726
2008	118,438	315,456		433,894
2009	130,238	—		130,238
U.S. Targeted Value Portfolio
2007	9,597	12,911		22,508
2008	9,084	14,001		23,085
2009	14,179	—		14,179
U.S. Small Cap Value Portfolio
2007	168,338	643,084	��	811,422
2008	73,038	747,955		820,993
2009	69,882	—		69,882
U.S. Core Equity 1 Portfolio
2007	15,517	1,000		16,517
2008	22,927	—		22,927
2009	31,598	—		31,598
U.S. Core Equity 2 Portfolio
2007	36,180	1,451		37,631
2008	48,004	—		48,004
2009	55,009	—		55,009
U.S. Vector Equity Portfolio
2007	13,979	—		13,979
2008	14,964	—		14,964
2009	16,454	—		16,454
T.A. U.S. Core Equity 2 Portfolio
2007	—	—		—
2008	4,648	—		4,648
2009	18,642	—		18,642

216

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
U.S. Small Cap Portfolio
2007	$  70,394	$144,164	$214,558
2008	35,218	173,651	208,869
2009	26,412	—	26,412
U.S. Micro Cap Portfolio
2007	109,408	344,357	453,765
2008	82,937	350,692	433,629
2009	57,816	—	57,816
DFA Real Estate Securities Portfolio
2007	65,631	77,963	143,594
2008	34,694	200,903	235,597
2009	95,934	—	95,934
Large Cap International Portfolio
2007	52,781	909	53,690
2008	54,328	28,913	83,241
2009	32,286	—	32,286
International Core Equity Portfolio
2007	40,770	205	40,975
2008	85,639	17,053	102,692
2009	77,469	—	77,469
T.A. World ex U.S. Core Equity Portfolio
2008	1,192	—	1,192
2009	10,761	—	10,761
International Small Company Portfolio
2007	147,606	139,397	287,003
2008	167,345	279,890	447,235
2009	81,118	—	81,118
Japanese Small Company Portfolio
2007	2,759	—	2,759
2008	3,574	—	3,574
2009	2,426	—	2,426
Asia Pacific Small Company Portfolio
2007	3,089	—	3,089
2008	4,433	—	4,433
2009	2,724	—	2,724

217

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Return of Capital	Total
United Kingdom Small Company Portfolio
2007	$    1,360	$    1,153	—	$    2,513
2008	1,227	1,311	$  19	2,557
2009	658	—	—	658
Continental Small Company Portfolio
2007	3,386	2,271	—	5,657
2008	4,326	6,764	97	11,187
2009	2,087	—	—	2,087
DFA International Real Estate Securities Portfolio
2007	2,768	—	—	2,768
2008	19,791	—	—	19,791
2009	11,227	—	—	11,227
DFA Global Real Estate Securities Portfolio
2008	—	—	—	—
2009	2,370	—	—	2,370
DFA International Small Cap Value Portfolio
2007	218,066	401,394	—	619,460
2008	318,023	534,468	—	852,491
2009	108,717	25,188	—	133,905
International Vector Equity Portfolio
2008	—	—	—	—
2009	3,671	—	—	3,671
Emerging Markets Portfolio
2007	54,872	23,352	—	78,224
2008	70,205	128,306	—	198,511
2009	36,673	23,932	—	60,605
Emerging Markets Small Cap Portfolio
2007	21,595	53,499	—	75,094
2008	32,090	83,686	—	115,776
2009	16,832	—	—	16,832
Emerging Markets Core Equity Portfolio
2007	26,413	1,966	—	28,379
2008	42,769	5,265	204	48,238
2009	29,028	—	—	29,028
DFA One-Year Fixed Income Portfolio
2007	149,471	—	—	149,471
2008	102,391	—	—	102,391
2009	72,237	—	—	72,237

218

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Return of Capital	Total
DFA Two-Year Global Fixed Income Portfolio
2007	$  78,938	—	—	$  78,938
2008	99,528	$  296	—	99,824
2009	137,717	—	—	137,717
DFA Selectively Hedged Global Fixed Income Portfolio
2008	—	—	$    68	68
2009	—	—	—	—
DFA Five-Year Government Portfolio
2007	49,378	—	—	49,378
2008	38,626	—	—	38,626
2009	25,750	—	—	25,750
DFA Five-Year Global Fixed Income Portfolio
2007	60,967	—	—	60,967
2008	96,473	—	5,349	101,822
2009	61,945	—	—	61,945
DFA Intermediate Government Fixed Income Portfolio
2007	46,222	310	—	46,532
2008	59,933	112	—	60,045
2009	56,385	6,325	—	62,710
DFA Short-Term Extended Quality Portfolio
2009	4,322	—	—	4,322
DFA Inflation-Protected Securities Portfolio
2007	2,996	—	—	2,996
2008	19,588	—	—	19,588
2009	4,088	364	—	4,452
DFA Short-Term Municipal Bond Portfolio
2007	24,969	—	—	24,969
2008	18,834	—	—	18,834
2009	20,942	—	—	20,942
DFA California Short-Term Municipal Bond Portfolio
2007	1,116	—	—	1,116
2008	3,577	—	—	3,577
2009	4,256	—	—	4,256

At October 31, 2009, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the utilization of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

219

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
T.A. World ex U.S. Core Equity Portfolio	$    30	—	$    30
DFA International Real Estate Securities Portfolio	1,139	—	1,139
DFA Global Real Estate Securities Portfolio	319	—	319
DFA International Small Cap Value Portfolio	2,537	—	2,537
International Vector Equity Portfolio	29	—	29
Emerging Markets Portfolio	3,546	$2,984	6,530

At October 31, 2009, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward		Total Net Distributable Earnings (Accumulated Losses)
U.S. Large Company Portfolio	$  7,182	—	$(213,037	)	$(205,855	)
Enhanced U.S. Large Company Portfolio	328	—	(107,961	)	(107,633	)
U.S. Large Cap Value Portfolio	13,684	—	(2,441,394	)	(2,427,710	)
U.S. Targeted Value Portfolio	1,248	—	(82,714	)	(81,466	)
U.S. Small Cap Value Portfolio	2,747	—	(574,282	)	(571,535	)
U.S. Core Equity 1 Portfolio	419	—	(82,131	)	(81,712	)
U.S. Core Equity 2 Portfolio	777	—	(94,753	)	(93,976	)
U.S. Vector Equity Portfolio	1,903	—	(94,679	)	(92,776	)
T.A. U.S. Core Equity 2 Portfolio	3,092	—	(49,818	)	(46,726	)
U.S. Small Cap Portfolio	3,710	—	(380,659	)	(376,949	)
U.S. Micro Cap Portfolio	2,984	—	(515,046	)	(512,062	)
DFA Real Estate Securities Portfolio	8,242	—	(138,089	)	(129,847	)
Large Cap International Portfolio	7,702	—	(154,396	)	(146,694	)
International Core Equity Portfolio	3,803	—	(98,253	)	(94,450	)
T.A. World ex U.S. Core Equity Portfolio	1,785	—	(9,680	)	(7,895	)
International Small Company Portfolio	22,490	—	(227,832	)	(205,342	)
Japanese Small Company Portfolio	787	—	(78,684	)	(77,897	)
Asia Pacific Small Company Portfolio	932	—	(38,642	)	(37,710	)
United Kingdom Small Company Portfolio	192	—	(3,008	)	(2,816	)
Continental Small Company Portfolio	402	—	(24,183	)	(23,781	)
DFA International Real Estate Securities Portfolio	71,386	—	(48,084	)	23,302
DFA Global Real Estate Securities Portfolio	4,924	—	—		4,924
DFA International Small Cap Value Portfolio	32,551	—	(32,601	)	(50	)
International Vector Equity Portfolio	720	—	(3,383	)	(2,663	)
Emerging Markets Portfolio	5,734	$29,774	—		35,508
Emerging Markets Small Cap Portfolio	2,699	—	(37,102	)	(34,403	)
Emerging Markets Core Equity Portfolio	6,737	—	(89,395	)	(82,658	)
DFA One-Year Fixed Income Portfolio	3,526	—	(651	)	2,875
DFA Two-Year Global Fixed Income Portfolio	42,421	3,896	—		46,317
DFA Selectively Hedged Global Fixed Income Portfolio	—	230	—		230
DFA Five-Year Government Portfolio	11,738	—	—		11,738

220

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforward			Total Net Distributable Earnings (Accumulated Losses)
DFA Five-Year Global Fixed Income Portfolio	$	45,563		—	$	(5,372	)	$	40,191
DFA Intermediate Government Fixed Income Portfolio		10,456	$	5,453		—			15,909
DFA Short-Term Extended Quality Portfolio		1,345		—		—			1,345
DFA Inflation-Protected Securities Portfolio		6,370		—		(774	)		5,596
DFA Short-Term Municipal Bond Portfolio		1,836		—		(17	)		1,819
DFA California Short-Term Municipal Bond Portfolio		359		—		—			359

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

	2010		2011		2012		2013		2014		2015		2016		2017		Total
U.S. Large Company Portfolio		—	$	27,798		—	$	5,485	$	8,867		—	$	86,015	$	84,872	$	213,037
Enhanced U.S. Large Company Portfolio		—		—		—		—		—		—		107,961		—		107,961
U.S. Large Cap Value Portfolio		—		—		—		—		—		—		—		2,441,394		2,441,394
U.S. Targeted Value Portfolio		—		—		—		—		—		—		998		81,716		82,714
U.S. Small Cap Value Portfolio		—		—		—		—		—		—		371,018		203,264		574,282
U.S. Core Equity 1 Portfolio		—		—		—		—		—	$	3,266		18,644		60,221		82,131
U.S. Core Equity 2 Portfolio		—		—		—		—		—		15,562		42,181		37,010		94,753
U.S. Vector Equity Portfolio		—		—		—		—		—		1,759		12,704		80,216		94,679
T.A. U.S. Core Equity 2 Portfolio		—		—		—		—		—		310		6,972		42,536		49,818
U.S. Small Cap Portfolio		—		—		—		—		—		—		380,119		540		380,659
U.S. Micro Cap Portfolio		—		—		—		—		—		—		453,532		61,514		515,046
DFA Real Estate Securities Portfolio		—		—		—		—		—		—		81,911		56,178		138,089
Large Cap International Portfolio		—		—		—		—		—		—		19,004		135,392		154,396
International Core Equity Portfolio		—		—		—		—		—		—		10,739		87,514		98,253
T.A. World ex U.S. Core Equity Portfolio		—		—		—		—		—		—		2,250		7,430		9,680
International Small Company Portfolio		—		—		—		—		—		—		133,454		94,378		227,832
Japanese Small Company Portfolio	$	4,453		19,912	$	3,801		3,055		2,451		8,003		23,057		13,952		78,684
Asia Pacific Small Company Portfolio		—		5,837		1,150		907		864		—		21,680		8,204		38,642
United Kingdom Small Company Portfolio		—		—		—		—		—		—		1,020		1,988		3,008
Continental Small Company Portfolio		—		—		—		—		—		—		16,959		7,224		24,183
DFA International Real Estate Securities Portfolio		—		—		—		—		—		46		13,446		34,592		48,084
DFA International Small Cap Value Portfolio		—		—		—		—		—		—		—		32,601		32,601
International Vector Equity Portfolio		—		—		—		—		—		—		27		3,356		3,383
Emerging Markets Small Cap Portfolio		—		—		—		—		—		—		21,881		15,221		37,102
Emerging Markets Core Equity Portfolio		—		—		—		—		—		—		62,950		26,445		89,395
DFA One-Year Fixed Income Portfolio		—		—		—		—		—		—		651		—		651
DFA Five-Year Global Fixed Income Portfolio		—		—		—		—		309		—		5,063		—		5,372
DFA Inflation Protected Securities Portfolio		—		—		—		—		—		—		—		774		774
DFA Short-Term Municipal Bond Portfolio		—		—		17		—		—		—		—		—		17

During the year ended October 31, 2009, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

Enhanced U.S. Large Company Portfolio	$	8,177
DFA One-Year Fixed Income Portfolio		29,277
DFA Two-Year Global Fixed Income Portfolio		22,911
DFA Five-Year Government Portfolio		19,566
DFA Five-Year Global Fixed Income Portfolio		32,624
DFA California Short-Term Municipal Bond Portfolio		23

221

For the year ended October 31, 2009, the Japanese Small Company Portfolio had capital loss carryforward expirations of $3,508 (in thousands).

Some of the Portfolios’ investments and investments held by the Master Funds are in securities considered to be “passive foreign investment companies” for which any unrealized appreciation (depreciation) (mark to market) and/or realized gains are required to be included in distributable net investment income for federal income tax purposes. At October 31, 2009, the following Portfolios had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal tax purposes. For the Year Ended October 31, 2009, realized gains on the sale of passive foreign investment companies have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes. Amounts listed below are in thousands.

	Mark to Market		Realized Gains
Large Cap International Portfolio	$	1,808		—
International Core Equity Portfolio		638	$	838
T.A. World ex U.S. Core Equity Portfolio		—		25
International Small Company Portfolio		8,444		574
Japanese Small Company Portfolio		117		—
Asia Pacific Small Company Portfolio		684		—
United Kingdom Small Company Portfolio		20		9
Continental Small Company Portfolio		403		—
DFA International Real Estate Securities Portfolio		47,294		56
DFA International Small Cap Value Portfolio		20,585		2,797
Emerging Markets Small Cap Portfolio		354		—
Emerging Markets Core Equity Portfolio		4		—

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
U.S. Large Company Portfolio	$	2,877,782	$	352,056	$	(510,130	)	$	(158,074	)
Enhanced U.S. Large Company Portfolio		165,749		1,894		(21	)		1,873
U.S. Large Cap Value Portfolio		4,959,196		1,012,620		(107,145	)		905,475
U.S. Targeted Value Portfolio		1,875,678		182,315		(281,563	)		(99,248	)
U.S. Small Cap Value Portfolio		7,359,688		856,341		(1,648,779	)		(792,438	)
U.S. Core Equity 1 Portfolio		2,487,529		139,350		(368,611	)		(229,261	)
U.S. Core Equity 2 Portfolio		4,990,297		260,228		(923,665	)		(663,437	)
U.S. Vector Equity Portfolio		1,627,456		92,281		(324,960	)		(232,679	)
T.A. U.S. Core Equity 2 Portfolio		1,617,600		164,083		(133,301	)		30,782
U.S. Small Cap Portfolio		3,056,739		463,996		(541,196	)		(77,200	)
U.S. Micro Cap Portfolio		3,478,151		656,832		(865,370	)		(208,538	)
DFA Real Estate Securities Portfolio		3,157,842		143,598		(577,621	)		(434,023	)
Large Cap International Portfolio		1,527,916		270,759		(198,633	)		72,126
International Core Equity Portfolio		4,716,225		295,954		(648,610	)		(352,656	)
T.A. World ex U.S. Core Equity Portfolio		614,254		134,993		(28,279	)		106,714
International Small Company Portfolio		4,311,177		727,413		(762,875	)		(35,462	)
Japanese Small Company Portfolio		203,529		52,585		(141,999	)		(89,414	)
Asia Pacific Small Company Portfolio	$	95,452	$	61,222	$	(54,768	)	$	6,454

222

	Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)		Net Unrealized Appreciation (Depreciation)
United Kingdom Small Company Portfolio	30,650	20,946	(23,724	)	(2,778	)
Continental Small Company Portfolio	113,305	64,204	(66,524	)	(2,320	)
DFA International Real Estate Securities Portfolio	1,136,799	11,976	(280,322	)	(268,346	)
DFA Global Real Estate Securities Portfolio	407,508	32,225	(7,205	)	25,020
DFA International Small Cap Value Portfolio	8,155,491	1,022,184	(1,688,444	)	(666,260	)
International Vector Equity Portfolio	248,248	60,999	(6,848	)	54,151
Emerging Markets Portfolio	1,011,811	1,037,753	(82,480	)	955,273
Emerging Markets Small Cap Portfolio	856,324	358,008	(79,893	)	278,115
Emerging Markets Core Equity Portfolio	2,301,604	614,169	(166,439	)	447,730
DFA One-Year Fixed Income Portfolio	5,126,966	19,644	(744	)	18,900
DFA Two-Year Global Fixed Income Portfolio	5,172,582	38,592	(595	)	37,997
DFA Selectively Hedged Global Fixed Income Portfolio	299,331	4,281	(308	)	3,973
DFA Five-Year Government Portfolio	968,275	31,245	(2,998	)	28,247
DFA Five-Year Global Fixed Income Portfolio	3,961,945	170,703	11,863		182,566
DFA Intermediate Government Fixed Income Portfolio	1,366,863	103,431	(391	)	103,040
DFA Short-Term Extended Quality Portfolio	365,573	11,120	(31	)	11,089
DFA Inflation-Protected Securities Portfolio	737,599	30,004	246		30,250
DFA Short-Term Municipal Bond Portfolio	1,144,069	19,233	(1,363	)	17,870
DFA California Short-Term Municipal Bond Portfolio	204,398	4,000	(441	)	3,559

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed each Portfolio’s tax positions and has concluded that no provision for income tax is required in any Portfolios’ financial statements. No Portfolio is aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of the Portfolios’ federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

On October 22, 2008, The U.S. Micro Cap Series and The U.S. Small Cap Value Series and on October 25, 2008 The U.S. Small Cap Series, each a master fund in a RIC/RIC master-feeder structure, each with a RIC feeder (“the Portfolios”), having 100% investment in their respective master fund, have each made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation § 301.7701-3, to change their federal entity classifications from a corporation taxable as a regulated investment company to a disregarded entity. As a result of this election for tax purposes, each master fund is deemed to have liquidated and distributed all of its assets and liabilities to its owners, the respective portfolios (the RIC feeders), with the respective portfolios deemed the surviving entities. The final tax year end of the Master Funds was October 21, 2008 for The U.S. Micro Cap Series and The U.S. Small Cap Value Series and October 24, 2008 for The U.S. Small Cap Series. For Federal income tax purposes, pursuant to Code §337(a), each of the master funds recognizes no gain or loss and, pursuant to Code §332(a), each of the Portfolios recognizes no gain or loss on the deemed liquidation. However, pursuant to IRC §332 (c), each of the aforementioned Portfolios has recognized the master fund’s deemed dividend, which was distributed as part of the deemed liquidating distribution, as taxable income. Pursuant to IRC Code §334(b)(1) and §1223, each of the Portfolios will maintain each respective master fund’s holding period and tax basis in the assets deemed transferred to the respective Portfolio.

223

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In Capital	Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

Each Portfolio impacted by the ”Check the Box“ election also has a permanent book/tax difference resulting from the transaction. Listed below is the permanent difference impacting each respective Portfolio. For financial statement purposes, this adjustment did not result in any changes to each respective fund’s net assets or net asset value per share.

	Increase (Decrease) Undistributed Net Investment Income			Increase (Decrease) Accumulated Net Realized Gains (Losses)
DFA U.S. Large Cap Value Portfolio	$	(606,345	)	$	606,345
DFA U.S. Large Cap Value Portfolio II		(10,872	)		10,872
DFA U.S. Large Cap Value Portfolio III		(139,353	)		139,353
LWAS/DFA U.S. High Book To Market Portfolio		(7,793	)		7,793

For financial reporting purposes, this transaction had no impact on the net assets of the respective funds.

On November 1, 2008, The Enhanced U.S. Large Company Series, a master fund in a RIC/RIC master-feeder structure and The Enhanced U.S. Large Company Portfolio (“the Portfolio”), having 100% investment in its respective master fund, made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change the Series’ federal entity classification from a corporation taxable as a regulated investment company to a disregarded entity. As a result of this election for tax purposes, the master fund is deemed to have liquidated and distributed all of its assets and liabilities to its owner, the Portfolio, with the Portfolio deemed the surviving entity. The final tax year end of the Master Fund was October 31, 2008. For Federal income tax purposes, pursuant to Code §337(a), the Master Fund did not recognize any gain or loss and, pursuant to Code §332(a), the Portfolio did not recognize any gain or loss on the deemed liquidation. However, pursuant to IRC §332(c), the Portfolio has recognized the Master Fund’s deemed dividend, which was distributed as part of the deemed liquidating distribution, as taxable income. Pursuant to IRC Code §334(b)(1) and §1223, the Portfolio will maintain its respective master fund’s holding period and tax basis in the assets deemed transferred to the respective Portfolio.

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On November 1, 2008, The DFA One-Year Fixed Income Series and The DFA Two-Year Global Fixed Income Series, each a master fund in a RIC/RIC master-feeder structure with RIC feeders, underlying fund of fund investors (Two-Year Global Fixed Income Series) and other direct client investor(s), have each made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change their federal entity classifications from a corporation taxable as a regulated investment company to a partnership. As a result of this election, for tax purposes, the Master Funds are deemed to have distributed all of their assets and liabilities to their shareholders in liquidation of the Master Fund. Since each Master Fund has a shareholder owning 80% or more of the fund’s shares and also has shareholders owning less than 80%, each fund’s respective transaction creates a non-taxable transaction, pursuant to Internal Revenue Code §332 for those owning more than 80%, and a taxable transaction, pursuant to Internal Revenue Code §331, for those shareholders owning less than 80%. Immediately after the deemed liquidation, the shareholders contributed all of the distributed assets and liabilities to newly formed partnerships. The final tax year end of the Master Funds was October 31, 2008.

For federal income tax purposes, pursuant to IRC §332(a), the DFA One-Year Fixed Income Portfolio and the DFA Two-Year Global Fixed Income Portfolio, having a more than 80% investment in its respective master fund, will not recognize any gain or loss on the deemed liquidation. However, pursuant to IRC §332(c), a portion of the deemed distribution, which otherwise would have been tax-free as discussed above, since it is utilized by the Master Fund to satisfy its dividends paid deduction for the tax year, must be recognized and treated as a dividend by the 80% or greater shareholder. Pursuant to IRC §334(b)(1) and §1223, the 80% or greater shareholder’s basis and holding period in the securities received in liquidation is the same as it was in the possession of the Master Fund. However, any security distributed in satisfaction of the Master Fund’s final dividend would have a basis equal to its fair market value and would be deemed acquired on the liquidation date.

For financial reporting purposes, this transaction had no impact on the net assets of the respective funds.

G. Capital Share Transactions:

The capital share transactions by class were as follows (amounts in thousands):

	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount	Shares
U.S. Targeted Value Portfolio
Class R1 Shares*
Shares Issued	$	7,979		1,266		$	41,494		4,172		N/A	N/A
Shares Issued in Lieu of Cash Distributions		423		64			351		36		N/A	N/A
Shares Redeemed		(5,207	)	(844	)		(7,142	)	(761	)	N/A	N/A
Net Increase (Decrease) — Class R1 Shares	$	3,195		486		$	34,703		3,447		N/A	N/A
Class R2 Shares**
Shares Issued	$	1,638		210		$	3,032		306		N/A	N/A
Shares Issued in Lieu of Cash Distributions		27		4			10		1		N/A	N/A
Shares Redeemed		(626	)	(85	)		(799	)	(88	)	N/A	N/A
Net Increase (Decrease) — Class R2 Shares	$	1,039		129		$	2,243		219		N/A	N/A

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	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount			Shares
U.S. Targeted Value Portfolio
Institutional Class Shares
Shares Issued	$	840,965		86,986		$	930,939		66,970		$	500,717		28,579
Shares Issued in Lieu of Cash Distributions		13,191		1,374			20,933		1,410			18,152		1,060
Shares Redeemed		(419,657	)	(43,424	)		(327,204	)	(24,350	)		(110,437	)	(6,247	)
Net Increase
(Decrease) — Institutional Class Shares	$	434,499		44,936		$	624,668		44,030		$	408,432		23,392

* Class R1 Shares commenced operations on January 31, 2008.

** Class R2 Shares commenced operations on June 30, 2008.

H. Financial Instruments:

In accordance with the Portfolios’ investment objectives and policies, the Portfolios may invest, either directly or indirectly through their investment in a corresponding Master Fund, in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. Repurchase Agreements: The Portfolios may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Fund’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2. Treasury Inflation-Protected Securities (TIPS): The DFA Inflation-Protected Securities Portfolio may purchase TIPS which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

3. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in U.S. companies, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a Portfolio uses derivatives, how derivatives are accounted for and how derivative instruments affect a Portfolio’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Portfolios.

4. Forward Currency Contracts: The Enhanced U.S. Large Company Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Global Fixed Income Portfolio

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and DFA Short-Term Extended Quality Portfolio may enter into forward foreign currency contracts only to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk). The decision to hedge a Portfolio’s currency exposure with respect to a foreign market will be based primarily on the Portfolio’s existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolios as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of translation of foreign currency denominated amounts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on foreign currency transactions. At October 31, 2009, the Portfolios had entered into the following contracts and the net unrealized foreign exchange gain/(loss) is reflected in the accompanying financial statements (amounts in thousands):

Enhanced U.S. Large Company Portfolio*

Settlement        Date	Currency  Amount	Currency Sold	Contract  Amount	Value at October 31, 2009	Unrealized Foreign Exchange Gain (Loss)
11/18/09	4,648	Canadian Dollar	$  4,364	$  4,296	$ 68
11/18/09	2,162	Euro	3,198	3,182	16
11/18/09	6,200	Pound Sterling	10,129	10,174	(45	)
			$17,691	$17,652	$ 39

DFA Two-Year Global Fixed Income Portfolio*
Settlement       Date	Currency  Amount	Currency Sold	Contract      Amount	Value at October 31, 2009	Unrealized Foreign Exchange Gain (Loss)
11/06/09	142,065	Euro	$212,339	$209,067	$3,272
11/18/09	198,938	Canadian Dollar	187,075	183,855	3,220
11/18/09	144,042	Euro	213,086	211,970	1,116
11/18/09	112,239	Pound Sterling	183,461	184,189	(728	)
			$795,961	$789,081	$6,880

DFA Selectively Hedged Global Fixed Income Portfolio*
Settlement       Date	Currency  Amount	Currency Sold	Contract      Amount	Value at October 31, 2009	Unrealized Foreign Exchange Gain (Loss)
11/18/09	18,062	Canadian Dollar	$16,948	$16,692	$256

DFA Five-Year Global Fixed Income Portfolio*
Settlement       Date	Currency      Amount	Currency Sold	Contract      Amount	Value at October 31, 2009	Unrealized Foreign Exchange Gain (Loss)
11/09/09	17,858,616	Japanese Yen	$196,481	$198,406	$(1,925	)
11/13/09	17,553,714	Japanese Yen	191,063	195,023	(3,960	)
11/13/09	119,009	Pound Sterling	194,496	195,305	(809	)
11/13/09	4,438	Pound Sterling	7,323	7,284	39
11/23/09	123,425	Pound Sterling	203,599	202,540	1,059
			$792,962	$798,558	$(5,596	)

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*During the year ended October 31, 2009, the Portfolios had limited activity in these transactions.

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 U.S. dollar.

5. Futures Contracts: Certain Portfolios may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Additionally, the Enhanced U.S. Large Company Portfolio uses stock index futures to hedge against changes in equity securities’ prices in the normal course of pursuing its investment objectives. Upon entering into a futures contract, the Portfolio deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolio records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolio could lose more than the initial margin requirements. The Portfolios entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

At October 31, 2009, the following Portfolio had outstanding futures contracts (dollar amounts in thousands):

	Description	Expiration Date	Number of Contracts	Contract Value	Unrealized Gain (Loss)
Enhanced U.S. Large Company Portfolio	S&P 500 Index®	12/18/2009	620*	$160,115	$1,705

Enhanced Securities have been segregated as collateral for open futures contracts.

*Outstanding contracts on futures at year end October 31, 2009 are indicative of the volume of activity during the year.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statements of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Portfolios’ derivative instrument holdings for the year ended October 31, 2009.

The following is a summary of the location of derivatives on the Portfolios’ Statements of Assets and Liabilities as of October 31, 2009:

	Location on the Statements of Assets and Liabilities
Derivative Type	Asset Derivatives	Liability Derivatives
Foreign exchange contracts	Unrealized Gain on Forward Currency Contracts	Unrealized Loss on Forward Currency Contracts
Equity contracts		Payables: Futures Margin Variation

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The following is a summary of the Portfolios’ derivative instrument holdings categorized by primary risk exposure as of October 31, 2009 (amounts in thousands):

		Asset Derivatives Value
	Total Value at October 31, 2009	Foreign Exchange Contracts	Equity Contracts
Enhanced U.S. Large Company Portfolio	$1,789	$     84	$1,705*
DFA Two-Year Global Fixed Income Portfolio	7,608	7,608	—
DFA Selectively Hedged Global Fixed Income Portfolio	256	256	—
DFA Five-Year Global Fixed Income Portfolio	1,098	1,098	—
		Liability Derivatives Value
	Total Value at October 31, 2009	Foreign Exchange Contracts	Equity Contracts
Enhanced U.S. Large Company Portfolio	$     45	$     45	—
DFA Two-Year Global Fixed Income Portfolio	728	728	—
DFA Five-Year Global Fixed Income Portfolio	6,694	6,694	—

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the location on the Portfolios’ Statements of Operations of realized and change in unrealized gains and losses from the Portfolio’s derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Foreign exchange contracts	Net Realized Gain (Loss) on: Foreign Currency Transactions Change in Unrealized Appreciation (Depreciation) of: Translation of Foreign Currency Denominated Amounts
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Total		Foreign Exchange Contracts		Equity Contracts
Enhanced U.S. Large Company Portfolio	$25,521		$(229	)	$25,750
U.S. Targeted Value Portfolio*	(823	)	—		(823	)
U.S. Small Cap Value Portfolio*	570		—		570
U.S. Core Equity 1 Portfolio*	683		—		683
U.S. Core Equity 2 Portfolio*	3,212		—		3,212
U.S. Vector Equity Portfolio*	407		—		407
T.A. U.S. Core Equity 2 Portfolio*	(854	)	—		(854	)
DFA Real Estate Securities Portfolio*	(1,065	)	—		(1,065	)
Large Cap International Portfolio*	919		—		919

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	Realized Gain (Loss) on Derivatives Recognized in Income
	Total		Foreign Exchange Contracts		Equity Contracts
International Core Equity Portfolio*	$  (2,556	)	—		$(2,556	)
T.A. World ex U.S. Core Equity Portfolio*	(660	)	—		(660	)
DFA International Real Estate Securities Portfolio*	234		—		234
DFA International Small Cap Value Portfolio*	(9,031	)	—		(9,031	)
International Vector Equity Portfolio*	(232	)	—		(232	)
Emerging Markets Core Equity Portfolio*	(873	)	—		(873	)
DFA Two-Year Global Fixed Income Portfolio	(3,286	)	$  (3,286	)	—
DFA Selectively Hedged Global Fixed Income Portfolio	(37	)	(37	)	—
DFA Five-Year Global Fixed Income Portfolio	(63,248	)	(63,248	)	—
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Total		Foreign Exchange Contracts		Equity Contracts
Enhanced U.S. Large Company Portfolio	$ 1,744		$     39		$1,705
U.S. Targeted Value Portfolio*	(3	)	—		(3	)
U.S. Core Equity 1 Portfolio*	(2	)	—		(2	)
U.S. Core Equity 2 Portfolio*	(1	)	—		(1	)
T.A. U.S. Core Equity 2 Portfolio*	(1	)	—		(1	)
DFA Real Estate Securities Portfolio*	(10	)	—		(10	)
International Core Equity Portfolio*	(15	)	—		(15	)
T.A. World ex U.S. Core Equity Portfolio*	(1	)	—		(1	)
DFA International Small Cap Value Portfolio*	(28	)	—		(28	)
International Vector Equity Portfolio*	(1	)	—		(1	)
Emerging Markets Core Equity Portfolio*	(4	)	—		(4	)
DFA Two-Year Global Fixed Income Portfolio	6,880		6,880		—
DFA Selectively Hedged Global Fixed Income Portfolio	262		262		—
DFA Five-Year Global Fixed Income Portfolio	(4,167	)	(4,167	)	—

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Portfolios had limited activity in these transactions.

I. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

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For the year ended October 31, 2009, borrowings by the Portfolios under this line of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
U.S. Targeted Value Portfolio	1.95%	$1,732	1	—	$  1,732
U.S. Small Cap Value Portfolio	1.99%	9,824	18	$10	24,299
U.S. Core Equity 1 Portfolio	1.99%	2,842	20	3	12,148
U.S. Vector Equity Portfolio	2.25%	4,672	20	6	14,819
T.A. U.S. Core Equity 2 Portfolio	2.05%	3,160	17	3	12,832
U.S. Small Cap Portfolio	2.06%	7,934	20	9	27,804
U.S. Micro Cap Portfolio	1.87%	4,049	21	4	22,530
DFA Real Estate Securities Portfolio	1.90%	3,088	20	3	6,865
DFA Global Real Estate Securities Portfolio	1.99%	110	14	—	263

At October 31, 2009, U.S. Small Cap Value Portfolio had a loan outstanding in the amount of $6,072 (in thousands).

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Portfolios under this line of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
Large Cap International Portfolio	0.95%	$3,702	39	$  4	$14,855
International Core Equity Portfolio	0.96%	7,333	27	5	19,021
T.A. World ex U.S. Core Equity Portfolio	0.89%	3,108	30	2	8,114
International Small Company Portfolio	0.92%	3,301	45	4	9,459
DFA International Real Estate Securities Portfolio	0.94%	855	17	—	2,591
DFA International Small Cap Value Portfolio	0.93%	6,909	53	9	22,578
International Vector Equity Portfolio	0.95%	971	30	1	2,875
Emerging Markets Core Equity Portfolio	0.94%	3,107	56	5	12,568

At October 31, 2009, International Small Company Portfolio and DFA International Small Cap Value Portfolio had loans outstanding in the amounts of $1,970 and $6,784 (in thousands), respectively.

J. Securities Lending:

As of October 31, 2009, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio held cash collateral. Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios’ collateral to be lower or higher than

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the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities.

Subject to each Portfolios’ investment policy, the cash collateral received by the Portfolio from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

K. Shareholder Servicing Fees:

The Class R1 Shares pay a shareholder servicing fee in the amount of 0.10% and Class R2 Shares pay a shareholder servicing fee in the amount of 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in the U.S. Targeted Value Portfolio Class R1 and Class R2 Shares.

L. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

M. In-Kind Redemptions:

In accordance with guidelines described in the Portfolios’ prospectus, the fund may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the fund recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital.

During the year ended October 31, 2009, the Emerging Markets Portfolio realized net gains of in-kind redemptions in the amount of $17,805 (amount in thousands).

During the period ended October 31, 2008, the following Portfolios realized net gains of in-kind redemptions (amounts in thousands):

Large Cap International Portfolio	$	14,987
International Core Equity Portfolio		7,590
Emerging Markets Core Equity Portfolio		1,902

N. Other:

At October 31, 2009, the following number of shareholders held the following approximate percentages of outstanding shares of the Portfolios. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

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	Number of Shareholders	Approximate Percentage of Outstanding Shares
U.S. Large Company Portfolio — Institutional Class Shares	2	59%
Enhanced U.S. Large Company Portfolio — Institutional Class Shares	3	81%
U.S. Large Cap Value Portfolio — Institutional Class Shares	3	75%
U.S. Targeted Value Portfolio — Class R1 Shares	1	97%
U.S. Targeted Value Portfolio — Class R2 Shares	1	89%
U.S. Targeted Value Portfolio — Institutional Class Shares	2	59%
U.S. Small Cap Value Portfolio — Institutional Class Shares	2	52%
U.S. Core Equity 1 Portfolio — Institutional Class Shares	3	62%
U.S. Core Equity 2 Portfolio — Institutional Class Shares	3	67%
U.S. Vector Equity Portfolio — Institutional Class Shares	4	89%
T.A. U.S. Core Equity 2 Portfolio — Institutional Class Shares	3	93%
U.S. Small Cap Portfolio — Institutional Class Shares	3	53%
U.S. Micro Cap Portfolio — Institutional Class Shares	2	55%
DFA Real Estate Securities Portfolio — Institutional Class Shares	3	72%
Large Cap International Portfolio — Institutional Class Shares	2	76%
International Core Equity Portfolio — Institutional Class Shares	3	69%
T.A. World ex U.S. Core Equity Portfolio — Institutional Class Shares	3	92%
International Small Company Portfolio — Institutional Class Shares	2	51%
Japanese Small Company Portfolio — Institutional Class Shares	3	68%
Asia Pacific Small Company Portfolio — Institutional Class Shares	2	68%
United Kingdom Small Company Portfolio — Institutional Class Shares	2	86%
Continental Small Company Portfolio — Institutional Class Shares	2	63%
DFA International Real Estate Securities Portfolio — Institutional Class Shares .	3	82%
DFA Global Real Estate Securities Portfolio — Institutional Class Shares	2	87%
DFA International Small Cap Value Portfolio — Institutional Class Shares	2	49%
International Vector Equity Portfolio — Institutional Class Shares	3	92%
Emerging Markets Portfolio — Institutional Class Shares	2	56%
Emerging Markets Small Cap Portfolio — Institutional Class Shares	1	34%
Emerging Markets Core Equity Portfolio — Institutional Class Shares	3	79%
DFA One-Year Fixed Income Portfolio — Institutional Class Shares	2	60%
DFA Two-Year Global Fixed Income Portfolio — Institutional Class Shares	3	81%
DFA Selectively Hedged Global Fixed Income Portfolio — Institutional Class Shares	4	96%
DFA Five-Year Government Portfolio — Institutional Class Shares	3	77%
DFA Five-Year Global Fixed Income Portfolio — Institutional Class Shares	3	74%
DFA Intermediate Government Fixed Income Portfolio — Institutional Class Shares	2	75%
DFA Short-Term Extended Quality Portfolio — Institutional Class Shares	4	86%
DFA Inflation-Protected Securities Portfolio — Institutional Class Shares	3	81%
DFA Short-Term Municipal Bond Portfolio — Institutional Class Shares	3	82%
DFA California Short-Term Municipal Bond Portfolio — Institutional Class Shares	3	96%

233

O. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Fund through December 23, 2009, the date the financial statements were available for issuance, and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

On December 18, 2009, the Board of Directors of DFA Investment Dimensions Group Inc., on behalf of the U.S. Large Company Portfolio (the “Large Company Portfolio”), approved an Agreement and Plan of Reorganization (the “Plan of Reorganization”), under which the Large Company Portfolio will be reorganized with and into the U.S. Large Company Institutional Index Portfolio (the “Large Company Institutional Portfolio”), a portfolio of Dimensional Investment Group Inc. Under the Plan of Reorganization, the Large Company Portfolio will transfer substantially all of its assets to the Large Company Institutional Portfolio in exchange solely for shares of the Large Company Institutional Portfolio (the “Reorganization”), which will be distributed to shareholders of the Large Company Portfolio according to their interests held in the Large Company Portfolio immediately prior to the Reorganization. As soon as practicable thereafter, the Large Company Portfolio will be liquidated and dissolved.

234

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of the Portfolios, as defined, and

Board of Directors of DFA Investment Dimensions Group Inc.:

In our opinion, the accompanying statements of assets and liabilities, including the schedules of investments/ summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of U.S. Large Company Portfolio, Enhanced U.S. Large Company Portfolio, U.S. Large Cap Value Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, T.A. U.S. Core Equity 2 Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, Large Cap International Portfolio, International Core Equity Portfolio, T.A. World ex U.S. Core Equity Portfolio, International Small Company Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio, Emerging Markets Core Equity Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA Intermediate Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio and DFA California Short-Term Municipal Bond Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2009, the results of each of their operations, the changes in each of their net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolios’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodians, brokers, and the transfer agents of the investee funds, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

235

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and July 8, 2009, DFA Investment Dimensions Group Inc. (“DFAIDG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAIDG and the Portfolios, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolios approved each of the applicable proposals for DFAIDG and the Portfolios presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by each Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAIDG

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DFAIDG*
1a	David G. Booth	5,100,343,281	93.94%	—	0.00%	328,971,623	6.06%			81.55%	0.00%	5.26%
1b	George M. Constantinides	5,105,280,301	94.03%	—	0.00%	324,034,602	5.97%			81.63%	0.00%	5.18%
1c	John P. Gould	5,100,584,112	93.95%	—	0.00%	328,730,791	6.05%			81.55%	0.00%	5.26%
1d	Roger G. Ibbotson	5,105,426,112	94.03%	—	0.00%	323,888,792	5.97%			81.63%	0.00%	5.18%
1e	Robert C. Merton	5,107,268,900	94.07%	—	0.00%	322,046,003	5.93%			81.66%	0.00%	5.15%
1f	Myron S. Scholes	5,104,997,961	94.03%	—	0.00%	324,316,942	5.97%			81.62%	0.00%	5.19%
1g	Eduardo A. Repetto	5,094,783,848	93.84%	—	0.00%	334,531,055	6.16%			81.46%	0.00%	5.35%
1h	Abbie J. Smith	5,100,861,923	93.95%	—	0.00%	328,452,981	6.05%			81.55%	0.00%	5.25%

	Shares Voted						Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DFAIDG*	3,385,698,613	93.83%	43,557,844	1.21%	179,189,489	4.97%	54.13%	0.70%	4.97%

* Results are for all Portfolios within DFAIDG

U.S. Large Company Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	40,430,126	80.58%	1,516,358	3.02%	8,224,375	16.39%	47.41%	1.78%	9.64%
5b	Making Loans	40,467,481	80.66%	1,486,422	2.96%	8,216,956	16.38%	47.46%	1.74%	9.64%
5c	Investments in Real Estate	41,229,199	82.18%	716,953	1.43%	8,224,707	16.39%	48.35%	0.84%	9.65%
5d	Investments in Commodities	40,474,610	80.67%	1,471,256	2.93%	8,224,993	16.39%	47.46%	1.73%	9.65%
5e	Diversification of Investments	40,673,446	81.07%	1,282,998	2.56%	8,214,415	16.37%	47.70%	1.50%	9.63%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	40,286,840	80.30%	1,636,196	3.26%	8,247,823	16.44%	47.24%	1.92%	9.67%
6b	Purchasing Securities on Margin	40,249,338	80.22%	1,678,831	3.35%	8,242,690	16.43%	47.20%	1.97%	9.67%
6c	Investing in Restricted or Illiquid Securities	40,254,755	80.24%	1,673,457	3.34%	8,242,647	16.43%	47.21%	1.96%	9.67%
6d	Investing for the Purpose of Exercising Control	40,412,651	80.55%	1,506,361	3.00%	8,251,847	16.45%	47.39%	1.77%	9.68%
6e	Investing in Other Investment Companies	40,411,300	80.55%	1,514,178	3.02%	8,245,381	16.43%	47.39%	1.78%	9.67%
6f	Management Ownership of Securities of an Issuer	40,509,353	80.74%	1,400,147	2.79%	8,261,359	16.47%	47.51%	1.64%	9.69%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	40,571,084	80.87%	1,360,203	2.71%	8,239,572	16.42%	47.58%	1.60%	9.66%
6h	Investing in Securities of Unseasoned Issuers	40,332,047	80.39%	1,592,824	3.17%	8,245,988	16.44%	47.30%	1.87%	9.67%
6i	Investing in Warrants	40,461,757	80.65%	1,435,624	2.86%	8,273,478	16.49%	47.45%	1.68%	9.70%
6j	Writing or Acquiring Options	40,450,447	80.63%	1,454,481	2.90%	8,265,931	16.48%	47.44%	1.71%	9.69%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	41,387,142	82.49%	542,566	1.08%	8,241,151	16.43%	48.53%	0.64%	9.66%

236

Enhanced U.S. Large Company Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	15,387,271	56.14%	40,860	0.15%	394,026	1.44%	11,586,812	42.27%	56.13%	0.15%	1.44%
5b	Making Loans	15,381,417	56.12%	50,690	0.18%	390,050	1.42%	11,586,812	42.27%	56.11%	0.18%	1.42%
5c	Investments in Real Estate	15,387,025	56.14%	44,866	0.16%	390,266	1.42%	11,586,812	42.27%	56.13%	0.16%	1.42%
5d	Investments in Commodities	15,365,625	56.06%	66,266	0.24%	390,266	1.42%	11,586,812	42.27%	56.05%	0.24%	1.42%
5e	Diversification of Investments	15,392,316	56.16%	39,575	0.14%	390,266	1.42%	11,586,812	42.27%	56.15%	0.14%	1.42%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	15,381,129	56.12%	45,153	0.16%	395,875	1.44%	11,586,812	42.27%	56.11%	0.16%	1.44%
6b	Purchasing Securities on Margin	15,384,140	56.13%	42,142	0.15%	395,875	1.44%	11,586,812	42.27%	56.12%	0.15%	1.44%
6d	Investing for the Purpose of Exercising Control	15,381,129	56.12%	45,153	0.16%	395,875	1.44%	11,586,812	42.27%	56.11%	0.16%	1.44%
6e	Investing in Other Investment Companies	15,372,610	56.09%	42,874	0.16%	406,673	1.48%	11,586,812	42.27%	56.08%	0.16%	1.48%
6f	Management Ownership of Securities of an Issuer	15,373,342	56.09%	42,142	0.15%	406,673	1.48%	11,586,812	42.27%	56.08%	0.15%	1.48%
6h	Investing in Securities of Unseasoned Issuers	15,370,330	56.08%	50,977	0.19%	400,850	1.46%	11,586,812	42.27%	56.07%	0.19%	1.46%
6i	Investing in Warrants	15,375,621	56.10%	45,686	0.17%	400,850	1.46%	11,586,812	42.27%	56.09%	0.17%	1.46%

U.S. Large Cap Value Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	172,893,840	88.81%	7,186,773	3.69%	14,599,592	7.50%	46.64%	1.94%	3.94%
5b	Making Loans	172,791,986	88.76%	7,254,169	3.73%	14,634,050	7.52%	46.61%	1.96%	3.95%
5c	Investments in Real Estate	175,160,321	89.97%	4,984,199	2.56%	14,535,685	7.47%	47.25%	1.34%	3.92%
5d	Investments in Commodities	173,112,100	88.92%	7,020,863	3.61%	14,547,242	7.47%	46.70%	1.89%	3.92%
5e	Diversification of Investments	174,205,973	89.48%	6,003,329	3.08%	14,470,903	7.43%	46.99%	1.62%	3.90%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	171,633,445	88.16%	8,205,849	4.22%	14,840,911	7.62%	46.30%	2.21%	4.00%
6b	Purchasing Securities on Margin	171,417,311	88.05%	8,446,023	4.34%	14,816,871	7.61%	46.24%	2.28%	4.00%
6c	Investing in Restricted or Illiquid Securities	171,472,444	88.08%	8,394,752	4.31%	14,813,009	7.61%	46.25%	2.26%	4.00%
6d	Investing for the Purpose of Exercising Control	172,419,927	88.57%	7,483,007	3.84%	14,777,271	7.59%	46.51%	2.02%	3.99%
6e	Investing in Other Investment Companies	172,365,026	88.54%	7,593,625	3.90%	14,721,554	7.56%	46.50%	2.05%	3.97%
6f	Management Ownership of Securities of an Issuer	172,683,982	88.70%	7,182,843	3.69%	14,813,380	7.61%	46.58%	1.94%	4.00%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	173,364,846	89.05%	6,724,869	3.45%	14,590,490	7.49%	46.77%	1.81%	3.94%
6h	Investing in Securities of Unseasoned Issuers	171,698,443	88.20%	8,063,113	4.14%	14,918,649	7.66%	46.32%	2.18%	4.02%
6i	Investing in Warrants	172,471,724	88.59%	7,221,658	3.71%	14,986,823	7.70%	46.52%	1.95%	4.04%
6j	Writing or Acquiring Options	172,546,830	88.63%	7,283,118	3.74%	14,850,257	7.63%	46.54%	1.96%	4.01%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	175,966,526	90.39%	3,924,543	2.02%	14,789,136	7.60%	47.47%	1.06%	3.99%

U.S. Targeted Value Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	53,117,513	85.60%	2,133,467	3.44%	6,803,169	10.96%	47.78%	1.92%	6.12%
5b	Making Loans	53,052,457	85.49%	2,177,756	3.51%	6,823,936	11.00%	47.72%	1.96%	6.14%
5c	Investments in Real Estate	53,653,525	86.46%	1,628,785	2.62%	6,771,840	10.91%	48.26%	1.47%	6.09%
5d	Investments in Commodities	52,832,185	85.14%	2,453,403	3.95%	6,768,562	10.91%	47.52%	2.21%	6.09%
5e	Diversification of Investments	53,540,956	86.28%	1,762,547	2.84%	6,750,646	10.88%	48.16%	1.59%	6.07%

237

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	52,457,864	84.54%	2,842,428	4.58%	6,753,858	10.88%	47.18%	2.56%	6.07%
6e	Investing in Other Investment Companies	53,069,209	85.52%	2,199,274	3.54%	6,785,666	10.94%	47.73%	1.98%	6.10%

U.S. Small Cap Value Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	173,119,722	92.72%	7,695,223	4.12%	5,896,085	3.16%	52.84%	2.35%	1.80%
5b	Making Loans	172,804,656	92.55%	7,706,222	4.13%	6,200,153	3.32%	52.74%	2.35%	1.89%
5c	Investments in Real Estate	174,223,319	93.31%	6,289,826	3.37%	6,197,885	3.32%	53.18%	1.92%	1.89%
5d	Investments in Commodities	173,534,303	92.94%	7,026,376	3.76%	6,150,351	3.29%	52.97%	2.14%	1.88%
5e	Diversification of Investments	174,656,837	93.54%	5,903,682	3.16%	6,150,511	3.29%	53.31%	1.80%	1.88%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	171,661,614	91.94%	8,760,032	4.69%	6,289,384	3.37%	52.39%	2.67%	1.92%
6b	Purchasing Securities on Margin	171,441,491	91.82%	9,025,749	4.83%	6,243,791	3.34%	52.33%	2.75%	1.91%
6c	Investing in Restricted or Illiquid Securities	172,683,093	92.49%	7,799,254	4.18%	6,228,683	3.34%	52.71%	2.38%	1.90%
6d	Investing for the Purpose of Exercising Control	172,786,379	92.54%	7,641,558	4.09%	6,283,093	3.37%	52.74%	2.33%	1.92%
6e	Investing in Other Investment Companies	172,761,077	92.53%	7,687,308	4.12%	6,262,646	3.35%	52.73%	2.35%	1.91%
6f	Management Ownership of Securities of an Issuer	172,799,765	92.55%	7,635,419	4.09%	6,275,846	3.36%	52.74%	2.33%	1.92%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	173,667,640	93.01%	6,844,588	3.67%	6,198,802	3.32%	53.01%	2.09%	1.89%
6h	Investing in Securities of Unseasoned Issuers	173,452,804	92.90%	7,025,400	3.76%	6,232,826	3.34%	52.94%	2.14%	1.90%
6i	Investing in Warrants	174,070,813	93.23%	6,367,229	3.41%	6,272,988	3.36%	53.13%	1.94%	1.91%
6j	Writing or Acquiring Options	172,730,578	92.51%	7,736,815	4.14%	6,243,638	3.34%	52.72%	2.36%	1.91%

U.S. Core Equity 1 Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	104,483,941	52.11%	1,098,003	0.55%	1,009,578	0.50%	93,932,769	46.84%	51.39%	0.54%	0.50%	NA
5b	Making Loans	104,358,224	52.04%	1,139,060	0.57%	1,094,238	0.55%	93,932,769	46.84%	51.33%	0.56%	0.54%	NA
5c	Investments in Real Estate	104,566,166	52.15%	982,878	0.49%	1,042,478	0.52%	93,932,769	46.84%	51.43%	0.48%	0.51%	NA
5d	Investments in Commodities	104,404,880	52.07%	1,088,620	0.54%	1,098,022	0.55%	93,932,769	46.84%	51.35%	0.54%	0.54%	NA
5e	Diversification of Investments	104,679,991	52.20%	932,378	0.46%	979,153	0.49%	93,932,769	46.84%	51.49%	0.46%	0.48%	NA

U.S. Core Equity 2 Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	213,171,499	62.76%	1,782,444	0.52%	2,933,581	0.86%	121,790,485	35.85%	55.36%	0.46%	0.76%	NA
5b	Making Loans	212,884,025	62.67%	1,771,008	0.52%	3,232,491	0.95%	121,790,485	35.85%	55.28%	0.46%	0.84%	NA
5c	Investments in Real Estate	213,332,926	62.80%	1,646,861	0.48%	2,907,737	0.86%	121,790,485	35.85%	55.40%	0.43%	0.76%	NA
5d	Investments in Commodities	213,163,570	62.75%	1,876,742	0.55%	2,847,212	0.84%	121,790,485	35.85%	55.35%	0.49%	0.74%	NA
5e	Diversification of Investments	213,641,376	62.90%	1,393,944	0.41%	2,852,204	0.84%	121,790,485	35.85%	55.48%	0.36%	0.74%	NA

238

U.S. Vector Equity Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	64,539,853	94.75%	1,390,999	2.04%	2,184,255	3.21%	51.32%	1.11%	1.74%
5b	Making Loans	64,564,833	94.79%	1,389,158	2.04%	2,161,116	3.17%	51.34%	1.10%	1.72%
5c	Investments in Real Estate	64,620,224	94.87%	1,344,830	1.97%	2,150,053	3.16%	51.39%	1.07%	1.71%
5d	Investments in Commodities	64,507,548	94.70%	1,443,149	2.12%	2,164,410	3.18%	51.30%	1.15%	1.72%
5e	Diversification of Investments	64,723,933	95.02%	1,275,843	1.87%	2,115,331	3.11%	51.47%	1.01%	1.68%

T.A. U.S. Core Equity 2 Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	92,018,708	91.72%	2,273,749	2.27%	6,033,779	6.01%	50.98%	1.26%	3.34%
5b	Making Loans	92,000,616	91.70%	2,303,383	2.30%	6,022,237	6.00%	50.97%	1.28%	3.34%
5c	Investments in Real Estate	92,151,224	91.85%	2,192,495	2.19%	5,982,517	5.96%	51.06%	1.21%	3.31%
5d	Investments in Commodities	92,398,250	92.10%	1,909,189	1.90%	6,018,797	6.00%	51.19%	1.06%	3.33%
5e	Diversification of Investments	92,414,737	92.11%	1,994,656	1.99%	5,916,843	5.90%	51.20%	1.11%	3.28%

U.S. Small Cap Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	82,575,641	57.01%	6,234,882	4.30%	663,803	0.46%	55,371,235	38.23%	52.22%	3.94%	0.42%	NA
5b	Making Loans	82,405,615	56.89%	6,269,283	4.33%	799,428	0.55%	55,371,235	38.23%	52.11%	3.96%	0.51%	NA
5c	Investments in Real Estate	83,174,614	57.42%	5,640,775	3.89%	658,937	0.45%	55,371,235	38.23%	52.60%	3.57%	0.42%	NA
5d	Investments in Commodities	82,541,203	56.99%	6,276,843	4.33%	656,280	0.45%	55,371,235	38.23%	52.20%	3.97%	0.41%	NA
5e	Diversification of Investments	82,695,020	57.09%	6,131,184	4.23%	648,122	0.45%	55,371,235	38.23%	52.29%	3.88%	0.41%	NA
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	82,406,144	56.89%	6,379,410	4.40%	688,772	0.48%	55,371,235	38.23%	52.11%	4.03%	0.44%	NA
6b	Purchasing Securities on Margin	82,364,690	56.86%	6,425,765	4.44%	683,871	0.47%	55,371,235	38.23%	52.08%	4.06%	0.43%	NA
6c	Investing in Restricted or Illiquid Securities	82,382,951	56.88%	6,408,942	4.42%	682,433	0.47%	55,371,235	38.23%	52.10%	4.05%	0.43%	NA
6d	Investing for the Purpose of Exercising Control	82,193,695	56.75%	6,595,405	4.55%	685,226	0.47%	55,371,235	38.23%	51.98%	4.17%	0.43%	NA
6e	Investing in Other Investment Companies	82,354,250	56.86%	6,444,117	4.45%	675,959	0.47%	55,371,235	38.23%	52.08%	4.07%	0.43%	NA
6f	Management Ownership of Securities of an Issuer	82,495,363	56.95%	6,289,478	4.34%	689,485	0.48%	55,371,235	38.23%	52.17%	3.98%	0.44%	NA
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	82,572,008	57.01%	6,254,150	4.32%	648,168	0.45%	55,371,235	38.23%	52.21%	3.95%	0.41%	NA
6h	Investing in Securities of Unseasoned Issuers	82,229,235	56.77%	6,552,410	4.52%	692,681	0.48%	55,371,235	38.23%	52.00%	4.14%	0.44%	NA
6i	Investing in Warrants	82,525,143	56.97%	6,265,011	4.33%	684,172	0.47%	55,371,235	38.23%	52.18%	3.96%	0.43%	NA
6j	Writing or Acquiring Options	82,296,649	56.82%	6,498,926	4.49%	678,751	0.47%	55,371,235	38.23%	52.04%	4.11%	0.43%	NA

U.S. Micro Cap Portfolio

		Shares Voted									Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/WithHold	%		For		Against		Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	164,980,200	96.27	%	3,066,686	1.79	%	3,319,399	1.94	%	54.77	%	1.02	%	1.10	%
5b	Making Loans	164,907,178	96.23	%	3,097,794	1.81	%	3,361,313	1.96	%	54.74	%	1.03	%	1.12	%
5c	Investments in Real Estate	165,176,839	96.39	%	2,886,113	1.68	%	3,303,333	1.93	%	54.83	%	0.96	%	1.10	%
5d	Investments in Commodities	163,886,571	95.64	%	4,195,928	2.45	%	3,283,786	1.92	%	54.40	%	1.39	%	1.09	%
5e	Diversification of Investments	165,476,898	96.56	%	2,620,926	1.53	%	3,268,461	1.91	%	54.93	%	0.87	%	1.09	%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	163,544,790	95.44	%	4,428,988	2.58	%	3,392,506	1.98	%	54.29	%	1.47	%	1.13	%

239

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
6b	Purchasing Securities on Margin	163,473,742	95.39%	4,520,335	2.64%	3,372,208	1.97%	54.27%	1.50%	1.12%
6c	Investing in Restricted or Illiquid Securities	163,626,099	95.48%	4,371,813	2.55%	3,368,374	1.97%	54.32%	1.45%	1.12%
6e	Investing in Other Investment Companies	164,860,510	96.20%	3,170,962	1.85%	3,334,813	1.95%	54.73%	1.05%	1.11%
6f	Management Ownership of Securities of an Issuer	165,048,646	96.31%	2,969,253	1.73%	3,348,387	1.95%	54.79%	0.99%	1.11%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	164,132,773	95.78%	3,920,347	2.29%	3,313,165	1.93%	54.49%	1.30%	1.10%
6i	Investing in Warrants	165,149,647	96.37%	2,844,275	1.66%	3,372,363	1.97%	54.82%	0.94%	1.12%
6j	Writing or Acquiring Options	165,066,228	96.32%	2,958,519	1.73%	3,341,538	1.95%	54.80%	0.98%	1.11%
DFA Real Estate Securities Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	61,754,553	93.39%	1,889,527	2.86%	2,480,208	3.75%	52.56%	1.61%	2.11%
5b	Making Loans	61,717,979	93.34%	1,938,943	2.93%	2,467,366	3.73%	52.53%	1.65%	2.10%
5c	Investments in Real Estate	62,160,227	94.01%	1,481,985	2.24%	2,482,076	3.75%	52.91%	1.26%	2.11%
5d	Investments in Commodities	61,395,815	92.85%	2,252,630	3.41%	2,475,843	3.74%	52.26%	1.92%	2.11%
5e	Diversification of Investments	62,144,270	93.98%	1,529,527	2.31%	2,450,491	3.71%	52.90%	1.30%	2.09%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	61,103,483	92.41%	2,522,483	3.81%	2,498,322	3.78%	52.01%	2.15%	2.13%
6b	Purchasing Securities on Margin	61,040,406	92.31%	2,607,638	3.94%	2,476,244	3.74%	51.96%	2.22%	2.11%
6c	Investing in Restricted or Illiquid Securities	61,152,163	92.48%	2,491,475	3.77%	2,480,650	3.75%	52.05%	2.12%	2.11%
6d	Investing for the Purpose of Exercising Control	61,741,715	93.37%	1,893,125	2.86%	2,489,448	3.76%	52.55%	1.61%	2.12%
6e	Investing in Other Investment Companies	61,680,175	93.28%	1,962,785	2.97%	2,481,328	3.75%	52.50%	1.67%	2.11%
6f	Management Ownership of Securities of an Issuer	61,837,326	93.52%	1,792,836	2.71%	2,494,126	3.77%	52.64%	1.53%	2.12%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	61,567,170	93.11%	2,111,244	3.19%	2,445,874	3.70%	52.41%	1.80%	2.08%
6i	Investing in Warrants	61,810,828	93.48%	1,814,347	2.74%	2,499,113	3.78%	52.61%	1.54%	2.13%
6j	Writing or Acquiring Options	61,781,880	93.43%	1,850,982	2.80%	2,491,426	3.77%	52.59%	1.58%	2.12%
Large Cap International Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	37,997,717	94.68%	873,247	2.18%	1,263,266	3.15%	50.99%	1.17%	1.70%
5b	Making Loans	37,952,326	94.56%	930,997	2.32%	1,250,907	3.12%	50.93%	1.25%	1.68%
5c	Investments in Real Estate	37,421,132	93.24%	1,513,828	3.77%	1,199,271	2.99%	50.22%	2.03%	1.61%
5d	Investments in Commodities	37,427,437	93.26%	1,517,390	3.78%	1,189,404	2.96%	50.22%	2.04%	1.60%
5e	Diversification of Investments	38,181,915	95.14%	774,663	1.93%	1,177,653	2.93%	51.24%	1.04%	1.58%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	37,089,479	92.41%	1,807,123	4.50%	1,237,628	3.08%	49.77%	2.42%	1.66%
6b	Purchasing Securities on Margin	37,110,845	92.47%	1,790,428	4.46%	1,232,957	3.07%	49.80%	2.40%	1.65%
6c	Investing in Restricted or Illiquid Securities	37,035,863	92.28%	1,861,009	4.64%	1,237,358	3.08%	49.70%	2.50%	1.66%
6d	Investing for the Purpose of Exercising Control	37,986,250	94.65%	913,502	2.28%	1,234,478	3.08%	50.97%	1.23%	1.66%
6e	Investing in Other Investment Companies	37,922,294	94.49%	982,986	2.45%	1,228,950	3.06%	50.89%	1.32%	1.65%
6f	Management Ownership of Securities of an Issuer	37,951,172	94.56%	964,995	2.40%	1,218,063	3.03%	50.93%	1.29%	1.63%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	37,396,426	93.18%	1,493,613	3.72%	1,244,191	3.10%	50.18%	2.00%	1.67%

240

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
6h	Investing in Securities of Unseasoned Issuers	37,762,857	94.09%	1,085,971	2.71%	1,285,402	3.20%	50.67%	1.46%	1.72%
6i	Investing in Warrants	37,928,700	94.50%	918,894	2.29%	1,286,636	3.21%	50.90%	1.23%	1.73%
6j	Writing or Acquiring Options	37,941,166	94.54%	903,732	2.25%	1,289,332	3.21%	50.91%	1.21%	1.73%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	38,233,655	95.26%	584,902	1.46%	1,315,673	3.28%	51.31%	0.78%	1.77%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	38,232,780	95.26%	584,735	1.46%	1,316,715	3.28%	51.30%	0.78%	1.77%

International Core Equity Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	177,373,455	56.74%	4,154,996	1.33%	4,660,259	1.49%	126,424,297	40.44%	53.06%	1.24%	1.39%
5b	Making Loans	176,924,084	56.60%	4,414,472	1.41%	4,850,153	1.55%	126,424,297	40.44%	52.92%	1.32%	1.45%
5c	Investments in Real Estate	177,497,921	56.78%	4,005,870	1.28%	4,684,919	1.50%	126,424,297	40.44%	53.10%	1.20%	1.40%
5d	Investments in Commodities	177,390,060	56.74%	4,174,411	1.34%	4,624,239	1.48%	126,424,297	40.44%	53.06%	1.25%	1.38%
5e	Diversification of Investments	177,693,681	56.84%	3,871,733	1.24%	4,623,296	1.48%	126,424,297	40.44%	53.16%	1.16%	1.38%

T.A. World ex U.S. Core Equity Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	39,055,490	91.06%	1,840,767	4.29%	1,994,796	4.65%	53.00%	2.50%	2.71%
5b	Making Loans	39,042,172	91.03%	1,854,086	4.32%	1,994,795	4.65%	52.98%	2.52%	2.71%
5c	Investments in Real Estate	39,039,635	91.02%	1,848,576	4.31%	2,002,842	4.67%	52.98%	2.51%	2.72%
5d	Investments in Commodities	39,107,803	91.18%	1,808,202	4.22%	1,975,048	4.60%	53.07%	2.45%	2.68%
5e	Diversification of Investments	39,122,349	91.21%	1,812,695	4.23%	1,956,009	4.56%	53.09%	2.46%	2.65%

International Small Company Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	146,761,050	82.53%	5,759,650	3.24%	25,304,179	14.23%	49.23%	1.93%	8.49%
5b	Making Loans	146,487,502	82.38%	5,764,592	3.24%	25,572,786	14.38%	49.13%	1.93%	8.58%
5c	Investments in Real Estate	136,816,309	76.94%	15,717,711	8.84%	25,290,860	14.22%	45.89%	5.27%	8.48%
5d	Investments in Commodities	146,666,615	82.48%	5,882,289	3.31%	25,275,976	14.21%	49.19%	1.97%	8.48%
5e	Diversification of Investments	147,253,567	82.81%	5,304,294	2.98%	25,267,019	14.21%	49.39%	1.78%	8.48%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	146,450,914	82.36%	6,115,754	3.44%	25,258,212	14.20%	49.12%	2.05%	8.47%
6b	Purchasing Securities on Margin	146,093,000	82.16%	6,478,434	3.64%	25,253,445	14.20%	49.00%	2.17%	8.47%
6d	Investing for the Purpose of Exercising Control	146,487,649	82.38%	6,046,180	3.40%	25,291,052	14.22%	49.13%	2.03%	8.48%
6e	Investing in Other Investment Companies	150,205,417	84.47%	2,351,498	1.32%	25,267,965	14.21%	50.38%	0.79%	8.48%
6f	Management Ownership of Securities of an Issuer	147,009,760	82.67%	5,540,873	3.12%	25,274,247	14.21%	49.31%	1.86%	8.48%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	132,479,321	74.50%	20,087,264	11.30%	25,258,295	14.20%	44.44%	6.74%	8.47%
6h	Investing in Securities of Unseasoned Issuers	137,270,123	77.19%	15,257,960	8.58%	25,296,797	14.23%	46.04%	5.12%	8.49%
6i	Investing in Warrants	148,246,012	83.37%	4,311,609	2.42%	25,267,259	14.21%	49.72%	1.45%	8.48%
6j	Writing or Acquiring Options	133,979,497	75.34%	18,558,642	10.44%	25,286,741	14.22%	44.94%	6.22%	8.48%

241

Japanese Small Company Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
5b	Making Loans	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
5c	Investments in Real Estate	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
5d	Investments in Commodities	6,135,575	80.62%	8,694	0.11%	2,028	0.03%	1,464,448	19.24%	74.09%	0.10%	0.02%
5e	Diversification of Investments	6,135,575	80.62%	8,694	0.11%	2,028	0.03%	1,464,448	19.24%	74.09%	0.10%	0.02%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
6b	Purchasing Securities on Margin	6,134,672	80.61%	9,597	0.13%	2,028	0.03%	1,464,448	19.24%	74.08%	0.12%	0.02%
6c	Investing in Restricted or Illiquid Securities	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
6d	Investing for the Purpose of Exercising Control	6,004,971	78.90%	139,298	1.83%	2,027	0.03%	1,464,448	19.24%	72.51%	1.68%	0.02%
6e	Investing in Other Investment Companies	6,136,305	80.63%	7,965	0.10%	2,027	0.03%	1,464,448	19.24%	74.10%	0.10%	0.02%
6f	Management Ownership of Securities of an Issuer	6,134,672	80.61%	9,597	0.13%	2,028	0.03%	1,464,448	19.24%	74.08%	0.12%	0.02%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
6h	Investing in Securities of Unseasoned Issuers	6,005,700	78.91%	138,569	1.82%	2,028	0.03%	1,464,448	19.24%	72.52%	1.67%	0.02%
6i	Investing in Warrants	6,133,943	80.60%	10,327	0.14%	2,027	0.03%	1,464,448	19.24%	74.07%	0.12%	0.02%
6j	Writing or Acquiring Options	6,004,971	78.90%	139,298	1.83%	2,028	0.03%	1,464,448	19.24%	72.51%	1.68%	0.02%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	6,136,900	80.63%	7,370	0.10%	2,027	0.03%	1,464,448	19.24%	74.10%	0.09%	0.02%
Asia Pacific Small Company Portfolio
		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	3,125,999	65.79%	87,920	1.85%	13,068	0.28%	1,524,711	32.09%	62.92%	1.77%	0.26%
5b	Making Loans	3,125,999	65.79%	87,920	1.85%	13,068	0.28%	1,524,711	32.09%	62.92%	1.77%	0.26%
5c	Investments in Real Estate	3,125,999	65.79%	87,920	1.85%	13,068	0.28%	1,524,711	32.09%	62.92%	1.77%	0.26%
5d	Investments in Commodities	3,127,867	65.83%	86,052	1.81%	13,068	0.28%	1,524,711	32.09%	62.96%	1.73%	0.26%
5e	Diversification of Investments	3,127,867	65.83%	86,052	1.81%	13,068	0.28%	1,524,711	32.09%	62.96%	1.73%	0.26%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	3,124,333	65.75%	88,471	1.86%	14,183	0.30%	1,524,711	32.09%	62.89%	1.78%	0.29%
6b	Purchasing Securities on Margin	3,125,189	65.77%	87,615	1.84%	14,183	0.30%	1,524,711	32.09%	62.91%	1.76%	0.29%
6c	Investing in Restricted or Illiquid Securities	3,123,874	65.74%	88,930	1.87%	14,183	0.30%	1,524,711	32.09%	62.88%	1.79%	0.29%
6d	Investing for the Purpose of Exercising Control	3,020,946	63.58%	191,858	4.04%	14,183	0.30%	1,524,711	32.09%	60.81%	3.86%	0.29%
6e	Investing in Other Investment Companies	3,123,780	65.74%	89,023	1.87%	14,184	0.30%	1,524,711	32.09%	62.88%	1.79%	0.29%
6f	Management Ownership of Securities of an Issuer	3,124,333	65.75%	88,471	1.86%	14,183	0.30%	1,524,711	32.09%	62.89%	1.78%	0.29%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	3,125,742	65.78%	87,062	1.83%	14,183	0.30%	1,524,711	32.09%	62.92%	1.75%	0.29%
6h	Investing in Securities of Unseasoned Issuers	3,019,079	63.54%	193,725	4.08%	14,183	0.30%	1,524,711	32.09%	60.77%	3.90%	0.29%
6i	Investing in Warrants	3,123,818	65.74%	89,023	1.87%	14,146	0.30%	1,524,711	32.09%	62.88%	1.79%	0.28%
6j	Writing or Acquiring Options	3,018,526	63.53%	194,278	4.09%	14,183	0.30%	1,524,711	32.09%	60.76%	3.91%	0.29%

242

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	3,128,063	65.83%	85,856	1.81%	13,068	0.28%	1,524,711	32.09%	62.96%	1.73%	0.26%
United Kingdom Small Company Portfolio
		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
5b	Making Loans	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
5c	Investments in Real Estate	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
5d	Investments in Commodities	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
5e	Diversification of Investments	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6b	Purchasing Securities on Margin	1,281,533	83.91%	1,937	0.13%	1,941	0.13%	241,804	15.83%	81.63%	0.12%	0.12%
6c	Investing in Restricted or Illiquid Securities	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6d	Investing for the Purpose of Exercising Control	1,226,898	80.34%	56,572	3.70%	1,941	0.13%	241,804	15.83%	78.15%	3.60%	0.12%
6e	Investing in Other Investment Companies	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6f	Management Ownership of Securities of an Issuer	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	1,281,767	83.93%	1,704	0.11%	1,940	0.13%	241,804	15.83%	81.64%	0.11%	0.12%
6h	Investing in Securities of Unseasoned Issuers	1,226,898	80.34%	56,572	3.70%	1,941	0.13%	241,804	15.83%	78.15%	3.60%	0.12%
6i	Investing in Warrants	1,281,533	83.91%	1,937	0.13%	1,941	0.13%	241,804	15.83%	81.63%	0.12%	0.12%
6j	Writing or Acquiring Options	1,226,665	80.32%	56,805	3.72%	1,941	0.13%	241,804	15.83%	78.13%	3.62%	0.12%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	1,281,840	83.93%	1,630	0.11%	1,941	0.13%	241,804	15.83%	81.65%	0.10%	0.12%
Continental Small Company Portfolio
		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	5,570,603	77.24%	24,245	0.34%	22,517	0.31%	1,595,160	22.12%	74.40%	0.32%	0.30%
5b	Making Loans	5,428,383	75.26%	166,465	2.31%	22,517	0.31%	1,595,160	22.12%	72.50%	2.22%	0.30%
5c	Investments in Real Estate	5,570,603	77.24%	24,245	0.34%	22,517	0.31%	1,595,160	22.12%	74.40%	0.32%	0.30%
5d	Investments in Commodities	5,572,946	77.27%	24,245	0.34%	20,174	0.28%	1,595,160	22.12%	74.43%	0.32%	0.27%
5e	Diversification of Investments	5,570,603	77.24%	24,245	0.34%	22,517	0.31%	1,595,160	22.12%	74.40%	0.32%	0.30%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	5,569,884	77.23%	24,964	0.35%	22,517	0.31%	1,595,160	22.12%	74.39%	0.33%	0.30%
6b	Purchasing Securities on Margin	5,569,884	77.23%	24,964	0.35%	22,517	0.31%	1,595,160	22.12%	74.39%	0.33%	0.30%
6c	Investing in Restricted or Illiquid Securities	5,413,476	75.06%	181,373	2.51%	22,516	0.31%	1,595,160	22.12%	72.30%	2.42%	0.30%
6d	Investing for the Purpose of Exercising Control	5,476,922	75.94%	117,926	1.64%	22,517	0.31%	1,595,160	22.12%	73.15%	1.58%	0.30%
6e	Investing in Other Investment Companies	5,414,106	75.07%	180,742	2.51%	22,517	0.31%	1,595,160	22.12%	72.31%	2.41%	0.30%
6f	Management Ownership of Securities of an Issuer	5,427,664	75.25%	167,184	2.32%	22,517	0.31%	1,595,160	22.12%	72.49%	2.23%	0.30%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	5,569,884	77.23%	24,964	0.35%	22,517	0.31%	1,595,160	22.12%	74.39%	0.33%	0.30%

243

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
6h	Investing in Securities of Unseasoned Issuers	5,463,995	75.76%	130,853	1.81%	22,517	0.31%	1,595,160	22.12%	72.98%	1.75%	0.30%
6i	Investing in Warrants	5,569,884	77.23%	24,964	0.35%	22,517	0.31%	1,595,160	22.12%	74.39%	0.33%	0.30%
6j	Writing or Acquiring Options	5,476,922	75.94%	117,926	1.64%	22,517	0.31%	1,595,160	22.12%	73.15%	1.58%	0.30%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	5,428,490	75.26%	166,358	2.31%	22,517	0.31%	1,595,160	22.12%	72.50%	2.22%	0.30%
DFA International Real Estate Securities Portfolio
		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	60,208,121	57.02%	847,657	0.80%	924,740	0.88%	43,608,759	41.30%	51.93%	0.73%	0.80%
5b	Making Loans	60,111,915	56.93%	856,731	0.81%	1,011,872	0.96%	43,608,759	41.30%	51.85%	0.74%	0.87%
5c	Investments in Real Estate	60,225,576	57.04%	837,514	0.79%	917,428	0.87%	43,608,759	41.30%	51.95%	0.72%	0.79%
5d	Investments in Commodities	60,227,589	57.04%	836,068	0.79%	916,861	0.87%	43,608,759	41.30%	51.95%	0.72%	0.79%
5e	Diversification of Investments	60,072,714	56.89%	991,378	0.94%	916,426	0.87%	43,608,759	41.30%	51.81%	0.86%	0.79%

DFA Global Real Estate Securities Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	16,862,648	76.95%	525,109	2.40%	4,524,924	20.65%	47.50%	1.48%	12.75%
5b	Making Loans	16,870,688	76.99%	525,109	2.40%	4,516,884	20.61%	47.53%	1.48%	12.72%
5c	Investments in Real Estate	16,877,330	77.02%	512,787	2.34%	4,522,564	20.64%	47.54%	1.44%	12.74%
5d	Investments in Commodities	16,862,467	76.95%	556,044	2.54%	4,494,170	20.51%	47.50%	1.57%	12.66%
5e	Diversification of Investments	16,885,025	77.06%	510,772	2.33%	4,516,884	20.61%	47.57%	1.44%	12.72%
DFA International Small Cap Value Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	241,024,647	90.81%	16,685,673	6.29%	7,720,246	2.91%	54.48%	3.77%	1.74%
5b	Making Loans	246,529,473	92.88%	10,966,978	4.13%	7,934,116	2.99%	55.72%	2.48%	1.79%
5c	Investments in Real Estate	243,318,088	91.67%	14,402,198	5.43%	7,710,280	2.90%	55.00%	3.26%	1.74%
5d	Investments in Commodities	246,941,521	93.03%	10,784,598	4.06%	7,704,447	2.90%	55.81%	2.44%	1.74%
5e	Diversification of Investments	247,689,322	93.32%	10,372,791	3.91%	7,368,453	2.78%	55.98%	2.34%	1.67%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	240,479,220	90.60%	17,424,322	6.56%	7,527,025	2.84%	54.35%	3.94%	1.70%
6b	Purchasing Securities on Margin	231,448,174	87.20%	26,471,659	9.97%	7,510,734	2.83%	52.31%	5.98%	1.70%
6c	Investing in Restricted or Illiquid Securities	246,099,078	92.72%	11,923,494	4.49%	7,407,995	2.79%	55.62%	2.70%	1.67%
6d	Investing for the Purpose of Exercising Control	247,063,679	93.08%	10,955,999	4.13%	7,410,888	2.79%	55.84%	2.48%	1.68%
6e	Investing in Other Investment Companies	246,884,157	93.01%	11,150,453	4.20%	7,395,957	2.79%	55.80%	2.52%	1.67%
6f	Management Ownership of Securities of an Issuer	246,927,220	93.03%	10,962,683	4.13%	7,540,664	2.84%	55.81%	2.48%	1.70%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	247,330,663	93.18%	10,697,732	4.03%	7,402,171	2.79%	55.90%	2.42%	1.67%
6h	Investing in Securities of Unseasoned Issuers	247,045,502	93.07%	10,940,101	4.12%	7,444,963	2.80%	55.84%	2.47%	1.68%
6i	Investing in Warrants	247,420,726	93.21%	10,575,200	3.98%	7,434,640	2.80%	55.92%	2.39%	1.68%
6j	Writing or Acquiring Options	236,706,345	89.18%	21,199,007	7.99%	7,525,215	2.84%	53.50%	4.79%	1.70%

244

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	256,232,261	96.53%	1,564,025	0.59%	7,634,280	2.88%	57.91%	0.35%	1.73%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	256,223,264	96.53%	1,572,911	0.59%	7,634,391	2.88%	57.91%	0.36%	1.73%

International Vector Equity Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	12,634,182	53.44%	339,533	1.44%	95,624	0.40%	10,572,971	44.72%	53.01%	1.42%	0.40%
5b	Making Loans	12,635,088	53.44%	338,627	1.43%	95,624	0.40%	10,572,971	44.72%	53.01%	1.42%	0.40%
5c	Investments in Real Estate	12,639,741	53.46%	333,973	1.41%	95,624	0.40%	10,572,971	44.72%	53.03%	1.40%	0.40%
5d	Investments in Commodities	12,636,624	53.45%	337,090	1.43%	95,624	0.40%	10,572,971	44.72%	53.02%	1.41%	0.40%
5e	Diversification of Investments	12,649,164	53.50%	315,724	1.34%	104,451	0.44%	10,572,971	44.72%	53.07%	1.32%	0.44%

Emerging Markets Portfolio

		Shares Voted							Percent of Outstanding Shares Voted
		For		%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	37,169,348		93.78%	1,245,444	3.14%	1,221,412	3.08%	47.22%	1.58%	1.55%
5b	Making Loans	37,216,081	��	93.89%	1,177,804	2.97%	1,242,319	3.13%	47.28%	1.50%	1.58%
5c	Investments in Real Estate	37,416,071		94.40%	1,013,151	2.56%	1,206,982	3.05%	47.53%	1.29%	1.53%
5d	Investments in Commodities	37,201,487		93.86%	1,224,791	3.09%	1,209,926	3.05%	47.26%	1.56%	1.54%
5e	Diversification of Investments	37,578,860		94.81%	850,957	2.15%	1,206,387	3.04%	47.74%	1.08%	1.53%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	36,955,077		93.24%	1,405,465	3.55%	1,275,662	3.22%	46.95%	1.79%	1.62%
6b	Purchasing Securities on Margin	36,960,851		93.25%	1,412,821	3.56%	1,262,532	3.19%	46.95%	1.79%	1.60%
6c	Investing in Restricted or Illiquid Securities	36,949,469		93.22%	1,413,050	3.57%	1,273,685	3.21%	46.94%	1.80%	1.62%
6d	Investing for the Purpose of Exercising Control	37,109,742		93.63%	1,268,403	3.20%	1,258,059	3.17%	47.14%	1.61%	1.60%
6e	Investing in Other Investment Companies	37,246,632		93.97%	1,130,044	2.85%	1,259,528	3.18%	47.32%	1.44%	1.60%
6f	Management Ownership of Securities of an Issuer	37,303,599		94.11%	1,062,837	2.68%	1,269,768	3.20%	47.39%	1.35%	1.61%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	34,987,306		88.27%	3,417,693	8.62%	1,231,206	3.11%	44.45%	4.34%	1.56%
6h	Investing in Securities of Unseasoned Issuers	37,137,132		93.69%	1,223,800	3.09%	1,275,272	3.22%	47.18%	1.55%	1.62%
6i	Investing in Warrants	37,332,785		94.19%	1,044,802	2.64%	1,258,617	3.18%	47.43%	1.33%	1.60%
6j	Writing or Acquiring Options	37,208,618		93.88%	1,176,807	2.97%	1,250,779	3.16%	47.27%	1.49%	1.59%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	37,650,756		94.99%	719,321	1.81%	1,266,127	3.19%	47.83%	0.91%	1.61%
Emerging Markets Small Cap Portfolio
		Shares Voted							Percent of Outstanding Shares Voted
		For		%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	34,906,600		96.69%	636,885	1.76%	558,129	1.55%	57.34%	1.05%	0.92%
5b	Making Loans	34,860,289		96.56%	648,269	1.80%	593,056	1.64%	57.27%	1.06%	0.97%
5c	Investments in Real Estate	34,900,964		96.67%	641,082	1.78%	559,568	1.55%	57.34%	1.05%	0.92%
5d	Investments in Commodities	34,808,353		96.42%	738,763	2.05%	554,498	1.54%	57.18%	1.21%	0.91%

245

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5e	Diversification of Investments	35,011,893	96.98%	536,458	1.49%	553,263	1.53%	57.52%	0.88%	0.91%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	34,721,947	96.18%	819,310	2.27%	560,357	1.55%	57.04%	1.35%	0.92%
6b	Purchasing Securities on Margin	34,707,419	96.14%	839,880	2.33%	554,315	1.54%	57.02%	1.38%	0.91%
6d	Investing for the Purpose of Exercising Control	34,904,556	96.68%	640,251	1.77%	556,807	1.54%	57.34%	1.05%	0.91%
6e	Investing in Other Investment Companies	34,889,974	96.64%	657,584	1.82%	554,056	1.53%	57.32%	1.08%	0.91%
6f	Management Ownership of Securities of an Issuer	34,978,653	96.89%	564,851	1.56%	558,110	1.55%	57.46%	0.93%	0.92%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	34,877,263	96.61%	665,189	1.84%	559,162	1.55%	57.30%	1.09%	0.92%
6h	Investing in Securities of Unseasoned Issuers	34,951,721	96.81%	593,562	1.64%	556,331	1.54%	57.42%	0.98%	0.91%
6i	Investing in Warrants	34,929,577	96.75%	610,801	1.69%	561,236	1.55%	57.38%	1.00%	0.92%
6j	Writing or Acquiring Options	34,985,838	96.91%	555,585	1.54%	560,191	1.55%	57.47%	0.91%	0.92%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	35,075,885	97.16%	462,218	1.28%	563,511	1.56%	57.62%	0.76%	0.93%
Emerging Markets Core Equity Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	76,691,134	94.65%	1,233,644	1.52%	3,102,222	3.83%	54.29%	0.87%	2.20%
5b	Making Loans	76,467,186	94.37%	1,229,941	1.52%	3,329,873	4.11%	54.13%	0.87%	2.36%
5c	Investments in Real Estate	76,841,272	94.83%	1,091,087	1.35%	3,094,641	3.82%	54.40%	0.77%	2.19%
5d	Investments in Commodities	76,729,334	94.70%	1,195,718	1.48%	3,101,948	3.83%	54.32%	0.85%	2.20%
5e	Diversification of Investments	76,941,496	94.96%	989,883	1.22%	3,095,621	3.82%	54.47%	0.70%	2.19%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	76,964,499	94.99%	897,886	1.11%	3,164,615	3.91%	54.48%	0.64%	2.24%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	76,970,688	94.99%	888,008	1.10%	3,168,304	3.91%	54.49%	0.63%	2.24%
DFA One-Year Fixed Income Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	153,377,768	91.51%	6,144,346	3.67%	8,089,183	4.83%	48.46%	1.94%	2.56%
5b	Making Loans	152,748,450	91.13%	6,592,602	3.93%	8,270,245	4.93%	48.26%	2.08%	2.61%
5c	Investments in Real Estate	154,207,507	92.00%	5,311,570	3.17%	8,092,220	4.83%	48.72%	1.68%	2.56%
5d	Investments in Commodities	152,064,206	90.72%	7,572,711	4.52%	7,974,380	4.76%	48.04%	2.39%	2.52%
5e	Diversification of Investments	154,698,156	92.30%	5,086,651	3.03%	7,826,490	4.67%	48.87%	1.61%	2.47%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	150,707,343	89.91%	8,650,102	5.16%	8,253,852	4.92%	47.61%	2.73%	2.61%
6b	Purchasing Securities on Margin	150,472,257	89.77%	8,973,993	5.35%	8,165,047	4.87%	47.54%	2.84%	2.58%
6c	Investing in Restricted or Illiquid Securities	150,768,260	89.95%	8,621,479	5.14%	8,221,558	4.91%	47.63%	2.72%	2.60%
6d	Investing for the Purpose of Exercising Control	152,161,542	90.78%	7,368,734	4.40%	8,081,021	4.82%	48.07%	2.33%	2.55%
6e	Investing in Other Investment Companies	151,990,281	90.68%	7,538,347	4.50%	8,082,669	4.82%	48.02%	2.38%	2.55%
6f	Management Ownership of Securities of an Issuer	151,924,487	90.64%	7,181,676	4.28%	8,505,134	5.07%	48.00%	2.27%	2.69%

246

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	153,645,763	91.67%	6,091,872	3.63%	7,873,662	4.70%	48.54%	1.92%	2.49%
6h	Investing in Securities of Unseasoned Issuers	150,891,239	90.02%	8,513,610	5.08%	8,206,448	4.90%	47.67%	2.69%	2.59%
6i	Investing in Warrants	151,466,137	90.37%	7,900,018	4.71%	8,245,142	4.92%	47.85%	2.50%	2.60%
6j	Writing or Acquiring Options	151,858,071	90.60%	7,499,862	4.47%	8,253,364	4.92%	47.98%	2.37%	2.61%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	154,827,452	92.37%	4,814,053	2.87%	7,969,792	4.75%	48.91%	1.52%	2.52%
DFA Two-Year Global Fixed Income Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	139,368,344	91.55%	5,265,257	3.46%	7,599,709	4.99%	48.10%	1.82%	2.62%
5b	Making Loans	138,424,532	90.93%	6,081,866	4.00%	7,726,912	5.08%	47.77%	2.10%	2.67%
5c	Investments in Real Estate	139,514,480	91.65%	5,058,809	3.32%	7,660,021	5.03%	48.15%	1.75%	2.64%
5d	Investments in Commodities	139,272,598	91.49%	5,366,927	3.53%	7,593,785	4.99%	48.07%	1.85%	2.62%
5e	Diversification of Investments	139,699,396	91.77%	5,027,412	3.30%	7,506,502	4.93%	48.21%	1.74%	2.59%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	137,994,426	90.65%	6,376,548	4.19%	7,862,336	5.16%	47.63%	2.20%	2.71%
6b	Purchasing Securities on Margin	137,625,225	90.40%	6,934,367	4.56%	7,673,718	5.04%	47.50%	2.39%	2.65%
6d	Investing for the Purpose of Exercising Control	138,357,280	90.89%	6,162,929	4.05%	7,713,101	5.07%	47.75%	2.13%	2.66%
6e	Investing in Other Investment Companies	138,122,567	90.73%	6,431,516	4.22%	7,679,227	5.04%	47.67%	2.22%	2.65%
6f	Management Ownership of Securities of an Issuer	138,594,487	91.04%	5,812,947	3.82%	7,825,876	5.14%	47.83%	2.01%	2.70%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	139,120,718	91.39%	5,428,157	3.57%	7,684,435	5.05%	48.01%	1.87%	2.65%
6h	Investing in Securities of Unseasoned Issuers	138,057,537	90.69%	6,530,145	4.29%	7,645,628	5.02%	47.65%	2.25%	2.64%
6i	Investing in Warrants	138,431,219	90.93%	5,957,354	3.91%	7,844,737	5.15%	47.78%	2.06%	2.71%
6j	Writing or Acquiring Options	138,371,663	90.89%	6,052,179	3.98%	7,809,468	5.13%	47.76%	2.09%	2.70%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	140,431,098	92.25%	3,991,763	2.62%	7,810,449	5.13%	48.47%	1.38%	2.70%

DFA Selectively Hedged Global Fixed Income Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	14,004,711	71.19%	69,771	0.35%	142,380	0.72%	5,454,109	27.73%	69.44%	0.35%	0.71%
5b	Making Loans	14,004,711	71.19%	69,771	0.35%	142,380	0.72%	5,454,109	27.73%	69.44%	0.35%	0.71%
5c	Investments in Real Estate	14,005,443	71.20%	69,039	0.35%	142,380	0.72%	5,454,109	27.73%	69.44%	0.34%	0.71%
5d	Investments in Commodities	14,001,626	71.18%	72,856	0.37%	142,380	0.72%	5,454,109	27.73%	69.42%	0.36%	0.71%
5e	Diversification of Investments	14,004,711	71.19%	69,771	0.35%	142,380	0.72%	5,454,109	27.73%	69.44%	0.35%	0.71%

DFA Five-Year Government Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	46,558,553	92.40%	1,353,231	2.69%	2,475,682	4.91%	50.03%	1.45%	2.66%
5b	Making Loans	46,562,156	92.41%	1,273,283	2.53%	2,552,027	5.06%	50.04%	1.37%	2.74%
5c	Investments in Real Estate	46,677,621	92.64%	1,175,541	2.33%	2,534,304	5.03%	50.16%	1.26%	2.72%
5d	Investments in Commodities	46,451,042	92.19%	1,439,885	2.86%	2,496,539	4.95%	49.92%	1.55%	2.68%

247

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5e	Diversification of Investments	46,842,089	92.96%	994,424	1.97%	2,550,953	5.06%	50.34%	1.07%	2.74%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	46,327,059	91.94%	1,424,209	2.83%	2,636,198	5.23%	49.78%	1.53%	2.83%
6b	Purchasing Securities on Margin	46,149,375	91.59%	1,677,783	3.33%	2,560,308	5.08%	49.59%	1.80%	2.75%
6c	Investing in Restricted or Illiquid Securities	46,275,781	91.84%	1,556,039	3.09%	2,555,646	5.07%	49.73%	1.67%	2.75%
6d	Investing for the Purpose of Exercising Control	46,556,994	92.40%	1,189,269	2.36%	2,641,203	5.24%	50.03%	1.28%	2.84%
6e	Investing in Other Investment Companies	46,370,043	92.03%	1,480,358	2.94%	2,537,065	5.04%	49.83%	1.59%	2.73%
6f	Management Ownership of Securities of an Issuer	46,582,785	92.45%	1,119,663	2.22%	2,685,018	5.33%	50.06%	1.20%	2.89%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	46,631,031	92.54%	1,203,255	2.39%	2,553,180	5.07%	50.11%	1.29%	2.74%
6h	Investing in Securities of Unseasoned Issuers	46,336,492	91.96%	1,383,463	2.75%	2,667,511	5.29%	49.79%	1.49%	2.87%
6i	Investing in Warrants	46,483,170	92.25%	1,247,053	2.47%	2,657,243	5.27%	49.95%	1.34%	2.86%
6j	Writing or Acquiring Options	46,458,268	92.20%	1,324,131	2.63%	2,605,067	5.17%	49.92%	1.42%	2.80%
DFA Five-Year Global Fixed Income Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	134,955,377	91.87%	4,431,120	3.02%	7,511,430	5.11%	50.02%	1.64%	2.78%
5b	Making Loans	135,102,367	91.97%	4,353,195	2.96%	7,442,365	5.07%	50.08%	1.61%	2.76%
5c	Investments in Real Estate	134,638,282	91.65%	4,797,569	3.27%	7,462,076	5.08%	49.91%	1.78%	2.77%
5d	Investments in Commodities	133,701,933	91.02%	5,712,099	3.89%	7,483,895	5.09%	49.56%	2.12%	2.77%
5e	Diversification of Investments	135,608,777	92.31%	3,898,510	2.65%	7,390,640	5.03%	50.27%	1.45%	2.74%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	131,739,647	89.68%	7,131,409	4.85%	8,026,871	5.46%	48.83%	2.64%	2.98%
6b	Purchasing Securities on Margin	131,816,552	89.73%	7,196,541	4.90%	7,884,834	5.37%	48.86%	2.67%	2.92%
6c	Investing in Restricted or Illiquid Securities	131,862,431	89.76%	7,113,623	4.84%	7,921,873	5.39%	48.88%	2.64%	2.94%
6d	Investing for the Purpose of Exercising Control	133,826,154	91.10%	5,166,047	3.52%	7,905,726	5.38%	49.61%	1.91%	2.93%
6e	Investing in Other Investment Companies	133,405,684	90.82%	5,645,906	3.84%	7,846,337	5.34%	49.45%	2.09%	2.91%
6f	Management Ownership of Securities of an Issuer	133,890,906	91.15%	5,135,516	3.50%	7,871,505	5.36%	49.63%	1.90%	2.92%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	132,957,234	90.51%	6,236,723	4.25%	7,703,970	5.24%	49.28%	2.31%	2.86%
6h	Investing in Securities of Unseasoned Issuers	133,013,383	90.55%	5,913,651	4.03%	7,970,893	5.43%	49.30%	2.19%	2.95%
6i	Investing in Warrants	133,424,158	90.83%	5,484,620	3.73%	7,989,149	5.44%	49.46%	2.03%	2.96%
6j	Writing or Acquiring Options	133,569,451	90.93%	5,394,696	3.67%	7,933,780	5.40%	49.51%	2.00%	2.94%
DFA Intermediate Government Fixed Income Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	54,112,609	94.93%	1,332,170	2.34%	1,560,712	2.74%	52.04%	1.28%	1.50%
5b	Making Loans	54,115,618	94.93%	1,332,103	2.34%	1,557,770	2.73%	52.04%	1.28%	1.50%
5c	Investments in Real Estate	54,203,775	95.09%	1,268,740	2.23%	1,532,976	2.69%	52.12%	1.22%	1.47%
5d	Investments in Commodities	54,116,557	94.93%	1,216,191	2.13%	1,672,743	2.93%	52.04%	1.17%	1.61%
5e	Diversification of Investments	54,424,099	95.47%	1,063,379	1.87%	1,518,013	2.66%	52.34%	1.02%	1.46%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	53,888,561	94.53%	1,358,039	2.38%	1,758,891	3.09%	51.82%	1.31%	1.69%
6b	Purchasing Securities on Margin	53,837,539	94.44%	1,460,949	2.56%	1,707,003	2.99%	51.77%	1.40%	1.64%

248

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
6c	Investing in Restricted or Illiquid Securities	53,834,633	94.44%	1,461,291	2.56%	1,709,567	3.00%	51.77%	1.41%	1.64%
6d	Investing for the Purpose of Exercising Control	54,012,976	94.75%	1,269,332	2.23%	1,723,183	3.02%	51.94%	1.22%	1.66%
6e	Investing in Other Investment Companies	53,976,867	94.69%	1,318,326	2.31%	1,710,298	3.00%	51.91%	1.27%	1.64%
6f	Management Ownership of Securities of an Issuer	53,649,613	94.11%	1,257,167	2.21%	2,098,711	3.68%	51.59%	1.21%	2.02%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	54,233,916	95.14%	1,071,047	1.88%	1,700,528	2.98%	52.15%	1.03%	1.64%
6h	Investing in Securities of Unseasoned Issuers	53,872,308	94.50%	1,409,329	2.47%	1,723,854	3.02%	51.81%	1.36%	1.66%
6i	Investing in Warrants	53,958,445	94.65%	1,256,814	2.20%	1,790,232	3.14%	51.89%	1.21%	1.72%
6j	Writing or Acquiring Options	53,954,255	94.65%	1,331,376	2.34%	1,719,860	3.02%	51.88%	1.28%	1.65%
DFA Inflation-Protected Securities Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	22,200,756	88.45%	549,282	2.19%	2,349,633	9.36%	47.34%	1.17%	5.01%
5b	Making Loans	22,158,222	88.28%	616,217	2.46%	2,325,232	9.26%	47.25%	1.31%	4.96%
5c	Investments in Real Estate	22,208,512	88.48%	555,632	2.21%	2,335,527	9.31%	47.35%	1.18%	4.98%
5d	Investments in Commodities	22,054,691	87.87%	717,727	2.86%	2,327,253	9.27%	47.03%	1.53%	4.96%
5e	Diversification of Investments	22,330,643	88.97%	436,065	1.74%	2,332,963	9.29%	47.61%	0.93%	4.97%
DFA Short-Term Municipal Bond Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	47,846,807	90.90%	1,786,880	3.39%	3,004,747	5.71%	49.85%	1.86%	3.13%
5b	Making Loans	47,551,098	90.34%	2,148,747	4.08%	2,938,589	5.58%	49.54%	2.24%	3.06%
5c	Investments in Real Estate	47,659,646	90.54%	2,033,544	3.86%	2,945,243	5.60%	49.66%	2.12%	3.07%
5d	Investments in Commodities	47,877,083	90.95%	1,865,943	3.54%	2,895,408	5.50%	49.88%	1.94%	3.02%
5e	Diversification of Investments	48,432,918	92.01%	1,307,493	2.48%	2,898,023	5.51%	50.46%	1.36%	3.02%
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	47,283,554	89.83%	2,333,055	4.43%	3,021,825	5.74%	49.26%	2.43%	3.15%
6c	Investing in Restricted or Illiquid Securities	47,328,591	89.91%	2,240,528	4.26%	3,069,315	5.83%	49.31%	2.33%	3.20%
6e	Investing in Other Investment Companies	47,695,950	90.61%	1,985,833	3.77%	2,956,651	5.62%	49.69%	2.07%	3.08%
DFA California Short-Term Municipal Bond Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	9,590,777	93.26%	364,898	3.55%	328,092	3.19%	50.94%	1.94%	1.74%
5b	Making Loans	9,608,945	93.44%	350,863	3.41%	323,958	3.15%	51.03%	1.86%	1.72%
5c	Investments in Real Estate	9,582,414	93.18%	377,674	3.67%	323,679	3.15%	50.89%	2.01%	1.72%
5d	Investments in Commodities	9,756,933	94.88%	233,103	2.27%	293,730	2.86%	51.82%	1.24%	1.56%

249

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

DFA International Value Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

DFA International Value Portfolio Class R2 vs.

MSCI World ex USA Index (net dividends)

April 30, 2008-October 31, 2009

250

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Gains in emerging markets were better, on average, than in developed markets, although results varied widely among the individual emerging markets countries. For the 12 month period, returns in U.S. dollars were 64.13% for the MSCI Emerging Markets Index (net dividends) and 27.83% for the MSCI World ex USA Index (net dividends).

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12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Argentina	53.21%
Brazil	91.55%
Chile	61.68%
China	82.16%
Czech Republic	26.83%
Hungary	63.54%
India	77.12%
Indonesia	127.39%
Israel	31.43%
Malaysia	56.99%
Mexico	39.79%
Philippines	50.71%
Poland	23.09%
South Africa	61.69%
South Korea	56.17%
Taiwan	48.86%
Thailand	78.58%
Turkey	68.21%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund“. The Master Fund, in turn, purchases stocks and/or other securities.

International Equity Portfolio Performance Overview

DFA International Value Portfolio

The DFA International Value Portfolio seeks to capture the returns of international large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 35.11% for the Institutional Class Shares of the Portfolio, 34.86% for the Class R2 Shares of the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). The Master Fund’s greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

	Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return
Class R2 Shares	$1,000.00	$1,348.00	0.74%	$4.38
Institutional Class Shares	$1,000.00	$1,349.40	0.46%	$2.72
Hypothetical 5% Annual Return
Class R2 Shares	$1,000.00	$1,021.48	0.74%	$3.77
Institutional Class Shares	$1,000.00	$1,022.89	0.46%	$2.35

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund (Affiliated Investment Company).

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company is represented in the Disclosure of Portfolio Holdings, which is included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflects the investments by country.

Affiliated Investment Company 100.0%

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investments in The DFA International Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	4,442,243
Receivables:
Investment Securities Sold		3,206
Fund Shares Sold		6,504
Prepaid Expenses and Other Assets		60
Total Assets		4,452,013
LIABILITIES:
Payables:
Affiliated Investment Company Shares Sold		85
Fund Shares Redeemed		9,624
Due to Advisor		777
Accrued Expenses and Other Liabilities		238
Total Liabilities		10,724
NET ASSETS	$	4,441,289
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R2 Shares — based on net assets of $3,443 and shares outstanding of 528,722	$	6.51
NUMBER OF SHARES AUTHORIZED		100,000,000
Institutional Class Shares — based on net assets of $4,437,846 and shares outstanding of 269,611,153	$	16.46
NUMBER OF SHARES AUTHORIZED		1,500,000,000
Investment in Affiliated Investment Company at Cost	$	3,454,200
NET ASSETS CONSIST OF:
Paid-In Capital	$	4,788,452
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		12,961
Accumulated Net Realized Gain (Loss)		(1,348,339	)
Net Unrealized Foreign Exchange Gain (Loss)		172
Net Unrealized Appreciation (Depreciation)		988,043
NET ASSETS	$	4,441,289

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $10,174)	$	113,412
Interest		140
Income from Securities Lending		9,229
Expenses Allocated from Affiliated Investment Company		(8,633	)
Total Investment Income		114,148
Expenses
Administrative Services Fees		7,097
Accounting & Transfer Agent Fees		82
Shareholder Servicing Fees — Class R2 Shares		8
Filing Fees		117
Shareholders’ Reports		169
Directors’/Trustees’ Fees & Expenses		58
Professional Fees		57
Other		49
Total Expenses		7,637
Net Investment Income (Loss)		106,511
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		45,432
Futures		(824	)
Foreign Currency Transactions		2,711
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		988,043
Translation of Foreign Currency Denominated Amounts		172
Net Realized and Unrealized Gain (Loss)		1,035,534
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,142,045

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	106,511		$	193,222		$	160,985
Net Realized Gain (Loss) on:
Investment Securities Sold		45,432			414,722	†		120,165	†
Futures		(824	)		—			—
Foreign Currency Transactions		2,711			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		988,043			(3,685,039	)†		517,981	†
Translation of Foreign Currency Denominated Amounts		172			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		1,142,045			(3,077,095	)		799,131
Distributions From:
Net Investment Income:
Class R2 Shares		(208	)		(218	)		—
Institutional Class Shares		(105,492	)		(203,735	)		(140,110	)
Net Short-Term Gains:
Institutional Class Shares		—			(14,929	)		(9,341	)
Net Long-Term Gains:
Institutional Class Shares		—			(106,397	)		(65,358	)
Total Distributions		(105,700	)		(325,279	)		(214,809	)
Capital Share Transactions:
Shares Issued		1,077,621			1,701,392			2,157,333
Shares Issued in Lieu of Cash Distributions		98,218			301,997			192,509
Shares Redeemed		(1,124,340	)		(1,509,639	)		(1,128,154	)
Net Increase (Decrease) from Capital Share Transactions		51,499			493,750			1,221,688
Total Increase (Decrease) in Net Assets		1,087,844			(2,908,624	)		1,806,010
Net Assets
Beginning of Period		3,353,445			6,262,069			4,456,059
End of Period	$	4,441,289		$	3,353,445		$	6,262,069
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	12,961		$	9,456		$	20,513

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Class R2 Shares

	Year Ended Oct. 31, 2009			Period April 30, 2008(a) to Oct. 31, 2008
Net Asset Value, Beginning of Period	$	5.16		$	10.00
Income from Investment Operations
Net Investment Income (Loss)		0.16	(A)		0.25	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		1.56			(4.46	)
Total from Investment Operations		1.72			(4.21	)
Less Distributions
Net Investment Income		(0.37	)		(0.63	)
Net Realized Gains		—			—
Total Distributions		(0.37	)		(0.63	)
Net Asset Value, End of Period	$	6.51		$	5.16
Total Return		34.86	%		(44.63)%(	C)
Net Assets, End of Period (thousands)	$	3,443		$	3,372
Ratio of Expenses to Average Net Assets (D)		0.74	%		0.73%(B	)(E)
Ratio of Net Investment Income to Average Net Assets		2.96	%		7.47%(B	)(E)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Institutional Class Shares

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	12.54		$	25.51		$	22.71		$	17.67		$	15.73		$	12.20
Income from Investment
Operations
Net Investment Income (Loss)		0.40	(A)		0.74	(A)		0.72	(A)		0.66	(A)		0.48			0.26
Net Gains (Losses) on Securities (Realized and Unrealized)		3.92			(12.44	)		3.09			5.37			1.89			3.58
Total from Investment Operations		4.32			(11.70	)		3.81			6.03			2.37			3.84
Less Distributions
Net Investment Income		(0.40	)		(0.78	)		(0.63	)		(0.65	)		(0.42	)		(0.31	)
Net Realized Gains		—			(0.49	)		(0.38	)		(0.34	)		(0.01	)		—
Total Distributions		(0.40	)		(1.27	)		(1.01	)		(0.99	)		(0.43	)		(0.31	)
Net Asset Value, End of Period	$	16.46		$	12.54		$	25.51		$	22.71		$	17.67		$	15.73
Total Return		35.11	%		(47.96	)%(C)		17.09	%		35.39	%		15.40	%		31.86	%
Net Assets, End of Period (thousands)	$	4,437,846		$	3,350,073		$	6,262,069		$	4,456,059		$	2,518,457		$	1,431,989
Ratio of Expenses to Average Net Assets (D)		0.46	%		0.44	%(B)		0.44	%		0.44	%		0.48	%		0.51	%
Ratio of Net Investment Income to Average Net Assets		3.00	%		3.86	%(B)		2.89	%		3.25	%		2.86	%		1.87	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

259

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the DFA International Value Portfolio (the “Portfolio”) is presented in this section of the report.

The Portfolio primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 72% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

Class R2 shares commenced operations on April 30, 2008. As of October 31, 2009, Class R1 shares has 100,000,000 authorized shares and has not commenced operations.

On November 1, 2008, The DFAInternational Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:   The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value heirarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—      Level 1 – quoted prices in active markets for identical securities

—      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—      Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

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The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands):

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
DFA International Value Portfolio	$	4,442,243	—	—	$	4,442,243

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $101 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3. Other: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of the Portfolio. Income, gains and losses, and common expenses of the Portfolio are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of average daily net assets.

Pursuant to the Expense Assumption Agreement for the Class R2 shares of the DFA International Value Portfolio, the Advisor has contractually agreed to assume the Portfolio’s direct expenses (excluding management fees and custodian fees) to the extent necessary to limit the expenses of the Class R2 shares of the Portfolio to 0.79% of its average net assets on an annualized basis. At any time that the annualized expenses of the Class R2 shares of the Portfolio are less than 0.79% of its average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the annualized expenses to exceed 0.79% of its average net assets on an annualized basis. The Portfolio is

261

not obligated to reimburse the advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of such reimbursement.

The Expense Assumption Agreement will remain in effect until March 1, 2010 and shall continue to remain in effect for year to year thereafter unless terminated by the Fund or the Advisor. At October 31, 2009, there were no fees subject to future recovery by the Advisor.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and from net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income, accumulated net realized gains or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to a reclassification of distributions, were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$2,694	$(2,694)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$156,076	$  69,683	$225,759
2008	218,970	106,309	325,279
2009	105,700	—	105,700

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At October 31, 2009, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward			Total Net Distributable Earnings (Accumulated Losses)
$13,063	—	$	(1,348,208	)	$	(1,335,145	)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforwards in the amount of $1,348,208 to offset future realized capital gains expiring in 2016.

For the year ended October 31, 2009, the Portfolio had utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes of $44,756 (amount in thousands).

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$	3,454,309	$	1,035,783	$(47,849)	$987,934

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax positions and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

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E. Capital Share Transactions:

The capital share transactions by class were as follows (amounts in thousands):

	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount			Shares
Class R2 Shares*
Shares Issued	$	1,393		263		$	5,585		703			N/A		N/A
Shares Issued in Lieu of Cash Distributions		207		38			218		25			N/A		N/A
Shares Redeemed		(2,329	)	(425	)		(624	)	(75	)		N/A		N/A
Net Increase (Decrease) — Class R2 Shares	$	(729	)	(124	)	$	5,179		653			N/A		N/A
Institutional Class Shares
Shares Issued	$	1,076,228		84,945		$	1,695,807		84,544		$	2,157,333		86,715
Shares Issued in Lieu of Cash Distributions		98,011		7,185			301,779		13,697			192,509		7,988
Shares Redeemed		(1,122,011	)	(89,725	)		(1,509,015	)	(76,488	)		(1,128,154	)	(45,424	)
Net Increase (Decrease) — Institutional Class Shares	$	52,228		2,405		$	488,571		21,753		$	1,221,688		49,279

* Class R2 Shares commenced operations on April 30, 2008.

F. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the current overnight Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

G. Shareholder Servicing Fees:

The Class R2 Shares pay a shareholder servicing fee in the amount of 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in the DFA International Value Portfolio Class R2 Shares.

264

H. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

I. Other:

At October 31, 2009, two shareholders held approximately 89% of the outstanding shares of Class R2 shares of the Portfolio and two shareholders held approximately 46% of the outstanding shares of the Institutional Class shares of the Portfolio. One or more of the shareholders is an omnibus account, which typically holds shares for the benefit of several other underlying investors.

J. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of DFA International Value Portfolio and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of DFA International Value Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

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RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

DFA International Value Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	127,614,315	85.58%	14,496,066	9.72%	7,013,040	4.70%	NA	NA	48.32%	5.49%	2.66%	NA
5b	Making Loans	127,641,188	85.59%	14,331,582	9.61%	7,150,651	4.80%	NA	NA	48.33%	5.43%	2.71%	NA
5c	Investments in Real Estate	129,571,288	86.89%	12,561,171	8.42%	6,990,962	4.69%	NA	NA	49.06%	4.76%	2.65%	NA
5d	Investments in Commodities	127,850,565	85.73%	14,282,207	9.58%	6,990,649	4.69%	NA	NA	48.41%	5.41%	2.65%	NA
5e	Diversification of Investments	128,058,001	85.87%	13,639,129	9.15%	7,426,291	4.98%	NA	NA	48.49%	5.16%	2.81%	NA
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	126,781,111	85.02%	15,180,463	10.18%	7,161,847	4.80%	NA	NA	48.00%	5.75%	2.71%	NA
6b	Purchasing Securities on Margin	126,743,961	84.99%	15,230,781	10.21%	7,148,679	4.79%	NA	NA	47.99%	5.77%	2.71%	NA
6c	Investing in Restricted or Illiquid Securities	126,892,075	85.09%	15,147,599	10.16%	7,083,747	4.75%	NA	NA	48.05%	5.74%	2.68%	NA
6d	Investing for the Purpose of Exercising Control	127,557,569	85.54%	14,485,326	9.71%	7,080,526	4.75%	NA	NA	48.30%	5.48%	2.68%	NA
6e	Investing in Other Investment Companies	127,306,100	85.37%	14,765,431	9.90%	7,051,890	4.73%	NA	NA	48.20%	5.59%	2.67%	NA
6f	Management Ownership of Securities of an Issuer	127,523,344	85.52%	13,985,818	9.38%	7,614,259	5.11%	NA	NA	48.29%	5.30%	2.88%	NA
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	128,355,439	86.07%	13,751,004	9.22%	7,016,978	4.71%	NA	NA	48.60%	5.21%	2.66%	NA
6h	Investing in Securities of Unseasoned Issuers	127,429,787	85.45%	14,603,028	9.79%	7,090,605	4.75%	NA	NA	48.25%	5.53%	2.68%	NA
6i	Investing in Warrants	127,537,439	85.52%	13,993,622	9.38%	7,592,359	5.09%	NA	NA	48.29%	5.30%	2.87%	NA
6j	Writing or Acquiring Options	127,281,114	85.35%	14,227,906	9.54%	7,614,401	5.11%	NA	NA	48.19%	5.39%	2.88%	NA
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	129,446,599	86.81%	8,913,716	5.98%	10,763,106	7.22%	NA	NA	49.01%	3.38%	4.08%	NA

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THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

The U.S. Large Company Series vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

The U.S. Large Cap Value Series vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

The DFA International Value Series vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

268

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

The Japanese Small Company Series vs.

MSCI Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

The Asia Pacific Small Company Series vs.

MSCI Pacific ex Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

The United Kingdom Small Company Series vs.

MSCI UK Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

269

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

The Continental Small Company Series vs.

MSCI Europe ex UK Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

The Canadian Small Company Series vs.

MSCI Canada Small Cap Index (net dividends)

April 2, 2007-October 31, 2009

270

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

The Emerging Markets Series vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

The Emerging Markets Small Cap Series vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

271

THE DFA INVESTMENT TRUST COMPANY

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned higher sharply in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46%
Russell Midcap® Index (mid cap companies)	18.74%
Russell 1000® Index (large cap companies)	11.19%
Russell 3000® Value Index	4.55%
Russell 3000® Growth Index	17.04%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78%
Russell 1000® Growth Index (large cap growth companies)	17.50%
Russell Midcap® Value Index (mid cap value companies)	14.52%
Russell Midcap® Growth Index (mid cap growth companies)	22.48%
Russell 2500TM Value Index (small/mid cap value companies)	8.56%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20%
Russell 2000® Value Index (small cap value companies)	1.95%
Russell 2000® Growth Index (small cap growth companies)	11.34%

Source: Russell data copyright ^© Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

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REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Domestic Equity Series’ Performance Overview

The U.S. Large Company Series

The U.S. Large Company Series seeks to approximate the returns of the S&P 500^® Index by purchasing shares in S&P 500^® Index stocks in approximately the same proportions as they are represented in the Index. The Series was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

For the 12 months ended October 31, 2009, the total return was 10.17% for the Series and 9.80% for the S&P 500^® Index Relative to the Index, outperformance was mostly due to the flexible trading approach employed by the Series to gain exposure to the performance of the Index during periods of index reconstitution.

The U.S. Large Cap Value Series

The U.S. Large Cap Value Series seeks to capture the returns of U.S. large company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.90% for the Series and 4.78% for the Russell 1000^® Value Index. The Series benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Series’ greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Series and Index also contributed to the outperformance. The Series’ larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Series also benefited from composition differences among the Series’ basket of financial stocks, which added approximately 3.6% to relative performance.

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

273

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Gains in emerging markets were better, on average, than in developed markets, although results varied widely among the individual emerging markets countries. For the 12 month period, returns in U.S. dollars were 64.13% for the MSCI Emerging Markets Index (net dividends) and 27.83% for the MSCI World ex USA Index (net dividends).

12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Argentina	53.21%
Brazil	91.55%
Chile	61.68%
China	82.16%
Czech Republic	26.83%
Hungary	63.54%
India	77.12%
Indonesia	127.39%
Israel	31.43%
Malaysia	56.99%
Mexico	39.79%

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12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Philippines	50.71%
Poland	23.09%
South Africa	61.69%
South Korea	56.17%
Taiwan	48.86%
Thailand	78.58%
Turkey	68.21%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends, copyright MSCI 2008, all rights reserved.

International Equity Series’ Performance Overview

The DFA International Value Series

The DFA International Value Series seeks to capture the returns of international large company value stocks by purchasing shares in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance principally was determined by broad structural trends in global equity markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 35.41% for the Series and 27.83% for the MSCI World ex USA Index (net dividends). The Series’ greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

The Japanese Small Company Series

The Japanese Small Company Series seeks to capture the returns of Japanese small company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 1,313 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the Japanese equity market, rather than the behavior of a limited number of stocks. Over the period, Japanese small company stocks outperformed Japanese large company stocks. For the 12 months ended October 31, 2009, total returns were 22.69% for the Series and 24.60% for the MSCI Japan Small Cap Index (net dividends). The Series holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Series underperformed primarily due to composition differences, a result of the Series’ process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

275

The Asia Pacific Small Company Series

The Asia Pacific Small Company Series seeks to capture the returns of small company stocks in developed Asia Pacific markets, excluding Japan, by purchasing shares of a Master Fund that invests in such stocks. The investments strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 963 stocks, and assets were allocated mainly among four countries: Australia, Hong Kong, New Zealand, and Singapore (approximately 59%, 21%, 7%, and 13% respectively). Country allocations are determined by utilizing the approximate weights of individual securities within a universe of Asia Pacific small company stocks constructed by the Advisor. The allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in Asia Pacific equity markets rather than the behavior of a limited number of stocks. Over the period, Asia Pacific small company stocks outperformed Asia Pacific large company stocks. For the 12 months ended October 31, 2009, total returns were 84.98% for the Series and 90.41% for the MSCI Pacific ex Japan Small Cap Index (net dividends). The Series holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Series underperformed primarily due to composition differences, a result of the Series’ process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

The United Kingdom Small Company Series

The United Kingdom Small Company Series seeks to capture the returns of U.K. small company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 386 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the U.K. equity market, rather than the behavior of a limited number of stocks. Over the period, U.K. small company stocks outperformed U.K. large company stocks. For the 12 months ended October 31, 2009, total returns were 43.51% for the Series and 51.09% for the MSCI UK Small Cap Index (net dividends). The Series holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Series underperformed primarily due to composition differences, a result of the Series’ process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

The Continental Small Company Series

The Continental Small Company Series seeks to capture the returns of small company stocks in developed markets of Europe, excluding the U.K., by purchasing shares in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 1,234 stocks in 15 developed continental European countries. Country allocations reflect the approximate weights of individual securities within a universe of continental European small company stocks constructed by the Advisor. Country allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Series’ assets.

276

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the continental European equity markets, excluding the U.K., rather than the behavior of a limited number of stocks. Over the period, continental European small company stocks outperformed continental European large company stocks. For the 12 months ended October 31, 2009, total returns were 43.78% for the Series and 57.29% for the MSCI Europe ex UK Small Cap Index (net dividends). The Series holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Series underperformed primarily due to composition differences, a result of the Series’ process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

The Canadian Small Company Series

The Canadian Small Company Series seeks to capture the returns of Canadian small company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 306 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the Canadian equity market, rather than the behavior of a limited number of stocks. Over the period, Canadian small company stocks outperformed Canadian large company stocks. For the 12 months ended October 31, 2009, total returns were 61.67% for the Series and 63.84% for the MSCI Canada Small Cap Index (net dividends). The Series holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Series’ process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

The Emerging Markets Series

The Emerging Markets Series seeks to capture the returns of large company stocks in selected emerging markets. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large company emerging markets stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 654 stocks in 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets. The Series’ target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Series’ diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 53.99% for the Series and 64.13% for the MSCI Emerging Markets Index (net dividends). The Series’ relative underperformance was primarily due to differences in country weights and in the composition of the Series’ holdings relative to the Index. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

The Emerging Markets Small Cap Series

The Emerging Markets Small Cap Series seeks to capture the returns of small company stocks in selected emerging markets. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to emerging markets small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 2,152 stocks in 16 emerging countries and

277

was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets. The Series’ target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Series’ diversified approach, performance was principally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 92.08% for the Series and 64.13% for the MSCI Emerging Markets Index (net dividends). The Series’ outperformance was primarily because small cap stocks dramatically outperformed large cap stocks during the period. Also, over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Series and the Index had a significant impact on relative performance.

278

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLES

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
The U.S. Large Company Series
Actual Fund Return	$1,000.00	$1,200.50	0.06%	$0.33
Hypothetical 5% Annual Return	$1,000.00	$1,024.90	0.06%	$0.31
The U.S. Large Cap Value Series
Actual Fund Return	$1,000.00	$1,242.20	0.14%	$0.79
Hypothetical 5% Annual Return	$1,000.00	$1,024.50	0.14%	$0.71

279

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
The DFA International Value Series
Actual Fund Return	$1,000.00	$1,350.50	0.25%	$1.48
Hypothetical 5% Annual Return	$1,000.00	$1,023.95	0.25%	$1.28
The Japanese Small Company Series
Actual Fund Return	$1,000.00	$1,228.70	0.16%	$0.90
Hypothetical 5% Annual Return	$1,000.00	$1,024.40	0.16%	$0.82
The Asia Pacific Small Company Series
Actual Fund Return	$1,000.00	$1,674.70	0.17%	$1.15
Hypothetical 5% Annual Return	$1,000.00	$1,024.35	0.17%	$0.87
The United Kingdom Small Company Series
Actual Fund Return	$1,000.00	$1,337.60	0.14%	$0.82
Hypothetical 5% Annual Return	$1,000.00	$1,024.50	0.14%	$0.71
The Continental Small Company Series
Actual Fund Return	$1,000.00	$1,396.50	0.16%	$0.97
Hypothetical 5% Annual Return	$1,000.00	$1,024.40	0.16%	$0.82
The Canadian Small Company Series
Actual Fund Return	$1,000.00	$1,464.20	0.16%	$0.99
Hypothetical 5% Annual Return	$1,000.00	$1,024.40	0.16%	$0.82
The Emerging Markets Series
Actual Fund Return	$1,000.00	$1,383.70	0.21%	$1.26
Hypothetical 5% Annual Return	$1,000.00	$1,024.15	0.21%	$1.07
The Emerging Markets Small Cap Series
Actual Fund Return	$1,000.00	$1,509.50	0.34%	$2.15
Hypothetical 5% Annual Return	$1,000.00	$1,023.49	0.34%	$1.73

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

280

DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

The U.S. Large Company Series
Consumer Discretionary	9.2%
Consumer Staples	11.9%
Energy	12.4%
Financials	13.6%
Health Care	12.6%
Industrials	10.0%
Information Technology	19.0%
Materials	3.4%
Real Estate Investment Trusts	1.1%
Telecommunication Services	3.1%
Utilities	3.7%
	100.0%

The U.S. Large Cap Value Series
Consumer Discretionary	16.7%
Consumer Staples	6.4%
Energy	13.9%
Financials	31.3%
Health Care	5.5%
Industrials	14.7%
Information Technology	3.6%
Materials	3.8%
Telecommunication Services	3.6%
Utilities	0.5%
	100.0%

The DFA International Value Series
Consumer Discretionary	13.2%
Consumer Staples	4.9%
Energy	6.0%
Financials	42.8%
Health Care	0.4%
Industrials	10.3%
Information Technology	3.1%
Materials	11.2%
Other	—
Telecommunication Services	6.9%
Utilities	1.2%
	100.0%

281

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

The Japanese Small Company Series
Consumer Discretionary	21.1%
Consumer Staples	10.4%
Energy	1.4%
Financials	10.4%
Health Care	4.0%
Industrials	27.4%
Information Technology	11.5%
Materials	12.9%
Other	—
Telecommunication Services	0.1%
Utilities	0.8%
	100.0%

The Asia Pacific Small Company Series
Consumer Discretionary	23.1%
Consumer Staples	4.1%
Energy	6.8%
Financials	13.0%
Health Care	6.6%
Industrials	23.4%
Information Technology	5.0%
Materials	12.3%
Other	0.1%
Real Estate Investment Trusts	0.2%
Telecommunication Services	1.8%
Utilities	3.6%
	100.0%

The United Kingdom Small Company Series
Consumer Discretionary	21.0%
Consumer Staples	4.3%
Energy	5.3%
Financials	14.2%
Health Care	3.6%
Industrials	33.0%
Information Technology	13.0%
Materials	4.4%
Other	—
Telecommunication Services	0.7%
Utilities	0.5%
	100.0%

The Continental Small Company Series
Consumer Discretionary	14.2%
Consumer Staples	7.0%
Energy	5.4%
Financials	17.3%
Health Care	8.3%
Industrials	25.8%
Information Technology	8.6%
Materials	9.6%
Other	—
Telecommunication Services	1.0%
Utilities	2.8%
	100.0%

The Canadian Small Company Series
Consumer Discretionary	13.6%
Consumer Staples	2.8%
Energy	20.6%
Financials	7.8%
Health Care	4.9%
Industrials	7.9%
Information Technology	6.4%
Materials	35.2%
Telecommunication Services	0.4%
Utilities	0.4%
	100.0%

The Emerging Markets Series
Consumer Discretionary	6.3%
Consumer Staples	8.5%
Energy	12.9%
Financials	20.7%
Health Care	3.4%
Industrials	6.5%
Information Technology	13.7%
Materials	13.5%
Other	—
Telecommunication Services	10.7%
Utilities	3.8%
	100.0%

The Emerging Markets Small Cap Series
Consumer Discretionary	19.3%
Consumer Staples	10.9%
Energy	1.3%
Financials	15.0%
Health Care	4.8%
Industrials	17.6%
Information Technology	9.3%
Materials	15.9%
Other	0.2%
Real Estate Investment Trusts	—
Telecommunication Services	1.3%
Utilities	4.4%
	100.0%

282

THE U.S. LARGE COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (92.1%)
Consumer Discretionary — (8.5%)
*Amazon.com, Inc.	126,572	$	15,038,019	0.4%
Comcast Corp. Class A	1,092,473		15,840,859	0.4%
Disney (Walt) Co.	707,515		19,364,686	0.6%
#Home Depot, Inc.	648,891		16,280,675	0.5%
McDonald’s Corp.	415,454		24,349,759	0.7%
Other Securities			227,637,040	6.5%
Total Consumer Discretionary			318,511,038	9.1%
Consumer Staples — (11.0%)
Coca-Cola Co.	882,204		47,030,295	1.3%
Colgate-Palmolive Co.	189,741		14,919,335	0.4%
CVS Caremark Corp.	549,409		19,394,138	0.6%
Kraft Foods, Inc.	561,489		15,452,177	0.4%
PepsiCo, Inc.	593,045		35,908,875	1.0%
Philip Morris International, Inc.	736,409		34,876,330	1.0%
Procter & Gamble Co.	1,111,163		64,447,454	1.8%
Wal-Mart Stores, Inc.	822,201		40,846,946	1.2%
Other Securities			141,728,671	4.1%
Total Consumer Staples			414,604,221	11.8%
Energy — (11.4%)
Chevron Corp.	763,458		58,435,075	1.7%
ConocoPhillips	564,511		28,327,162	0.8%
Exxon Mobil Corp.	1,829,468		131,117,972	3.7%
Occidental Petroleum Corp.	308,646		23,420,058	0.7%
Schlumberger, Ltd.	455,987		28,362,391	0.8%
Other Securities			159,417,519	4.5%
Total Energy			429,080,177	12.2%
Financials — (12.5%)
American Express Co.	452,705		15,772,242	0.4%
Bank of America Corp.	3,293,490		48,019,084	1.4%
Citigroup, Inc.	4,964,744		20,305,803	0.6%
Goldman Sachs Group, Inc.	194,617		33,117,975	0.9%
JPMorgan Chase & Co.	1,497,052		62,531,862	1.8%
Morgan Stanley	517,407		16,619,113	0.5%
#U.S. Bancorp	727,850		16,900,677	0.5%
Wells Fargo & Co.	1,778,388		48,941,238	1.4%
Other Securities			209,712,141	6.0%
Total Financials			471,920,135	13.5%
Health Care — (11.7%)
Abbott Laboratories	588,498		29,760,344	0.8%
*Amgen, Inc.	386,571		20,770,460	0.6%
Bristol-Myers Squibb Co.	754,098		16,439,336	0.5%
*Gilead Sciences, Inc.	344,234		14,647,157	0.4%
Johnson & Johnson	1,049,083		61,948,351	1.8%
Medtronic, Inc.	421,338		15,041,767	0.4%
#Merck & Co., Inc.	802,803		24,830,697	0.7%
Pfizer, Inc.	3,069,869		52,279,869	1.5%
Schering-Plough Corp.	622,008		17,540,626	0.5%
Other Securities			186,020,772	5.3%
Total Health Care			439,279,379	12.5%
Industrials — (9.2%)
3M Co.	265,836		19,557,555	0.6%

283

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†	Percentage of Net Assets**
Industrials — (Continued)
General Electric Co.	4,045,427	$    57,687,789	1.6%
United Parcel Service, Inc.	378,570	20,321,638	0.6%
United Technologies Corp.	358,323	22,018,948	0.6%
Other Securities		228,629,561	6.5%
Total Industrials		348,215,491	9.9%
Information Technology — (17.5%)
*Apple, Inc.	341,019	64,282,082	1.8%
*Cisco Sytems, Inc.	2,195,717	50,172,133	1.4%
*Google, Inc.	91,589	49,102,695	1.4%
Hewlett-Packard Co.	902,618	42,838,250	1.2%
Intel Corp.	2,131,047	40,724,308	1.2%
International Business Machines Corp.	499,027	60,187,646	1.7%
Microsoft Corp.	2,951,141	81,835,140	2.4%
Oracle Corp.	1,486,799	31,371,459	0.9%
QUALCOMM, Inc.	632,808	26,204,579	0.8%
Other Securities		214,771,869	6.1%
Total Information Technology		661,490,161	18.9%
Materials — (3.1%)
Other Securities		117,813,227	3.4%
Real Estate Investment Trusts — (1.0%)
Other Securities		37,279,130	1.1%
Telecommunication Services — (2.8%)
AT&T, Inc.	2,246,012	57,655,128	1.7%
Verizon Communications, Inc.	1,081,364	31,997,561	0.9%
Other Securities		17,544,350	0.5%
Total Telecommunication Services		107,197,039	3.1%
Utilities — (3.4%)
Other Securities		127,970,719	3.6%
TOTAL COMMON STOCKS		3,473,360,717	99.1%
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $25,855,000, FNMA 6.50%, 06/25/39 valued at $27,826,444) to be repurchased at $27,414,434	$27,414	27,414,000	0.8%

284

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares/ Face Amount	Value†	Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP	269,088,352	$   269,088,352	7.7%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,507,470 FHLMC 5.793%(r), 01/01/37, valued at $1,408,594) to be repurchased at $1,367,576	$1,368	1,367,567	0.0%
TOTAL SECURITIES LENDING COLLATERAL		270,455,919	7.7%
TOTAL INVESTMENTS — (100.0%) (Cost $3,544,033,089)		$3,771,230,636	107.6%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	318,511,038		—	—	$	318,511,038
Consumer Staples		414,604,221		—	—		414,604,221
Energy		429,080,177		—	—		429,080,177
Financials		471,920,135		—	—		471,920,135
Health Care		439,279,379		—	—		439,279,379
Industrials		348,215,491		—	—		348,215,491
Information Technology		661,490,161		—	—		661,490,161
Materials		117,813,227		—	—		117,813,227
Real Estate Investment Trusts		37,279,130		—	—		37,279,130
Telecommunication Services		107,197,039		—	—		107,197,039
Utilities		127,970,719		—	—		127,970,719
Temporary Cash Investments		—	$	27,414,000	—		27,414,000
Securities Lending Collateral		—		270,455,919	—		270,455,919
Other Financial Instruments**		140,905		—	—		140,905
TOTAL	$	3,473,501,622	$	297,869,919	—	$	3,771,371,541

** Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and forwards which are valued at the unrealized appreciation/depreciation on the investment.

See accompanying Notes to Financial Statements.

285

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (93.1%)
Consumer Discretionary — (15.5%)
Carnival Corp.	2,624,598	$	76,428,294	1.0%
CBS Corp. Class B	3,870,469		45,555,420	0.6%
Comcast Corp. Class A	11,512,642		166,933,309	2.2%
Comcast Corp. Special Class A	3,396,043		47,612,523	0.6%
#Disney (Walt) Co.	4,577,802		125,294,441	1.7%
*Liberty Media Corp. Entertainment Class A	2,954,309		91,051,803	1.2%
*Liberty Media Corp. Interactive Class A	3,585,265		40,656,905	0.6%
News Corp. Class A	5,810,104		66,932,398	0.9%
Time Warner Cable, Inc.	1,980,956		78,128,905	1.0%
Time Warner, Inc.	6,114,193		184,159,493	2.5%
Other Securities			325,704,783	4.3%
Total Consumer Discretionary			1,248,458,274	16.6%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	1,723,060		51,898,567	0.7%
CVS Caremark Corp.	4,840,631		170,874,274	2.3%
Kraft Foods, Inc.	2,137,904		58,835,118	0.8%
Other Securities			193,282,891	2.5%
Total Consumer Staples			474,890,850	6.3%
Energy — (13.0%)
Anadarko Petroleum Corp.	2,760,568		168,201,408	2.2%
#Chesapeake Energy Corp.	2,647,458		64,862,721	0.9%
ConocoPhillips	5,213,766		261,626,778	3.5%
Marathon Oil Corp.	3,280,335		104,872,310	1.4%
*National-Oilwell, Inc.	1,160,300		47,560,697	0.6%
XTO Energy, Inc.	2,156,495		89,623,932	1.2%
Other Securities			306,390,542	4.1%
Total Energy			1,043,138,388	13.9%
Financials — (29.1%)
Allstate Corp.	2,596,315		76,773,035	1.0%
Bank of America Corp.	16,675,426		243,127,711	3.2%
Bank of New York Mellon Corp.	1,972,678		52,591,595	0.7%
#Capital One Financial Corp.	1,815,684		66,454,034	0.9%
Chubb Corp.	1,669,873		81,022,238	1.1%
Citigroup, Inc.	19,573,191		80,054,351	1.1%
CME Group, Inc.	203,881		61,696,429	0.8%
JPMorgan Chase & Co.	7,983,370		333,465,365	4.4%
#Loews Corp.	2,592,160		85,800,496	1.1%
MetLife, Inc.	4,663,914		158,712,993	2.1%
#Morgan Stanley	3,619,297		116,251,820	1.5%
PNC Financial Services Group, Inc.	1,190,568		58,266,398	0.8%
Prudential Financial, Inc.	1,918,000		86,751,140	1.2%
Travelers Cos., Inc. (The)	3,328,076		165,704,904	2.2%
Unum Group	1,898,589		37,876,851	0.5%
Other Securities			634,916,189	8.5%
Total Financials			2,339,465,549	31.1%
Health Care — (5.1%)
*Thermo Fisher Scientific, Inc.	1,056,245		47,531,025	0.7%
UnitedHealth Group, Inc.	2,406,388		62,445,769	0.8%
*WellPoint, Inc.	2,580,122		120,646,505	1.6%
Other Securities			181,920,544	2.4%
Total Health Care			412,543,843	5.5%

286

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†	Percentage of Net Assets**
Industrials — (13.7%)
Burlington Northern Santa Fe Corp.	1,930,415	$    145,398,858	1.9%
#CSX Corp.	2,287,204	96,474,265	1.3%
#FedEx Corp.	599,693	43,591,684	0.6%
General Electric Co.	18,139,800	258,673,548	3.4%
Norfolk Southern Corp.	2,186,220	101,921,576	1.4%
#Northrop Grumman Corp.	1,926,678	96,584,368	1.3%
Union Pacific Corp.	2,835,808	156,366,453	2.1%
Other Securities		203,214,199	2.7%
Total Industrials		1,102,224,951	14.7%
Information Technology — (3.3%)
*Computer Sciences Corp.	946,932	48,018,922	0.7%
Other Securities		219,566,373	2.9%
Total Information Technology		267,585,295	3.6%
Materials — (3.6%)
#Alcoa, Inc.	4,317,440	53,622,605	0.7%
#Dow Chemical Co.	3,993,594	93,769,587	1.3%
#International Paper Co.	1,909,245	42,595,256	0.6%
#Weyerhaeuser Co.	1,105,551	40,175,723	0.5%
Other Securities		54,072,078	0.7%
Total Materials		284,235,249	3.8%
Telecommunication Services — (3.4%)
#AT&T, Inc.	8,438,300	216,611,161	2.9%
Other Securities		52,619,682	0.7%
Total Telecommunication Services		269,230,843	3.6%
Utilities — (0.5%)
Other Securities		39,398,283	0.5%
TOTAL COMMON STOCKS		7,481,171,525	99.6%
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $39,850,000 FNMA 6.50%, 6/25/39, valued at $42,888,563) to be repurchased at $42,250,669	$42,250	42,250,000	0.6%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.4%)
§@DFA Short Term Investment Fund LP	512,733,772	512,733,772	6.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $3,853,074 FHLMC 5.793%(r), 01/01/37 & 5.945%(r), 07/01/37, valued at $2,684,003) to be repurchased at $2,605,845	$2,606	2,605,828	0.1%
TOTAL SECURITIES LENDING COLLATERAL		515,339,600	6.9%
TOTAL INVESTMENTS — (100.0%) (Cost $6,877,390,667)		$8,038,761,125	107.1%

287

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,248,458,274		—	—	$	1,248,458,274
Consumer Staples		474,890,850		—	—		474,890,850
Energy		1,043,138,388		—	—		1,043,138,388
Financials		2,339,465,549		—	—		2,339,465,549
Health Care		412,543,843		—	—		412,543,843
Industrials		1,102,224,951		—	—		1,102,224,951
Information Technology		267,585,295		—	—		267,585,295
Materials		284,235,249		—	—		284,235,249
Telecommunication Services		269,230,843		—	—		269,230,843
Utilities		39,398,283		—	—		39,398,283
Temporary Cash Investments		—	$	42,250,000	—		42,250,000
Securities Lending Collateral		—		515,339,600	—		515,339,600
TOTAL	$	7,481,171,525	$	557,589,600	—	$	8,038,761,125

See accompanying Notes to Financial Statements.

288

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
Australia & New Zealand Banking Group, Ltd.	3,343,351	$	68,191,374	1.1%
National Australia Bank, Ltd.	2,465,437		65,140,887	1.0%
Wesfarmers, Ltd.	1,898,047		47,362,464	0.8%
Other Securities			141,329,082	2.3%
TOTAL AUSTRALIA			322,023,807	5.2%
AUSTRIA — (0.5%)
Other Securities			34,182,743	0.6%
BELGIUM — (0.5%)
Other Securities			38,019,953	0.6%
CANADA — (7.6%)
EnCana Corp.	671,498		37,234,767	0.6%
#Manulife Financial Corp.	2,074,478		38,918,630	0.6%
*Teck Resources, Ltd. Class B	1,418,230		41,168,712	0.7%
#Thomson Reuters Corp.	1,832,184		58,281,755	0.9%
#Toronto Dominion Bank	944,998		53,867,637	0.9%
Other Securities			318,836,929	5.2%
TOTAL CANADA			548,308,430	8.9%
DENMARK — (1.1%)
Other Securities			77,023,723	1.2%
FINLAND — (0.6%)
Other Securities			40,451,320	0.7%
FRANCE — (8.3%)
#AXA SA	2,818,397		70,093,978	1.1%
BNP Paribas SA	913,891		68,847,185	1.1%
#Compagnie de Saint-Gobain SA	846,142		41,232,265	0.7%
#Lafarge SA	467,217		37,923,901	0.6%
#Societe Generale Paris SA	913,312		60,662,002	1.0%
Vivendi SA	2,686,677		74,534,678	1.2%
Other Securities			244,803,391	4.0%
TOTAL FRANCE			598,097,400	9.7%
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808	0.8%
#Bayerische Motoren Werke AG	915,762		44,797,554	0.7%
#Daimler AG	1,684,003		81,364,327	1.3%
#Deutsche Bank AG	774,190		56,245,973	0.9%
#Deutsche Telekom AG	2,621,866		35,693,819	0.6%
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891	0.6%
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351	1.0%
Other Securities			167,080,419	2.7%
TOTAL GERMANY			535,465,142	8.6%
GREECE — (0.3%)
Other Securities			19,019,902	0.3%
HONG KONG — (2.7%)
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708	0.7%
Hutchison Whampoa, Ltd.	5,568,000		39,081,157	0.6%
Other Securities			117,731,620	1.9%
TOTAL HONG KONG			197,933,485	3.2%

289

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.0%)
Other Securities		$	57,893	0.0%
ITALY — (2.9%)
#*Intesa Sanpaolo SpA	11,201,860		47,142,793	0.8%
*UniCredito SpA	19,413,366		65,038,767	1.0%
Other Securities			98,411,874	1.6%
TOTAL ITALY			210,593,434	3.4%
JAPAN — (11.7%)
FUJIFILM Holdings Corp.	1,257,700		35,755,504	0.6%
*Nissan Motor Co., Ltd.	4,991,500		36,119,215	0.6%
Sony Corp. Sponsored ADR	1,725,386		50,709,095	0.8%
Other Securities			726,760,636	11.7%
TOTAL JAPAN			849,344,450	13.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (3.7%)
#ArcelorMittal NV	2,446,831		82,806,981	1.3%
*ING Groep NV	3,093,625		40,259,293	0.7%
Philips Electronics NV	3,072,622		77,186,781	1.2%
Other Securities			69,089,143	1.1%
TOTAL NETHERLANDS			269,342,198	4.3%
NEW ZEALAND — (0.1%)
Other Securities			8,185,686	0.1%
NORWAY — (1.0%)
Other Securities			75,691,447	1.2%
PORTUGAL — (0.2%)
Other Securities			13,072,321	0.2%
SINGAPORE — (1.6%)
DBS Group Holdings, Ltd.	4,164,750		38,138,997	0.6%
Other Securities			78,569,480	1.3%
TOTAL SINGAPORE			116,708,477	1.9%
SPAIN — (4.7%)
Banco Santander SA	5,654,108		90,987,342	1.5%
Banco Santander SA Sponsored ADR	5,549,048		89,117,711	1.4%
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506	0.6%
Other Securities			120,997,642	1.9%
TOTAL SPAIN			336,550,201	5.4%
SWEDEN — (2.9%)
#Nordea Bank AB	6,583,962		70,668,421	1.2%
Other Securities			138,442,067	2.2%
TOTAL SWEDEN			209,110,488	3.4%
SWITZERLAND — (6.3%)
Credit Suisse Group AG	1,755,349		93,836,004	1.5%
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094	0.7%
#*Holcim, Ltd.	650,248		41,384,888	0.7%
*UBS AG	3,481,616		58,055,052	1.0%
Zurich Financial Services AG	322,012		73,738,360	1.2%
Other Securities			144,088,911	2.3%
TOTAL SWITZERLAND			455,895,309	7.4%

290

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.	1,329,421	$	48,102,581	0.8%
Aviva P.L.C.	7,396,866		46,253,871	0.7%
#*Barclays P.L.C. Sponsored ADR	2,451,654		51,239,569	0.8%
#HSBC Holdings P.L.C. Sponsored ADR	3,278,400		181,590,576	2.9%
Kingfisher P.L.C.	9,743,172		35,612,473	0.6%
#Royal Dutch Shell P.L.C. ADR	2,252,783		131,021,859	2.1%
Vodafone Group P.L.C.	34,976,333		77,082,062	1.2%
#Vodafone Group P.L.C. Sponsored ADR	7,395,974		164,116,663	2.7%
*Xstrata P.L.C.	3,245,577		46,747,872	0.8%
Other Securities			419,126,814	6.8%
TOTAL UNITED KINGDOM			1,200,894,340	19.4%
TOTAL COMMON STOCKS			6,155,972,149	99.4%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
Other Securities			41,059	0.0%
ITALY — (0.0%)
Other Securities			76,976	0.0%
TOTAL RIGHTS/WARRANTS			118,035	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,010,000 FNMA 6.50%, 06/25/39, valued at $14,002,013) to be repurchased at $13,790,218	$13,790		13,790,000	0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP	1,055,086,714		1,055,086,714	17.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased at $1,189,085	$1,189		1,189,078	0.0%
TOTAL SECURITIES LENDING COLLATERAL			1,056,275,792	17.1%
TOTAL INVESTMENTS — (100.0%) (Cost $5,830,288,347)		$	7,226,155,976	116.7%

291

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	2,073,789	$	319,950,018	—	$	322,023,807
Austria		—		34,182,743	—		34,182,743
Belgium		3,586,620		34,433,333	—		38,019,953
Canada		548,308,430		—	—		548,308,430
Denmark		—		77,023,723	—		77,023,723
Finland		1,516,659		38,934,661	—		40,451,320
France		3,494,320		594,603,080	—		598,097,400
Germany		98,912,195		436,552,947	—		535,465,142
Greece		4,501,802		14,518,100	—		19,019,902
Hong Kong		—		197,933,485	—		197,933,485
Ireland		57,893		—	—		57,893
Italy		29,729,570		180,863,864	—		210,593,434
Japan		56,497,996		792,846,454	—		849,344,450
Malaysia		—		—	—		—
Netherlands		10,297,313		259,044,885	—		269,342,198
New Zealand		—		8,185,686	—		8,185,686
Norway		401,330		75,290,117	—		75,691,447
Portugal		—		13,072,321	—		13,072,321
Singapore		—		116,708,477	—		116,708,477
Spain		131,434,682		205,115,519	—		336,550,201
Sweden		7,351,053		201,759,435	—		209,110,488
Switzerland		46,226,255		409,669,054	—		455,895,309
United Kingdom		564,527,406		636,366,934	—		1,200,894,340
Rights/Warrants
Germany		—		41,059	—		41,059
Italy		76,976		—	—		76,976
Temporary Cash Investments		—		13,790,000	—		13,790,000
Securities Lending Collateral		—		1,056,275,792	—		1,056,275,792
TOTAL	$	1,508,994,289	$	5,717,161,687	—	$	7,226,155,976

See accompanying Notes to Financial Statements.

292

THE JAPANESE SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (87.1%)
Consumer Discretionary — (18.4%)
#K’s Holdings Corp.	130,772	$	4,237,998	0.4%
Nissan Shatai Co., Ltd.	407,023		3,430,896	0.3%
PanaHome Corp.	440,200		2,756,561	0.2%
#Saizeriya Co., Ltd.	168,800		3,256,721	0.3%
Shochiku Co., Ltd.	416,400		3,658,864	0.3%
#Tomy Co., Ltd.	313,193		2,764,145	0.2%
Other Securities			227,372,576	19.2%
Total Consumer Discretionary			247,477,761	20.9%
Consumer Staples — (9.1%)
Fancl Corp.	170,300		3,039,176	0.3%
Itoham Foods, Inc.	693,800		2,742,506	0.2%
Life Corp.	183,900		3,224,609	0.3%
*Megmilk Snow Brand Co., Ltd.	180,000		3,549,408	0.3%
Morinaga Milk Industry Co., Ltd.	852,000		3,975,218	0.3%
Nippon Flour Mills Co., Ltd.	604,000		3,069,254	0.3%
#Nisshin Oillio Group, Ltd. (The)	548,000		2,887,732	0.2%
Other Securities			99,240,254	8.4%
Total Consumer Staples			121,728,157	10.3%
Energy — (1.2%)
Other Securities			16,608,436	1.4%
Financials — (9.1%)
Aichi Bank, Ltd. (The)	34,100		2,859,215	0.2%
#Bank of Iwate, Ltd. (The)	57,400		3,400,866	0.3%
Century Tokyo Leasing Corp.	308,990		3,451,730	0.3%
#Fukui Bank, Ltd. (The)	841,000		2,791,181	0.2%
Okasan Securities Group, Inc.	594,000		2,807,164	0.2%
#*Senshu Ikeda Holdings, Inc.	1,258,000		4,304,438	0.4%
Tokai Tokyo Financial Holdings, Inc.	898,000		2,910,323	0.3%
Yamagata Bank, Ltd.	584,500		2,803,136	0.2%
Other Securities			96,639,604	8.2%
Total Financials			121,967,657	10.3%
Health Care — (3.5%)
Hogy Medical Co., Ltd.	50,300		2,703,731	0.2%
Kaken Pharmaceutical Co., Ltd.	348,000		3,148,930	0.3%
Kyorin Co., Ltd.	177,000		2,830,803	0.3%
Nippon Shinyaku Co., Ltd.	237,000		3,278,069	0.3%
Nipro Corp.	180,100		3,888,012	0.3%
Other Securities			31,071,410	2.6%
Total Health Care			46,920,955	4.0%
Industrials — (23.9%)
#Daiseki Co., Ltd.	147,263		2,893,882	0.3%
*Ebara Corp.	825,000		3,624,591	0.3%
#*Iseki & Co., Ltd.	759,000		2,841,757	0.2%
Kyowa Exeo Corp.	306,000		2,802,620	0.2%
#Meidensha Corp.	764,050		3,828,337	0.3%
Miura Co., Ltd.	132,100		3,689,039	0.3%
Nippon Konpo Unyu Soko Co., Ltd.	247,000		2,682,995	0.2%
Takara Standard Co., Ltd.	515,000		2,970,448	0.3%
#Toshiba Plant Kensetsu Co., Ltd.	219,450		2,872,309	0.2%
Other Securities			292,927,396	24.8%
Total Industrials			321,133,374	27.1%

293

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
Information Technology — (10.0%)
#*Dainippon Screen Manufacturing Co., Ltd.	652,000	$	2,771,193	0.2%
eAccess, Ltd.	4,312		3,024,281	0.3%
Hosiden Corp.	243,000		2,942,705	0.3%
IT Holdings Corp.	262,001		3,228,913	0.3%
Ryosan Co., Ltd.	122,000		2,913,094	0.2%
Other Securities			119,972,304	10.1%
Total Information Technology			134,852,490	11.4%
Materials — (11.2%)
Adeka Corp.	341,200		3,127,162	0.2%
#FP Corp.	63,900		3,165,602	0.3%
Hokuetsu Kishu Paper Co., Ltd.	601,199		3,109,276	0.2%
Kureha Corp.	627,500		3,384,770	0.3%
Nifco, Inc.	162,700		3,329,607	0.3%
Nihon Parkerizing Co., Ltd.	230,000		2,726,796	0.2%
#Nippon Paint Co., Ltd.	727,200		4,364,964	0.4%
#NOF Corp.	701,000		3,179,395	0.3%
Toagosei Co., Ltd.	897,000		3,137,826	0.3%
Other Securities			121,727,189	10.3%
Total Materials			151,252,587	12.8%
Telecommunication Services — (0.0%)
Other Securities			596,409	0.1%
Utilities — (0.7%)
#Saibu Gas Co., Ltd.	1,291,000		3,693,034	0.3%
Other Securities			5,914,064	0.5%
Total Utilities			9,607,098	0.8%
TOTAL COMMON STOCKS			1,172,144,924	99.1%
RIGHTS/WARRANTS — (0.0%)
Other Securities			—	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $115,000 FNMA 6.50%, 06/25/39, valued at $123,769) to be repurchased at $118,002	$118		118,000	0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.9%)
§@DFA Short Term Investment Fund LP	172,297,110		172,297,110	14.6%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $752,982) to be repurchased at $738,222	$738		738,218	0.0%
TOTAL SECURITIES LENDING COLLATERAL			173,035,328	14.6%

294

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

	Value†		Percentage of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $1,560,342,919)	$	1,345,298,252	113.7%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary		—	$	247,477,761	—	$	247,477,761
Consumer Staples	$	3,549,408		118,178,749	—		121,728,157
Energy		—		16,608,436	—		16,608,436
Financials		4,304,438		117,663,219	—		121,967,657
Health Care		—		46,920,955	—		46,920,955
Industrials		176,637		320,956,737	—		321,133,374
Information Technology		—		134,852,490	—		134,852,490
Materials		—		151,252,587	—		151,252,587
Telecommunication Services		—		596,409	—		596,409
Utilities		—		9,607,098	—		9,607,098
Temporary Cash Investments		—		118,000	—		118,000
Securities Lending Collateral		—		173,035,328	—		173,035,328
TOTAL	$	8,030,483	$	1,337,267,769	—	$	1,345,298,252

See accompanying Notes to Financial Statements.

295

THE ASIA PACIFIC SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (82.9%)
AUSTRALIA — (48.9%)
#Adelaide Brighton, Ltd.	1,480,311	$	3,724,318	0.5%
#*Andean Resources, Ltd.	1,464,837		2,876,891	0.4%
#APA Group, Ltd.	1,044,302		2,954,348	0.4%
*Austar United Communications, Ltd.	3,107,163		3,602,715	0.5%
Australian Infrastructure Fund	2,805,723		4,426,075	0.7%
#Australian Pharmaceutical Industries, Ltd. (6002840)	5,079,394		3,377,108	0.5%
*Australian Pharmaceutical Industries, Ltd. (60028RR)	4,331,586		2,904,802	0.4%
Australian Worldwide Exploration, Ltd.	1,482,305		3,397,856	0.5%
#AWB, Ltd.	3,807,619		4,157,632	0.6%
#Bradken, Ltd.	582,247		3,202,182	0.5%
#Campbell Brothers, Ltd.	240,269		6,196,971	0.9%
*Centamin Egypt, Ltd.	2,112,300		4,331,276	0.6%
#Centennial Coal Co., Ltd.	1,196,500		3,341,606	0.5%
Challenger Financial Services Group, Ltd.	1,750,037		5,754,880	0.8%
#ConnectEast Group, Ltd.	8,607,304		3,049,683	0.5%
#Crane Group, Ltd.	345,440		2,783,584	0.4%
#David Jones, Ltd.	1,296,067		6,140,136	0.9%
#Downer EDI, Ltd.	908,261		6,914,045	1.0%
#DUET Group, Ltd.	2,903,270		4,392,324	0.6%
#Flight Centre, Ltd.	192,954		2,910,033	0.4%
#*Graincorp, Ltd. Series A	461,398		2,868,614	0.4%
#Healthscope, Ltd.	857,741		3,640,247	0.5%
Invocare, Ltd.	637,257		3,346,428	0.5%
#IOOF Holdings, Ltd.	950,183		4,451,477	0.7%
#JB Hi-Fi, Ltd.	281,420		5,175,392	0.8%
#*Karoon Gas Australia, Ltd.	628,673		4,257,692	0.6%
Monadelphous Group, Ltd.	302,955		3,598,672	0.5%
#*Mount Gibson Iron, Ltd.	3,114,599		3,290,085	0.5%
Navitas, Ltd.	1,205,167		4,012,073	0.6%
*Pacific Brands, Ltd.	4,412,120		5,137,506	0.8%
#*PanAust, Ltd.	8,757,197		3,578,848	0.5%
#Perpetual Trustees Australia, Ltd.	95,745		3,190,548	0.5%
#Reece Australia, Ltd.	238,457		5,244,014	0.8%
#*Riversdale Mining, Ltd.	692,356		3,279,236	0.5%
#Seek, Ltd.	666,916		3,584,917	0.5%
Sigma Pharmaceuticals, Ltd.	4,862,235		4,070,078	0.6%
#Spark Infrastructure Group, Ltd.	2,596,492		2,815,225	0.4%
Super Cheap Auto Group, Ltd.	718,503		3,377,562	0.5%
*Tap Oil, Ltd.	3,987,713		3,732,072	0.6%
#Ten Network Holdings, Ltd.	2,056,782		2,807,921	0.4%
Tower Australia Group, Ltd.	1,159,243		3,055,999	0.5%
Transfield Services, Ltd.	753,413		2,840,717	0.4%
#West Australian Newspapers Holdings, Ltd.	709,322		4,717,984	0.7%
#Wotif.com Holdings, Ltd.	538,244		2,893,564	0.4%
Other Securities			229,192,872	33.7%
TOTAL AUSTRALIA			398,598,208	58.5%
HONG KONG — (17.2%)
Daphne International Holdings, Ltd.	4,086,000		3,088,086	0.5%
Lee & Man Paper Manufacturing, Ltd.	1,504,400		2,974,469	0.4%
Pacific Basin Shipping, Ltd.	3,924,000		2,888,627	0.4%
Other Securities			131,448,120	19.3%
TOTAL HONG KONG			140,399,302	20.6%
MALAYSIA — (0.0%)
Other Securities			3,780	0.0%

296

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
NEW ZEALAND — (5.7%)
#Fisher & Paykel Healthcare Corp., Ltd.	2,418,756	$	5,359,380	0.8%
Sky City Entertainment Group, Ltd.	2,535,089		6,262,217	0.9%
Other Securities			35,214,606	5.2%
TOTAL NEW ZEALAND			46,836,203	6.9%
SINGAPORE — (11.1%)
Venture Corp., Ltd.	504,000		3,215,158	0.5%
Other Securities			87,252,814	12.8%
TOTAL SINGAPORE			90,467,972	13.3%
TOTAL COMMON STOCKS			676,305,465	99.3%
PREFERRED STOCKS — (0.1%)
AUSTRALIA — (0.1%)
Other Securities			518,901	0.1%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities			38,010	0.0%
HONG KONG — (0.0%)
Other Securities			311,564	0.0%
SINGAPORE — (0.0%)
Other Securities			16,019	0.0%
TOTAL RIGHTS/WARRANTS			365,593	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $465,000 FNMA 6.50%, 06/25/39, valued at $500,456) to be repurchased at $490,008	$490		490,000	0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (16.9%)
§@DFA Short Term Investment Fund LP	133,343,064		133,343,064	19.6%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,861,165) to be repurchased at $4,765,876	$4,766		4,765,848	0.7%
TOTAL SECURITIES LENDING COLLATERAL			138,108,912	20.3%
TOTAL INVESTMENTS — (100.0%) (Cost $748,104,019)		$	815,788,871	119.8%

297

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	4,134,169	$	394,464,039	—	$	398,598,208
Hong Kong		364,876		140,034,426	—		140,399,302
Malaysia		—		3,780	—		3,780
New Zealand		—		46,836,203	—		46,836,203
Singapore		2,266,376		88,201,596	—		90,467,972
Preferred Stocks
Australia		—		518,901	—		518,901
Rights/Warrants
Australia		1,380		36,630	—		38,010
Hong Kong		29,621		281,943	—		311,564
Singapore		16,019		—	—		16,019
Temporary Cash Investments		—		490,000	—		490,000
Securities Lending Collateral		—		138,108,912	—		138,108,912
TOTAL	$	6,812,441	$	808,976,430	—	$	815,788,871

See accompanying Notes to Financial Statements.

298

THE UNITED KINGDOM SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (96.4%)
Consumer Discretionary — (20.2%)
Aegis Group P.L.C.	3,279,567	$	5,895,612	0.8%
Bellway P.L.C.	420,170		5,025,477	0.7%
*DSG International P.L.C.	10,089,373		5,051,941	0.7%
Halfords Group P.L.C.	837,680		5,371,161	0.7%
Informa P.L.C.	1,440,320		6,909,243	0.9%
United Business Media P.L.C.	864,643		6,542,539	0.8%
WH Smith P.LC.	588,205		4,851,076	0.6%
Other Securities			120,525,991	15.6%
Total Consumer Discretionary			160,173,040	20.8%
Consumer Staples — (4.2%)
PZ Cussons P.L.C.	1,348,567		5,515,893	0.7%
Other Securities			27,693,553	3.6%
Total Consumer Staples			33,209,446	4.3%
Energy — (5.2%)
*Dana Petroleum P.L.C.	333,328		6,973,969	0.9%
*Premier Oil P.L.C.	335,099		6,460,840	0.8%
*Soco International P.L.C.	258,739		5,459,305	0.7%
Other Securities			21,961,724	2.9%
Total Energy			40,855,838	5.3%
Financials — (13.8%)
Aberdeen Asset Management P.L.C.	2,558,118		5,538,248	0.7%
Amlin P.L.C.	1,027,564		5,947,701	0.8%
Catlin Group, Ltd.	977,375		5,277,316	0.7%
Close Brothers Group P.L.C.	481,680		5,539,027	0.7%
#Henderson Group P.L.C.	2,936,019		6,189,595	0.8%
Hiscox, Ltd.	1,535,730		8,053,774	1.1%
IG Group Holdings P.L.C.	1,241,907		6,140,967	0.8%
Jardine Lloyd Thompson Group P.L.C.	663,478		4,936,106	0.6%
#Provident Financial P.L.C.	485,695		7,409,228	1.0%
Other Securities			54,027,848	7.0%
Total Financials			109,059,810	14.2%
Health Care — (3.4%)
SSL International P.L.C.	753,239		7,822,386	1.0%
Other Securities			19,383,617	2.5%
Total Health Care			27,206,003	3.5%
Industrials — (31.8%)
Aggreko P.L.C.	611,546		7,601,086	1.0%
Babcock International Group P.L.C.	853,247		8,470,820	1.1%
Carillion P.L.C.	1,523,518		7,339,374	1.0%
Charter International P.L.C.	614,873		6,992,444	0.9%
Chemring Group P.L.C.	128,869		5,527,463	0.7%
De la Rue P.L.C.	387,017		5,796,504	0.7%
Hays P.L.C.	5,101,389		8,172,104	1.1%
#Homeserve P.L.C.	227,284		6,015,087	0.8%
IMI P.L.C.	1,191,221		8,401,977	1.1%
Intertek Group P.L.C.	539,854		11,091,513	1.4%
Meggitt P.L.C.	1,630,199		6,527,012	0.8%
Michael Page International P.L.C.	1,235,568		6,511,423	0.8%
Qinetiq P.L.C.	2,172,472		5,838,845	0.8%
Regus P.L.C.	3,220,926		5,379,876	0.7%
Spirax-Sarco Engineering P.L.C.	301,608		5,381,748	0.7%

299

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
Industrials — (Continued)
Tomkins P.L.C.	3,282,427	$	9,005,026	1.2%
Travis Perkins P.L.C.	482,448		5,951,606	0.8%
Ultra Electronics Holdings P.L.C.	267,145		5,766,343	0.7%
VT Group P.L.C.	677,021		6,026,593	0.8%
Weir Group P.L.C. (The)	479,090		5,490,425	0.7%
Other Securities			115,352,022	15.0%
Total Industrials			252,639,291	32.8%
Information Technology — (12.5%)
ARM Holdings P.L.C.	4,777,637		11,606,124	1.5%
Dimension Data Holdings P.L.C.	5,615,130		6,524,511	0.8%
Halma P.L.C.	1,486,473		5,547,008	0.7%
Logica P.L.C.	3,037,910		5,759,339	0.8%
*Misys P.L.C.	1,982,492		6,711,250	0.9%
Rotork P.L.C.	350,626		6,524,289	0.8%
Spectris P.L.C.	490,382		5,442,149	0.7%
Other Securities			51,368,435	6.7%
Total Information Technology			99,483,105	12.9%
Materials — (4.2%)
Croda International P.L.C.	484,717		5,935,810	0.7%
Mondi P.L.C.	943,611		5,208,467	0.7%
Other Securities			22,152,270	2.9%
Total Materials			33,296,547	4.3%
Other — (0.0%)
Other Securities			295,816	0.0%
Telecommunication Services — (0.7%)
Other Securities			5,415,067	0.7%
Utilities — (0.4%)
Other Securities			3,451,570	0.5%
TOTAL COMMON STOCKS			765,085,533	99.3%
RIGHTS/WARRANTS — (0.1%)
Other Securities			1,093,389	0.1%
TOTAL RIGHTS/WARRANTS			1,093,389	0.1%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $2,070,000 FNMA 6.50%, 06/25/39,valued at $2,227,838) to be repurchased at $2,191,035	$2,191		2,191,000	0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (3.2%)
§@DFA Short Term Investment Fund LP	24,472,278		24,472,278	3.2%

300

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

	Shares/ Face Amount	Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $527,028) to be repurchased at $516,697	$517		516,694	0.1%
TOTAL SECURITIES LENDING COLLATERAL			24,988,972	3.3%
TOTAL INVESTMENTS — (100.0%) (Cost $851,007,486)		$	793,358,894	103.0%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary		—	$	160,173,040	—	$	160,173,040
Consumer Staples		—		33,209,446	—		33,209,446
Energy		—		40,855,838	—		40,855,838
Financials	$	626		109,059,184	—		109,059,810
Health Care		—		27,206,003	—		27,206,003
Industrials		35,451		252,603,840	—		252,639,291
Information Technology		—		99,483,105	—		99,483,105
Materials		—		33,296,547	—		33,296,547
Other		—		295,816	—		295,816
Telecommunication Services		—		5,415,067	—		5,415,067
Utilities		—		3,451,570	—		3,451,570
Rights/Warrants		415,536		677,853	—		1,093,389
Temporary Cash Investments		—		2,191,000	—		2,191,000
Securities Lending Collateral		—		24,988,972	—		24,988,972
TOTAL	$	451,613	$	792,907,281	—	$	793,358,894

See accompanying Notes to Financial Statements.

301

THE CONTINENTAL SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (88.5%)
AUSTRIA — (2.9%)
Andritz AG	116,739	$	6,428,780	0.4%
Other Securities			46,101,446	2.8%
TOTAL AUSTRIA			52,530,226	3.2%
BELGIUM — (3.8%)
Ackermans & van Haaren NV	81,854		5,925,427	0.4%
Bekaert SA	56,746		7,297,993	0.5%
Other Securities			56,164,707	3.4%
TOTAL BELGIUM			69,388,127	4.3%
DENMARK — (2.3%)
Other Securities			42,483,853	2.6%
FINLAND — (7.0%)
Elisa Oyj	276,614		5,356,961	0.3%
KCI Konecranes Oyj	234,271		6,252,168	0.4%
#*Metso Corp. Oyj	206,460		5,765,320	0.4%
*M-Real Oyj Series B	3,798,185		5,517,413	0.3%
#Nokian Renkaat Oyj	325,926		6,954,619	0.4%
Tieto Oyj	277,638		5,544,956	0.3%
Other Securities			92,587,386	5.7%
TOTAL FINLAND			127,978,823	7.8%
FRANCE — (12.3%)
Arkema SA	199,362		7,610,594	0.5%
*Atos Origin SA	143,571		6,721,508	0.4%
#Bourbon SA	162,224		6,746,721	0.4%
Establissements Maurel et Prom SA	305,061		6,132,788	0.4%
*Gemalto NV	149,247		6,272,472	0.4%
#Neopost SA	61,086		5,345,872	0.3%
Nexans SA	92,377		6,523,139	0.4%
Societe BIC SA	84,787		5,884,544	0.3%
#*Valeo SA	232,962		6,323,949	0.4%
Other Securities			167,942,426	10.3%
TOTAL FRANCE			225,504,013	13.8%
GERMANY — (13.4%)
*Aareal Bank AG	561,290		12,138,286	0.7%
Aixtron AG	259,027		7,740,951	0.5%
Aurubis AG	146,836		5,824,231	0.4%
Bilfinger Berger AG	162,980		10,434,934	0.6%
DVB Bank SE	173,470		6,413,252	0.4%
Lanxess AG	218,704		6,875,309	0.4%
MTU Aero Engines Holding AG	163,223		7,393,072	0.4%
Rheinmetall AG	107,359		5,829,585	0.4%
Rhoen-Klinikum AG	379,608		9,172,173	0.6%
#*SGL Carbon SE	217,830		8,239,684	0.5%
Software AG	70,053		6,245,235	0.4%
Wincor Nixdorf AG	112,151		6,558,995	0.4%
Other Securities			151,967,940	9.3%
TOTAL GERMANY			244,833,647	15.0%
GREECE — (3.5%)
Bank of Greece S.A.	73,229		5,536,868	0.4%
Other Securities			58,866,685	3.6%
TOTAL GREECE			64,403,553	4.0%

302

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (2.6%)
DCC P.L.C	308,989	$	8,138,971	0.5%
*Dragon Oil P.L.C.	1,347,570		9,171,834	0.6%
Paddy Power P.L.C.	180,573		5,778,573	0.3%
Other Securities			25,358,738	1.6%
TOTAL IRELAND			48,448,116	3.0%
ITALY — (7.9%)
Banca Popolare di Milano Scarl	1,012,836		7,535,855	0.4%
Other Securities			138,031,663	8.5%
TOTAL ITALY			145,567,518	8.9%
NETHERLANDS — (5.4%)
Imtech NV	248,834		6,325,202	0.4%
Nutreco Holding NV	139,331		7,032,903	0.4%
Other Securities			85,739,447	5.3%
TOTAL NETHERLANDS			99,097,552	6.1%
NORWAY — (3.8%)
Tandberg ASA Series A	208,204		5,570,172	0.3%
*TGS Nopec Geophysical Co. ASA	404,241		6,130,506	0.4%
Other Securities			58,632,730	3.6%
TOTAL NORWAY			70,333,408	4.3%
PORTUGAL — (1.4%)
Other Securities			26,035,355	1.6%
SPAIN — (4.9%)
Ebro Puleva SA	312,280		5,946,769	0.3%
Other Securities			84,329,623	5.2%
TOTAL SPAIN			90,276,392	5.5%
SWEDEN — (5.7%)
Boliden AB	497,124		5,986,022	0.4%
#Elekta AB Series B	302,500		5,701,787	0.3%
Other Securities			92,630,985	5.7%
TOTAL SWEDEN			104,318,794	6.4%
SWITZERLAND — (11.6%)
*Aryzta AG	265,691		10,429,578	0.6%
*Bank Sarasin & Cie AG Series B	172,644		6,874,386	0.4%
*Clariant AG	756,817		7,235,446	0.5%
#PSP Swiss Property AG	141,111		7,918,508	0.5%
Romande Energie Holding SA	2,714		5,386,990	0.3%
Sika AG	4,203		5,698,044	0.4%
Swiss Prime Site AG	163,073		8,976,492	0.6%
#Valiant Holding AG	33,293		6,559,434	0.4%
Other Securities			153,867,567	9.4%
TOTAL SWITZERLAND			212,946,445	13.1%
TOTAL COMMON STOCKS			1,624,145,822	99.6%
PREFERRED STOCKS — (0.1%)
SWITZERLAND — (0.1%)
Other Securities			1,565,574	0.1%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities			1,373	0.0%

303

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
DENMARK — (0.0%)
Other Securities			$	82,324	0.0%
FINLAND — (0.0%)
Other Securities				232,888	0.0%
FRANCE — (0.0%)
Other Securities				1,083	0.0%
GERMANY — (0.0%)
Other Securities				37,491	0.0%
ITALY — (0.0%)
Other Securities				8,898	0.0%
NORWAY — (0.0%)
Other Securities				6,649	0.0%
SPAIN — (0.0%)
Other Securities				426,564	0.0%
TOTAL RIGHTS/WARRANTS				797,270	0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $2,725,000 FNMA 6.50%, 06/25/39, valued at $2,932,781) to be repurchased at $2,888,046	$	2,888		2,888,000	0.2%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (11.2%)
§@DFA Short Term Investment Fund LP		200,182,842		200,182,842	12.3%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,949,334) to be repurchased at $4,852,316	$	4,852		4,852,288	0.3%
TOTAL SECURITIES LENDING COLLATERAL				205,035,130	12.6%
TOTAL INVESTMENTS — (100.0%) (Cost $1,667,112,137)			$	1,834,431,796	112.5%

304

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Austria	$	127,622	$	52,402,604	—	$	52,530,226
Belgium		618,245		68,769,882	—		69,388,127
Denmark		71,185		42,412,668	—		42,483,853
Finland		—		127,978,823	—		127,978,823
France		304,773		225,199,240	—		225,504,013
Germany		620,371		244,213,276	—		244,833,647
Greece		62,295		64,341,258	—		64,403,553
Ireland		184,669		48,263,447	—		48,448,116
Italy		—		145,567,518	—		145,567,518
Netherlands		903,918		98,193,634	—		99,097,552
Norway		28,118		70,305,290	—		70,333,408
Portugal		325,570		25,709,785	—		26,035,355
Spain		—		90,276,392	—		90,276,392
Sweden		—		104,318,794	—		104,318,794
Switzerland		2,599,415		210,347,030	—		212,946,445
Preferred Stocks
Switzerland		1,565,574		—	—		1,565,574
Rights/Warrants
Belgium		1,373		—	—		1,373
Denmark		82,324		—	—		82,324
Finland		—		232,888	—		232,888
France		1,066		17	—		1,083
Germany		—		37,491	—		37,491
Italy		8,898		—	—		8,898
Norway		—		6,649	—		6,649
Spain		—		426,564	—		426,564
Temporary Cash Investments		—		2,888,000	—		2,888,000
Securities Lending Collateral		—		205,035,130	—		205,035,130
TOTAL	$	7,505,416	$	1,826,926,380	—	$	1,834,431,796

See accompanying Notes to Financial Statements.

305

THE CANADIAN SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††			Percentage of Net Assets**
COMMON STOCKS — (84.0%)
Consumer Discretionary — (11.4%)
Astral Media, Inc. Class A	186,347	$	5,517,821		1.5%
Corus Entertainment, Inc. Class B	278,300		4,575,534		1.2%
Dorel Industries, Inc. Class B	107,500		2,884,086		0.8%
*Gildan Activewear, Inc.	246,010		4,333,395		1.2%
Groupe Aeroplan, Inc.	283,650		2,427,428		0.7%
Linamar Corp.	179,780		2,508,829		0.7%
Quebecor, Inc. Class B	159,493		3,258,990		0.9%
Reitmans Canada, Ltd.	193,400		2,920,527		0.8%
*RONA, Inc.	426,885		5,842,768		1.6%
Other Securities			15,002,844	��	4.1%
Total Consumer Discretionary			49,272,222		13.5%
Consumer Staples — (2.3%)
*Cott Corp.	512,400		4,053,550		1.1%
#Maple Leaf Foods, Inc.	254,000		2,631,431		0.7%
Other Securities			3,374,521		1.0%
Total Consumer Staples			10,059,502		2.8%
Energy — (17.3%)
#*Bankers Petroleum, Ltd.	685,432		3,002,586		0.8%
*Nuvista Energy, Ltd.	274,221		2,911,880		0.8%
#*PetroBakken Energy, Ltd.	185,863		5,362,638		1.5%
#Progress Energy Resources Corp.	333,082		4,260,297		1.2%
ShawCor, Ltd.	209,500		5,452,169		1.5%
Trican Well Service, Ltd.	391,971		4,586,066		1.2%
Trinidad Drilling, Ltd.	389,000		2,541,685		0.7%
#*Uranium One, Inc.	1,819,900		5,163,433		1.4%
Other Securities			41,607,072		11.4%
Total Energy			74,887,826		20.5%
Financials — (6.5%)
AGF Management, Ltd. Class B	348,279		5,188,538		1.4%
Canadian Western Bank	226,200		4,469,439		1.2%
Home Capital Group, Inc.	113,700		3,835,359		1.1%
Laurentian Bank of Canada	92,400		3,375,604		0.9%
Other Securities			11,355,113		3.1%
Total Financials			28,224,053		7.7%
Health Care — (4.2%)
#Biovail Corp.	304,150		4,103,868		1.1%
*MDS, Inc.	464,108		3,671,517		1.0%
*SXC Health Solutions Corp.	84,161		3,864,849		1.1%
Other Securities			6,324,915		1.7%
Total Health Care			17,965,149		4.9%
Industrials — (6.7%)
#Russel Metals, Inc.	229,900		3,359,104		0.9%
*Stantec, Inc.	156,600		3,784,566		1.0%
#Toromont Industries, Ltd.	214,900		4,917,447		1.4%
Transcontinental, Inc. Class A	256,564		3,080,048		0.8%
Other Securities			13,687,961		3.8%
Total Industrials			28,829,126		7.9%
Information Technology — (5.4%)
*Celestica, Inc.	797,607		6,575,162		1.8%
#*MacDonald Dettweiler & Associates, Ltd.	129,900		4,429,842		1.2%

306

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
Information Technology — (Continued)
Other Securities			$	12,304,418	3.4%
Total Information Technology				23,309,422	6.4%
Materials — (29.5%)
*Alamos Gold, Inc.		347,100		2,771,539	0.8%
*Aurizon Mines, Ltd.		561,000		2,410,841	0.7%
#*Equinox Minerals, Ltd.		1,678,290		5,645,742	1.5%
#*Euro Goldfields, Ltd.		521,060		2,937,448	0.8%
#*Golden Star Resources, Ltd.		855,400		2,664,108	0.7%
*HudBay Minerals, Inc.		477,851		6,187,045	1.7%
*Lundin Mining Corp.		1,147,100		4,611,511	1.3%
Methanex Corp.		359,200		6,194,420	1.7%
#*New Gold, Inc.		725,960		2,629,974	0.7%
*Northgate Minerals Corp.		937,300		2,399,446	0.6%
#*Osisko Mining Corp.		522,931		3,527,930	1.0%
*Pan Amer Silver Corp.		213,700		4,520,672	1.2%
#*Quadra Mining, Ltd.		253,150		3,528,027	1.0%
Sherritt International Corp.		641,601		4,115,069	1.1%
*Silver Standard Resources, Inc.		229,462		4,300,623	1.2%
#Silvercorp Metals, Inc.		482,000		2,490,070	0.7%
#*Thompson Creek Metals Co., Inc.		474,700		4,795,038	1.3%
#West Fraser Timber Co., Ltd.		123,716		2,984,139	0.8%
Other Securities				59,011,979	16.2%
Total Materials				127,725,621	35.0%
Telecommunication Services — (0.3%)
Other Securities				1,271,891	0.3%
Utilities — (0.4%)
Other Securities				1,602,945	0.4%
TOTAL COMMON STOCKS				363,147,757	99.4%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $1,075,000 FHLMC 4.50%, 05/01/23, valued at $912,187) to be repurchased at $896,014	$	896		896,000	0.3%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.8%)
§@DFA Short Term Investment Fund LP		62,142,299		62,142,299	17.0%
@Repurchase Agreement, Deutsche Bank Securities 0.05%, 11/02/09 (Collateralized by $5,049,431 U.S. Treasury Note 0.875%, 01/31/11, valued at $5,028,666) to be repurchased at $4,979,736	$	4,980		4,979,715	1.4%

307

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,434,975) to be repurchased at $1,406,846	$	1,407		1,406,838	0.4	%
TOTAL SECURITIES LENDING COLLATERAL				68,528,852	18.8	%
TOTAL INVESTMENTS — (100.0%) (Cost $558,452,607)			$	432,572,609	118.5	%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	49,272,222		—	—	$	49,272,222
Consumer Staples		10,059,502		—	—		10,059,502
Energy		74,887,826		—	—		74,887,826
Financials		28,224,053		—	—		28,224,053
Health Care		17,965,149		—	—		17,965,149
Industrials		28,829,126		—	—		28,829,126
Information Technology		23,308,884	$	538	—		23,309,422
Materials		127,724,533		1,088	—		127,725,621
Telecommunication Services		1,271,891		—	—		1,271,891
Utilities		1,602,945		—	—		1,602,945
Temporary Cash Investments		—		896,000	—		896,000
Securities Lending Collateral		—		68,528,852	—		68,528,852
TOTAL	$	363,146,131	$	69,426,478	—	$	432,572,609

See accompanying Notes to Financial Statements.

308

THE EMERGING MARKETS SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (82.9%)
ARGENTINA — (0.1%)
Other Securities		$	1,818,247	0.1%
BRAZIL — (5.8%)
Companhia Siderurgica Nacional SA	367,276		12,132,034	0.6%
Petroleo Brasilerio SA ADR (71654V101)	1,256,219		50,399,506	2.4%
Petroleo Brasilerio SA ADR (71654V408)	914,546		42,270,316	2.0%
Other Securities			30,983,709	1.4%
TOTAL BRAZIL			135,785,565	6.4%
CHILE — (1.7%)
Empresa Nacional de Electricidad SA Sponsored ADR	207,763		9,534,244	0.4%
Other Securities			29,219,969	1.4%
TOTAL CHILE			38,754,213	1.8%
CHINA — (9.4%)
Bank of China, Ltd.	56,691,000		32,598,740	1.6%
#China Life Insurance Co., Ltd. ADR	250,705		17,200,870	0.8%
China Mobile, Ltd. Sponsored ADR	696,697		32,556,651	1.5%
#CNOOC, Ltd. ADR	67,956		10,121,367	0.5%
*Industrial & Commercial Bank of China, Ltd.	34,093,000		27,124,901	1.3%
#PetroChina Co., Ltd. ADR	115,210		13,829,808	0.7%
Tencent Holdings, Ltd.	700,600		12,199,255	0.6%
Other Securities			74,618,243	3.5%
TOTAL CHINA			220,249,835	10.5%
CZECH REPUBLIC — (1.0%)
CEZ A.S.	301,862		14,864,947	0.7%
Other Securities			8,518,048	0.4%
TOTAL CZECH REPUBLIC			23,382,995	1.1%
HUNGARY — (1.5%)
#*OTP Bank NYRT	618,710		17,397,809	0.8%
Other Securities			17,906,431	0.9%
TOTAL HUNGARY			35,304,240	1.7%
INDIA — (11.2%)
HDFC Bank, Ltd.	386,733		13,175,290	0.6%
Hindustan Unilever, Ltd.	1,633,609		9,748,048	0.5%
Infosys Technologies, Ltd.	657,429		30,520,259	1.4%
Infosys Technologies, Ltd. Sponsored ADR	233,496		10,740,816	0.5%
ITC, Ltd.	2,007,345		10,823,298	0.5%
Larsen & Toubro, Ltd.	371,281		12,248,925	0.6%
*Reliance Industries, Ltd.	1,030,847		41,707,940	2.0%
Tata Consultancy Services, Ltd.	756,974		10,030,279	0.5%
Other Securities			122,736,201	5.8%
TOTAL INDIA			261,731,056	12.4%
INDONESIA — (2.2%)
PT Astra International Tbk	4,017,561		12,925,685	0.6%
PT Telekomunikasi Indonesia Tbk	14,011,140		12,065,191	0.6%
Other Securities			25,780,160	1.2%
TOTAL INDONESIA			50,771,036	2.4%
ISRAEL — (3.6%)
Israel Chemicals, Ltd.	780,753		9,119,540	0.5%
Teva Pharmaceutical Industries, Ltd. Sponsored ADR	888,925		44,872,934	2.1%

309

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
ISRAEL — (Continued)
Other Securities		$	29,303,182	1.4%
TOTAL ISRAEL			83,295,656	4.0%
MALAYSIA — (4.4%)
CIMB Group Holdings Berhad	3,095,227		11,229,284	0.5%
Other Securities			92,150,262	4.4%
TOTAL MALAYSIA			103,379,546	4.9%
MEXICO — (6.8%)
#America Movil S.A.B. de C.V. Series L	17,737,259		39,145,222	1.8%
#Fomento Economico Mexicano S.A.B. de C.V. Series B & D	2,109,900		9,132,314	0.4%
#*Grupo Mexico S.A.B. de C.V. Series B	9,098,785		18,192,402	0.9%
#Wal-Mart de Mexico S.A.B. de C.V. Series V	4,372,680		15,250,358	0.7%
Other Securities			77,158,719	3.7%
TOTAL MEXICO			158,879,015	7.5%
PHILIPPINES — (0.6%)
Other Securities			13,288,391	0.6%
POLAND — (1.3%)
Other Securities			30,821,592	1.5%
RUSSIA — (0.6%)
Other Securities			13,599,374	0.7%
SINGAPORE — (0.0%)
Other Securities			513,710	0.0%
SOUTH AFRICA — (8.2%)
*Anglo American Platinum Corp., Ltd.	114,526		9,954,766	0.5%
Impala Platinum Holdings, Ltd.	478,692		10,402,919	0.5%
MTN Group, Ltd.	1,659,950		24,715,390	1.2%
Naspers, Ltd. Series N	324,237		11,698,218	0.5%
#Sasol, Ltd. Sponsored ADR	1,270,370		47,499,134	2.2%
#Standard Bank Group, Ltd.	843,110		10,570,537	0.5%
Other Securities			77,167,798	3.7%
TOTAL SOUTH AFRICA			192,008,762	9.1%
SOUTH KOREA — (11.5%)
POSCO	46,060		19,088,540	0.9%
#Samsung Electronics Co., Ltd.	97,139		58,451,752	2.8%
*Samsung Electronics Co., Ltd. GDR	49,372		14,972,842	0.7%
Other Securities			174,979,885	8.3%
TOTAL SOUTH KOREA			267,493,019	12.7%
TAIWAN — (9.6%)
Formosa Plastics Corp.	5,051,649		9,689,505	0.5%
Hon Hai Precision Industry Co., Ltd.	4,590,177		17,978,933	0.9%
Media Tek, Inc.	735,527		10,294,431	0.5%
Nan Ya Plastic Corp.	7,084,565		11,269,977	0.5%
Taiwan Semiconductor Manufacturing Co., Ltd.	22,386,808		40,609,637	1.9%
Other Securities			133,066,226	6.3%
TOTAL TAIWAN			222,908,709	10.6%
THAILAND — (1.4%)
Other Securities			32,436,355	1.5%
TURKEY — (2.0%)
Turkiye Garanti Bankasi A.S.	2,842,585		10,322,968	0.5%

310

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
TURKEY — (Continued)
Other Securities		$	36,814,452	1.7%
TOTAL TURKEY			47,137,420	2.2%
TOTAL COMMON STOCKS			1,933,558,736	91.7%
PREFERRED STOCKS — (7.1%)
BRAZIL — (7.1%)
Banco Bradesco SA	1,309,200		25,610,259	1.2%
#Companhia de Bebidas das Americas Preferred ADR	151,600		13,656,128	0.7%
Gerdau SA	756,268		11,398,113	0.5%
Itau Unibanco Holding SA	1,765,755		33,589,042	1.6%
Vale SA Series A	1,412,691		31,796,775	1.5%
Other Securities			49,632,382	2.4%
TOTAL BRAZIL			165,682,699	7.9%
TOTAL PREFERRED STOCKS			165,682,699	7.9%
RIGHTS/WARRANTS — (0.0%)
SOUTH AFRICA — (0.0%)
Other Securities			40,450	0.0%
TAIWAN — (0.0%)
Other Securities			8,490	0.0%
TOTAL RIGHTS/WARRANTS			48,940	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $310,000 FNMA 6.50%, 06/25/39, valued at $326,275) to be repurchased at $317,005	$317		317,000	0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.0%)
§@DFA Short Term Investment Fund LP	226,669,881		226,669,881	10.7%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $6,420,547) to be repurchased at $6,294,691	$6,295		6,294,654	0.3%
TOTAL SECURITIES LENDING COLLATERAL			232,964,535	11.0%
TOTAL INVESTMENTS — (100.0%) (Cost $1,297,590,646)		$	2,332,571,910	110.6%

311

THE EMERGING MARKETS SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Argentina	$	1,818,247		—	—	$	1,818,247
Brazil		135,785,565		—	—		135,785,565
Chile		38,754,213		—	—		38,754,213
China		81,011,010	$	139,238,825	—		220,249,835
Czech Republic		—		23,382,995	—		23,382,995
Hungary		—		35,304,240	—		35,304,240
India		16,626,590		245,104,466	—		261,731,056
Indonesia		—		50,771,036	—		50,771,036
Israel		44,872,934		38,422,722	—		83,295,656
Malaysia		—		103,379,546	—		103,379,546
Mexico		158,715,803		163,212	—		158,879,015
Philippines		—		13,288,391	—		13,288,391
Poland		—		30,821,592	—		30,821,592
Russia		206,569		13,392,805	—		13,599,374
Singapore		—		513,710	—		513,710
South Africa		64,231,071		127,777,691	—		192,008,762
South Korea		2,797,395		264,695,624	—		267,493,019
Taiwan		3,072,894		219,835,815	—		222,908,709
Thailand		32,436,355		—	—		32,436,355
Turkey		—		47,137,420	—		47,137,420
Preferred Stocks
Brazil		165,682,699		—	—		165,682,699
Rights/Warrants
South Africa		40,450		—	—		40,450
Taiwan		—		8,490	—		8,490
Temporary Cash Investments		—		317,000	—		317,000
Securities Lending Collateral		—		232,964,535	—		232,964,535
TOTAL	$	746,051,795	$	1,586,520,115	—	$	2,332,571,910

See accompanying Notes to Financial Statements.

312

THE EMERGING MARKETS SMALL CAP SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (87.8%)
ARGENTINA — (0.0%)
Other Securities		$	—	0.0%
BRAZIL — (7.3%)
B2W Cia Global Do Varejo	123,200		3,570,954	0.3%
*BRF - Brasil Foods SA ADR	112,544		5,443,753	0.5%
Cyrela Brazil Realty SA	326,200		4,138,607	0.4%
*Duratex SA	624,462		4,324,725	0.4%
*Global Village Telecom Holding SA	178,300		5,116,408	0.4%
Lojas Renner SA	273,700		4,847,548	0.4%
*Magnesita Refratarios SA	441,455		3,232,726	0.3%
Other Securities			60,956,792	5.2%
TOTAL BRAZIL			91,631,513	7.9%
CHILE — (2.1%)
Other Securities			26,049,604	2.2%
CHINA — (11.8%)
#*Brilliance China Automotive Holdings, Ltd.	18,522,000		3,404,681	0.3%
#*Byd Co., Ltd.	482,000		4,418,950	0.4%
China Travel International Investment Hong Kong, Ltd.	21,347,000		4,357,667	0.4%
China Yurun Food Group, Ltd.	2,622,000		5,375,559	0.5%
Hopson Development Holdings, Ltd.	3,914,000		6,810,095	0.6%
#*Hunan Non-Ferrous Metal Corp., Ltd.	14,290,000		4,362,982	0.4%
#*Semiconductor Manufacturing International Corp.	167,851,000		8,306,535	0.7%
Shenzhen International Holdings, Ltd.	71,794,300		5,020,114	0.4%
Shenzhen Investment, Ltd.	14,500,000		5,729,496	0.5%
#Skyworth Digital Holdings, Ltd.	14,661,400		8,252,870	0.7%
TPV Technology, Ltd.	14,518,000		9,396,713	0.8%
Xinao Gas Holdings, Ltd.	2,178,000		4,667,339	0.4%
Other Securities			78,871,412	6.7%
TOTAL CHINA			148,974,413	12.8%
HUNGARY — (0.3%)
Other Securities			3,747,270	0.3%
INDIA — (11.2%)
Other Securities			141,238,191	12.1%
INDONESIA — (2.9%)
Other Securities			36,214,944	3.1%
ISRAEL — (2.9%)
*Clal Insurance Enterprise Holdings, Ltd.	257,136		5,443,527	0.5%
*Harel Insurance Investments & Finances, Ltd.	96,806		4,582,314	0.4%
Other Securities			27,039,061	2.3%
TOTAL ISRAEL			37,064,902	3.2%
MALAYSIA — (5.3%)
Other Securities			66,950,408	5.7%
MEXICO — (5.3%)
*Corporacion GEO S.A.B. de C.V. Series B	1,330,000		3,500,331	0.3%
#*Desarrolladora Homex S.A.B. de C.V.	576,300		3,428,448	0.3%
Embotelladora Arca S.A.B. de C.V.	1,909,100		4,800,312	0.4%
*Empresas ICA S.A.B. de C.V.	1,463,608		3,210,155	0.3%
#*Empresas ICA S.A.B. de C.V. Sponsored ADR	681,589		5,943,456	0.5%
Grupo Continental S.A.B. de C.V.	3,323,559		7,777,940	0.6%
*Industrias CH S.A.B. de C.V. Series B	1,854,348		5,645,729	0.5%

313

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
MEXICO — (Continued)
#TV Azteca S.A.B. de C.V. Series A	6,581,300	$	3,394,388	0.3%
Other Securities			29,031,756	2.5%
TOTAL MEXICO			66,732,515	5.7%
PHILIPPINES — (1.4%)
Other Securities			17,814,064	1.5%
POLAND — (2.5%)
Other Securities			30,873,987	2.6%
SOUTH AFRICA — (9.2%)
Aveng, Ltd.	981,591		5,205,828	0.4%
Barloworld, Ltd.	579,959		3,615,988	0.3%
Dimension Data Holdings P.L.C.	3,458,471		4,021,101	0.3%
Foschini, Ltd.	521,461		4,117,902	0.4%
#Grindrod, Ltd.	1,607,864		3,688,055	0.3%
Imperial Holdings, Ltd.	467,965		4,816,593	0.4%
JD Group, Ltd.	1,161,251		6,410,898	0.6%
Mr. Price Group, Ltd.	928,134		4,276,741	0.4%
Reunert, Ltd.	594,843		4,189,937	0.4%
Spar Group, Ltd. (The)	559,850		4,893,172	0.4%
Tongaat-Hulett, Ltd.	625,434		8,045,394	0.7%
Woolworths Holdings, Ltd.	2,268,438		5,072,025	0.4%
Other Securities			58,194,480	5.0%
TOTAL SOUTH AFRICA			116,548,114	10.0%
SOUTH KOREA — (10.1%)
Daegu Bank Co., Ltd.	261,800		3,473,548	0.3%
#*NCsoft Corp.	29,254		3,128,582	0.3%
Other Securities			120,778,808	10.3%
TOTAL SOUTH KOREA			127,380,938	10.9%
TAIWAN — (10.6%)
Other Securities			134,178,175	11.5%
THAILAND — (2.3%)
Other Securities			29,202,227	2.5%
TURKEY — (2.6%)
Other Securities			32,724,404	2.8%
TOTAL COMMON STOCKS			1,107,325,669	94.8%
PREFERRED STOCKS — (4.6%)
BRAZIL — (4.6%)
*Braskem SA Preferred A Sponsored ADR	301,000		3,949,120	0.3%
Eletropaulo Metropolita SA Preferred A	184,200		3,485,119	0.3%
Klabin SA	1,412,700		3,368,154	0.3%
Lojas Americanas SA	488,403		3,185,599	0.3%
*Net Servicos de Comunicacao SA	400,902		4,940,726	0.4%
*Suzano Papel e Celullose SA	390,634		3,394,986	0.3%
Ultrapar Participacoes SA	208,040		9,111,198	0.8%
Other Securities			26,457,903	2.3%
TOTAL BRAZIL			57,892,805	5.0%
INDIA — (0.0%)
Other Securities			41,324	0.0%
MALAYSIA — (0.0%)
Other Securities			20,742	0.0%
TOTAL PREFERRED STOCKS			57,954,871	5.0%

314

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
Other Securities		$	33,992	0.0%
CHILE — (0.0%)
Other Securities			24,024	0.0%
CHINA — (0.0%)
Other Securities			4,329	0.0%
MALAYSIA — (0.0%)
Other Securities			232	0.0%
PHILIPPINES — (0.0%)
Other Securities			50,992	0.0%
SOUTH AFRICA — (0.0%)
Other Securities			262,200	0.0%
SOUTH KOREA — (0.0%)
Other Securities			67	0.0%
TAIWAN — (0.0%)
Other Securities			10,085	0.0%
THAILAND — (0.0%)
Other Securities			171,980	0.0%
TOTAL RIGHTS/WARRANTS			557,901	0.0%
	Face
	Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $2,270,000 FHLMC 6.040%(r), 11/01/36, valued at $1,457,263) to be repurchased at $1,433,023	$1,433		1,433,000	0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (7.5%)
§@DFA Short Term Investment Fund LP	93,074,091		93,074,091	8.0%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,345,493) to be repurchased at $1,319,119	$1,319		1,319,111	0.1%
TOTAL SECURITIES LENDING COLLATERAL			94,393,202	8.1%
TOTAL INVESTMENTS — (100.0%) (Cost $968,312,341)		$	1,261,664,643	108.0%

315

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Argentina		—		—	—		—
Brazil	$	91,631,513		—	—	$	91,631,513
Chile		26,049,604		—	—		26,049,604
China		—	$	148,974,413	—		148,974,413
Hungary		—		3,747,270	—		3,747,270
India		62,079		141,176,112	—		141,238,191
Indonesia		521,444		35,693,500	—		36,214,944
Israel		264,352		36,800,550	—		37,064,902
Malaysia		117,274		66,833,134	—		66,950,408
Mexico		66,238,177		494,338	—		66,732,515
Philippines		409,393		17,404,671	—		17,814,064
Poland		—		30,873,987	—		30,873,987
South Africa		49,374		116,498,740	—		116,548,114
South Korea		398,960		126,981,978	—		127,380,938
Taiwan		2,836		134,175,339	—		134,178,175
Thailand		29,110,102		92,125	—		29,202,227
Turkey		—		32,724,404	—		32,724,404
Preferred Stocks
Brazil		57,858,189		34,616	—		57,892,805
India		—		41,324	—		41,324
Malaysia		20,742		—	—		20,742
Rights/Warrants
Brazil		33,992		—	—		33,992
Chile		24,024		—	—		24,024
China		4,329		—	—		4,329
Malaysia		40		192	—		232
Philippines		—		50,992	—		50,992
South Africa		262,200		—	—		262,200
South Korea		—		67	—		67
Taiwan		—		10,085	—		10,085
Thailand		171,980		—	—		171,980
Temporary Cash Investments		—		1,433,000	—		1,433,000
Securities Lending Collateral		—		94,393,202	—		94,393,202
TOTAL	$	273,230,604	$	988,434,039	—	$	1,261,664,643

See accompanying Notes to Financial Statements.

316

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

	The U.S.		The U.S.		The DFA		The Japanese
	Large		Large Cap		International		Small
	Company		Value		Value		Company
	Series		Series		Series		Series
ASSETS:
Investments at Value (including $252,538, $470,665, $1,004,314 and $160,740 of securities on loan, respectively)	$	3,473,361	$	7,481,171	$	6,156,090	$	1,172,145
Temporary Cash Investments at Value & Cost		27,414		42,250		13,790		118
Collateral Received from Securities on Loan at Value & Cost		270,456		515,340		1,056,276		173,035
Foreign Currencies at Value		—		—		19,131		114
Cash		2,839		1		16		16
Receivables:
Investment Securities Sold		—		1,660		10,656		4,019
Dividends, Interest and Tax Reclaims		4,362		7,943		10,784		6,521
Securities Lending Income		62		700		444		279
Fund Shares Sold		71		365		724		5
Unrealized Gain on Foreign Currency Contracts		—		—		19		—
Prepaid Expenses and Other Assets		1		—		—		—
Total Assets		3,778,566		8,049,430		7,267,930		1,356,252
LIABILITIES:
Payables:
Upon Return of Securities Loaned		270,456		515,340		1,056,276		173,035
Investment Securities Purchased		1,042		22,419		14,723		—
Fund Shares Redeemed		458		2,242		3,518		—
Due to Advisor		75		659		1,084		99
Futures Margin Variation		851		—		—		—
Accrued Expenses and Other Liabilities		233		370		365		82
Total Liabilities		273,115		541,030		1,075,966		173,216
NET ASSETS	$	3,505,451	$	7,508,400	$	6,191,964	$	1,183,036
Investments at Cost	$	3,246,163	$	6,319,801	$	4,760,222	$	1,387,190
Foreign Currencies at Cost	$	—	$	—	$	19,163	$	113

See accompanying Notes to Financial Statements.

317

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

	The		The United		The			The
	Asia Pacific		Kingdom		Continental			Canadian
	Small		Small		Small			Small
	Company		Company		Company			Company
	Series		Series		Series			Series
ASSETS:
Investments at Value (including $123,079, $23,377, $189,629 and $64,936 of securities on loan, respectively)	$	677,190	$	766,179	$	1,626,509		$	363,148
Temporary Cash Investments at Value & Cost		490		2,191		2,888			896
Collateral Received from Securities on Loan at Value & Cost		138,109		24,989		205,035			68,529
Foreign Currencies at Value		3,065		3,035		60			2,668
Cash		15		15		16			15
Receivables:
Investment Securities Sold		4,364		1,326		1,220			—
Dividends, Interest and Tax Reclaims		898		1,791		1,590			116
Securities Lending Income		176		17		199			73
Fund Shares Sold		—		—		2			—
Total Assets		824,307		799,543		1,837,519			435,445
LIABILITIES:
Payables:
Upon Return of Securities Loaned		138,109		24,989		205,035			68,529
Investment Securities Purchased		4,568		3,978		1,339			1,682
Fund Shares Redeemed		530		—		—			—
Due to Advisor		58		65		141			31
Unrealized Loss on Foreign Currency Contracts		—		—		6			—
Accrued Expenses and Other Liabilities		45		39		106			22
Total Liabilities		143,310		29,071		206,627			70,264
NET ASSETS	$	680,997	$	770,472	$	1,630,892		$	365,181
Investments at Cost	$	609,505	$	823,827	$	1,459,189		$	489,028
Foreign Currencies at Cost	$	3,072	$	3,020	$	(142	)	$	2,722

See accompanying Notes to Financial Statements.

318

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

	The		The Emerging
	Emerging		Markets
	Markets		Small Cap
	Series		Series
ASSETS:
Investments at Value (including $213,269 and $82,334 of securities on loan, respectively)	$	2,099,290	$	1,165,839
Temporary Cash Investments at Value & Cost		317		1,433
Collateral Received from Securities on Loan at Value & Cost		232,965		94,393
Foreign Currencies at Value		1,950		701
Cash		21		81
Receivables:
Investment Securities Sold		6,815		1,164
Dividends, Interest and Tax Reclaims		3,192		1,017
Securities Lending Income		185		175
Fund Shares Sold		188		1,018
Unrealized Gain on Foreign Currency Contracts		6		—
Total Assets		2,344,929		1,265,821
LIABILITIES:
Payables:
Upon Return of Securities Loaned		232,965		94,393
Investment Securities Purchased		—		553
Fund Shares Redeemed		67		1,588
Due to Advisor		184		201
Deferred Thailand Capital Gains Tax		2,154		951
Accrued Expenses and Other Liabilities		243		162
Total Liabilities		235,613		97,848
NET ASSETS	$	2,109,316	$	1,167,973
Investments at Cost	$	1,064,309	$	872,486
Foreign Currencies at Cost	$	1,958	$	701

See accompanying Notes to Financial Statements.

319

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(AMOUNTS IN THOUSANDS)

	The U.S.			The U.S.			The DFA			The Japanese
	Large			Large			International			Small
	Company			Cap Value			Value			Company
	Series			Series			Series			Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $2, $20, $14,384 and $1,431, respectively)	$	76,385		$	150,233		$	160,091		$	19,179
Interest		131			170			197			16
Income from Securities Lending		3,715			13,048			13,032			6,156
Total Investment Income		80,231			163,451			173,320			25,351
Expenses
Investment Advisory Services Fees		762			6,414			9,991			1,101
Accounting & Transfer Agent Fees		341			695			549			141
S&P 500® Fees		90			—			—			—
Custodian Fees		47			73			688			190
Shareholders’ Reports		32			66			49			12
Directors’/Trustees’ Fees & Expenses		59			120			78			25
Audit Fees		63			137			111			23
Legal Fees		75			164			110			25
Other		359			702			574			149
Total Expenses		1,828			8,371			12,150			1,666
Net Investment Income (Loss)		78,403			155,080			161,170			23,685
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)		(122,113	)		63,984			(27,421	)
Futures		20,268			7,204			(1,125	)		1,131
Foreign Currency Transactions		—			—			3,828			2,027
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		427,495			1,161,370			1,395,836			227,157
Futures		(2,236	)		(29	)		—			—
Translation of Foreign Currency Denominated Amounts		—			—			240			(641	)
Net Realized and Unrealized Gain (Loss)		230,198			1,046,432			1,462,763			202,253
Net Increase (Decrease) in Net Assets Resulting from Operations	$	308,601		$	1,201,512		$	1,623,933		$	225,938

See accompanying Notes to Financial Statements.

320

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(AMOUNTS IN THOUSANDS)

	The Asia Pacific Small Company Series			The United Kingdom Small Company Series			The Continental Small Company Series			The Canadian Small Company Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $392, $2, $5,010 and $528, respectively)	$	18,390		$	23,954		$	32,817		$	3,021
Interest		17			13			66			5
Income from Securities Lending		2,043			395			5,130			821
Total Investment Income		20,450			24,362			38,013			3,847
Expenses
Investment Advisory Services Fees		488			585			1,230			251
Accounting & Transfer Agent Fees		76			86			154			51
Custodian Fees		245			50			310			65
Shareholders’ Reports		4			6			12			3
Directors’/Trustees’ Fees & Expenses		5			8			18			4
Professional Fees		19			22			48			10
Other		66			72			150			31
Total Expenses		903			829			1,922			415
Net Investment Income (Loss)		19,547			23,533			36,091			3,432
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(32,245	)		(34,448	)		(13,321	)		(38,817	)
Futures		(432	)		534			(476	)		(322	)
Foreign Currency Transactions		146			(50	)		(549	)		(182	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		330,580			234,459			468,759			159,928
Futures		(3	)		(1	)		(9	)		—
Translation of Foreign Currency Denominated Amounts		209			(199	)		305			19
Net Realized and Unrealized Gain (Loss)		298,255			200,295			454,709			120,626
Net Increase (Decrease) in Net Assets Resulting from Operations	$	317,802		$	223,828		$	490,800		$	124,058

See accompanying Notes to Financial Statements.

321

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(AMOUNTS IN THOUSANDS)

	The Emerging Markets Series			The Emerging Markets Small Cap Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $4,972 and $1,870, respectively)	$	43,658		$	20,584
Interest		73			22
Income from Securities Lending		3,350			2,196
Total Investment Income		47,081			22,802
Expenses
Investment Advisory Services Fees		1,697			1,597
Accounting & Transfer Agent Fees		203			108
Custodian Fees		1,105			747
Shareholders’ Reports		17			7
Directors’/Trustees’ Fees & Expenses		22			12
Professional Fees		127			83
Other		210			104
Total Expenses		3,381			2,658
Net Investment Income (Loss)		43,700			20,144
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		40,421			(13,070	)
Futures		(2,920	)		(181	)
Foreign Currency Transactions		(24	)		(182	)
In-Kind Redemptions		17,805	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		642,058			535,144
Futures		(32	)		(10	)
Translation of Foreign Currency Denominated Amounts		210			185
Change in Deferred Thailand Capital Gains Tax		(1,366	)		(786	)
Net Realized and Unrealized Gain (Loss)		696,152			521,100
Net Increase (Decrease) in Net Assets Resulting from Operations	$	739,852		$	541,244

* See Note K in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

322

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The U.S. Large Company Series									The U.S. Large Cap Value Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	78,403		$	84,705 $			94,262		$	155,080		$	166,016		$	146,991
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)		(126,174	)		10,206			(122,113	)		(422,637	)		(118,412	)
Futures		20,268			(22,232	)		3,585			7,204			(1,861	)		—
In-Kind Redemptions		—			24,362	*		529,199	*		—			52,271	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		427,495			(1,591,847	)		(217,829	)		1,161,370			(3,601,292	)		(150,559	)
Futures		(2,236	)		1,195			(216	)		(29	)		29			—
Net Increase (Decrease) in Net Assets Resulting from Operations		308,601			(1,629,991	)		419,207			1,201,512			(3,807,474	)		(121,980	)
Transactions in Interest:
Contributions		363,357			696,520			616,294			734,173			1,370,762	†		1,783,358	†
Withdrawals		(440,159	)		(299,226	)*		(1,482,132	)*		(1,166,648	)		(983,247	)*†		(368,362	)†
Net Increase (Decrease) from Transactions in Interest		(76,802	)		397,294			(865,838	)		(432,475	)		387,515			1,414,996
Total Increase (Decrease) in Net Assets		231,799			(1,232,697	)		(446,631	)		769,037			(3,419,959	)		1,293,016
Net Assets
Beginning of Period		3,273,652			4,506,349			4,952,980			6,739,363			10,159,322			8,866,306
End of Period	$	3,505,451		$	3,273,652		$	4,506,349		$	7,508,400		$	6,739,363		$	10,159,322

* See Note K in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

323

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The DFA International Value Series									The Japanese Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	161,170		$	304,387		$	274,613		$	23,685		$	32,246		$	29,640
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984			137,811			654,522			(27,421	)		(68,518	)		51,317
Futures		(1,125	)		(1,153	)		—			1,131			(16	)		—
Foreign Currency Transactions		3,828			(4,593	)		2,498			2,027			(321	)		(227	)
In-Kind Redemptions		—			103,024	*		—			—			1,625	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836			(5,026,911	)		403,307			227,157			(374,750	)		(103,081	)
Futures		—			19			—			—			—			—
Translation of Foreign Currency Denominated Amounts		240			(76	)		(180	)		(641	)		495			144
Net Increase (Decrease) in Net Assets Resulting from Operations		1,623,933			(4,487,492	)		1,334,760			225,938			(409,239	)		(22,207	)
Transactions in Interest:
Contributions		449,410			927,878	†		1,731,698	†		37,597			64,727			227,009
Withdrawals		(581,716	)		(1,378,770	)*†		(884,989	)†		(143,463	)		(97,345	)*		(85,703	)
Net Increase (Decrease) from Transactions in Interest		(132,306	)		(450,892	)		846,709			(105,866	)		(32,618	)		141,306
Total Increase (Decrease) in Net Assets		1,491,627			(4,938,384	)		2,181,469			120,072			(441,857	)		119,099
Net Assets
Beginning of Period		4,700,337			9,638,721			7,457,252			1,062,964			1,504,821			1,385,722
End of Period	$	6,191,964		$	4,700,337		$	9,638,721		$	1,183,036		$	1,062,964		$	1,504,821

* See Note K in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

324

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Asia Pacific Small Company Series									The United Kingdom Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	19,547		$	37,740		$	36,380		$	23,533		$	34,127		$	33,556
Net Realized Gain (Loss) on:
Investment Securities Sold		(32,245	)		(38,746	)		111,215			(34,448	)		10,543			42,995
Futures		(432	)		(283	)		—			534			—			—
Foreign Currency Transactions		146			(1,429	)		874			(50	)		(1,788	)		397
In-Kind Redemptions		—			4,018	*		—			—			6,873	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		330,580			(649,251	)		232,165			234,459			(643,213	)		(51,516	)
Futures		(3	)		3			—			(1	)		1			—
Translation of Foreign Currency Denominated Amounts		209			(121	)		(25	)		(199	)		222			(10	)
Net Increase (Decrease) in Net Assets Resulting from Operations		317,802			(648,069	)		380,609			223,828			(593,235	)		25,422
Transactions in Interest:
Contributions		21,607			50,371			123,444			26,861			52,563			36,898
Withdrawals		(99,649	)		(166,219	)*		(48,526	)		(35,607	)		(62,518	)*		(21,566	)
Net Increase (Decrease) from Transactions in Interest		(78,042	)		(115,848	)		74,918			(8,746	)		(9,955	)		15,332
Total Increase (Decrease) in Net Assets		239,760			(763,917	)		455,527			215,082			(603,190	)		40,754
Net Assets
Beginning of Period		441,237			1,205,154			749,627			555,390			1,158,580			1,117,826
End of Period	$	680,997		$	441,237		$	1,205,154		$	770,472		$	555,390		$	1,158,580

* See Note K in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

325

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Continental Small Company Series									The Canadian Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period April 2, 2007(a) to Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	36,091		$	63,045		$	48,296		$	3,432		$	3,212		$	383
Net Realized Gain (Loss) on:
Investment Securities Sold		(13,321	)		(48,434	)		151,648			(38,817	)		(20,515	)		1,663
Futures		(476	)		(358	)		—			(322	)		—			—
Foreign Currency Transactions		(549	)		(76	)		559			(182	)		(433	)		(413	)
In-Kind Redemptions		—			16,564	*		—			—			(2,616	)*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		468,759			(1,158,591	)		126,217			159,928			(279,292	)		(6,570	)
Futures		(9	)		9			—			—			—			—
Translation of Foreign Currency Denominated Amounts		305			(386	)		83			19			(6	)		(2	)
Net Increase (Decrease) in Net Assets Resulting from Operations		490,800			(1,128,227	)		326,803			124,058			(299,650	)		(4,939	)
Transactions in Interest:
Contributions		118,904			131,960			103,548			37,000			341,843			222,468
Withdrawals		(90,397	)		(148,270	)*		(49,423	)		(28,750	)		(22,849	)*		(4,000	)
Net Increase (Decrease) from Transactions in Interest		28,507			(16,310	)		54,125			8,250			318,994			218,468
Total Increase (Decrease) in Net Assets		519,307			(1,144,537	)		380,928			132,308			19,344			213,529
Net Assets
Beginning of Period		1,111,585			2,256,122			1,875,194			232,873			213,529			—
End of Period	$	1,630,892		$	1,111,585		$	2,256,122		$	365,181		$	232,873		$	213,529

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

* See Note K in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

326

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Emerging Markets Series									The Emerging Markets Small Cap Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	43,700		$	82,436		$	76,347		$	20,144		$	33,406		$	23,921
Net Realized Gain (Loss) on:
Investment Securities Sold		40,421			(59,927	)		143,019			(13,070	)		(9,181	)		107,316
Futures		(2,920	)		(361	)		—			(181	)		(439	)		—
Foreign Currency Transactions		(24	)		(1,036	)		(111	)		(182	)		(1,324	)		(336	)
In-Kind Redemptions		17,805	*		—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		642,058			(1,612,126	)		859,017			535,144			(796,299	)		279,364
Futures		(32	)		32			—			(10	)		10			—
Translation of Foreign Currency Denominated Amounts		210			(139	)		(27	)		185			(182	)		76
Change in Deferred Thailand Capital Gains Tax		(1,366	)		2,797			(884	)		(786	)		1,377			(450	)
Net Increase (Decrease) in Net Assets Resulting from Operations		739,852			(1,588,324	)		1,077,361			541,244			(772,632	)		409,891
Transactions in Interest:
Contributions		162,102			197,789			481,891			168,060			137,703			360,040
Withdrawals		(417,162	)*		(692,731	)		(266,433	)		(107,710	)		(324,263	)		(147,889	)
Net Increase (Decrease) from Transactions in Interest		(255,060	)		(494,942	)		215,458			60,350			(186,560	)		212,151
Total Increase (Decrease) in Net Assets		484,792			(2,083,266	)		1,292,819			601,594			(959,192	)		622,042
Net Assets
Beginning of Period		1,624,524			3,707,790			2,414,971			566,379			1,525,571			903,529
End of Period	$	2,109,316		$	1,624,524		$	3,707,790		$	1,167,973		$	566,379		$	1,525,571

* See Note K in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

327

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The U.S. Large Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		10.17	%		(33.10	)%(C)		7.77	%		14.25	%		8.51	%		12.77	%
Net Assets, End of Period (thousands)	$	3,505,451		$	3,273,652			$4,506,349		$	4,952,980		$	4,238,712		$	3,493,919
Ratio of Expenses to Average Net Assets		0.06	%		0.04	%(B)		0.04	%		0.04	%		0.05	%		0.05	%
Ratio of Net Investment Income to Average Net Assets		2.57	%		2.16	%(B)		1.96	%		1.95	%		1.87	%		1.99	%
Portfolio Turnover Rate		10	%		6	%(C)		13	%*		4	%		6	%		2	%
	The U.S. Large Cap Value Series†
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%		21.68	%
Net Assets, End of Period (thousands)	$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587		$	3,919,913
Ratio of Expenses to Average Net Assets		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%		1.41	%
Portfolio Turnover Rate		29	%		19	%(C)		9	%		13	%		9	%		7	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

* Excluding security sales due to the In-Kind Redemptions the portfolio turnover rate would have been 5%. See Note K in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

328

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The DFA International Value Series†
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%		32.15	%
Net Assets, End of Period (thousands)	$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698		$	2,804,043
Ratio of Expenses to Average Net Assets		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%		2.35	%
Portfolio Turnover Rate		18	%		16	%(C)		16	%		8	%		10	%		15	%
	The Japanese Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		22.69	%		(26.87	)%(C)		(1.16	)%		(2.28	)%		31.03	%		32.73	%
Net Assets, End of Period (thousands)	$	1,183,036		$	1,062,964		$	1,504,821		$	1,385,722		$	1,151,429			$605,132
Ratio of Expenses to Average Net Assets		0.15	%		0.13	%(B)		0.13	%		0.14	%		0.22	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		2.15	%		2.64	%(B)		1.94	%		1.68	%		1.51	%		1.45	%
Portfolio Turnover Rate		7	%		10	%(C)		9	%		9	%		6	%		5	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

329

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Asia Pacific Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		84.98	%		(57.75	)%(C)		47.23	%		38.26	%		9.30	%		27.40	%
Net Assets, End of Period (thousands)	$	680,997		$	441,237		$	1,205,154			$749,627		$	395,923		$	282,999
Ratio of Expenses to Average Net Assets		0.18	%		0.15	%(B)		0.15	%		0.17	%		0.27	%		0.32	%
Ratio of Net Investment Income to Average Net Assets		4.00	%		4.33	%(B)		3.58	%		4.19	%		4.33	%		3.82	%
Portfolio Turnover Rate		23	%		20	%(C)		25	%		14	%		10	%		11	%
	The United Kingdom Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		43.51	%		(50.77	)%(C)		2.42	%		44.80	%		12.88	%		29.68	%
Net Assets, End of Period (thousands)	$	770,472		$	555,390		$	1,158,580		$	1,117,826		$	643,038		$	377,763
Ratio of Expenses to Average Net Assets		0.14	%		0.12	%(B)		0.12	%		0.13	%		0.22	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		4.02	%		3.79	%(B)		2.72	%		2.70	%		3.19	%		2.70	%
Portfolio Turnover Rate		10	%		25	%(C)		12	%		8	%		12	%		7	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

330

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Continental Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		43.78	%		(49.66	)%(C)		17.49	%		47.10	%		18.97	%	36.57	%
Net Assets, End of Period (thousands)	$	1,630,892		$	1,111,585		$	2,256,122		$	1,875,194		$	981,938		$654,644
Ratio of Expenses to Average Net Assets		0.16	%		0.14	%(B)		0.14	%		0.15	%		0.24	%	0.26	%
Ratio of Net Investment Income to Average Net Assets		2.93	%		3.49	%(B)		2.16	%		2.27	%		2.16	%	2.09	%
Portfolio Turnover Rate		7	%		18	%(C)		12	%		7	%		18	%	9	%

	The Canadian Small Company Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008		Period April 2, 2007(a) to Nov. 30, 2007
Total Return		61.67	%	(56.44	)%(C)	10.20	%(C)
Net Assets, End of Period (thousands)	$	365,181		$232,873		$213,529
Ratio of Expenses to Average Net Assets		0.17	%	0.18	%(B)	0.26	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.37	%	0.97	%(B)	0.47	%(B)(E)
Portfolio Turnover Rate		23	%	21	%(C)	6	%(C)

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

331

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Emerging Markets Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		53.99	%		(48.15	)%(C)		42.62	%		31.87	%		31.23	%		35.47	%
Net Assets, End of Period (thousands)	$	2,109,316		$	1,624,524		$	3,707,790		$	2,414,971		$	1,852,565		$	1,160,262
Ratio of Expenses to Average Net Assets		0.20	%		0.18	%(B)		0.19	%		0.20	%		0.27	%		0.31	%
Ratio of Net Investment Income to Average Net Assets		2.57	%		3.00	%(B)		2.52	%		2.54	%		3.70	%		2.63	%
Portfolio Turnover Rate		14	%		19	%(C)		7	%		11	%		9	%		2	%
	The Emerging Markets Small Cap Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		92.08	%		(56.84	)%(C)		43.32	%		40.55	%		24.85	%		35.22	%
Net Assets, End of Period (thousands)	$	1,167,973			$566,379		$	1,525,571			$903,529			$545,271			$237,865
Ratio of Expenses to Average Net Assets		0.33	%		0.30	%(B)		0.31	%		0.34	%		0.49	%		0.52	%
Ratio of Net Investment Income to Average Net Assets		2.52	%		3.07	%(B)		1.94	%		2.39	%		2.70	%		1.93	%
Portfolio Turnover Rate		13	%		19	%(C)		16	%		18	%		8	%		11	%

See page 1 & 2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

332

THE DFA INVESTMENT TRUST COMPANY

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which ten are included in this section of the report (collectively, the “Series”), and two are presented in separate reports.

Domestic Equity Portfolios	International Equity Portfolios
The U.S. Large Company Series	The DFA International Value Series
The U.S. Large Cap Value Series	The Japanese Small Company Series
	The Asia Pacific Small Company Series
	The United Kingdom Small Company Series
	The Continental Small Company Series
	The Canadian Small Company Series
	The Emerging Markets Series
	The Emerging Markets Small Cap Series

Effective December 31, 2008 and November 1, 2008, The U.S. Large Cap Value Series and The DFA International Value Series, respectively, each a master fund in a RIC/RIC master-feeder structure, elected with the consent of their respective Holder(s) to change their U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. Each Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: Securities held by the Domestic Equity Portfolios and the International Equity Portfolios, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and International Equity Portfolios value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

333

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally, 1:00 p.m. PT) and the time that the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the International Equity Portfolios price their shares at the close of the NYSE, the International Equity Portfolios will fair value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the International Equity Portfolios’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Trust have determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio’s foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

•    Level 1 – quoted prices in active markets for identical securities

•    Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•    Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings/Schedule of Investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios, whose values are initially expressed in foreign currencies, are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios do not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

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Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the International Equity Portfolios and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses.

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The International Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Series and The Emerging Markets Small Cap Series investments in Thailand are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. The Emerging Markets Series and The Emerging Markets Small Cap Series accrue for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. These Series are also subject to a 15% governmental capital gains tax on short-term capital gains for investments in India. Such taxes are due upon sale of individual securities. The taxes for the capital gains are accrued when the capital gains are earned.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Trust. For year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

The U.S. Large Company Series	0.025	%
The U.S. Large Cap Value Series	0.10	%
The DFA International Value Series	0.20	%
The Japanese Small Company Series	0.10	%

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The Asia Pacific Small Company Series	0.10	%
The United Kingdom Small Company Series	0.10	%
The Continental Small Company Series	0.10	%
The Canadian Small Company Series	0.10	%
The Emerging Markets Series	0.10	%
The Emerging Markets Small Cap Series	0.20	%

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

The U.S. Large Company Series	$	87
The U.S. Large Cap Value Series		183
The DFA International Value Series		143
The Japanese Small Company Series		31
The Asia Pacific Small Company Series		14
The United Kingdom Small Company Series		17
The Continental Small Company Series		35
The Canadian Small Company Series		7
The Emerging Markets Series		48
The Emerging Markets Small Cap Series		23

E. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

	Purchases		Sales
The U.S. Large Company Series	$	324,298	$	294,824
The U.S. Large Cap Value Series		1,964,487		1,887,094
The DFA International Value Series		1,071,984		935,775
The Japanese Small Company Series		76,298		144,852
The Asia Pacific Small Company Series		111,607		164,466
The United Kingdom Small Company Series		101,735		57,562
The Continental Small Company Series		199,144		90,144
The Canadian Small Company Series		65,303		57,297
The Emerging Markets Series		230,547		367,789
The Emerging Markets Small Cap Series		206,567		105,446

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F. Federal Income Taxes:

No provision for federal income taxes is required since the Series are treated as partnerships for Federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to their respective partners.

Some of the Series’ investments are in securities considered to be “passive foreign investment companies” for which any unrealized appreciation (depreciation) (mark to market) and/or realized gains are required to be included in distributable net investment income for federal income tax purposes. At October 31, 2009, the following Series had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal tax purposes. For the year ended October 31, 2009, realized gains on the sale of passive foreign investment companies have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes. Amounts listed below are in thousands.

	Mark to Market	Realized Gains
The Japanese Small Company Series	$    801	—
The Asia Pacific Small Company Series	241	$385
The United Kingdom Small Company Series	2,879	256
The Continental Small Company Series	6,098	—
The Emerging Markets Small Cap Series	476	—

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)		Net Unrealized Appreciation (Depreciation)
The U.S. Large Company Series	$	3,858,145	$	789,949	$(876,863	)	$	(86,914	)
The U.S. Large Cap Value Series		6,877,391		1,296,505	(135,135	)		1,161,370
The DFA International Value Series		5,830,471		1,458,762	(63,077	)		1,395,685
The Japanese Small Company Series		1,561,973		122,281	(338,956	)		(216,675	)
The Asia Pacific Small Company Series		752,488		164,965	(101,664	)		63,301
The United Kingdom Small Company Series		856,216		134,083	(196,940	)		(62,857	)
The Continental Small Company Series		1,674,575		418,155	(258,298	)		159,857
The Canadian Small Company Series		558,453		22,376	(148,256	)		(125,880	)
The Emerging Markets Series		1,299,053		1,057,665	(24,146	)		1,033,519
The Emerging Markets Small Cap Series		969,640		402,071	(110,046	)		292,025

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed each Series’ tax positions and has concluded that no provision for income tax is required in any Series’ financial statements. No Series is aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of the Series’ federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For

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Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In Capital		Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278	)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

G. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. Repurchase Agreements: The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2. Foreign Markets Risks: Investments in foreign markets may involve certain consideration and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Master Funds may be inhibited.

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Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3. Futures Contracts: The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

At October 31, 2009, the following Series had the following outstanding futures contracts (dollar amounts in thousands):

	Description	Expiration Date	Number of Contracts	Contract Value		Unrealized Gain (Loss)	Approximate Cash Collateral
The U.S. Large Company Series	S&P 500 ®Index	12/18/2009	118*	$	30,474	$141	$2,655

*During the year ended October 31, 2009, the Series had limited activity in futures transactions.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statements of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

The following is a summary of the Series’ location and value of derivative instrument holdings on the Series’ Statements of Assets and Liabilities categorized by primary risk exposure as of October 31, 2009 (amounts in thousands):

		Asset Derivatives Value
	Location on the Statements of Assets and Liabilities	Equity Contracts
The U.S. Large Company Series	Payables: Futures Margin Variation	$141*

* Includes cumulative appreciation (depreciation) of futures contracts. Only current day’s margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the location on the Series’ Statements of Operations of realized and change in unrealized gains and losses from the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

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Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the location of realized and change in unrealized gains and losses on the Series’ Statements of Operations for the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$20,268
The U.S. Large Cap Value Series*	7,204
The DFA International Value Series*	(1,125)
The Japanese Small Company Series*	1,131
The Asia Pacific Small Company Series*	(432)
The United Kingdom Small Company Series*	(534)
The Continental Small Company Series*	(476)
The Canadian Small Company Series*	(322)
The Emerging Markets Series*	(2,920)
The Emerging Markets Small Cap Series*	(181)
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$(2,236)
The U.S. Large Cap Value Series*	(29)
The Asia Pacific Small Company Series*	(3)
The United Kingdom Small Company Series*	(1)
The Continental Small Company Series*	(9)
The Emerging Markets Series*	(32)
The Emerging Markets Small Cap Series*	(10)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

H. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

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For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
The U.S. Large Company Series	2.48%	$  8,245	10	$6	$14,732
The U.S. Large Cap Value Series	1.90%	11,126	5	3	31,000

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
The DFA International Value Series	0.95%	$8,517	11	$  2	$18,062
The Japanese Small Company Series	0.94%	1,248	13	—	10,042
The Asia Pacific Small Company Series	0.92%	601	32	—	2,864
The United Kingdom Small Company Series	0.93%	940	10	—	2,977
The Continental Small Company Series	0.95%	695	13	—	1,624
The Emerging Markets Series	0.91%	3,365	87	7	13,587
The Emerging Markets Small Cap Series	0.92%	1,891	30	1	6,555

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

I. Securities Lending:

As of October 31, 2009, some of the Series had securities on loan to brokers/dealers, for which each Series held cash collateral. Each Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to each Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each Series will be able to terminate the

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loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

J. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

K. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the fund may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the fund recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital.

During the year ended October 31, 2009, The Emerging Markets Series realized net gains of $17,805 (in thousands) of in-kind redemptions.

During the period December 1, 2007 to October 31, 2008, the following Series realized net gains (losses) of in-kind redemptions (amounts in thousands):

The U.S. Large Company Series	$	24,362
The U.S. Large Cap Value Series		52,271
The DFA International Value Series		103,024
The Japanese Small Company Series		1,625
The Asia Pacific Small Company Series		4,018
The United Kingdom Small Company Series		6,873
The Continental Small Company Series		16,564
The Canadian Small Company Series		(2,616)

During the year ended November 30, 2007, The U.S. Large Company Series distributed securities in lieu of cash for shareholder redemptions. The value of the redemption was $1,099,445 (in thousands) which resulted in a realized gain of $529,199 (in thousands) to the Series.

L. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of the Series, as defined, and

Board of Trustees of The DFA Investment Trust Company.:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of The U.S. Large Company Series, The U.S. Large Cap Value Series, The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series (constituting portfolios within The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of each of their operations for the year then ended, the changes in each of their net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodians, brokers, and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

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RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by each Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The U.S. Large Company Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	98,665,686	84.14%	3,106,492	2.65%	15,494,433	13.21%	84.14%	2.65%	13.21%
5b	Making Loans	98,733,300	84.20%	3,052,305	2.60%	15,481,007	13.20%	84.20%	2.60%	13.20%
5c	Investments in Real Estate	100,125,217	85.38%	1,637,239	1.40%	15,504,156	13.22%	85.38%	1.40%	13.22%
5d	Investments in Commodities	98,776,384	84.23%	2,997,328	2.56%	15,492,899	13.21%	84.23%	2.56%	13.21%
5e	Diversification of Investments	99,185,648	84.58%	2,614,284	2.23%	15,466,679	13.19%	84.58%	2.23%	13.19%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	98,359,523	83.88%	3,372,501	2.88%	15,534,587	13.25%	83.88%	2.88%	13.25%
6b	Purchasing Securities on Margin	98,444,356	83.95%	3,290,886	2.81%	15,531,369	13.24%	83.95%	2.81%	13.24%
6c	Investing in Restricted or Illiquid Securities	98,296,531	83.82%	3,028,611	2.58%	15,941,469	13.59%	83.82%	2.58%	13.59%
6d	Investing for the Purpose of Exercising Control	98,535,100	84.03%	2,726,201	2.32%	16,005,309	13.65%	84.03%	2.32%	13.65%
6e	Investing in Other Investment Companies	98,532,657	84.02%	2,740,349	2.34%	15,993,605	13.64%	84.02%	2.34%	13.64%
6f	Management Ownership of Securities of an Issuer	98,694,385	84.16%	2,533,976	2.16%	16,038,250	13.68%	84.16%	2.16%	13.68%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	98,853,168	84.30%	2,461,685	2.10%	15,951,758	13.60%	84.30%	2.10%	13.60%
6h	Investing in Securities of Unseasoned Issuers	98,385,119	83.90%	2,882,682	2.46%	15,998,811	13.64%	83.90%	2.46%	13.64%
6i	Investing in Warrants	98,619,865	84.10%	2,598,182	2.22%	16,048,564	13.69%	84.10%	2.22%	13.69%
6j	Writing or Acquiring Options	98,646,590	84.12%	2,632,309	2.24%	15,987,712	13.63%	84.12%	2.24%	13.63%

344

The U.S. Large Cap Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	450,089,477	90.34%	13,835,372	2.78%	34,296,468	6.88%	90.12%	2.77%	6.87%
5b	Making Loans	446,508,610	89.62%	17,323,887	3.48%	34,388,819	6.90%	89.41%	3.47%	6.89%
5c	Investments in Real Estate	449,117,076	90.14%	14,867,126	2.98%	34,237,115	6.87%	89.93%	2.98%	6.86%
5d	Investments in Commodities	445,240,298	89.37%	18,945,498	3.80%	34,035,520	6.83%	89.15%	3.79%	6.82%
5e	Diversification of Investments	450,429,968	90.41%	13,968,473	2.80%	33,822,876	6.79%	90.19%	2.80%	6.77%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	442,477,364	88.81%	21,095,580	4.23%	34,648,372	6.95%	88.60%	4.22%	6.94%
6b	Purchasing Securities on Margin	442,025,675	88.72%	21,654,237	4.35%	34,541,405	6.93%	88.51%	4.34%	6.92%
6c	Investing in Restricted or Illiquid Securities	441,905,416	88.70%	21,661,567	4.35%	34,654,334	6.96%	88.48%	4.34%	6.94%
6d	Investing for the Purpose of Exercising Control	446,950,234	89.71%	16,844,128	3.38%	34,426,955	6.91%	89.49%	3.37%	6.89%
6e	Investing in Other Investment Companies	446,376,678	89.59%	17,480,520	3.51%	34,364,119	6.90%	89.38%	3.50%	6.88%
6f	Management Ownership of Securities of an Issuer	446,904,545	89.70%	16,712,196	3.35%	34,604,577	6.95%	89.49%	3.35%	6.93%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	445,817,286	89.48%	18,271,331	3.67%	34,132,700	6.85%	89.27%	3.66%	6.83%
6h	Investing in Securities of Unseasoned Issuers	445,230,922	89.36%	18,304,705	3.67%	34,685,690	6.96%	89.15%	3.67%	6.95%
6i	Investing in Warrants	446,950,388	89.71%	16,531,063	3.32%	34,739,866	6.97%	89.49%	3.31%	6.96%
6j	Writing or Acquiring Options	446,696,672	89.66%	16,985,456	3.41%	34,539,189	6.93%	89.44%	3.40%	6.92%
The DFA International Value Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	349,117,663	88.20%	30,044,848	7.59%	16,661,166	4.21%	86.14%	7.41%	4.11%
5b	Making Loans	348,947,065	88.16%	29,971,477	7.57%	16,905,135	4.27%	86.10%	7.40%	4.17%
5c	Investments in Real Estate	351,165,048	88.72%	28,070,820	7.09%	16,587,809	4.19%	86.65%	6.93%	4.09%
5d	Investments in Commodities	347,839,401	87.88%	31,372,412	7.93%	16,611,864	4.20%	85.82%	7.74%	4.10%
5e	Diversification of Investments	351,038,355	88.69%	28,302,302	7.15%	16,483,020	4.16%	86.61%	6.98%	4.07%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	346,783,275	87.61%	32,195,687	8.13%	16,844,715	4.26%	85.56%	7.94%	4.16%
6b	Purchasing Securities on Margin	346,279,680	87.48%	32,728,442	8.27%	16,815,555	4.25%	85.44%	8.08%	4.15%
6c	Investing in Restricted or Illiquid Securities	346,650,940	87.58%	32,506,501	8.21%	16,666,236	4.21%	85.53%	8.02%	4.11%
6d	Investing for the Purpose of Exercising Control	349,242,494	88.23%	29,958,913	7.57%	16,621,270	4.20%	86.17%	7.39%	4.10%
6e	Investing in Other Investment Companies	349,373,590	88.26%	29,787,506	7.53%	16,662,582	4.21%	86.20%	7.35%	4.11%
6f	Management Ownership of Securities of an Issuer	349,991,995	88.42%	28,988,874	7.32%	16,842,809	4.26%	86.36%	7.15%	4.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	348,999,679	88.17%	30,314,009	7.66%	16,509,990	4.17%	86.11%	7.48%	4.07%
6h	Investing in Securities of Unseasoned Issuers	349,376,398	88.27%	29,792,320	7.53%	16,653,959	4.21%	86.20%	7.35%	4.11%
6i	Investing in Warrants	349,983,930	88.42%	29,092,914	7.35%	16,745,833	4.23%	86.35%	7.18%	4.13%
6j	Writing or Acquiring Options	349,310,900	88.25%	29,764,139	7.52%	16,747,638	4.23%	86.19%	7.34%	4.13%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	355,560,358	89.83%	17,051,279	4.31%	23,212,041	5.86%	87.73%	4.21%	5.73%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	355,594,969	89.84%	16,996,602	4.29%	23,232,105	5.87%	87.74%	4.19%	5.73%

345

The Japanese Small Company Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	146,642,769	99.96%	44,210	0.03%	19,310	0.01%	99.96%	0.03%	0.01%
5b	Making Loans	146,642,769	99.96%	44,210	0.03%	19,310	0.01%	99.96%	0.03%	0.01%
5c	Investments in Real Estate	146,642,769	99.96%	44,210	0.03%	19,310	0.01%	99.96%	0.03%	0.01%
5d	Investments in Commodities	146,646,464	99.96%	40,512	0.03%	19,313	0.01%	99.96%	0.03%	0.01%
5e	Diversification of Investments	146,646,464	99.96%	40,512	0.03%	19,313	0.01%	99.96%	0.03%	0.01%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	146,642,769	99.96%	44,210	0.03%	19,310	0.01%	99.96%	0.03%	0.01%
6b	Purchasing Securities on Margin	146,644,420	99.96%	42,557	0.03%	19,313	0.01%	99.96%	0.03%	0.01%
6c	Investing in Restricted or Illiquid Securities	146,642,296	99.96%	44,683	0.03%	19,310	0.01%	99.96%	0.03%	0.01%
6d	Investing for the Purpose of Exercising Control	146,350,730	99.76%	336,246	0.23%	19,313	0.01%	99.76%	0.23%	0.01%
6e	Investing in Other Investment Companies	146,644,420	99.96%	42,557	0.03%	19,313	0.01%	99.96%	0.03%	0.01%
6f	Management Ownership of Securities of an Issuer	146,644,420	99.96%	42,557	0.03%	19,313	0.01%	99.96%	0.03%	0.01%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	146,660,306	99.97%	26,673	0.02%	19,310	0.01%	99.97%	0.02%	0.01%
6h	Investing in Securities of Unseasoned Issuers	146,370,392	99.77%	316,585	0.22%	19,313	0.01%	99.77%	0.22%	0.01%
6i	Investing in Warrants	146,660,780	99.97%	26,199	0.02%	19,310	0.01%	99.97%	0.02%	0.01%
6j	Writing or Acquiring Options	146,368,741	99.77%	318,236	0.22%	19,313	0.01%	99.77%	0.22%	0.01%
The Asia Pacific Small Company Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	27,034,666	99.48%	101,817	0.37%	39,663	0.15%	99.48%	0.37%	0.15%
5b	Making Loans	27,031,355	99.47%	101,817	0.37%	42,973	0.16%	99.47%	0.37%	0.16%
5c	Investments in Real Estate	27,032,309	99.47%	100,863	0.37%	42,973	0.16%	99.47%	0.37%	0.16%
5d	Investments in Commodities	27,031,355	99.47%	101,817	0.37%	42,973	0.16%	99.47%	0.37%	0.16%
5e	Diversification of Investments	27,031,355	99.47%	101,817	0.37%	42,973	0.16%	99.47%	0.37%	0.16%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	27,030,130	99.46%	101,817	0.37%	44,198	0.16%	99.46%	0.37%	0.16%
6b	Purchasing Securities on Margin	27,029,461	99.46%	102,444	0.38%	44,240	0.16%	99.46%	0.38%	0.16%
6c	Investing in Restricted or Illiquid Securities	27,030,088	99.46%	101,817	0.37%	44,240	0.16%	99.46%	0.37%	0.16%
6d	Investing for the Purpose of Exercising Control	26,910,498	99.02%	221,407	0.81%	44,240	0.16%	99.02%	0.81%	0.16%
6e	Investing in Other Investment Companies	27,029,461	99.46%	102,444	0.38%	44,240	0.16%	99.46%	0.38%	0.16%
6f	Management Ownership of Securities of an Issuer	27,030,088	99.46%	101,817	0.37%	44,240	0.16%	99.46%	0.37%	0.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	27,030,130	99.46%	101,817	0.37%	44,198	0.16%	99.46%	0.37%	0.16%
6h	Investing in Securities of Unseasoned Issuers	26,910,498	99.02%	221,407	0.81%	44,240	0.16%	99.02%	0.81%	0.16%
6i	Investing in Warrants	27,029,461	99.46%	102,444	0.38%	44,240	0.16%	99.46%	0.38%	0.16%
6j	Writing or Acquiring Options	26,909,871	99.02%	222,034	0.82%	44,240	0.16%	99.02%	0.82%	0.16%
The United Kingdom Small Company Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
5b	Making Loans	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
5c	Investments in Real Estate	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%

346

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5d	Investments in Commodities	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
5e	Diversification of Investments	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6b	Purchasing Securities on Margin	27,789,450	99.98%	2,434	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6c	Investing in Restricted or Illiquid Securities	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6d	Investing for the Purpose of Exercising Control	27,741,238	99.81%	50,646	0.18%	3,028	0.01%	99.81%	0.18%	0.01%
6e	Investing in Other Investment Companies	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6f	Management Ownership of Securities of an Issuer	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	27,789,656	99.98%	2,228	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6h	Investing in Securities of Unseasoned Issuers	27,741,238	99.81%	50,646	0.18%	3,028	0.01%	99.81%	0.18%	0.01%
6i	Investing in Warrants	27,789,450	99.98%	2,434	0.01%	3,028	0.01%	99.98%	0.01%	0.01%
6j	Writing or Acquiring Options	27,741,032	99.81%	50,853	0.18%	3,028	0.01%	99.81%	0.18%	0.01%
The Continental Small Company Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	38,121,496	99.90%	19,389	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
5b	Making Loans	38,121,654	99.90%	19,230	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
5c	Investments in Real Estate	38,121,826	99.91%	19,059	0.05%	17,169	0.04%	99.91%	0.05%	0.04%
5d	Investments in Commodities	38,121,654	99.90%	19,230	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
5e	Diversification of Investments	38,128,283	99.92%	12,602	0.03%	17,169	0.04%	99.92%	0.03%	0.04%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	38,121,654	99.90%	19,230	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6b	Purchasing Securities on Margin	38,121,496	99.90%	19,389	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6c	Investing in Restricted or Illiquid Securities	38,121,348	99.90%	19,536	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6d	Investing for the Purpose of Exercising Control	38,076,201	99.79%	64,684	0.17%	17,169	0.04%	99.79%	0.17%	0.04%
6e	Investing in Other Investment Companies	38,121,187	99.90%	19,697	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6f	Management Ownership of Securities of an Issuer	38,121,346	99.90%	19,539	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	38,121,826	99.91%	19,059	0.05%	17,169	0.04%	99.91%	0.05%	0.04%
6h	Investing in Securities of Unseasoned Issuers	38,076,201	99.79%	64,684	0.17%	17,169	0.04%	99.79%	0.17%	0.04%
6i	Investing in Warrants	38,120,643	99.90%	20,241	0.05%	17,169	0.04%	99.90%	0.05%	0.04%
6j	Writing or Acquiring Options	38,076,042	99.79%	64,842	0.17%	17,169	0.04%	99.79%	0.17%	0.04%
The Canadian Small Company Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	43,055,683	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5b	Making Loans	43,055,683	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5c	Investments in Real Estate	43,055,683	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5d	Investments in Commodities	43,055,683	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5e	Diversification of Investments	43,055,683	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%

The Emerging Markets Series

347

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	52,121,556	93.84%	1,664,956	3.00%	1,757,089	3.16%	87.03%	2.78%	2.93%
5b	Making Loans	52,099,490	93.80%	1,648,888	2.97%	1,795,223	3.23%	86.99%	2.75%	3.00%
5c	Investments in Real Estate	52,397,882	94.34%	1,398,009	2.52%	1,747,709	3.15%	87.49%	2.33%	2.92%
5d	Investments in Commodities	52,040,226	93.69%	1,748,233	3.15%	1,755,143	3.16%	86.89%	2.92%	2.93%
5e	Diversification of Investments	52,611,281	94.72%	1,181,063	2.13%	1,751,257	3.15%	87.85%	1.97%	2.92%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	51,861,192	93.37%	1,894,995	3.41%	1,787,414	3.22%	86.60%	3.16%	2.98%
6b	Purchasing Securities on Margin	51,912,008	93.46%	1,862,926	3.35%	1,768,666	3.18%	86.68%	3.11%	2.95%
6c	Investing in Restricted or Illiquid Securities	51,782,840	93.23%	1,972,942	3.55%	1,787,818	3.22%	86.47%	3.29%	2.99%
6d	Investing for the Purpose of Exercising Control	52,148,416	93.89%	1,633,661	2.94%	1,761,524	3.17%	87.08%	2.73%	2.94%
6e	Investing in Other Investment Companies	52,226,140	94.03%	1,552,404	2.79%	1,765,057	3.18%	87.21%	2.59%	2.95%
6f	Management Ownership of Securities of an Issuer	52,340,283	94.23%	1,414,052	2.55%	1,789,266	3.22%	87.40%	2.36%	2.99%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	49,027,368	88.27%	4,764,525	8.58%	1,751,708	3.15%	81.86%	7.96%	2.92%
6h	Investing in Securities of Unseasoned Issuers	52,200,460	93.98%	1,550,569	2.79%	1,792,572	3.23%	87.16%	2.59%	2.99%
6i	Investing in Warrants	52,426,418	94.39%	1,350,164	2.43%	1,767,018	3.18%	87.54%	2.25%	2.95%
6j	Writing or Acquiring Options	52,093,118	93.79%	1,682,479	3.03%	1,768,004	3.18%	86.98%	2.81%	2.95%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	52,843,359	95.14%	879,647	1.58%	1,820,595	3.28%	88.24%	1.47%	3.04%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	52,852,461	95.15%	862,958	1.55%	1,828,182	3.29%	88.25%	1.44%	3.05%
The Emerging Markets Small Cap Series
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	28,003,797	96.84%	486,844	1.68%	426,138	1.47%	96.84%	1.68%	1.47%
5b	Making Loans	27,099,770	93.72%	1,364,563	4.72%	452,447	1.56%	93.72%	4.72%	1.56%
5c	Investments in Real Estate	27,992,430	96.80%	499,696	1.73%	424,654	1.47%	96.80%	1.73%	1.47%
5d	Investments in Commodities	27,913,853	96.53%	577,490	2.00%	425,436	1.47%	96.53%	2.00%	1.47%
5e	Diversification of Investments	28,035,370	96.95%	422,105	1.46%	459,304	1.59%	96.95%	1.46%	1.59%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	26,983,015	93.31%	1,471,880	5.09%	461,884	1.60%	93.31%	5.09%	1.60%
6b	Purchasing Securities on Margin	27,848,848	96.31%	604,830	2.09%	463,101	1.60%	96.31%	2.09%	1.60%
6d	Investing for the Purpose of Exercising Control	27,959,095	96.69%	492,373	1.70%	465,311	1.61%	96.69%	1.70%	1.61%
6e	Investing in Other Investment Companies	27,939,843	96.62%	515,813	1.78%	461,123	1.59%	96.62%	1.78%	1.59%
6f	Management Ownership of Securities of an Issuer	28,014,739	96.88%	431,977	1.49%	470,062	1.63%	96.88%	1.49%	1.63%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	27,936,946	96.61%	518,946	1.79%	460,887	1.59%	96.61%	1.79%	1.59%
6h	Investing in Securities of Unseasoned Issuers	27,999,589	96.83%	447,127	1.55%	470,063	1.63%	96.83%	1.55%	1.63%
6i	Investing in Warrants	28,022,853	96.91%	428,573	1.48%	465,354	1.61%	96.91%	1.48%	1.61%
6j	Writing or Acquiring Options	28,028,907	96.93%	425,938	1.47%	461,934	1.60%	96.93%	1.47%	1.60%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	28,096,987	97.16%	355,522	1.23%	464,270	1.61%	97.16%	1.23%	1.61%

348

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	28,096,987	97.16%	355,522	1.23%	464,270	1.61%	97.16%	1.23%	1.61%

349

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

350

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

351

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

352

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

353

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

354

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997   and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

355

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

356

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

357

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund and the Trust use in voting proxies relating to securities held in the portfolios is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

358

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, each Portfolio is designating the following items with regard to distributions paid during the fiscal year. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

DFA Investment Dimensions Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Return of Capital	Tax-Exempt Interest	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	U.S. Government Interest(3)	Foreign Tax Credit(4)	Foreign Source Income(5)	Qualifying Interest Income(6)	Qualifying Short-Term Capital Gain(7)
U.S. Large Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
Enhanced U.S. Large Company Portfolio	91%	9%	—	—	—	100%	—	—	1%	—	—	100%	100%
U.S. Large Cap Value Portfolio	95%	5%	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Targeted Value Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Small Cap Value Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Core Equity 1 Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Core Equity 2 Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Vector Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
T.A. U.S. Core Equity 2 Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Small Cap Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
U.S. Micro Cap Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
DFA Real Estate Securities Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
Large Cap International Portfolio	100%	—	—	—	—	100%	100%	100%	—	8%	124%	100%	100%
International Core Equity Portfolio	100%	—	—	—	—	100%	100%	100%	1%	7%	113%	100%	100%
T.A. World ex U.S. Core Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	8%	137%	100%	100%
International Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	7%	119%	100%	100%
Japanese Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	6%	85%	100%	100%
Asia Pacific Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	2%	101%	100%	100%
United Kingdom Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
Continental Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	12%	124%	100%	100%
DFA International Real Estate Securities Portfolio	100%	—	—	—	—	100%	100%	100%	—	15%	290%	100%	100%
DFA Global Real Estate Securities Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
DFA International Small Cap Value Portfolio	81%	—	19%	—	—	100%	100%	100%	—	8%	142%	100%	100%
International Vector Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	9%	140%	100%	100%
Emerging Markets Portfolio	59%	1%	40%	—	—	100%	100%	100%	—	8%	123%	100%	100%
Emerging Markets Small Cap Portfolio	100%	—	—	—	—	100%	100%	100%	—	10%	130%	100%	100%
Emerging Markets Core Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	9%	167%	100%	100%
DFA One-Year Fixed Income Portfolio	100%	—	—	—	—	100%	—	—	1%	—	—	100%	100%
DFA Two-Year Global Fixed Income Portfolio	100%	—	—	—	—	100%	—	—	2%	—	—	100%	100%
DFA Selectively Hedged Global Fixed Income Portfolio	—	—	—	—	—	—	—	—	—	—	—	—	—
DFA Five-Year Government Portfolio	100%	—	—	—	—	100%	—	—	100%	—	—	100%	100%
DFA Five-Year Global Fixed Income Portfolio	100%	—	—	—	—	100%	—	—	23%	—	—	100%	100%
DFA Intermediate Government Fixed Income Portfolio	89%	—	11%	—	—	100%	—	—	100%	—	—	100%	100%
DFA Short-Term Extended Quality Portfolio	100%	—	—	—	—	100%	—	—	—	—	—	100%	100%
DFA Inflation-Protected Securities Portfolio	90%	1%	9%	—	—	100%	—	—	34%	—	—	100%	100%
DFA Short-Term Municipal Bond Portfolio	—	—	—	—	100%	100%	—	—	—	—	—	100%	100%
DFA California Short-Term Municipal Bond Portfolio	—	—	—	—	100%	100%	—	—	—	—	—	100%	100%
Dimensional Investment Group Inc.
DFA International Value Portfolio	100%	—	—	—	—	100%	100%	100%	—	7%	114%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary Income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “U.S. Government Interest” represents the amount of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected as a percentage of total ordinary income distributions (the total of short-term capital gain and net investment income distributions). Generally, interest from direct U.S. Government obligations is exempt from state income tax. However, for residents of California, Connecticut and New York, the statutory threshold requirements were satisfied for DFA Five-Year Government Portfolio, DFA Intermediate Government Fixed Income Portfolio, and DFA Inflation-Protected Securities Portfolio to permit exemption of these amounts from state income for these funds.

(4) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(5) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e., the sum of short-term capital gain and net investment income) distributions made during the period.

(6) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(7) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

359

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc.
Performance Charts	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	6
Disclosure of Portfolio Holdings	7
Schedules of Investments
LWAS/DFA Two-Year Fixed Income Portfolio	8
LWAS/DFA Two-Year Government Portfolio	10
Statements of Assets and Liabilities	11
Statements of Operations	13
Statements of Changes in Net Assets	14
Financial Highlights	15
Notes to Financial Statements	17
Report of Independent Registered Public Accounting Firm	24
Results of the Shareholder Meeting	25
DFA Investment Dimensions Group Inc.
Performance Chart	27
Management’s Discussion and Analysis	28
Disclosure of Fund Expenses	30
Disclosure of Portfolio Holdings	31
Statement of Assets and Liabilities	32
Statement of Operations	33
Statements of Changes in Net Assets	34
Financial Highlights	35
Notes to Financial Statements	36
Report of Independent Registered Public Accounting Firm	41
Results of the Shareholder Meeting	42
The DFA Investment Trust Company
Performance Charts	43
Management’s Discussion and Analysis	44
Disclosure of Fund Expenses	45
Disclosure of Portfolio Holdings	46
Summary Schedules of Portfolio Holdings
The U.S. Large Cap Value Series	47
The DFA International Value Series	50
Statements of Assets and Liabilities	54
Statements of Operations	55
Statements of Changes in Net Assets	56
Financial Highlights	57
Notes to Financial Statements	58
Report of Independent Registered Public Accounting Firm	66
Results of the Shareholder Meeting	67
Fund Management	69
Voting Proxies on Fund Portfolio Securities	77
Notice to Shareholders	78

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

DFA INVESTMENT DIMENSIONS GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statements of Assets and Liabilities/Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations
ADR	American Depositary Receipt
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
P.L.C.	Public Limited Company
Investment Footnotes
†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
§	Affiliated Fund.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.
All Statements and Schedules
—	Amounts designated as — are either zero or rounded to zero.
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

LWAS/DFA U.S. High Book to Market Portfolio vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

LWAS/DFA Two-Year Fixed Income Portfolio vs.

BofA Merrill Lynch US Corporate and Government Index 1-3 Years

October 31, 1999-October 31, 2009

LWAS/DFA Two-Year Government Portfolio vs.

BofA Merrill Lynch US Government Bond Index 1-3 Years

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009
Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009
Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index(small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

3

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

Domestic Equity Portfolio Performance Overview

LWAS/DFA U.S. High Book to Market Portfolio

The LWAS/DFA U.S. High Book to Market Portfolio seeks to capture the returns of U.S. large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund about 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.61% for the Portfolio and 4.78% for the Russell 1000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Master Fund’s greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to the outperformance. The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Portfolio also benefited from composition differences among the Master Fund’s basket of financial stocks, which added approximately 3.6% to relative performance.

Fixed Income Market Review 12 Months Ended October 31, 2009

U.S. and international credit markets experienced high levels of volatility in the fiscal year ended October 31, 2009. Investor appetite for credit risk returned as the year progressed, and credit spreads narrowed significantly. Over the course of the year the U.S. Federal Reserve lowered the target rate for federal funds from 1.00% on October 31, 2008 to between 0% and 0.25% by October 31, 2009, and continued to add liquidity into the financial system through various loan programs and capital injections into financial institutions. Central banks around the world took similar actions to loosen credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, fell 275 basis points during the 12 months ended October 31, 2009, while the yield on ten-year U.S. Treasury notes declined 57 basis points. The yield curve remained upwardly sloped throughout the year.

	10/31/09	10/31/08	Change
Three-Month LIBOR (yield)	0.28%	3.03%	-90.76%
Ten-Year U.S. Treasury Notes (yield)	3.38%	3.95%	-14.43%

Source: Bloomberg. “Change” values are calculated prior to rounding.

There is generally an inverse relationship between interest rates and bond prices, such that bond prices fall when interest rates rise. For the fiscal year under review, changes in interest rates and bond prices were more pronounced in some parts of the yield curve than others. For the 12 months ended October 31, 2009, total returns

4

were 0.32% for three-month U.S. Treasury bills, 6.77% for five-year U.S. Treasury notes, and 5.57% for thirty-year U.S. Treasury bonds.

Fixed Income Portfolio Performance Overview

LWAS/DFA Two-Year Fixed Income Portfolio

The LWAS/DFA Two-Year Fixed Income Portfolio seeks to maximize risk-adjusted total returns from a universe of high-quality fixed income securities maturing in two years or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns. Maturities are shifted if expected premiums can be documented. Average maturity of the Portfolio increased to 1.47 years on October 31, 2009, from 0.89 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 4.31% for the LWAS/DFA Two-Year Fixed Income Portfolio and 6.35% for the BofA Merrill Lynch U.S. Corporate and Government Index 1-3 Years. Structural differences between the Portfolio and Index were the primary reason for the Portfolio’s relative underperformance. A majority of the Portfolio’s holdings were invested in bonds rated AA or better while the Index had a relatively large allocation to securities rated A or lower. Over the period, lower-rated securities benefited from tightening credit spreads and outperformed higher-rated securities.

LWAS/DFA Two-Year Government Portfolio

The LWAS/DFA Two-Year Government Portfolio seeks to maximize risk-adjusted total returns from a universe of U.S. government securities maturing in two years or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns. Maturities are shifted if expected premiums can be documented. Average maturity of the Portfolio increased to 1.47 years on October 31, 2009, from 1.42 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 5.21% for the LWAS/DFA Two-Year Government Portfolio and 3.73% for the BofA Merrill Lynch U.S. Government Bond Index 1-3 Years. Structural differences between the Portfolio and Index were the primary reason for the Portfolio’s relative outperformance. Over the period, all of the Portfolio’s holdings were government agency debt which significantly outperformed Treasury debt during the period of tightening credit spreads.

5

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

EXPENSE TABLES Six Months Ended October 31, 2009

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
LWAS/DFA U.S. High Book to Market Portfolio**
Actual Fund Return	$1,000.00	$1,241.10	0.37%	$2.09
Hypothetical 5% Annual Return	$1,000.00	$1,023.34	0.37%	$1.89
LWAS/DFA Two-Year Fixed Income Portfolio
Actual Fund Return	$1,000.00	$1,015.00	0.35%	$1.78
Hypothetical 5% Annual Return	$1,000.00	$1,023.44	0.35%	$1.79
LWAS/DFA Two-Year Government Portfolio
Actual Fund Return	$1,000.00	$1,012.00	0.33%	$1.67
Hypothetical 5% Annual Return	$1,000.00	$1,023.54	0.33%	$1.68

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

** The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

6

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following tables, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, are provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

FEEDER FUND

	Affiliated Investment Company
LWAS/DFA U.S. High Book to Market Portfolio	100.0%

FIXED INCOME PORTFOLIOS

LWAS/DFA Two-Year Fixed Income Portfolio
Corporate	11.2%
Government	73.2%
Foreign Corporate	2.8%
Foreign Government	12.1%
Supranational	0.7%
Total	100.0%

LWAS/DFA Two-Year Government Portfolio
Government	100.0%
Total	100.0%

7

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (68.6%)
Federal Farm Credit Bank
3.750%, 12/06/10	$	1,400	$	1,448,306
5.375%, 07/18/11		2,200		2,366,049
3.875%, 08/25/11		2,300		2,418,744
1.125%, 10/03/11		2,000		1,998,506
Federal Home Loan Bank
4.375%, 10/22/10		400		414,756
1.625%, 01/21/11		4,200		4,255,364
1.375%, 05/16/11		2,900		2,928,165
2.625%, 05/20/11		5,500		5,659,121
3.375%, 06/24/11		4,500		4,676,985
3.625%, 07/01/11		2,800		2,928,699
1.625%, 07/27/11		5,100		5,159,134
3.750%, 09/09/11		3,400		3,578,578
3.625%, 09/16/11		1,800		1,891,744
Federal Home Loan Mortgage Corporation
4.750%, 01/18/11		2,100		2,204,651
3.250%, 02/25/11		2,200		2,270,805
6.000%, 06/15/11		1,000		1,083,118
Federal National Mortgage Association
1.750%, 03/23/11		500		507,210
1.375%, 04/28/11		2,200		2,218,487
6.000%, 05/15/11		3,500		3,774,572
3.375%, 05/19/11		900		936,644
TOTAL AGENCY OBLIGATIONS				52,719,638
BONDS — (26.7%)
Canada Mortgage & Housing Corp.
4.800%, 10/01/10		500		519,496
Citigroup, Inc.
1.250%, 09/22/11		400		401,644
General Electric Capital Corp.
7.375%, 01/19/10		2,100		2,130,771
Goldman Sachs Group, Inc.
1.700%, 03/15/11		2,000		2,028,894
Japan Finance Corp.
2.000%, 06/24/11		2,000		2,031,242
Kreditanstalt fuer Wiederaufbau
4.625%, 01/20/11		1,800		1,879,342
Landwirtschaftliche Rentenbank
4.875%, 02/14/11		400		421,197
Morgan Stanley
2.900%, 12/01/10		2,000		2,046,626

	Face Amount		Value†
	(000)
Nordic Investment Bank
4.875%, 03/15/11	$	500	$	528,698
Oesterreichische Kontrollbank AG
4.250%, 10/06/10		2,000		2,068,876
Ontario, Province of Canada
3.125%, 09/08/10		400		408,866
Royal Bank of Canada
5.650%, 07/20/11		2,000		2,148,442
State Street Bank & Trust Co.
1.850%, 03/15/11		1,900		1,927,670
Svensk Exportkredit AB
4.000%, 06/15/10		400		408,569
4.500%, 09/27/10		1,500		1,553,474
TOTAL BONDS				20,503,807
U.S. TREASURY OBLIGATIONS — (4.1%)
U.S. Treasury Note
1.000%, 09/30/11		3,100		3,108,717
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $640,000 FNMA 5.00%, 08/25/18, valued at $500,193) to be repurchased at $492,008		492		492,000
TOTAL INVESTMENTS — (100.0%) (Cost $76,279,263)			$	76,824,162

8

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	52,719,638	—	$	52,719,638
Bonds	—		20,503,807	—		20,503,807
U.S. Treasury Obligations	—		3,108,717	—		3,108,717
Temporary Cash Investments	—		492,000	—		492,000
TOTAL	—	$	76,824,162	—	$	76,824,162

See accompanying Notes to Financial Statements.

9

LWAS/DFA TWO-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (97.2%)
Federal Farm Credit Bank
1.600%, 01/12/11	$	17,000	$	17,200,957
2.625%, 04/21/11		2,400		2,465,782
5.375%, 07/18/11		9,300		10,001,936
3.875%, 08/25/11		3,100		3,260,047
1.125%, 10/03/11		1,700		1,698,730
3.500%, 10/03/11		1,000		1,046,931
Federal Home Loan Bank
3.625%, 12/17/10		31,100		32,166,388
1.625%, 01/21/11		5,000		5,065,910
4.625%, 02/18/11		2,500		2,628,683
1.625%, 03/16/11		2,500		2,532,905
1.375%, 05/16/11		5,700		5,755,358
2.625%, 05/20/11		6,400		6,585,158
3.375%, 06/24/11		9,800		10,185,434
3.625%, 07/01/11		9,100		9,518,272
1.625%, 07/27/11		7,900		7,991,600
5.375%, 08/19/11		2,000		2,155,110
3.750%, 09/09/11		10,500		11,051,492
TOTAL AGENCY OBLIGATIONS				131,310,693
U.S. TREASURY OBLIGATIONS — (2.2%)
U.S. Treasury Note
1.000%, 09/30/11		3,000		3,008,436
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $930,000 FHLMC 4.50%, 05/01/23, valued at $789,148) to be repurchased at $776,012		776		776,000
TOTAL INVESTMENTS — (100.0%) (Cost $134,115,168)			$	135,095,129

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	131,310,693	—	$	131,310,693
U.S. Treasury Obligations	—		3,008,436	—		3,008,436
Temporary Cash Investments	—		776,000	—		776,000
TOTAL	—	$	135,095,129	—	$	135,095,129

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	65,935
Investment Securities Sold		86
Receivables:
Fund Shares Sold		5
Prepaid Expenses and Other Assets		9
Total Assets		66,035
LIABILITIES:
Payables:
Fund Shares Redeemed		91
Due to Advisor		1
Accrued Expenses and Other Liabilities		16
Total Liabilities		108
NET ASSETS	$	65,927
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		6,724,191
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	9.80
Investment in Affiliated Investment Company at Cost	$	55,499
NET ASSETS CONSIST OF:
Paid-In Capital	$	71,625
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		155
Accumulated Net Realized Gain (Loss)		(16,289	)
Net Unrealized Appreciation (Depreciation)		10,436
NET ASSETS	$	65,927
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

11

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	LWAS/DFA Two-Year Fixed Income Portfolio			LWAS/DFA Two-Year Government Portfolio
ASSETS:
Investments at Value	$	76,332		$	134,319
Temporary Cash Investments at Value & Cost		492			776
Cash		1			1
Receivables:
Interest		669			1,192
Fund Shares Sold		69			264
Prepaid Expenses and Other Assets		8			8
Total Assets		77,571			136,560
LIABILITIES:
Payables:
Fund Shares Redeemed		148			10
Due to Advisor		10			17
Accrued Expenses and Other Liabilities		15			25
Total Liabilities		173			52
NET ASSETS	$	77,398		$	136,508
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		7,718,308			13,519,225
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	10.03		$	10.10
Investments at Cost	$	75,787		$	133,339
NET ASSETS CONSIST OF:
Paid-In Capital	$	77,038		$	133,277
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		135			234
Accumulated Net Realized Gain (Loss)		(320	)		2,017
Net Unrealized Appreciation (Depreciation)		545			980
NET ASSETS	$	77,398		$	136,508
(1) NUMBER OF SHARES AUTHORIZED		300,000,000			300,000,000

See accompanying Notes to Financial Statements.

12

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	LWAS/DFA U.S. High Book to Market Portfolio*			LWAS/DFA Two-Year Fixed Income Portfolio		LWAS/DFA Two-Year Government Portfolio
Investment Income
Dividends		$ 1,403			—		—
Interest		2			$1,677		$2,669
Income from Securities Lending		121			—		—
Expenses Allocated from Affiliated Investment Company		(77	)		—		—
Total Investment Income		1,449			1,677		2,669
Expenses
Investment Advisory Services Fees		—			112		193
Administrative Services Fees		6			—		—
Accounting & Transfer Agent Fees		14			30		37
Shareholder Servicing Fees		89			59		103
Filing Fees		23			16		17
Shareholders’ Reports		11			13		21
Directors’/Trustees’ Fees & Expenses		1			2		3
Custodian Fees		—			2		2
Professional Fees		2			4		8
Other		1			13		19
Total Expenses		147			251		403
Net Investment Income (Loss)		1,302			1,426		2,266
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		(3,229	)		823		2,856
Change in Unrealized Appreciation (Depreciation) of Investment Securities		8,041			967		1,507
Net Realized and Unrealized Gain (Loss)		4,812			1,790		4,363
Net Increase (Decrease) in Net Assets Resulting from Operations		$ 6,114			$3,216		$6,629

 *  Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

13

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	LWAS/DFA U.S. High Book to Market Portfolio									LWAS/DFA Two-Year Fixed Income Portfolio									LWAS/DFA Two-Year Government Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,302		$	1,631		$	1,551		$	1,426		$	2,567		$	4,543		$	2,266		$	3,089		$	4,053
Net Realized Gain (Loss) on Investment Securities Sold		(3,229	)		—	†		6,681	†		823			(14	)		(2	)		2,856			(22	)		(1	)
Change in Unrealized Appreciation (Depreciation) of Investment Securities		8,041			(42,930	)†		(8,701	)†		967			(360	)		(24	)		1,507			(560	)		97
Net Increase (Decrease) in Net Assets Resulting from Operations		6,114			(41,299	)		(469	)		3,216			2,193			4,517			6,629			2,507			4,149
Distributions From:
Net Investment Income		(1,505	)		(1,652	)		(1,533	)		(1,709	)		(3,304	)		(4,369	)		(2,630	)		(3,616	)		(3,767	)
Net Short-Term Gains		—			(16	)		(506	)		—			—			—			—			—			—
Net Long-Term Gains		—			(6,421	)		(3,294	)		—			—			—			—			—			—
Total Distributions		(1,505	)		(8,089	)		(5,333	)		(1,709	)		(3,304	)		(4,369	)		(2,630	)		(3,616	)		(3,767	)
Capital Share Transactions (1):
Shares Issued		9,566			12,180			11,690			23,629			9,071			18,206			59,636			51,236			50,978
Shares Issued in Lieu of Cash Distributions		1,340			6,808			4,529			1,518			2,785			3,631			1,747			2,696			3,311
Shares Redeemed		(18,050	)		(20,971	)		(15,567	)		(33,321	)		(23,122	)		(11,625	)		(62,659	)		(29,376	)		(17,281	)
Net Increase (Decrease) from Capital Share Transactions		(7,144	)		(1,983	)		652			(8,174	)		(11,266	)		10,212			(1,276	)		24,556			37,008
Total Increase (Decrease) in Net Assets		(2,535	)		(51,371	)		(5,150	)		(6,667	)		(12,377	)		10,360			2,723			23,447			37,390
Net Assets
Beginning of Period		68,462			119,833			124,983			84,065			96,442			86,082			133,785			110,338			72,948
End of Period	$	65,927		$	68,462		$	119,833		$	77,398		$	84,065		$	96,442		$	136,508		$	133,785		$	110,338
(1) Shares Issued and Redeemed:
Shares Issued		1,238			1,117			714			2,370			920			1,837			5,944			5,221			5,179
Shares Issued in Lieu of Cash Distributions		186			487			285			154			283			369			175			276			339
Shares Redeemed		(2,271	)		(1,841	)		(955	)		(3,351	)		(2,346	)		(1,175	)		(6,256	)		(2,993	)		(1,758	)
Net Increase (Decrease) from Shares Issued and Redeemed		(847	)		(237	)		44			(827	)		(1,143	)		1,031			(137	)		2,504			3,760
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	155		$	366		$	395		$	135		$	418		$	1,155		$	234		$	598		$	1,125

 †  See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

14

DIMENSIONAL INVESTMENT GROUP INC.

LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.04		$	15.35		$	16.10		$	13.91		$	12.28		$	10.23
Income from Investment Operations
Net Investment Income (Loss)		0.18	(A)		0.21	(A)		0.20	(A)		0.23	(A)		0.19			0.10
Net Gains (Losses) on Securities (Realized and Unrealized)		0.79			(5.48	)		(0.26	)		2.23			1.57			2.08
Total from Investment Operations		0.97			(5.27	)		(0.06	)		2.46			1.76			2.18
Less Distributions
Net Investment Income		(0.21	)		(0.21	)		(0.20	)		(0.22	)		(0.13	)		(0.13	)
Net Realized Gains		—			(0.83	)		(0.49	)		(0.05	)		—			—
Total Distributions		(0.21	)		(1.04	)		(0.69	)		(0.27	)		(0.13	)		(0.13	)
Net Assets Value, End of Period	$	9.80		$	9.04		$	15.35		$	16.10		$	13.91		$	12.28
Total Return		11.61	%		(36.69	)%(C)		(0.51	)%		17.90	%		14.44	%		21.45	%
Net Assets, End of Period (thousands)	$	65,927		$	68,462		$	119,833		$	124,983		$	103,311		$	92,494
Ratio of Expenses to Average Net Assets (D)		0.38	%		0.33	%(B)		0.32	%		0.32	%		0.34	%		0.35	%
Ratio of Net Investment Income to Average Net Assets		2.20	%		1.72	%(B)		1.20	%		1.54	%		1.43	%		0.87	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

15

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	LWAS/DFA Two-Year Fixed Income Portfolio																		LWAS/DFA Two-Year Government Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.84		$	9.95		$	9.94		$	9.82		$	9.90		$	10.17		$	9.80		$	9.89		$	9.87		$	9.75		$	9.83		$	10.13
Income from Investment Operations
Net Investment Income (Loss)		0.19	(A)		0.28	(A)		0.49	(A)		0.35	(A)		0.27			0.16			0.18	(A)		0.24	(A)		0.46	(A)		0.34	(A)		0.26			0.17
Net Gains (Losses) on Securities (Realized and Unrealized)		0.23			(0.04	)		—			0.08			(0.11	)		(0.08	)		0.33			(0.03	)		0.01			0.08			(0.10	)		(0.06	)
Total from Investment Operations		0.42			0.24			0.49			0.43			0.16			0.08			0.51			0.21			0.47			0.42			0.16			0.11
Less Distributions
Net Investment Income		(0.23	)		(0.35	)		(0.48	)		(0.31	)		(0.24	)		(0.14	)		(0.21	)		(0.30	)		(0.45	)		(0.30	)		(0.24	)		(0.15	)
Net Realized Gains		—			—			—			—			—			(0.21	)		—			—			—			—			—			(0.26	)
Total Distributions		(0.23	)		(0.35	)		(0.48	)		(0.31	)		(0.24	)		(0.35	)		(0.21	)		(0.30	)		(0.45	)		(0.30	)		(0.24	)		(0.41	)
Net Asset Value, End of Period	$	10.03		$	9.84		$	9.95		$	9.94		$	9.82		$	9.90		$	10.10		$	9.80		$	9.89		$	9.87		$	9.75		$	9.83
Total Return		4.31	%		2.46	%(C)		5.03	%		4.47	%		1.65	%		0.85	%		5.21	%		2.13	%(C)		4.85	%		4.42	%		1.67	%		1.10	%
Net Assets, End of Period (thousands)	$	77,398		$	84,065		$	96,442		$	86,082		$	80,199		$	80,584		$	136,508		$	133,785		$	110,338		$	72,948		$	68,708		$	69,853
Ratio of Expenses to Average Net Assets		0.34	%		0.31	%(B)		0.31	%		0.31	%		0.36	%		0.38	%		0.31	%		0.30	%(B)		0.31	%		0.32	%		0.37	%		0.36	%
Ratio of Net Investment Income to Average Net Assets		1.92	%		3.04	%(B)		4.94	%		3.57	%		2.72	%		1.65	%		1.76	%		2.69	%(B)		4.66	%		3.45	%		2.67	%		1.63	%
Portfolio Turnover Rate		77	%		20	%(C)		22	%		15	%		48	%		152	%		112	%		7	%(C)		0	%		29	%		44	%		142	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

16

DIMENSIONAL INVESTMENT GROUP INC.

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which three (the “Portfolios”) are presented in this report.

The LWAS/DFA U.S. High Book to Market Portfolio (“Feeder Fund”) primarily invests its assets in The U.S. Large Cap Value Series (the “Series”), a corresponding Series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 1% of the Series.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the fund is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolios from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    The LWAS/DFA U.S. High Book to Market Portfolio’s investment reflects its proportionate interest in the net assets of The U.S. Large Cap Value Series. Securities held by the LWAS/DFA Two-Year Fixed Income Portfolio and the LWAS/DFA Two-Year Government Portfolio are valued on the basis of prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities which are traded over-the counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—     Level 1 – quoted prices in active markets for identical securities

—     Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

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—     Level 3 – significant unobservable inputs (including the Portfolios’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Portfolios’ net assets by each major security type, industry and/or country is disclosed at the end of the Schedule of Investments for the LWAS/DFA Two-Year Fixed Income Portfolio and LWAS/DFA Two-Year Government Portfolio. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value LWAS/DFA U.S. High Book to Market Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
LWAS/DFA U.S. High Book to Market Portfolio	$	65,935	—	—	$	65,935

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two- Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses for the year ended October 31, 2009.

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    The LWAS/DFA U.S. High Book to Market Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from The U.S. Large Cap Value Series, which is treated as a partnership for federal income tax purposes. Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Interest income is recorded on the accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to the Portfolios are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to one of the Portfolios, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to two of the Portfolios. For the year ended October 31, 2009, the Portfolios’ administrative services fees or investment advisory services fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

	Administrative Services Fees	Advisory Services Fees
LWAS/DFA U.S. High Book to Market Portfolio	0.01%	—
LWAS/DFA Two-Year Fixed Income Portfolio	—	0.15%
LWAS/DFA Two-Year Government Portfolio	—	0.15%

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In addition, pursuant to a Client Service Agreement with LWI Financial Inc. (“LWIF”), the Portfolios pay fees to LWIF at the following effective annual rates of their average daily net assets:

	Shareholder Servicing Fees
LWAS/DFA U.S. High Book to Market Portfolio	0.15%
LWAS/DFA Two-Year Fixed Income Portfolio	0.08%
LWAS/DFA Two-Year Government Portfolio	0.08%

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

LWAS/DFA U.S. High Book to Market Portfolio	$	2
LWAS/DFA Two-Year Fixed Income Portfolio		2
LWAS/DFA Two-Year Government Portfolio		4

E. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Portfolios made the following purchases and sales of investment securities, other than short-term securities (amounts in thousands):

	U.S. Government Securities				Other Investment Securities
	Purchases		Sales		Purchases		Sales
LWAS/DFA Two-Year Fixed Income Portfolio	$	57,877	$	38,941	$	18,303	$	11,007
LWAS/DFA Two-Year Government Portfolio		144,660		141,734		—		—

F. Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to the recharacterizations of partnership income from net investment income to capital gain and were reclassified to the following accounts. These reclassifications had no effect on net asset value per share (amounts in thousands):

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	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
LWAS/DFA U.S. High Book to Market Portfolio	$(8)	$8

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
LWAS/DFA U.S. High Book to Market Portfolio
2007	$2,104	$3,541	$5,645
2008	1,668	6,420	8,088
2009	1,505	—	1,505
LWAS/DFA Two-Year Fixed Income Portfolio
2007	4,369	—	4,369
2008	3,304	—	3,304
2009	1,709	—	1,709
LWAS/DFA Two-Year Government Portfolio
2007	3,767	—	3,767
2008	3,616	—	3,616
2009	2,630	—	2,630

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforward		Total Net Distributable Earnings Accumulated (Losses)
LWAS/DFA U.S. High Book to Market Portfolio	$	156		—	$	(16,289)	$	(16,133)
LWAS/DFA Two-Year Fixed Income Portfolio		137		—		(320)		(183)
LWAS/DFA Two-Year Government Portfolio		1,192	$	1,068		—		2,260

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

	Expires on October 31,
	2013		2014		2015		2016		2017		Total
LWAS/DFA U.S. High Book to Market Portfolio		—		—		—	$	1,337	$	14,952	$	16,289
LWAS/DFA Two-Year Fixed Income Portfolio	$	102	$	202	$	2		14		—		320

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During the year ended October 31, 2009, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

LWAS/DFA Two-Year Fixed Income Portfolio	$	822
LWAS/DFA Two-Year Government Portfolio		833

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

	Federal Tax Cost		Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
LWAS/DFA U.S. High Book to Market Portfolio	$	55,499	$11,901	$(1,465)	$10,436
LWAS/DFA Two-Year Fixed Income Portfolio		76,279	501	44	545
LWAS/DFA Two-Year Government Portfolio		134,121	982	(8)	974

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed each Portfolios’ tax positions and has concluded that no provision for income tax is required in any Portfolios’ financial statements. No Portfolio is aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In Capital		Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278	)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

Each Portfolio impacted by the “Check the Box” election also has a permanent book/tax difference resulting from the transaction. Listed below is the permanent difference impacting each respective Portfolio. For financial statement purposes, this adjustment did not result in any changes to each respective fund’s net assets or net asset value per share.

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	Increase (Decrease) Undistributed Net Investment Income		Increase (Decrease) Accumulated Net Realized Gains (Losses)
DFA U.S. Large Cap Value Portfolio	$	(606,345)	$	606,345
DFA U.S. Large Cap Value Portfolio II		(10,872)		10,872
DFA U.S. Large Cap Value Portfolio III		(139,353)		139,353
LWAS/DFA U.S. High Book To Market Portfolio		(7,793)		7,793

For financial reporting purposes, this transaction had no impact on the net assets of the respective funds.

G. Financial Instruments:

In accordance with the Portfolios’ investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the Financial Statements and concentrations of credit and market risk. The instruments and its significant corresponding risks are described below:

1. Repurchase Agreements:    The LWAS/DFA Two-Year Fixed Income Portfolio and the LWAS/DFA Two-Year Government Portfolio may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system or with the Fund’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

H. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2009.

I. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is

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unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

J. Other:

At October 31, 2009, the following number of shareholders held the following approximate percentages of outstanding shares of the Portfolios. One or more of the shareholders is an omnibus account, which typically hold shares for the benefit of several other underlying investors.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
LWAS/DFA U.S. High Book to Market Portfolio	2	96%
LWAS/DFA Two-Year Fixed Income Portfolio	3	100%
LWAS/DFA Two-Year Government Portfolio	2	96%

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of the Portfolios, as defined, and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities of LWAS/DFA U.S. High Book to Market Portfolio, and the statements of assets and liabilities, including the schedules of investments, of LWAS/DFA Two-Year Fixed Income Portfolio and LWAS/DFA Two-Year Government Portfolio, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of LWAS/DFA U.S. High Book to Market Portfolio, LWAS/DFA Two-Year Fixed Income Portfolio and LWAS/DFA Two-Year Government Portfolio, (constituting portfolios within Dimensional Investment Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2009, the results of each of their operations for the year then ended, the changes in each of their net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolios’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, and by correspondence with the transfer agents of the investee funds, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

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RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolios including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolios approved each of the applicable proposals for DIG and the Portfolios presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by each Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

LWAS/DFA U.S. High Book to Market Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	3,426,211	87.46%	186,847	4.77%	304,250	7.77%	NA	NA	48.21%	2.63%	4.28%	NA
5b	Making Loans	3,424,905	87.43%	192,169	4.91%	300,234	7.66%	NA	NA	48.19%	2.70%	4.22%	NA
5c	Investments in Real Estate	3,456,737	88.24%	160,338	4.09%	300,233	7.66%	NA	NA	48.64%	2.26%	4.22%	NA
5d	Investments in Commodities	3,448,485	88.03%	168,590	4.30%	300,233	7.66%	NA	NA	48.53%	2.37%	4.22%	NA
5e	Diversification of Investments	3,483,330	88.92%	133,744	3.41%	300,234	7.66%	NA	NA	49.02%	1.88%	4.22%	NA
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	3,414,784	87.17%	202,635	5.17%	299,889	7.66%	NA	NA	48.05%	2.85%	4.22%	NA
6b	Purchasing Securities on Margin	3,397,232	86.72%	224,205	5.72%	295,871	7.55%	NA	NA	47.80%	3.15%	4.16%	NA
6c	Investing in Restricted or Illiquid Securities	3,394,100	86.64%	223,449	5.70%	299,759	7.65%	NA	NA	47.76%	3.14%	4.22%	NA
6d	Investing for the Purpose of Exercising Control	3,475,596	88.72%	145,840	3.72%	295,872	7.55%	NA	NA	48.91%	2.05%	4.16%	NA
6e	Investing in Other Investment Companies	3,442,495	87.88%	178,941	4.57%	295,872	7.55%	NA	NA	48.44%	2.52%	4.16%	NA
6f	Management Ownership of Securities of an Issuer	3,440,053	87.82%	181,384	4.63%	295,871	7.55%	NA	NA	48.41%	2.55%	4.16%	NA
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	3,453,467	88.16%	167,970	4.29%	295,871	7.55%	NA	NA	48.60%	2.36%	4.16%	NA
6h	Investing in Securities of Unseasoned Issuers	3,395,770	86.69%	221,780	5.66%	299,758	7.65%	NA	NA	47.78%	3.12%	4.22%	NA
6i	Investing in Warrants	3,422,649	87.37%	198,788	5.07%	295,871	7.55%	NA	NA	48.16%	2.80%	4.16%	NA
6j	Writing or Acquiring Options	3,418,765	87.27%	202,672	5.17%	295,871	7.55%	NA	NA	48.11%	2.85%	4.16%	NA
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	3,492,808	89.16%	117,805	3.01%	306,695	7.83%	NA	NA	49.15%	1.66%	4.32%	NA

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LWAS/DFA Two-Year Fixed Income Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	3,710,454	87.68%	—	0.00%	521,241	12.32%	50.24%	0.00%	7.06%
5b	Making Loans	3,657,332	86.43%	—	0.00%	574,363	13.57%	49.52%	0.00%	7.78%
5c	Investments in Real Estate	3,707,589	87.61%	—	0.00%	524,106	12.39%	50.20%	0.00%	7.10%
5d	Investments in Commodities	3,715,761	87.81%	—	0.00%	515,934	12.19%	50.32%	0.00%	6.99%
5e	Diversification of Investments	3,736,816	88.31%	—	0.00%	494,879	11.69%	50.60%	0.00%	6.70%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	3,647,642	86.20%	—	0.00%	584,053	13.80%	49.39%	0.00%	7.91%
6b	Purchasing Securities on Margin	3,631,680	85.82%	—	0.00%	600,015	14.18%	49.18%	0.00%	8.12%
6c	Investing in Restricted or Illiquid Securities	3,632,272	85.83%	—	0.00%	599,423	14.17%	49.18%	0.00%	8.12%
6d	Investing for the Purpose of Exercising Control	3,720,365	87.92%	—	0.00%	511,330	12.08%	50.38%	0.00%	6.92%
6e	Investing in Other Investment Companies	3,710,404	87.68%	—	0.00%	521,291	12.32%	50.24%	0.00%	7.06%
6f	Management Ownership of Securities of an Issuer	3,722,986	87.98%	—	0.00%	508,709	12.02%	50.41%	0.00%	6.89%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	3,730,656	88.16%	—	0.00%	501,039	11.84%	50.52%	0.00%	6.78%
6h	Investing in Securities of Unseasoned Issuers	3,680,639	86.98%	—	0.00%	551,056	13.02%	49.84%	0.00%	7.46%
6i	Investing in Warrants	3,705,232	87.56%	—	0.00%	526,463	12.44%	50.17%	0.00%	7.13%
6j	Writing or Acquiring Options	3,713,436	87.75%	—	0.00%	518,259	12.25%	50.28%	0.00%	7.02%
LWAS/DFA Two-Year Government Portfolio
		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	6,012,061	90.26%	505,785	7.59%	142,614	2.14%	48.57%	4.09%	1.15%
5b	Making Loans	6,026,920	90.49%	496,036	7.45%	137,504	2.06%	48.69%	4.01%	1.11%
5c	Investments in Real Estate	6,029,505	90.53%	493,451	7.41%	137,504	2.06%	48.71%	3.99%	1.11%
5d	Investments in Commodities	6,026,460	90.48%	491,387	7.38%	142,613	2.14%	48.68%	3.97%	1.15%
5e	Diversification of Investments	6,423,456	96.44%	88,960	1.34%	148,044	2.22%	51.89%	0.72%	1.20%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	5,962,505	89.52%	549,706	8.25%	148,249	2.23%	48.17%	4.44%	1.20%
6b	Purchasing Securities on Margin	5,968,825	89.62%	542,528	8.15%	149,107	2.24%	48.22%	4.38%	1.20%
6c	Investing in Restricted or Illiquid Securities	5,969,143	89.62%	547,320	8.22%	143,997	2.16%	48.22%	4.42%	1.16%
6d	Investing for the Purpose of Exercising Control	6,017,754	90.35%	489,347	7.35%	153,359	2.30%	48.61%	3.95%	1.24%
6e	Investing in Other Investment Companies	5,979,453	89.78%	537,010	8.06%	143,997	2.16%	48.30%	4.34%	1.16%
6f	Management Ownership of Securities of an Issuer	5,992,179	89.97%	524,284	7.87%	143,997	2.16%	48.41%	4.24%	1.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	5,991,652	89.96%	524,810	7.88%	143,998	2.16%	48.40%	4.24%	1.16%
6h	Investing in Securities of Unseasoned Issuers	5,967,144	89.59%	544,208	8.17%	149,108	2.24%	48.21%	4.40%	1.20%
6i	Investing in Warrants	5,976,059	89.72%	535,294	8.04%	149,107	2.24%	48.28%	4.32%	1.20%
6j	Writing or Acquiring Options	5,973,077	89.68%	538,276	8.08%	149,107	2.24%	48.25%	4.35%	1.20%

26

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHART

LWAS/DFA International High Book to Market Portfolio vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

27

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

28

International Equity Portfolio Performance Overview

LWAS/DFA International High Book to Market Portfolio

The LWAS/DFA International High Book to Market Portfolio seeks to capture the returns of international large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 34.92% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). The Master Fund’s greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

29

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

		Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09	Ending Account Value     10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,348.70	0.51%	$3.02
Hypothetical 5% Annual Return	$1,000.00	$1,022.63	0.51%	$2.60

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

30

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by country.

Affiliated Investment Company 100.0%

31

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The DFA International Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	85,519
Receivables:
Investment Securities Sold		59
Prepaid Expenses and Other Assets		10
Total Assets		85,588
LIABILITIES:
Payables:
Fund Shares Redeemed		59
Due to Advisor		1
Accrued Expenses and Other Liabilities		24
Total Liabilities		84
NET ASSETS	$	85,504
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		8,853,630
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	9.66
Investment in Affiliated Investment Company at Cost	$	65,883
NET ASSETS CONSIST OF:
Paid-In Capital	$	65,110
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		252
Accumulated Net Realized Gain (Loss)		503
Net Unrealized Foreign Exchange Gain (Loss)		3
Net Unrealized Appreciation (Depreciation)		19,636
NET ASSETS	$	85,504
(1) NUMBER OF SHARES AUTHORIZED		200,000,000

See accompanying Notes to Financial Statements.

32

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $214)	$	2,408
Interest		3
Income from Securities Lending		196
Expenses Allocated from Affiliated Investment Company		(180	)
Total Investment Income		2,427
Expenses
Administrative Services Fees		7
Accounting & Transfer Agent Fees		14
Shareholder Servicing Fees		141
Filing Fees		24
Shareholders’ Reports		15
Directors’/Trustees’ Fees & Expenses		1
Professional Fees		2
Other		2
Total Expenses		206
Net Investment Income (Loss)		2,221
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		504
Futures		(2	)
Foreign Currency Transactions		54
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		19,636
Translation of Foreign Currency Denominated Amounts		3
Net Realized and Unrealized Gain (Loss)		20,195
Net Increase (Decrease) in Net Assets Resulting from Operations	$	22,416

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

33

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	2,221		$	5,051		$	5,215
Net Realized Gain (Loss) on:
Investment Securities Sold		504			12,068	†		4,751	†
Futures		(2	)		—			—
Foreign Currency Transactions		54			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		19,636			(99,015	)†		19,463	†
Translation of Foreign Currency Denominated Amounts		3			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		22,416			(81,896	)		29,429
Distributions From:
Net Investment Income		(2,264	)		(5,330	)		(4,570	)
Net Short-Term Gains		—			(1,075	)		(1,512	)
Net Long-Term Gains		(26,436	)		(10,361	)		(3,475	)
Total Distributions		(28,700	)		(16,766	)		(9,557	)
Capital Share Transactions (1):
Shares Issued		17,247			13,918			12,669
Shares Issued in Lieu of Cash Distributions		25,369			14,298			8,135
Shares Redeemed		(35,147	)		(30,474	)		(35,421	)
Net Increase (Decrease) from Capital Share Transactions		7,469			(2,258	)		(14,617	)
Total Increase (Decrease) in Net Assets		1,185			(100,920	)		5,255
Net Assets
Beginning of Period		84,319			185,239			179,984
End of Period	$	85,504		$	84,319		$	185,239
(1) Shares Issued and Redeemed:
Shares Issued		2,238			875			540
Shares Issued in Lieu of Cash Distributions		3,560			690			359
Shares Redeemed		(4,341	)		(1,785	)		(1,504	)
Net Increase (Decrease) from Shares Issued and Redeemed		1,457			(220	)		(605	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	252		$	244		$	522

 †   See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

34

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	11.40		$	24.32		$	21.89		$	17.49		$	15.93		$	12.55
Income from Investment Operations
Net Investment Income (Loss)		0.25	(A)		0.66	(A)		0.65	(A)		0.61	(A)		0.48			0.27
Net Gains (Losses) on Securities (Realized and Unrealized)		2.14			(11.36	)		2.98			5.23			1.87			3.63
Total from Investment Operations		2.39			(10.70	)		3.63			5.84			2.35			3.90
Less Distributions
Net Investment Income		(0.27	)		(0.70	)		(0.58	)		(0.63	)		(0.43	)		(0.51	)
Net Realized Gains		(3.86	)		(1.52	)		(0.62	)		(0.81	)		(0.36	)		(0.01	)
Total Distributions		(4.13	)		(2.22	)		(1.20	)		(1.44	)		(0.79	)		(0.52	)
Net Asset Value, End of Period	$	9.66		$	11.40		$	24.32		$	21.89		$	17.49		$	15.93
Total Return		34.92	%		(47.99	)%(C)		17.05	%		35.40	%		15.32	%		31.89	%
Net Assets, End of Period (thousands)	$	85,504		$	84,319		$	185,239		$	179,984		$	138,782		$	130,397
Ratio of Expenses to Average Net Assets (D)		0.52	%		0.47	%(B)		0.46	%		0.47	%		0.50	%		0.52	%
Ratio of Net Investment Income to Average Net Assets		2.99	%		3.74	%(B)		2.76	%		3.14	%		2.88	%		1.88	%

 See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

35

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

NOTES TO FINANCIAL STATEMENTS

A. Organization:

DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifty-seven operational portfolios, of which the LWAS/DFA International High Book to Market Portfolio (“the Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 1% of the Series.

On November 1, 2008 The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—     Level 1 – quoted prices in active markets for identical securities

—     Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—     Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

36

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1	Level 2	Level 3	Total
LWAS/DFA International High Book to Market Portfolio	$85,519	—	—	$85,519

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses for the year ended October 31, 2009. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $2 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from The DFA International Value Series, which is treated as a partnership for federal income tax purposes. Distributions received on securities that represent a return of capital are recorded as a reduction of cost of investments or as a realized gain, respectively. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.01% of average daily net assets.

In addition, pursuant to a Client Service Agreement with LWI Financial Inc. (“LWIF”), the Portfolio pays a Shareholder Servicing fee to LWIF at the effective annual rate of 0.19% of its average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $197 (in thousands). The total related amount paid by the Portfolio is included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders.

37

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent they are charged, or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to the reclassification of foreign currency gains to net investment income for income tax purposes were reclassified to the following accounts. These reclassifications had no effect on net asset value per share (amounts in thousands):

	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
LWAS/DFA International High Book to Market Portfolio	$51	$(51)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gain	Total
2007	$6,376	$  3,987	$10,363
2008	6,405	10,361	16,766
2009	2,267	26,433	28,700

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Total Net Distributable Earnings (Accumulated Losses)
$760	—	$760

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had no capital loss carryforwards available to offset future realized capital gains.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$65,885	$21,969	$(2,335)	$19,634

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed each Portfolios’ tax positions and has concluded that no provision for income tax is required in any Portfolios’ financial statements. No Portfolio is aware of any tax positions for which it is reasonably possible that the total amounts of

38

unrecognized tax benefits will significantly change in the next twelve months. Each of the Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held approximately 95% of the outstanding shares of the Portfolio. One or more of the shareholders is an omnibus account, which typically hold shares for the benefit of several other underlying investors.

39

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

40

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of LWAS/DFA International High Book to Market Portfolio and

Board of Directors of DFA Investment Dimensions Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of LWAS/DFA International High Book to Market Portfolio (one of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

41

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and July 8, 2009, DFA Investment Dimensions Group Inc. (“DFAIDG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAIDG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAIDG

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DFAIDG*
1a	David G. Booth	5,100,343,281	93.94%	—	0.00%	328,971,623	6.06%			81.55%	0.00%	5.26%
1b	George M. Constantinides	5,105,280,301	94.03%	—	0.00%	324,034,602	5.97%			81.63%	0.00%	5.18%
1c	John P. Gould	5,100,584,112	93.95%	—	0.00%	328,730,791	6.05%			81.55%	0.00%	5.26%
1d	Roger G. Ibbotson	5,105,426,112	94.03%	—	0.00%	323,888,792	5.97%			81.63%	0.00%	5.18%
1e	Robert C. Merton	5,107,268,900	94.07%	—	0.00%	322,046,003	5.93%			81.66%	0.00%	5.15%
1f	Myron S. Scholes	5,104,997,961	94.03%	—	0.00%	324,316,942	5.97%			81.62%	0.00%	5.19%
1g	Eduardo A. Repetto	5,094,783,848	93.84%	—	0.00%	334,531,055	6.16%			81.46%	0.00%	5.35%
1h	Abbie J. Smith	5,100,861,923	93.95%	—	0.00%	328,452,981	6.05%			81.55%	0.00%	5.25%

	Shares Voted						Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DFAIDG*	3,385,698,613	93.83%	43,557,844	1.21%	179,189,489	4.97%	54.13%	0.70%	4.97%

* Results are for all Portfolios within DFAIDG

LWAS/DFA International High Book to Market Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	4,598,257	89.07%	227,896	4.41%	336,255	6.51%	48.50%	2.40%	3.55%
5b	Making Loans	4,586,811	88.85%	246,873	4.78%	328,724	6.37%	48.37%	2.60%	3.47%
5c	Investments in Real Estate	4,621,475	89.52%	207,644	4.02%	333,289	6.46%	48.74%	2.19%	3.52%
5d	Investments in Commodities	4,629,069	89.67%	200,050	3.88%	333,289	6.46%	48.82%	2.11%	3.52%
5e	Diversification of Investments	4,631,742	89.72%	201,943	3.91%	328,723	6.37%	48.85%	2.13%	3.47%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	4,561,822	88.37%	272,740	5.28%	327,846	6.35%	48.11%	2.88%	3.46%
6b	Purchasing Securities on Margin	4,538,483	87.91%	290,875	5.63%	333,050	6.45%	47.87%	3.07%	3.51%
6c	Investing in Restricted or Illiquid Securities	4,557,342	88.28%	276,581	5.36%	328,485	6.36%	48.06%	2.92%	3.46%
6d	Investing for the Purpose of Exercising Control	4,613,185	89.36%	228,908	4.43%	320,315	6.20%	48.65%	2.41%	3.38%
6e	Investing in Other Investment Companies	4,603,023	89.16%	233,021	4.51%	326,364	6.32%	48.55%	2.46%	3.44%
6f	Management Ownership of Securities of an Issuer	4,621,084	89.51%	219,525	4.25%	321,799	6.23%	48.74%	2.32%	3.39%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	4,637,348	89.83%	203,261	3.94%	321,799	6.23%	48.91%	2.14%	3.39%
6h	Investing in Securities of Unseasoned Issuers	4,529,091	87.73%	302,107	5.85%	331,210	6.42%	47.77%	3.19%	3.49%
6i	Investing in Warrants	4,585,616	88.83%	248,662	4.82%	328,130	6.36%	48.36%	2.62%	3.46%
6j	Writing or Acquiring Options	4,586,803	88.85%	247,476	4.79%	328,129	6.36%	48.37%	2.61%	3.46%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	4,662,591	90.32%	168,676	3.27%	331,141	6.41%	49.17%	1.78%	3.49%

42

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

The U.S. Large Cap Value Series vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

The DFA International Value Series vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

43

THE DFA INVESTMENT TRUST COMPANY

MANAGEMENT’S DISCUSSION AND ANALYSIS

The U.S. Large Cap Value Series

The U.S. Large Cap Value Series seeks to capture the returns of U.S. large company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.90% for the Series and 4.78% for the Russell 1000^® Value Index. The Series benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Series’ greater exposure to value stocks and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Series and Index also contributed to the outperformance. The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Series also benefited from composition differences among the Series’ basket of financial stocks, which added approximately 3.6% to relative performance.

The DFA International Value Series

The International Value Series seeks to capture the returns of international large company value stocks by purchasing shares in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Series held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Series’ assets.

As a result of the Series’ diversified investment approach, performance principally was determined by broad structural trends in global equity markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2008, value stocks outperformed growth stocks in international developed markets. Total returns were 35.41% for the Series and 27.83% for the MSCI World ex USA Index (net dividends). The Series’ greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 10.4% to the relative performance. The Series and Index held a number of securities in common, but in different weights, due to the different methods for defining size and value and the Series’ exclusion rules. These differences in allocation, and differences in the composition between the Series’ holdings and the Index, also contributed to the Series’ outperformance.

44

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLES

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
The U.S. Large Cap Value Series
Actual Fund Return	$1,000.00	$1,242.20	0.14%	$0.79
Hypothetical 5% Annual Return	$1,000.00	$1,024.50	0.14%	$0.71
The DFA International Value Series
Actual Fund Return	$1,000.00	$1,350.50	0.25%	$1.48
Hypothetical 5% Annual Return	$1,000.00	$1,023.95	0.25%	$1.28

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

45

THE DFA INVESTMENT TRUST COMPANY

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

The U.S. Large Cap Value Series

Consumer Discretionary	16.7%
Consumer Staples	6.4%
Energy	13.9%
Financials	31.3%
Health Care	5.5%
Industrials	14.7%
Information Technology	3.6%
Materials	3.8%
Telecommunication Services	3.6%
Utilities	0.5%
	100.0%

The DFA International Value Series

Consumer Discretionary	13.2%
Consumer Staples	4.9%
Energy	6.0%
Financials	42.8%
Health Care	0.4%
Industrials	10.3%
Information Technology	3.1%
Materials	11.2%
Other	—
Telecommunication Services	6.9%
Utilities	1.2%
	100.0%

46

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (93.1%)
Consumer Discretionary — (15.5%)
Carnival Corp.	2,624,598	$	76,428,294	1.0%
CBS Corp. Class B	3,870,469		45,555,420	0.6%
Comcast Corp. Class A	11,512,642		166,933,309	2.2%
Comcast Corp. Special Class A	3,396,043		47,612,523	0.6%
#Disney (Walt) Co.	4,577,802		125,294,441	1.7%
*Liberty Media Corp. Entertainment Class A	2,954,309		91,051,803	1.2%
*Liberty Media Corp. Interactive Class A	3,585,265		40,656,905	0.6%
News Corp. Class A	5,810,104		66,932,398	0.9%
Time Warner Cable, Inc.	1,980,956		78,128,905	1.0%
Time Warner, Inc.	6,114,193		184,159,493	2.5%
Other Securities			325,704,783	4.3%
Total Consumer Discretionary			1,248,458,274	16.6%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	1,723,060		51,898,567	0.7%
CVS Caremark Corp.	4,840,631		170,874,274	2.3%
Kraft Foods, Inc.	2,137,904		58,835,118	0.8%
Other Securities			193,282,891	2.5%
Total Consumer Staples			474,890,850	6.3%
Energy — (13.0%)
Anadarko Petroleum Corp.	2,760,568		168,201,408	2.2%
#Chesapeake Energy Corp.	2,647,458		64,862,721	0.9%
ConocoPhillips	5,213,766		261,626,778	3.5%
Marathon Oil Corp.	3,280,335		104,872,310	1.4%
*National-Oilwell, Inc.	1,160,300		47,560,697	0.6%
XTO Energy, Inc.	2,156,495		89,623,932	1.2%
Other Securities			306,390,542	4.1%
Total Energy			1,043,138,388	13.9%
Financials — (29.1%)
Allstate Corp.	2,596,315		76,773,035	1.0%
Bank of America Corp.	16,675,426		243,127,711	3.2%
Bank of New York Mellon Corp.	1,972,678		52,591,595	0.7%
#Capital One Financial Corp.	1,815,684		66,454,034	0.9%
Chubb Corp.	1,669,873		81,022,238	1.1%
Citigroup, Inc.	19,573,191		80,054,351	1.1%
CME Group, Inc.	203,881		61,696,429	0.8%
JPMorgan Chase & Co.	7,983,370		333,465,365	4.4%
#Loews Corp.	2,592,160		85,800,496	1.1%
MetLife, Inc.	4,663,914		158,712,993	2.1%
#Morgan Stanley	3,619,297		116,251,820	1.5%
PNC Financial Services Group, Inc.	1,190,568		58,266,398	0.8%
Prudential Financial, Inc.	1,918,000		86,751,140	1.2%
Travelers Cos., Inc. (The)	3,328,076		165,704,904	2.2%
Unum Group	1,898,589		37,876,851	0.5%
Other Securities			634,916,189	8.5%
Total Financials			2,339,465,549	31.1%
Health Care — (5.1%)
*Thermo Fisher Scientific, Inc.	1,056,245		47,531,025	0.7%
UnitedHealth Group, Inc.	2,406,388		62,445,769	0.8%
*WellPoint, Inc.	2,580,122		120,646,505	1.6%
Other Securities			181,920,544	2.4%
Total Health Care			412,543,843	5.5%

47

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†	Percentage of Net Assets**
Industrials — (13.7%)
Burlington Northern Santa Fe Corp.	1,930,415	$145,398,858	1.9%
#CSX Corp.	2,287,204	96,474,265	1.3%
#FedEx Corp.	599,693	43,591,684	0.6%
General Electric Co.	18,139,800	258,673,548	3.4%
Norfolk Southern Corp.	2,186,220	101,921,576	1.4%
#Northrop Grumman Corp.	1,926,678	96,584,368	1.3%
Union Pacific Corp.	2,835,808	156,366,453	2.1%
Other Securities		203,214,199	2.7%
Total Industrials		1,102,224,951	14.7%
Information Technology — (3.3%)
*Computer Sciences Corp.	946,932	48,018,922	0.7%
Other Securities		219,566,373	2.9%
Total Information Technology		267,585,295	3.6%
Materials — (3.6%)
#Alcoa, Inc.	4,317,440	53,622,605	0.7%
#Dow Chemical Co.	3,993,594	93,769,587	1.3%
#International Paper Co.	1,909,245	42,595,256	0.6%
#Weyerhaeuser Co.	1,105,551	40,175,723	0.5%
Other Securities		54,072,078	0.7%
Total Materials		284,235,249	3.8%
Telecommunication Services — (3.4%)
#AT&T, Inc.	8,438,300	216,611,161	2.9%
Other Securities		52,619,682	0.7%
Total Telecommunication Services		269,230,843	3.6%
Utilities — (0.5%)
Other Securities		39,398,283	0.5%
TOTAL COMMON STOCKS		7,481,171,525	99.6%
	Face   Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $39,850,000 FNMA 6.50%, 6/25/39, valued at $42,888,563) to be repurchased at $42,250,669	$42,250	42,250,000	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.4%)
§@DFA Short Term Investment Fund LP	512,733,772	512,733,772	6.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $3,853,074 FHLMC 5.793%(r), 01/01/37 & 5.945%(r), 07/01/37, valued at $2,684,003) to be repurchased at $2,605,845	$2,606	2,605,828	0.1%
TOTAL SECURITIES LENDING COLLATERAL		515,339,600	6.9%
TOTAL INVESTMENTS — (100.0%)   (Cost $6,877,390,667)		$8,038,761,125	107.1%

48

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,248,458,274		—	—	$	1,248,458,274
Consumer Staples		474,890,850		—	—		474,890,850
Energy		1,043,138,388		—	—		1,043,138,388
Financials		2,339,465,549		—	—		2,339,465,549
Health Care		412,543,843		—	—		412,543,843
Industrials		1,102,224,951		—	—		1,102,224,951
Information Technology		267,585,295		—	—		267,585,295
Materials		284,235,249		—	—		284,235,249
Telecommunication Services		269,230,843		—	—		269,230,843
Utilities		39,398,283		—	—		39,398,283
Temporary Cash Investments		—	$	42,250,000	—		42,250,000
Securities Lending Collateral		—		515,339,600	—		515,339,600
TOTAL	$	7,481,171,525	$	557,589,600	—	$	8,038,761,125

See accompanying Notes to Financial Statements.

49

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
Australia & New Zealand Banking Group, Ltd.	3,343,351	$	68,191,374	1.1%
National Australia Bank, Ltd.	2,465,437		65,140,887	1.0%
Wesfarmers, Ltd.	1,898,047		47,362,464	0.8%
Other Securities			141,329,082	2.3%
TOTAL AUSTRALIA			322,023,807	5.2%
AUSTRIA — (0.5%)
Other Securities			34,182,743	0.6%
BELGIUM — (0.5%)
Other Securities			38,019,953	0.6%
CANADA — (7.6%)
EnCana Corp.	671,498		37,234,767	0.6%
#Manulife Financial Corp.	2,074,478		38,918,630	0.6%
*Teck Resources, Ltd. Class B	1,418,230		41,168,712	0.7%
#Thomson Reuters Corp.	1,832,184		58,281,755	0.9%
#Toronto Dominion Bank	944,998		53,867,637	0.9%
Other Securities			318,836,929	5.2%
TOTAL CANADA			548,308,430	8.9%
DENMARK — (1.1%)
Other Securities			77,023,723	1.2%
FINLAND — (0.6%)
Other Securities			40,451,320	0.7%
FRANCE — (8.3%)
#AXA SA	2,818,397		70,093,978	1.1%
BNP Paribas SA	913,891		68,847,185	1.1%
#Compagnie de Saint-Gobain SA	846,142		41,232,265	0.7%
#Lafarge SA	467,217		37,923,901	0.6%
#Societe Generale Paris SA	913,312		60,662,002	1.0%
Vivendi SA	2,686,677		74,534,678	1.2%
Other Securities			244,803,391	4.0%
TOTAL FRANCE			598,097,400	9.7%
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808	0.8%
#Bayerische Motoren Werke AG	915,762		44,797,554	0.7%
#Daimler AG	1,684,003		81,364,327	1.3%
#Deutsche Bank AG	774,190		56,245,973	0.9%
#Deutsche Telekom AG	2,621,866		35,693,819	0.6%
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891	0.6%
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351	1.0%
Other Securities			167,080,419	2.7%
TOTAL GERMANY			535,465,142	8.6%
GREECE — (0.3%)
Other Securities			19,019,902	0.3%
HONG KONG — (2.7%)
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708	0.7%
Hutchison Whampoa, Ltd.	5,568,000		39,081,157	0.6%
Other Securities			117,731,620	1.9%
TOTAL HONG KONG			197,933,485	3.2%

50

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.0%)
Other Securities		$	57,893	0.0%
ITALY — (2.9%)
#*Intesa Sanpaolo SpA	11,201,860		47,142,793	0.8%
*UniCredito SpA	19,413,366		65,038,767	1.0%
Other Securities			98,411,874	1.6%
TOTAL ITALY			210,593,434	3.4%
JAPAN — (11.7%)
FUJIFILM Holdings Corp.	1,257,700		35,755,504	0.6%
*Nissan Motor Co., Ltd.	4,991,500		36,119,215	0.6%
Sony Corp. Sponsored ADR	1,725,386		50,709,095	0.8%
Other Securities			726,760,636	11.7%
TOTAL JAPAN			849,344,450	13.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (3.7%)
#ArcelorMittal NV	2,446,831		82,806,981	1.3%
*ING Groep NV	3,093,625		40,259,293	0.7%
Philips Electronics NV	3,072,622		77,186,781	1.2%
Other Securities			69,089,143	1.1%
TOTAL NETHERLANDS			269,342,198	4.3%
NEW ZEALAND — (0.1%)
Other Securities			8,185,686	0.1%
NORWAY — (1.0%)
Other Securities			75,691,447	1.2%
PORTUGAL — (0.2%)
Other Securities			13,072,321	0.2%
SINGAPORE — (1.6%)
DBS Group Holdings, Ltd.	4,164,750		38,138,997	0.6%
Other Securities			78,569,480	1.3%
TOTAL SINGAPORE			116,708,477	1.9%
SPAIN — (4.7%)
Banco Santander SA	5,654,108		90,987,342	1.5%
Banco Santander SA Sponsored ADR	5,549,048		89,117,711	1.4%
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506	0.6%
Other Securities			120,997,642	1.9%
TOTAL SPAIN			336,550,201	5.4%
SWEDEN — (2.9%)
#Nordea Bank AB	6,583,962		70,668,421	1.2%
Other Securities			138,442,067	2.2%
TOTAL SWEDEN			209,110,488	3.4%
SWITZERLAND — (6.3%)
Credit Suisse Group AG	1,755,349		93,836,004	1.5%
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094	0.7%
#*Holcim, Ltd.	650,248		41,384,888	0.7%
*UBS AG	3,481,616		58,055,052	1.0%
Zurich Financial Services AG	322,012		73,738,360	1.2%
Other Securities			144,088,911	2.3%
TOTAL SWITZERLAND			455,895,309	7.4%

51

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††	Percentage of Net Assets**
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.	1,329,421	$48,102,581	0.8%
Aviva P.L.C.	7,396,866	46,253,871	0.7%
#*Barclays P.L.C. Sponsored ADR	2,451,654	51,239,569	0.8%
#HSBC Holdings P.L.C. Sponsored ADR	3,278,400	181,590,576	2.9%
Kingfisher P.L.C.	9,743,172	35,612,473	0.6%
#Royal Dutch Shell P.L.C. ADR	2,252,783	131,021,859	2.1%
Vodafone Group P.L.C.	34,976,333	77,082,062	1.2%
#Vodafone Group P.L.C. Sponsored ADR	7,395,974	164,116,663	2.7%
*Xstrata P.L.C.	3,245,577	46,747,872	0.8%
Other Securities		419,126,814	6.8%
TOTAL UNITED KINGDOM		1,200,894,340	19.4%
TOTAL COMMON STOCKS		6,155,972,149	99.4%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
Other Securities		41,059	0.0%
ITALY — (0.0%)
Other Securities		76,976	0.0%
TOTAL RIGHTS/WARRANTS		118,035	0.0%
	Shares/ Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%,   11/02/09 (Collateralized by $13,010,000 FNMA 6.50%,   06/25/39, valued at $14,002,013) to be repurchased at   $13,790,218	$13,790	13,790,000	0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP	1,055,086,714	1,055,086,714	17.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%,   11/02/09 (Collateralized by various corporate obligations,   ranging in par value from $4,247,617 to $16,429,280, rates   ranging from 5.000% to 7.000%, maturities ranging from   03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased   at $1,189,085	$1,189	1,189,078	0.0%
TOTAL SECURITIES LENDING COLLATERAL		1,056,275,792	17.1%
TOTAL INVESTMENTS — (100.0%)    (Cost $5,830,288,347)		$7,226,155,976	116.7%

52

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	2,073,789	$	319,950,018	—	$	322,023,807
Austria		—		34,182,743	—		34,182,743
Belgium		3,586,620		34,433,333	—		38,019,953
Canada		548,308,430		—	—		548,308,430
Denmark		—		77,023,723	—		77,023,723
Finland		1,516,659		38,934,661	—		40,451,320
France		3,494,320		594,603,080	—		598,097,400
Germany		98,912,195		436,552,947	—		535,465,142
Greece		4,501,802		14,518,100	—		19,019,902
Hong Kong		—		197,933,485	—		197,933,485
Ireland		57,893		—	—		57,893
Italy		29,729,570		180,863,864	—		210,593,434
Japan		56,497,996		792,846,454	—		849,344,450
Malaysia		—		—	—		—
Netherlands		10,297,313		259,044,885	—		269,342,198
New Zealand		—		8,185,686	—		8,185,686
Norway		401,330		75,290,117	—		75,691,447
Portugal		—		13,072,321	—		13,072,321
Singapore		—		116,708,477	—		116,708,477
Spain		131,434,682		205,115,519	—		336,550,201
Sweden		7,351,053		201,759,435	—		209,110,488
Switzerland		46,226,255		409,669,054	—		455,895,309
United Kingdom		564,527,406		636,366,934	—		1,200,894,340
Rights/Warrants
Germany		—		41,059	—		41,059
Italy		76,976		—	—		76,976
Temporary Cash Investments		—		13,790,000	—		13,790,000
Securities Lending Collateral		—		1,056,275,792	—		1,056,275,792
TOTAL	$	1,508,994,289	$	5,717,161,687	—	$	7,226,155,976

See accompanying Notes to Financial Statements.

53

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

	The U.S. Large Cap Value Series	The DFA International Value Series
ASSETS:
Investments at Value (including $470,665 and $1,004,314 of securities on loan, respectively)	$7,481,171	$6,156,090
Temporary Cash Investments at Value & Cost	42,250	13,790
Collateral Received from Securities on Loan at Value & Cost	515,340	1,056,276
Foreign Currencies at Value	—	19,131
Cash	1	16
Receivables:
Investment Securities Sold	1,660	10,656
Dividends, Interest and Tax Reclaims	7,943	10,784
Securities Lending Income	700	444
Fund Shares Sold	365	724
Unrealized Gain on Foreign Currency Contracts	—	19
Total Assets	8,049,430	7,267,930
LIABILITIES:
Payables:
Upon Return of Securities Loaned	515,340	1,056,276
Investment Securities Purchased	22,419	14,723
Fund Shares Redeemed	2,242	3,518
Due to Advisor	659	1,084
Accrued Expenses and Other Liabilities	370	365
Total Liabilities	541,030	1,075,966
NET ASSETS	$7,508,400	$6,191,964
Investments at Cost	$6,319,801	$4,760,222
Foreign Currencies at Cost	$           —	$    19,163

See accompanying Notes to Financial Statements.

54

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	The U.S. Large Cap Value Series			The DFA International Value Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $20 and $14,384 respectively)	$	150,233		$	160,091
Interest		170			197
Income from Securities Lending		13,048			13,032
Total Investment Income		163,451			173,320
Expenses
Investment Advisory Services Fees		6,414			9,991
Accounting & Transfer Agent Fees		695			549
Custodian Fees		73			688
Shareholders’ Reports		66			49
Directors’/Trustees’ Fees & Expenses		120			78
Professional Fees		301			221
Other		702			574
Total Expenses		8,371			12,150
Net Investment Income (Loss)		155,080			161,170
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)		63,984
Futures		7,204			(1,125	)
Foreign Currency Transactions		—			3,828
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,161,370			1,395,836
Futures		(29	)		—
Translation of Foreign Currency Denominated Amounts		—			240
Net Realized and Unrealized Gain (Loss)		1,046,432			1,462,763
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,201,512		$	1,623,933

See accompanying Notes to Financial Statements.

55

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The U.S. Large Cap Value Series									The DFA International Value Series
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	155,080		$	166,016		$	146,991		$	161,170		$	304,387		$	274,613
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)		(422,637	)		(118,412	)		63,984			137,811			654,522
Futures		7,204			(1,861	)		—			(1,125	)		(1,153	)		—
Foreign Currency Transactions		—			—			—			3,828			(4,593	)		2,498
In-Kind Redemptions		—			52,271	*		—			—			103,024	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,161,370			(3,601,292	)		(150,559	)		1,395,836			(5,026,911	)		403,307
Futures		(29	)		29			—			—			19			—
Translation of Foreign Currency Denominated Amounts		—			—			—			240			(76	)		(180	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,201,512			(3,807,474	)		(121,980	)		1,623,933			(4,487,492	)		1,334,760
Transactions in Interest:
Contributions		734,173			1,370,762	†		1,783,358	†		449,410			927,878	†		1,731,698	†
Withdrawals		(1,166,648	)		(983,247	)*†		(368,362	)†		(581,716	)		(1,378,770	)*†		(884,989	)†
Net Increase (Decrease) from Transactions in Interest		(432,475	)		387,515			1,414,996			(132,306	)		(450,892	)		846,709
Total Increase (Decrease) in Net Assets		769,037			(3,419,959	)		1,293,016			1,491,627			(4,938,384	)		2,181,469
Net Assets
Beginning of Period		6,739,363			10,159,322			8,866,306			4,700,337			9,638,721			7,457,252
End of Period	$	7,508,400		$	6,739,363		$	10,159,322		$	6,191,964		$	4,700,337		$	9,638,721

* See Note K in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

56

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The U.S. Large Cap Value Series†																		The DFA International Value Series†
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%		21.68	%		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%		32.15	%
Net Assets, End of Period (thousands)	$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587		$	3,919,913		$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698		$	2,804,043
Ratio of Expenses to Average Net Assets		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%		0.15	%		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%		1.41	%		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%		2.35	%
Portfolio Turnover Rate		29	%		19	%(C)		9	%		13	%		9	%		7	%		18	%		16	%(C)		16	%		8	%		10	%		15	%

See page 1 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

57

THE DFA INVESTMENT TRUST COMPANY

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which two (the “Series”) are presented in this report.

Effective December 31, 2008, The U.S. Large Cap Value Series and on November 1, 2008, The DFA International Value Series, each a master fund in a RIC/RIC master-feeder structure, elected with the consent of their respective Holder(s) to change their U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. Each Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The DFA International Value Series (the “International Series”) will also fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of the International Series is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the International Series prices its shares at the close of the NYSE, the International Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value

58

prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the International Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the International Series has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Series utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). The fair value prices of portfolio securities generally will be used when it is determined that the use of such prices will have a material impact on the net asset value of the International Series. When the International Series uses fair value pricing, the values assigned to the International Series’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—     Level 1 – quoted prices in active markets for identical securities

—     Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—     Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of The DFA International Value Series whose values are initially expressed in foreign currencies, are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates, and exchange gains or losses are realized upon ultimate receipt or disbursement.

The DFA International Value Series does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on The DFA International Value Series books and the U.S. dollar equivalent amounts actually received or paid.

3.    Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses for the year ended October 31, 2009.

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Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

4.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The DFA International Value Series may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The DFA International Value Series accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales of foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.10% and 0.20% of average daily net assets for The U.S. Large Cap Value Series and The DFA International Value Series, respectively.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Funds; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

The U.S. Large Cap Value Series	$	183
The DFA International Value Series		143

E. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term investments and U.S. government securities (amounts in thousands):

	Purchases		Sales
The U.S. Large Cap Value Series	$	1,964,487	$	1,887,094
The DFA International Value Series		1,071,984		935,775

There were no purchases or sales of long-term U.S. government securities.

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F. Federal Income Taxes:

No provision for federal income taxes is required since the Series’ are treated as partnerships for Federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to their respective partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

	Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
The U.S. Large Cap Value Series	$6,877,391	$1,296,505	$(135,135)	$1,161,370
The DFA International Value Series	5,830,471	1,458,762	(63,077)	1,395,685

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed each Series’ tax positions and has concluded that no provision for income tax is required in any Series’ financial statements. No Series is aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of the Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

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The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-in Capital	Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

G. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2.    Foreign Market Risks:    Investments in foreign markets may involve certain consideration and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Series may be inhibited.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3.    Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related

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to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statements of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series’ location of realized and change in unrealized gains and losses on the Series’ Statements of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$  7,204
The DFA International Value Series*	(1,125)

	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$(29)

*As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the  Series had limited activity in these transactions.

H. Line of Credit:

The Series, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

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For the year ended October 31, 2009, borrowings under this line of credit by the Series were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
The U.S. Large Cap Value Series	1.90%	$11,126	5	$3	$31,000

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

The Series, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings under this line of credit by the Series were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
The DFA International Value Series	0.95%	$8,517	11	$2	$18,062

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

I. Securities Lending:

As of October 31, 2009, some of the Series had securities on loan to brokers/dealers, for which each Series held cash collateral. Each Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to each Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

J. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

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In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

K. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the Series recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, The U.S. Large Cap Value Series and The DFA International Value Series realized $52,271 and $103,024 (in thousands) of net gain.

L. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of the Series, as defined, and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of The U.S. Large Cap Value Series and The DFA International Value Series (constituting portfolios within The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of each of their operations for the year then ended, the changes in each of their net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodians, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

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RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by each Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The U.S. Large Cap Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	450,089,477	90.34%	13,835,372	2.78%	34,296,468	6.88%	90.12%	2.77%	6.87%
5b	Making Loans	446,508,610	89.62%	17,323,887	3.48%	34,388,819	6.90%	89.41%	3.47%	6.89%
5c	Investments in Real Estate	449,117,076	90.14%	14,867,126	2.98%	34,237,115	6.87%	89.93%	2.98%	6.86%
5d	Investments in Commodities	445,240,298	89.37%	18,945,498	3.80%	34,035,520	6.83%	89.15%	3.79%	6.82%
5e	Diversification of Investments	450,429,968	90.41%	13,968,473	2.80%	33,822,876	6.79%	90.19%	2.80%	6.77%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	442,477,364	88.81%	21,095,580	4.23%	34,648,372	6.95%	88.60%	4.22%	6.94%
6b	Purchasing Securities on Margin	442,025,675	88.72%	21,654,237	4.35%	34,541,405	6.93%	88.51%	4.34%	6.92%
6c	Investing in Restricted or Illiquid Securities	441,905,416	88.70%	21,661,567	4.35%	34,654,334	6.96%	88.48%	4.34%	6.94%
6d	Investing for the Purpose of Exercising Control	446,950,234	89.71%	16,844,128	3.38%	34,426,955	6.91%	89.49%	3.37%	6.89%
6e	Investing in Other Investment Companies	446,376,678	89.59%	17,480,520	3.51%	34,364,119	6.90%	89.38%	3.50%	6.88%
6f	Management Ownership of Securities of an Issuer	446,904,545	89.70%	16,712,196	3.35%	34,604,577	6.95%	89.49%	3.35%	6.93%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	445,817,286	89.48%	18,271,331	3.67%	34,132,700	6.85%	89.27%	3.66%	6.83%
6h	Investing in Securities of Unseasoned Issuers	445,230,922	89.36%	18,304,705	3.67%	34,685,690	6.96%	89.15%	3.67%	6.95%
6i	Investing in Warrants	446,950,388	89.71%	16,531,063	3.32%	34,739,866	6.97%	89.49%	3.31%	6.96%
6j	Writing or Acquiring Options	446,696,672	89.66%	16,985,456	3.41%	34,539,189	6.93%	89.44%	3.40%	6.92%

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The DFA International Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	349,117,663	88.20%	30,044,848	7.59%	16,661,166	4.21%	86.14%	7.41%	4.11%
5b	Making Loans	348,947,065	88.16%	29,971,477	7.57%	16,905,135	4.27%	86.10%	7.40%	4.17%
5c	Investments in Real Estate	351,165,048	88.72%	28,070,820	7.09%	16,587,809	4.19%	86.65%	6.93%	4.09%
5d	Investments in Commodities	347,839,401	87.88%	31,372,412	7.93%	16,611,864	4.20%	85.82%	7.74%	4.10%
5e	Diversification of Investments	351,038,355	88.69%	28,302,302	7.15%	16,483,020	4.16%	86.61%	6.98%	4.07%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	346,783,275	87.61%	32,195,687	8.13%	16,844,715	4.26%	85.56%	7.94%	4.16%
6b	Purchasing Securities on Margin	346,279,680	87.48%	32,728,442	8.27%	16,815,555	4.25%	85.44%	8.08%	4.15%
6c	Investing in Restricted or Illiquid Securities	346,650,940	87.58%	32,506,501	8.21%	16,666,236	4.21%	85.53%	8.02%	4.11%
6d	Investing for the Purpose of Exercising Control	349,242,494	88.23%	29,958,913	7.57%	16,621,270	4.20%	86.17%	7.39%	4.10%
6e	Investing in Other Investment Companies	349,373,590	88.26%	29,787,506	7.53%	16,662,582	4.21%	86.20%	7.35%	4.11%
6f	Management Ownership of Securities of an Issuer	349,991,995	88.42%	28,988,874	7.32%	16,842,809	4.26%	86.36%	7.15%	4.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	348,999,679	88.17%	30,314,009	7.66%	16,509,990	4.17%	86.11%	7.48%	4.07%
6h	Investing in Securities of Unseasoned Issuers	349,376,398	88.27%	29,792,320	7.53%	16,653,959	4.21%	86.20%	7.35%	4.11%
6i	Investing in Warrants	349,983,930	88.42%	29,092,914	7.35%	16,745,833	4.23%	86.35%	7.18%	4.13%
6j	Writing or Acquiring Options	349,310,900	88.25%	29,764,139	7.52%	16,747,638	4.23%	86.19%	7.34%	4.13%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	355,560,358	89.83%	17,051,279	4.31%	23,212,041	5.86%	87.73%	4.21%	5.73%
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	355,594,969	89.84%	16,996,602	4.29%	23,232,105	5.87%	87.74%	4.19%	5.73%

68

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and   Length of Service	Portfolios within the     DFA Fund Complex2     Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

69

Name, Position with the Fund, Address and Age	Term of Office1 and   Length of Service	Portfolios within the     DFA Fund Complex2     Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

70

Name, Position with the Fund, Address and Age	Term of Office1 and   Length of Service	Portfolios within the     DFA Fund Complex2     Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

71

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

72

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

73

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

74

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

75

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

76

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund and the Trust use in voting proxies relating to securities held in the portfolios is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

77

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, each Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	U.S. Government Interest(3)	Foreign Tax Credit(4)	Foreign Source Income(5)	Qualifying Interest Income(6)	Qualifying Short-Term Capital Gain(7)
LWAS/DFA U.S. High Book to Market Portfolio	100%	—	—	100%	100%	100%	—	—	—	100%	100%
LWAS/DFA Two-Year Fixed Income Portfolio	100%	—	—	100%	—	—	26%	—	—	100%	—
LWAS/DFA Two-Year Government Portfolio	100%	—	—	100%	—	—	100%	—	—	100%	—
DFA Investment Dimensions Group Inc.
LWAS/DFA International High Book to Market Portfolio	7%	—	93%	100%	100%	100%	—	7%	113%	100%	100%

(1)	Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).
(2)	The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.
(3)	“U.S. Government Interest” represents the amount of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected as a percentage of total ordinary income distributions (the total of short-term capital gain and net investment income distributions). Generally, interest from direct U.S. Government obligations is exempt from state income tax. However, for residents of California, Connecticut and New York, the statutory threshold requirements were not satisfied for LWAS/DFA Two-Year Fixed Income Portfolio to permit exemption of these amounts from state income for this fund.
(4)	“Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).
(5)	“Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e. the sum of short-term capital gain and net investment income) distributions made during the period.
(6)	The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).
(7)	The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

78

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

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DIMENSIONAL INVESTMENT GROUP INC.

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Performance Charts	2
Management’s Discussion and Analysis	4
Disclosure of Fund Expenses	6
Disclosure of Portfolio Holdings	8
Schedules of Investments
Global Equity Portfolio	9
Global 60/40 Portfolio	10
Global 25/75 Portfolio	11
Statements of Assets and Liabilities	12
Statements of Operations	13
Statements of Changes in Net Assets	14
Financial Highlights	15
Notes to Financial Statements	19
Report of Independent Registered Public Accounting Firm	29
Results of the Shareholder Meeting	30
Fund Management	32
Voting Proxies on Fund Portfolio Securities	40
Notice to Shareholders	41

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments
Investment Footnotes
†	See Note B to Financial Statements.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized.
(C)	Non-Annualized.
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master
	Fund Series.
(E)	Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily
	indicative of future ratios.
All Statements and Schedules
—	Amounts designated as — are either zero or rounded to zero.
SEC	Securities and Exchange Commission.
N/A	Does not apply to this fund.
(a)	Commencement of Operations.

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

Global Equity Portfolio Institutional Class vs.

MSCI World Index (net dividends)

December 24, 2003-October 31, 2009

Global 60/40 Portfolio Institutional Class vs.

Global 60/40 Composite Index (MSCI/Citigroup), MSCI World Index (net dividends),

Citigroup World Government Bond Index 1-3 Years (hedged)

December 24, 2003-October 31, 2009

Global 25/75 Portfolio Institutional Class vs.

Global 25/75 Composite Index (MSCI/Citigroup), MSCI World Index (net dividends),

Citigroup World Government Bond Index 1-3 Years (hedged)

December 24, 2003-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

Global Equity Portfolio Class R2 vs.

MSCI World Index (net dividends)

December 24, 2003-October 31, 2009

Global 60/40 Portfolio Class R2 vs.

Global 60/40 Composite Index (MSCI/Citigroup), MSCI World Index (net dividends),

Citigroup World Government Bond Index 1-3 Years (hedged)

December 24, 2003-October 31, 2009

Global 25/75 Portfolio Class R2 vs.

Global 25/75 Composite Index (MSCI/Citigroup), MSCI World Index (net dividends),

Citigroup World Government Bond Index 1-3 Years (hedged)

December 24, 2003-October 31, 2009

3

MANAGEMENT’S DISCUSSION AND ANALYSIS

Global Equity Portfolio

The Global Equity Portfolio seeks long-term capital appreciation by investing in a combination of mutual funds managed by Dimensional Fund Advisors LP. As of the date of this report, the domestic funds invested in by the Portfolio include the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; and international funds invested in by the Portfolio include the International Core Equity Portfolio, and the Emerging Markets Core Equity Portfolio (collectively, the “Equity Underlying Funds”). As of October 31, 2009, the Portfolio held 11,416 equity securities, indirectly through its underlying funds, in 41 countries.

The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure in each Equity Underlying Fund to stocks with desired asset class characteristics. As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited group of stocks in a particular industry or country.

For the 12 months ended October 31, 2009, total returns were 20.30% for the Global Equity Portfolio - Institutional Class, 20.06% for Global Equity Portfolio - Class R2, and 18.42% for the MSCI World Index (net dividends). Relative to the Index, the out-performance of the Portfolio was primarily due to a greater allocation to emerging markets stocks, which outperformed the Index and the Portfolio’s greater allocation to small cap and value stocks during a period of positive small and value premiums globally. During the 12 months ended October 31, 2009, the Portfolio was, on average, exposed through the Underlying Funds to the following asset classes at these approximate levels: 63% U.S. equities, 31% international developed market equities and 6% emerging markets equities.

Global 60/40 Portfolio

The Global 60/40 Portfolio seeks capital appreciation and current income by investing in a combination of mutual funds managed by Dimensional Fund Advisors LP. As of the date of this report, domestic equity funds invested in by the Portfolio include the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; international equity funds invested in by the Portfolio include the International Core Equity Portfolio, and the Emerging Markets Core Equity Portfolio; and fixed income funds invested in by the Portfolio include the DFA Five-Year Global Fixed Income Portfolio, the DFA Inflation Protected Securities Portfolio, the DFA Selectively Hedged Global Fixed Income Portfolio, and the DFA Short-Term Extended Quality Portfolio (collectively, the “Equity and Fixed Income Underlying Funds”). As of October 31, 2009, the Portfolio held 11,416 equity securities, indirectly through its underlying funds, in 41 countries and 443 fixed income securities in 16 countries, excluding supranationals.

The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure in each Underlying Fund to equity or fixed income securities with desired asset class characteristics. As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in global equity and fixed income markets rather than the behavior of a limited group of securities in a particular industry, country, or asset class.

For the 12 months ended October 31, 2009, total returns were 18.95% for the Global 60/40 Portfolio - Institutional Class, 18.46% for the Global 60/40 Portfolio - Class R2, and 12.98% for a hypothetical composite index composed of 60% MSCI World Index (net dividends) and 40% Citigroup World Government Bond Index 1-3 Years (hedged). Relative to this hypothetical 60/40 Index, outperformance of the equity component was primarily due to a greater allocation to emerging markets stocks, which outperformed the Index and the Portfolio’s greater allocation to small cap and value stocks during a period of positive small and value premiums globally. Outperformance of the fixed income component was due to longer duration of the fixed income component of the Portfolio relative to the index during a period of falling nominal and real interest rates, the Portfolio’s allocation to unhedged fixed

4

income securities during a period when the U.S. Dollar significantly weakened, and the Portfolio’s exposure to government agency and corporate securities during a period when credit spreads narrowed. The fixed income index is composed of short-term U.S. Dollar hedged sovereign government securities. During the 12 months ended October 31, 2009, the Portfolio was exposed through the Underlying Funds to the following asset classes at these approximate levels: 37% U.S. equities, 19% international developed market equities, 4% emerging markets equities, and 40% global bonds.

Global 25/75 Portfolio

The Global 25/75 Portfolio seeks total return consistent with current income and preservation of capital with some capital appreciation by investing in a combination of mutual funds managed by Dimensional Fund Advisors LP. As of the date of this report, the domestic equity funds invested in by the Portfolio include the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; international equity funds invested in by the Portfolio include the International Core Equity Portfolio and the Emerging Markets Core Equity Portfolio; and fixed income funds invested in by the Portfolio include the DFA Two-Year Global Fixed Income Port-folio, the DFA Inflation Protected Securities Portfolio, and the DFA Short Term Extended Quality Portfolio (collectively, the “Equity and Fixed Income Underlying Funds”). As of October 31, 2009, the Portfolio held 11,416 equity securities, indirectly through its underlying funds, in 41 countries and 362 fixed income securities in 15 countries, excluding supranationals.

The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure in each Underlying Fund to equity or fixed income securities with desired asset class characteristics. As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in global equity and fixed income markets rather than the behavior of a limited group of securities in a particular industry, country, or asset class.

For the 12 months ended October 31, 2009, total returns were 12.67% for the Global 25/75 Portfolio - Institutional Class, 12.19% for the Global 25/75 Portfolio - Class R2 and 7.58% for a hypothetical index composed of 25% MSCI World Index (net dividends) and 75% Citigroup World Government Bond Index 1-3 Years (hedged). Relative to this hypothetical 25/75 Index outperformance of the equity component was primarily due to a greater allocation to emerging markets stocks, which outperformed the Index and the Portfolio’s greater allocation to small cap and value stocks during a period of positive small and value premiums globally. Outperformance of the fixed income component was due to longer duration of the fixed income component of the Portfolio relative to the index during a period of falling nominal and real interest rates and the Portfolio’s exposure to government agency and corporate securities during a period when credit spreads narrowed. The fixed income index is composed of short-term U.S. Dollar hedged sovereign government securities. During the 12 months ended October 31, 2009, the Portfolio was exposed through the Underlying Funds to the following asset classes at these approximate levels: 75% global bonds, 16% U.S. equities, 8% international developed market equities, and 1% emerging markets equities.

5

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000

= 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

			Six Months Ended October 31, 2009
EXPENSE TABLES
	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Global Equity Portfolio**
Actual Fund Return
Class R2 Shares	$	1,000.00	$	1,248.70	0.62	%	$	3.51
Institutional Class Shares	$	1,000.00	$	1,250.20	0.35	%	$	1.99
Hypothetical 5% Annual Return
Class R2 Shares	$	1,000.00	$	1,022.08	0.62	%	$	3.16
Institutional Class Shares	$	1,000.00	$	1,023.44	0.35	%	$	1.79

6

DISCLOSURE OF FUND EXPENSES
CONTINUED
	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Global 60/40 Portfolio**
Actual Fund Return
Class R2 Shares	$	1,000.00	$	1,178.20	0.61	%	$	3.35
Institutional Class Shares	$	1,000.00	$	1,181.60	0.34	%	$	1.87
Hypothetical 5% Annual Return Class R2 Shares	$	1,000.00	$	1,022.13	0.61	%	$	3.11
Institutional Class Shares	$	1,000.00	$	1,023.49	0.34	%	$	1.73
Global 25/75 Portfolio**
Actual Fund Return
Class R2 Shares	$	1,000.00	$	1,092.70	0.62	%	$	3.27
Institutional Class Shares	$	1,000.00	$	1,096.00	0.32	%	$	1.69
Hypothetical 5% Annual Return
Class R2 Shares	$	1,000.00	$	1,022.08	0.62	%	$	3.16
Institutional Class Shares	$	1,000.00	$	1,023.59	0.32	%	$	1.63

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

** The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the indirect payment of the Fund of Funds’ portion of the expenses of its Master Funds.

7

DIMENSIONAL INVESTMENT GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

	Affiliated Investment Companies
Global Equity Portfolio	100.0%
Global 60/40 Portfolio	100.0%
Global 25/75 Portfolio	100.0%

8

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL EQUITY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	72,172,916	$	605,530,765
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	40,056,141		392,149,620
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc.	22,625,459		193,221,420
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc.	4,845,383		79,900,366
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	890,757		13,619,675
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $1,349,208,631)			1,284,421,846
TEMPORARY CASH INVESTMENTS — (0.0%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $458)	458		458
TOTAL INVESTMENTS - (100.0%) (Cost $1,349,209,089)		$	1,284,422,304

Summary of inputs used to value the Global Fund’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	1,284,421,846	—	—	$	1,284,421,846
Temporary Cash Investments		458	—	—		458
TOTAL	$	1,284,422,304	—	—	$	1,284,422,304

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL 60/40 PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.9%)
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	23,411,382	$	196,421,495
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	13,742,591		134,539,966
Investment in DFA Selectively Hedged Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc.	11,329,956		113,299,560
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc.	7,286,055		76,940,741
Investment in DFA Five-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc.	6,818,116		76,840,167
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc.	7,428,212		63,436,930
Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc.	3,532,704		38,683,109
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc.	1,838,030		30,309,115
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	291,248		4,453,182
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $775,435,688)			734,924,265
TEMPORARY CASH INVESTMENTS — (0.1%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $572,864)	572,864		572,864
TOTAL INVESTMENTS - (100.0%) (Cost $776,008,552)		$	735,497,129

Summary of inputs used to value the Global Fund’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	734,924,265	—	—	$	734,924,265
Temporary Cash Investments		572,864	—	—		572,864
TOTAL	$	735,497,129	—	—	$	735,497,129

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL 25/75 PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.7%)
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc.	4,623,893	$	48,828,310
Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc.	4,736,492		48,643,773
Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc.	2,231,304		24,432,779
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	2,241,332		18,804,775
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	1,272,344		12,456,248
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc.	704,303		6,014,748
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc.	129,918		2,142,348
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	29,179		446,147
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $155,977,722)			161,769,128
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $518,392)	518,392		518,392
TOTAL INVESTMENTS - (100.0%) (Cost $156,496,114)		$	162,287,520

Summary of inputs used to value the Global Fund’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	161,769,128	—	—	$	161,769,128
Temporary Cash Investments		518,392	—	—		518,392
TOTAL	$	162,287,520	—	—	$	162,287,520

See accompanying Notes to Financial Statements.

11

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

	Global Equity Portfolio			Global 60/40 Portfolio			Global 25/75 Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	1,284,422		$	734,924		$	161,769
Temporary Cash Investments at Value & Cost		—			573			518
Receivables:
Affiliated Investment Companies		590			—			—
Fund Shares Sold		2,443			912			393
Prepaid Expenses and Other Assets		63			31			25
Total Assets		1,287,518			736,440			162,705
LIABILITIES:
Payables:
Affiliated Investment Companies		—			256			368
Fund Shares Redeemed		688			539			12
Due to Advisor		14			19			8
Loan Payable		90			—			—
Accrued Expenses and Other Liabilities		82			39			11
Total Liabilities		874			853			399
NET ASSETS	$	1,286,644		$	735,587		$	162,306
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R2 Shares - based on net assets of $6,782; $5,187; and $1,701, and shares outstanding of 627,061; 465,910; and 155,314, respectively	$	10.82		$	11.13		$	10.95
NUMBER OF SHARES AUTHORIZED		500,000,000			300,000,000			300,000,000
Institutional Class Shares - based on net assets of $1,279,862; $730,400; and $160,605, and shares outstanding of 119,181,056; 65,944,442; and 14,740,696, respectively	$	10.74		$	11.08		$	10.90
NUMBER OF SHARES AUTHORIZED		700,000,000			500,000,000			300,000,000
Investments in Affiliated Investment Companies at Cost	$	1,349,209		$	775,435		$	155,978
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,517,214		$	806,108		$	162,051
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,672			248			670
Accumulated Net Realized Gain (Loss)		(168,455	)		(30,258	)		(6,206	)
Net Unrealized Appreciation (Depreciation)		(64,787	)		(40,511	)		5,791
NET ASSETS	$	1,286,644		$	735,587		$	162,306

See accompanying Notes to Financial Statements.

12

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Global Equity Portfolio			Global 60/40 Portfolio			Global 25/75 Portfolio
Investment Income
Net Investment Income Received from Affiliated Investment Companies:
Income Distributions	$	22,873		$	10,542		$	1,774
*Dividends (Net of Foreign Taxes Withheld of $0, $1 and $0, respectively)		3			18			—
*Interest		—			588			938
*Income from Securities Lending		1			4			—
*Expenses Allocated from Affiliated Investment Companies		—			(16	)		(35	)
Total Investment Income Received from Affiliated Investment Companies		22,877			11,136			2,677
Fund Investment Income
Interest		19			8			2
Fund Expenses
Administrative Services Fees		3,107			1,493			279
Accounting & Transfer Agent Fees		34			25			17
Shareholder Servicing Fees - Class R2 Shares		15			13			4
Filing Fees		87			58			33
Shareholders’ Reports		72			39			8
Directors’/Trustees’ Fees & Expenses		23			13			3
Professional Fees		25			18			8
Other		19			10			6
Total Expenses		3,382			1,669			358
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(3,014	)		(1,360	)		(201	)
Net Expenses		368			309			157
Net Investment Income (Loss)		22,528			10,835			2,522
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
**Investment Securities Sold/Affiliated Investment Companies Shares Sold		(165,306	)		(29,775	)		(4,918	)
*Futures		11			—			—
*Foreign Currency Transactions		—			(152	)		381
Change in Unrealized Appreciation (Depreciation) of:
**Investment Securities/Affiliated Investment Companies Shares		347,601			121,075			18,419
*Futures		78			(1	)		—
*Translation of Foreign Currency Denominated Amounts		(1	)		—			—
*Change in Deferred Thailand Capital Gains Tax		64			20			1
Net Realized and Unrealized Gain (Loss)		182,447			91,167			13,883
Net Increase (Decrease) in Net Assets Resulting from Operations	$	204,975		$	102,002		$	16,405

 * Allocated from each Portfolio’s respective Master Funds (Affiliated Investment Companies).

** A portion has been allocated from each Portfolio’s respective Master Funds (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

13

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Global Equity Portfolio									Global 60/40 Portfolio									Global 25/75 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	22,528		$	25,253		$	19,098		$	10,835		$	16,963		$	12,359		$	2,522		$	4,374		$	2,594
Capital Gain Distributions Received from Affiliated Investment Companies		—			10,065			10,480			—			3,366			3,323			—			153			100
Net Realized Gain (Loss) on:
**Investment Securities Sold/Affiliated Investment Companies Shares Sold		(165,306	)		(11,504	)		16,678			(29,775	)		221			4,806			(4,918	)		(526	)		818
*Futures		11			(229	)		50			—			(67	)		18			—			—			1
*Foreign Currency Transactions		—			(11	)		3			(152	)		(3	)		1			381			—			—
Change in Unrealized Appreciation (Depreciation) of:
**Investment Securities/Affiliated Investment Companies Shares		347,601			(582,439	)		24,134			121,075			(233,989	)		16,892			18,419			(19,682	)		3,242
*Futures		78			77			(6	)		(1	)		22			(2	)		—			1			—
*Translation of Foreign Currency Denominated Amounts		(1	)		—			—			—			—			—			—			—			—
*Change in Deferred Thailand Capital Gains Tax		64			4			(2	)		20			3			(1	)		1			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		204,975			(558,784	)		70,435			102,002			(213,484	)		37,396			16,405			(15,680	)		6,755
Distributions From:
Net Investment Income:
Class R2 Shares		(102	)		(150	)		(408	)		(59	)		(81	)		(143	)		(18	)		(27	)		(43	)
Institutional Class Shares		(23,361	)		(23,670	)		(16,955	)		(11,206	)		(14,711	)		(12,496	)		(2,554	)		(4,129	)		(2,617	)
Total Distributions From Net Investment Income		(23,463	)		(23,820	)		(17,363	)		(11,265	)		(14,792	)		(12,639	)		(2,572	)		(4,156	)		(2,660	)
Net Realized Gains:
Class R2 Shares		—			(566	)		(371	)		(19	)		(76	)		(54	)		(21	)		(11	)		(21	)
Institutional Class Shares		—			(24,909	)		(9,793	)		(2,205	)		(7,495	)		(3,711	)		(2,016	)		(962	)		(800	)
Total Distributions From Net Realized Gains		—			(25,475	)		(10,164	)		(2,224	)		(7,571	)		(3,765	)		(2,037	)		(973	)		(821	)
Total Distributions to Shareholders		(23,463	)		(49,295	)		(27,527	)		(13,489	)		(22,363	)		(16,404	)		(4,609	)		(5,129	)		(3,481	)
Capital Share Transactions:
Shares Issued		660,235			654,523			539,395			284,014			266,717			355,251			67,539			63,549			55,915
Shares Issued in Lieu of Cash Distributions		23,042			48,601			27,119			12,829			21,391			15,327			4,562			5,084			3,448
Shares Redeemed		(563,865	)		(355,668	)		(243,370	)		(242,374	)		(228,380	)		(168,594	)		(49,102	)		(57,916	)		(24,929	)
Net Increase (Decrease) from Capital Share Transactions		119,412			347,456			323,144			54,469			59,728			201,984			22,999			10,717			34,434
Total Increase (Decrease) in Net Assets		300,924			(260,623	)		366,052			142,982			(176,119	)		222,976			34,795			(10,092	)		37,708
Net Assets
Beginning of Period		985,720			1,246,343			880,291			592,605			768,724			545,748			127,511			137,603			99,895
End of Period	$	1,286,644		$	985,720		$	1,246,343		$	735,587		$	592,605		$	768,724		$	162,306		$	127,511		$	137,603
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,672		$	3,563		$	3,345		$	248		$	1,351		$	934		$	670		$	354		$	195

 * Allocated from each Portfolio’s respective Master Funds (Affiliated Investment Companies).

** A portion has been allocated from each Portfolio’s respective Master Funds (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

14

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Class R2 Shares

	Global Equity Portfolio																		Global 60/40 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.17		$	15.49		$	14.76		$	12.90		$	11.54		$	10.00		$	9.55		$	13.16		$	12.65		$	11.58		$	10.83		$	10.00
Income from Investment Operations
Net Investment Income		0.17	(A)		0.24	(A)		0.22	(A)		0.19	(A)		0.19	(A)		0.07			0.14	(A)		0.30	(A)		0.22	(A)		0.11	(A)		0.19	(A)		0.08
Net Gains (Losses) on Securities (Realized and Unrealized)		1.64			(6.06	)		0.86			2.29			1.33			1.54			1.60			(3.60	)		0.60			1.40			0.73			0.84
Total from Investment Operations		1.81			(5.82	)		1.08			2.48			1.52			1.61			1.74			(3.30	)		0.82			1.51			0.92			0.92
Less Distributions
Net Investment Income		(0.16	)		(0.18	)		(0.18	)		(0.18	)		(0.14	)		(0.07	)		(0.12	)		(0.18	)		(0.22	)		(0.18	)		(0.16	)		(0.09	)
Net Realized Gains		—			(0.32	)		(0.17	)		(0.44	)		(0.02	)		—			(0.04	)		(0.13	)		(0.09	)		(0.26	)		(0.01	)		—
Total Distributions		(0.16	)		(0.50	)		(0.35	)		(0.62	)		(0.16	)		(0.07	)		(0.16	)		(0.31	)		(0.31	)		(0.44	)		(0.17	)		(0.09	)
Net Asset Value, End of Period	$	10.82		$	9.17		$	15.49		$	14.76		$	12.90		$	11.54		$	11.13		$	9.55		$	13.16		$	12.65		$	11.58		$	10.83
Total Return		20.06	%		(38.72	)%(C)		7.42	%		20.04	%		13.25	%		16.18	%(C)		18.46	%		(25.63	)%(C)		6.50	%		13.49	%		8.57	%		9.29	%(C)
Net Assets, End of Period (thousands)	$	6,782		$	6,819		$	27,904		$	32,717		$	16,092		$	14,684		$	5,187		$	5,081		$	7,631		$	7,379		$	1,857		$	1,912
Ratio of Expenses to Average Net Assets (D)		0.62	%		0.60	%(B)		0.58	%		0.62	%		0.71	%		0.90	%(B)(E)		0.60	%		0.59	%(B)		0.57	%		0.65	%		0.70	%		0.95	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.91	%		0.87	%(B)		0.84	%		0.85	%		0.80	%		0.94	%(B)(E)		0.83	%		0.80	%(B)		0.76	%		0.77	%		0.80	%		1.28	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.83	%		1.99	%(B)		1.38	%		1.38	%		1.32	%		0.82	%(B)(E)		1.42	%		2.78	%(B)		1.67	%		0.89	%		1.73	%		0.94	%(B)(E)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

15

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Class R2 Shares

	Global 25/75 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.04		$	11.42		$	11.11		$	10.62		$	10.33		$	10.00
Income from Investment Operations
Net Investment Income		0.15	(A)		0.30	(A)		0.19	(A)		0.03	(A)		0.20	(A)		0.07
Net Gains (Losses) on Securities (Realized and Unrealized)		1.06			(1.39	)		0.41			0.77			0.25			0.37
Total from Investment Operations		1.21			(1.09	)		0.60			0.80			0.45			0.44
Less Distributions
Net Investment Income		(0.14	)		(0.21	)		(0.20	)		(0.20	)		(0.16	)		(0.11	)
Net Realized Gains		(0.16	)		(0.08	)		(0.09	)		(0.11	)		—			—
Total Distributions		(0.30	)		(0.29	)		(0.29	)		(0.31	)		(0.16	)		(0.11	)
Net Asset Value, End of Period	$	10.95		$	10.04		$	11.42		$	11.11		$	10.62		$	10.33
Total Return		12.19	%		(9.72	)%(C)		5.47	%		7.75	%		4.47	%		4.44	%(C)
Net Assets, End of Period (thousands)	$	1,701		$	1,342		$	1,564		$	2,701		$	46		$	65
Ratio of Expenses to Average Net Assets (D)		0.62	%		0.62	%(B)		0.62	%		0.62	%		0.79	%		0.95	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.77	%		0.78	%(B)		0.71	%		0.74	%		0.95	%		6.00	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.49	%		3.00	%(B)		1.66	%		0.28	%		2.00	%		1.03	%(B)(E)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

16

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Institutional Class Shares

	Global Equity Portfolio																		Global 60/40 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004
Net Asset Value, Beginning of Period	$	9.14		$	15.48		$	14.78		$	12.92		$	11.56		$	10.00		$	9.53		$	13.17		$	12.67		$	11.60		$	10.83		$	10.00
Income from Investment Operations
Net Investment Income		0.20	(A)		0.27	(A)		0.27	(A)		0.23	(A)		0.25	(A)		0.09			0.18	(A)		0.27	(A)		0.25	(A)		0.19	(A)		0.22	(A)		0.11
Net Gains (Losses) on Securities (Realized and Unrealized)		1.61			(6.02	)		0.85			2.28			1.29			1.55			1.59			(3.54	)		0.60			1.35			0.72			0.83
Total from Investment Operations		1.81			(5.75	)		1.12			2.51			1.54			1.64			1.77			(3.27	)		0.85			1.54			0.94			0.94
Less Distributions
Net Investment Income		(0.21	)		(0.27	)		(0.25	)		(0.21	)		(0.16	)		(0.08	)		(0.18	)		(0.24	)		(0.26	)		(0.21	)		(0.16	)		(0.11	)
Net Realized Gains		—			(0.32	)		(0.17	)		(0.44	)		(0.02	)		—			(0.04	)		(0.13	)		(0.09	)		(0.26	)		(0.01	)		—
Total Distributions		(0.21	)		(0.59	)		(0.42	)		(0.65	)		(0.18	)		(0.08	)		(0.22	)		(0.37	)		(0.35	)		(0.47	)		(0.17	)		(0.11	)
Net Asset Value, End of Period	$	10.74		$	9.14		$	15.48		$	14.78		$	12.92		$	11.56		$	11.08		$	9.53		$	13.17		$	12.67		$	11.60		$	10.83
Total Return		20.30	%		(38.50	)%(C)		7.67	%		20.33	%		13.47	%		16.46	%(C)		18.95	%		(25.47	)%(C)		6.79	%		13.78	%		8.80	%		9.41	%(C)
Net Assets, End of Period (thousands)	$	1,279,862		$	978,901		$	1,218,439		$	847,574		$	485,301		$	179,079		$	730,400		$	587,524		$	761,093		$	538,369		$	277,269		$	102,341
Ratio of Expenses to Average Net Assets (D)		0.35	%		0.34	%(B)		0.33	%		0.37	%		0.46	%		0.67	%(B)(E)		0.33	%		0.32	%(B)		0.31	%		0.35	%		0.45	%		0.65	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.64	%		0.61	%(B)		0.59	%		0.60	%		0.56	%		0.71	%(B)(E)		0.56	%		0.53	%(B)		0.51	%		0.52	%		0.55	%		0.83	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		2.17	%		2.26	%(B)		1.70	%		1.72	%		1.50	%		1.08	%(B)(E)		1.82	%		2.44	%(B)		1.90	%		1.56	%		1.99	%		1.18	%(B)(E)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

17

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

Institutional Class Shares

	Global 25/75 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Period Dec. 24, 2003(a) to Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.01		$	11.46		$	11.15		$	10.65		$	10.34		$	10.00
Income from Investment Operations
Net Investment Income		0.18	(A)		0.31	(A)		0.24	(A)		0.22	(A)		0.24	(A)		0.11
Net Gains (Losses) on Securities (Realized and Unrealized)		1.06			(1.37	)		0.40			0.60			0.24			0.36
Total from Investment Operations		1.24			(1.06	)		0.64			0.82			0.48			0.47
Less Distributions
Net Investment Income		(0.19	)		(0.31	)		(0.24	)		(0.21	)		(0.17	)		(0.13	)
Net Realized Gains		(0.16	)		(0.08	)		(0.09	)		(0.11	)		—			—
Total Distributions		(0.35	)		(0.39	)		(0.33	)		(0.32	)		(0.17	)		(0.13	)
Net Asset Value, End of Period	$	10.90		$	10.01		$	11.46		$	11.15		$	10.65		$	10.34
Total Return		12.67	%		(9.55	)%(C)		5.85	%		7.97	%		4.71	%		4.73	%(C)
Net Assets, End of Period (thousands)	$	160,605		$	126,169		$	136,039		$	97,194		$	52,699		$	31,208
Ratio of Expenses to Average Net Assets(D)		0.31	%		0.30	%(B)		0.31	%		0.37	%		0.47	%		0.99	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)(D)		0.46	%		0.46	%(B)		0.46	%		0.49	%		0.71	%		1.32	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.81	%		3.03	%(B)		2.15	%		1.59	%		2.33	%		0.95	%(B)(E)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

18

DIMENSIONAL INVESTMENT GROUP INC.

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund currently offers fifteen portfolios, of which Global Equity Portfolio, Global 60/40 Portfolio and Global 25/75 Portfolio (each a “Global Fund” and collectively, the “Global Funds”) are presented in this report.

The Global Funds achieve their investment objectives by primarily investing in other portfolios within DFA Investment Dimensions Group Inc. (“IDG”) (collectively, the “Master Funds”).

	Global Funds (Percentage of Ownership at October 31, 2009)
Master Funds	Global Equity Portfolio	Global 60/40 Portfolio	Global 25/75 Portfolio
U.S. Core Equity 1 Portfolio (IDG)	10%	3%	—
U.S. Core Equity 2 Portfolio (IDG)	16%	5%	—
DFA Real Estate Securities Portfolio (IDG)	1%	—	—
International Core Equity Portfolio (IDG)	11%	4%	—
Emerging Markets Core Equity Portfolio (IDG)	3%	1%	—
DFA Two-Year Global Fixed Income Portfolio (IDG)	N/A	N/A	1%
DFA Five-Year Global Fixed Income Portfolio (IDG)	N/A	2%	N/A
DFA Selectively Hedged Global Fixed Income Portfolio (IDG)	N/A	37%	N/A
DFA Short-Term Extended Quality Portfolio (IDG)	N/A	20%	13%
DFA Inflation-Protected Securities Portfolio (IDG)	N/A	5%	3%

N/A – Global Fund does not have any ownership in Master Fund.

Amounts designated as — are less than 1%

At October 31, 2009, Class R1 shares had not commenced operations. Class R1 shares of the Global Funds have 25,000,000 authorized shares.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Global Funds from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Master Fund shares held by the Global Funds are valued at their respective daily net asset values, as these Master Funds are treated as regulated investment companies. The Global Funds’ investments in partnerships reflect proportionate interest in the net assets of their corresponding partnerships. At October 31, 2009, the Global Funds held no investments in partnerships.

19

The Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels as described below:

•      Level 1 – quoted prices in active markets for identical securities

•      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•      Level 3 – significant unobservable inputs (including the Global Funds’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Portfolios’ net assets by each major type, industry and/or country is disclosed at the end of the Schedule of Investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses.

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of affiliated investment company shares are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received from the investment in affiliated investment companies that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Global Funds estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Expenses directly attributable to a Global Fund are directly charged. Common expenses of the Group are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of its Global Fund. Income, gains and losses, and common expenses of each Global Fund are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

The Global Funds each recognize their pro-rata share of net investment income and realized and unrealized gains/losses on a daily basis, from their respective investments in partnerships.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Master Funds. The Advisor also provides administrative services to the Global Funds, including supervision of services provided by others, providing information to shareholders and the Board of Directors/Trustees, and other administrative services. For the year ended October 31, 2009, the Global Equity Portfolio, Global 60/40 Portfolio and Global 25/75 Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.30%, 0.25%, 0.20%, respectively, of average daily net assets. The Global Funds do not pay separate management fees to the Advisor.

Pursuant to a Fee Waiver and Expense Assumption Agreement, the Advisor has contractually agreed to waive its administrative services fee to the extent necessary to limit the proportionate share of the total combined administrative services fees paid by each of the Global Funds and investment advisory services fees paid by the Master Funds to the Advisor. The Fee Waiver and Expense Assumption Agreement will remain in effect through March 1, 2010, and

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shall continue to remain in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2009, the Global Funds had the following expense limits based on a percentage of average net assets on an annualized basis.

	Expense Limits
Global Equity Portfolio	0.27	%
Global 60/40 Portfolio	0.25	%
Global 25/75 Portfolio	0.22	%

The Advisor has also contractually agreed to assume the direct operating expenses of the Institutional Class Shares of each Global Fund (excluding administrative services fees paid to the Advisor), to the extent necessary to limit the total expense ratios (including the expenses that the Institutional Class Shares of each such Global Fund bears as a shareholder of the Master Funds, but excluding expenses from investment in other investment companies) of the Institutional Class Shares. For the year ended October 31, 2009, the Institutional Class Shares had the following expense limits based on a percentage of average net assets on an annualized basis.

	Expense Limits
Global Equity Portfolio	0.44	%
Global 60/40 Portfolio	0.41	%
Global 25/75 Portfolio	0.37	%

The Fee Waiver and Expense Assumption Agreement will remain in effect through March 1, 2010, and shall continue to remain in effect from year to year thereafter unless terminated by the Fund or the Advisor.

For the Class R2 Shares, the Advisor has contractually agreed to assume the direct operating expenses of the Class R2 Shares of each Global Fund (excluding administrative services fees paid to the Advisor) to the extent necessary to limit the total expense ratios (including the expenses that the Class R2 Shares of each such Global Fund bears as a shareholder of the Master Funds and including Shareholder Servicing Fees, but excluding expenses from investment in other investment companies) of the Class R2 Shares. For the year ended October 31, 2009, the Class R2 Shares had the following expense limits based on a percentage of average net assets on an annualized basis.

	Expense Limits
Global Equity Portfolio	0.69	%
Global 60/40 Portfolio	0.66	%
Global 25/75 Portfolio	0.62	%

The Fee Waiver and Expense Assumption Agreement will remain in effect through March 1, 2010, and shall continue to remain in effect from year to year thereafter unless terminated by the Fund or the Advisor.

At any time that the rate of the fees and annualized expenses of a Global Fund are less than the rates listed above for a Global Fund on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Global Fund’s Institutional Class and Class R2 Shares’ fees or expenses to exceed the fee or expense limitations listed above. Previously waived fees subject to future recovery by the Advisor over periods not exceeding October 31, 2012 are reflected below (amounts in thousands). The Global Funds are not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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	Previously Waived Fees/Expenses Assumed Subject to Future Recovery
Global Equity Portfolio
Class R2 Shares	$	138
Institutional Class Shares		8,959
Global 60/40 Portfolio
Class R2 Shares		38
Institutional Class Shares		4,147
Global 25/75 Portfolio
Class R2 Shares		9
Institutional Class Shares		622

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by each of the Global Funds are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

Global Equity Portfolio	$	30
Global 60/40 Portfolio		17
Global 25/75 Portfolio		4

E. Federal Income Taxes:

Each Global Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to reclassification of distributions and the utilization of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

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	Increase (Decrease) Paid-In Capital	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
Global Equity Portfolio	$(86)	$    44	$    42
Global 60/40 Portfolio	104	(673)	569
Global 25/75 Portfolio	19	323	(342)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
Global Equity Portfolio
2007	$20,438	$  9,279	$  29,717
2008	26,394	24,056	50,450
2009	23,463	—	23,463
Global 60/40 Portfolio
2007	14,075	3,393	17,468
2008	17,159	7,556	24,715
2009	11,799	1,690	13,489
Global 25/75 Portfolio
2007	2,739	742	3,481
2008	4,258	871	5,129
2009	2,629	1,979	4,608

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings/ (Accumulated Losses)
Global Equity Portfolio	$2,702	—	$(77,056)	$(74,354)
Global 60/40 Portfolio	265	—	(26,314)	(26,049)
Global 25/75 Portfolio	675	—	(3,215)	(2,540)

For Federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforward available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

	Expires on October 31,
	2016	2017	Total
Global Equity Portfolio	$2,732	$74,324	$77,056
Global 60/40 Portfolio	—	26,314	26,314
Global 25/75 Portfolio	—	3,215	3,215

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in

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thousands):

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
Global Equity Portfolio	$	1,440,618	$	19,771	$	(175,967	)	$	(156,196	)
Global 60/40 Portfolio		779,952		16,647		(61,102	)		(44,455	)
Global 25/75 Portfolio		159,487		5,911		(3,111	)		2,800

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed each Global Portfolio’s tax positions and has concluded that no provision for income tax is required in any Global Portfolios’ financial statements. No Global Portfolio is aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each of the Global Portfolio’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

On November 1, 2008, the DFA Two-Year Global Fixed Income Series, a master fund in a RIC/RIC master-feeder structure with RIC feeders, underlying fund of fund investors and direct client investors, made a “Check-the-Box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classifications from a corporation taxable as a regulated investment company to a partnership. As a result of this election, for tax purposes, the master fund is deemed to have distributed all of its assets and liabilities to its shareholders in liquidation of the master fund. Since the master fund has a shareholder owning 80% or more of the fund’s shares, and also has shareholders owning less than 80%, the fund’s respective transaction creates a non-taxable transaction, pursuant to Internal Revenue Code §332 for those owning more than 80%, and a taxable transaction, pursuant to Internal Revenue Code §331, for those shareholders owning less than 80%. Immediately after the deemed liquidation, the shareholders contributed all of the distributed assets and liabilities to the newly formed partnership. The final tax year end of the master fund was October 31, 2008.

For federal income tax purposes, pursuant to IRC §336(a), the master fund recognized gain or loss relative to the investment of the less than 80% shareholders as if the master’s investment securities were sold to those shareholders and, pursuant to IRC §331, each of those shareholders recognized gain or loss as if it liquidated its investment in the master. The Global 60/40 Portfolio and the Global 25/75 Portfolio, each representing a less than 80% owner of The DFA Two-Year Global Fixed Income Series, recognized $3,046,638 and $1,370,411 of net capital gain respectively for their tax year ended October 31, 2008. Pursuant to IRC §334(a), each of these shareholders took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

F. Capital Share Transactions:

The capital share transactions by class were as follows (amounts in thousands):

	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount			Shares
Global Equity Portfolio
Class R2 Shares
Shares Issued	$	3,330		379		$	3,702		324		$	15,839		1,014
Shares Issued in Lieu of Cash Distributions		102		11			716		49			779		52
Shares Redeemed		(4,468	)	(507	)		(20,911	)	(1,431	)		(23,027	)	(1,481	)

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	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount			Shares
Net Increase (Decrease) — Class R2 Shares	$	(1,036	)	(117	)	$	(16,493	)	(1,058	)	$	(6,409	)	(415	)
Institutional Class Shares
Shares Issued	$	656,905		76,215		$	650,821		52,874		$	523,556		33,704
Shares Issued in Lieu of Cash Distributions		22,940		2,590			47,885		3,401			26,340		1,743
Shares Redeemed		(559,397	)	(66,771	)		(334,757	)	(27,816	)		(220,343	)	(14,087	)
Net Increase
(Decrease) — Institutional Class Shares	$	120,448		12,034		$	363,949		28,459		$	329,553		21,360
Global 60/40 Portfolio
Class R2 Shares
Shares Issued	$	3,579		381		$	2,885		283		$	4,290		330
Shares Issued in Lieu of Cash Distributions		79		8			156		12			197		15
Shares Redeemed		(4,402	)	(455	)		(4,313	)	(343	)		(4,564	)	(349	)
Net Increase (Decrease) — Class R2 Shares	$	(744	)	(66	)	$	(1,272	)	(48	)	$	(77	)	(4	)
Institutional Class Shares
Shares Issued	$	280,435		28,041		$	263,832		21,933		$	350,961		26,609
Shares Issued in Lieu of Cash Distributions		12,750		1,324			21,235		1,711			15,130		1,178
Shares Redeemed		(237,972	)	(25,048	)		(224,067	)	(19,795	)		(164,030	)	(12,504	)
Net Increase
(Decrease) — Institutional Class Shares	$	55,213		4,317		$	61,000		3,849		$	202,061		15,283

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	Year Ended Oct. 31, 2009					Period Dec. 1, 2007 to Oct. 31, 2008					Year Ended Nov. 30, 2007
	Amount			Shares		Amount			Shares		Amount			Shares
Global 25/75 Portfolio
Class R2 Shares
Shares Issued	$	1,156		113		$	739		70		$	1,494		132
Shares Issued in Lieu of Cash Distributions		39		4			38		4			64		6
Shares Redeemed		(983	)	(96	)		(836	)	(77	)		(2,762	)	(244	)
Net Increase (Decrease) — Class R2 Shares	$	212		21		$	(59	)	(3	)	$	(1,204	)	(106	)
Institutional Class Shares
Shares Issued	$	66,383		6,523		$	62,810		5,710		$	54,421		4,802
Shares Issued in Lieu of Cash Distributions		4,523		444			5,046		458			3,384		302
Shares Redeemed		(48,119	)	(4,829	)		(57,080	)	(5,437	)		(22,167	)	(1,950	)
Net Increase
(Decrease) — Institutional Class Shares	$	22,787		2,138		$	10,776		731		$	35,638		3,154

G. Financial Instruments:

In accordance with the Fund’s investment objectives and policies, the Fund may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The instrument and its significant corresponding risks are described below:

Repurchase Agreements:    The Global Funds may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price, including accrued interest. The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Fund’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. At October 31, 2009, the Funds had no open repurchase agreements.

H. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

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For the year ended October 31, 2009, borrowings by the Global Funds under this line of credit were as follows (amounts in thousands, except percentages and days):

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
Global Equity Portfolio	2.00%	$2,674	48	$7	$22,635
Global 60/40 Portfolio	2.01%	1,022	66	4	11,225
Global 25/75 Portfolio	1.92%	1,068	35	2	9,333

At October 31, 2009, Global Equity Portfolio had a loan outstanding in the amount of $90 (in thousands).

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Global Funds under this line of credit during the year ended October 31, 2009.

I. Shareholder Servicing Fees:

The Class R2 Shares pay a shareholder servicing fee in the amount of 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in the Global Funds’ Class R2 Shares.

J. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

K. Other:

At October 31, 2009, the following number of shareholders held the following approximate percentages of outstanding shares of the Global Funds. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
Global Equity Portfolio — Class R2 Shares	3	98%
Global Equity Portfolio — Institutional Class Shares	3	86%
Global 60/40 Portfolio — Class R2 Shares	3	90%
Global 60/40 Portfolio — Institutional Class Shares	2	64%
Global 25/75 Portfolio — Class R2 Shares	2	96%
Global 25/75 Portfolio — Institutional Class Shares	2	79%

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L. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

28

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of the Portfolios, as defined, and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statements of assets and liabilities, including the schedules of investments, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of Global Equity Portfolio, Global 60/40 Portfolio and Global 25/75 Portfolio (three of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2009, the results of each of their operations for the year then ended, the changes in each of their net assets and the financial highlights for the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolios’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee funds, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

29

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolios, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolios approved each of the applicable proposals for DIG and the Portfolios presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by each Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted							Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/ WithHold	%		For		Against		Abstain/ WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26	%	—	0.00	%	29,301,677	3.74	%	85.87	%	0.00	%	3.33	%
1b	George M. Constantinides	753,991,785	96.18	%	—	0.00	%	29,922,787	3.82	%	85.80	%	0.00	%	3.41	%
1c	John P. Gould	753,344,569	96.10	%	—	0.00	%	30,570,003	3.90	%	85.73	%	0.00	%	3.48	%
1d	Roger G. Ibbotson	754,232,365	96.21	%	—	0.00	%	29,682,207	3.79	%	85.83	%	0.00	%	3.38	%
1e	Robert C. Merton	754,598,874	96.26	%	—	0.00	%	29,315,698	3.74	%	85.87	%	0.00	%	3.34	%
1f	Myron S. Scholes	754,057,040	96.19	%	—	0.00	%	29,857,532	3.81	%	85.81	%	0.00	%	3.40	%
1g	Eduardo A. Repetto	753,295,592	96.09	%	—	0.00	%	30,618,979	3.91	%	85.72	%	0.00	%	3.48	%
1h	Abbie J. Smith	754,123,603	96.20	%	—	0.00	%	29,790,969	3.80	%	85.82	%	0.00	%	3.39	%

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81	%	7,503,436	1.47	%	24,156,664	4.72	%	NA	NA	54.59	%	0.85	%	2.75	%

* Results are for all Portfolios within DIG

Global Equity Portfolio - Class I, R2

		Shares Voted											Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain/ WithHold		Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	50,703,999	91.20	%	1,235,854	2.22	%	3,654,061	6.57	%	NA	NA	46.52	%	1.13	%	3.35	%	NA
5b	Making Loans	50,750,328	91.29	%	1,188,337	2.14	%	3,655,249	6.57	%	NA	NA	46.56	%	1.09	%	3.35	%	NA
5c	Investments in Real Estate	50,672,870	91.15	%	1,265,703	2.28	%	3,655,341	6.58	%	NA	NA	46.49	%	1.16	%	3.35	%	NA
5d	Investments in Commodities	50,560,455	90.95	%	1,366,866	2.46	%	3,666,593	6.60	%	NA	NA	46.39	%	1.25	%	3.36	%	NA
5e	Diversification of Investments	50,960,939	91.67	%	970,505	1.75	%	3,662,470	6.59	%	NA	NA	46.75	%	0.89	%	3.36	%	NA
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	50,037,744	90.01	%	1,770,368	3.18	%	3,785,802	6.81	%	NA	NA	45.91	%	1.62	%	3.47	%	NA

Global 60/40 Portfolio

		Shares Voted											Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain / WithHold		Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	28,552,696	94.54	%	459,158	1.52	%	1,188,626	3.94	%	NA	NA	49.19	%	0.79	%	2.05	%	NA
5b	Making Loans	28,551,732	94.54	%	454,059	1.50	%	1,194,689	3.96	%	NA	NA	49.19	%	0.78	%	2.06	%	NA
5c	Investments in Real Estate	28,574,874	94.62	%	437,297	1.45	%	1,188,309	3.93	%	NA	NA	49.23	%	0.75	%	2.05	%	NA
5d	Investments in Commodities	28,596,781	94.69	%	423,264	1.40	%	1,180,435	3.91	%	NA	NA	49.27	%	0.73	%	2.03	%	NA
5e	Diversification of Investments	28,686,057	94.99	%	335,687	1.11	%	1,178,736	3.90	%	NA	NA	49.42	%	0.58	%	2.03	%	NA
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	28,345,469	93.86	%	683,463	2.26	%	1,171,548	3.88	%	NA	NA	48.84	%	1.18	%	2.02	%	NA

30

Global 25/75 Portfolio

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
											Need for 50% Voted 40Act:
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	8,874,835	98.40%	76,551	0.85%	67,532	0.75%	NA	NA	64.99%	0.56%	0.49%	NA
5b	Making Loans	8,863,704	98.28%	69,727	0.77%	85,487	0.95%	NA	NA	64.91%	0.51%	0.63%	NA
5c	Investments in Real Estate	8,902,302	98.71%	56,114	0.62%	60,502	0.67%	NA	NA	65.19%	0.41%	0.44%	NA
5d	Investments in Commodities	8,875,848	98.41%	57,583	0.64%	85,487	0.95%	NA	NA	65.00%	0.42%	0.63%	NA
5e	Diversification of Investments	8,912,286	98.82%	46,130	0.51%	60,502	0.67%	NA	NA	65.26%	0.34%	0.44%	NA
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	8,831,180	97.92%	97,268	1.08%	90,470	1.00%	NA	NA	64.67%	0.71%	0.66%	NA

31

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

32

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

33

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.)
			Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

^* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

34

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

35

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

36

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

37

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

38

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

39

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Master Funds use in voting proxies relating to securities held in the portfolios is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

40

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, each Global Fund is designating the following items with regard to distributions paid during the fiscal year. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Global Fund to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	U.S. Government Interest(3)	Foreign Tax Credit(4)	Qualifying Interest Income(5)	Qualifying Short-Term Capital Gain(6)
Global Equity Portfolio
Class R2 Shares	100%	—	—	100%	100%	100%	—	—	100%	100%
Institutional Class Shares	100%	—	—	100%	100%	100%	—	—	100%	100%
Global 60/40 Portfolio
Class R2 Shares	87%	—	13%	100%	100%	100%	—	—	100%	100%
Institutional Class Shares	87%	—	13%	100%	100%	100%	—	—	100%	100%
Global 25/75 Portfolio
Class R2 Shares	57%	—	43%	100%	100%	100%	—	—	100%	100%
Institutional Class Shares	57%	—	43%	100%	100%	100%	—	—	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of net investment income and short-term capital gain distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “U.S. Government Interest” represents the amount of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected as a percentage of total ordinary income distributions (the total of net investment income and short-term capital gain distributions). Generally, interest from direct U.S. Government obligations is exempt from state income tax. However, for residents of California, Connecticut and New York, the statutory threshold requirements were not satisfied to permit exemption of these amounts from state income.

(4) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of net investment income and short-term capital gain distributions).

(5) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of net investment income and short-term capital gain distributions).

(6) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of net investment income and short-term capital gain distributions).

41

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — U.S. Large Cap Value Portfolio II
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statement of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	16
Results of the Shareholder Meeting	17
The DFA Investment Trust Company — The U.S. Large Cap Value Series
Performance Chart	18
Disclosure of Fund Expenses	19
Disclosure of Portfolio Holdings	20
Summary Schedule of Portfolio Holdings	21
Statement of Assets and Liabilities	24
Statement of Operations	25
Statement of Changes in Net Assets	26
Financial Highlights	27
Notes to Financial Statements	28
Report of Independent Registered Public Accounting Firm	34
Results of the Shareholder Meeting	35
Fund Management	36
Voting Proxies on Fund Portfolio Securities	44
Notice to Shareholders	45

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association

Investment Footnotes

†	See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
§	Affiliated Fund.

Financial Highlights

(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

—	Amounts designated as — are either zero or rounded to zero.
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

U.S. Large Cap Value Portfolio II vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^®Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^®Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^®Growth Index and Russell 1000^®Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^®Growth Index and Russell 2000^®Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46%
Russell Midcap® Index (mid cap companies)	18.74%
Russell 1000® Index (large cap companies)	11.19%
Russell 3000® Value Index	4.55%
Russell 3000® Growth Index	17.04%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78%
Russell 1000® Growth Index(large cap growth companies)	17.50%
Russell Midcap® Value Index (mid cap value companies)	14.52%
Russell Midcap® Growth Index (mid cap growth companies)	22.48%
Russell 2500TM Value Index(small/mid cap value companies)	8.56%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20%
Russell 2000® Value Index (small cap value companies)	1.95%
Russell 2000® Growth Index (small cap growth companies)	11.34%

Source: Russell data copyright ^© Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

3

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in The U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

U.S. Large Cap Value Portfolio II

The U.S. Large Cap Value Portfolio II seeks to capture the returns of U.S. large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.79% for the Portfolio and 4.78% for the Russell 1000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Master Fund’s greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to the outperformance. The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Portfolio also benefited from composition differences among the Master Fund’s basket of financial stocks, which added approximately 3.6% to relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,241.40	0.23%	$1.30
Hypothetical 5% Annual Return	$1,000.00	$1,024.05	0.23%	$1.17

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

Affiliated Investment Companies 100.0%

6

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investments in The U.S. Large Cap Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	100,913
Receivables:
Fund Shares Sold		379
Prepaid Expenses and Other Assets		11
Total Assets		101,303
LIABILITIES:
Payables:
Affiliated Investment Company Purchased		359
Fund Shares Redeemed		20
Due to Advisor		1
Accrued Expenses and Other Liabilities		17
Total Liabilities		397
NET ASSETS	$	100,906
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		13,416,831
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	7.52
Investment in Affiliated Investment Company at Cost	$	85,677
NET ASSETS CONSIST OF:
Paid-In Capital	$	136,129
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		248
Accumulated Net Realized Gain (Loss)		(50,707	)
Net Unrealized Appreciation (Depreciation)		15,236
NET ASSETS	$	100,906
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	2,046
Interest		2
Income from Securities Lending		177
Expenses Allocated from Affiliated Investment Company		(113	)
Total Investment Income		2,112
Expenses
Administrative Services Fees		9
Accounting & Transfer Agent Fees		14
Filing Fees		21
Shareholders’ Reports		31
Audit Fees		2
Legal Fees		10
Other		2
Total Expenses		89
Net Investment Income (Loss)		2,023
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		(49,627	)
Change in Unrealized Appreciation (Depreciation) of Investment Securities		56,943
Net Realized and Unrealized Gain (Loss)		7,316
Net Increase (Decrease) in Net Assets Resulting from Operations	$	9,339

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	2,023		$	2,915		$	7,301
Net Realized Gain (Loss) on Investment Securities Sold		(49,627	)		—			26,666	†
Change in Unrealized Appreciation (Depreciation) of Investment Securities		56,943			(81,625	)†		(36,378	)†
Net Increase (Decrease) in Net Assets Resulting from Operations		9,339			(78,710	)		(2,411	)
Distributions From:
Net Investment Income		(2,293	)		(4,450	)		(7,401	)
Net Short-Term Gains		—			—			(784	)
Net Long-Term Gains		(40,902	)		(24,080	)		(10,356	)
Total Distributions		(43,195	)		(28,530	)		(18,541	)
Capital Share Transactions (1):
Shares Issued		15,401			11,812			74,150
Shares Issued in Lieu of Cash Distributions		43,195			28,530			18,541
Shares Redeemed		(18,603	)		(308,347	)		(94,641	)
Net Increase (Decrease) from Capital Share Transactions		39,993			(268,005	)		(1,950	)
Total Increase (Decrease) in Net Assets		6,137			(375,245	)		(22,902	)
Net Assets
Beginning of Period		94,769			470,014			492,916
End of Period	$	100,906		$	94,769		$	470,014
(1) Shares Issued and Redeemed:
Shares Issued		2,286			628			3,044
Shares Issued in Lieu of Cash Distributions		6,967			1,358			782
Shares Redeemed		(2,864	)		(15,513	)		(3,984	)
Net Increase (Decrease) from Shares Issued and Redeemed		6,389			(13,527	)		(158	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	248		$	535		$	2,018

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	13.48		$	22.87		$	23.80		$	20.53		$	18.13		$	15.19
Income from Investment Operations
Net Investment Income (Loss)		0.15	(A)		0.27	(A)		0.33	(A)		0.38	(A)		0.30			0.16
Net Gains (Losses) on Securities (Realized and Unrealized)		0.03			(8.10	)		(0.39	)		3.29			2.32			3.09
Total from Investment Operations		0.18			(7.83	)		(0.06	)		3.67			2.62			3.25
Less Distributions
Net Investment Income		(0.25	)		(0.37	)		(0.34	)		(0.35	)		(0.22	)		(0.31	)
Net Realized Gains		(5.89	)		(1.19	)		(0.53	)		(0.05	)		—			—
Total Distributions		(6.14	)		(1.56	)		(0.87	)		(0.40	)		(0.22	)		(0.31	)
Net Asset Value, End of Period	$	7.52		$	13.48		$	22.87		$	23.80		$	20.53		$	18.13
Total Return		11.79	%		(36.60	)%(C)		(0.34	)%		18.16	%		14.57	%		21.66	%
Net Assets, End of Period (thousands)	$	100,906		$	94,769		$	470,014		$	492,916		$	345,171		$	195,975
Ratio of Expenses to Average Net Assets (D)		0.23	%		0.16	%(B)		0.14	%		0.16	%		0.18	%		0.21	%
Ratio of Net Investment Income to Average Net Assets		2.32	%		1.44	%(B)		1.36	%		1.74	%		1.60	%		0.98	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO II

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which U.S. Large Cap Value Portfolio II (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The U.S. Large Cap Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 2% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the fund is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation: The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—     Level 1 – quoted prices in active markets for identical securities

—     Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—     Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

11

	Valuation Inputs
			Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
U.S. Large Cap Value Portfolio II	$	100,913	—	—	$	100,913

2.    Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $2 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.01% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009 were classified to the following accounts. The reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains
$(17)	$17

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Gains	Total
2007	$8,185	$10,356	$18,541
2008	4,399	24,131	28,530
2009	2,299	40,896	43,195

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforwards	Total Net Distributable Earnings/ (Accumulated Losses)
$251	—	$(50,707)	$(50,456)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforwards of $50,707 (in thousands) available to offset future realized capital gains through October 31, 2017.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$85,677	$17,427	$(2,191)	$15,236

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

13

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In             Capital	Unrealized Appreciation (Depreciation) Investment         Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized   Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

Each Portfolio impacted by the “Check the Box” election also has a permanent book/tax difference resulting from the transaction. Listed below is the permanent difference impacting each respective Portfolio. For financial statement purposes, this adjustment did not result in any changes to each respective fund’s net assets or net asset value per share.

	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
U.S. Large Cap Value Portfolio	$(606,345)	$606,345
U.S. Large Cap Value Portfolio II	(10,872)	10,872
U.S. Large Cap Value Portfolio III	(139,353)	139,353
LWAS/DFA U.S. High Book To Market Portfolio	(7,793)	7,793

For financial reporting purposes, this transaction had no impact on the net assets of the respective funds.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

14

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of the duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held 100% of the outstanding shares of the Portfolio.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

15

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of U.S. Large Cap Value Portfolio II and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of U.S. Large Cap Value Portfolio II (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

16

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

U.S. Large Cap Value Portfolio II

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	11,247,089	98.49%	123,941	1.09%	48,664	0.43%	84.01%	0.93%	0.36%
5b	Making Loans	11,247,089	98.49%	123,941	1.09%	48,664	0.43%	84.01%	0.93%	0.36%
5c	Investments in Real Estate	11,234,115	98.37%	136,915	1.20%	48,664	0.43%	83.91%	1.02%	0.36%
5d	Investments in Commodities	11,258,649	98.59%	112,381	0.98%	48,664	0.43%	84.09%	0.84%	0.36%
5e	Diversification of Investments	11,285,207	98.82%	85,823	0.75%	48,664	0.43%	84.29%	0.64%	0.36%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	11,236,234	98.39%	134,796	1.18%	48,664	0.43%	83.92%	1.01%	0.36%
6b	Purchasing Securities on Margin	11,248,129	98.50%	122,901	1.08%	48,664	0.43%	84.01%	0.92%	0.36%
6c	Investing in Restricted or Illiquid Securities	11,250,029	98.51%	121,001	1.06%	48,664	0.43%	84.03%	0.90%	0.36%
6d	Investing for the Purpose of Exercising Control	11,250,029	98.51%	121,001	1.06%	48,664	0.43%	84.03%	0.90%	0.36%
6e	Investing in Other Investment Companies	11,244,371	98.46%	129,269	1.13%	46,054	0.40%	83.99%	0.97%	0.34%
6f	Management Ownership of Securities of an Issuer	11,271,692	98.70%	99,338	0.87%	48,664	0.43%	84.19%	0.74%	0.36%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	11,249,055	98.51%	121,975	1.07%	48,664	0.43%	84.02%	0.91%	0.36%
6h	Investing in Securities of Unseasoned Issuers	11,249,055	98.51%	121,975	1.07%	48,664	0.43%	84.02%	0.91%	0.36%
6i	Investing in Warrants	11,250,133	98.52%	120,897	1.06%	48,664	0.43%	84.03%	0.90%	0.36%
6j	Writing or Acquiring Options	11,250,029	98.51%	121,001	1.06%	48,664	0.43%	84.03%	0.90%	0.36%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	11,283,056	98.80%	87,974	0.77%	48,664	0.43%	84.27%	0.66%	0.36%

17

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The U.S. Large Cap Value Series vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

18

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,242.20	0.14%	$0.79
Hypothetical 5% Annual Return	$1,000.00	$1,024.50	0.14%	$0.71

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

19

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The U.S. Large Cap Value Series
Consumer Discretionary	16.7%
Consumer Staples	6.4%
Energy	13.9%
Financials	31.3%
Health Care	5.5%
Industrials	14.7%
Information Technology	3.6%
Materials	3.8%
Telecommunication Services	3.6%
Utilities	0.5%
	100.0%

20

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (93.1%)
Consumer Discretionary — (15.5%)
Carnival Corp.	2,624,598	$	76,428,294	1.0%
CBS Corp. Class B	3,870,469		45,555,420	0.6%
Comcast Corp. Class A	11,512,642		166,933,309	2.2%
Comcast Corp. Special Class A	3,396,043		47,612,523	0.6%
#Disney (Walt) Co.	4,577,802		125,294,441	1.7%
*Liberty Media Corp. Entertainment Class A	2,954,309		91,051,803	1.2%
*Liberty Media Corp. Interactive Class A	3,585,265		40,656,905	0.6%
News Corp. Class A	5,810,104		66,932,398	0.9%
Time Warner Cable, Inc.	1,980,956		78,128,905	1.0%
Time Warner, Inc.	6,114,193		184,159,493	2.5%
Other Securities			325,704,783	4.3%
Total Consumer Discretionary			1,248,458,274	16.6%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	1,723,060		51,898,567	0.7%
CVS Caremark Corp.	4,840,631		170,874,274	2.3%
Kraft Foods, Inc.	2,137,904		58,835,118	0.8%
Other Securities			193,282,891	2.5%
Total Consumer Staples			474,890,850	6.3%
Energy — (13.0%)
Anadarko Petroleum Corp.	2,760,568		168,201,408	2.2%
#Chesapeake Energy Corp.	2,647,458		64,862,721	0.9%
ConocoPhillips	5,213,766		261,626,778	3.5%
Marathon Oil Corp.	3,280,335		104,872,310	1.4%
*National-Oilwell, Inc.	1,160,300		47,560,697	0.6%
XTO Energy, Inc.	2,156,495		89,623,932	1.2%
Other Securities			306,390,542	4.1%
Total Energy			1,043,138,388	13.9%
Financials — (29.1%)
Allstate Corp.	2,596,315		76,773,035	1.0%
Bank of America Corp.	16,675,426		243,127,711	3.2%
Bank of New York Mellon Corp.	1,972,678		52,591,595	0.7%
#Capital One Financial Corp.	1,815,684		66,454,034	0.9%
Chubb Corp.	1,669,873		81,022,238	1.1%
Citigroup, Inc.	19,573,191		80,054,351	1.1%
CME Group, Inc.	203,881		61,696,429	0.8%
JPMorgan Chase & Co.	7,983,370		333,465,365	4.4%
#Loews Corp.	2,592,160		85,800,496	1.1%
MetLife, Inc.	4,663,914		158,712,993	2.1%
#Morgan Stanley	3,619,297		116,251,820	1.5%
PNC Financial Services Group, Inc.	1,190,568		58,266,398	0.8%
Prudential Financial, Inc.	1,918,000		86,751,140	1.2%
Travelers Cos., Inc. (The)	3,328,076		165,704,904	2.2%
Unum Group	1,898,589		37,876,851	0.5%
Other Securities			634,916,189	8.5%
Total Financials			2,339,465,549	31.1%
Health Care — (5.1%)
*Thermo Fisher Scientific, Inc.	1,056,245		47,531,025	0.7%
UnitedHealth Group, Inc.	2,406,388		62,445,769	0.8%
*WellPoint, Inc.	2,580,122		120,646,505	1.6%
Other Securities			181,920,544	2.4%
Total Health Care			412,543,843	5.5%

21

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (13.7%)
Burlington Northern Santa Fe Corp.	1,930,415	$	145,398,858	1.9%
#CSX Corp.	2,287,204		96,474,265	1.3%
#FedEx Corp.	599,693		43,591,684	0.6%
General Electric Co.	18,139,800		258,673,548	3.4%
Norfolk Southern Corp.	2,186,220		101,921,576	1.4%
#Northrop Grumman Corp.	1,926,678		96,584,368	1.3%
Union Pacific Corp.	2,835,808		156,366,453	2.1%
Other Securities			203,214,199	2.7%
Total Industrials			1,102,224,951	14.7%
Information Technology — (3.3%)
*Computer Sciences Corp.	946,932		48,018,922	0.7%
Other Securities			219,566,373	2.9%
Total Information Technology			267,585,295	3.6%
Materials — (3.6%)
#Alcoa, Inc.	4,317,440		53,622,605	0.7%
#Dow Chemical Co.	3,993,594		93,769,587	1.3%
#International Paper Co.	1,909,245		42,595,256	0.6%
#Weyerhaeuser Co.	1,105,551		40,175,723	0.5%
Other Securities			54,072,078	0.7%
Total Materials			284,235,249	3.8%
Telecommunication Services — (3.4%)
#AT&T, Inc.	8,438,300		216,611,161	2.9%
Other Securities			52,619,682	0.7%
Total Telecommunication Services			269,230,843	3.6%
Utilities — (0.5%)
Other Securities			39,398,283	0.5%
TOTAL COMMON STOCKS			7,481,171,525	99.6%
	Face   Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $39,850,000 FNMA 6.50%, 6/25/39, valued at $42,888,563) to be repurchased at $42,250,669	$42,250		42,250,000	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.4%)
§@DFA Short Term Investment Fund LP	512,733,772		512,733,772	6.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $3,853,074 FHLMC 5.793%(r), 01/01/37 & 5.945%(r), 07/01/37, valued at $2,684,003) to be repurchased at $2,605,845	$2,606		2,605,828	0.1%
TOTAL SECURITIES LENDING COLLATERAL			515,339,600	6.9%
TOTAL INVESTMENTS — (100.0%) (Cost $6,877,390,667)			$8,038,761,125	107.1%

22

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,248,458,274	$	—	—	$	1,248,458,274
Consumer Staples		474,890,850		—	—		474,890,850
Energy		1,043,138,388		—	—		1,043,138,388
Financials		2,339,465,549		—	—		2,339,465,549
Health Care		412,543,843		—	—		412,543,843
Industrials		1,102,224,951		—	—		1,102,224,951
Information Technology		267,585,295		—	—		267,585,295
Materials		284,235,249		—	—		284,235,249
Telecommunication Services		269,230,843		—	—		269,230,843
Utilities		39,398,283		—	—		39,398,283
Temporary Cash Investments		—		42,250,000	—		42,250,000
Securities Lending Collateral		—		515,339,600	—		515,339,600
TOTAL	$	7,481,171,525	$	557,589,600	—	$	8,038,761,125

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:

Investments at Value (including $470,665 of securities on loan)	$	7,481,171
Temporary Cash Investments at Value & Cost		42,250
Collateral Received from Securities on Loan at Value & Cost		515,340
Cash		1
Receivables:
Investment Securities Sold		1,660
Dividends and Interest		7,943
Securities Lending Income		700
Fund Shares Sold		365
Total Assets		8,049,430
LIABILITIES:
Payables:
Upon Return of Securities Loaned		515,340
Investment Securities Purchased		22,419
Fund Shares Redeemed		2,242
Due to Advisor		659
Accrued Expenses and Other Liabilities		370
Total Liabilities		541,030
NET ASSETS	$	7,508,400
Investments at Cost	$	6,319,801

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income

Dividends (Net of Foreign Taxes Withheld of $20)	$	150,233
Interest		170
Income from Securities Lending		13,048
Total Investment Income		163,451
Expenses
Investment Advisory Services Fees		6,414
Accounting & Transfer Agent Fees		695
Custodian Fees		73
Shareholders’ Reports		66
Directors’/Trustees’ Fees & Expenses		120
Professional Fees		301
Other		702
Total Expenses		8,371
Net Investment Income (Loss)		155,080
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)
Futures		7,204
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		1,161,370
Futures		(29	)
Net Realized and Unrealized Gain (Loss)		1,046,432
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,201,512

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	155,080		$	166,016		$	146,991
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)		(422,637	)		(118,412	)
Futures		7,204			(1,861	)		—
In-Kind Redemptions		—			52,271	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		1,161,370			(3,601,292	)		(150,559	)
Futures		(29	)		29			—
Net Increase (Decrease) in Net Assets Resulting from Operations		1,201,512			(3,807,474	)		(121,980	)
Transactions in Interest:
Contributions		734,173			1,370,762	†		1,783,358	†
Withdrawals		(1,166,648	)		(983,247	)*†		(368,362	)†
Net Increase (Decrease) from Transactions in Interest		(432,475	)		387,515			1,414,996
Total Increase (Decrease) in Net Assets		769,037			(3,419,959	)		1,293,016
Net Assets
Beginning of Period		6,739,363			10,159,322			8,866,306
End of Period	$	7,508,400		$	6,739,363		$	10,159,322

 * See Note J in the Notes to Financial Statements.

 † See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES†

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%		21.68	%
Net Assets, End of Period (thousands)	$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587		$	3,919,913
Ratio of Expenses to Average Net Assets		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%		1.41	%
Portfolio Turnover Rate		29	%		19	%(C)		9	%		13	%		9	%		7	%

See page 1 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

27

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The U. S. Large Cap Value Series (the “Series”) is presented in this report.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, had elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation §301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the fund is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—     Level 1 – quoted prices in active markets for identical securities

28

—     Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—     Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S.Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $183 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

3.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.10% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

29

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	1,964,487
Sales		1,887,094

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for Federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its respective partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$6,877,391	$1,296,505	$(135,135)	$1,161,370

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase           (Decrease)          Paid-In Capital	Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

30

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

2.    Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the location of realized and change in unrealized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009:

31

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the Series’ location of realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$7,204
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$(29)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
1.90%	$11,126	5	$3	$31,000

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

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H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the Series recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $52,271 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

33

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The U.S. Large Cap Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The U.S. Large Cap Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

34

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*								Need for 50% Voted 40Act:
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/WithHold	%		NonVote	%	For		Against		Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43	%	36,623,148	1.63	%	133,356,326	5.94	%	NA	NA	91.82	%	1.62	%	5.90	%

* Results are for all Series within DFAITC

The U.S. Large Cap Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	450,089,477	90.34%	13,835,372	2.78%	34,296,468	6.88%	90.12%	2.77%	6.87%
5b	Making Loans	446,508,610	89.62%	17,323,887	3.48%	34,388,819	6.90%	89.41%	3.47%	6.89%
5c	Investments in Real Estate	449,117,076	90.14%	14,867,126	2.98%	34,237,115	6.87%	89.93%	2.98%	6.86%
5d	Investments in Commodities	445,240,298	89.37%	18,945,498	3.80%	34,035,520	6.83%	89.15%	3.79%	6.82%
5e	Diversification of Investments	450,429,968	90.41%	13,968,473	2.80%	33,822,876	6.79%	90.19%	2.80%	6.77%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	442,477,364	88.81%	21,095,580	4.23%	34,648,372	6.95%	88.60%	4.22%	6.94%
6b	Purchasing Securities on Margin	442,025,675	88.72%	21,654,237	4.35%	34,541,405	6.93%	88.51%	4.34%	6.92%
6c	Investing in Restricted or Illiquid Securities	441,905,416	88.70%	21,661,567	4.35%	34,654,334	6.96%	88.48%	4.34%	6.94%
6d	Investing for the Purpose of Exercising Control	446,950,234	89.71%	16,844,128	3.38%	34,426,955	6.91%	89.49%	3.37%	6.89%
6e	Investing in Other Investment Companies	446,376,678	89.59%	17,480,520	3.51%	34,364,119	6.90%	89.38%	3.50%	6.88%
6f	Management Ownership of Securities of an Issuer	446,904,545	89.70%	16,712,196	3.35%	34,604,577	6.95%	89.49%	3.35%	6.93%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	445,817,286	89.48%	18,271,331	3.67%	34,132,700	6.85%	89.27%	3.66%	6.83%
6h	Investing in Securities of Unseasoned Issuers	445,230,922	89.36%	18,304,705	3.67%	34,685,690	6.96%	89.15%	3.67%	6.95%
6i	Investing in Warrants	446,950,388	89.71%	16,531,063	3.32%	34,739,866	6.97%	89.49%	3.31%	6.96%
6j	Writing or Acquiring Options	446,696,672	89.66%	16,985,456	3.41%	34,539,189	6.93%	89.44%	3.40%	6.92%

35

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

36

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

37

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

38

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

39

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

40

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

43

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

44

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Qualifying Interest Income(3)	Qualifying Short-Term Capital Gain(4)
U.S. Large Cap Value Portfolio II	5%	—	95%	100%	100%	100%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(3) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(4) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

45

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

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ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — U.S. Large Cap Value Portfolio III
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	16
Results of the Shareholder Meeting	17
The DFA Investment Trust Company — The U.S. Large Cap Value Series
Performance Chart	18
Disclosure of Fund Expenses	19
Disclosure of Portfolio Holdings	20
Summary Schedule of Portfolio Holdings	21
Statement of Assets and Liabilities	24
Statement of Operations	25
Statements of Changes in Net Assets	26
Financial Highlights	27
Notes to Financial Statements	28
Report of Independent Registered Public Accounting Firm	34
Results of the Shareholder Meeting	35
Fund Management	36
Voting Proxies on Fund Portfolio Securities	44
Notice to Shareholders	45

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

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DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
Investment Footnotes
†	See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
§	Affiliated Fund.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.
All Statements and Schedules
—	Amounts designated as — are either zero or rounded to zero.
REIT	Real Estate Investment Trust
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

U.S. Large Cap Value Portfolio III vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000 Growth^® Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009
Russell 2000® Index (small cap companies)	6.46%
Russell Midcap® Index (mid cap companies)	18.74%
Russell 1000® Index (large cap companies)	11.19%
Russell 3000® Value Index	4.55%
Russell 3000® Growth Index	17.04%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009
Russell 1000® Value Index (large cap value companies)	4.78%
Russell 1000® Growth Index (large cap growth companies)	17.50%
Russell Midcap® Value Index (mid cap value companies)	14.52%
Russell Midcap® Growth Index (mid cap growth companies)	22.48%
Russell 2500TM Value Index (small/mid cap value companies)	8.56%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20%
Russell 2000® Value Index (small cap value companies)	1.95%
Russell 2000® Growth Index (small cap growth companies)	11.34%

Source: Russell data copyright ^© Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

3

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

U.S. Large Cap Value Portfolio III

The U.S. Large Cap Value Portfolio III seeks to capture the returns of U.S. large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.88% for the Portfolio and 4.78% for the Russell 1000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Master Fund’s greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to the outperformance. The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Portfolio also benefited from composition differences among the Master Fund’s basket of financial stocks, which added approximately 3.6% to relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

		Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,242.30	0.17%	$0.96
Hypothetical 5% Annual Return	$1,000.00	$1,024.35	0.17%	$0.87

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investments in The U.S. Large Cap Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	1,457,793
Receivables:
Affiliated Investment Company Sold		367
Fund Shares Sold		760
Prepaid Expenses and Other Assets		31
Total Assets		1,458,951
LIABILITIES:
Payables:
Fund Shares Redeemed		1,127
Due to Advisor		13
Accrued Expenses and Other Liabilities		110
Total Liabilities		1,250
NET ASSETS	$	1,457,701
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		120,445,639
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	12.10
Investment in Affiliated Investment Company at Cost	$	1,230,529
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,654,251
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,703
Accumulated Net Realized Gain (Loss)		(427,518	)
Net Unrealized Appreciation (Depreciation)		227,265
NET ASSETS	$	1,457,701
(1) NUMBER OF SHARES AUTHORIZED		700,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	28,847
Interest		32
Income from Securities Lending		2,508
Expenses Allocated from Affiliated Investment Company		(1,612	)
Total Investment Income		29,775
Expenses
Administrative Services Fees		124
Accounting & Transfer Agent Fees		35
Filing Fees		87
Shareholders’ Reports		84
Directors’/Trustees’ Fees & Expenses		25
Audit Fees		3
Legal Fees		53
Other		15
Total Expenses		426
Net Investment Income (Loss)		29,349
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		(396,703	)
Change in Unrealized Appreciation (Depreciation) of Investment Securities		523,538
Net Realized and Unrealized Gain (Loss)		126,835
Net Increase (Decrease) in Net Assets Resulting from Operations	$	156,184

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	29,349		$	29,655		$	24,308
Net Realized Gain (Loss) on Investment Securities Sold		(396,703	)		—			83,262	†
Change in Unrealized Appreciation (Depreciation) of Investment Securities		523,538			(697,115	)†		(122,940	)†
Net Increase (Decrease) in Net Assets Resulting from Operations		156,184			(667,460	)		(15,370	)
Distributions From:
Net Investment Income		(31,595	)		(29,233	)		(23,042	)
Net Short-Term Gains		(337	)		(463	)		(2,528	)
Net Long-Term Gains		—			(77,610	)		(35,469	)
Total Distributions		(31,932	)		(107,306	)		(61,039	)
Capital Share Transactions (1):
Shares Issued		443,167			573,859			386,999
Shares Issued in Lieu of Cash Distributions		30,294			106,838			61,039
Shares Redeemed		(367,343	)		(409,826	)		(188,907	)
Net Increase (Decrease) from Capital Share Transactions		106,118			270,871			259,131
Total Increase (Decrease) in Net Assets		230,370			(503,895	)		182,722
Net Assets
Beginning of Period		1,227,331			1,731,226			1,548,504
End of Period	$	1,457,701		$	1,227,331		$	1,731,226
(1) Shares Issued and Redeemed:
Shares Issued		44,182			37,800			19,491
Shares Issued in Lieu of Cash Distributions		3,379			6,224			3,141
Shares Redeemed		(37,163	)		(26,294	)		(9,517	)
Net Increase (Decrease) from Shares Issued and Redeemed		10,398			17,730			13,115
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,703		$	6,093		$	6,580

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	11.15		$	18.75		$	19.55		$	16.89		$	14.91		$	12.50
Income from Investment Operations
Net Investment Income (Loss)		0.25	(A)		0.29	(A)		0.28	(A)		0.31	(A)		0.25			0.14
Net Gains (Losses) on Securities (Realized and Unrealized)		0.97			(6.76	)		(0.33	)		2.69			1.91			2.54
Total from Investment Operations		1.22			(6.47	)		(0.05	)		3.00			2.16			2.68
Less Distributions
Net Investment Income		(0.27	)		(0.29	)		(0.27	)		(0.29	)		(0.18	)		(0.27	)
Net Realized Gains		—			(0.84	)		(0.48	)		(0.05	)		—			—
Total Distributions		(0.27	)		(1.13	)		(0.75	)		(0.34	)		(0.18	)		(0.27	)
Net Asset Value, End of Period	$	12.10		$	11.15		$	18.75		$	19.55		$	16.89		$	14.91
Total Return		11.88	%		(36.55	)%(C)		(0.35	)%		18.10	%		14.62	%		21.72	%
Net Assets, End of Period (thousands)	$	1,457,701		$	1,227,331		$	1,731,226		$	1,548,504		$	1,122,582		$	821,194
Ratio of Expenses to Average Net Assets (D)		0.16	%		0.14	%(B)		0.14	%		0.14	%		0.17	%		0.19	%
Ratio of Net Investment Income to Average Net Assets		2.37	%		1.98	%(B)		1.41	%		1.75	%		1.60	%		1.02	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE CAP VALUE PORTFOLIO III

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which U.S. Large Cap Value Portfolio III (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The U.S. Large Cap Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 19% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the fund is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad level as described below:

•      Level 1 – quoted prices in active markets for identical securities

•      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•      Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

11

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
U.S. Large Cap Value Portfolio III	$	1,457,793	—	—	$	1,457,793

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $35 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.01% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to the utilization of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share. (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(143)	$143

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$26,436	$38,031	$64,467
2008	29,705	77,601	107,306
2009	31,932	—	31,932

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforwards	Total Net Distributable Earnings (Accumulated Losses)
$3,739	—	(427,518)	$(423,779)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforwards of $427,518 (in thousands) available to offset future realized capital gains through October 31, 2017.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$1,230,529	$251,314	$(24,050)	$227,264

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized

13

tax benefit will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took a fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In             Capital	Unrealized Appreciation (Depreciation) Investment Securities	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

Each Portfolio impacted by the “Check the Box” election also has a permanent book/tax difference resulting from the transaction. Listed below is the permanent difference impacting each respective Portfolio. For financial statement purposes, this adjustment did not result in any changes to each respective fund’s net assets or net asset value per share.

	Increase (Decrease) Undistributed Net Investment Income		Increase (Decrease) Accumulated Net Realized Gains (Losses)
U.S. Large Cap Value Portfolio	$(606,345)		$606,345
U.S. Large Cap Value Portfolio II	(10,872	)	10,872
U.S. Large Cap Value Portfolio III	(139,353	)	139,353
LWAS/DFA U.S. High Book To Market Portfolio	(7,793	)	7,793

For financial reporting purposes, this transaction had no impact on the net assets of the respective funds.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time.

14

The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009 .

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, one shareholder held approximately 71% of the outstanding shares of the Portfolio. One or more of the shareholders is an omnibus account, which typically hold shares for the benefit of several other underlying investors.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

15

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of U.S. Large Cap Value Portfolio III and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of U.S. Large Cap Value Portfolio III (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

16

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

	Shares Voted									Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/ WithHold	%		For		Against		Abstain/ WithHold
Proposal 1: Election of Directors for DIG*
1a    David G. Booth	754,612,895	96.26	%	—	0.00	%	29,301,677	3.74	%	85.87	%	0.00	%	3.33%
1b    George M. Constantinides	753,991,785	96.18	%	—	0.00	%	29,922,787	3.82	%	85.80	%	0.00	%	3.41%
1c    John P. Gould	753,344,569	96.10	%	—	0.00	%	30,570,003	3.90	%	85.73	%	0.00	%	3.48%
1d    Roger G. Ibbotson	754,232,365	96.21	%	—	0.00	%	29,682,207	3.79	%	85.83	%	0.00	%	3.38%
1e    Robert C. Merton	754,598,874	96.26	%	—	0.00	%	29,315,698	3.74	%	85.87	%	0.00	%	3.34%
1f    Myron S. Scholes	754,057,040	96.19	%	—	0.00	%	29,857,532	3.81	%	85.81	%	0.00	%	3.40%
1g    Eduardo A. Repetto	753,295,592	96.09	%	—	0.00	%	30,618,979	3.91	%	85.72	%	0.00	%	3.48%
1h    Abbie J. Smith	754,123,603	96.20	%	—	0.00	%	29,790,969	3.80	%	85.82	%	0.00	%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain/ WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

U.S. Large Cap Value Portfolio III

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain/ WithHold		Non- Vote
Proposals:
5      To approve amendments to certain fundamental investment restrictions
5a    Borrowing Money	58,143,575	93.51	%	1,625,867	2.61	%	2,408,936	3.87	%	NA	NA	48.59	%	1.36	%	2.01	%	NA
5b    Making Loans	58,177,317	93.57	%	1,578,105	2.54	%	2,422,954	3.90	%	NA	NA	48.62	%	1.32	%	2.02	%	NA
5c    Investments in Real Estate	56,688,520	91.17	%	3,045,589	4.90	%	2,444,269	3.93	%	NA	NA	47.37	%	2.55	%	2.04	%	NA
5d    Investments in Commodities	56,607,923	91.04	%	3,160,852	5.08	%	2,409,603	3.88	%	NA	NA	47.31	%	2.64	%	2.01	%	NA
5e    Diversification of Investments	58,601,288	94.25	%	1,193,719	1.92	%	2,383,371	3.83	%	NA	NA	48.97	%	1.00	%	1.99	%	NA
6      To approve the elimination of certain fundamental investment restrictions
6a    Pledging, Mortgaging, or Hypothecating Assets	56,302,806	90.55	%	3,427,284	5.51	%	2,448,288	3.94	%	NA	NA	47.05	%	2.86	%	2.05	%	NA
6b    Purchasing Securities on Margin	56,194,130	90.38	%	3,555,084	5.72	%	2,429,164	3.91	%	NA	NA	46.96	%	2.97	%	2.03	%	NA
6c    Investing in Restricted or Illiquid Securities	56,250,759	90.47	%	3,518,423	5.66	%	2,409,196	3.87	%	NA	NA	47.01	%	2.94	%	2.01	%	NA
6d    Investing for the Purpose of Exercising Control	58,236,644	93.66	%	1,536,653	2.47	%	2,405,081	3.87	%	NA	NA	48.67	%	1.28	%	2.01	%	NA
6e    Investing in Other Investment Companies	58,133,472	93.49	%	1,611,603	2.59	%	2,433,303	3.91	%	NA	NA	48.58	%	1.35	%	2.03	%	NA
6f    Management Ownership of Securities of an Issuer	58,179,394	93.57	%	1,541,736	2.48	%	2,457,248	3.95	%	NA	NA	48.62	%	1.29	%	2.05	%	NA
6g    Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	56,722,284	91.23	%	3,056,514	4.92	%	2,399,580	3.86	%	NA	NA	47.40	%	2.55	%	2.01	%	NA
6h    Investing in Securities of Unseasoned Issuers	57,935,331	93.18	%	1,821,612	2.93	%	2,421,435	3.89	%	NA	NA	48.42	%	1.52	%	2.02	%	NA
6i     Investing in Warrants	58,207,826	93.61	%	1,537,460	2.47	%	2,433,092	3.91	%	NA	NA	48.64	%	1.28	%	2.03	%	NA
6j     Writing or Acquiring Options	58,133,427	93.49	%	1,617,729	2.60	%	2,427,222	3.90	%	NA	NA	48.58	%	1.35	%	2.03	%	NA
8      Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	58,620,666	94.28	%	1,071,257	1.72	%	2,486,455	4.00	%	NA	NA	48.99	%	0.90	%	2.08	%	NA

17

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The U.S. Large Cap Value Series vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

18

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s cost by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

		Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,242.20	0.14	%	$0.79
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.50	0.14	%	$0.71

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

19

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The U.S. Large Cap Value Series
Consumer Discretionary	16.7	%
Consumer Staples	6.4	%
Energy	13.9	%
Financials	31.3	%
Health Care	5.5	%
Industrials	14.7	%
Information Technology	3.6	%
Materials	3.8	%
Telecommunication Services	3.6	%
Utilities	0.5	%
	100.0	%

20

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (93.1%)
Consumer Discretionary — (15.5%)
Carnival Corp.	2,624,598	$	76,428,294	1.0	%
CBS Corp. Class B	3,870,469		45,555,420	0.6	%
Comcast Corp. Class A	11,512,642		166,933,309	2.2	%
Comcast Corp. Special Class A	3,396,043		47,612,523	0.6	%
#Disney (Walt) Co.	4,577,802		125,294,441	1.7	%
*Liberty Media Corp. Entertainment Class A	2,954,309		91,051,803	1.2	%
*Liberty Media Corp. Interactive Class A	3,585,265		40,656,905	0.6	%
News Corp. Class A	5,810,104		66,932,398	0.9	%
Time Warner Cable, Inc.	1,980,956		78,128,905	1.0	%
Time Warner, Inc.	6,114,193		184,159,493	2.5	%
Other Securities			325,704,783	4.3	%
Total Consumer Discretionary			1,248,458,274	16.6	%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	1,723,060		51,898,567	0.7	%
CVS Caremark Corp.	4,840,631		170,874,274	2.3	%
Kraft Foods, Inc.	2,137,904		58,835,118	0.8	%
Other Securities			193,282,891	2.5	%
Total Consumer Staples			474,890,850	6.3	%
Energy — (13.0%)
Anadarko Petroleum Corp.	2,760,568		168,201,408	2.2	%
#Chesapeake Energy Corp.	2,647,458		64,862,721	0.9	%
ConocoPhillips	5,213,766		261,626,778	3.5	%
Marathon Oil Corp.	3,280,335		104,872,310	1.4	%
*National-Oilwell, Inc.	1,160,300		47,560,697	0.6	%
XTO Energy, Inc.	2,156,495		89,623,932	1.2	%
Other Securities			306,390,542	4.1	%
Total Energy			1,043,138,388	13.9	%
Financials — (29.1%)
Allstate Corp.	2,596,315		76,773,035	1.0	%
Bank of America Corp.	16,675,426		243,127,711	3.2	%
Bank of New York Mellon Corp.	1,972,678		52,591,595	0.7	%
#Capital One Financial Corp.	1,815,684		66,454,034	0.9	%
Chubb Corp.	1,669,873		81,022,238	1.1	%
Citigroup, Inc.	19,573,191		80,054,351	1.1	%
CME Group, Inc	203,881		61,696,429	0.8	%
JPMorgan Chase & Co.	7,983,370		333,465,365	4.4	%
#Loews Corp.	2,592,160		85,800,496	1.1	%
MetLife, Inc.	4,663,914		158,712,993	2.1	%
#Morgan Stanley	3,619,297		116,251,820	1.5	%
PNC Financial Services Group, Inc.	1,190,568		58,266,398	0.8	%
Prudential Financial, Inc.	1,918,000		86,751,140	1.2	%
Travelers Cos., Inc. (The)	3,328,076		165,704,904	2.2	%
Unum Group	1,898,589		37,876,851	0.5	%
Other Securities			634,916,189	8.5	%
Total Financials			2,339,465,549	31.1	%
Health Care — (5.1%)
*Thermo Fisher Scientific, Inc.	1,056,245		47,531,025	0.7	%
UnitedHealth Group, Inc.	2,406,388		62,445,769	0.8	%
*WellPoint, Inc.	2,580,122		120,646,505	1.6	%
Other Securities			181,920,544	2.4	%
Total Health Care			412,543,843	5.5	%

21

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (13.7%)
Burlington Northern Santa Fe Corp.		1,930,415	$	145,398,858	1.9	%
#CSX Corp.		2,287,204		96,474,265	1.3	%
#FedEx Corp.		599,693		43,591,684	0.6	%
General Electric Co.		18,139,800		258,673,548	3.4	%
Norfolk Southern Corp.		2,186,220		101,921,576	1.4	%
#Northrop Grumman Corp.		1,926,678		96,584,368	1.3	%
Union Pacific Corp.		2,835,808		156,366,453	2.1	%
Other Securities				203,214,199	2.7	%
Total Industrials				1,102,224,951	14.7	%
Information Technology — (3.3%)
*Computer Sciences Corp.		946,932		48,018,922	0.7	%
Other Securities				219,566,373	2.9	%
Total Information Technology				267,585,295	3.6	%
Materials — (3.6%)
#Alcoa, Inc.		4,317,440		53,622,605	0.7	%
#Dow Chemical Co.		3,993,594		93,769,587	1.3	%
#International Paper Co.		1,909,245		42,595,256	0.6	%
#Weyerhaeuser Co.		1,105,551		40,175,723	0.5	%
Other Securities				54,072,078	0.7	%
Total Materials				284,235,249	3.8	%
Telecommunication Services — (3.4%)
#AT&T, Inc.		8,438,300		216,611,161	2.9	%
Other Securities				52,619,682	0.7	%
Total Telecommunication Services				269,230,843	3.6	%
Utilities — (0.5%)
Other Securities				39,398,283	0.5	%
TOTAL COMMON STOCKS				7,481,171,525	99.6	%
	Face Amount
		(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $39,850,000 FNMA 6.50%, 6/25/39, valued at $42,888,563) to be repurchased at $42,250,669		$42,250		42,250,000	0.6	%
	Shares/ Face Amount
		(000)
SECURITIES LENDING COLLATERAL — (6.4%)
§@DFA Short Term Investment Fund LP.		512,733,772		512,733,772	6.8	%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $3,853,074 FHLMC 5.793%(r), 01/01/37 & 5.945%(r), 07/01/37, valued at $2,684,003) to be repurchased at $2,605,845	$	2,606		2,605,828	0.1	%
TOTAL SECURITIES LENDING COLLATERAL				515,339,600	6.9	%
TOTAL INVESTMENTS — (100.0%)
(Cost $6,877,390,667)				$8,038,761,125	107.1	%

22

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,248,458,274	$	—	—	$	1,248,458,274
Consumer Staples		474,890,850		—	—		474,890,850
Energy		1,043,138,388		—	—		1,043,138,388
Financials		2,339,465,549		—	—		2,339,465,549
Health Care		412,543,843		—	—		412,543,843
Industrials		1,102,224,951		—	—		1,102,224,951
Information Technology		267,585,295		—	—		267,585,295
Materials		284,235,249		—	—		284,235,249
Telecommunication Services		269,230,843		—	—		269,230,843
Utilities		39,398,283		—	—		39,398,283
Temporary Cash Investments		—		42,250,000	—		42,250,000
Securities Lending Collateral		—		515,339,600	—		515,339,600
TOTAL	$	7,481,171,525	$	557,589,600	—	$	8,038,761,125

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $470,665 of securities on loan)	$	7,481,171
Temporary Cash Investments at Value & Cost		42,250
Collateral Received from Securities on Loan at Value & Cost		515,340
Cash		1
Receivables:
Investment Securities Sold		1,660
Dividends and Interest		7,943
Securities Lending Income		700
Fund Shares Sold		365
Total Assets		8,049,430
LIABILITIES:
Payables:
Upon Return of Securities Loaned		515,340
Investment Securities Purchased		22,419
Fund Shares Redeemed		2,242
Due to Advisor		659
Accrued Expenses and Other Liabilities		370
Total Liabilities		541,030
NET ASSETS	$	7,508,400
Investments at Cost	$	6,319,801

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $20)	$	150,233
Interest		170
Income from Securities Lending		13,048
Total Investment Income		163,451
Expenses
Investment Advisory Services Fees		6,414
Accounting & Transfer Agent Fees		695
Custodian Fees		73
Shareholders’ Reports		66
Directors’/Trustees’ Fees & Expenses		120
Professional Fees		301
Other		702
Total Expenses		8,371
Net Investment Income (Loss)		155,080
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)
Futures		7,204
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		1,161,370
Futures		(29	)
Net Realized and Unrealized Gain (Loss)		1,046,432
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,201,512

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	155,080		$	166,016		$	146,991
Net Realized Gain (Loss) on:
Investment Securities Sold		(122,113	)		(422,637	)		(118,412	)
Futures		7,204			(1,861	)		—
In-Kind Redemptions		—			52,271	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		1,161,370			(3,601,292	)		(150,559	)
Futures		(29	)		29			—
Net Increase (Decrease) in Net Assets Resulting from Operations		1,201,512			(3,807,474	)		(121,980	)
Transactions in Interest:
Contributions		734,173			1,370,762	†		1,783,358	†
Withdrawals		(1,166,648	)		(983,247	)*†		(368,362	)†
Net Increase (Decrease) from Transactions in Interest		(432,475	)		387,515			1,414,996
Total Increase (Decrease) in Net Assets		769,037			(3,419,959	)		1,293,016
Net Assets
Beginning of Period		6,739,363			10,159,322			8,866,306
End of Period	$	7,508,400		$	6,739,363		$	10,159,322

* See Note J in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES†

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%		21.68	%
Net Assets, End of Period (thousands)	$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587		$	3,919,913
Ratio of Expenses to Average Net Assets		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%		1.41	%
Portfolio Turnover Rate		29	%		19	%(C)		9	%		13	%		9	%		7	%

See page 1 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

27

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE CAP VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The U.S. Large Cap Value Series (the “Series”) is presented in this report.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure, had elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation §301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the fund is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

•      Level 1 – quoted prices in active markets for identical securities

28

•      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•      Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S.Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $183 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

3.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.10% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

29

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	1,964,487
Sales		1,887,094

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for Federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its respective partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$6,877,391	$1,296,505	$(135,135)	$1,161,370

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be in a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

Effective December 31, 2008, The U.S. Large Cap Value Series, a master fund in a RIC/RIC master-feeder structure with four RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The U.S. Large Cap Value Series was December 30, 2008. For Federal income tax purposes, pursuant to IRC Code §336(a), the master fund recognized a loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognized a gain as if it liquidated its investment in the master. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios took fair market value basis in the securities deemed received by them and a new holding period for those securities commenced on the deemed liquidation date.

The master fund had book/tax differences upon its deemed liquidation. The following summary of permanent differences occurred as of the respective effective “Check the Box” election date.

Increase (Decrease) Paid-In             Capital	Unrealized Appreciation (Depreciation) Investment         Securities	Increase (Decrease) Undistributed Net Investment         Income	Increase (Decrease) Accumulated Net Realized   Gains (Losses)
$(3,038,312,278)	$2,303,664,484	$(698,899)	$735,346,693

30

As a result of the transaction, The U.S. Large Cap Value Series recognized a ($2,303,664,484) capital loss for tax year ended December 30, 2008. Additionally, the fund has written off $3,039,011,176 of expired capital loss carryover as a permanent book/tax reporting difference decreasing paid in capital.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

2.    Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the location of realized and change in unrealized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009:

31

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the Series’ location of realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$7,204

	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Cap Value Series*	$(29)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During         the Period
1.90%	$11,126	5	$3	$31,000

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

32

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the Series recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $52,271 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

33

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The U.S. Large Cap Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The U.S. Large Cap Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

34

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

	Shares Voted									Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/WithHold	%		For		Against		Abstain /WithHold
Proposal 1: Election of Trustees for DFAITC*												Need for 50% Voted 40Act:
1a    David G. Booth	2,166,359,402	96.50	%	—	0.00	%	78,661,259	3.50	%	95.78	%	0.00	%	3.48%
1b    George M. Constantinides	2,169,219,982	96.62	%	—	0.00	%	75,800,679	3.38	%	95.90	%	0.00	%	3.35%
1c    John P. Gould	2,168,577,186	96.59	%	—	0.00	%	76,443,476	3.41	%	95.88	%	0.00	%	3.38%
1d    Roger G. Ibbotson	2,169,778,365	96.65	%	—	0.00	%	75,242,297	3.35	%	95.93	%	0.00	%	3.33%
1e    Robert C. Merton	2,170,124,638	96.66	%	—	0.00	%	74,896,023	3.34	%	95.94	%	0.00	%	3.31%
1f    Myron S. Scholes	2,169,439,189	96.63	%	—	0.00	%	75,581,473	3.37	%	95.91	%	0.00	%	3.34%
1g    Eduardo A. Repetto	2,167,010,793	96.53	%	—	0.00	%	78,009,868	3.47	%	95.81	%	0.00	%	3.45%
1h    Abbie J. Smith	2,169,626,842	96.64	%	—	0.00	%	75,393,820	3.36	%	95.92	%	0.00	%	3.33%

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/WithHold	%		NonVote	%	For		Against		Abstain /WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43	%	36,623,148	1.63	%	133,356,326	5.94	%	NA	NA	91.82	%	1.62	%	5.90%

* Results are for all Series within DFAITC

The U.S. Large Cap Value Series

	Shares Voted									Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/WithHold	%		For		Against		Abstain /WithHold
Proposals:
5      To approve amendments to certain fundamental investment restrictions
5a    Borrowing Money	450,089,477	90.34	%	13,835,372	2.78	%	34,296,468	6.88	%	90.12	%	2.77	%	6.87%
5b    Making Loans	446,508,610	89.62	%	17,323,887	3.48	%	34,388,819	6.90	%	89.41	%	3.47	%	6.89%
5c    Investments in Real Estate	449,117,076	90.14	%	14,867,126	2.98	%	34,237,115	6.87	%	89.93	%	2.98	%	6.86%
5d    Investments in Commodities	445,240,298	89.37	%	18,945,498	3.80	%	34,035,520	6.83	%	89.15	%	3.79	%	6.82%
5e    Diversification of Investments	450,429,968	90.41	%	13,968,473	2.80	%	33,822,876	6.79	%	90.19	%	2.80	%	6.77%
6      To approve the elimination of certain fundamental investment restrictions
6a    Pledging, Mortgaging, or Hypothecating Assets	442,477,364	88.81	%	21,095,580	4.23	%	34,648,372	6.95	%	88.60	%	4.22	%	6.94%
6b    Purchasing Securities on Margin	442,025,675	88.72	%	21,654,237	4.35	%	34,541,405	6.93	%	88.51	%	4.34	%	6.92%
6c    Investing in Restricted or Illiquid Securities	441,905,416	88.70	%	21,661,567	4.35	%	34,654,334	6.96	%	88.48	%	4.34	%	6.94%
6d    Investing for the Purpose of Exercising Control	446,950,234	89.71	%	16,844,128	3.38	%	34,426,955	6.91	%	89.49	%	3.37	%	6.89%
6e    Investing in Other Investment Companies	446,376,678	89.59	%	17,480,520	3.51	%	34,364,119	6.90	%	89.38	%	3.50	%	6.88%
6f    Management Ownership of Securities of an Issuer	446,904,545	89.70	%	16,712,196	3.35	%	34,604,577	6.95	%	89.49	%	3.35	%	6.93%
6g    Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	445,817,286	89.48	%	18,271,331	3.67	%	34,132,700	6.85	%	89.27	%	3.66	%	6.83%
6h    Investing in Securities of Unseasoned Issuers	445,230,922	89.36	%	18,304,705	3.67	%	34,685,690	6.96	%	89.15	%	3.67	%	6.95%
6i     Investing in Warrants	446,950,388	89.71	%	16,531,063	3.32	%	34,739,866	6.97	%	89.49	%	3.31	%	6.96%
6j     Writing or Acquiring Options	446,696,672	89.66	%	16,985,456	3.41	%	34,539,189	6.93	%	89.44	%	3.40	%	6.92%

35

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

36

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

37

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

38

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

39

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

40

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

43

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

44

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Qualifying Interest Income(3)	Qualifying Short-Term Capital Gain(4)
U.S. Large Cap Value Portfolio III	99%	1%	—	100%	100%	100%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(3) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(4) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

45

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — Emerging Markets Portfolio II
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	15
Results of the Shareholder Meeting	16
The DFA Investment Trust Company — The Emerging Markets Series
Performance Chart	17
Disclosure of Fund Expenses	18
Disclosure of Portfolio Holdings	19
Summary Schedule of Portfolio Holdings	20
Statement of Assets and Liabilities	24
Statement of Operations	25
Statements of Changes in Net Assets	26
Financial Highlights	27
Notes to Financial Statements	28
Report of Independent Registered Public Accounting Firm	35
Results of the Shareholder Meeting	36
Fund Management	38
Voting Proxies on Fund Portfolio Securities	46
Notice to Shareholders	47

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations
ADR	American Depositary Receipt
FNMA	Federal National Mortgage Association
P.L.C.	Public Limited Company
Investment Footnotes
†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may be Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
§	Affiliated Fund.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.
All Statements and Schedules
—	Amounts designated as — are either zero or rounded to zero.
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

Emerging Markets Portfolio II vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Gains in emerging markets were better, on average, than in developed markets, although results varied widely among the individual emerging markets countries. For the 12-month period, returns in U.S. dollars were 64.13% for the MSCI Emerging Markets Index (net dividends) and 27.83% for the MSCI World ex USA Index (net dividends).

3

12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Argentina	53.21%
Brazil	91.55%
Chile	61.68%
China	82.16%
Czech Republic	26.83%
Hungary	63.54%
India	77.12%
Indonesia	127.39%
Israel	31.43%
Malaysia	56.99%
Mexico	39.79%
Philippines	50.71%
Poland	23.09%
South Africa	61.69%
South Korea	56.17%
Taiwan	48.86%
Thailand	78.58%
Turkey	68.21%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

Emerging Markets Portfolio II

The Emerging Markets Portfolio II seeks to capture the returns of large company stocks in selected emerging markets by purchasing shares of a Master Fund investing in such firms. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large company emerging markets stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 654 stocks across 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets. The Master Fund’s target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 53.72% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s relative underperformance was primarily due to differences in country weights and in the composition of the Master Fund’s holdings relative to the Index. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes, consequently, slight differences in weights or in holdings between the Portfolio and Index had a significant impact on relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,382.30	0.38%	$2.28
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.29	0.38%	$1.94

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by country.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The Emerging Markets Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	142,232
Receivable for Fund Shares Sold		182
Prepaid Expenses and Other Assets		9
Total Assets		142,423
LIABILITIES:
Payables:
Affiliated Investment Company Purchased		182
Due to Advisor		19
Accrued Expenses and Other Liabilities		16
Total Liabilities		217
NET ASSETS	$	142,206
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		6,426,134
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	22.13
Investment in Affiliated Investment Company at Cost	$	65,197
NET ASSETS CONSIST OF:
Paid-In Capital	$	146,429
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,685
Accumulated Net Realized Gain (Loss)		(83,942	)
Deferred Thailand Capital Gains Tax		(5	)
Net Unrealized Foreign Exchange Gain (Loss)		4
Net Unrealized Appreciation (Depreciation)		77,035
NET ASSETS	$	142,206
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $356)	$	3,182
Interest		5
Income from Securities Lending		242
Expenses Allocated from Affiliated Investment Company		(242	)
Total Investment Income		3,187
Expenses
Administrative Services Fees		183
Accounting & Transfer Agent Fees		15
Filing Fees		16
Shareholders’ Reports		18
Directors’/Trustees’ Fees & Expenses		1
Professional Fees		3
Total Expenses		236
Net Investment Income (Loss)		2,951
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		3,063
Futures		(198	)
Foreign Currency Transactions		5
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		49,707
Futures		(2	)
Translation of Foreign Currency Denominated Amounts		14
Change in Deferred Thailand Capital Gains Tax		(102	)
Net Realized and Unrealized Gain (Loss)		52,487
Net Increase (Decrease) in Net Assets Resulting from Operations	$	55,438

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	2,951		$	6,318		$	2,898
Net Realized Gain (Loss) on:
Investment Securities Sold		3,063			(86,714	)		3,885
Futures		(198	)		(12	)		—
Foreign Currency Transactions		5			(214	)		5
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		49,707			(45,036	)		47,846
Futures		(2	)		2			—
Translation of Foreign Currency Denominated Amounts		14			(10	)		(1	)
Change in Deferred Thailand Capital Gains Tax		(102	)		190			(57	)
Net Increase (Decrease) in Net Assets Resulting from Operations		55,438			(125,476	)		54,576
Distributions From:
Net Investment Income		(5,915	)		(3,152	)		(1,289	)
Net Long-Term Gains		—			(2,284	)		—
Total Distributions		(5,915	)		(5,436	)		(1,289	)
Capital Share Transactions (1):
Shares Issued		30,454			30,359			240,044
Shares Issued in Lieu of Cash Distributions		5,915			5,436			1,289
Shares Redeemed		(56,278	)		(102,918	)		(46,626	)
Net Increase (Decrease) from Capital Share Transactions		(19,909	)		(67,123	)		194,707
Total Increase (Decrease) in Net Assets		29,614			(198,035	)		247,994
Net Assets
Beginning of Period		112,592			310,627			62,633
End of Period	$	142,206		$	112,592		$	310,627
(1) Shares Issued and Redeemed:
Shares Issued		2,003			1,149			9,033
Shares Issued in Lieu of Cash Distributions		430			192			59
Shares Redeemed		(3,396	)		(4,304	)		(1,655	)
Net Increase (Decrease) from Shares Issued and Redeemed		(963	)		(2,963	)		7,437
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,685		$	5,645		$	2,703

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	15.24		$	30.01		$	21.50		$	16.79		$	13.03		$	9.78
Income from Investment Operations
Net Investment Income (Loss)		0.41	(A)		0.68	(A)		0.53	(A)		0.45	(A)		0.53	(A)		0.24
Net Gains (Losses) on Securities (Realized and Unrealized)		7.29			(14.92	)		8.42			4.74			3.47			3.18
Total from Investment Operations		7.70			(14.24	)		8.95			5.19			4.00			3.42
Less Distributions
Net Investment Income		(0.81	)		(0.31	)		(0.44	)		(0.48	)		(0.24	)		(0.17	)
Net Realized Gains		—			(0.22	)		—			—			—			—
Total Distributions		(0.81	)		(0.53	)		(0.44	)		(0.48	)		(0.24	)		(0.17	)
Net Asset Value, End of Period	$	22.13		$	15.24		$	30.01		$	21.50		$	16.79		$	13.03
Total Return		53.72	%		(48.27	)%(C)		42.40	%		31.67	%		31.22	%		35.39	%
Net Assets, End of Period (thousands)	$	142,206		$	112,592		$	310,627		$	62,633		$	33,940		$	22,778
Ratio of Expenses to Average Net Assets (D)		0.39	%		0.35	%(B)		0.39	%		0.35	%		0.41	%		0.53	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.39	%		0.35	%(B)		0.43	%		0.74	%		0.81	%		0.93	%
Ratio of Net Investment Income to Average Net Assets		2.42	%		2.82	%(B)		2.13	%		2.38	%		3.60	%		2.43	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

EMERGING MARKETS PORTFOLIO II

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the Emerging Markets Portfolio II (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The Emerging Markets Series (the “Series”), a series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 7% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels listed below:

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Emerging Markets Portfolio II	$	142,232	—	—	$	142,232

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1

11

Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $3 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.15% of average daily net assets of the Portfolio.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amount paid by the Portfolio is included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to realized net foreign currency gains/losses were classified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

12

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$4	$(4)

The tax character of dividends and distributions declared and paid during and the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$1,289	—	$1,289
2008	3,162	$2,274	5,436
2009	5,915	—	5,915

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings/ (Accumulated Losses)
$2,688	—	$(83,995)	$(81,307)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. At October 31, 2009, the Portfolio had capital loss carryforwards of $83,995 (in thousands) available to offset future realized capital gains through October 31, 2016. During the year ended October 31, 2009, the Portfolio utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes in the amount of $2,927 (in thousands).

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$65,143	$77,089	—	$77,089

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line

13

of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held 100% of the outstanding shares of the Portfolio.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

14

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of Emerging Markets Portfolio II and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of Emerging Markets Portfolio II (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

15

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009 Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

Emerging Markets Portfolio II

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5b	Making Loans	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5c	Investments in Real Estate	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5d	Investments in Commodities	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5e	Diversification of Investments	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6b	Purchasing Securities on Margin	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6c	Investing in Restricted or Illiquid Securities	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6d	Investing for the Purpose of Exercising Control	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6e	Investing in Other Investment Companies	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6f	Management Ownership of Securities of an Issuer	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6h	Investing in Securities of Unseasoned Issuers	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6i	Investing in Warrants	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6j	Writing or Acquiring Options	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	7,146,343	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%

16

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The Emerging Markets Series vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

17

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,383.70	0.21%	$1.26
Hypothetical 5% Annual Return	$1,000.00	$1,024.15	0.21%	$1.07

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

18

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The Emerging Market Series
Consumer Discretionary	6.3%
Consumer Staples	8.5%
Energy	12.9%
Financials	20.7%
Health Care	3.4%
Industrials	6.5%
Information Technology	13.7%
Materials	13.5%
Other	—
Telecommunication Services	10.7%
Utilities	3.8%
	100.0%

19

THE EMERGING MARKETS SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (82.9%)
ARGENTINA — (0.1%)
Other Securities		$	1,818,247	0.1%
BRAZIL — (5.8%)
Companhia Siderurgica Nacional SA	367,276		12,132,034	0.6%
Petroleo Brasilerio SA ADR (71654V101)	1,256,219		50,399,506	2.4%
Petroleo Brasilerio SA ADR (71654V408)	914,546		42,270,316	2.0%
Other Securities			30,983,709	1.4%
TOTAL BRAZIL			135,785,565	6.4%
CHILE — (1.7%)
Empresa Nacional de Electricidad SA Sponsored ADR	207,763		9,534,244	0.4%
Other Securities			29,219,969	1.4%
TOTAL CHILE			38,754,213	1.8%
CHINA — (9.4%)
Bank of China, Ltd.	56,691,000		32,598,740	1.6%
#China Life Insurance Co., Ltd. ADR	250,705		17,200,870	0.8%
China Mobile, Ltd. Sponsored ADR	696,697		32,556,651	1.5%
#CNOOC, Ltd. ADR	67,956		10,121,367	0.5%
*Industrial & Commercial Bank of China, Ltd.	34,093,000		27,124,901	1.3%
#PetroChina Co., Ltd. ADR	115,210		13,829,808	0.7%
Tencent Holdings, Ltd.	700,600		12,199,255	0.6%
Other Securities			74,618,243	3.5%
TOTAL CHINA			220,249,835	10.5%
CZECH REPUBLIC — (1.0%)
CEZ A.S.	301,862		14,864,947	0.7%
Other Securities			8,518,048	0.4%
TOTAL CZECH REPUBLIC			23,382,995	1.1%
HUNGARY — (1.5%)
#*OTP Bank NYRT	618,710		17,397,809	0.8%
Other Securities			17,906,431	0.9%
TOTAL HUNGARY			35,304,240	1.7%
INDIA — (11.2%)
HDFC Bank, Ltd.	386,733		13,175,290	0.6%
Hindustan Unilever, Ltd.	1,633,609		9,748,048	0.5%
Infosys Technologies, Ltd.	657,429		30,520,259	1.4%
Infosys Technologies, Ltd. Sponsored ADR	233,496		10,740,816	0.5%
ITC, Ltd.	2,007,345		10,823,298	0.5%
Larsen & Toubro, Ltd.	371,281		12,248,925	0.6%
*Reliance Industries, Ltd.	1,030,847		41,707,940	2.0%
Tata Consultancy Services, Ltd.	756,974		10,030,279	0.5%
Other Securities			122,736,201	5.8%
TOTAL INDIA			261,731,056	12.4%
INDONESIA — (2.2%)
PT Astra International Tbk.	4,017,561		12,925,685	0.6%
PT Telekomunikasi Indonesia Tbk.	14,011,140		12,065,191	0.6%
Other Securities			25,780,160	1.2%
TOTAL INDONESIA			50,771,036	2.4%
ISRAEL — (3.6%)
Israel Chemicals, Ltd.	780,753		9,119,540	0.5%
Teva Pharmaceutical Industries, Ltd. Sponsored ADR	888,925		44,872,934	2.1%

20

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
ISRAEL — (Continued)
Other Securities		$	29,303,182	1.4%
TOTAL ISRAEL			83,295,656	4.0%
MALAYSIA — (4.4%)
CIMB Group Holdings Berhad	3,095,227		11,229,284	0.5%
Other Securities			92,150,262	4.4%
TOTAL MALAYSIA			103,379,546	4.9%
MEXICO — (6.8%)
#America Movil S.A.B. de C.V. Series L	17,737,259		39,145,222	1.8%
#Fomento Economico Mexicano S.A.B. de C.V. Series B & D	2,109,900		9,132,314	0.4%
#*Grupo Mexico S.A.B. de C.V. Series B	9,098,785		18,192,402	0.9%
#Wal-Mart de Mexico S.A.B. de C.V. Series V	4,372,680		15,250,358	0.7%
Other Securities			77,158,719	3.7%
TOTAL MEXICO			158,879,015	7.5%
PHILIPPINES — (0.6%)
Other Securities			13,288,391	0.6%
POLAND — (1.3%)
Other Securities			30,821,592	1.5%
RUSSIA — (0.6%)
Other Securities			13,599,374	0.7%
SINGAPORE — (0.0%)
Other Securities			513,710	0.0%
SOUTH AFRICA — (8.2%)
*Anglo American Platinum Corp., Ltd.	114,526		9,954,766	0.5%
Impala Platinum Holdings, Ltd.	478,692		10,402,919	0.5%
MTN Group, Ltd.	1,659,950		24,715,390	1.2%
Naspers, Ltd. Series N	324,237		11,698,218	0.5%
#Sasol, Ltd. Sponsored ADR	1,270,370		47,499,134	2.2%
#Standard Bank Group, Ltd.	843,110		10,570,537	0.5%
Other Securities			77,167,798	3.7%
TOTAL SOUTH AFRICA			192,008,762	9.1%
SOUTH KOREA — (11.5%)
POSCO	46,060		19,088,540	0.9%
#Samsung Electronics Co., Ltd.	97,139		58,451,752	2.8%
*Samsung Electronics Co., Ltd. GDR	49,372		14,972,842	0.7%
Other Securities			174,979,885	8.3%
TOTAL SOUTH KOREA			267,493,019	12.7%
TAIWAN — (9.6%)
Formosa Plastics Corp.	5,051,649		9,689,505	0.5%
Hon Hai Precision Industry Co., Ltd.	4,590,177		17,978,933	0.9%
Media Tek, Inc.	735,527		10,294,431	0.5%
Nan Ya Plastic Corp.	7,084,565		11,269,977	0.5%
Taiwan Semiconductor Manufacturing Co., Ltd.	22,386,808		40,609,637	1.9%
Other Securities			133,066,226	6.3%
TOTAL TAIWAN			222,908,709	10.6%
THAILAND — (1.4%)
Other Securities			32,436,355	1.5%
TURKEY — (2.0%)
Turkiye Garanti Bankasi A.S.	2,842,585		10,322,968	0.5%

21

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††	Percentage of Net Assets**
TURKEY — (Continued)
Other Securities		$36,814,452	1.7%
TOTAL TURKEY		47,137,420	2.2%
TOTAL COMMON STOCKS		1,933,558,736	91.7%
PREFERRED STOCKS — (7.1%)
BRAZIL — (7.1%)
Banco Bradesco SA	1,309,200	25,610,259	1.2%
#Companhia de Bebidas das Americas Preferred ADR	151,600	13,656,128	0.7%
Gerdau SA	756,268	11,398,113	0.5%
Itau Unibanco Holding SA	1,765,755	33,589,042	1.6%
Vale SA Series A	1,412,691	31,796,775	1.5%
Other Securities		49,632,382	2.4%
TOTAL BRAZIL		165,682,699	7.9%
TOTAL PREFERRED STOCKS		165,682,699	7.9%
RIGHTS/WARRANTS — (0.0%)
SOUTH AFRICA — (0.0%)
Other Securities		40,450	0.0%
TAIWAN — (0.0%)
Other Securities		8,490	0.0%
TOTAL RIGHTS/WARRANTS		48,940	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $310,000 FNMA 6.50%, 06/25/39, valued at $326,275) to be repurchased at $317,005	$317	317,000	0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.0%)
§@DFA Short Term Investment Fund LP	226,669,881	226,669,881	10.7%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $6,420,547) to be repurchased at $6,294,691	$6,295	6,294,654	0.3%
TOTAL SECURITIES LENDING COLLATERAL		232,964,535	11.0%
TOTAL INVESTMENTS — (100.0%) (Cost $1,297,590,646)		$2,332,571,910	110.6%

22

THE EMERGING MARKETS SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Argentina	$	1,818,247		—	—	$	1,818,247
Brazil		135,785,565		—	—		135,785,565
Chile		38,754,213		—	—		38,754,213
China		81,011,010	$	139,238,825	—		220,249,835
Czech Republic		—		23,382,995	—		23,382,995
Hungary		—		35,304,240	—		35,304,240
India		16,626,590		245,104,466	—		261,731,056
Indonesia		—		50,771,036	—		50,771,036
Israel		44,872,934		38,422,722	—		83,295,656
Malaysia		—		103,379,546	—		103,379,546
Mexico		158,715,803		163,212	—		158,879,015
Philippines		—		13,288,391	—		13,288,391
Poland		—		30,821,592	—		30,821,592
Russia		206,569		13,392,805	—		13,599,374
Singapore		—		513,710	—		513,710
South Africa		64,231,071		127,777,691	—		192,008,762
South Korea		2,797,395		264,695,624	—		267,493,019
Taiwan		3,072,894		219,835,815	—		222,908,709
Thailand		32,436,355		—	—		32,436,355
Turkey		—		47,137,420	—		47,137,420
Preferred Stocks
Brazil		165,682,699		—	—		165,682,699
Rights/Warrants
South Africa		40,450		—	—		40,450
Taiwan		—		8,490	—		8,490
Temporary Cash Investments		—		317,000	—		317,000
Securities Lending Collateral		—		232,964,535	—		232,964,535
TOTAL	$	746,051,795	$	1,586,520,115	—	$	2,332,571,910

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $213,269 of securities on loan)	$	2,099,290
Temporary Cash Investments at Value & Cost		317
Collateral Received from Securities on Loan at Value & Cost		232,965
Foreign Currencies at Value		1,950
Cash		21
Receivables:
Investment Securities Sold		6,815
Dividends, Interest and Tax Reclaims		3,192
Securities Lending Income		185
Fund Shares Sold		188
Unrealized Gain on Foreign Currency Contracts		6
Total Assets		2,344,929
LIABILITIES:
Payables:
Upon Return of Securities Loaned		232,965
Fund Shares Redeemed		67
Due to Advisor		184
Deferred Thailand Capital Gains Tax		2,154
Accrued Expenses and Other Liabilities		243
Total Liabilities		235,613
NET ASSETS	$	2,109,316
Investments at Cost	$	1,064,309
Foreign Currencies at Cost	$	1,958

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $4,972)	$	43,658
Interest		73
Income from Securities Lending		3,350
Total Investment Income		47,081
Expenses
Investment Advisory Services Fees		1,697
Accounting & Transfer Agent Fees		203
Custodian Fees		1,105
Shareholders’ Reports		17
Directors’/Trustees’ Fees & Expenses		22
Professional Fees		127
Other		210
Total Expenses		3,381
Net Investment Income (Loss)		43,700
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		40,421
Futures		(2,920	)
Foreign Currency Transactions		(24	)
In-Kind Redemptions		17,805	*
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		642,058
Futures		(32	)
Translation of Foreign Currency Denominated Amounts		210
Change in Deferred Thailand Capital Gains Tax		(1,366	)
Net Realized and Unrealized Gain (Loss)		696,152
Net Increase (Decrease) in Net Assets Resulting from Operations	$	739,852

* See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	43,700		$	82,436		$	76,347
Net Realized Gain (Loss) on:
Investment Securities Sold		40,421			(59,927	)		143,019
Futures		(2,920	)		(361	)		—
Foreign Currency Transactions		(24	)		(1,036	)		(111	)
In-Kind Redemptions		17,805	*		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		642,058			(1,612,126	)		859,017
Futures		(32	)		32			—
Translation of Foreign Currency Denominated Amounts		210			(139	)		(27	)
Change in Deferred Thailand Capital Gains Tax		(1,366	)		2,797			(884	)
Net Increase (Decrease) in Net Assets Resulting from Operations		739,852			(1,588,324	)		1,077,361
Transactions in Interest:
Contributions		162,102			197,789			481,891
Withdrawals		(417,162	)*		(692,731	)		(266,433	)
Net Increase (Decrease) from Transactions in Interest		(255,060	)		(494,942	)		215,458
Total Increase (Decrease) in Net Assets		484,792			(2,083,266	)		1,292,819
Net Assets
Beginning of Period		1,624,524			3,707,790			2,414,971
End of Period	$	2,109,316		$	1,624,524		$	3,707,790

* See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		53.99	%		(48.15	)%(C)		42.62	%		31.87	%		31.23	%		35.47	%
Net Assets, End of Period (thousands)	$	2,109,316		$	1,624,524		$	3,707,790		$	2,414,971		$	1,852,565		$	1,160,262
Ratio of Expenses to Average Net Assets		0.20	%		0.18	%(B)		0.19	%		0.20	%		0.27	%		0.31	%
Ratio of Net Investment Income to Average Net Assets		2.57	%		3.00	%(B)		2.52	%		2.54	%		3.70	%		2.63	%
Portfolio Turnover Rate		14	%		19	%(C)		7	%		11	%		9	%		2	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

27

THE DFA INVESTMENT TRUST COMPANY

THE EMERGING MARKETS SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The Emerging Markets Series (the “Series”) is presented in this report.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Series will also fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of the Series is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series prices its shares at the close of the NYSE, the Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Series has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the Series utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the

28

market values of foreign investments). When the Series uses fair value pricing, the values assigned to the Series’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of the Series whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

3.    Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $48 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

4.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and premium on securities

29

purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to the Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Series’ investments in Thailand are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. The Series accrues for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. The Series is also subject to a 15% governmental capital gains tax on short-term capital gains for investments in India. Such taxes are due upon sale of individual securities. The taxes for the capital gains are accrued when the capital gains are earned.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.10% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amount paid by the Series is included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	230,547
Sales		367,789

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Tax:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

Some of the Series’ investments are in securities considered to be “passive foreign investment companies” for which any unrealized appreciation (depreciation) (mark to market) and/or realized gains are required to be included in distributable net investment income for tax purposes. At October 31, 2009, the Series had no cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal tax purposes. For the year ended October 31, 2009, there were no realized gains on the sale of passive foreign investment companies to be reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes.

30

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$1,299,053	$1,057,665	$(24,146)	$1,033,519

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2.    Foreign Market Risks:    Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Series may be inhibited.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3.    Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

31

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series’ location and value of realized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009:

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation   (Depreciation) of: Futures

The following is a summary of the location of realized and change in unrealized gains and losses on the Series’ Statements of Operations for the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The Emerging Markets Series*	$(2,920)

	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The Emerging Markets Series*	$(32)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted

32

to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentage and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
0.91%	$3,365	87	$7	$13,587

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (In-Kind redemption). For financial reporting purposes, the Series recognizes a gain on In-Kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on In-Kind redemptions are not

33

recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in-capital. During the year ended October 31, 2009, the Series realized $17,805 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The Emerging Markets Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of The Emerging Markets Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, broker and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

35

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The Emerging Markets Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	52,121,556	93.84%	1,664,956	3.00%	1,757,089	3.16%	87.03%	2.78%	2.93%
5b	Making Loans	52,099,490	93.80%	1,648,888	2.97%	1,795,223	3.23%	86.99%	2.75%	3.00%
5c	Investments in Real Estate	52,397,882	94.34%	1,398,009	2.52%	1,747,709	3.15%	87.49%	2.33%	2.92%
5d	Investments in Commodities	52,040,226	93.69%	1,748,233	3.15%	1,755,143	3.16%	86.89%	2.92%	2.93%
5e	Diversification of Investments	52,611,281	94.72%	1,181,063	2.13%	1,751,257	3.15%	87.85%	1.97%	2.92%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	51,861,192	93.37%	1,894,995	3.41%	1,787,414	3.22%	86.60%	3.16%	2.98%
6b	Purchasing Securities on Margin	51,912,008	93.46%	1,862,926	3.35%	1,768,666	3.18%	86.68%	3.11%	2.95%
6c	Investing in Restricted or Illiquid Securities	51,782,840	93.23%	1,972,942	3.55%	1,787,818	3.22%	86.47%	3.29%	2.99%
6d	Investing for the Purpose of Exercising Control	52,148,416	93.89%	1,633,661	2.94%	1,761,524	3.17%	87.08%	2.73%	2.94%
6e	Investing in Other Investment Companies	52,226,140	94.03%	1,552,404	2.79%	1,765,057	3.18%	87.21%	2.59%	2.95%
6f	Management Ownership of Securities of an Issuer	52,340,283	94.23%	1,414,052	2.55%	1,789,266	3.22%	87.40%	2.36%	2.99%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	49,027,368	88.27%	4,764,525	8.58%	1,751,708	3.15%	81.86%	7.96%	2.92%
6h	Investing in Securities of Unseasoned Issuers	52,200,460	93.98%	1,550,569	2.79%	1,792,572	3.23%	87.16%	2.59%	2.99%
6i	Investing in Warrants	52,426,418	94.39%	1,350,164	2.43%	1,767,018	3.18%	87.54%	2.25%	2.95%
6j	Writing or Acquiring Options	52,093,118	93.79%	1,682,479	3.03%	1,768,004	3.18%	86.98%	2.81%	2.95%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	52,843,359	95.14%	879,647	1.58%	1,820,595	3.28%	88.24%	1.47%	3.04%

36

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	52,852,461	95.15%	862,958	1.55%	1,828,182	3.29%	88.25%	1.44%	3.05%

37

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

38

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

39

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

40

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

43

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

44

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

45

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

46

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Foreign Tax Credit(3)	Foreign Source Income(4)	Qualifying Interest Income(5)	Qualifying Short-Term Capital Gain(6)
Emerging Markets Portfolio II	100%	—	100%	100%	100%	4%	60%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(4) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e., the sum of short-term capital gain and net investment income) distributions made during the period.

(5) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(6) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

47

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — Tax-Managed U.S. Marketwide Value Portfolio II
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statements of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	15
Results of the Shareholder Meeting	16
The DFA Investment Trust Company — The Tax-Managed U.S. Marketwide Value Series
Performance Chart	17
Disclosure of Fund Expenses	18
Disclosure of Portfolio Holdings	19
Summary Schedule of Portfolio Holdings	20
Statement of Assets and Liabilities	23
Statements of Operations	24
Statements of Changes in Net Assets	25
Financial Highlights	26
Notes to Financial Statements	27
Report of Independent Registered Public Accounting Firm	33
Results of the Shareholder Meeting	34
Fund Management	35
Voting Proxies on Fund Portfolio Securities	43
Notice to Shareholders	44

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

FHLMC Federal Home Loan Mortgage Corporation

Investment Footnotes

†	See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
(y)	The rate shown is the effective yield.
§	Affiliated Fund.

Financial Highlights

(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

—	Amounts designated as — are either zero or rounded to zero.
REIT	Real Estate Investment Trust
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

Tax-Managed U.S. Marketwide Value Portfolio II vs.

Russell 3000^® Value Index

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index (small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

3

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in The U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

Tax-Managed U.S. Marketwide Value Portfolio II

The Tax-Managed U.S. Marketwide Value Portfolio II seeks to capture the returns of U.S. value stocks by purchasing shares of a Master Fund that invests in such stocks. The Portfolio also seeks to maximize the after-tax value of a shareholder’s investment. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to U.S. value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,410 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Master Fund’s diversified investment approach, performance principally was determined by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 12.64% for the Portfolio and 4.55% for the Russell 3000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio’s greater exposure to stocks with more pronounced value characteristics added more than 8% to the outperformance. The Portfolio is more inclusive than the Index across the market cap spectrum, particularly in the micro cap range, resulting in a slight size tilt for the Portfolio which also contributed to outperformance.

4

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,238.60	0.26%	$1.47
Hypothetical 5% Annual Return	$1,000.00	$1,023.89	0.26%	$1.33

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investments in The Tax-Managed U.S. Marketwide Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	671,411
Receivables:
Fund Shares Sold		326
Prepaid Expenses and Other Assets		35
Total Assets		671,772
LIABILITIES:
Payables:
Affiliated Investment Company Purchased		53
Fund Shares Redeemed		273
Accrued Expenses and Other Liabilities		43
Total Liabilities		369
NET ASSETS	$	671,403
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		60,094,293
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	11.17
Investment in Affiliated Investment Company at Cost	$	675,425
NET ASSETS CONSIST OF:
Paid-In Capital	$	763,429
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		1,610
Accumulated Net Realized Gain (Loss)		(89,622	)
Net Unrealized Appreciation (Depreciation)		(4,014	)
NET ASSETS	$	671,403
(1) NUMBER OF SHARES AUTHORIZED		500,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	11,449
Interest		44
Income from Securities Lending		1,565
Expenses Allocated from Affiliated Investment Company		(1,252	)
Total Investment Income		11,806
Expenses
Accounting & Transfer Agent Fees		23
Filing Fees		59
Shareholders’ Reports		35
Directors’/Trustees’ Fees & Expenses		7
Audit Fees		2
Legal Fees		5
Other		7
Total Expenses		138
Net Investment Income (Loss)		11,668
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(54,176	)
Futures		436
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		124,690
Futures		(4	)
Net Realized and Unrealized Gain (Loss)		70,946
Net Increase (Decrease) in Net Assets Resulting from Operations	$	82,614

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	11,668		$	17,946		$	18,204
Net Realized Gain (Loss) on:
Investment Securities Sold		(54,176	)		(34,948	)		58,675
Futures		436			(793	)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		124,690			(378,517	)		(76,760	)
Futures		(4	)		4			—
Net Increase (Decrease) in Net Assets Resulting from Operations		82,614			(396,308	)		119
Distributions From:
Net Investment Income		(13,703	)		(19,059	)		(17,542	)
Net Long-Term Gains		—			(43,810	)		—
Total Distributions		(13,703	)		(62,869	)		(17,542	)
Capital Share Transactions (1):
Shares Issued		351,837			370,753			209,281
Shares Issued in Lieu of Cash Distributions		13,698			62,846			17,537
Shares Redeemed		(376,733	)		(470,998	)		(114,505	)
Net Increase (Decrease) from Capital Share Transactions		(11,198	)		(37,399	)		112,313
Total Increase (Decrease) in Net Assets		57,713			(496,576	)		94,890
Net Assets
Beginning of Period		613,690			1,110,266			1,015,376
End of Period	$	671,403		$	613,690		$	1,110,266
(1) Shares Issued and Redeemed:
Shares Issued		40,341			26,390			11,360
Shares Issued in Lieu of Cash Distributions		1,482			3,963			966
Shares Redeemed		(41,909	)		(33,945	)		(6,345	)
Net Increase (Decrease) from Shares Issued and Redeemed		(86	)		(3,592	)		5,981
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	1,610		$	3,645		$	4,811

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.20		$	17.41		$	17.57		$	15.17		$	13.20		$	11.08
Income from Investment Operations
Net Investment Income (Loss)		0.21	(A)		0.28	(A)		0.29	(A)		0.26	(A)		0.20			0.13
Net Gains (Losses) on Securities
(Realized and Unrealized)		1.02			(6.42	)		(0.16	)		2.39			1.94			2.12
Total from Investment Operations		1.23			(6.14	)		0.13			2.65			2.14			2.25
Less Distributions
Net Investment Income		(0.26	)		(0.31	)		(0.29	)		(0.25	)		(0.17	)		(0.13	)
Net Realized Gains		—			(0.76	)		—			—			—			—
Total Distributions		(0.26	)		(1.07	)		(0.29	)		(0.25	)		(0.17	)		(0.13	)
Net Asset Value, End of Period	$	11.17		$	10.20		$	17.41		$	17.57		$	15.17		$	13.20
Total Return		12.64	%		(37.46	)%(C)		0.67	%		17.67	%		16.36	%		20.41	%
Net Assets, End of Period (thousands)	$	671,403		$	613,690		$	1,110,266		$	1,015,376		$	721,743		$	505,147
Ratio of Expenses to Average Net Assets (D)		0.26	%		0.23	%(B)		0.23	%		0.24	%		0.26	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		2.16	%		2.07	%(B)		1.59	%		1.61	%		1.49	%		1.11	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which Tax-Managed U.S. Marketwide Value Portfolio II (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The Tax-Managed U.S. Marketwide Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 29% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—   Level 1 – quoted prices in active markets for identical securities

—   Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—   Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Tax-Managed U.S. Marketwide Value Portfolio II	$	671,411	—	—	$	671,411

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of

11

all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $15 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3. Other: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Portfolio is not charged a fee for these services. The Advisor provides investment advisory services to the Series.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise.

12

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gain	Total
2007	$18,012	$  1,514	$19,526
2008	19,112	43,757	62,869
2009	13,703	—	13,703

At October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings (Accumulated       Losses)
$1,584	—	$(89,694)	$(88,110)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. At October 31, 2009, the Portfolio had capital loss carryforwards available to offset future realized capital gains through October 31, 2017 (amounts in thousands):

Expires on October 31,
2016	2017	Total
$35,999	$53,695	$89,694

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal   Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$675,310	$109,754	$(113,653)	$(3,899)

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

13

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held approximately 93% of the outstanding shares of the Portfolio. One or more of the shareholders is an omnibus account, which typically hold shares for the benefit of several other underlying investors.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

14

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of Tax-Managed U.S. Marketwide Value Portfolio II and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of Tax-Managed U.S. Marketwide Value Portfolio II (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

15

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain /WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

Tax-Managed U.S. Marketwide Value Portfolio II

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain /WithHold	Non-Vote
Proposals:					Need for 50% Voted 40Act:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	28,659,923	90.51%	747,072	2.36%	2,257,992	7.13%	NA	NA	51.84%	1.35%	4.08%	NA
5b	Making Loans	28,618,641	90.38%	827,827	2.61%	2,218,519	7.01%	NA	NA	51.76%	1.50%	4.01%	NA
5c	Investments in Real Estate	28,492,602	89.98%	922,745	2.91%	2,249,640	7.10%	NA	NA	51.54%	1.67%	4.07%	NA
5d	Investments in Commodities	28,551,376	90.17%	900,839	2.84%	2,212,772	6.99%	NA	NA	51.64%	1.63%	4.00%	NA
5e	Diversification of Investments	28,849,234	91.11%	593,874	1.88%	2,221,879	7.02%	NA	NA	52.18%	1.07%	4.02%	NA
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	28,190,349	89.03%	1,232,888	3.89%	2,241,750	7.08%	NA	NA	50.99%	2.23%	4.05%	NA
6e	Investing in Other Investment Companies	28,524,847	90.08%	873,101	2.76%	2,267,039	7.16%	NA	NA	51.59%	1.58%	4.10%	NA
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	28,506,817	90.03%	962,759	3.04%	2,195,411	6.93%	NA	NA	51.56%	1.74%	3.97%	NA
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	28,826,207	91.03%	620,446	1.96%	2,218,334	7.01%	NA	NA	52.14%	1.12%	4.01%	NA

16

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The Tax-Managed U.S. Marketwide Value Series vs.

Russell 3000^® Value Index

October 31, 1999-October 31, 2009

17

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,240.10	0.24%	$1.36
Hypothetical 5% Annual Return	$1,000.00	$1,024.00	0.24%	$1.22

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

18

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The Tax-Managed U.S. Marketwide Value Series
Consumer Discretionary	18.5%
Consumer Staples	5.3%
Energy	14.0%
Financials	30.2%
Health Care	4.5%
Industrials	12.2%
Information Technology	6.8%
Materials	3.3%
Other	—
Telecommunication Services	4.3%
Utilities	0.9%
	100.0%

19

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (91.3%)
Consumer Discretionary — (16.9%)
Carnival Corp.	688,708	$	20,055,177	0.9%
Comcast Corp. Class A	3,570,978		51,779,181	2.3%
Comcast Corp. Special Class A	1,432,185		20,079,234	0.9%
#Disney (Walt) Co.	1,135,556		31,080,168	1.3%
*Liberty Media Corp. Entertainment Class A	578,364		17,825,178	0.8%
News Corp. Class A	1,864,745		21,481,862	0.9%
#News Corp. Class B	855,872		11,639,859	0.5%
Time Warner Cable, Inc.	693,942		27,369,072	1.2%
Time Warner, Inc.	1,534,860		46,229,983	2.0%
Other Securities			173,853,500	7.6%
Total Consumer Discretionary			421,393,214	18.4%
Consumer Staples — (4.8%)
Archer-Daniels-Midland Co.	487,589		14,686,181	0.6%
CVS Caremark Corp.	866,755		30,596,452	1.3%
#Kraft Foods, Inc.	1,077,208		29,644,764	1.3%
Other Securities			45,163,659	2.0%
Total Consumer Staples			120,091,056	5.2%
Energy — (12.8%)
Anadarko Petroleum Corp.	845,068		51,489,993	2.2%
Apache Corp.	185,830		17,490,320	0.8%
#Chesapeake Energy Corp.	618,000		15,141,000	0.7%
ConocoPhillips	1,496,850		75,111,933	3.3%
Marathon Oil Corp.	856,737		27,389,882	1.2%
Valero Energy Corp.	714,360		12,929,916	0.6%
XTO Energy, Inc.	397,536		16,521,596	0.7%
Other Securities			103,389,457	4.5%
Total Energy			319,464,097	14.0%
Financials — (27.6%)
Allstate Corp.	501,660		14,834,086	0.6%
Bank of America Corp.	4,536,955		66,148,804	2.9%
Capital One Financial Corp.	401,285		14,687,031	0.6%
Chubb Corp.	390,477		18,945,944	0.8%
Citigroup, Inc.	3,545,800		14,502,322	0.6%
CME Group, Inc.	67,810		20,519,984	0.9%
JPMorgan Chase & Co.	2,495,918		104,254,495	4.6%
Lincoln National Corp.	464,693		11,073,634	0.5%
Loews Corp.	747,772		24,751,253	1.1%
MetLife, Inc.	847,339		28,834,946	1.3%
Morgan Stanley	628,799		20,197,024	0.9%
PNC Financial Services Group, Inc.	263,050		12,873,667	0.6%
Prudential Financial, Inc.	430,708		19,480,923	0.8%
Travelers Cos., Inc. (The)	769,714		38,324,060	1.7%
Wells Fargo & Co.	529,123		14,561,465	0.6%
Other Securities			265,392,627	11.6%
Total Financials			689,382,265	30.1%
Health Care — (4.1%)
*Thermo Fisher Scientific, Inc.	321,928		14,486,760	0.6%
*WellPoint, Inc.	440,420		20,594,039	0.9%
Other Securities			67,176,867	3.0%
Total Health Care			102,257,666	4.5%

20

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (11.1%)
Burlington Northern Santa Fe Corp.	248,329	$	18,704,140	0.8%
CSX Corp.	562,627		23,731,607	1.0%
FedEx Corp.	184,382		13,402,728	0.6%
General Electric Co.	2,283,412		32,561,455	1.4%
Norfolk Southern Corp.	333,288		15,537,887	0.7%
Tyco International, Ltd.	456,370		15,311,214	0.7%
#Union Pacific Corp.	489,811		27,008,179	1.2%
Other Securities			131,483,405	5.7%
Total Industrials			277,740,615	12.1%
Information Technology — (6.2%)
*Computer Sciences Corp.	225,553		11,437,793	0.5%
#Motorola, Inc.	2,108,701		18,071,568	0.8%
Tyco Electronics, Ltd.	549,298		11,672,583	0.5%
Other Securities			112,756,385	4.9%
Total Information Technology			153,938,329	6.7%
Materials — (3.0%)
Dow Chemical Co.	578,018		13,571,863	0.6%
Weyerhaeuser Co.	311,975		11,337,172	0.5%
Other Securities			49,738,377	2.2%
Total Materials			74,647,412	3.3%
Other — (0.0%)
Other Securities			54	0.0%
Telecommunication Services — (3.9%)
AT&T, Inc.	2,510,122		64,434,832	2.8%
Verizon Communications, Inc.	566,352		16,758,356	0.7%
Other Securities			17,187,908	0.8%
Total Telecommunication Services			98,381,096	4.3%
Utilities — (0.9%)
Other Securities			21,258,951	0.9%
TOTAL COMMON STOCKS			2,278,554,755	99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities			—	0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	13,814,176		13,814,176	0.6%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (8.2%)
§@DFA Short Term Investment Fund LP	202,493,142		202,493,142	8.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $1,886,910 FHLMC 5.793%(r),
01/01/37, valued at $1,059,989) to be repurchased at
$1,029,122	$1,029		1,029,115	0.1%
TOTAL SECURITIES LENDING COLLATERAL			203,522,257	8.9%
TOTAL INVESTMENTS — (100.0%) (Cost $2,552,893,037)		$	2,495,891,188	109.0%

21

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	421,361,264	$	31,950	—	$	421,393,214
Consumer Staples		120,091,056		—	—		120,091,056
Energy		319,464,097		—	—		319,464,097
Financials		689,382,265		—	—		689,382,265
Health Care		102,257,666		—	—		102,257,666
Industrials		277,740,615		—	—		277,740,615
Information Technology		153,931,809		6,520	—		153,938,329
Materials		74,647,412		—	—		74,647,412
Other		—		54	—		54
Telecommunication Services		98,381,096		—	—		98,381,096
Utilities		21,258,951		—	—		21,258,951
Rights/Warrants		—		—	—		—
Temporary Cash Investments		13,814,176		—	—		13,814,176
Securities Lending Collateral		—		203,522,257	—		203,522,257
TOTAL	$	2,292,330,407	$	203,560,781	—	$	2,495,891,188

See accompanying Notes to Financial Statements.

22

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $185,881 of securities on loan)	$	2,278,555
Temporary Cash Investments at Value & Cost		13,814
Collateral Received from Securities on Loan at Value & Cost		203,522
Receivables:
Investment Securities Sold		2,290
Dividends and Interest		2,664
Securities Lending Income		210
Fund Shares Sold		53
Total Assets		2,501,108
LIABILITIES:
Payables:
Upon Return of Securities Loaned		203,522
Investment Securities Purchased		6,575
Fund Shares Redeemed		570
Due to Advisor		403
Accrued Expenses and Other Liabilities		111
Total Liabilities		211,181
NET ASSETS	$	2,289,927
Investments at Cost	$	2,335,557

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	41,661
Interest		169
Income from Securities Lending		5,646
Total Investment Income		47,476
Expenses
Investment Advisory Services Fees		3,861
Accounting & Transfer Agent Fees		223
Custodian Fees		41
Shareholders’ Reports		11
Directors’/Trustees’ Fees & Expenses		28
Professional Fees		85
Other		218
Total Expenses		4,467
Net Investment Income (Loss)		43,009
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(224,739	)
Futures		2,063
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		417,983
Futures		(16	)
Net Realized and Unrealized Gain (Loss)		195,291
Net Increase (Decrease) in Net Assets Resulting from Operations	$	238,300

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	43,009		$	63,704		$	63,884
Net Realized Gain (Loss) on:
Investment Securities Sold		(224,739	)		(152,733	)		197,904
Futures		2,063			(2,752	)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		417,983			(1,321,745	)		(257,139	)
Futures		(16	)		16			—
Net Increase (Decrease) in Net Assets Resulting from Operations		238,300			(1,413,510	)		4,649
Transactions in Interest:
Contributions		347,943			457,034			478,784
Withdrawals		(487,040	)		(711,380	)		(146,412	)
Net Increase (Decrease) from Transactions in Interest		(139,097	)		(254,346	)		332,372
Total Increase (Decrease) in Net Assets		99,203			(1,667,856	)		337,021
Net Assets
Beginning of Period		2,190,724			3,858,580			3,521,559
End of Period	$	2,289,927		$	2,190,724		$	3,858,580

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		12.76	%		(37.44	)%(C)		0.67	%		17.70	%		16.44	%		20.49	%
Net Assets, End of Period (thousands)	$	2,289,927		$	2,190,724		$	3,858,580		$	3,521,559		$	2,476,387		$	1,702,613
Ratio of Expenses to Average Net Assets		0.23	%		0.22	%(B)		0.22	%		0.22	%		0.24	%		0.25	%
Ratio of Net Investment Income to Average Net Assets		2.23	%		2.09	%(B)		1.61	%		1.63	%		1.52	%		1.14	%
Portfolio Turnover Rate		28	%		40	%(C)		21	%		21	%		12	%		5	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The Tax-Managed U.S. Marketwide Value Series (the “Series”) is presented in this report.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—    Level 1 – quoted prices in active markets for identical securities

—    Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—    Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

27

2.  Deferred Compensation Plan:   Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $55 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

3.  Other:   Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost sold. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	549,371
Sales		583,865

There were no purchases or sales of long-term U.S. government securities.

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E. Federal Income Tax:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and net realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$2,553,643	$383,784	$(441,536)	$(57,752)

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.  Repurchase Agreements:   The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

2.  Futures Contracts:   The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

29

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series location of realized and change in unrealized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

The following is a summary of the realized and change in unrealized gains and losses from the Series’ derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The Tax-Managed U.S. Marketwide Value Series*	$2,063
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The Tax-Managed U.S. Marketwide Value Series*	$(16)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

30

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
1.96%	$8,120	19	$8	$18,993

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

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J. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

32

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The Tax-Managed U.S. Marketwide Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The Tax-Managed U.S. Marketwide Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

33

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain/WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain/WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The Tax-Managed U.S. Marketwide Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain/WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	146,890,401	90.32%	4,215,416	2.59%	11,527,664	7.09%	90.32%	2.59%	7.09%
5b	Making Loans	146,648,973	90.17%	4,349,979	2.67%	11,634,529	7.15%	90.17%	2.67%	7.15%
5c	Investments in Real Estate	146,728,379	90.22%	4,371,378	2.69%	11,533,725	7.09%	90.22%	2.69%	7.09%
5d	Investments in Commodities	146,688,336	90.20%	4,544,246	2.79%	11,400,899	7.01%	90.20%	2.79%	7.01%
5e	Diversification of Investments	148,013,098	91.01%	3,279,120	2.02%	11,341,263	6.97%	91.01%	2.02%	6.97%
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	145,363,087	89.38%	5,839,478	3.59%	11,430,917	7.03%	89.38%	3.59%	7.03%
6e	Investing in Other Investment Companies	147,177,599	90.50%	4,082,139	2.51%	11,373,744	6.99%	90.50%	2.51%	6.99%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	147,268,382	90.55%	3,924,367	2.41%	11,440,733	7.03%	90.55%	2.41%	7.03%

34

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

35

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

36

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

^* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

37

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

38

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

39

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

40

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

42

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

43

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Qualifying Interest Income(3)	Qualifying Short-Term Capital Gain(4)
Tax-Managed U.S. Marketwide Value Portfolio II	100%	—	100%	100%	100%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short term capital gain and net investment income distributions).

(3) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(4) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

44

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

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ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholder
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — DFA International Value Portfolio II
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	15
Results of the Shareholder Meeting	16
The DFA Investment Trust Company — The DFA International Value Series
Performance Chart	17
Disclosure of Fund Expenses	18
Disclosure of Portfolio Holdings	19
Summary Schedule of Portfolio Holdings	20
Statement of Assets and Liabilities	24
Statement of Operations	25
Statements of Changes in Net Assets	26
Financial Highlights	27
Notes to Financial Statements	28
Report of Independent Registered Public Accounting Firm	35
Results of the Shareholder Meeting	36
Fund Management	38
Voting Proxies on Fund Portfolio Securities	46
Notice to Shareholders	47

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

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DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

ADR American Depositary Receipt

FNMA Federal National Mortgage Association

P.L.C. Public Limited Company

Investment Footnotes

† See Note B to Financial Statements.

†† Securities have generally been fair valued. See Note B to Financial Statements.

** Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

@ Security purchased with cash proceeds from Securities on Loan.

§ Affiliated Fund.

Financial Highlights

(A) Computed using average shares outstanding.

(B) Annualized.

(C) Non-Annualized.

(D) Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

 — Amounts designated as — are either zero or rounded to zero.

RIC Registered Investment Company

SEC Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

DFA International Value Portfolio II vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009
Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return		U.S. Dollar Return
Japan ($2,432)	6.03	%	15.20	%
United Kingdom ($2,328)	23.19	%	25.68	%
France ($1,106)	10.09	%	28.10	%
Canada ($1,060)	17.46	%	32.58	%
Australia ($912)	21.91	%	66.97	%
Germany ($843)	6.37	%	23.77	%
Switzerland ($821)	5.78	%	20.63	%
Spain ($488)	33.27	%	55.06	%
Italy ($388)	7.57	%	25.17	%
Netherlands ($277)	20.17	%	39.83	%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009
	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01	%
MSCI World ex USA Value Index	31.71	%
MSCI World ex USA Index	27.83	%
MSCI World ex USA Growth Index	24.03	%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

3

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund,” does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

International Equity Portfolio Performance Overview

DFA International Value Portfolio II

The DFA International Value Portfolio II seeks to capture the returns of international large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 35.34% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). The Master Fund’s greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,350.30	0.33	%	$	1.95
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.54	0.33	%	$	1.68

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by country.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The DFA International Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	143,907
Receivables:
Affiliated Investment Company Shares Sold		47
Prepaid Expenses and Other Assets		12
Total Assets		143,966
LIABILITIES:
Payables:
Fund Shares Redeemed		47
Due to Advisor		1
Accrued Expenses and Other Liabilities		20
Total Liabilities		68
NET ASSETS	$	143,898
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		23,284,863
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	6.18
Investment in Affiliated Investment Company at Cost	$	114,008
NET ASSETS CONSIST OF:
Paid-In Capital	$	112,330
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		464
Accumulated Net Realized Gain (Loss)		1,200
Net Unrealized Foreign Exchange Gain (Loss)		5
Net Unrealized Appreciation (Depreciation)		29,899
NET ASSETS	$	143,898
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $325)	$	3,642
Interest		5
Income from Securities Lending		297
Expenses Allocated from Affiliated Investment Company		(279	)
Total Investment Income		3,665
Expenses
Administrative Services Fees		11
Accounting & Transfer Agent Fees		14
Filing Fees		22
Shareholders’ Reports		36
Audit Fees		2
Legal Fees		12
Other		3
Total Expenses		100
Net Investment Income (Loss)		3,565
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		1,232
Futures		(33	)
Foreign Currency Transactions		86
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		29,899
Translation of Foreign Currency Denominated Amounts		5
Net Realized and Unrealized Gain (Loss)		31,189
Net Increase (Decrease) in Net Assets Resulting from Operations	$	34,754

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	3,565		$	8,667		$	22,404
Net Realized Gain (Loss) on:
Investment Securities Sold		1,232			50,083	†		16,900	†
Futures		(33	)		—			—
Foreign Currency Transactions		86			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		29,899			(229,363	)†		70,139	†
Translation of Foreign Currency Denominated Amounts		5			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		34,754			(170,613	)		109,443
Distributions From:
Net Investment Income		(3,548	)		(12,482	)		(20,432	)
Net Short-Term Gains		—			(1,773	)		(1,258	)
Net Long-Term Gains		(63,588	)		(14,297	)		(8,778	)
Total Distributions		(67,136	)		(28,552	)		(30,468	)
Capital Share Transactions (1):
Shares Issued		20,479			18,325			157,119
Shares Issued in Lieu of Cash Distributions		67,136			28,552			30,468
Shares Redeemed		(24,551	)		(497,259	)		(125,013	)
Net Increase (Decrease) from Capital Share Transactions		63,064			(450,382	)		62,574
Total Increase (Decrease) in Net Assets		30,682			(649,547	)		141,549
Net Assets
Beginning of Period		113,216			762,763			621,214
End of Period	$	143,898		$	113,216		$	762,763
(1) Shares Issued and Redeemed:
Shares Issued		3,777			948			6,917
Shares Issued in Lieu of Cash Distributions		14,796			1,356			1,362
Shares Redeemed		(5,062	)		(24,678	)		(5,535	)
Net Increase (Decrease) from Shares Issued and Redeemed		13,511			(22,374	)		2,744
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	464		$	365		$	3,680

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
							(Unaudited)
Net Asset Value, Beginning of Period	$	11.58		$	23.73		$	21.13		$	16.50		$	14.69		$	11.54
Income from Investment Operations
Net Investment Income (Loss)		0.17	(A)		0.54	(A)		0.70	(A)		0.65	(A)		0.48			0.25
Net Gains (Losses) on Securities (Realized and Unrealized)		1.23			(11.35	)		2.88			5.01			1.76			3.37
Total from Investment Operations		1.40			(10.81	)		3.58			5.66			2.24			3.62
Less Distributions
Net Investment Income		(0.21	)		(0.84	)		(0.64	)		(0.64	)		(0.41	)		(0.44	)
Net Realized Gains		(6.59	)		(0.50	)		(0.34	)		(0.39	)		(0.02	)		(0.03	)
Total Distributions		(6.80	)		(1.34	)		(0.98	)		(1.03	)		(0.43	)		(0.47	)
Net Asset Value, End of Period	$	6.18		$	11.58		$	23.73		$	21.13		$	16.50		$	14.69
Total Return		35.34	%		(47.93	)%(C)		17.29	%		35.74	%		15.50	%		32.11	%
Net Assets, End of Period (thousands)	$	143,898		$	113,216		$	762,763		$	621,214		$	340,467		$	189,176
Ratio of Expenses to Average Net Assets (D)		0.33	%		0.26	%(B)		0.25	%		0.27	%		0.31	%		0.37	%
Ratio of Net Investment Income to Average Net Assets		3.10	%		2.84	%(B)		3.02	%		3.41	%		3.06	%		1.98	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO II

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the DFA International Value Portfolio II (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 2% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

•      Level 1 – quoted prices in active markets for identical securities

•      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•      Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 are listed below (in thousands).

11

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
DFA International Value Portfolio II	$	143,907	—	—	$	143,907

2.    Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Other Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $3 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3.    Other:    The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.01% of average daily net assets of the Portfolio.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income, accumulated net realized gains or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to a reclassification of distributions were classified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$82	$(82)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$21,690	$  8,778	$30,468
2008	13,755	14,797	28,552
2009	3,552	63,584	67,136

At October 31, 2009, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Total Net Distributable Earnings (Accumulated Losses)
$1,671	—	$1,671

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had no capital loss carryforwards available to offset future realized capital gains.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$114,012	$32,855	$(2,960)	$29,895

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

13

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnities; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held 100% of the outstanding shares of the Portfolio.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

14

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of DFA International Value Portfolio II and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of DFA International Value Portfolio II (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

15

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain/ WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain/ WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81	%	7,503,436	1.47	%	24,156,664	4.72	%	NA	NA	54.59	%	0.85	%	2.75	%

* Results are for all Portfolios within DIG

DFA International Value Portfolio II

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain/ WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	18,170,366	97.32%	385,907	2.07%	113,647	0.61%	80.98%	1.72%	0.51%
5b	Making Loans	18,186,645	97.41%	358,566	1.92%	124,709	0.67%	81.06%	1.60%	0.56%
5c	Investments in Real Estate	18,171,107	97.33%	385,166	2.06%	113,647	0.61%	80.99%	1.72%	0.51%
5d	Investments in Commodities	18,220,908	97.59%	337,584	1.81%	111,428	0.60%	81.21%	1.50%	0.50%
5e	Diversification of Investments	18,239,106	97.69%	317,167	1.70%	113,647	0.61%	81.29%	1.41%	0.51%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or
	Hypothecating Assets	18,204,336	97.51%	349,355	1.87%	116,229	0.62%	81.13%	1.56%	0.52%
6b	Purchasing Securities on Margin	18,158,736	97.26%	406,017	2.17%	105,167	0.56%	80.93%	1.81%	0.47%
6c	Investing in Restricted or Illiquid Securities	18,178,228	97.37%	386,525	2.07%	105,167	0.56%	81.02%	1.72%	0.47%
6d	Investing for the Purpose of Exercising Control	18,189,241	97.43%	367,032	1.97%	113,647	0.61%	81.07%	1.64%	0.51%
6e	Investing in Other Investment Companies	18,195,856	97.46%	255,262	1.37%	218,802	1.17%	81.10%	1.14%	0.98%
6f	Management Ownership of Securities of an Issuer	18,192,321	97.44%	250,317	1.34%	227,282	1.22%	81.08%	1.12%	1.01%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	18,254,364	97.77%	216,665	1.16%	198,891	1.07%	81.36%	0.97%	0.89%
6h	Investing in Securities of Unseasoned Issuers	18,196,712	97.47%	263,255	1.41%	209,953	1.12%	81.10%	1.17%	0.94%
6i	Investing in Warrants	18,224,492	97.61%	329,199	1.76%	116,229	0.62%	81.22%	1.47%	0.52%
6j	Writing or Acquiring Options	18,208,672	97.53%	345,019	1.85%	116,229	0.62%	81.15%	1.54%	0.52%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	18,229,347	97.64%	304,433	1.63%	136,140	0.73%	81.25%	1.36%	0.61%

16

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The DFA International Value Series vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

17

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual fund return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical example for comparison purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

		Six Months Ended October 31, 2009
EXPENSE TABLE
	Beginning Account Value 05/01/09	Ending Account Value   10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,350.50	0.25%	$1.48
Hypothetical 5% Annual Return	$1,000.00	$1,023.95	0.25%	$1.28

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

18

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The DFA International Value Series
Consumer Discretionary	13.2	%
Consumer Staples	4.9	%
Energy	6.0	%
Financials	42.8	%
Health Care	0.4	%
Industrials	10.3	%
Information Technology	3.1	%
Materials	11.2	%
Other	—
Telecommunication Services	6.9	%
Utilities	1.2	%
	100.0	%

19

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
Australia & New Zealand Banking Group, Ltd.	3,343,351	$	68,191,374	1.1	%
National Australia Bank, Ltd.	2,465,437		65,140,887	1.0	%
Wesfarmers, Ltd.	1,898,047		47,362,464	0.8	%
Other Securities			141,329,082	2.3	%
TOTAL AUSTRALIA			322,023,807	5.2	%
AUSTRIA — (0.5%)
Other Securities			34,182,743	0.6	%
BELGIUM — (0.5%)
Other Securities			38,019,953	0.6	%
CANADA — (7.6%)
EnCana Corp.	671,498		37,234,767	0.6	%
#Manulife Financial Corp.	2,074,478		38,918,630	0.6	%
*Teck Resources, Ltd. Class B	1,418,230		41,168,712	0.7	%
#Thomson Reuters Corp.	1,832,184		58,281,755	0.9	%
#Toronto Dominion Bank	944,998		53,867,637	0.9	%
Other Securities			318,836,929	5.2	%
TOTAL CANADA			548,308,430	8.9	%
DENMARK — (1.1%)
Other Securities			77,023,723	1.2	%
FINLAND — (0.6%)
Other Securities			40,451,320	0.7	%
FRANCE — (8.3%)
#AXA SA	2,818,397		70,093,978	1.1	%
BNP Paribas SA	913,891		68,847,185	1.1	%
#Compagnie de Saint-Gobain SA	846,142		41,232,265	0.7	%
#Lafarge SA	467,217		37,923,901	0.6	%
#Societe Generale Paris SA	913,312		60,662,002	1.0	%
Vivendi SA	2,686,677		74,534,678	1.2	%
Other Securities			244,803,391	4.0	%
TOTAL FRANCE			598,097,400	9.7	%
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808	0.8	%
#Bayerische Motoren Werke AG	915,762		44,797,554	0.7	%
#Daimler AG	1,684,003		81,364,327	1.3	%
#Deutsche Bank AG	774,190		56,245,973	0.9	%
#Deutsche Telekom AG	2,621,866		35,693,819	0.6	%
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891	0.6	%
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351	1.0	%
Other Securities			167,080,419	2.7	%
TOTAL GERMANY			535,465,142	8.6	%
GREECE — (0.3%)
Other Securities			19,019,902	0.3	%
HONG KONG — (2.7%)
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708	0.7	%
Hutchison Whampoa, Ltd.	5,568,000		39,081,157	0.6	%
Other Securities			117,731,620	1.9	%
TOTAL HONG KONG			197,933,485	3.2	%

20

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.0%)
Other Securities		$	57,893	0.0	%
ITALY — (2.9%)
#*Intesa Sanpaolo SpA	11,201,860		47,142,793	0.8	%
*UniCredito SpA	19,413,366		65,038,767	1.0	%
Other Securities			98,411,874	1.6	%
TOTAL ITALY			210,593,434	3.4	%
JAPAN — (11.7%)
FUJIFILM Holdings Corp.	1,257,700		35,755,504	0.6	%
*Nissan Motor Co., Ltd.	4,991,500		36,119,215	0.6	%
Sony Corp. Sponsored ADR	1,725,386		50,709,095	0.8	%
Other Securities			726,760,636	11.7	%
TOTAL JAPAN			849,344,450	13.7	%
MALAYSIA — (0.0%)
Other Securities			—	0.0	%
NETHERLANDS — (3.7%)
#ArcelorMittal NV	2,446,831		82,806,981	1.3	%
*ING Groep NV	3,093,625		40,259,293	0.7	%
Philips Electronics NV	3,072,622		77,186,781	1.2	%
Other Securities			69,089,143	1.1	%
TOTAL NETHERLANDS			269,342,198	4.3	%
NEW ZEALAND — (0.1%)
Other Securities			8,185,686	0.1	%
NORWAY — (1.0%)
Other Securities			75,691,447	1.2	%
PORTUGAL — (0.2%)
Other Securities			13,072,321	0.2	%
SINGAPORE — (1.6%)
DBS Group Holdings, Ltd.	4,164,750		38,138,997	0.6	%
Other Securities			78,569,480	1.3	%
TOTAL SINGAPORE			116,708,477	1.9	%
SPAIN — (4.7%)
Banco Santander SA	5,654,108		90,987,342	1.5	%
Banco Santander SA Sponsored ADR	5,549,048		89,117,711	1.4	%
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506	0.6	%
Other Securities			120,997,642	1.9	%
TOTAL SPAIN			336,550,201	5.4	%
SWEDEN — (2.9%)
#Nordea Bank AB	6,583,962		70,668,421	1.2	%
Other Securities			138,442,067	2.2	%
TOTAL SWEDEN			209,110,488	3.4	%
SWITZERLAND — (6.3%)
Credit Suisse Group AG	1,755,349		93,836,004	1.5	%
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094	0.7	%
#*Holcim, Ltd.	650,248		41,384,888	0.7	%
*UBS AG	3,481,616		58,055,052	1.0	%
Zurich Financial Services AG	322,012		73,738,360	1.2	%
Other Securities			144,088,911	2.3	%
TOTAL SWITZERLAND			455,895,309	7.4	%

21

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.		1,329,421	$	48,102,581	0.8	%
Aviva P.L.C.		7,396,866		46,253,871	0.7	%
#*Barclays P.L.C. Sponsored ADR		2,451,654		51,239,569	0.8	%
#HSBC Holdings P.L.C. Sponsored ADR		3,278,400		181,590,576	2.9	%
Kingfisher P.L.C.		9,743,172		35,612,473	0.6	%
#Royal Dutch Shell P.L.C. ADR		2,252,783		131,021,859	2.1	%
Vodafone Group P.L.C.		34,976,333		77,082,062	1.2	%
#Vodafone Group P.L.C. Sponsored ADR		7,395,974		164,116,663	2.7	%
*Xstrata P.L.C.		3,245,577		46,747,872	0.8	%
Other Securities				419,126,814	6.8	%
TOTAL UNITED KINGDOM				1,200,894,340	19.4	%
TOTAL COMMON STOCKS				6,155,972,149	99.4	%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
Other Securities				41,059	0.0	%
ITALY — (0.0%)
Other Securities				76,976	0.0	%
TOTAL RIGHTS/WARRANTS				118,035	0.0	%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,010,000 FNMA 6.50%, 06/25/39, valued at $14,002,013) to be repurchased at $13,790,218	$	13,790		13,790,000	0.2	%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP		1,055,086,714		1,055,086,714	17.1	%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased at $1,189,085	$	1,189		1,189,078	0.0	%
TOTAL SECURITIES LENDING COLLATERAL				1,056,275,792	17.1	%
TOTAL INVESTMENTS — (100.0%)   (Cost $5,830,288,347)			$	7,226,155,976	116.7	%

22

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	2,073,789	$	319,950,018	—	$	322,023,807
Austria		—		34,182,743	—		34,182,743
Belgium		3,586,620		34,433,333	—		38,019,953
Canada		548,308,430		—	—		548,308,430
Denmark		—		77,023,723	—		77,023,723
Finland		1,516,659		38,934,661	—		40,451,320
France		3,494,320		594,603,080	—		598,097,400
Germany		98,912,195		436,552,947	—		535,465,142
Greece		4,501,802		14,518,100	—		19,019,902
Hong Kong		—		197,933,485	—		197,933,485
Ireland		57,893		—	—		57,893
Italy		29,729,570		180,863,864	—		210,593,434
Japan		56,497,996		792,846,454	—		849,344,450
Malaysia		—		—	—		—
Netherlands		10,297,313		259,044,885	—		269,342,198
New Zealand		—		8,185,686	—		8,185,686
Norway		401,330		75,290,117	—		75,691,447
Portugal		—		13,072,321	—		13,072,321
Singapore		—		116,708,477	—		116,708,477
Spain		131,434,682		205,115,519	—		336,550,201
Sweden		7,351,053		201,759,435	—		209,110,488
Switzerland		46,226,255		409,669,054	—		455,895,309
United Kingdom		564,527,406		636,366,934	—		1,200,894,340
Rights/Warrants
Germany		—		41,059	—		41,059
Italy		76,976		—	—		76,976
Temporary Cash Investments		—		13,790,000	—		13,790,000
Securities Lending Collateral		—		1,056,275,792	—		1,056,275,792
TOTAL	$	1,508,994,289	$	5,717,161,687	—	$	7,226,155,976

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $1,004,314 of securities on loan)	$	6,156,090
Temporary Cash Investments at Value & Cost		13,790
Collateral Received from Securities on Loan at Value & Cost		1,056,276
Foreign Currencies at Value		19,131
Cash		16
Receivables:
Investment Securities Sold		10,656
Dividends, Interest and Tax Reclaims		10,784
Securities Lending Income		444
Fund Shares Sold		724
Unrealized Gain on Foreign Currency Contracts		19
Total Assets		7,267,930
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,056,276
Investment Securities Purchased		14,723
Fund Shares Redeemed		3,518
Due to Advisor		1,084
Accrued Expenses and Other Liabilities		365
Total Liabilities		1,075,966
NET ASSETS	$	6,191,964
Investments at Cost	$	4,760,222
Foreign Currencies at Cost	$	19,163

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $14,384)	$	160,091
Interest		197
Income from Securities Lending		13,032
Total Investment Income		173,320
Expenses
Investment Advisory Services Fees		9,991
Accounting & Transfer Agent Fees		549
Custodian Fees		688
Shareholders’ Reports		49
Directors’/Trustees’ Fees & Expenses		78
Professional Fees		221
Other		574
Total Expenses		12,150
Net Investment Income (Loss)		161,170
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984
Futures		(1,125	)
Foreign Currency Transactions		3,828
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836
Translation of Foreign Currency Denominated Amounts		240
Net Realized and Unrealized Gain (Loss)		1,462,763
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,623,933

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	161,170		$	304,387		$	274,613
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984			137,811			654,522
Futures		(1,125	)		(1,153	)		—
Foreign Currency Transactions		3,828			(4,593	)		2,498
In-Kind Redemptions		—			103,024	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836			(5,026,911	)		403,307
Futures		—			19			—
Translation of Foreign Currency Denominated Amounts		240			(76	)		(180	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,623,933			(4,487,492	)		1,334,760
Transactions in Interest:
Contributions		449,410			927,878	†		1,731,698	†
Withdrawals		(581,716	)		(1,378,770	)*†		(884,989	)†
Net Increase (Decrease) from Transactions in Interest		(132,306	)		(450,892	)		846,709
Total Increase (Decrease) in Net Assets		1,491,627			(4,938,384	)		2,181,469
Net Assets
Beginning of Period		4,700,337			9,638,721			7,457,252
End of Period	$	6,191,964		$	4,700,337		$	9,638,721

* See Note J in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES†

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%		32.15	%
Net Assets, End of Period (thousands)	$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698		$	2,804,043
Ratio of Expenses to Average Net Assets		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%		2.35	%
Portfolio Turnover Rate		18	%		16	%(C)		16	%		8	%		10	%		15	%

See page 1 for the Definitions of Abbreviations and Footnotes.

†See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The DFA International Value Series (the “Series”) is presented in this report.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.    Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Series will also fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of the Series is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series prices its shares at the close of the NYSE, the Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and

28

trading activities on the Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Series has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the Series utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Series uses fair value pricing, the values assigned to the Series’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

•      Level 1 – quoted prices in active markets for identical securities

•      Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•      Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of the Series whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates. Exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

3.    Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $143 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

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4.    Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers exiting or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of average daily net assets of the Series.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	1,071,984
Sales		935,775

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

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At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$5,830,471	$1,458,762	$(63,077)	$1,395,685

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series’ is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2.    Foreign Market Risks:    Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Series may be inhibited.

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Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3.    Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series’ location and value of realized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

	Location on the Statement of Operations	Realized Gain (Loss) on Derivatives Recognized in Income
		Equity Contracts
The DFA International Value Series*	Net Realized Gain (Loss) on: Futures	$(1,125)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time.

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The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
0.95%	$8,517	11	$2	$18,062

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short-Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnities; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

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J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (In-Kind redemption). For financial reporting purposes, the Series recognizes a gain on In-Kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on In-Kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $103,024 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The DFA International Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The DFA International Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

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RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain/ WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted											Percent of Outstanding Shares Voted
	For	%		Against	%		Abstain/ WithHold	%		NonVote	%	For		Against		Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43	%	36,623,148	1.63	%	133,356,326	5.94	%	NA	NA	91.82	%	1.62	%	5.90	%

* Results are for all Series within DFAITC

The DFA International Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain/ WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	349,117,663	88.20%	30,044,848	7.59%	16,661,166	4.21%	86.14%	7.41%	4.11%
5b	Making Loans	348,947,065	88.16%	29,971,477	7.57%	16,905,135	4.27%	86.10%	7.40%	4.17%
5c	Investments in Real Estate	351,165,048	88.72%	28,070,820	7.09%	16,587,809	4.19%	86.65%	6.93%	4.09%
5d	Investments in Commodities	347,839,401	87.88%	31,372,412	7.93%	16,611,864	4.20%	85.82%	7.74%	4.10%
5e	Diversification of Investments	351,038,355	88.69%	28,302,302	7.15%	16,483,020	4.16%	86.61%	6.98%	4.07%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	346,783,275	87.61%	32,195,687	8.13%	16,844,715	4.26%	85.56%	7.94%	4.16%
6b	Purchasing Securities on Margin	346,279,680	87.48%	32,728,442	8.27%	16,815,555	4.25%	85.44%	8.08%	4.15%
6c	Investing in Restricted or Illiquid Securities	346,650,940	87.58%	32,506,501	8.21%	16,666,236	4.21%	85.53%	8.02%	4.11%
6d	Investing for the Purpose of Exercising Control	349,242,494	88.23%	29,958,913	7.57%	16,621,270	4.20%	86.17%	7.39%	4.10%
6e	Investing in Other Investment Companies	349,373,590	88.26%	29,787,506	7.53%	16,662,582	4.21%	86.20%	7.35%	4.11%
6f	Management Ownership of Securities of an Issuer	349,991,995	88.42%	28,988,874	7.32%	16,842,809	4.26%	86.36%	7.15%	4.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	348,999,679	88.17%	30,314,009	7.66%	16,509,990	4.17%	86.11%	7.48%	4.07%
6h	Investing in Securities of Unseasoned Issuers	349,376,398	88.27%	29,792,320	7.53%	16,653,959	4.21%	86.20%	7.35%	4.11%
6i	Investing in Warrants	349,983,930	88.42%	29,092,914	7.35%	16,745,833	4.23%	86.35%	7.18%	4.13%
6j	Writing or Acquiring Options	349,310,900	88.25%	29,764,139	7.52%	16,747,638	4.23%	86.19%	7.34%	4.13%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	355,560,358	89.83%	17,051,279	4.31%	23,212,041	5.86%	87.73%	4.21%	5.73%

36

		Shares Voted									Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/ WithHold	%		For		Against		Abstain / WithHold
Proposals:
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	355,594,969	89.84	%	16,996,602	4.29	%	23,232,105	5.87	%	87.74	%	4.19	%	5.73	%

37

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

38

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

39

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

40

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service		Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	��	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004		Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006		Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007		Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005		Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008		Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007		Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000		Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009		Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007		Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009		Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006		Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005		Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

43

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

44

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

45

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

46

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the fiscal year. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio/Series to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Foreign Tax Credit(3)	Foreign Source Income(4)	Qualifying Interest Income(5)	Qualifying Short-Term Capital Gain(6)
DFA International Value Portfolio II	5%	—	95%	100%	100%	100%	7%	109%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(4) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e., the sum of short-term capital gain and net investment income) distributions made during the period.

(5) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(6) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

47

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholder
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — DFA International Value Portfolio III
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	16
Results of the Shareholder Meeting	17
The DFA Investment Trust Company — The DFA International Value Series
Performance Chart	18
Disclosure of Fund Expenses	19
Disclosure of Portfolio Holdings	20
Summary Schedule of Portfolio Holdings	21
Statement of Assets and Liabilities	25
Statement of Operations	26
Statements of Changes in Net Assets	27
Financial Highlights	28
Notes to Financial Statements	29
Report of Independent Registered Public Accounting Firm	36
Results of the Shareholder Meeting	37
Fund Management	39
Voting Proxies on Fund Portfolio Securities	47
Notice to Shareholders	48

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

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DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings
Investment Abbreviations
ADR	American Depositary Receipt
FNMA	Federal National Mortgage Association
P.L.C.	Public Limited Company
Investment Footnotes
†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.
All Statements and Schedules
—	Amounts designated as — are either zero or rounded to zero.
RIC	Registered Investment Company
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

DFA International Value Portfolio III vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

3

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

International Equity Portfolio Performance Overview

DFA International Value Portfolio III

The DFA International Value Portfolio III seeks to capture the returns of international large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 35.37% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). The Master Fund’s greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,351.10	0.28%	$1.66
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.79	0.28%	$1.43

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement.

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by country.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The DFA International Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	1,008,248
Receivables:
Affiliated Investment Company Sold		207
Fund Shares Sold		420
Prepaid Expenses and Other Assets		21
Total Assets		1,008,896
LIABILITIES:
Payables:
Fund Shares Redeemed		627
Due to Advisor		9
Accrued Expenses and Other Liabilities		88
Total Liabilities		724
NET ASSETS	$	1,008,172
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		65,444,173
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	15.41
Investment in Affiliated Investment Company at Cost	$	771,326
NET ASSETS CONSIST OF:
Paid-In Capital	$	857,590
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,345
Accumulated Net Realized Gain (Loss)		(89,724	)
Net Unrealized Foreign Exchange Gain (Loss)		39
Net Unrealized Appreciation (Depreciation)		236,922
NET ASSETS	$	1,008,172
(1) NUMBER OF SHARES AUTHORIZED		500,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $2,390)	$	26,489
Interest		32
Income from Securities Lending		2,158
Expenses Allocated from Affiliated Investment Company		(2,009	)
Total Investment Income		26,670
Expenses
Administrative Services Fees		82
Accounting & Transfer Agent Fees		28
Filing Fees		58
Shareholders’ Reports		84
Directors’/Trustees’ Fees & Expenses		17
Audit Fees		2
Legal Fees		36
Other		9
Total Expenses		316
Net Investment Income (Loss)		26,354
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		11,250
Futures		(135	)
Foreign Currency Transactions		643
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		236,922
Translation of Foreign Currency Denominated Amounts		39
Net Realized and Unrealized Gain (Loss)		248,719
Net Increase (Decrease) in Net Assets Resulting from Operations	$	275,073

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	26,354		$	38,665		$	34,247
Net Realized Gain (Loss) on:
Investment Securities Sold		11,250			78,527	†		26,825	†
Futures		(135	)		—			—
Foreign Currency Transactions		643			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		236,922			(724,193	)†		113,178	†
Translation of Foreign Currency Denominated Amounts		39			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		275,073			(607,001	)		174,250
Distributions From:
Net Investment Income		(25,965	)		(41,959	)		(30,502	)
Net Short-Term Gains		—			(3,276	)		(2,370	)
Net Long-Term Gains		—			(24,865	)		(17,585	)
Total Distributions		(25,965	)		(70,100	)		(50,457	)
Capital Share Transactions (1):
Shares Issued		260,811			395,584			215,069
Shares Issued in Lieu of Cash Distributions		24,232			69,191			50,456
Shares Redeemed		(252,040	)		(251,899	)		(198,925	)
Net Increase (Decrease) from Capital Share Transactions		33,003			212,876			66,600
Total Increase (Decrease) in Net Assets		282,111			(464,225	)		190,393
Net Assets
Beginning of Period		726,061			1,190,286			999,893
End of Period	$	1,008,172		$	726,061		$	1,190,286
(1) Shares Issued and Redeemed:
Shares Issued		22,717			22,558			9,221
Shares Issued in Lieu of Cash Distributions		1,912			3,339			2,237
Shares Redeemed		(21,054	)		(13,566	)		(8,503	)
Net Increase (Decrease) from Shares Issued and Redeemed		3,575			12,331			2,955
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,345		$	2,317		$	5,669

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	11.74		$	24.03		$	21.46		$	16.89		$	15.03		$	11.83
Income from Investment Operations
Net Investment Income (Loss)		0.40	(A)		0.72	(A)		0.71	(A)		0.64	(A)		0.49			0.27
Net Gains (Losses) on Securities (Realized and Unrealized)		3.66			(11.64	)		2.92			5.10			1.80			3.43
Total from Investment Operations		4.06			(10.92	)		3.63			5.74			2.29			3.70
Less Distributions
Net Investment Income		(0.39	)		(0.80	)		(0.63	)		(0.65	)		(0.42	)		(0.49	)
Net Realized Gains		—			(0.57	)		(0.43	)		(0.52	)		(0.01	)		(0.01	)
Total Distributions		(0.39	)		(1.37	)		(1.06	)		(1.17	)		(0.43	)		(0.50	)
Net Asset Value, End of Period	$	15.41		$	11.74		$	24.03		$	21.46		$	16.89		$	15.03
Total Return		35.37	%		(47.87	)%(C)		17.32	%		35.67	%		15.59	%		32.11	%
Net Assets, End of Period (thousands)	$	1,008,172		$	726,061		$	1,190,286		$	999,893		$	696,954		$	532,647
Ratio of Expenses to Average Net Assets (D)		0.28	%		0.26	%(B)		0.25	%		0.26	%		0.30	%		0.33	%
Ratio of Net Investment Income to Average Net Assets		3.19	%		4.03	%(B)		3.02	%		3.37	%		3.08	%		2.07	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO III

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the DFA International Value Portfolio III (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 16% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation:    The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

11

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
DFA International Value Portfolio III	$	1,008,248	—	—	$	1,008,248

2. Deferred Compensation Plan:    Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $24 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3. Other:    The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.01% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income, accumulated net realized gains or unrealized appreciation (depreciation), as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to a reclassification of distributions were classified to the following accounts. These reclassifications had no effect on net assets or net value per share (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
$639	$(639)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$32,872	$17,585	$50,457
2008	45,275	24,825	70,100
2009	25,965	—	25,965

At October 31, 2009, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings (Accumulated Losses)
$3,368	—	$(89,694)	$(86,326)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforwards available in the amount of $89,694 (in thousands) to offset future realized capital gains expiring in 2016. During the year ended October 31, 2009, the Portfolio utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes in the amount of $11,149 (in thousands).

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$771,356	$241,980	$(5,088)	$236,892

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax

13

benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, two shareholders held 78% of the outstanding shares of the Portfolio. One or more of the shareholders is an omnibus account, which typically holds shares for the benefit of several other underlying investors.

14

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

15

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of DFA International Value Portfolio III and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of DFA International Value Portfolio III (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

16

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

DFA International Value Portfolio III

		Shares Voted								Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold	Non-Vote
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	31,855,519	93.27%	887,787	2.60%	1,410,321	4.13%	NA	NA	47.67%	1.33%	2.11%	NA
5b	Making Loans	31,861,806	93.29%	885,980	2.59%	1,405,841	4.12%	NA	NA	47.68%	1.33%	2.10%	NA
5c	Investments in Real Estate	31,050,489	90.91%	1,684,434	4.93%	1,418,704	4.15%	NA	NA	46.47%	2.52%	2.12%	NA
5d	Investments in Commodities	31,064,204	90.95%	1,675,144	4.90%	1,414,279	4.14%	NA	NA	46.49%	2.51%	2.12%	NA
5e	Diversification of Investments	32,061,359	93.87%	701,738	2.05%	1,390,530	4.07%	NA	NA	47.98%	1.05%	2.08%	NA
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	30,876,560	90.40%	1,861,820	5.45%	1,415,247	4.14%	NA	NA	46.21%	2.79%	2.12%	NA
6b	Purchasing Securities on Margin	30,796,978	90.17%	1,926,776	5.64%	1,429,873	4.19%	NA	NA	46.09%	2.88%	2.14%	NA
6c	Investing in Restricted or Illiquid Securities	30,820,403	90.24%	1,927,884	5.64%	1,405,340	4.11%	NA	NA	46.12%	2.89%	2.10%	NA
6d	Investing for the Purpose of Exercising Control	31,870,954	93.32%	868,095	2.54%	1,414,578	4.14%	NA	NA	47.70%	1.30%	2.12%	NA
6e	Investing in Other Investment Companies	31,824,266	93.18%	913,237	2.67%	1,416,124	4.15%	NA	NA	47.63%	1.37%	2.12%	NA
6f	Management Ownership of Securities of an Issuer	31,850,249	93.26%	886,828	2.60%	1,416,550	4.15%	NA	NA	47.66%	1.33%	2.12%	NA
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	31,098,372	91.05%	1,670,497	4.89%	1,384,758	4.05%	NA	NA	46.54%	2.50%	2.07%	NA
6h	Investing in Securities of Unseasoned Issuers	31,769,113	93.02%	996,348	2.92%	1,388,166	4.06%	NA	NA	47.54%	1.49%	2.08%	NA
6i	Investing in Warrants	31,862,801	93.29%	879,909	2.58%	1,410,917	4.13%	NA	NA	47.68%	1.32%	2.11%	NA
6j	Writing or Acquiring Options	31,838,943	93.22%	917,397	2.69%	1,397,287	4.09%	NA	NA	47.65%	1.37%	2.09%	NA
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	32,098,447	93.98%	630,462	1.85%	1,424,718	4.17%	NA	NA	48.04%	0.94%	2.13%	NA

17

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The DFA International Value Series vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

18

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual fund return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical example for comparison purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,350.50	0.25	%	$1.48
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.95	0.25	%	$1.28

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

19

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The DFA International Value Series
Consumer Discretionary	13.2%
Consumer Staples	4.9%
Energy	6.0%
Financials	42.8%
Health Care	0.4%
Industrials	10.3%
Information Technology	3.1%
Materials	11.2%
Other	—
Telecommunication Services	6.9%
Utilities	1.2%
	100.0%

20

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
Australia & New Zealand Banking Group, Ltd	3,343,351	$	68,191,374	1.1%
National Australia Bank, Ltd	2,465,437		65,140,887	1.0%
Wesfarmers, Ltd	1,898,047		47,362,464	0.8%
Other Securities			141,329,082	2.3%
TOTAL AUSTRALIA			322,023,807	5.2%
AUSTRIA — (0.5%)
Other Securities			34,182,743	0.6%
BELGIUM — (0.5%)
Other Securities			38,019,953	0.6%
CANADA — (7.6%)
EnCana Corp	671,498		37,234,767	0.6%
#Manulife Financial Corp.	2,074,478		38,918,630	0.6%
*Teck Resources, Ltd. Class B	1,418,230		41,168,712	0.7%
#Thomson Reuters Corp.	1,832,184		58,281,755	0.9%
#Toronto Dominion Bank	944,998		53,867,637	0.9%
Other Securities			318,836,929	5.2%
TOTAL CANADA			548,308,430	8.9%
DENMARK — (1.1%)
Other Securities			77,023,723	1.2%
FINLAND — (0.6%)
Other Securities			40,451,320	0.7%
FRANCE — (8.3%)
#AXA SA	2,818,397		70,093,978	1.1%
BNP Paribas SA	913,891		68,847,185	1.1%
#Compagnie de Saint-Gobain SA	846,142		41,232,265	0.7%
#Lafarge SA	467,217		37,923,901	0.6%
#Societe Generale Paris SA	913,312		60,662,002	1.0%
Vivendi SA	2,686,677		74,534,678	1.2%
Other Securities			244,803,391	4.0%
TOTAL FRANCE			598,097,400	9.7%
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808	0.8%
#Bayerische Motoren Werke AG	915,762		44,797,554	0.7%
#Daimler AG	1,684,003		81,364,327	1.3%
#Deutsche Bank AG	774,190		56,245,973	0.9%
#Deutsche Telekom AG	2,621,866		35,693,819	0.6%
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891	0.6%
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351	1.0%
Other Securities			167,080,419	2.7%
TOTAL GERMANY			535,465,142	8.6%
GREECE — (0.3%)
Other Securities			19,019,902	0.3%
HONG KONG — (2.7%)
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708	0.7%
Hutchison Whampoa, Ltd.	5,568,000		39,081,157	0.6%
Other Securities			117,731,620	1.9%
TOTAL HONG KONG			197,933,485	3.2%

21

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.0%)
Other Securities		$	57,893	0.0%
ITALY — (2.9%)
#*Intesa Sanpaolo SpA	11,201,860		47,142,793	0.8%
*UniCredito SpA	19,413,366		65,038,767	1.0%
Other Securities			98,411,874	1.6%
TOTAL ITALY			210,593,434	3.4%
JAPAN — (11.7%)
FUJIFILMHoldings Corp.	1,257,700		35,755,504	0.6%
*Nissan Motor Co., Ltd.	4,991,500		36,119,215	0.6%
Sony Corp. Sponsored ADR	1,725,386		50,709,095	0.8%
Other Securities			726,760,636	11.7%
TOTAL JAPAN			849,344,450	13.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (3.7%)
#ArcelorMittal NV	2,446,831		82,806,981	1.3%
*ING Groep NV	3,093,625		40,259,293	0.7%
Philips Electronics NV	3,072,622		77,186,781	1.2%
Other Securities			69,089,143	1.1%
TOTAL NETHERLANDS			269,342,198	4.3%
NEW ZEALAND — (0.1%)
Other Securities			8,185,686	0.1%
NORWAY — (1.0%)
Other Securities			75,691,447	1.2%
PORTUGAL — (0.2%)
Other Securities			13,072,321	0.2%
SINGAPORE — (1.6%)
DBS Group Holdings, Ltd	4,164,750		38,138,997	0.6%
Other Securities			78,569,480	1.3%
TOTAL SINGAPORE			116,708,477	1.9%
SPAIN — (4.7%)
Banco Santander SA	5,654,108		90,987,342	1.5%
Banco Santander SA Sponsored ADR	5,549,048		89,117,711	1.4%
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506	0.6%
Other Securities			120,997,642	1.9%
TOTAL SPAIN			336,550,201	5.4%
SWEDEN — (2.9%)
#Nordea Bank AB	6,583,962		70,668,421	1.2%
Other Securities			138,442,067	2.2%
TOTAL SWEDEN			209,110,488	3.4%
SWITZERLAND — (6.3%)
Credit Suisse Group AG	1,755,349		93,836,004	1.5%
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094	0.7%
#*Holcim, Ltd.	650,248		41,384,888	0.7%
*UBS AG	3,481,616		58,055,052	1.0%
Zurich Financial Services AG	322,012		73,738,360	1.2%
Other Securities			144,088,911	2.3%
TOTAL SWITZERLAND			455,895,309	7.4%

22

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.	1,329,421	$	48,102,581	0.8%
Aviva P.L.C.	7,396,866		46,253,871	0.7%
#*Barclays P.L.C. Sponsored ADR	2,451,654		51,239,569	0.8%
#HSBC Holdings P.L.C. Sponsored ADR	3,278,400		181,590,576	2.9%
Kingfisher P.L.C.	9,743,172		35,612,473	0.6%
#Royal Dutch Shell P.L.C. ADR	2,252,783		131,021,859	2.1%
Vodafone Group P.L.C.	34,976,333		77,082,062	1.2%
#Vodafone Group P.L.C. Sponsored ADR	7,395,974		164,116,663	2.7%
*Xstrata P.L.C.	3,245,577		46,747,872	0.8%
Other Securities			419,126,814	6.8%
TOTAL UNITED KINGDOM			1,200,894,340	19.4%
TOTAL COMMON STOCKS			6,155,972,149	99.4%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
Other Securities			41,059	0.0%
ITALY — (0.0%)
Other Securities			76,976	0.0%
TOTAL RIGHTS/WARRANTS			118,035	0.0%
	Face Amount	Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,010,000 FNMA 6.50%, 06/25/39, valued at $14,002,013) to be repurchased at $13,790,218	$13,790		13,790,000	0.2%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP	1,055,086,714		1,055,086,714	17.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased at $1,189,085	$1,189		1,189,078	0.0%
TOTAL SECURITIES LENDING COLLATERAL			1,056,275,792	17.1%
TOTAL INVESTMENTS — (100.0%)
(Cost $5,830,288,347)		$	7,226,155,976	116.7%

23

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	2,073,789	$	319,950,018	—	$	322,023,807
Austria		—		34,182,743	—		34,182,743
Belgium		3,586,620		34,433,333	—		38,019,953
Canada		548,308,430		—	—		548,308,430
Denmark		—		77,023,723	—		77,023,723
Finland		1,516,659		38,934,661	—		40,451,320
France		3,494,320		594,603,080	—		598,097,400
Germany		98,912,195		436,552,947	—		535,465,142
Greece		4,501,802		14,518,100	—		19,019,902
Hong Kong		—		197,933,485	—		197,933,485
Ireland		57,893		—	—		57,893
Italy		29,729,570		180,863,864	—		210,593,434
Japan		56,497,996		792,846,454	—		849,344,450
Malaysia		—		—	—		—
Netherlands		10,297,313		259,044,885	—		269,342,198
New Zealand		—		8,185,686	—		8,185,686
Norway		401,330		75,290,117	—		75,691,447
Portugal		—		13,072,321	—		13,072,321
Singapore		—		116,708,477	—		116,708,477
Spain		131,434,682		205,115,519	—		336,550,201
Sweden		7,351,053		201,759,435	—		209,110,488
Switzerland		46,226,255		409,669,054	—		455,895,309
United Kingdom		564,527,406		636,366,934	—		1,200,894,340
Rights/Warrants
Germany		—		41,059	—		41,059
Italy		76,976		—	—		76,976
Temporary Cash Investments		—		13,790,000	—		13,790,000
Securities Lending Collateral		—		1,056,275,792	—		1,056,275,792
TOTAL	$	1,508,994,289	$	5,717,161,687	—	$	7,226,155,976

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $1,004,314 of securities on loan)	$	6,156,090
Temporary Cash Investments at Value & Cost		13,790
Collateral Received from Securities on Loan at Value & Cost		1,056,276
Foreign Currencies at Value		19,131
Cash		16
Receivables:
Investment Securities Sold		10,656
Dividends, Interest and Tax Reclaims		10,784
Securities Lending Income		444
Fund Shares Sold		724
Unrealized Gain on Foreign Currency Contracts		19
Total Assets		7,267,930
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,056,276
Investment Securities Purchased		14,723
Fund Shares Redeemed		3,518
Due to Advisor		1,084
Accrued Expenses and Other Liabilities		365
Total Liabilities		1,075,966
NET ASSETS	$	6,191,964
Investments at Cost	$	4,760,222
Foreign Currencies at Cost	$	19,163

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $14,384)	$	160,091
Interest		197
Income from Securities Lending		13,032
Total Investment Income		173,320
Expenses
Investment Advisory Services Fees		9,991
Accounting & Transfer Agent Fees		549
Custodian Fees		688
Shareholders’ Reports		49
Directors’/Trustees’ Fees & Expenses		78
Professional Fees		221
Other		574
Total Expenses		12,150
Net Investment Income (Loss)		161,170
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984
Futures		(1,125)
Foreign Currency Transactions		3,828
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836
Translation of Foreign Currency Denominated Amounts		240
Net Realized and Unrealized Gain (Loss)		1,462,763
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,623,933

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	161,170		$	304,387		$	274,613
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984			137,811			654,522
Futures		(1,125	)		(1,153	)		—
Foreign Currency Transactions		3,828			(4,593	)		2,498
In-Kind Redemptions		—			103,024	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836			(5,026,911	)		403,307
Futures		—			19			—
Translation of Foreign Currency Denominated Amounts		240			(76	)		(180	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,623,933			(4,487,492	)		1,334,760
Transactions in Interest:
Contributions		449,410			927,878	†		1,731,698	†
Withdrawals		(581,716	)		(1,378,770	)*†		(884,989	)†
Net Increase (Decrease) from Transactions in Interest		(132,306	)		(450,892	)		846,709
Total Increase (Decrease) in Net Assets		1,491,627			(4,938,384	)		2,181,469
Net Assets
Beginning of Period		4,700,337			9,638,721			7,457,252
End of Period	$	6,191,964		$	4,700,337		$	9,638,721

* See Note J in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES†

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%		32.15	%
Net Assets, End of Period (thousands)	$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698		$	2,804,043
Ratio of Expenses to Average Net Assets		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%		2.35	%
Portfolio Turnover Rate		18	%		16	%(C)		16	%		8	%		10	%		15	%

See page 1 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

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THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The DFA International Value Series (the “Series”) is presented in this report.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation:    Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Series will also fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of the Series is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series prices its shares at the close of the NYSE, the Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and

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trading activities on the Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Series has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the Series utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Series uses fair value pricing, the values assigned to the Series’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation:    Securities and other assets and liabilities of the Series whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates. Exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan:    Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $143 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

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4. Other:    Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers exiting or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of average daily net assets of the Series.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	1,071,984
Sales		935,775

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

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At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation		Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$5,830,471	$	1,458,762	$(63,077)	$1,395,685

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series’ is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. Repurchase Agreements:    The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2. Foreign Market Risks:    Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Series may be inhibited.

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Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3. Futures Contracts:    The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series’ location and value of realized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

		Realized Gain (Loss) on Derivatives Recognized in Income
	Location on the Statement of Operations	Equity Contracts
	Net Realized Gain (Loss) on:
The DFA International Value Series*	Futures	$(1,125)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time.

33

The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
0.95%	$8,517	11	$2	$18,062

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short-Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnities; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

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J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (In-Kind redemption). For financial reporting purposes, the Series recognizes a gain on In-Kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on In-Kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $103,024 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The DFA International Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The DFA International Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

36

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain /WithHold
Proposal 4: Approval of on Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The DFA International Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	349,117,663	88.20%	30,044,848	7.59%	16,661,166	4.21%	86.14%	7.41%	4.11%
5b	Making Loans	348,947,065	88.16%	29,971,477	7.57%	16,905,135	4.27%	86.10%	7.40%	4.17%
5c	Investments in Real Estate	351,165,048	88.72%	28,070,820	7.09%	16,587,809	4.19%	86.65%	6.93%	4.09%
5d	Investments in Commodities	347,839,401	87.88%	31,372,412	7.93%	16,611,864	4.20%	85.82%	7.74%	4.10%
5e	Diversification of Investments	351,038,355	88.69%	28,302,302	7.15%	16,483,020	4.16%	86.61%	6.98%	4.07%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	346,783,275	87.61%	32,195,687	8.13%	16,844,715	4.26%	85.56%	7.94%	4.16%
6b	Purchasing Securities on Margin	346,279,680	87.48%	32,728,442	8.27%	16,815,555	4.25%	85.44%	8.08%	4.15%
6c	Investing in Restricted or Illiquid Securities	346,650,940	87.58%	32,506,501	8.21%	16,666,236	4.21%	85.53%	8.02%	4.11%
6d	Investing for the Purpose of Exercising Control	349,242,494	88.23%	29,958,913	7.57%	16,621,270	4.20%	86.17%	7.39%	4.10%
6e	Investing in Other Investment Companies	349,373,590	88.26%	29,787,506	7.53%	16,662,582	4.21%	86.20%	7.35%	4.11%
6f	Management Ownership of Securities of an Issuer	349,991,995	88.42%	28,988,874	7.32%	16,842,809	4.26%	86.36%	7.15%	4.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	348,999,679	88.17%	30,314,009	7.66%	16,509,990	4.17%	86.11%	7.48%	4.07%
6h	Investing in Securities of Unseasoned Issuers	349,376,398	88.27%	29,792,320	7.53%	16,653,959	4.21%	86.20%	7.35%	4.11%
6i	Investing in Warrants	349,983,930	88.42%	29,092,914	7.35%	16,745,833	4.23%	86.35%	7.18%	4.13%
6j	Writing or Acquiring Options	349,310,900	88.25%	29,764,139	7.52%	16,747,638	4.23%	86.19%	7.34%	4.13%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	355,560,358	89.83%	17,051,279	4.31%	23,212,041	5.86%	87.73%	4.21%	5.73%

37

		Shares Voted									Percent of Outstanding Shares Voted
		For	%		Against	%		Abstain/WithHold	%		For		Against		Abstain /WithHold
Proposals:
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	355,594,969	89.84	%	16,996,602	4.29	%	23,232,105	5.87	%	87.74	%	4.19	%	5.73	%

38

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

39

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

40

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

41

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

43

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

44

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

45

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

46

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

47

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to changed. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deductions(1)	Qualifying Dividend Income(2)	Foreign Tax Credit(3)	Foreign Source Income(4)	Qualifying Interest Income(5)	Qualifying Short-Term Capital Gain(6)
DFA International Value Portfolio III	100%	—	—	100%	100%	100%	2%	112%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income and distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(4) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e., the sum of short-term capital gain and net investment income) distributions made during the period.

(5) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(6) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

48

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — DFA International Value Portfolio IV
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statements of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	16
Results of the Shareholder Meeting	17
The DFA Investment Trust Company — The DFA International Value Series
Performance Chart	18
Disclosure of Fund Expenses	19
Disclosure of Portfolio Holdings	20
Summary Schedule of Portfolio Holdings	21
Statement of Assets and Liabilities	25
Statement of Operations	26
Statements of Changes in Net Assets	27
Financial Highlights	28
Notes to Financial Statements	29
Report of Independent Registered Public Accounting Firm	36
Results of the Shareholder Meeting	37
Fund Management	39
Voting Proxies on Fund Portfolio Securities	47
Notice to Shareholders	48

This report is submitted for the information of the Fund’s shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.

i

[THIS PAGE INTENTIONALLY LEFT BLANK]

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

ADR	American Depositary Receipt
FNMA	Federal National Mortgage Association
P.L.C.	Public Limited Company

Investment Footnotes

† See Note B to Financial Statements.

†† Securities have generally been fair valued. See Note B to Financial Statements.

** Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.

* Non-Income Producing Securities.

# Total or Partial Securities on Loan.

@ Security purchased with cash proceeds from Securities on Loan.

Financial Highlights

(A) Computed using average shares outstanding.

(B) Annualized

(C) Non-Annualized

(D) Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

—	Amounts designated as — are either zero or rounded to zero.
RIC	Registered Investment Company
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

DFA International Value Portfolio IV vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

3

Master-Feeder Structure

The Portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the Portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchases stocks and/or other securities.

International Equity Portfolio Performance Overview

DFA International Value Portfolio IV

The DFA International Value Portfolio IV seeks to capture the returns of international large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 465 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in global equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, value stocks outperformed growth stocks in international developed markets. Total returns were 35.27% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). The Master Fund’s greater allocation than the Index to value stocks (66% on average vs. 26% in the Index) added approximately 6.7% to the relative performance.

4

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$1,000.00	$1,349.50	0.29%	$1.72
Hypothetical 5% Annual Return	$1,000.00	$1,023.74	0.29%	$1.48

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period. The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

5

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by country.

Affiliated Investment Company 100.0 % 

6

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands, except share and per share amounts)

ASSETS:
Investment in The DFA International Value Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	349,059
Receivables:
Fund Shares Sold		638
Prepaid Expenses and Other Assets		12
Total Assets		349,709
LIABILITIES:
Payables:
Affiliated Investment Company Purchased		638
Due to Advisor		7
Accrued Expenses and Other Liabilities		22
Total Liabilities		667
NET ASSETS	$	349,042
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		26,656,540
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	13.09
Investment in Affiliated Investment Company at Cost	$	264,402
NET ASSETS CONSIST OF:
Paid-In Capital	$	352,315
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		8,935
Accumulated Net Realized Gain (Loss)		(96,879	)
Net Unrealized Foreign Exchange Gain (Loss)		14
Net Unrealized Appreciation (Depreciation)		84,657
NET ASSETS	$	349,042
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

7

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

STATEMENT OF OPERATIONS

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $909)	$	10,003
Interest		12
Income from Securities Lending		815
Expenses Allocated from Affiliated Investment Company		(734	)
Total Investment Income		10,096
Expenses
Administrative Services Fees		80
Accounting & Transfer Agent Fees		18
Filing Fees		21
Shareholders’ Reports		23
Directors’/Trustees’ Fees & Expenses		3
Audit Fees		2
Legal Fees		10
Other		4
Total Expenses		161
Net Investment Income (Loss)		9,935
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		3,826
Futures		(102	)
Foreign Currency Transactions		233
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		84,657
Translation of Foreign Currency Denominated Amounts		14
Net Realized and Unrealized Gain (Loss)		88,628
Net Increase (Decrease) in Net Assets Resulting from Operations	$	98,563

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

8

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	9,935		$	20,731		$	21,939
Net Realized Gain (Loss) on:
Investment Securities Sold		3,826			47,885	†		15,399	†
Futures		(102	)		—			—
Foreign Currency Transactions		233			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		84,657			(378,867	)†		66,391	†
Translation of Foreign Currency Denominated Amounts		14			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		98,563			(310,251	)		103,729
Distributions From:
Net Investment Income		(21,099	)		(21,806	)		(14,495	)
Net Short-Term Gains		—			(1,695	)		(1,177	)
Net Long-Term Gains		—			(14,217	)		(7,928	)
Total Distributions		(21,099	)		(37,718	)		(23,600	)
Capital Share Transactions (1):
Shares Issued		45,547			34,072			166,017
Shares Issued in Lieu of Cash Distributions		21,099			37,718			23,600
Shares Redeemed		(98,890	)		(149,620	)		(105,380	)
Net Increase (Decrease) from Capital Share Transactions		(32,244	)		(77,830	)		84,237
Total Increase (Decrease) in Net Assets		45,220			(425,799	)		164,366
Net Assets
Beginning of Period		303,822			729,621			565,255
End of Period	$	349,042		$	303,822		$	729,621
(1) Shares Issued and Redeemed:
Shares Issued		5,144			1,932			8,266
Shares Issued in Lieu of Cash Distributions		2,259			1,981			1,270
Shares Redeemed		(9,799	)		(9,233	)		(5,148	)
Net Increase (Decrease) from Shares Issued and Redeemed		(2,396	)		(5,320	)		4,388
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	8,935		$	19,867		$	20,554

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

9

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	10.46		$	21.23		$	18.85		$	14.63		$	12.94		$	10.19
Income from Investment Operations
Net Investment Income (Loss)		0.34	(A)		0.62	(A)		0.63	(A)		0.57	(A)		0.40			0.20
Net Gains (Losses) on Securities (Realized and Unrealized)		3.05			(10.29	)		2.53			4.41			1.58			2.95
Total from Investment Operations		3.39			(9.67	)		3.16			4.98			1.98			3.15
Less Distributions
Net Investment Income		(0.76	)		(0.64	)		(0.48	)		(0.36	)		(0.27	)		(0.22	)
Net Realized Gains		—			(0.46	)		(0.30	)		(0.40	)		(0.02	)		(0.18	)
Total Distributions		(0.76	)		(1.10	)		(0.78	)		(0.76	)		(0.29	)		(0.40	)
Net Asset Value, End of Period	$	13.09		$	10.46		$	21.23		$	18.85		$	14.63		$	12.94
Total Return		35.27	%		(47.88	)%(C)		17.32	%		35.65	%		15.58	%		31.99	%
Net Assets, End of Period (thousands)	$	349,042		$	303,822		$	729,621		$	565,255		$	304,601		$	203,569
Ratio of Expenses to Average Net Assets (D)		0.30	%		0.26	%(B)		0.25	%		0.27	%		0.32	%		0.37	%
Ratio of Net Investment Income to Average Net Assets		3.28	%		3.93	%(B)		3.07	%		3.42	%		3.03	%		2.00	%

See Page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DIMENSIONAL INVESTMENT GROUP INC.

DFA INTERNATIONAL VALUE PORTFOLIO IV

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Investment Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the DFA International Value Portfolio IV (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 6% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolio from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three levels described below:

—    Level 1 – quoted prices in active markets for identical securities

—    Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—    Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodolgy used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolio’s net assets as of October 31, 2009 is listed below (in thousands).

11

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1	Level 2	Level 3	Total
DFA International Value Portfolio IV	$349,059	—	—	$349,059

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $9 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

3. Other: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of the first $40 million of average daily net assets and no fees on assets exceeding $40 million.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Federal Income Taxes:

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

12

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income, accumulated net realized gains or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to a reclassification of distributions were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains
$232	$(232)

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$15,672	$7,928	$23,600
2008	23,113	14,605	37,718
2009	21,099	—	21,099

At October 31, 2009, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term   Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings/ (Accumulated       Losses)
$8,944	—	$(96,869)	$(87,925)

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2009, the Portfolio had capital loss carryforwards available in the amount of $96,869 (in thousands) to offset future realized capital gains expiring on 2016. During the year ended October 31, 2009, the Portfolio utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes in the amount of $3,736 (in thousands).

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$264,412	$88,379	$(3,732)	$84,647

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio’s tax

13

position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio’s federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

Under the Fund’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

G. Other:

At October 31, 2009, one shareholder held 100% of the outstanding shares of the Portfolio.

14

H. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

15

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of DFA International Value Portfolio IV and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of DFA International Value Portfolio IV (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

16

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain /WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

DFA International Value Portfolio IV

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5b	Making Loans	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5c	Investments in Real Estate	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5d	Investments in Commodities	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
5e	Diversification of Investments	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6b	Purchasing Securities on Margin	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6c	Investing in Restricted or Illiquid
	Securities	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6d	Investing for the Purpose of Exercising Control	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6e	Investing in Other Investment Companies	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6f	Management Ownership of Securities of an Issuer	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6h	Investing in Securities of Unseasoned Issuers	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6i	Investing in Warrants	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
6j	Writing or Acquiring Options	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	29,154,332	100.00%	—	0.00%	—	0.00%	100.00%	0.00%	0.00%

17

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The DFA International Value Series vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

18

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF FUND EXPENSES

(Unaudited)

The following Expense Table is shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund’s gross income, directly reduce the investment return of the fund. A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Table below illustrates your fund’s costs in two ways.

Actual fund return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return and “Expenses Paid During Period” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”

Hypothetical example for comparison purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The “Annualized Expense Ratio” represents the actual expenses for the six-month period indicated.

Six Months Ended October 31, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,350.50	0.25%	$1.48
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.95	0.25%	$1.28

* Expenses are equal to the fund’s annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (184), then divided by the number of days in the year (365) to reflect the six-month period.

19

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a “Summary Schedule of Portfolio Holdings” in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund’s 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund’s net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The DFA International Value Series
Consumer Discretionary	13.2%
Consumer Staples	4.9%
Energy	6.0%
Financials	42.8%
Health Care	0.4%
Industrials	10.3%
Information Technology	3.1%
Materials	11.2%
Other	—
Telecommunication Services	6.9%
Utilities	1.2%
	100.0%

20

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage    of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
Australia & New Zealand Banking Group, Ltd.	3,343,351	$	68,191,374	1.1%
National Australia Bank, Ltd.	2,465,437		65,140,887	1.0%
Wesfarmers, Ltd.	1,898,047		47,362,464	0.8%
Other Securities			141,329,082	2.3%
TOTAL AUSTRALIA			322,023,807	5.2%
AUSTRIA — (0.5%)
Other Securities			34,182,743	0.6%
BELGIUM — (0.5%)
Other Securities			38,019,953	0.6%
CANADA — (7.6%)
EnCana Corp	671,498		37,234,767	0.6%
#Manulife Financial Corp.	2,074,478		38,918,630	0.6%
*Teck Resources, Ltd. Class B	1,418,230		41,168,712	0.7%
#Thomson Reuters Corp.	1,832,184		58,281,755	0.9%
#Toronto Dominion Bank	944,998		53,867,637	0.9%
Other Securities			318,836,929	5.2%
TOTAL CANADA			548,308,430	8.9%
DENMARK — (1.1%)
Other Securities			77,023,723	1.2%
FINLAND — (0.6%)
Other Securities			40,451,320	0.7%
FRANCE — (8.3%)
#AXA SA	2,818,397		70,093,978	1.1%
BNP Paribas SA	913,891		68,847,185	1.1%
#Compagnie de Saint-Gobain SA	846,142		41,232,265	0.7%
#Lafarge SA	467,217		37,923,901	0.6%
#Societe Generale Paris SA	913,312		60,662,002	1.0%
Vivendi SA	2,686,677		74,534,678	1.2%
Other Securities			244,803,391	4.0%
TOTAL FRANCE			598,097,400	9.7%
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808	0.8%
#Bayerische Motoren Werke AG	915,762		44,797,554	0.7%
#Daimler AG	1,684,003		81,364,327	1.3%
#Deutsche Bank AG	774,190		56,245,973	0.9%
#Deutsche Telekom AG	2,621,866		35,693,819	0.6%
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891	0.6%
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351	1.0%
Other Securities			167,080,419	2.7%
TOTAL GERMANY			535,465,142	8.6%
GREECE — (0.3%)
Other Securities			19,019,902	0.3%
HONG KONG — (2.7%)
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708	0.7%
Hutchison Whampoa, Ltd.	5,568,000		39,081,157	0.6%
Other Securities			117,731,620	1.9%
TOTAL HONG KONG			197,933,485	3.2%

21

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††		Percentage    of Net Assets**
IRELAND — (0.0%)
Other Securities		$	57,893	0.0%
ITALY — (2.9%)
#*Intesa Sanpaolo SpA	11,201,860		47,142,793	0.8%
*UniCredito SpA	19,413,366		65,038,767	1.0%
Other Securities			98,411,874	1.6%
TOTAL ITALY			210,593,434	3.4%
JAPAN — (11.7%)
FUJIFILM Holdings Corp.	1,257,700		35,755,504	0.6%
*Nissan Motor Co., Ltd.	4,991,500		36,119,215	0.6%
Sony Corp. Sponsored ADR	1,725,386		50,709,095	0.8%
Other Securities			726,760,636	11.7%
TOTAL JAPAN			849,344,450	13.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (3.7%)
#ArcelorMittal NV	2,446,831		82,806,981	1.3%
*ING Groep NV	3,093,625		40,259,293	0.7%
Philips Electronics NV	3,072,622		77,186,781	1.2%
Other Securities			69,089,143	1.1%
TOTAL NETHERLANDS			269,342,198	4.3%
NEW ZEALAND — (0.1%)
Other Securities			8,185,686	0.1%
NORWAY — (1.0%)
Other Securities			75,691,447	1.2%
PORTUGAL — (0.2%)
Other Securities			13,072,321	0.2%
SINGAPORE — (1.6%)
DBS Group Holdings, Ltd	4,164,750		38,138,997	0.6%
Other Securities			78,569,480	1.3%
TOTAL SINGAPORE			116,708,477	1.9%
SPAIN — (4.7%)
Banco Santander SA	5,654,108		90,987,342	1.5%
Banco Santander SA Sponsored ADR	5,549,048		89,117,711	1.4%
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506	0.6%
Other Securities			120,997,642	1.9%
TOTAL SPAIN			336,550,201	5.4%
SWEDEN — (2.9%)
#Nordea Bank AB	6,583,962		70,668,421	1.2%
Other Securities			138,442,067	2.2%
TOTAL SWEDEN			209,110,488	3.4%
SWITZERLAND — (6.3%)
Credit Suisse Group AG	1,755,349		93,836,004	1.5%
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094	0.7%
#*Holcim, Ltd.	650,248		41,384,888	0.7%
*UBS AG	3,481,616		58,055,052	1.0%
Zurich Financial Services AG	322,012		73,738,360	1.2%
Other Securities			144,088,911	2.3%
TOTAL SWITZERLAND			455,895,309	7.4%

22

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††	Percentage    of Net Assets**
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.	1,329,421	$48,102,581	0.8%
Aviva P.L.C.	7,396,866	46,253,871	0.7%
#*Barclays P.L.C. Sponsored ADR	2,451,654	51,239,569	0.8%
#HSBC Holdings P.L.C. Sponsored ADR	3,278,400	181,590,576	2.9%
Kingfisher P.L.C.	9,743,172	35,612,473	0.6%
#Royal Dutch Shell P.L.C. ADR	2,252,783	131,021,859	2.1%
Vodafone Group P.L.C.	34,976,333	77,082,062	1.2%
#Vodafone Group P.L.C. Sponsored ADR	7,395,974	164,116,663	2.7%
*Xstrata P.L.C.	3,245,577	46,747,872	0.8%
Other Securities		419,126,814	6.8%
TOTAL UNITED KINGDOM		1,200,894,340	19.4%
TOTAL COMMON STOCKS		6,155,972,149	99.4%
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
Other Securities		41,059	0.0%
ITALY — (0.0%)
Other Securities		76,976	0.0%
TOTAL RIGHTS/WARRANTS		118,035	0.0%
	Face Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,010,000 FNMA 6.50%, 06/25/39, valued at $14,002,013) to be repurchased at $13,790,218	$13,790	13,790,000	0.2%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP	1,055,086,714	1,055,086,714	17.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased at $1,189,085	$1,189	1,189,078	0.0%
TOTAL SECURITIES LENDING COLLATERAL		1,056,275,792	17.1%
TOTAL INVESTMENTS — (100.0%)
(Cost $5,830,288,347)		$7,226,155,976	116.7%

23

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	2,073,789	$	319,950,018	—	$	322,023,807
Austria		—		34,182,743	—		34,182,743
Belgium		3,586,620		34,433,333	—		38,019,953
Canada		548,308,430		—	—		548,308,430
Denmark		—		77,023,723	—		77,023,723
Finland		1,516,659		38,934,661	—		40,451,320
France		3,494,320		594,603,080	—		598,097,400
Germany		98,912,195		436,552,947	—		535,465,142
Greece		4,501,802		14,518,100	—		19,019,902
Hong Kong		—		197,933,485	—		197,933,485
Ireland		57,893		—	—		57,893
Italy		29,729,570		180,863,864	—		210,593,434
Japan		56,497,996		792,846,454	—		849,344,450
Malaysia		—		—	—		—
Netherlands		10,297,313		259,044,885	—		269,342,198
New Zealand		—		8,185,686	—		8,185,686
Norway		401,330		75,290,117	—		75,691,447
Portugal		—		13,072,321	—		13,072,321
Singapore		—		116,708,477	—		116,708,477
Spain		131,434,682		205,115,519	—		336,550,201
Sweden		7,351,053		201,759,435	—		209,110,488
Switzerland		46,226,255		409,669,054	—		455,895,309
United Kingdom		564,527,406		636,366,934	—		1,200,894,340
Rights/Warrants
Germany		—		41,059	—		41,059
Italy		76,976		—	—		76,976
Temporary Cash Investments		—		13,790,000	—		13,790,000
Securities Lending Collateral		—		1,056,275,792	—		1,056,275,792
TOTAL	$	1,508,994,289	$	5,717,161,687	—	$	7,226,155,976

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $1,004,314 of securities on loan)	$	6,156,090
Temporary Cash Investments at Value & Cost		13,790
Collateral Received from Securities on Loan at Value & Cost		1,056,276
Foreign Currencies at Value		19,131
Cash		16
Receivables:
Investment Securities Sold		10,656
Dividends, Interest and Tax Reclaims		10,784
Securities Lending Income		444
Fund Shares Sold		724
Unrealized Gain on Foreign Currency Contracts		19
Total Assets		7,267,930
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,056,276
Investment Securities Purchased		14,723
Fund Shares Redeemed		3,518
Due to Advisor		1,084
Accrued Expenses and Other Liabilities		365
Total Liabilities		1,075,966
NET ASSETS	$	6,191,964
Investments at Cost	$	4,760,222
Foreign Currencies at Cost	$	19,163

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $14,384)	$	160,091
Interest		197
Income from Securities Lending		13,032
Total Investment Income		173,320
Expenses
Investment Advisory Services Fees		9,991
Accounting & Transfer Agent Fees		549
Custodian Fees		688
Shareholders’ Reports		49
Directors’/Trustees’ Fees & Expenses		78
Professional Fees		221
Other		574
Total Expenses		12,150
Net Investment Income (Loss)		161,170
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984
Futures		(1,125	)
Foreign Currency Transactions		3,828
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836
Translation of Foreign Currency Denominated Amounts		240
Net Realized and Unrealized Gain (Loss)		1,462,763
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,623,933

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	161,170		$	304,387		$	274,613
Net Realized Gain (Loss) on:
Investment Securities Sold		63,984			137,811			654,522
Futures		(1,125	)		(1,153	)		—
Foreign Currency Transactions		3,828			(4,593	)		2,498
In-Kind Redemptions		—			103,024	*		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,395,836			(5,026,911	)		403,307
Futures		—			19			—
Translation of Foreign Currency Denominated Amounts		240			(76	)		(180	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,623,933			(4,487,492	)		1,334,760
Transactions in Interest:
Contributions		449,410			927,878	†		1,731,698	†
Withdrawals		(581,716	)		(1,378,770	)*†		(884,989	)†
Net Increase (Decrease) from Transactions in Interest		(132,306	)		(450,892	)		846,709
Total Increase (Decrease) in Net Assets		1,491,627			(4,938,384	)		2,181,469
Net Assets
Beginning of Period		4,700,337			9,638,721			7,457,252
End of Period	$	6,191,964		$	4,700,337		$	9,638,721

* See Note J in the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

27

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES†

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Total Return		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%		32.15	%
Net Assets, End of Period (thousands)	$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698		$	2,804,043
Ratio of Expenses to Average Net Assets		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%		0.28	%
Ratio of Net Investment Income to Average Net Assets		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%		2.35	%
Portfolio Turnover Rate		18	%		16	%(C)		16	%		8	%		10	%		15	%

See page 1 for the Definitions of Abbreviations and Footnotes.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

28

THE DFA INVESTMENT TRUST COMPANY

THE DFA INTERNATIONAL VALUE SERIES

NOTES TO FINANCIAL STATEMENTS

A. Organization:

The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment Company Act of 1940. The Trust consists of twelve investment portfolios, of which The DFA International Value Series (the “Series”) is presented in this report.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure, elected with the consent of its respective Holder(s) to change its U.S. federal income tax classification from that of an association taxable as a corporation to a partnership pursuant to Treasury Regulation § 301.7701-3. The change in capital structure and retroactive reclassification of the statement of changes in net assets and financial highlights for the respective funds is a result of the treatment of a partnership for book purposes. The Series/Portfolio will maintain its books and records and present its financial statements in accordance with generally accepted accounting principles for investment partnerships.

At a regular meeting of the Board of Directors/Trustees (the “Board”) on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Series from November 30 to October 31.

B. Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1. Security Valuation: Securities held by the Series (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Series that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Series values the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Series will also fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of the Series is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series prices its shares at the close of the NYSE, the Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and

29

trading activities on the Series’ foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the Series has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the Series utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Series uses fair value pricing, the values assigned to the Series’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

—    Level 1 – quoted prices in active markets for identical securities

—    Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

—    Level 3 – significant unobservable inputs (including the Series’ own assumptions in determining the fair value of investments)

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Series whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates. Exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities held whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amounts of interest, dividends and foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $143 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

30

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers exiting or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country’s balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% of average daily net assets of the Series.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	1,071,984
Sales		935,775

There were no purchases or sales of long-term U.S. government securities.

E. Federal Income Taxes:

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been “passed down” to its partners.

31

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$5,830,471	$1,458,762	$(63,077)	$1,395,685

Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken on a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Series’ financial statements. The Series’ is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

On November 1, 2008, The DFA International Value Series, a master fund in a RIC/RIC master-feeder structure with five RIC feeders and other direct client investor(s), made a “Check-the-box” election for federal income tax purposes pursuant to Treasury Regulation §301.7701-3, to change its federal entity classification from a corporation taxable as a regulated investment company to a partnership. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities, in a taxable transaction, to its shareholders in liquidation of the master fund. Immediately thereafter, the shareholders contributed all of the distributed assets and liabilities to a newly formed partnership. The final tax year end of The DFA International Value Series was October 31, 2008. For Federal income tax purposes, pursuant to Internal Revenue Code §336(a), the master fund recognizes gain or loss as if the master’s investment securities were sold to its shareholders and, pursuant to IRC Code §331, each of the Portfolios recognizes gain or loss as if it liquidated its investment in the master. As a result of the transaction, The DFA International Value Series recognized a ($2,309,440,866) and ($718,733) capital and currency loss respectively for tax year ended October 31, 2008. For tax purposes, pursuant to IRC Code §334(a), each of the Portfolios will take a fair market value basis in the securities deemed received by them and a new holding period for those securities commences on the deemed liquidation date.

F. Financial Instruments:

In accordance with the Series’ investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. Repurchase Agreements: The Series may purchase certain U.S. Government securities subject to the counterparty’s agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust’s custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on October 30, 2009.

2. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign government supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Series may be inhibited.

32

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

3. Futures Contracts: The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum “initial margin” requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as “variation margin” and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, 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.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

At October 31, 2009, the Series had no outstanding futures contracts.

The following is a summary of the Series’ location and value of realized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009 (amounts in thousands):

	Location on the Statement of Operations	Realized Gain (Loss) on Derivatives Recognized in Income
		Equity Contracts
	Net Realized Gain (Loss) on:
The DFA International Value Series*	Futures	$(1,125)

* As of October 31, 2009, there were no futures contracts outstanding. During the year ended October 31, 2009, the Series had limited activity in these transactions.

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time.

33

The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
0.95%	$8,517	11	$2	$18,062

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series’ collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short-Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, the Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

I. Indemnities; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

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J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (In-Kind redemption). For financial reporting purposes, the Series recognizes a gain on In-Kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on In-Kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $103,024 (in thousands) of net gain.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

35

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The DFA International Value Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The DFA International Value Series (one of the portfolios constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

36

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: Approval of an Amended and Restated Agreement and Declaration of Trust for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The DFA International Value Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	349,117,663	88.20%	30,044,848	7.59%	16,661,166	4.21%	86.14%	7.41%	4.11%
5b	Making Loans	348,947,065	88.16%	29,971,477	7.57%	16,905,135	4.27%	86.10%	7.40%	4.17%
5c	Investments in Real Estate	351,165,048	88.72%	28,070,820	7.09%	16,587,809	4.19%	86.65%	6.93%	4.09%
5d	Investments in Commodities	347,839,401	87.88%	31,372,412	7.93%	16,611,864	4.20%	85.82%	7.74%	4.10%
5e	Diversification of Investments	351,038,355	88.69%	28,302,302	7.15%	16,483,020	4.16%	86.61%	6.98%	4.07%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or Hypothecating Assets	346,783,275	87.61%	32,195,687	8.13%	16,844,715	4.26%	85.56%	7.94%	4.16%
6b	Purchasing Securities on Margin	346,279,680	87.48%	32,728,442	8.27%	16,815,555	4.25%	85.44%	8.08%	4.15%
6c	Investing in Restricted or Illiquid Securities	346,650,940	87.58%	32,506,501	8.21%	16,666,236	4.21%	85.53%	8.02%	4.11%
6d	Investing for the Purpose of Exercising Control	349,242,494	88.23%	29,958,913	7.57%	16,621,270	4.20%	86.17%	7.39%	4.10%
6e	Investing in Other Investment Companies	349,373,590	88.26%	29,787,506	7.53%	16,662,582	4.21%	86.20%	7.35%	4.11%
6f	Management Ownership of Securities of an Issuer	349,991,995	88.42%	28,988,874	7.32%	16,842,809	4.26%	86.36%	7.15%	4.16%
6g	Investing in Oil, Gas, or other Mineral Exploration, Leases or Development Programs	348,999,679	88.17%	30,314,009	7.66%	16,509,990	4.17%	86.11%	7.48%	4.07%
6h	Investing in Securities of Unseasoned Issuers	349,376,398	88.27%	29,792,320	7.53%	16,653,959	4.21%	86.20%	7.35%	4.11%
6i	Investing in Warrants	349,983,930	88.42%	29,092,914	7.35%	16,745,833	4.23%	86.35%	7.18%	4.13%
6j	Writing or Acquiring Options	349,310,900	88.25%	29,764,139	7.52%	16,747,638	4.23%	86.19%	7.34%	4.13%
7a	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, DFA Australia Limited, and the Company	355,560,358	89.83%	17,051,279	4.31%	23,212,041	5.86%	87.73%	4.21%	5.73%

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		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/WithHold	%	For	Against	Abstain / WithHold
Proposals:
7b	Proposed Sub-Advisory Agreement among Dimensional Fund Advisors LP, Dimensional Fund Advisors Ltd., and the Company	355,594,969	89.84%	16,996,602	4.29%	23,232,105	5.87%	87.74%	4.19%	5.73%

38

FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) and Dimensional Emerging Markets Value Fund (“DEM”) (each, the “Fund” and collectively, the “Funds”) is responsible for establishing the Funds’ policies and for overseeing the management of the Funds. The Trustees/Directors of the Funds, including all of the disinterested Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the “Feeder Portfolios”) that invest in certain series of DFAITC or DEM (the “Master Funds”).

Each Board has two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested Director. The Audit Committee oversees the Fund’s accounting and financial reporting policies and practices, the Fund’s internal controls, the Fund’s financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund’s independent registered certified public accounting firm and also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director’s experience as a Trustee/ Director of the Funds and as a director or trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, “SAI”) of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

39

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

40

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

41

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

42

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

43

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997 and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

44

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

45

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

46

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Trust uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC’s website at http://www.sec.gov and from the Advisor’s website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.

47

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio/Series to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Short-Term Capital Gain Distributions	Long-Term Capital Gain Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Foreign Tax Credit(3)	Foreign Source Income(4)	Qualifying Interest Income(5)	Qualifying Short-Term Capital Gain(6)
DFA International Value Portfolio IV	100%	—	—	100%	100%	100%	3%	51%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions). Please note that these percentages are designated only, refer to your 1099 for actual qualified dividend income.

(3) “Foreign Tax Credit” represents dividends which qualify for the foreign tax credit pass through and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(4) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of ordinary income (i.e., the sum of short-term capital gain and net investment income) distributions made during the period.

(5) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(6) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

48

ITEM 2. CODE OF ETHICS.

The Registrant has adopted, as of the end of the period covered by this Form N-CSR (the “Report”), a code of ethics that applies to the Registrant’s principal executive officer and principal financial officer (the “Code of Business Ethics”). The Registrant has not made any substantive amendments to the Code of Business Ethics during the period covered by this Report. The Registrant also has not granted any waiver from any provisions of the Code of Business Ethics during the period covered by this Report. A copy of the Code of Business Ethics is filed as an exhibit to this Report.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

The Registrant’s Board of Directors has determined that Abbie J. Smith possesses the technical attributes to qualify as an “audit committee financial expert” serving on the Registrant’s Audit Committee and has designated Ms. Smith as the “audit committee financial expert.” Ms. Smith

earned a Ph.D. in Accounting, and has taught Accounting at the graduate level since 1980. Ms. Smith’s education and career have provided her with an understanding of generally accepted accounting principles and financial statements; the ability to assess the general application of such principles in connection with the accounting for estimates, accruals and reserves; and experience preparing, analyzing and evaluating financial statements that present a breadth and level of complexity of issues that can reasonably be expected to be raised by the Registrant’s financial statements. In addition, Ms. Smith has served on the boards of directors and audit committees of entities other than the Registrant. Ms. Smith is independent under the standards set forth in Item 3 of Form N-CSR.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

(a)	Audit Fees
	Fiscal Year Ended October 31, 2009: $87,246
	Fiscal Year Ended October 31, 2008: $82,264

(b)	Audit-Related Fees
	Fees for Registrant	Fiscal Year Ended October 31, 2009: $17,577
		Fiscal Year Ended October 31, 2008: $18,227

For fiscal years ended October 31, 2009 and October 31, 2008, Audited-Related Fees included fees for services related to limited procedures performed in connection with the production of the Registrant’s semi-annual financial statements.

Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X

Fiscal Year Ended October 31, 2009: $158,695

Fiscal Year Ended October 31, 2008: $165,000

For the fiscal years ended October 31, 2009 and October 31, 2008, Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X included fees for services rendered in connection with the issuance of a Type II SAS 70 over controls at the Registrant’s investment adviser.

(c)	Tax Fees
	Fees for Registrant	Fiscal Year Ended October 31, 2009: $53,769
		Fiscal Year Ended October 31, 2008: $58,544

In the fiscal years ended October 31, 2009 and October 31, 2008, Tax Fees included services in connection with the Registrant’s excise tax calculations and review of the Registrant’s applicable tax returns.

There were no Tax Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

(d)	All Other Fees
	Fees for Registrant	Fiscal Year Ended October 31, 2009: $0
		Fiscal Year Ended October 31, 2008: $0

There were no “All Other Fees” required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

(e)(1) Audit Committee’s Pre-Approval Policies and Procedures

Pre-Approval Policies and Procedures

as adopted by the

Audit Committees

of

DFA Investment Dimensions Group Inc.

Dimensional Emerging Markets Value Fund

Dimensional Investment Group Inc.

The DFA Investment Trust Company

(together, the “Funds”)

The Sarbanes-Oxley Act of 2002 (the “Act”) and the rules (the “Rules”) adopted by the U.S. Securities and Exchange Commission (the “SEC”) require that the Funds’ Audit Committees (together, the “Committee”) pre-approve all audit services and non-audit services provided to the Funds by their independent registered public accounting firm (the “Auditor”). The Act and the Rules also require that the Committee pre-approve all non-audit services provided by the Auditor to Dimensional Fund Advisors LP (“Dimensional”), the Funds’ investment advisor, and to affiliates of Dimensional that provide ongoing services to the Funds (with Dimensional, together the “Service Affiliates”) if the services directly impact the Funds’ operations and financial reporting.

The following policies and procedures govern the ways in which the Committee will pre-approve audit and various types of non-audit services that the Auditor provides to the Funds and to Service Affiliates. These policies and procedures do not apply in the case of audit services that the Auditor provides to Service Affiliates, nor do they apply to services that an audit firm other than the Auditor provides to such entities.

These policies and procedures comply with the requirements for pre-approval, but also provide a mechanism by which management of the Funds may request and secure pre-approval of audit and non-audit services in an orderly manner with minimal disruption to normal business operations. Pre-approval of non-audit services may be achieved through a combination of the procedures described in Sections C and D below.

A. General

1. The Committee must pre-approve all audit services and non-audit services that the Auditor provides to the Funds.

2. The Committee must pre-approve any engagement of the Auditor to provide non-audit services to any Service Affiliate during the period of the Auditor’s engagement to provide audit services to the Funds, if the non-audit services to the Service Affiliate directly impact the Funds’ operations and financial reporting.

B. Pre-Approval of Audit Services to the Funds

1. The Committee shall approve the engagement of an independent registered public accounting firm to certify the Funds’ financial statements for each fiscal year (the “Engagement”). The approval of the Engagement shall not be delegated to a Designated Member (as that term is defined in Section D below). In approving the Engagement, the Committee shall obtain, review and consider sufficient information concerning the proposed Auditor to enable the Committee to make a reasonable evaluation of the Auditor’s qualifications and independence. The Committee also shall consider the Auditor’s proposed fees for the Engagement, in light of the scope and nature of the audit services that the Funds will receive.

2. The Committee shall report to the Boards of Directors/Trustees of the Funds (together, the “Board”) regarding its approval of the Engagement and of the proposed fees for the Engagement, and the basis for such approval.

3. Unless otherwise in accordance with applicable law, the Engagement, in any event, shall require that the Auditor be selected by the vote, cast in person, of a majority of the members of the Board who are not “interested persons” of the Funds (as that term is defined in Section 2(a)(19) of the Investment Company Act of 1940, as amended) (the “Independent Directors”).

C. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—by Types of Services

1. The Committee may pre-approve types of non-audit services to the Funds and their Service Affiliates pursuant to this Section C.

2. Annually, at such time as the Committee considers the Engagement of the Auditor, management of the Funds, in consultation with the Auditor, shall provide to the Committee, for its consideration and action, the following: (a) a list of those types of non-audit services, if any, that the Funds may request from the Auditor during the fiscal year; and (b) a list of those types of non-audit services directly impacting the Funds’ operations and financial reporting that Service Affiliates may request from the Auditor during the fiscal year.

3. The lists submitted to the Committee shall describe the types of non-audit services in reasonable detail and shall include an estimated budget (or budgeted range) of fees, where possible, and such other information as the Committee may request.

4. The Committee’s pre-approval of the types of non-audit services submitted pursuant to this Section C shall constitute authorization for management of the Funds to utilize the Auditor for the types of non-audit services so pre-approved, if needed or desired during the fiscal year.

5. A list of the types of non-audit services pre-approved by the Committee pursuant to this Section C will be distributed to management of the Service Affiliates and the appropriate partners of the Auditor. Periodically, the Auditor will discuss with the Committee those non-audit services that have been or are being provided pursuant to this Section C.

D. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—Project-by-Project Basis

1. The Committee also may pre-approve non-audit services on a project-by-project basis pursuant to this Section D.

2. Management of the Funds, in consultation with the Auditor, may submit either to the Committee or to the Designated Member, as provided in this Section D, for their consideration and action, a pre-approval request identifying one or more non-audit service projects. The request so submitted shall describe the project(s) in reasonable detail and shall include an estimated budget (or budgeted range) of fees and such other information as the Committee or the Designated Member, as appropriate, shall request.

3. The Committee, from time to time, shall designate one or more of its members who are Independent Directors (each a “Designated Member”) to consider, on the Committee’s behalf, any non-audit services, whether to the Funds or to any Service Affiliate, that have not been pre-approved by the Committee. The Designated Member also shall review, on the Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. The Funds’ management, in consultation with the Auditor, shall explain why such non-audit services or material change in non-audit services are necessary and appropriate and the anticipated costs thereof.

4. The Designated Member will review the requested non-audit services or proposed material change in such services and will either:

(a) pre-approve, pre-approve subject to conditions, or disapprove any such requested services, or any proposed material change in services, whether to the Funds or to a Service Affiliate; or

(b) refer such matter to the Committee for its consideration and action.

In considering any requested non-audit services or proposed material change in such services, the Designated Member’s authority shall be limited to approving non-audit services or proposed material changes that do not exceed $10,000 in value.

5. The Designated Member’s pre-approval (or pre-approval subject to conditions) of the requested non-audit services or proposed material change in services pursuant to this Section D shall constitute authorization for the management of the Funds or the Service Affiliate, as the case may be, to utilize the Auditor for the non-audit services so pre-approved. Any action by the Designated Member in approving a requested non-audit service shall be presented for ratification by the Committee not later than at its next scheduled meeting. If the Designated Member does not approve the Auditor providing the requested non-audit service, the matter may be presented to the full Committee for its consideration and action.

E. Amendment; Annual Review

1. The Committee may amend these procedures from time to time.

2. These procedures shall be reviewed annually by the Committee.

F. Recordkeeping

1. The Funds shall maintain a written record of all decisions made by the Committee or by a Designated Member pursuant to these procedures, together with appropriate supporting materials.

2. In connection with the approval of any non-audit service pursuant to the de minimis exception provided in the Rules, a record shall be made indicating that each of the conditions for this exception, as set forth in the Rules, has been satisfied.

3. A copy of these Procedures (and of any amendments to these Procedures) shall be maintained and preserved permanently in an easily accessible place. The written records referred to in paragraphs 1 and 2 of this Section F shall be maintained and preserved for six years from the end of the fiscal year in which the actions recorded were taken, for at least the first two years in an easily accessible location.

(e)(2)	The fees disclosed in Items 4(b), 4(c) or 4(d) were approved by the Registrant’s Audit Committee but not pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f)	The percentage of hours expended on the principal accountant’s engagement to audit the Registrant’s financial statements for the fiscal year ended October 31,

2009 that were attributed to work performed by persons other than the principal accountant’s full time, permanent employees was not greater than 50%.

(g) Aggregate Non-Audit Fees

Fiscal Year Ended October 31, 2009: $584,571

Fiscal Year Ended October 31, 2008: $692,520

(h) The Registrant’s Audit Committee has considered whether the provision of non-audit services that were rendered to the Registrant’s investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Registrant, that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

This item is not applicable to the Registrant because it is not a listed issuer.

ITEM 6. INVESTMENTS.

(a) Please see schedules of investments contained in the reports to stockholders included under Item 1 of this Report except as discussed below. Provided below is a complete schedule of investments for each master fund in which a series of the Registrant invests that provided a summary schedule of portfolio holdings in a report to stockholders included under Item 1 in lieu of a complete schedule of investments. The schedules of investments for the following series are provided below:

Name of Entity for which Schedule of Investments is Provided	Relationship to Series of the Registrant
The U.S. Large Company Series	Master fund for U.S. Large Company Institutional Index Portfolio
The U.S. Large Cap Value Series	Master fund for U.S. Large Cap Value Portfolio II, U.S. Large Cap Value Portfolio III and LWAS/DFA U.S. High Book to Market Portfolio
The DFA International Value Series	Master fund for DFA International Value Portfolio, DFA International Value Portfolio II, DFA International Value Portfolio III and DFA International Value Portfolio IV
The Emerging Markets Series	Master fund for Emerging Markets Portfolio II
The Tax-Managed U.S. Marketwide Value Series	Master fund for Tax-Managed U.S. Marketwide Value Portfolio II

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments

Investment Abbreviations

ADR	American Depositary Receipt
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
P.L.C.	Public Limited Company
REIT	Real Estate Investment Trust

Investment Footnotes

†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
•	Security is being fair valued as of October 31, 2009.
(r)	The adjustable rate shown is effective as of October 31, 2009.
§	Affiliated Fund.
—	Amounts designated as — are either zero or rounded to zero.

1

THE U.S. LARGE COMPANY SERIES

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
COMMON STOCKS — (92.1%)
Consumer Discretionary — (8.5%)
#Abercrombie & Fitch Co.	33,482	$	1,098,879
*Amazon.com, Inc.	126,572		15,038,019
#*Apollo Group, Inc. Class A	48,560		2,772,776
#*AutoNation, Inc.	35,918		619,226
*Autozone, Inc.	11,603		1,570,002
*Bed Bath & Beyond, Inc.	99,697		3,510,331
#Best Buy Co., Inc.	129,969		4,962,216
*Big Lots, Inc.	31,453		787,898
Black & Decker Corp.	22,904		1,081,527
Carnival Corp.	166,799		4,857,187
CBS Corp. Class B	257,996		3,036,613
#Coach, Inc.	121,087		3,992,238
Comcast Corp. Class A	1,092,473		15,840,859
#D.R. Horton, Inc.	105,020		1,151,019
#Darden Restaurants, Inc.	53,081		1,608,885
DeVry, Inc.	23,569		1,303,130
#*DIRECTV Group, Inc. (The)	171,135		4,500,850
Disney (Walt) Co.	707,515		19,364,686
#Eastman Kodak Co.	102,099		382,871
*Expedia, Inc.	80,162		1,817,273
Family Dollar Stores, Inc.	53,190		1,505,277
*Ford Motor Co.	1,226,281		8,583,967
Fortune Brands, Inc.	57,196		2,227,784
#*GameStop Corp. Class A	62,688		1,522,692
Gannett Co., Inc.	89,365		877,564
Gap, Inc.	183,301		3,911,643
#Genuine Parts Co.	60,730		2,124,943
*Goodyear Tire & Rubber Co.	92,084		1,186,042
H&R Block, Inc.	127,644		2,340,991
Harley-Davidson, Inc.	89,296		2,225,256
*Harman International Industries, Inc.	26,392		992,603
Hasbro, Inc.	47,929		1,307,024
#Home Depot, Inc.	648,891		16,280,675
International Game Technology	112,795		2,012,263
#*Interpublic Group of Cos., Inc.	185,053		1,114,019
#J.C. Penney Co., Inc.	89,790		2,974,743
Johnson Controls, Inc.	255,253		6,105,652
#KB Home	28,163		399,351
*Kohl’s Corp.	116,329		6,656,345
#Leggett & Platt, Inc.	59,438		1,148,937
#Lennar Corp. Class A	58,705		739,683
#Limited Brands, Inc.	101,642		1,788,899
Lowe’s Cos., Inc.	562,477		11,007,675
Macy’s, Inc.	160,084		2,812,676
#Marriott International, Inc. Class A	95,692		2,398,042
#Mattel, Inc.	137,032		2,594,016
McDonald’s Corp.	415,454		24,349,759
McGraw-Hill Cos., Inc.	119,838		3,448,938
Meredith Corp.	13,862		375,106
#*New York Times Co. Class A (The)	44,003		350,704
#Newell Rubbermaid, Inc.	105,714		1,533,910
News Corp. Class A	855,886		9,859,807
#NIKE, Inc. Class B	147,987		9,201,832
#Nordstrom, Inc.	62,711		1,992,956
*Office Depot, Inc.	104,586		632,745
Omnicom Group, Inc.	118,302		4,055,393
#*O’Reilly Automotive, Inc.	52,054		1,940,573
#Polo Ralph Lauren Corp.	22,011		1,638,059

2

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#*Pulte Homes, Inc.	120,324	$	1,084,119
*RadioShack Corp.	47,651		804,825
Scripps Networks Interactive, Inc.	33,964		1,282,481
#*Sears Holdings Corp.	18,996		1,289,069
#Sherwin-Williams Co.	37,184		2,120,975
Snap-On, Inc.	21,970		802,564
Stanley Works (The)	30,208		1,366,308
#Staples, Inc.	274,981		5,967,088
*Starbucks Corp.	280,599		5,325,769
#Starwood Hotels & Resorts Worldwide, Inc.	71,123		2,066,834
Target Corp.	286,217		13,861,489
#Tiffany & Co.	47,246		1,856,295
Time Warner Cable, Inc.	134,137		5,290,363
Time Warner, Inc.	451,338		13,594,301
TJX Cos., Inc. (The)	161,352		6,026,497
V.F. Corp.	33,941		2,411,169
*Viacom, Inc. Class B	231,022		6,373,897
Washington Post Co.	2,361		1,019,952
#Whirlpool Corp.	28,181		2,017,478
Wyndham Worldwide Corp.	67,995		1,159,315
#*Wynn Resorts, Ltd.	26,245		1,423,004
Yum! Brands, Inc.	177,609		5,852,217
Total Consumer Discretionary			318,511,038
Consumer Staples — (11.0%)
Altria Group, Inc.	788,525		14,280,188
Archer-Daniels-Midland Co.	244,411		7,361,659
Avon Products, Inc.	162,531		5,209,119
#Brown-Forman Corp. Class B	42,292		2,064,273
Campbell Soup Co.	73,347		2,328,767
Clorox Co.	53,046		3,141,915
Coca-Cola Co.	882,204		47,030,295
Coca-Cola Enterprises, Inc.	120,739		2,302,493
Colgate-Palmolive Co.	189,741		14,919,335
ConAgra, Inc.	168,296		3,534,216
*Constellation Brands, Inc. Class A	75,643		1,196,672
Costco Wholesale Corp.	165,550		9,411,518
CVS Caremark Corp.	549,409		19,394,138
*Dean Foods Co.	68,630		1,251,125
*Dr Pepper Snapple Group, Inc.	96,703		2,636,124
Estee Lauder Cos., Inc.	44,927		1,909,398
General Mills, Inc.	123,879		8,166,104
H.J. Heinz Co.	119,985		4,828,196
Hershey Co. (The)	63,128		2,385,607
Hormel Foods Corp.	26,567		968,633
J.M. Smucker Co.	45,279		2,387,562
Kellogg Co.	97,646		5,032,675
Kimberly-Clark Corp.	157,789		9,650,375
Kraft Foods, Inc.	561,489		15,452,177
Kroger Co. (The)	247,994		5,736,101
Lorillard, Inc.	62,871		4,886,334
#McCormick & Co., Inc.	49,749		1,741,712
Molson Coors Brewing Co.	59,692		2,923,117
Pepsi Bottling Group, Inc.	54,836		2,053,060
PepsiCo, Inc.	593,045		35,908,875
Philip Morris International, Inc.	736,409		34,876,330
Procter & Gamble Co.	1,111,163		64,447,454
Reynolds American, Inc.	64,330		3,118,718
Safeway, Inc.	158,553		3,540,488
Sara Lee Corp.	264,823		2,989,852
SUPERVALU, Inc.	80,700		1,280,709

3

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Consumer Staples — (Continued)
Sysco Corp.	224,988	$	5,950,933
#Tyson Foods, Inc. Class A	116,228		1,455,175
Walgreen Co.	377,779		14,291,380
Wal-Mart Stores, Inc.	822,201		40,846,946
*Whole Foods Market, Inc.	53,477		1,714,473
Total Consumer Staples			414,604,221
Energy — (11.4%)
Anadarko Petroleum Corp.	186,733		11,377,642
Apache Corp.	127,812		12,029,665
#Baker Hughes, Inc.	117,964		4,962,745
BJ Services Co.	111,205		2,135,136
Cabot Oil & Gas Corp.	39,455		1,517,834
*Cameron International Corp.	83,693		3,094,130
#Chesapeake Energy Corp.	244,264		5,984,468
Chevron Corp.	763,458		58,435,075
ConocoPhillips	564,511		28,327,162
CONSOL Energy, Inc.	68,789		2,944,857
#*Denbury Resources, Inc.	94,956		1,386,358
Devon Energy Corp.	168,945		10,932,431
#Diamond Offshore Drilling, Inc.	26,458		2,520,125
El Paso Corp.	266,931		2,618,593
ENSCO International, Inc.	54,225		2,482,963
EOG Resources, Inc.	95,905		7,831,602
Exxon Mobil Corp.	1,829,468		131,117,972
*FMC Technologies, Inc.	46,615		2,451,949
Halliburton Co.	343,265		10,026,771
Hess Corp.	110,806		6,065,520
Marathon Oil Corp.	269,417		8,613,261
Massey Energy Co.	32,536		946,472
Murphy Oil Corp.	72,640		4,441,210
#*Nabors Industries, Ltd.	108,128		2,252,306
*National-Oilwell, Inc.	159,200		6,525,608
Noble Energy, Inc.	66,008		4,332,105
Occidental Petroleum Corp.	308,646		23,420,058
Peabody Energy Corp.	101,888		4,033,746
#Pioneer Natural Resources Co.	43,802		1,800,700
Range Resources Corp.	59,864		2,996,193
Rowan Cos., Inc.	43,300		1,006,725
Schlumberger, Ltd.	455,987		28,362,391
#Smith International, Inc.	83,954		2,328,044
*Southwestern Energy Co.	131,140		5,715,081
Spectra Energy Corp.	245,884		4,701,302
Sunoco, Inc.	44,501		1,370,631
#Tesoro Petroleum Corp.	53,123		751,159
Valero Energy Corp.	214,231		3,877,581
Williams Cos., Inc. (The)	221,923		4,183,249
XTO Energy, Inc.	220,870		9,179,357
Total Energy			429,080,177
Financials — (12.5%)
Aflac, Inc.	177,977		7,384,266
Allstate Corp.	204,191		6,037,928
American Express Co.	452,705		15,772,242
#*American International Group, Inc.	51,230		1,722,353
Ameriprise Financial, Inc.	97,073		3,365,521
AON Corp.	104,489		4,023,871
Assurant, Inc.	44,892		1,343,618
Bank of America Corp.	3,293,490		48,019,084
Bank of New York Mellon Corp.	457,892		12,207,401
BB&T Corp.	259,467		6,203,856

4

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Capital One Financial Corp.	173,196	$	6,338,974
#*CB Richard Ellis Group, Inc.	91,429		946,290
Charles Schwab Corp. (The)	362,369		6,283,478
Chubb Corp.	133,200		6,462,864
Cincinnati Financial Corp.	61,911		1,570,063
Citigroup, Inc.	4,964,744		20,305,803
CME Group, Inc.	25,287		7,652,099
Comerica, Inc.	57,526		1,596,347
Discover Financial Services	203,931		2,883,584
#*E*TRADE Financial Corp.	548,126		800,264
#Federated Investors, Inc.	33,679		884,074
Fifth Third Bancorp	302,760		2,706,674
*First Horizon National Corp.	83,228		984,587
Franklin Resources, Inc.	56,992		5,963,073
Genworth Financial, Inc.	183,187		1,945,446
Goldman Sachs Group, Inc.	194,617		33,117,975
Hartford Financial Services Group, Inc.	146,282		3,586,835
Hudson City Bancorp, Inc.	179,555		2,359,353
Huntington Bancshares, Inc.	271,933		1,036,065
#*IntercontinentalExchange, Inc.	27,853		2,790,592
Invesco, Ltd.	158,383		3,349,800
#Janus Capital Group, Inc.	69,329		909,596
JPMorgan Chase & Co.	1,497,052		62,531,862
#KeyCorp	334,444		1,802,653
#Legg Mason, Inc.	61,819		1,799,551
*Leucadia National Corp.	72,360		1,625,929
Lincoln National Corp.	115,001		2,740,474
Loews Corp.	138,469		4,583,324
#M&T Bank Corp.	31,432		1,975,501
#Marsh & McLennan Cos., Inc.	199,409		4,678,135
Marshall & Ilsley Corp.	191,909		1,020,956
*MBIA, Inc.	60,176		244,315
MetLife, Inc.	311,639		10,605,075
#Moody’s Corp.	74,662		1,767,996
Morgan Stanley	517,407		16,619,113
*NASDAQ OMX Group, Inc. (The)	54,025		975,692
Northern Trust Corp.	91,897		4,617,824
NYSE Euronext, Inc.	98,976		2,558,530
#People’s United Financial, Inc.	132,618		2,125,867
#Plum Creek Timber Co., Inc.	61,979		1,939,323
PNC Financial Services Group, Inc.	175,646		8,596,115
#Principal Financial Group, Inc.	121,412		3,040,156
*Progressive Corp.	258,329		4,133,264
Prudential Financial, Inc.	176,254		7,971,968
Regions Financial Corp.	452,320		2,189,229
*SLM Corp.	178,009		1,726,687
State Street Corp.	188,242		7,902,399
#SunTrust Banks, Inc.	189,893		3,628,855
T. Rowe Price Group, Inc.	97,500		4,751,175
#Torchmark Corp.	31,495		1,278,697
Travelers Cos., Inc. (The)	216,059		10,757,578
#U.S. Bancorp	727,850		16,900,677
Unum Group	126,162		2,516,932
Wells Fargo & Co.	1,778,388		48,941,238
XL Capital, Ltd.	130,258		2,137,534
Zions Bancorporation	48,131		681,535
Total Financials			471,920,135
Health Care — (11.7%)
Abbott Laboratories	588,498		29,760,344
Aetna, Inc.	166,166		4,325,301

5

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Health Care — (Continued)
Allergan, Inc.	117,063	$	6,584,794
AmerisourceBergen Corp.	113,159		2,506,472
*Amgen, Inc.	386,571		20,770,460
Bard (C.R.), Inc.	37,160		2,789,601
Baxter International, Inc.	229,440		12,403,526
Becton Dickinson & Co.	91,131		6,229,715
*Biogen Idec, Inc.	109,961		4,632,657
*Boston Scientific Corp.	573,874		4,659,857
Bristol-Myers Squibb Co.	754,098		16,439,336
Cardinal Health, Inc.	136,924		3,880,426
*CareFusion Corp.	68,526		1,532,927
*Celgene Corp.	174,588		8,912,717
*Cephalon, Inc.	28,416		1,550,945
Cigna Corp.	103,813		2,890,154
*Coventry Health Care, Inc.	56,940		1,129,120
*DaVita, Inc.	39,590		2,099,458
#DENTSPLY International, Inc.	56,566		1,864,415
Eli Lilly & Co.	384,920		13,091,129
*Express Scripts, Inc.	104,464		8,348,763
*Forest Laboratories, Inc.	114,842		3,177,678
*Genzyme Corp.	102,900		5,206,740
*Gilead Sciences, Inc.	344,234		14,647,157
*Hospira, Inc.	61,322		2,737,414
*Humana, Inc.	64,585		2,427,104
IMS Health, Inc.	69,431		1,137,974
#*Intuitive Surgical, Inc.	14,441		3,557,540
Johnson & Johnson	1,049,083		61,948,351
*King Pharmaceuticals, Inc.	94,460		956,880
*Laboratory Corp. of America Holdings	41,227		2,840,128
*Life Technologies Corp.	67,129		3,166,475
McKesson Corp.	101,314		5,950,171
*Medco Health Solutions, Inc.	180,344		10,120,905
Medtronic, Inc.	421,338		15,041,767
#Merck & Co., Inc.	802,803		24,830,697
*Millipore Corp.	21,145		1,416,926
#*Mylan, Inc.	116,233		1,887,624
#*Patterson Cos., Inc.	35,388		903,456
PerkinElmer, Inc.	44,426		826,768
Pfizer, Inc.	3,069,869		52,279,869
Quest Diagnostics, Inc.	59,396		3,322,018
Schering-Plough Corp.	622,008		17,540,626
*St. Jude Medical, Inc.	132,469		4,514,544
Stryker Corp.	107,450		4,942,700
*Tenet Healthcare Corp.	164,825		843,904
*Thermo Fisher Scientific, Inc.	155,375		6,991,875
UnitedHealth Group, Inc.	442,510		11,483,134
#*Varian Medical Systems, Inc.	47,787		1,958,311
*Waters Corp.	36,361		2,088,212
*Watson Pharmaceuticals, Inc.	40,248		1,385,336
*WellPoint, Inc.	180,844		8,456,265
*Zimmer Holdings, Inc.	81,581		4,288,713
Total Health Care			439,279,379
Industrials — (9.2%)
3M Co.	265,836		19,557,555
Avery Dennison Corp.	42,919		1,530,062
B.F. Goodrich Co.	47,197		2,565,157
#Boeing Co.	276,538		13,218,516
Burlington Northern Santa Fe Corp.	99,669		7,507,069
#C.H. Robinson Worldwide, Inc.	64,098		3,532,441
#Caterpillar, Inc.	236,514		13,022,461

6

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
Cintas Corp.	50,021	$	1,385,082
CSX Corp.	149,236		6,294,774
#Cummins, Inc.	76,823		3,307,998
#Danaher Corp.	98,591		6,726,864
Deere & Co.	161,007		7,333,869
#Dover Corp.	70,857		2,669,892
#Dun & Bradstreet Corp. (The)	20,085		1,537,708
Eaton Corp.	63,040		3,810,768
Emerson Electric Co.	286,115		10,800,841
Equifax, Inc.	48,108		1,317,197
#Expeditors International of Washington, Inc.	80,754		2,601,894
#Fastenal Co.	50,323		1,736,144
FedEx Corp.	118,899		8,642,768
*First Solar, Inc.	18,365		2,239,244
Flowserve Corp.	21,290		2,090,891
Fluor Corp.	68,471		3,041,482
General Dynamics Corp.	146,596		9,191,569
General Electric Co.	4,045,427		57,687,789
Honeywell International, Inc.	286,292		10,275,020
Illinois Tool Works, Inc.	146,604		6,732,056
#*Iron Mountain, Inc.	68,608		1,676,093
ITT Industries, Inc.	69,436		3,520,405
#*Jacobs Engineering Group, Inc.	47,170		1,994,819
L-3 Communications Holdings, Inc.	44,378		3,208,086
Lockheed Martin Corp.	122,905		8,454,635
Masco Corp.	136,740		1,606,695
#*Monster Worldwide, Inc.	47,928		695,915
Norfolk Southern Corp.	139,952		6,524,562
Northrop Grumman Corp.	121,097		6,070,593
#Paccar, Inc.	138,308		5,174,102
Pall Corp.	44,893		1,424,904
Parker Hannifin Corp.	61,106		3,236,174
Pitney Bowes, Inc.	78,820		1,931,090
Precision Castparts Corp.	53,378		5,091,194
#*Quanta Services, Inc.	79,648		1,688,538
R. R. Donnelley & Sons Co.	78,153		1,569,312
#Raytheon Co.	148,232		6,711,945
Republic Services, Inc.	122,699		3,179,131
#Robert Half International, Inc.	57,812		1,341,238
#Rockwell Automation, Inc.	54,040		2,212,938
#Rockwell Collins, Inc.	60,012		3,023,405
Ryder System, Inc.	21,300		863,715
Southwest Airlines Co.	282,254		2,370,934
#*Stericycle, Inc.	32,377		1,695,583
#Textron, Inc.	102,873		1,829,082
Union Pacific Corp.	191,978		10,585,667
United Parcel Service, Inc.	378,570		20,321,638
United Technologies Corp.	358,323		22,018,948
#W.W. Grainger, Inc.	23,822		2,232,836
#Waste Management, Inc.	187,557		5,604,203
Total Industrials			348,215,491
Information Technology — (17.5%)
#*Adobe Systems, Inc.	199,856		6,583,257
#*Advanced Micro Devices, Inc.	213,484		982,026
*Affiliated Computer Services, Inc. Class A	37,170		1,936,185
*Agilent Technologies, Inc.	131,377		3,250,267
#*Akamai Technologies, Inc.	65,629		1,443,838
Altera Corp.	111,990		2,216,282
#Amphenol Corp.	65,255		2,618,031
Analog Devices, Inc.	110,986		2,844,571

7

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Apple, Inc.	341,019	$	64,282,082
Applied Materials, Inc.	507,718		6,194,160
*Autodesk, Inc.	87,454		2,180,228
Automatic Data Processing, Inc.	191,159		7,608,128
*BMC Software, Inc.	70,040		2,602,686
*Broadcom Corp.	164,237		4,370,347
CA, Inc.	151,544		3,170,300
#*Ciena Corp.	34,849		408,779
*Cisco Sytems, Inc.	2,195,717		50,172,133
*Citrix Systems, Inc.	69,681		2,561,474
*Cognizant Technology Solutions Corp.	111,619		4,314,074
*Computer Sciences Corp.	57,749		2,928,452
*Compuware Corp.	90,425		638,401
*Convergys Corp.	46,766		507,411
#Corning, Inc.	591,800		8,646,198
*Dell, Inc.	655,130		9,492,834
*eBay, Inc.	427,370		9,517,530
*Electronic Arts, Inc.	123,158		2,246,402
*EMC Corp.	769,753		12,677,832
Fidelity National Information Services, Inc.	118,567		2,580,018
*Fiserv, Inc.	58,769		2,695,734
*FLIR Systems, Inc.	57,665		1,603,664
*Google, Inc.	91,589		49,102,695
Harris Corp.	49,895		2,081,619
Hewlett-Packard Co.	902,618		42,838,250
Intel Corp.	2,131,047		40,724,308
International Business Machines Corp.	499,027		60,187,646
*Intuit, Inc.	122,984		3,575,145
Jabil Circuit, Inc.	70,197		939,236
*JDS Uniphase Corp.	82,608		461,779
#*Juniper Networks, Inc.	199,558		5,090,725
#KLA-Tencor Corp.	64,969		2,112,142
#*Lexmark International, Inc.	29,727		758,038
#Linear Technology Corp.	84,622		2,190,017
*LSI Corp.	248,171		1,270,636
MasterCard, Inc. Class A	36,526		7,999,925
*McAfee, Inc.	59,842		2,506,183
*MEMC Electronic Materials, Inc.	85,101		1,056,954
#Microchip Technology, Inc.	69,645		1,668,694
*Micron Technology, Inc.	322,377		2,188,940
Microsoft Corp.	2,951,141		81,835,140
#Molex, Inc.	51,741		966,004
Motorola, Inc.	873,799		7,488,457
#National Semiconductor Corp.	89,101		1,152,967
*NetApp, Inc.	128,047		3,463,671
*Novell, Inc.	132,018		539,954
*Novellus Systems, Inc.	37,149		764,526
*Nvidia Corp.	208,536		2,494,091
Oracle Corp.	1,486,799		31,371,459
#Paychex, Inc.	122,300		3,474,543
*QLogic Corp.	44,958		788,563
QUALCOMM, Inc.	632,808		26,204,579
*Red Hat, Inc.	71,570		1,847,222
#*Salesforce.com, Inc.	41,539		2,357,338
*Sandisk Corp.	86,436		1,770,209
*Sun Microsystems, Inc.	286,790		2,345,942
*Symantec Corp.	310,065		5,450,943
*Tellabs, Inc.	150,815		907,906
*Teradata Corp.	65,400		1,823,352
#*Teradyne, Inc.	66,456		556,237
Texas Instruments, Inc.	480,199		11,260,667

8

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
Total System Services, Inc.	75,049	$	1,198,533
#*VeriSign, Inc.	73,421		1,674,733
*Western Digital Corp.	85,533		2,880,751
Western Union Co.	267,065		4,852,571
Xerox Corp.	330,841		2,487,924
#Xilinx, Inc.	105,073		2,285,338
*Yahoo!, Inc.	454,106		7,220,285
Total Information Technology			661,490,161
Materials — (3.1%)
Air Products & Chemicals, Inc.	79,974		6,168,395
Airgas, Inc.	31,087		1,379,019
AK Steel Holding Corp.	41,643		660,874
#Alcoa, Inc.	370,924		4,606,876
Allegheny Technologies, Inc.	37,334		1,152,127
#Ball Corp.	35,828		1,767,395
Bemis Co., Inc.	41,111		1,061,897
CF Industries Holdings, Inc.	18,088		1,505,826
Dow Chemical Co.	435,353		10,222,088
du Pont (E.I.) de Nemours & Co.	343,985		10,945,603
Eastman Chemical Co.	27,662		1,452,532
#Ecolab, Inc.	90,154		3,963,170
FMC Corp.	27,596		1,410,156
Freeport-McMoRan Copper & Gold, Inc. Class B	156,762		11,500,060
#International Flavors & Fragrances, Inc.	30,070		1,145,366
International Paper Co.	164,743		3,675,416
MeadWestavco Corp.	65,139		1,487,123
Monsanto Co.	207,818		13,961,213
Newmont Mining Corp.	186,532		8,106,681
Nucor Corp.	119,789		4,773,592
*Owens-Illinois, Inc.	64,099		2,043,476
*Pactiv Corp.	50,236		1,159,949
PPG Industries, Inc.	62,777		3,542,506
Praxair, Inc.	116,791		9,277,877
Sealed Air Corp.	60,443		1,162,319
#Sigma-Aldrich Corp.	46,372		2,408,098
#*Titanium Metals Corp.	32,306		277,832
#United States Steel Corp.	54,560		1,881,774
#Vulcan Materials Co.	47,580		2,190,107
#Weyerhaeuser Co.	80,459		2,923,880
Total Materials			117,813,227
Real Estate Investment Trusts — (1.0%)
#Apartment Investment & Management Co. Class A	44,555		550,254
#AvalonBay Communities, Inc.	30,429		2,092,907
Boston Properties, Inc.	52,756		3,205,982
#Equity Residential	104,297		3,012,097
#HCP, Inc.	111,576		3,301,534
#Health Care REIT, Inc.	45,638		2,024,958
Host Marriott Corp.	229,891		2,324,198
#Kimco Realty Corp.	143,275		1,810,996
#ProLogis	168,564		1,909,830
#Public Storage	51,624		3,799,526
Simon Property Group, Inc.	107,758		7,315,691
#Ventas, Inc.	59,591		2,391,387
Vornado Realty Trust	59,432		3,539,770
Total Real Estate Investment Trusts			37,279,130
Telecommunication Services — (2.8%)
*American Tower Corp.	150,228		5,531,395

9

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares		Value†
Telecommunication Services — (Continued)
AT&T, Inc.		2,246,012	$	57,655,128
CenturyTel, Inc.		113,161		3,673,206
Frontier Communications Corp.		118,909		852,578
#*MetroPCS Communications, Inc.		99,201		618,022
#Qwest Communications International, Inc.		564,344		2,025,995
*Sprint Nextel Corp.		1,094,778		3,240,543
Verizon Communications, Inc.		1,081,364		31,997,561
Windstream Corp.		166,246		1,602,611
Total Telecommunication Services				107,197,039
Utilities — (3.4%)
*AES Corp.		253,916		3,318,682
Allegheny Energy, Inc.		64,518		1,472,301
#Ameren Corp.		88,840		2,162,366
American Electric Power Co., Inc.		181,504		5,485,051
CenterPoint Energy, Inc.		147,094		1,853,384
#CMS Energy Corp.		87,144		1,159,015
#Consolidated Edison, Inc.		104,681		4,258,423
Constellation Energy Group, Inc.		76,375		2,361,515
#Dominion Resources, Inc.		226,600		7,724,794
#DTE Energy Co.		62,611		2,315,355
Duke Energy Corp.		493,637		7,809,337
#*Dynegy, Inc.		192,997		385,994
Edison International, Inc.		124,029		3,946,603
Entergy Corp.		74,534		5,718,248
EQT Corp.		49,832		2,085,968
Exelon Corp.		250,898		11,782,170
FirstEnergy Corp.		116,044		5,022,384
FPL Group, Inc.		156,635		7,690,778
#Integrys Energy Group, Inc.		29,092		1,006,583
#Nicor, Inc.		17,215		638,332
NiSource, Inc.		104,816		1,354,223
Northeast Utilities, Inc.		66,726		1,538,034
Pepco Holdings, Inc.		84,062		1,255,046
PG&E Corp.		141,113		5,770,111
Pinnacle West Capital Corp.		38,525		1,206,603
PPL Corp.		143,356		4,220,401
Progress Energy, Inc.		106,323		3,990,302
*Public Service Enterprise Group, Inc.		192,617		5,739,987
Questar Corp.		66,325		2,642,388
SCANA Corp.		41,976		1,420,468
Sempra Energy.		93,395		4,805,173
Southern Co.		303,041		9,451,849
#TECO Energy, Inc.		81,368		1,166,817
#Wisconsin Energy Corp.		44,506		1,943,577
#Xcel Energy, Inc.		173,485		3,268,457
Total Utilities				127,970,719
TOTAL COMMON STOCKS				3,473,360,717
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $25,855,000, FNMA 6.50%, 06/25/39 valued at $27,826,444) to be repurchased at $27,414,434	$	27,414		27,414,000

10

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP		269,088,352	$	269,088,352
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,507,470 FHLMC 5.793%(r), 01/01/37, valued at $1,408,594) to be repurchased at $1,367,576	$	1,368		1,367,567
TOTAL SECURITIES LENDING COLLATERAL				270,455,919
TOTAL INVESTMENTS — (100.0%) (Cost $3,544,033,089)			$	3,771,230,636

See accompanying Notes to Financial Statements.

11

THE U.S. LARGE CAP VALUE SERIES

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
COMMON STOCKS — (93.1%)
Consumer Discretionary — (15.5%)
#*AutoNation, Inc.	307,114	$	5,294,645
Carnival Corp.	2,624,598		76,428,294
CBS Corp.	4,758		56,144
CBS Corp. Class B	3,870,469		45,555,420
#*Clear Channel Outdoor Holdings, Inc.	94,100		641,762
Comcast Corp. Class A	11,512,642		166,933,309
Comcast Corp. Special Class A	3,396,043		47,612,523
#*Discovery Communications, Inc. (25470F104)	584,895		16,084,612
*Discovery Communications, Inc. (25470F302)	563,115		13,526,022
#Disney (Walt) Co.	4,577,802		125,294,441
#*Expedia, Inc.	1,028,174		23,308,705
Fortune Brands, Inc.	669,010		26,057,940
#J.C. Penney Co., Inc.	815,260		27,009,564
#Lennar Corp. Class A	180,100		2,269,260
#*Liberty Global, Inc. Class A	529,579		10,872,257
#*Liberty Global, Inc. Series C	383,654		7,895,599
*Liberty Media Corp. Entertainment Class A	2,954,309		91,051,803
*Liberty Media Corp. Interactive Class A	3,585,265		40,656,905
#Macy’s, Inc.	1,848,030		32,469,887
*MGM Mirage	149,600		1,386,792
#*Mohawk Industries, Inc.	392,417		16,807,220
News Corp. Class A	5,810,104		66,932,398
#News Corp. Class B	2,307,061		31,376,030
#*Royal Caribbean Cruises, Ltd.	663,875		13,430,191
#*Sears Holdings Corp.	539,227		36,591,944
*Ticketmaster Entertainment, Inc.	73,729		711,485
Time Warner Cable, Inc.	1,980,956		78,128,905
Time Warner, Inc.	6,114,193		184,159,493
#*Toll Brothers, Inc.	904,000		15,657,280
Washington Post Co.	24,866		10,742,112
Wendy’s/Arby’s Group, Inc.	834,900		3,297,855
#Whirlpool Corp.	322,215		23,067,372
#Wyndham Worldwide Corp.	419,361		7,150,105
Total Consumer Discretionary			1,248,458,274
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	1,723,060		51,898,567
#Bunge, Ltd.	245,372		14,000,926
*Constellation Brands, Inc. Class A	855,902		13,540,370
Corn Products International, Inc.	428,526		12,075,863
CVS Caremark Corp.	4,840,631		170,874,274
Del Monte Foods Co.	150,209		1,622,257
J.M. Smucker Co.	526,102		27,741,358
Kraft Foods, Inc.	2,137,904		58,835,118
Molson Coors Brewing Co.	757,690		37,104,079
PepsiAmericas, Inc.	521,775		15,256,701
*Ralcorp Holdings, Inc.	79,900		4,290,630
Safeway, Inc.	1,005,594		22,454,914
SUPERVALU, Inc.	1,327,679		21,070,266
#Tyson Foods, Inc. Class A	1,926,959		24,125,527
Total Consumer Staples			474,890,850
Energy — (13.0%)
Anadarko Petroleum Corp.	2,760,568		168,201,408
BJ Services Co.	567,800		10,901,760
Cabot Oil & Gas Corp.	214,857		8,265,549
#Chesapeake Energy Corp.	2,647,458		64,862,721
#Cimarex Energy Co.	368,647		14,436,217

12

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Energy — (Continued)
ConocoPhillips	5,213,766	$	261,626,778
ENSCO International, Inc.	614,773		28,150,456
#Helmerich & Payne, Inc.	470,183		17,876,358
Hess Corp.	624,400		34,179,656
Marathon Oil Corp.	3,280,335		104,872,310
#*Nabors Industries, Ltd.	649,438		13,527,794
*National-Oilwell, Inc.	1,160,300		47,560,697
Noble Energy, Inc.	464,500		30,485,135
#Patterson-UTI Energy, Inc.	419,900		6,542,042
#Pioneer Natural Resources Co.	650,933		26,759,856
*Plains Exploration & Production Co.	345,600		9,158,400
*Pride International, Inc.	644,204		19,042,670
Rowan Cos., Inc.	456,566		10,615,160
#Smith International, Inc.	631,653		17,515,738
Sunoco, Inc.	155,000		4,774,000
#Tesoro Petroleum Corp.	321,700		4,548,838
#Tidewater, Inc.	273,715		11,405,704
Valero Energy Corp.	1,735,295		31,408,840
#*Whiting Petroleum Corp.	120,503		6,796,369
XTO Energy, Inc.	2,156,495		89,623,932
Total Energy			1,043,138,388
Financials — (29.1%)
*Allegheny Corp.	36,844		9,211,000
Allied World Assurance Co. Holdings, Ltd.	45,300		2,027,628
Allstate Corp.	2,596,315		76,773,035
American Financial Group, Inc.	689,393		16,959,068
#American National Insurance Co.	92,588		7,730,172
#*AmeriCredit Corp.	88,688		1,565,343
Ameriprise Financial, Inc.	283,766		9,838,167
*Arch Capital Group, Ltd.	57,368		3,864,882
Aspen Insurance Holdings, Ltd.	176,521		4,554,242
Assurant, Inc.	294,109		8,802,682
Axis Capital Holdings, Ltd.	305,766		8,833,580
Bank of America Corp.	16,675,426		243,127,711
Bank of New York Mellon Corp.	1,972,678		52,591,595
#BB&T Corp.	273,886		6,548,614
#Capital One Financial Corp.	1,815,684		66,454,034
Chubb Corp.	1,669,873		81,022,238
Cincinnati Financial Corp.	990,152		25,110,255
Citigroup, Inc.	19,573,191		80,054,351
#City National Corp.	60,935		2,295,421
CME Group, Inc.	203,881		61,696,429
#*CNA Financial Corp.	1,676,585		36,499,255
#Comerica, Inc.	630,208		17,488,272
Discover Financial Services	1,976,830		27,952,376
Endurance Specialty Holdings, Ltd.	7,900		284,321
#Everest Re Group, Ltd.	181,300		15,861,937
Fidelity National Financial, Inc.	945,859		12,835,307
Fifth Third Bancorp	2,042,900		18,263,526
First American Corp.	567,231		17,238,150
*First Horizon National Corp.	631,085		7,465,736
First Niagara Financial Group, Inc.	100,726		1,293,322
Genworth Financial, Inc.	1,169,100		12,415,842
Hanover Insurance Group, Inc.	304,654		12,813,747
Hartford Financial Services Group, Inc.	1,483,798		36,382,727
#HCC Insurance Holdings, Inc.	468,789		12,371,342
Huntington Bancshares, Inc.	726,500		2,767,965
Invesco, Ltd.	752,003		15,904,863
JPMorgan Chase & Co.	7,983,370		333,465,365
KeyCorp	1,129,300		6,086,927

13

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
#Legg Mason, Inc.	433,647	$	12,623,464
Lincoln National Corp.	1,331,373		31,726,619
#Loews Corp.	2,592,160		85,800,496
#M&T Bank Corp.	474,420		29,817,297
#*Markel Corp.	7,885		2,544,490
Marshall & Ilsley Corp.	221,900		1,180,508
#Mercury General Corp.	171,128		6,239,327
MetLife, Inc.	4,663,914		158,712,993
#Morgan Stanley	3,619,297		116,251,820
*NASDAQ OMX Group, Inc. (The)	200,000		3,612,000
#New York Community Bancorp, Inc.	2,039,500		22,026,600
NYSE Euronext, Inc.	1,013,866		26,208,436
#Old Republic International Corp.	1,432,884		15,303,201
PartnerRe, Ltd.	90,832		6,946,831
People’s United Financial, Inc.	252,479		4,047,238
PNC Financial Services Group, Inc.	1,190,568		58,266,398
Prudential Financial, Inc.	1,918,000		86,751,140
#Raymond James Financial, Inc.	35,371		835,109
Regions Financial Corp.	1,100,600		5,326,904
Reinsurance Group of America, Inc.	509,512		23,488,503
RenaissanceRe Holdings, Ltd.	106,328		5,582,220
#SunTrust Banks, Inc.	1,508,760		28,832,404
Transatlantic Holdings, Inc.	295,249		14,910,074
Travelers Cos., Inc. (The)	3,328,076		165,704,904
Unum Group	1,898,589		37,876,851
#W. R. Berkley Corp.	667,640		16,504,061
#Wesco Financial Corp.	19,877		6,519,656
White Mountains Insurance Group, Ltd.	30,224		9,374,578
Total Financials			2,339,465,549
Health Care — (5.1%)
Aetna, Inc.	1,077,768		28,054,301
*Boston Scientific Corp.	4,237,207		34,406,121
Cardinal Health, Inc.	380,120		10,772,601
*CareFusion Corp.	164,010		3,668,904
#*Community Health Systems, Inc.	370,974		11,604,067
*Coventry Health Care, Inc.	343,613		6,813,846
#*Hologic, Inc.	697,338		10,306,656
*Humana, Inc.	283,046		10,636,869
*Inverness Medical Innovations, Inc.	223,740		8,504,357
*King Pharmaceuticals, Inc.	1,215,010		12,308,051
#Omnicare, Inc.	582,523		12,623,273
#PerkinElmer, Inc.	424,381		7,897,730
Teleflex, Inc.	52,080		2,590,980
*Thermo Fisher Scientific, Inc.	1,056,245		47,531,025
UnitedHealth Group, Inc.	2,406,388		62,445,769
*Watson Pharmaceuticals, Inc.	631,400		21,732,788
*WellPoint, Inc.	2,580,122		120,646,505
Total Health Care			412,543,843
Industrials — (13.7%)
#*AGCO Corp.	126,940		3,568,283
Burlington Northern Santa Fe Corp.	1,930,415		145,398,858
#CSX Corp.	2,287,204		96,474,265
#Eaton Corp.	395,650		23,917,042
#FedEx Corp.	599,693		43,591,684
General Electric Co.	18,139,800		258,673,548
#*Hertz Global Holdings, Inc.	820,911		7,642,681
#Ingersoll-Rand P.L.C.	635,764		20,083,785
#*Kansas City Southern	206,873		5,012,533
#Masco Corp.	1,592,858		18,716,082

14

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
Norfolk Southern Corp.	2,186,220	$	101,921,576
#Northrop Grumman Corp.	1,926,678		96,584,368
#Pentair, Inc.	341,927		9,950,076
R. R. Donnelley & Sons Co.	920,372		18,481,070
Republic Services, Inc.	548,028		14,199,405
#Ryder System, Inc.	319,005		12,935,653
Southwest Airlines Co.	4,297,932		36,102,629
SPX Corp.	50,000		2,639,000
Timken Co.	217,642		4,794,653
Tyco International, Ltd.	336,967		11,305,243
Union Pacific Corp.	2,835,808		156,366,453
*URS Corp.	356,821		13,866,064
Total Industrials			1,102,224,951
Information Technology — (3.3%)
*Activision Blizzard, Inc.	1,656,656		17,941,584
*Arrow Electronics, Inc.	505,000		12,796,700
*Avnet, Inc.	860,267		21,317,416
AVX Corp.	179,574		2,032,778
*Computer Sciences Corp.	946,932		48,018,922
Fidelity National Information Services, Inc.	935,123		20,348,276
*IAC/InterActiveCorp	815,025		15,436,574
*Ingram Micro, Inc.	969,555		17,112,646
#*Micron Technology, Inc.	3,863,757		26,234,910
*Sandisk Corp.	606,339		12,417,823
*Tellabs, Inc.	1,931,218		11,625,932
Tyco Electronics, Ltd.	1,547,828		32,891,345
#Xerox Corp.	3,910,956		29,410,389
Total Information Technology			267,585,295
Materials — (3.6%)
#Alcoa, Inc.	4,317,440		53,622,605
Ashland, Inc.	160,300		5,536,762
Commercial Metals Co.	104,500		1,550,780
#Dow Chemical Co.	3,993,594		93,769,587
#International Paper Co.	1,909,245		42,595,256
MeadWestavco Corp.	1,023,001		23,355,113
Reliance Steel & Aluminum Co.	300,700		10,969,536
Steel Dynamics, Inc.	52,700		705,653
#United States Steel Corp.	346,600		11,954,234
#Weyerhaeuser Co.	1,105,551		40,175,723
Total Materials			284,235,249
Telecommunication Services — (3.4%)
#AT&T, Inc.	8,438,300		216,611,161
#*Sprint Nextel Corp.	9,790,408		28,979,608
Telephone & Data Systems, Inc.	309,373		9,163,628
Telephone & Data Systems, Inc. Special Shares	174,000		4,802,400
*United States Cellular Corp.	264,225		9,673,277
Verizon Communications, Inc.	26		769
Total Telecommunication Services			269,230,843
Utilities — (0.5%)
*AES Corp.	528,748		6,910,736
*Calpine Corp.	989,786		11,125,195
#*Mirant Corp.	321,125		4,489,328
*NRG Energy, Inc.	103,100		2,370,269
*Public Service Enterprise Group, Inc.	62,200		1,853,560
Questar Corp.	207,166		8,253,493

15

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares		Value†
Utilities — (Continued)
*RRI Energy, Inc.		834,099	$	4,395,702
Total Utilities				39,398,283
TOTAL COMMON STOCKS				7,481,171,525
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $39,850,000 FNMA 6.50%, 6/25/39, valued at $42,888,563) to be repurchased at $42,250,669	$	42,250		42,250,000
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.4%)
§@DFA Short Term Investment Fund LP		512,733,772		512,733,772
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $3,853,074 FHLMC 5.793%(r), 01/01/37 & 5.945%(r), 07/01/37, valued at $2,684,003) to be repurchased at $2,605,845	$	2,606		2,605,828
TOTAL SECURITIES LENDING COLLATERAL				515,339,600
TOTAL INVESTMENTS — (100.0%) (Cost $6,877,390,667)			$	8,038,761,125

See accompanying Notes to Financial Statements.

16

THE DFA INTERNATIONAL VALUE SERIES

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value††
COMMON STOCKS — (85.2%)
AUSTRALIA — (4.5%)
#*Alumina, Ltd. Sponsored ADR	87,059	$	503,201
Amcor, Ltd.	2,026,464		10,435,306
Amcor, Ltd. Sponsored ADR	77,103		1,570,588
Australia & New Zealand Banking Group, Ltd.	3,343,351		68,191,374
#Bendigo Bank, Ltd.	238,547		1,933,236
BlueScope Steel, Ltd.	2,708,973		7,179,189
#Boral, Ltd.	1,212,600		6,185,111
#*Caltex Australia, Ltd.	265,507		2,407,251
#Crown, Ltd.	726,400		5,287,521
CSR, Ltd. (6238645)	2,438,600		4,147,596
CSR, Ltd. (B58VXV1)	426,755		739,474
#Downer EDI, Ltd.	480,526		3,657,956
#Fairfax Media, Ltd.	2,908,662		4,122,034
Goodman Fielder, Ltd.	2,376,765		3,409,367
Harvey Norman Holdings, Ltd.	113,157		400,883
*Incitec Pivot, Ltd.	2,357,913		5,500,234
Insurance Australia Group, Ltd.	2,620,594		8,815,390
Lend Lease Corp., Ltd.	629,285		5,216,216
#Macquarie Group, Ltd.	410,696		17,986,733
National Australia Bank, Ltd.	2,465,437		65,140,887
OneSteel, Ltd.	1,673,037		4,542,208
Origin Energy, Ltd.	167,471		2,401,339
*OZ Minerals, Ltd.	3,889,713		4,067,350
Qantas Airways, Ltd.	2,226,972		5,537,350
#Sims Metal Management, Ltd.	90,490		1,595,361
Suncorp-Metway, Ltd.	2,617,468		20,473,493
TABCORP Holdings, Ltd.	1,277,891		8,151,750
Tatts Group, Ltd.	1,434,845		3,177,050
#Toll Holdings, Ltd.	69,091		523,719
#Washington H. Soul Pattinson & Co., Ltd.	113,801		1,362,176
Wesfarmers, Ltd.	1,898,047		47,362,464
TOTAL AUSTRALIA			322,023,807
AUSTRIA — (0.5%)
#Erste Group Bank AG	303,609		12,205,974
OMV AG	383,710		15,812,244
Voestalpine AG	180,281		6,164,525
TOTAL AUSTRIA			34,182,743
BELGIUM — (0.5%)
Delhaize Group SA	201,237		13,670,396
#Delhaize Group SA Sponsored ADR	52,900		3,586,620
#*KBC Groep NV	78,843		3,375,020
Solvay SA	55,827		5,482,055
#UCB SA	278,888		11,905,862
TOTAL BELGIUM			38,019,953
CANADA — (7.6%)
Astral Media, Inc. Class A	40,138		1,188,505
#Bank of Montreal	764,416		35,364,969
Barrick Gold Corp.	375,441		13,518,027
BCE, Inc.	651,325		15,584,127
Canadian Pacific Railway, Ltd.	427,751		18,540,291
#Canadian Tire Corp. Class A	166,647		8,422,831
*CGI Group, Inc.	400,789		4,896,660
#Empire Co., Ltd. Class A	65,500		2,602,324
EnCana Corp.	671,498		37,234,767
Ensign Energy Services, Inc.	128,319		1,840,498

17

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
CANADA — (Continued)
Fairfax Financial Holdings, Inc.	46,500	$	16,633,940
#George Weston, Ltd.	109,600		5,587,113
Gerdau Ameristeel Corp.	403,761		2,746,343
Goldcorp, Inc.	442,407		16,264,452
Industrial Alliance Insurance & Financial Services, Inc.	140,300		3,601,991
Inmet Mining Corp.	87,300		4,626,202
Intact Financial Corp.	128,700		3,913,156
Loblaw Cos., Ltd.	184,013		5,077,980
Magna International, Inc. Class A	243,268		9,602,122
Manitoba Telecom Services, Inc.	40,500		1,175,643
#Manulife Financial Corp.	2,074,478		38,918,630
Metro, Inc. Class A	137,300		4,282,496
National Bank of Canada	135,767		7,075,367
Onex Corp.	110,200		2,486,005
*Sino-Forest Corp.	278,730		3,923,162
#Sun Life Financial, Inc.	1,262,400		34,918,564
Suncor Energy, Inc.	1,020,281		33,869,501
Talisman Energy, Inc.	1,787,820		30,500,584
*Teck Resources, Ltd. Class B	1,418,230		41,168,712
#Thomson Reuters Corp.	1,832,184		58,281,755
#Toronto Dominion Bank	944,998		53,867,637
TransCanada Corp.	292,621		8,967,527
#*Viterra, Inc.	460,598		4,384,418
Yamana Gold, Inc.	1,625,161		17,242,131
TOTAL CANADA			548,308,430
DENMARK — (1.1%)
A.P. Moller - Maersk A.S.	3,478		23,747,910
Carlsberg A.S. Series B	277,074		19,425,578
#Danisco A.S.	107,780		6,721,474
*Danske Bank A.S.	965,053		22,163,991
*Jyske Bank A.S.	93,150		3,476,738
#*Sydbank A.S.	60,841		1,488,032
TOTAL DENMARK			77,023,723
FINLAND — (0.6%)
Kesko Oyj	152,447		5,073,299
Sampo Oyj	503,782		12,058,152
Stora Enso Oyj Series R	1,183,538		8,958,178
Stora Enso Oyj Sponsored ADR	91,500		689,910
#UPM-Kymmene Oyj	1,070,295		12,845,032
UPM-Kymmene Oyj Sponsored ADR	69,300		826,749
TOTAL FINLAND			40,451,320
FRANCE — (8.3%)
#*Air France-KLM SA	320,673		4,916,514
#AXA SA	2,818,397		70,093,978
#AXA SA Sponsored ADR	140,900		3,494,320
BNP Paribas SA	913,891		68,847,185
Capgemini SA	259,094		12,002,899
#Casino Guichard Perrachon SA	93,798		7,453,321
Ciments Francais SA	26,702		2,909,965
CNP Assurances SA	72,302		6,986,719
#Compagnie de Saint-Gobain SA	846,142		41,232,265
Compagnie Generale des Establissements Michelin SA Series B	218,195		16,163,226
Credit Agricole SA	1,845,722		35,355,091
#European Aeronautic Defence & Space Co. EADS NV	968,650		18,138,440
France Telecom SA	690,822		17,117,707
*GDF Suez SA	100,344		4,195,124
#Lafarge SA	467,217		37,923,901

18

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
FRANCE — (Continued)
Lagardere SCA	238,722	$	10,785,307
#*Peugeot SA	325,797		10,612,551
PPR SA	161,317		17,580,856
#*Renault SA	500,084		22,379,134
Safran SA	312,438		5,040,487
#Schneider Electric SA	311,215		32,362,873
SCOR SE	193,766		4,931,514
#Societe Generale Paris SA	913,312		60,662,002
#STMicroelectronics NV	1,542,301		12,377,343
Vivendi SA	2,686,677		74,534,678
TOTAL FRANCE			598,097,400
GERMANY — (7.4%)
Allianz SE	442,712		50,712,808
Allianz SE Sponsored ADR	2,834,240		32,168,624
#Bayerische Motoren Werke AG	915,762		44,797,554
#*Commerzbank AG	1,089,462		11,355,014
#Daimler AG (5529027)	1,684,003		81,364,327
#Daimler AG (D1668R123)	404,583		19,513,038
#Deutsche Bank AG (5750355)	774,190		56,245,973
#Deutsche Bank AG (D18190898)	128,363		9,194,642
#Deutsche Lufthansa AG	464,311		7,169,646
#*Deutsche Postbank AG	14,003		434,041
#Deutsche Telekom AG	2,621,866		35,693,819
Deutsche Telekom AG Sponsored ADR	2,809,150		38,035,891
E.ON AG	545,840		20,855,107
#Fraport AG	41,329		1,945,832
Generali Deutschland Holding AG	33,484		3,149,955
#*Hannover Rueckversicherung AG	110,141		4,994,555
Heidelberger Zement AG	58,318		3,475,436
Hochtief AG	8,774		656,241
#Linde AG	133,956		13,925,660
Munchener Rueckversicherungs-Gesellschaft AG	388,934		61,534,351
Porsche Automobil Holding SE	190,907		14,602,883
*Salzgitter AG	79,216		7,128,508
SCA Hygiene Products SE	3,195		1,522,487
#ThyssenKrupp AG	409,120		13,148,388
#*TUI AG	265,715		1,840,362
TOTAL GERMANY			535,465,142
GREECE — (0.3%)
*Agricultural Bank of Greece S.A.	285,278		808,603
*Alpha Bank A.E.	214,210		4,129,970
*EFG Eurobank Ergasias S.A.	61,225		969,817
Hellenic Petroleum S.A.	355,700		4,311,585
Marfin Investment Group S.A.	323,492		1,288,925
#National Bank of Greece S.A. ADR	619,230		4,501,802
*Piraeus Bank S.A.	174,541		3,009,200
TOTAL GREECE			19,019,902
HONG KONG — (2.7%)
*Cathay Pacific Airways, Ltd.	2,498,000		4,047,441
Cheung Kong Holdings, Ltd.	3,224,000		41,120,708
*Dah Sing Financial Holdings, Ltd.	176,400		995,902
Great Eagle Holdings, Ltd.	471,721		1,232,322
Hang Lung Group, Ltd.	1,737,000		8,795,011
Henderson Land Development Co., Ltd.	1,995,000		14,116,669
Hong Kong & Shanghai Hotels, Ltd.	1,164,505		1,666,562
Hopewell Holdings, Ltd.	1,129,000		3,587,647
Hutchison Whampoa, Ltd.	5,568,000		39,081,157

19

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
HONG KONG — (Continued)
Hysan Development Co., Ltd.	1,029,302	$	3,020,220
New World Development Co., Ltd.	4,135,660		8,891,315
Pacific Basin Shipping, Ltd.	301,000		221,579
#Sino Land Co., Ltd.	2,559,315		4,900,059
Sinotrans Shipping, Ltd.	1,275,000		572,602
Sun Hung Kai Properties, Ltd.	2,274,000		34,337,122
Wharf Holdings, Ltd.	3,509,740		19,030,072
Wheelock & Co., Ltd.	3,482,000		11,231,223
Wheelock Properties, Ltd.	1,565,000		1,085,874
TOTAL HONG KONG			197,933,485
IRELAND — (0.0%)
CRH P.L.C. Sponsored ADR	2,341		57,893
ITALY — (2.9%)
Banca Monte Dei Paschi di Siena SpA	5,698,737		10,828,144
Banca Popolare di Milano Scarl	982,340		7,308,954
*Banco Popolare Scarl	426,228		3,702,705
#*Fiat SpA	443,245		6,598,916
Fondiaria - SAI SpA	167,605		3,054,740
#*Intesa Sanpaolo SpA	11,201,860		47,142,793
#Italcementi SpA	273,413		3,935,555
Telecom Italia SpA	5,476,933		8,700,840
#Telecom Italia SpA Sponsored ADR	1,874,500		29,729,570
*UniCredito SpA	19,413,366		65,038,767
Unione di Banche Italiane ScpA	1,533,872		21,909,611
#*Unipol Gruppo Finanziario SpA	1,822,774		2,642,839
TOTAL ITALY			210,593,434
JAPAN — (11.7%)
#77 Bank, Ltd. (The)	737,372		4,243,571
#*AEON Co., Ltd.	1,607,900		14,341,543
Aisin Seiki Co., Ltd.	282,500		7,182,732
Ajinomoto Co., Inc.	1,130,000		10,605,762
Amada Co., Ltd.	631,000		3,860,332
Aoyama Trading Co., Ltd.	105,500		1,690,680
*Aozora Bank, Ltd.	943,000		1,114,962
Asahi Glass Co., Ltd.	1,414,000		11,912,693
#Asatsu-DK, Inc.	32,500		640,929
Awa Bank, Ltd. (The)	65,600		341,777
Bank of Iwate, Ltd. (The)	19,600		1,161,271
Bank of Kyoto, Ltd. (The)	353,400		3,206,866
Bridgestone Corp.	807,000		13,308,004
Canon Marketing Japan, Inc.	124,900		2,023,563
#Chiba Bank, Ltd. (The)	823,000		5,075,357
Chudenko Corp.	41,100		608,129
Chugoku Bank, Ltd. (The)	240,800		3,251,522
Citizen Holdings Co., Ltd.	377,500		2,124,119
#Coca-Cola West Co., Ltd.	90,707		1,684,922
Comsys Holdings Corp.	149,000		1,472,604
Cosmo Oil Co., Ltd.	1,085,364		2,851,115
Credit Saison Co., Ltd.	168,300		1,881,426
Dai Nippon Printing Co., Ltd.	1,348,000		16,889,628
Daicel Chemical Industries, Ltd.	515,000		3,109,942
#Daido Steel Co., Ltd.	398,000		1,354,628
Daishi Bank, Ltd. (The)	573,932		2,090,712
Daiwa House Industry Co., Ltd.	916,000		9,786,139
#Dentsu, Inc.	52,700		1,129,049
DIC Corp.	596,000		975,467
*Elpida Memory, Inc.	39,200		512,150
*Fuji Electric Holdings Co., Ltd.	181,780		337,791

20

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
*Fuji Heavy Industries, Ltd.	1,286,000	$	5,025,424
*Fuji Television Network, Inc.	555		815,489
FUJIFILM Holdings Corp.	1,257,700		35,755,504
Fujikura, Ltd.	609,000		2,936,354
Fukuoka Financial Group, Inc.	1,446,000		5,287,134
Glory, Ltd.	75,400		1,659,103
Gunma Bank, Ltd. (The)	585,397		3,049,802
#H2O Retailing Corp.	198,000		1,203,406
Hachijuni Bank, Ltd. (The)	993,231		5,876,067
#Hakuhodo Dy Holdings, Inc.	29,940		1,503,793
Higo Bank, Ltd. (The)	376,000		2,225,776
*Hino Motors, Ltd.	217,000		802,194
Hitachi Chemical Co., Ltd.	6,300		125,072
Hitachi High-Technologies Corp.	35,600		589,672
#Hitachi Transport System, Ltd.	111,000		1,455,965
*Hitachi, Ltd.	6,574,000		21,226,498
*Hitachi, Ltd. Sponsored ADR	144,840		4,653,709
Hokkoku Bank, Ltd. (The)	435,409		1,708,616
#House Foods Corp.	117,000		1,863,018
Hyakugo Bank, Ltd. (The)	475,028		2,271,711
Hyakujishi Bank, Ltd. (The)	329,000		1,355,835
#Idemitsu Kosan Co., Ltd.	46,924		3,441,084
#Isetan Mitsukoshi Holdings, Ltd.	705,700		6,763,322
*Isuzu Motors, Ltd.	1,099,000		2,323,674
Itochu Corp.	343,000		2,168,029
#*J Front Retailing Co., Ltd.	905,000		4,289,809
Joyo Bank, Ltd. (The)	842,000		3,704,175
JS Group Corp.	561,100		9,157,444
JTEKT Corp.	208,300		2,200,452
Juroku Bank, Ltd.	400,000		1,431,060
Kagoshima Bank, Ltd. (The)	358,143		2,644,699
Kajima Corp.	1,104,000		2,584,767
Kamigumi Co., Ltd.	488,000		3,665,658
#Kandenko Co., Ltd.	129,000		795,619
Kaneka Corp.	580,542		3,779,424
Kansai Paint Co., Ltd.	64,000		541,552
#*Kawasaki Kisen Kaisha, Ltd.	753,087		2,744,038
Keiyo Bank, Ltd. (The)	317,000		1,523,545
Kinden Corp.	285,000		2,314,625
*Kobe Steel, Ltd.	3,785,000		6,878,464
Kuraray Co., Ltd.	30,500		314,864
Kyocera Corp.	327,900		27,505,650
#Kyocera Corp. Sponsored ADR	13,600		1,135,192
#Marui Group Co., Ltd.	542,642		3,117,172
#Mazda Motor Corp.	2,017,000		4,552,092
Medipal Holdings Corp.	168,100		2,347,503
*Meiji Holdings Co., Ltd.	51,095		2,081,051
Mitsubishi Chemical Holdings Corp.	2,412,500		8,958,586
*Mitsubishi Gas Chemical Co., Inc.	566,000		2,610,761
Mitsubishi Heavy Industries, Ltd.	7,188,000		25,417,348
Mitsubishi Logistics Corp.	199,000		2,165,109
*Mitsubishi Materials Corp.	1,745,000		4,601,377
#Mitsubishi Rayon Co., Ltd.	307,000		1,060,452
Mitsubishi Tanabe Pharma Corp.	385,000		4,915,204
#Mitsui Chemicals, Inc.	1,351,800		4,642,520
*Mitsui Mining & Smelting Co., Ltd.	385,000		992,054
Musashino Bank, Ltd.	37,500		1,071,868
Nagase & Co., Ltd.	235,889		2,869,101
Namco Bandai Holdings, Inc.	162,600		1,662,560
Nanto Bank, Ltd. (The)	263,000		1,427,559
#*NEC Corp.	4,453,101		12,657,266

21

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
#NGK Spark Plug Co., Ltd.	145,000	$	1,643,333
Nippon Express Co., Ltd.	1,602,238		6,560,618
Nippon Kayaku Co., Ltd.	7,000		62,623
#Nippon Meat Packers, Inc.	360,536		4,227,230
Nippon Mining Holdings, Inc.	1,899,050		8,472,073
Nippon Oil Corp.	3,113,050		15,340,349
Nippon Paper Group, Inc.	188,900		5,012,951
Nippon Sheet Glass Co., Ltd.	1,141,739		3,364,278
Nippon Shokubai Co., Ltd.	231,000		1,941,496
Nippon Television Network Corp.	10,680		1,391,886
*Nippon Yusen K.K.	1,279,000		4,721,208
Nishi-Nippon Bank, Ltd.	1,193,569		2,952,678
*Nissan Motor Co., Ltd.	4,991,500		36,119,215
#Nissay Dowa General Insurance Co., Ltd.	383,000		1,699,964
Nisshin Steel Co., Ltd.	1,226,000		2,046,021
#Nisshinbo Holdings, Inc.	305,000		2,997,718
NOK Corp.	112,600		1,494,005
NSK, Ltd.	477,000		2,771,257
NTN Corp.	70,000		264,315
#Obayashi Corp.	1,393,682		5,262,857
Ogaki Kyoritsu Bank, Ltd. (The)	334,000		1,144,275
#Oji Paper Co., Ltd.	1,756,000		7,641,694
#Onward Holdings Co., Ltd.	278,000		1,725,747
#Panasonic Electric Works Co., Ltd.	575,000		7,258,163
Ricoh Co., Ltd.	1,423,000		19,338,909
Rohm Co., Ltd.	178,000		11,804,415
San-in Godo Bank, Ltd. (The)	309,900		2,694,654
#Sapporo Hokuyo Holdings, Inc.	428,000		1,444,752
#SBI Holdings, Inc.	17,223		3,164,679
#Seiko Epson Corp.	249,600		3,858,497
Seino Holdings Co., Ltd.	295,000		2,182,953
Sekisui Chemical Co., Ltd.	849,000		5,135,210
Sekisui House, Ltd.	1,147,000		9,918,951
#Sharp Corp.	706,000		7,532,589
Shiga Bank, Ltd.	326,185		2,023,578
Shimachu Co., Ltd.	70,700		1,671,411
#Shimizu Corp.	831,000		3,186,498
#*Shinsei Bank, Ltd.	1,290,000		1,682,910
#Shizuoka Bank, Ltd.	38,000		377,567
#Showa Denko K.K.	1,456,000		2,802,507
Sohgo Security Services Co., Ltd.	101,300		1,172,377
Sojitz Corp.	2,136,700		3,944,714
Sony Corp.	652,500		19,267,546
Sony Corp. Sponsored ADR	1,725,386		50,709,095
Sumco Corp.	59,600		1,137,368
Sumitomo Bakelite Co., Ltd.	347,000		1,636,368
Sumitomo Chemical Co., Ltd.	1,982,000		7,896,805
Sumitomo Corp.	2,756,900		26,763,189
Sumitomo Electric Industries, Ltd.	1,567,000		19,015,183
Sumitomo Forestry Co., Ltd.	158,000		1,210,489
*Sumitomo Heavy Industries, Ltd.	384,000		1,742,238
Sumitomo Rubber Industries, Ltd.	230,300		2,122,983
#Sumitomo Trust & Banking Co., Ltd.	2,806,000		14,619,243
Suzuken Co., Ltd.	94,400		3,340,722
#*Taiheiyo Cement Corp.	1,638,800		1,902,677
Taisei Corp.	1,831,703		3,594,713
#Takashimaya Co., Ltd.	459,634		3,099,092
TDK Corp.	208,700		11,999,382
#Teijin, Ltd.	1,866,862		5,486,727
Toda Corp.	385,000		1,283,405
Tokuyama Corp.	382,000		2,400,336

22

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
Tokyo Broadcasting System, Inc.	60,700	$	905,383
Tokyo Steel Manufacturing Co., Ltd.	191,400		2,506,851
Toppan Printing Co., Ltd.	1,218,000		10,885,786
#Tosoh Corp.	884,000		2,376,873
#Toyo Seikan Kaisha, Ltd.	342,249		5,749,746
Toyobo Co., Ltd.	743,000		1,152,667
Toyota Auto Body Co., Ltd.	105,100		1,952,084
*Toyota Tsusho Corp.	435,400		6,225,376
TV Asahi Corp.	755		1,147,958
UNY Co., Ltd.	323,750		2,404,752
Yamaguchi Financial Group, Inc.	362,148		3,460,012
Yamaha Corp.	285,400		2,948,457
#Yamaha Motor Co., Ltd.	397,300		4,731,153
*Yokogawa Electric Corp.	74,600		604,619
Yokohama Rubber Co., Ltd.	410,000		1,795,791
TOTAL JAPAN			849,344,450
MALAYSIA — (0.0%)
*Rekapacific Berhad	691,000		—
NETHERLANDS — (3.7%)
*Aegon NV	3,202,429		22,761,054
#ArcelorMittal NV	2,446,831		82,806,981
*ING Groep NV	3,093,625		40,259,293
#*ING Groep NV Sponsored ADR	538,200		6,942,780
Koninklijke Ahold NV	1,318,845		16,612,403
Koninklijke DSM NV	443,200		19,418,373
Philips Electronics NV	3,072,622		77,186,781
Philips Electronics NV ADR	133,700		3,354,533
TOTAL NETHERLANDS			269,342,198
NEW ZEALAND — (0.1%)
Contact Energy, Ltd.	929,259		4,138,385
Fletcher Building, Ltd.	685,164		4,047,301
TOTAL NEW ZEALAND			8,185,686
NORWAY — (1.0%)
#*DnB NOR ASA Series A	2,507,294		28,722,407
#*Marine Harvest ASA	5,002,000		3,629,062
#*Norsk Hydro ASA	2,002,345		13,123,305
*Norsk Hydro ASA Sponsored ADR	59,900		401,330
#Orkla ASA	2,700,350		24,964,057
#*Storebrand ASA	713,900		4,851,286
TOTAL NORWAY			75,691,447
PORTUGAL — (0.2%)
Banco BPI SA	275,646		929,774
#Banco Comercial Portugues SA	3,941,284		5,618,638
Banco Espirito Santo SA	747,704		5,518,458
Cimpor Cimentos de Portugal SA	129,009		1,005,451
TOTAL PORTUGAL			13,072,321
SINGAPORE — (1.6%)
#Capitaland, Ltd.	5,173,000		15,001,103
City Developments, Ltd.	884,000		6,193,525
DBS Group Holdings, Ltd.	4,164,750		38,138,997
Fraser & Neave, Ltd.	2,351,450		6,402,182
Jardine Cycle & Carriage, Ltd.	28,324		465,142
Neptune Orient Lines, Ltd.	1,457,000		1,621,584
#Overseas-Chinese Banking Corp., Ltd.	3,238,777		17,453,380

23

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
SINGAPORE — (Continued)
#Singapore Airlines, Ltd.	1,568,600	$	15,042,479
#*Singapore Airport Terminal Services, Ltd.	1,145,078		2,001,087
Singapore Land, Ltd.	532,000		2,082,638
United Industrial Corp., Ltd.	1,391,000		1,795,865
United Overseas Bank, Ltd.	528,000		6,329,063
UOL Group, Ltd.	1,376,600		3,284,172
Venture Corp., Ltd.	48,000		306,205
Wheelock Properties, Ltd.	476,000		591,055
TOTAL SINGAPORE			116,708,477
SPAIN — (4.7%)
Acciona SA	73,176		8,914,017
Acerinox SA	155,237		3,087,220
#Banco Bilbao Vizcaya SA Sponsored ADR	385,925		6,869,465
#Banco de Sabadell SA	2,431,718		16,416,332
#Banco Espanol de Credito SA	218,246		2,762,397
#Banco Popular Espanol SA	2,035,899		18,134,989
Banco Santander SA	5,654,108		90,987,342
Banco Santander SA Sponsored ADR	5,549,048		89,117,711
Criteria Caixacorp SA	1,702,347		8,298,618
#Fomento de Construcciones y Contratas SA	38,756		1,576,531
Gas Natural SDG SA	549,680		11,043,487
Iberdrola Renovables SA	1,953,105		8,681,835
#Mapfre SA	359,181		1,539,222
Repsol YPF SA	1,204,043		32,053,183
#Repsol YPF SA Sponsored ADR	1,332,613		35,447,506
*Sacyr Vallehermoso SA	107,104		1,620,346
TOTAL SPAIN			336,550,201
SWEDEN — (2.9%)
#Boliden AB	91,703		1,104,224
Holmen AB Series A	6,300		176,579
Holmen AB Series B	146,100		3,942,996
#Nordea Bank AB	6,583,962		70,668,421
#*Skandinaviska Enskilda Banken AB Series A	2,552,148		15,458,949
*Skandinaviska Enskilda Banken AB Series C	9,800		66,633
#SSAB AB Series A	507,586		7,737,518
#SSAB AB Series B	233,785		3,268,952
Svenska Cellulosa AB	57,000		781,203
Svenska Cellulosa AB Series B	1,586,671		21,802,524
#Svenska Handelsbanken AB Series A	740,000		19,123,005
#*Swedbank AB Series A	363,437		3,130,853
Tele2 AB Series B	857,471		12,498,320
#Telefonaktiebolaget LM Erricson AB Sponsored ADR	706,832		7,351,053
TeliaSonera AB	3,615,084		23,960,555
#Volvo AB Series A	898,101		8,294,065
Volvo AB Series B	1,028,966		9,744,638
TOTAL SWEDEN			209,110,488
SWITZERLAND — (6.3%)
#Adecco SA	366,804		16,390,414
Baloise-Holding AG	200,163		17,138,340
Banque Cantonale Vaudoise	7,063		2,660,418
Compagnie Financiere Richemont SA Series A	1,205,682		33,751,706
Credit Suisse Group AG	1,755,349		93,836,004
#Credit Suisse Group AG Sponsored ADR	840,377		44,792,094
GAM Holdings, Ltd.	38,097		464,786
Givaudan SA	15,362		11,403,803
#*Holcim, Ltd.	650,248		41,384,888
*Julius Baer Group, Ltd.	38,097		1,434,161

24

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
SWITZERLAND — (Continued)
#PSP Swiss Property AG	95,780	$	5,374,738
St. Galler Kantonalbank AG	5,534		2,519,876
#Swatch Group AG	34,658		8,092,532
Swiss Life Holding AG	123,557		14,800,026
Swiss Reinsurance Co., Ltd. AG	738,155		30,058,111
*UBS AG	3,481,616		58,055,052
Zurich Financial Services AG	322,012		73,738,360
TOTAL SWITZERLAND			455,895,309
UNITED KINGDOM — (16.6%)
*Anglo American P.L.C.	1,329,421		48,102,581
Associated British Foods P.L.C.	1,637,844		22,178,287
Aviva P.L.C.	7,396,866		46,253,871
#*Barclays P.L.C. Sponsored ADR	2,451,654		51,239,569
#*British Airways P.L.C.	2,372,765		7,046,439
Carnival P.L.C.	658,867		20,425,788
#Carnival P.L.C. ADR	218,000		6,753,640
*easyJet P.L.C.	687,918		4,049,542
Friends Provident Group P.L.C.	5,399,716		7,199,159
#HSBC Holdings P.L.C. Sponsored ADR	3,278,400		181,590,576
International Power P.L.C.	6,384,014		26,504,435
Investec P.L.C.	1,003,281		7,161,546
*Kazakhmys P.L.C.	729,615		12,984,716
Kingfisher P.L.C.	9,743,172		35,612,473
#Ladbrokes P.L.C.	861,132		1,715,434
Legal & General Group P.L.C.	15,758,133		20,219,946
Mondi P.L.C.	877,217		4,841,991
Old Mutual P.L.C.	9,616,350		16,690,338
Pearson P.L.C.	820,157		11,148,222
#Pearson P.L.C. Sponsored ADR	1,845,066		25,111,348
Rexam P.L.C.	3,544,129		16,048,596
*Rolls-Royce Group P.L.C. (3283648)	1,317,228		9,714,334
*Rolls-Royce Group P.L.C. (B3XLQZ7)	79,033,680		129,714
*Royal Bank of Scotland Group P.L.C.	15,142,602		10,347,950
#Royal Dutch Shell P.L.C. ADR	2,252,783		131,021,859
RSA Insurance Group P.L.C.	13,252,463		26,261,469
SABmiller P.L.C.	1,174,082		30,774,654
Sainsbury (J.) P.L.C.	5,000,726		26,987,115
Schroders P.L.C.	123,678		2,223,821
Schroders P.L.C. Non-Voting	63,155		932,375
Standard Chartered P.L.C.	927,972		22,765,064
Thomas Cook Group P.L.C.	1,861,207		6,232,613
Tomkins P.L.C. Sponsored ADR	330,800		3,599,104
Vodafone Group P.L.C.	34,976,333		77,082,062
#Vodafone Group P.L.C. Sponsored ADR	7,395,974		164,116,663
Whitbread P.L.C.	653,031		13,585,022
William Morrison Supermarkets P.L.C.	6,906,878		31,655,641
*Wolseley P.L.C.	566,229		11,453,707
WPP P.L.C.	1,259,793		11,290,157
#WPP P.L.C. Sponsored ADR	24,445		1,094,647
*Xstrata P.L.C.	3,245,577		46,747,872
TOTAL UNITED KINGDOM			1,200,894,340
TOTAL COMMON STOCKS			6,155,972,149
RIGHTS/WARRANTS — (0.0%)
GERMANY — (0.0%)
*TUI AG Rights 11/11/09	265,715		41,059
ITALY — (0.0%)
*Unione di Banche Italiane ScpA Warrants 06/30/11	817,282		76,976
TOTAL RIGHTS/WARRANTS			118,035

25

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,010,000 FNMA 6.50%, 06/25/39, valued at $14,002,013) to be repurchased at $13,790,218	$	13,790	$	13,790,000
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund LP		1,055,086,714		1,055,086,714
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,212,860) to be repurchased at $1,189,085	$	1,189		1,189,078
TOTAL SECURITIES LENDING COLLATERAL				1,056,275,792
TOTAL INVESTMENTS — (100.0%) (Cost $5,830,288,347)			$	7,226,155,976

See accompanying Notes to Financial Statements.

26

THE EMERGING MARKETS SERIES

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value††
COMMON STOCKS — (82.9%)
ARGENTINA — (0.1%)
*Petrobras Energia Participaciones SA ADR	106,144	$	1,818,247
BRAZIL — (5.8%)
#*BRF - Brasil Foods SA ADR	173,299		8,382,473
Companhia de Bebidas das Americas	66,744		5,076,651
Companhia Siderurgica Nacional SA	367,276		12,132,034
CPFL Energia SA	1,935		33,887
*Empresa Brasileira de Aeronautica SA ADR	130,800		2,648,700
Itau Unibanco Holding SA ADR	271,347		5,193,580
Petroleo Brasilerio SA ADR (71654V101)	1,256,219		50,399,506
Petroleo Brasilerio SA ADR (71654V408)	914,546		42,270,316
Souza Cruz SA	95,874		3,402,613
Tele Norte Leste Participacoes SA	59,254		1,335,368
Tractebel Energia SA	140,100		1,709,894
Vivo Participacoes SA	16,288		401,282
Vivo Participacoes SA ADR	2,500		60,625
Weg Industrias SA	278,866		2,738,636
TOTAL BRAZIL			135,785,565
CHILE — (1.7%)
#Banco de Chile Series F ADR	47,993		2,231,654
Banco Santander Chile SA ADR	68,948		3,629,423
Colbun SA	1,731,270		407,588
Compania Cervecerias Unidas SA ADR	53,246		1,885,973
#Embotelladora Andina SA Series A ADR	26,368		395,520
#Embotelladora Andina SA Series B ADR	41,533		757,977
Empresa Nacional de Electricidad SA Sponsored ADR	207,763		9,534,244
Empresas Copec SA	20,500		275,911
Enersis SA Sponsored ADR	487,951		8,626,974
#Lan Airlines SA Sponsored ADR	264,595		3,548,219
Masisa SA	165,507		24,551
Sociedad Quimica y Minera de Chile SA Sponsored ADR	169,117		6,215,050
#Vina Concha Y Toro SA Sponsored ADR	28,665		1,221,129
TOTAL CHILE			38,754,213
CHINA — (9.4%)
*Air China, Ltd.	262,000		141,822
Alibaba.com, Ltd.	59,500		137,388
#*Aluminum Corp. of China, Ltd. ADR	26,300		715,360
#Angang Steel Co., Ltd.	142,000		262,465
Anhui Conch Cement Co., Ltd.	72,000		465,864
Bank of China, Ltd.	56,691,000		32,598,740
Bank of Communications Co., Ltd.	1,206,000		1,443,515
*Beijing Capital International Airport Co., Ltd.	3,368,000		2,264,943
Beijing Enterprises Holdings, Ltd.	50,000		298,021
Belle International Holdings, Ltd.	1,948,000		1,969,215
#*Byd Co., Ltd.	395,886		3,629,462
China Citic Bank	932,000		695,295
China Coal Energy Co.	356,000		492,608
China Communications Construction Co., Ltd.	502,000		540,323
China Construction Bank Corp.	9,048,000		7,800,567
#China COSCO Holdings Co., Ltd.	415,500		511,585
China High Speed Transmission Equipment Group Co., Ltd.	523,000		1,048,871
#China Life Insurance Co., Ltd. ADR	250,705		17,200,870
China Merchants Bank Co., Ltd.	1,078,350		2,758,788
China Merchants Holdings (International) Co., Ltd.	133,652		427,103
China Mobile, Ltd. Sponsored ADR	696,697		32,556,651
China National Building Material Co., Ltd.	72,000		154,950

27

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
CHINA — (Continued)
China Oilfield Services, Ltd.	168,000	$	181,527
China Overseas Land & Investment, Ltd.	1,550,000		3,341,659
China Petroleum and Chemical Corp. (Sinopec) ADR	41,800		3,526,248
*China Power International Development, Ltd.	839,000		232,111
*China Railway Construction Corp., Ltd.	116,500		154,128
*China Railway Group, Ltd.	441,000		346,625
China Resources Enterprise, Ltd.	2,219,000		7,445,893
China Resources Land, Ltd.	748,000		1,803,752
China Resources Power Holdings Co., Ltd.	920,000		1,910,581
China Shenhua Energy Co., Ltd.	786,000		3,521,138
#*China Shipping Container Lines Co., Ltd.	292,000		104,500
China Shipping Development Co., Ltd.	98,000		138,537
*China Southern Airlines Co., Ltd. ADR	4,600		66,010
*China Taiping Insurance Holdings Co., Ltd.	17,000		60,024
#China Telecom Corp., Ltd. ADR	20,200		888,396
China Travel International Investment Hong Kong, Ltd.	1,992,000		406,637
China Unicom Hong Kong, Ltd. ADR	88,800		1,123,320
CITIC Pacific, Ltd.	1,898,000		4,879,271
*CITIC Resources Holdings, Ltd.	2,180,000		609,934
CNOOC, Ltd.	45,000		66,721
#CNOOC, Ltd. ADR	67,956		10,121,367
#Country Garden Holdings Co.	2,232,000		855,794
Dalian Port (PDA) Co., Ltd.	596,000		216,320
Datang International Power Generation Co., Ltd.	380,000		177,571
Dongfeng Motor Corp.	204,000		242,800
#*FU JI Food & Catering Services	289,000		283,399
*GOME Electrical Appliances Holdings, Ltd.	181,000		53,020
#Guangshen Railway Co., Ltd. Sponsored ADR	1,400		28,070
Guangzhou R&F Properties Co., Ltd.	67,200		125,921
Harbin Power Equipment Co., Ltd.	494,000		458,896
Hengan International Group Co., Ltd.	36,000		231,739
#HKC (Holdings), Ltd.	3,062,634		240,291
Hopson Development Holdings, Ltd.	420,000		730,772
#*Huadian Power International Corp.	694,000		192,726
#Huaneng Power International, Inc. ADR	8,800		224,488
*Industrial & Commercial Bank of China, Ltd.	34,093,000		27,124,901
Jiangsu Express Co., Ltd.	764,000		677,471
Jiangxi Copper Co., Ltd.	135,000		305,876
#Lenovo Group, Ltd.	114,000		64,280
#Li Ning Co., Ltd.	435,500		1,184,311
#*Maanshan Iron & Steel Co., Ltd.	124,000		74,646
#PetroChina Co., Ltd. ADR	115,210		13,829,808
#*PICC Property & Casualty Co., Ltd.	168,000		123,954
Ping An Insurance (Group) Co. of China, Ltd.	248,500		2,176,260
#*Semiconductor Manufacturing International Corp. ADR	255,943		619,382
#Shanghai Electric Group Co., Ltd.	2,392,000		1,123,350
Shenzhen Expressway Co., Ltd.	744,000		355,210
Shenzhen International Holdings, Ltd.	6,415,000		448,560
Shimao Property Holdings, Ltd.	157,500		292,966
Sino-Ocean Land Holdings, Ltd.	291,000		282,630
*Sinopec Shanghai Petrochemical Co., Ltd. Sponsored ADR	1,188		46,760
Sinotrans, Ltd.	951,000		249,261
Tencent Holdings, Ltd.	700,600		12,199,255
#Tingyi (Cayman Islands) Holding Corp.	1,072,000		2,391,885
TPV Technology, Ltd.	802,000		519,091
Weichai Power Co., Ltd.	8,000		51,766
Zijin Mining Group Co., Ltd.	428,000		414,277
#ZTE Corp.	465,688		2,589,343
TOTAL CHINA			220,249,835

28

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
CZECH REPUBLIC — (1.0%)
CEZ A.S.	301,862	$	14,864,947
Komercni Banka A.S.	14,663		2,875,426
Telefonica 02 Czech Republic A.S.	239,489		5,642,622
TOTAL CZECH REPUBLIC			23,382,995
HUNGARY — (1.5%)
ELMU NYRT	185		28,698
Magyar Telekom Telecommunications P.L.C.	665,618		2,869,587
#*MOL Hungarian Oil & Gas NYRT	100,838		8,424,427
#*OTP Bank NYRT	618,710		17,397,809
#Richter Gedeon NYRT	28,511		5,937,751
Tisza Chemical Group NYRT	40,321		645,968
TOTAL HUNGARY			35,304,240
INDIA — (11.2%)
*ACC, Ltd.	43,053		677,843
Adani Enterprises, Ltd.	51,000		769,346
Aditya Birla Nuvo, Ltd.	5,819		96,679
Ambuja Cements, Ltd.	1,162,146		2,176,996
Asea Brown Boveri India, Ltd.	97,291		1,573,395
Asian Paints, Ltd.	60,748		2,099,916
Aventis Pharma, Ltd.	3,628		120,838
Axis Bank, Ltd.	349,044		6,648,124
Bajaj Auto, Ltd.	83,940		2,476,506
Bajaj Finserv, Ltd.	59,835		387,988
Bajaj Holdings & Investment, Ltd.	37,300		382,989
Bharat Electronics, Ltd.	7,300		221,456
Bharti Airtel, Ltd.	852,924		5,259,701
Bosch, Ltd.	20,203		1,807,356
Cipla, Ltd.	639,901		3,883,604
Colgate-Palmolive (India), Ltd.	68,534		1,015,777
Crompton Greaves, Ltd.	184,828		1,484,210
Cummins India, Ltd.	37,898		299,507
Dabur India, Ltd.	308,253		987,668
Divi’s Laboratories, Ltd.	63,020		706,277
Dr. Reddy’s Laboratories, Ltd.	128,934		2,754,964
#Dr. Reddy’s Laboratories, Ltd. ADR	83,498		1,814,412
EIH, Ltd.	129,641		335,943
Exide Industries, Ltd.	202,666		419,505
GAIL India, Ltd.	57,000		418,868
GAIL India, Ltd. Sponsored GDR	28,791		1,280,929
GlaxoSmithKline Pharmaceuticals, Ltd.	42,501		1,421,145
Glenmark Pharmaceuticals, Ltd.	99,187		468,235
Godrej Consumer Products, Ltd.	109,632		627,737
Grasim Industries, Ltd.	6,300		289,938
HCL Technologies, Ltd.	311,688		1,996,102
HDFC Bank, Ltd.	386,733		13,175,290
Hero Honda Motors, Ltd. Series B	158,834		5,246,290
Hindustan Unilever, Ltd.	1,633,609		9,748,048
ICICI Bank, Ltd. Sponsored ADR	88,726		2,790,433
Infosys Technologies, Ltd.	657,429		30,520,259
Infosys Technologies, Ltd. Sponsored ADR	233,496		10,740,816
Infrastructure Development Finance Co., Ltd.	1,931		5,959
ITC, Ltd.	2,007,345		10,823,298
Jindal Steel & Power, Ltd.	627,060		8,432,190
JSW Steel, Ltd.	106,526		1,688,039
Jubilant Organosys, Ltd.	66,060		326,175
Larsen & Toubro, Ltd.	371,281		12,248,925
Lupin, Ltd.	44,351		1,149,244
Mahanagar Telephone Nigam, Ltd.	130,940		190,092
Mahindra & Mahindra, Ltd.	254,183		4,918,411

29

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
INDIA — (Continued)
Mangalore Refinery & Petrochemicals, Ltd.	846,013	$	1,324,041
Maruti Suzuki India, Ltd.	129,741		3,833,424
Nirma, Ltd.	66,235		245,854
*Oracle Financial Services Software, Ltd.	14,000		625,545
Pantaloon Retail India, Ltd.	9,760		64,289
*Pantaloon Retail India, Ltd. Class B	976		4,776
Petronet LNG, Ltd.	97,953		133,402
Piramal Healthcare, Ltd.	76,008		613,837
Proctor & Gamble Hygiene & Health Care, Ltd.	11,227		343,654
*Ranbaxy Laboratories, Ltd.	213,395		1,757,722
Reliance Capital, Ltd.	101,317		1,584,442
Reliance Communications, Ltd.	1,071,955		3,953,396
Reliance Energy, Ltd.	191,590		4,247,845
*Reliance Industries, Ltd.	1,030,847		41,707,940
*Reliance Natural Resources, Ltd.	1,099,793		1,474,126
Satyam Computer Services, Ltd.	772,898		1,671,873
Sesa Goa, Ltd.	534,990		3,380,627
Shree Cement, Ltd.	2,872		93,631
Shriram Transport Finance Co., Ltd.	2,300		19,078
Siemens India, Ltd.	153,743		1,661,564
Sterling Biotech, Ltd.	68,760		131,356
Sterlite Industries (India), Ltd. Series A	431,495		6,977,657
Sun Pharmaceuticals Industries, Ltd.	138,878		4,050,120
Sun TV Network, Ltd.	25,000		165,404
Tata Chemicals, Ltd.	62,804		347,497
Tata Consultancy Services, Ltd.	756,974		10,030,279
Tata Power Co., Ltd.	144,515		4,075,894
Tata Steel, Ltd.	88,890		878,630
Tata Tea, Ltd.	8,903		161,651
*Tech Mahindra, Ltd.	6,379		124,774
Titan Industries, Ltd.	7,547		199,158
United Phosphorus, Ltd.	69,388		210,431
United Spirits, Ltd.	21,912		493,446
Videsh Sanchar Nigam, Ltd.	75,115		614,909
Wipro, Ltd.	440,456		5,629,808
Zee Entertainment Enterprises, Ltd.	402,083		1,950,192
Zydus Wellness, Ltd.	11,485		41,361
TOTAL INDIA			261,731,056
INDONESIA — (2.2%)
PT Aneka Tambang Tbk	2,782,000		646,516
PT Astra Agro Lestari Tbk	195,500		434,005
PT Astra International Tbk	4,017,561		12,925,685
*PT Bakrie & Brothers Tbk	21,200,000		215,254
PT Bank Central Asia Tbk	9,187,000		4,326,175
PT Bank Danamon Indonesia Tbk	2,719,740		1,268,775
PT Bank Mandiri Persero Tbk	2,325,000		1,115,662
*PT Bank Pan Indonesia Tbk	8,711,500		699,402
PT Bank Rakyat Indonesia Tbk	1,910,000		1,389,902
PT Bumi Resources Tbk	15,481,000		3,726,858
PT Gudang Garam Tbk	56,500		83,113
*PT Holcim Indonesia Tbk	2,854,500		474,620
*PT Indo Tambangraya Megah Tbk	179,000		417,398
PT Indocement Tunggal Prakarsa Tbk	815,500		928,583
PT Indofood Sukses Makmur Tbk	87,500		27,653
PT Indosat Tbk	2,332,000		1,238,711
*PT International Nickel Indonesia Tbk	1,038,000		430,157
PT Kalbe Farma Tbk	3,591,000		450,366
*PT Lippo Karawaci Tbk	11,865,250		802,615
*PT Panasia Indosyntec Tbk	75,100		1,848
*PT Perusahaan Gas Negara Tbk	100,000		37,208

30

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
INDONESIA — (Continued)
PT Semen Gresik Tbk	2,976,500	$	2,103,504
PT Sinar Mas Agro Resources & Technology Tbk	1,152,500		373,570
*PT Tambang Batubara Bukit Asam Tbk	234,500		365,322
PT Telekomunikasi Indonesia Tbk	14,011,140		12,065,191
PT Unilever Indonesia Tbk	3,087,000		3,228,631
PT United Tractors Tbk	648,500		994,312
TOTAL INDONESIA			50,771,036
ISRAEL — (3.6%)
*Bank Hapoalim B.M.	1,922,358		7,018,046
*Bank Leumi Le-Israel B.M.	2,275,389		8,886,498
Bezeq Israeli Telecommunication Corp., Ltd.	2,044,881		4,563,602
*Clal Industries, Ltd.	23,420		119,479
*Clal Insurance Enterprise Holdings, Ltd.	1,996		42,255
Discount Investment Corp.	32,858		772,085
Elbit Systems, Ltd.	40,946		2,480,757
IDB Holding Corp., Ltd.	—		9
Israel Chemicals, Ltd.	780,753		9,119,540
Koor Industries, Ltd.	1		15
Makhteshim-Agan Industries, Ltd.	245,728		1,148,509
*Migdal Insurance & Financial Holdings, Ltd.	261,456		409,788
*Mizrahi Tefahot Bank, Ltd.	141,699		1,151,620
Osem Investment, Ltd.	33,175		430,358
Partner Communications Co., Ltd.	115,542		2,190,776
Strauss Group, Ltd.	6,896		89,385
Teva Pharmaceutical Industries, Ltd. Sponsored ADR	888,925		44,872,934
TOTAL ISRAEL			83,295,656
MALAYSIA — (4.4%)
Affin Holdings Berhad	312,600		185,744
Alliance Financial Group Berhad	301,700		215,568
AMMB Holdings Berhad	874,959		1,202,999
*Axiata Group Berhad	4,359,375		3,712,616
Batu Kawan Berhad	15,000		43,499
Berjaya Corp. Berhad	734,800		251,736
Berjaya Sports Toto Berhad	803,464		1,012,749
Boustead Holdings Berhad	159,460		158,802
British American Tobacco Malaysia Berhad	239,100		3,140,052
CIMB Group Holdings Berhad	3,095,227		11,229,284
Digi.Com Berhad	495,162		3,161,925
EON Capital Berhad	175,500		286,640
Fraser & Neave Holdings Berhad	61,000		189,010
Gamuda Berhad	805,700		735,639
Genting Berhad	3,086,500		6,488,243
Genting Malaysia Berhad	4,928,500		3,936,659
Genting Plantations Berhad	276,600		494,513
Hong Leong Bank Berhad	820,150		1,793,395
Hong Leong Financial Group Berhad	548,429		992,196
IJM Corp. Berhad	336,560		469,447
IOI Corp. Berhad	5,328,755		8,262,279
KLCC Property Holdings Berhad	778,600		743,780
Kuala Lumpur Kepong Berhad	814,200		3,555,718
Lafarge Malayan Cement Berhad	259,580		458,076
Malayan Banking Berhad	780,353		1,511,306
*Malaysian Airlines System Berhad	599,367		542,627
Malaysian Bulk Carriers Berhad	63,000		57,288
Malaysian Pacific Industries Berhad	22,100		36,258
MISC Berhad	2,124,832		5,523,974
MMC Corp. Berhad	1,503,800		1,089,840
Nestle (Malaysia) Berhad	217,200		2,112,520
Oriental Holdings Berhad	241,300		391,152

31

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
MALAYSIA — (Continued)
Parkson Holdings Berhad	182,650	$	270,993
Petronas Dagangan Berhad	445,100		1,157,880
Petronas Gas Berhad	886,800		2,534,794
Plus Expressways Berhad	2,589,600		2,496,163
PPB Group Berhad	889,100		3,926,339
Public Bank Berhad (B012W42)	44,291		138,418
Public Bank Berhad (B012W53)	1,550,201		4,829,053
RHB Capital Berhad	525,900		825,042
Sarawak Energy Berhad	430,200		325,623
Shell Refining Co. Federation of Malaysia Berhad	227,000		710,978
Sime Darby Berhad	3,457,620		8,940,046
SP Setia Berhad	971,150		1,092,051
Star Publications (Malaysia) Berhad	411,600		409,557
Telekom Malaysia Berhad	1,816,400		1,596,307
Tenaga Nasional Berhad	2,121,000		5,198,622
*UEM Land Holdings Berhad	700,625		339,368
UMW Holdings Berhad	729,066		1,342,730
YTL Corp. Berhad	1,449,385		3,082,191
YTL Power International Berhad	283,040		177,857
TOTAL MALAYSIA			103,379,546
MEXICO — (6.8%)
#America Movil S.A.B. de C.V. Series L	17,737,259		39,145,222
#*Carso Global Telecom S.A.B. de C.V. Telecom Series A1	1,166,771		4,538,511
*Cementos de Mexico S.A.B de C.V. Series B	267,800		278,271
*Cemex S.A.B. de C.V. Sponsored ADR	12,500		129,750
#Coca-Cola Femsa S.A.B. de C.V. Series L	517,300		2,790,276
*Corporacion Interamericana de Entramiento S.A.B. de C.V. Series B	28,827		14,333
*Corporacion Mexicana de Restaurantes S.A.B. de C.V. Series B	1,107		246
Corporativo Fragua S.A.B. de C.V. Series B	21		155
*Dine S.A.B. de C.V.	116,965		51,822
El Puerto de Liverpool S.A.B. de C.V. Series C1	289,300		1,205,074
Embotelladora Arca S.A.B. de C.V.	385,803		970,077
*Empresas ICA S.A.B. de C.V.	50		110
#Fomento Economico Mexicano S.A.B. de C.V. Series B & D	2,109,900		9,132,314
#*Gruma S.A.B. de C.V. ADR	82,911		591,985
#Grupo Carso S.A.B. de C.V. Series A-1	990,932		2,926,922
#Grupo Elektra S.A. de C.V.	117,475		4,608,694
*Grupo Financiero Banorte S.A.B. de C.V.	2,827,109		9,035,615
#Grupo Financiero Inbursa S.A.B. de C.V. Series O	1,426,864		4,020,020
Grupo Gigante S.A.B. de C.V. Series B	62,282		64,175
#Grupo Industrial Bimbo S.A.B. de C.V. Series A	626,600		3,649,383
Grupo Industrial Maseca S.A.B. de C.V. Series B	229,000		155,919
*Grupo Kuo S.A.B. de C.V. Series B	68		44
#*Grupo Mexico S.A.B. de C.V. Series B	9,098,785		18,192,402
#*Grupo Modelo S.A.B. de C.V. Series C	924,700		4,197,086
*Grupo Nutrisa S.A. de C.V.	129		274
*Grupo Qumma S.A. de C.V. Series B	1,591		22
Grupo Televisa S.A. de C.V.	1,704,800		6,604,224
Grupo Televisa S.A. de C.V. Sponsored ADR	109,820		2,126,115
#*Impulsora Del Desarrollo Y El Empleo en America Latina S.A. de C.V.	2,945,976		2,855,893
#Industrias Penoles S.A.B. de C.V.	194,550		3,552,623
#Kimberly Clark de Mexico S.A.B. de C.V. Series A	690,100		2,733,483
#*Organizacion Soriana S.A.B. de C.V. Series B	2,134,000		4,720,942
*Promotora y Operadora de Infraestructura S.A. de C.V.	2,085		3,790
*Savia S.A. de C.V.	120,000		7,271
Telefonos de Mexico S.A. de C.V. Series A	200,000		166,619
#Telefonos de Mexico S.A.B. de C.V.	9,705,800		8,093,220
Telmex Internacional S.A.B. de C.V. (B39SQ41)	200,000		131,781
#Telmex Internacional S.A.B. de C.V. (B39SR26)	9,705,800		6,527,502
Telmex Internacional S.A.B. de C.V. ADR	30,200		406,492

32

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
MEXICO — (Continued)
#Wal-Mart de Mexico S.A.B. de C.V. Series V	4,372,680	$	15,250,358
TOTAL MEXICO			158,879,015
PHILIPPINES — (0.6%)
Aboitiz Equity Ventures, Inc.	2,671,000		461,066
*Aboitiz Power Corp.	530,000		82,355
Ayala Corp. Series A	313,453		1,896,672
Ayala Land, Inc.	9,214,518		1,992,395
Banco de Oro Unibank, Inc.	1,292,908		938,466
Bank of the Philippine Islands	2,320,456		2,257,761
*Energy Development Corp.	1,212,500		104,718
*Filipina Water Bottling Corp.	2,006,957		—
*Jollibee Food Corp.	65,000		69,146
Metro Bank & Trust Co.	257,100		217,483
Philippine Long Distance Telephone Co.	95,200		5,116,460
Robinson’s Land Corp. Series B	183,100		46,494
SM Prime Holdings, Inc.	508,168		105,375
TOTAL PHILIPPINES			13,288,391
POLAND — (1.3%)
Asseco Poland SA	29,080		584,279
*Bank Handlowy w Warszawie SA	17,748		389,219
*Bank Pekao SA	163,030		8,750,507
*Bank Przemyslowo Handlowy BPH SA	2,029		48,398
*Bank Zackodni WBK SA	37,228		1,987,437
Browary Zywiec SA	13,634		2,291,069
*Getin Holdings SA	100,000		284,600
KGHM Polska Miedz SA	61,000		2,053,300
*Kredyt Bank SA	88,259		370,012
*Mondi Packaging Paper Swiecie SA	26,883		656,504
*PBG SA	5,605		436,581
*Polski Koncern Naftowy Orlen SA	267,237		2,781,598
Polskie Gornictwo Naftowe I Gazownictwo SA	718,661		875,101
Powszechna Kasa Oszczednosci Bank Polski SA	220,087		2,607,810
Telekomunikacja Polska SA	1,112,400		6,528,358
TVN SA	35,681		176,819
TOTAL POLAND			30,821,592
RUSSIA — (0.6%)
*Gazprom OAO Sponsored ADR	176,802		4,240,075
*Gazpromneft JSC Sponsored ADR	3,783		98,021
*Lukoil OAO Sponsored ADR	66,901		3,881,038
*Magnitogorsk Iron & Steel Works Sponsored GDR	7,844		74,105
*MMC Norilsk Nickel JSC ADR	62,016		814,674
*Novolipetsk Steel OJSC GDR	8,565		223,086
*Novorossiysk Sea Trade Port GDR	137		1,562
*Polymetal GDR	3,453		30,451
*Rosneft Oil Co. GDR	214,884		1,633,941
*RusHydro Sponsored ADR	58,025		206,569
*Severstal GDR	40,100		289,256
*Surgutneftegaz Sponsored ADR	88,866		784,306
*Tatneft Sponsored ADR	18,577		481,087
*TMK OAO GDR	10,067		181,859
*Uralkali Sponsored GDR	14,556		327,635
*VTB Bank OJSC GDR	83,338		331,709
TOTAL RUSSIA			13,599,374
SINGAPORE — (0.0%)
*Genting Singapore P.L.C.	672,420		513,710

33

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
SOUTH AFRICA — (8.2%)
ABSA Group, Ltd.	362,514	$	5,832,653
Adcock Ingram Holdings, Ltd.	5,100		34,703
African Bank Investments, Ltd.	318,206		1,228,688
African Rainbow Minerals, Ltd.	277,277		5,368,620
*Anglo American Platinum Corp., Ltd.	114,526		9,954,766
#AngloGold Ashanti, Ltd. Sponsored ADR	197,922		7,429,992
ArcelorMittal South Africa, Ltd.	330,893		4,452,959
*Aspen Pharmacare Holdings, Ltd.	37,154		313,129
Aveng, Ltd.	49,466		262,341
Barloworld, Ltd.	4,883		30,445
Bidvest Group, Ltd.	182,111		2,851,668
Data Tec, Ltd.	10,700		39,054
Discovery Holdings, Ltd.	391,199		1,531,869
Exxaro Resources, Ltd.	83,898		937,185
FirstRand, Ltd.	1,540,707		3,444,914
Freeworld Coatings, Ltd.	117,583		131,598
Gold Fields, Ltd. Sponsored ADR	425,086		5,419,846
Harmony Gold Mining Co., Ltd.	387,997		3,879,325
Harmony Gold Mining Co., Ltd. Sponsored ADR	389,769		3,882,099
Impala Platinum Holdings, Ltd.	478,692		10,402,919
Investec, Ltd.	118,615		877,719
Kumba Iron Ore, Ltd.	15,092		451,320
Liberty Holdings, Ltd.	209,134		1,808,161
Massmart Holdings, Ltd.	124,452		1,437,809
Mondi, Ltd.	11,693		65,843
MTN Group, Ltd.	1,659,950		24,715,390
Murray & Roberts Holdings, Ltd.	107,838		749,834
Naspers, Ltd. Series N	324,237		11,698,218
Nedbank Group, Ltd.	54,403		840,133
Network Healthcare Holdings, Ltd.	374,194		553,217
Pick’n Pay Stores, Ltd.	288,558		1,515,842
Pretoria Portland Cement Co., Ltd.	753,899		3,205,776
PSG Group, Ltd.	189,027		530,740
Sanlam, Ltd.	961,639		2,638,963
#Sasol, Ltd. Sponsored ADR	1,270,370		47,499,134
Shoprite Holdings, Ltd.	596,920		4,864,260
#Standard Bank Group, Ltd.	843,110		10,570,537
Steinhoff International Holdings, Ltd.	694,492		1,678,287
*Super Group, Ltd.	513,680		40,380
Telkom South Africa, Ltd.	521,362		2,921,082
Tiger Brands, Ltd.	76,245		1,511,714
Truworths International, Ltd.	138,004		790,579
*Vodacom Group Pty, Ltd.	521,362		3,615,051
TOTAL SOUTH AFRICA			192,008,762
SOUTH KOREA — (11.5%)
Amorepacific Corp.	3,527		2,434,041
Cheil Industrial, Inc.	20,690		771,898
#Daewoo Engineering & Construction Co., Ltd.	207,178		2,110,624
#Daewoo International Corp.	47,246		1,290,461
Daewoo Securities Co., Ltd.	103,195		1,567,960
#Daewoo Shipbuilding & Marine Engineering Co., Ltd.	142,290		1,871,598
#Doosan Heavy Industries & Construction Co., Ltd.	14,950		802,291
#Doosan Infracore Co., Ltd.	82,000		1,166,820
#Glovis Co., Ltd.	6,360		554,620
*GS Engineering & Construction Corp.	27,320		2,395,751
GS Holdings Corp.	42,945		1,063,760
Hana Financial Group, Inc.	112,261		3,329,396
Hankook Tire Manufacturing Co., Ltd.	84,420		1,613,639
#Hite Brewery Co., Ltd.	6,098		829,741
#*Hynix Semiconductor, Inc.	163,310		2,424,588

34

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
SOUTH KOREA — (Continued)
Hyundai Department Store Co., Ltd.	3,893	$	372,113
#Hyundai Development Co.	33,870		1,002,429
#Hyundai Heavy Industries Co., Ltd.	49,890		6,833,593
#Hyundai Merchant Marine Co., Ltd.	24,600		504,302
Hyundai Mobis	53,070		7,076,531
#Hyundai Motor Co., Ltd.	95,919		8,700,283
Hyundai Securities Co., Ltd.	18,410		209,021
Hyundai Steel Co.	58,560		3,720,090
*Industrial Bank of Korea, Ltd.	78,210		947,488
Kangwon Land, Inc.	150,410		2,009,728
*KB Financial Group, Inc.	139,085		6,689,974
#KCC Corp.	7,410		2,136,122
#*Kia Motors Corp.	225,130		3,343,977
*Korea Electric Power Corp.	295,290		8,367,346
Korea Exchange Bank	200,200		2,275,087
Korea Gas Corp.	35,793		1,510,254
Korea Investment Holdings Co., Ltd.	6,730		179,486
KT Corp.	195,930		6,386,780
KT&G Corp.	103,590		6,032,838
LG Chemical, Ltd.	32,392		5,582,128
#LG Corp.	129,413		7,331,661
*LG Display Co., Ltd. ADR	128,466		1,528,745
#LG Electronics, Inc.	88,910		8,265,115
#*LG Hausys, Ltd.	4,382		438,083
#LG Household & Healthcare Co., Ltd.	5,120		1,063,382
*LG Telecom, Ltd.	44,600		334,154
#Lotte Confectionary Co., Ltd.	315		316,777
*LS Industrial Systems Co., Ltd.	1,000		74,910
Macquarie Korea Infrastructure Fund	75,002		315,776
*Mirae Asset Securities Co., Ltd.	7,275		380,272
#*NCsoft Corp.	4,529		484,356
*OCI Co., Ltd.	780		137,033
POSCO	46,060		19,088,540
S1 Corp.	3,130		125,286
Samsung Card Co., Ltd.	23,720		939,781
Samsung Corp.	100,930		4,107,927
#Samsung Electro-Mechanics Co., Ltd.	37,767		3,140,135
#Samsung Electronics Co., Ltd.	97,139		58,451,752
*Samsung Electronics Co., Ltd. GDR	49,372		14,972,842
#*Samsung Engineering Co., Ltd.	6,628		586,001
Samsung Fire & Marine Insurance, Ltd.	35,022		6,376,598
#Samsung Heavy Industries Co., Ltd.	126,000		2,383,568
Samsung SDI Co., Ltd.	20,352		2,323,439
Samsung Securities Co., Ltd.	33,780		1,655,772
*Samsung Techwin Co., Ltd.	7,702		589,756
*Shinhan Financial Group Co., Ltd.	218,686		8,297,155
Shinhan Financial Group Co., Ltd. ADR	16,770		1,268,650
Shinsegae Co., Ltd.	12,596		5,438,180
#SK Co., Ltd.	21,194		1,681,277
SK Energy Co., Ltd.	51,889		4,765,922
SK Telecom Co., Ltd.	56,085		8,541,662
S-Oil Corp.	47,310		2,288,654
*STX Pan Ocean Co., Ltd.	30,480		277,740
Woongjin Coway Co., Ltd.	13,260		443,263
Woori Investment & Securities Co., Ltd.	67,386		847,114
Yuhan Corp.	776		124,983
TOTAL SOUTH KOREA			267,493,019
TAIWAN — (9.6%)
Acer, Inc.	2,802,239		6,605,262
Advanced Semiconductor Engineering, Inc.	2,990,899		2,357,252

35

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
TAIWAN — (Continued)
Advantech Co., Ltd.	73,609	$	131,013
Asia Cement Corp.	2,452,114		2,574,670
Asustek Computer, Inc.	2,968,206		5,451,570
AU Optronics Corp.	1,332,874		1,181,930
#AU Optronics Corp. Sponsored ADR	348,006		3,072,894
Catcher Co., Ltd.	191,430		463,409
*Cathay Financial Holdings Co., Ltd.	2,746,761		4,710,330
Chang Hwa Commercial Bank	1,962,000		853,660
Cheng Shin Rubber Industry Co., Ltd.	1,078,790		2,216,776
Cheng Uei Precision Industry Co., Ltd.	233,232		443,098
*Chi Mei Optoelectronic Corp.	1,814,000		904,977
Chicony Electronics Co., Ltd.	199,368		435,993
*China Development Financial Holding Corp.	3,970,000		1,034,191
China Steel Corp.	8,747,669		7,766,540
Chinatrust Financial Holdings Co., Ltd.	2,380,770		1,430,065
*Chungwa Picture Tubes Co., Ltd.	2,846,000		291,962
*Clevo Co.	471,643		588,614
Compal Electronics, Inc.	3,708,375		4,636,228
Delta Electronics Industrial Co., Ltd.	1,812,367		5,032,454
*E.Sun Financial Holding Co., Ltd.	1,125,790		438,224
Epistar Corp.	224,000		652,289
Eternal Chemical Co., Ltd.	254,520		235,853
*Evergreen International Storage & Transport Corp.	357,000		288,928
*Evergreen Marine Corp., Ltd.	481,869		243,377
Everlight Electronics Co., Ltd.	146,000		399,114
Far East Textile, Ltd.	4,292,007		5,061,208
*Far EasTone Telecommunications Co., Ltd.	446,000		501,795
Feng Hsin Iron & Steel Co., Ltd.	170,000		257,027
First Financial Holding Co., Ltd.	5,210,574		3,010,102
Formosa Chemicals & Fiber Co., Ltd.	4,748,445		8,848,806
Formosa International Hotels Corp.	35,200		439,195
Formosa Plastics Corp.	5,051,649		9,689,505
Formosa Taffeta Co., Ltd.	605,000		410,142
Foxconn Technology Co., Ltd.	684,791		2,281,263
*Fubon Financial Holding Co., Ltd.	5,940,052		6,591,267
Giant Manufacture Co., Ltd.	201,600		522,777
*HannStar Display Corp.	1,337,000		252,089
Hon Hai Precision Industry Co., Ltd.	4,590,177		17,978,933
Hotai Motor Co., Ltd.	387,000		899,036
HTC Corp.	527,200		5,235,375
Hua Nan Financial Holding Co., Ltd.	5,725,898		3,326,863
Innolux Display Corp.	1,748,940		2,303,546
Inventec Corp.	1,732,722		958,531
Kinsus Interconnect Technology Corp.	78,000		195,531
Largan Precision Co., Ltd.	43,860		502,322
Lee Chang Yung Chemical Industry Corp.	312,825		346,941
Lite-On Technology Corp.	506,520		667,118
Macronix International Co., Ltd.	1,794,825		909,789
Media Tek, Inc.	735,527		10,294,431
Mega Financial Holding Co., Ltd.	4,537,000		2,526,558
Mitac International Corp.	209,288		97,884
Nan Ya Plastic Corp.	7,084,565		11,269,977
Nan Ya Printed Circuit Board Corp.	200,940		625,293
*Polaris Securities Co., Ltd.	673,000		345,336
Pou Chen Corp.	2,007,342		1,376,278
President Chain Store Corp.	881,831		1,995,217
Shihlin Electric & Engineering Corp.	235,000		282,551
*Shin Kong Financial Holding Co., Ltd.	1,800,619		732,597
Siliconware Precision Industries Co., Ltd.	2,347,324		3,086,123
*SinoPac Holdings Co., Ltd.	2,807,000		1,036,665
Synnex Technology International Corp.	927,700		1,755,182

36

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
TAIWAN — (Continued)
*Taishin Financial Holdings Co., Ltd.	1,609,000	$	629,681
*Taiwan Business Bank	921,000		224,884
Taiwan Cement Corp.	2,415,895		2,478,577
Taiwan Cooperative Bank	2,997,634		1,768,718
Taiwan Fertilizer Co., Ltd.	133,000		412,896
Taiwan Glass Industrial Corp.	1,309,200		1,006,462
Taiwan Secom Co., Ltd.	150,000		229,289
Taiwan Semiconductor Manufacturing Co., Ltd.	22,386,808		40,609,637
*Tatung Co., Ltd.	1,058,000		233,017
Ton Yi Industrial Corp.	220,000		76,652
Transcend Information, Inc.	131,181		410,279
TSRC Corp.	368,000		428,664
Tung Ho Steel Enterprise Corp.	216,000		205,317
U-Ming Marine Transport Corp.	648,860		1,176,881
*Unimicron Technology Corp.	200,000		228,196
Uni-President Enterprises Corp.	3,496,347		3,901,188
*United Microelectronics Corp.	5,956,000		2,863,129
*Walsin Lihwa Corp.	2,278,539		738,384
*Wan Hai Lines Co., Ltd.	543,209		249,909
Wistron Corp.	1,251,699		2,095,430
WPG Holdings Co., Ltd.	201,000		274,992
Yang Ming Marine Transport Corp.	341,131		120,503
*Young Fast Optoelectronics Co., Ltd.	4,000		45,768
Yuanta Financial Holding Co., Ltd.	1,945,885		1,284,145
Yulon Motor Co., Ltd.	145,000		162,185
TOTAL TAIWAN			222,908,709
THAILAND — (1.4%)
Advance Info Service PCL (Foreign)	1,541,800		3,978,467
Bangkok Bank PCL (Foreign) NVDR	286,400		959,665
Bangkok Dusit Medical Services PCL (Foreign)	586,600		424,704
Bank of Ayudhya PCL (Foreign)	2,590,200		1,394,872
Banpu PCL (Foreign)	115,100		1,508,266
BEC World PCL (Foreign)	1,097,600		735,564
Bumrungrad Hospital PCL (Foreign)	297,000		248,796
C.P. ALL PCL (Foreign)	2,436,200		1,384,826
Charoen Pokphand Foods PCL (Foreign)	4,181,300		1,207,167
Delta Electronics (Thailand) PCL (Foreign)	622,510		322,197
Electricity Generating PCL (Foreign) NVDR	60,000		134,630
Glow Energy PCL (Foreign)	119,000		113,927
IRPC PCL (Foreign)	4,240,300		487,143
Kasikornbank PCL (Foreign)	1,612,200		3,955,135
Krung Thai Bank PCL (Foreign)	7,726,870		2,034,299
Land & Houses PCL (Foreign) NVDR	790,000		133,538
PTT Aromatics & Refining PCL (Foreign)	1,287,137		820,225
PTT Chemical PCL (Foreign)	1,037,460		1,939,903
PTT Exploration & Production PCL (Foreign)	592,000		2,568,138
PTT PCL (Foreign)	218,400		1,568,168
Ratchaburi Electricity Generating Holding PCL (Foreign)	864,300		956,742
Siam Cement PCL (Foreign) (The)	117,100		732,203
Siam Cement PCL (Foreign) NVDR (The)	41,600		253,894
Siam City Bank PCL (Foreign)	833,100		590,710
Siam City Cement PCL (Foreign)	156,413		1,034,174
Siam Commercial Bank PCL (Foreign)	1,001,366		2,314,301
Siam Makro PCL (Foreign)	112,500		268,418
Thai Oil PCL (Foreign)	196,000		241,885
*TMB Bank PCL (Foreign)	3,780,000		124,398
TOTAL THAILAND			32,436,355
TURKEY — (2.0%)
Akbank T.A.S.	1,190,899		6,432,963

37

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
TURKEY — (Continued)
Aksigorta A.S.	97,752	$	295,221
Anadolu Efes Biracilik ve Malt Sanayi A.S.	385,869		4,408,477
*Asya Katilim Bankasi A.S.	151,578		313,514
Aygaz A.S.	—		1
BIM BirlesikMagazalar A.S.	17,544		636,076
*Dogan Sirketler Grubu Holding A.S.	1,908,886		1,255,854
*Dogan Yayin Holding A.S.	3		2
Enka Insaat ve Sanayi A.S.	385,612		1,556,083
*Eregli Demir ve Celik Fabrikalari Turk A.S.	874,563		2,374,127
Ford Otomotiv Sanayi A.S.	114,792		721,907
*Koc Holding A.S. Series B	1,063,963		2,710,397
*TAV Havalimanlari Holding A.S.	48,000		131,261
Tofas Turk Otomobil Fabrikasi A.S.	1		2
Tupras-Turkiye Petrol Rafinerileri A.S.	216,078		3,711,354
*Turk Ekonomi Bankasi A.S.	—		—
*Turk Hava Yollari A.S.	131,400		366,838
*Turk Sise ve Cam Fabrikalari A.S.	531,423		557,699
Turkcell Iletisim Hizmetleri A.S.	240,093		1,588,542
Turkiye Garanti Bankasi A.S.	2,842,585		10,322,968
Turkiye Halk Bankasi A.S.	139,950		837,551
Turkiye Is Bankasi A.S.	1,429,127		5,412,568
*Turkiye Vakiflar Bankasi T.A.O.	385,861		935,743
*Yapi ve Kredi Bankasi A.S.	1,249,137		2,568,272
TOTAL TURKEY			47,137,420
TOTAL COMMON STOCKS			1,933,558,736
PREFERRED STOCKS — (7.1%)
BRAZIL — (7.1%)
*Aracruz Celulose SA Series B	102,635		191,683
Banco Bradesco SA	1,309,200		25,610,259
Brasil Telecom Participacoes SA	222,326		2,246,482
Brasil Telecom Participacoes SA ADR	9,465		476,373
Brasil Telecom SA	234,762		2,000,328
*Braskem SA Preferred A Sponsored ADR	39,323		515,918
#Cia Vale do Rio Doce	302,400		6,985,440
#Companhia Brasileira de Distribuicao Grupo Pao de Acucar Sponsored ADR	81,000		4,899,690
Companhia de Bebidas das Americas	83		7,536
#Companhia de Bebidas das Americas Preferred ADR	151,600		13,656,128
Companhia Energetica de Minas Gerais SA	409,748		6,431,380
#Companhia Energetica de Minas Gerais SA Sponsored ADR	25,925		409,356
Empresa Nasional de Comercio Redito e Participacoes SA	480		4,223
Gerdau SA	756,268		11,398,113
Itau Unibanco Holding SA	1,765,755		33,589,042
Net Servicos de Comunicacao SA Preferred ADR	197,391		2,425,935
Tele Norte Leste Participacoes SA	180,034		3,423,671
#Tele Norte Leste Participacoes SA ADR	127,600		2,432,056
Telecomunicacoes de Sao Paulo SA	96,700		2,397,189
Telemar Norte Leste SA	37,912		1,193,143
Ultrapar Participacoes SA Sponsored ADR	113,254		4,992,236
Usinas Siderurgicas de Minas Gerais SA Series A	193,962		5,064,857
Vale SA Series A	1,412,691		31,796,775
Vale SA Series B	81,160		—
Vivo Participacoes SA	134,958		3,285,081
*Votorantim Celulose e Papel SA Sponsored ADR	18,181		249,805
TOTAL BRAZIL			165,682,699
TOTAL PREFERRED STOCKS			165,682,699

38

THE EMERGING MARKETS SERIES

CONTINUED

	Shares		Value††
RIGHTS/WARRANTS — (0.0%)
SOUTH AFRICA — (0.0%)
*Super Group, Ltd. Rights 11/20/09		2,106,088		40,450
TAIWAN — (0.0%)
*Shin Kong Financial Holding Co., Ltd. Rights 12/07/09		92,039		8,490
TOTAL RIGHTS/WARRANTS				48,940
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $310,000 FNMA 6.50%, 06/25/39, valued at $326,275) to be repurchased at $317,005	$	317		317,000
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.0%)
§@DFA Short Term Investment Fund LP		226,669,881		226,669,881
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized byvarious corporate obligations, ranging in par value from $4,247,617 to $16,429,280,rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39,valued at $6,420,547) to be repurchased at $6,294,691	$	6,295		6,294,654
TOTAL SECURITIES LENDING COLLATERAL				232,964,535
TOTAL INVESTMENTS — (100.0%) (Cost $1,297,590,646)			$	2,332,571,910

See accompanying Notes to Financial Statements.

39

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

SCHEDULE OF INVESTMENTS

October 31, 2009

	Shares	Value†
COMMON STOCKS — (91.3%)
Consumer Discretionary — (16.9%)
*4Kids Entertainment, Inc.	200	$	360
#*99 Cents Only Stores	12,430		141,329
*AC Moore Arts & Crafts, Inc.	25,417		121,493
Acme United Corp.	1,030		8,652
*Aldila, Inc.	6,471		19,154
*Alloy, Inc.	16,956		111,570
American Greetings Corp. Class A	73,700		1,499,058
*America’s Car-Mart, Inc.	2,770		57,422
Ameristar Casinos, Inc.	200		2,944
*AnnTaylor Stores Corp.	14,100		182,877
#*Arctic Cat, Inc.	19,566		116,222
*Asbury Automotive Group, Inc.	49,069		477,932
*Ascent Media Corp.	162		2,823
*Atrinsic, Inc.	948		939
*Audiovox Corp. Class A	23,289		150,447
#*AutoNation, Inc.	305,400		5,265,096
*Ballantyne Strong, Inc.	8,032		27,309
#Barnes & Noble, Inc.	38,682		642,508
*Beasley Broadcast Group, Inc.	9,802		33,425
#*Beazer Homes USA, Inc.	9,300		40,827
bebe stores, inc.	1,900		11,894
*Benihana, Inc.	3,200		19,648
*Bluegreen Corp.	14,675		42,117
Blyth, Inc.	4,825		170,950
Bob Evans Farms, Inc.	52,387		1,376,206
#*Bon-Ton Stores, Inc. (The)	14,849		137,353
Books-A-Million, Inc.	21,400		185,324
*Boyd Gaming Corp.	20,700		152,352
#*Brookfield Homes Corp.	39,865		224,440
Brown Shoe Co., Inc.	74,175		769,195
*Brunswick Corp.	112,200		1,063,656
*Build-A-Bear-Workshop, Inc.	25,190		130,484
#*Cabela’s, Inc.	109,175		1,372,330
*Cache, Inc.	9,000		43,290
#*California Coastal Communities, Inc.	3,309		2,780
#Callaway Golf Co.	91,170		623,603
*Canterbury Park Holding Corp.	2,755		19,313
*Caribou Coffee Co., Inc.	3,840		31,450
*Carmike Cinemas, Inc.	9,095		89,404
Carnival Corp.	688,708		20,055,177
*Carriage Services, Inc.	19,056		72,413
*Cavco Industries, Inc.	9,633		292,843
CBS Corp.	16,200		191,160
CBS Corp. Class B	483,866		5,695,103
#*Charming Shoppes, Inc.	26,798		121,395
#*Chico’s FAS, Inc.	190,700		2,278,865
Christopher & Banks Corp.	56,231		342,447
*Churchill Downs, Inc.	3,137		98,439
Cinemark Holdings, Inc.	82,874		960,510
*Coldwater Creek, Inc.	1,100		6,325
#*Collective Brands, Inc.	59,190		1,097,975
Comcast Corp. Class A	3,570,978		51,779,181
Comcast Corp. Special Class A	1,432,185		20,079,234
*Concord Camera Corp.	—		1
#*Conn’s, Inc.	21,820		137,684
#Cooper Tire & Rubber Co.	147,627		2,252,788
#*Core-Mark Holding Co., Inc.	24,894		681,349
*Craftmade International, Inc.	2,799		7,389

40

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
CSS Industries, Inc.	16,792	$	340,878
*Culp, Inc.	21,913		126,438
*Cybex International, Inc.	29,933		41,008
#D.R. Horton, Inc.	121,320		1,329,667
*dELiA*s, Inc.	22,143		46,943
*Delta Apparel, Inc.	6,832		60,395
*Destination Maternity Corp.	11,725		235,086
#Dillard’s, Inc.	120,300		1,638,486
*DineEquity, Inc.	49,683		1,051,292
#*Discovery Communications, Inc. (25470F104)	40,480		1,113,200
#*Discovery Communications, Inc. (25470F203)	3,937		108,012
*Discovery Communications, Inc. (25470F302)	163,880		3,936,398
#Disney (Walt) Co.	1,135,556		31,080,168
*Dixie Group, Inc.	11,800		34,220
*Dorman Products, Inc.	12,347		180,513
Dover Motorsports, Inc.	15,200		21,128
#*Drew Industries, Inc.	57,500		1,100,550
#*DSW, Inc.	2,000		38,400
*Duckwall-ALCO Stores, Inc.	700		12,110
Educational Development Corp.	2,100		11,025
#Ethan Allen Interiors, Inc.	20,300		252,938
*Exide Technologies	12,623		77,253
#*Federal Mogul Corp.	6,900		76,935
Finish Line, Inc. Class A	99,209		1,005,979
*Fisher Communications, Inc.	15,023		292,798
*Flanigan’s Enterprises, Inc.	865		4,931
Flexsteel Industries, Inc.	1,719		13,872
Foot Locker, Inc.	177,119		1,856,207
Fortune Brands, Inc.	149,626		5,827,933
FortuNet, Inc.	900		1,224
*Franklin Electronic Publishers, Inc.	4,850		11,931
Fred’s, Inc.	41,937		496,534
Frisch’s Restaurants, Inc.	600		14,070
*Full House Resorts, Inc.	700		1,680
*Furniture Brands International, Inc.	71,463		303,718
*GameTech International, Inc.	5,360		7,129
*Gaming Partners International Corp.	500		2,255
*Gander Mountain Co.	42,828		213,712
Gannett Co., Inc.	31,300		307,366
#*Gaylord Entertainment Co.	28,382		426,581
*Genesco, Inc.	51,445		1,341,171
*G-III Apparel Group, Ltd.	19,700		315,397
*Great Wolf Resorts, Inc.	34,400		114,896
*Group 1 Automotive, Inc.	63,000		1,601,460
Harte-Hanks, Inc.	6,300		73,962
*Hastings Entertainment, Inc.	1,572		6,744
*Haverty Furniture Cos., Inc.	38,589		467,313
*Heelys, Inc.	24,120		53,546
*Helen of Troy, Ltd.	64,389		1,470,645
*Hollywood Media Corp.	28,505		42,758
Hooker Furniture Corp.	4,341		55,608
#*Hot Topic, Inc.	1,540		11,858
*HSN, Inc.	60,525		904,244
*Iconix Brand Group, Inc.	95,450		1,112,947
*Isle of Capri Casinos, Inc.	15,000		116,250
*J. Alexander’s Corp.	9,296		39,415
#J.C. Penney Co., Inc.	214,499		7,106,352
*JAKKS Pacific, Inc.	15,024		213,792
Jarden Corp.	108,050		2,959,490
*Jo-Ann Stores, Inc.	45,950		1,223,189
Johnson Controls, Inc.	3,600		86,112

41

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
*Johnson Outdoors, Inc.	12,128	$	106,120
Jones Apparel Group, Inc.	35,815		640,730
*Kenneth Cole Productions, Inc. Class A	10,174		96,755
*Kid Brands, Inc.	24,676		122,640
KSW, Inc.	446		1,534
#*K-Swiss, Inc. Class A	11,908		97,169
Lacrosse Footwear, Inc.	495		5,811
*Lakeland Industries, Inc.	11,757		86,532
*Lakes Entertainment, Inc.	23,964		58,951
*Landry’s Restaurants, Inc.	23,900		260,510
•*Lazare Kaplan International, Inc.	12,780		31,950
Lennar Corp. Class A	160,100		2,017,260
#*Liberty Global, Inc. Class A	68,111		1,398,319
#*Liberty Global, Inc. Series C	64,637		1,330,229
*Liberty Media Corp. Capital Class A	217,289		4,495,709
*Liberty Media Corp. Capital Class B	6,066		125,809
*Liberty Media Corp. Entertainment Class A	578,364		17,825,178
*Liberty Media Corp. Entertainment Class B	17,188		547,610
*Liberty Media Corp. Interactive Class A	882,463		10,007,130
*Liberty Media Corp. Interactive Class B	35,506		401,573
#*Life Time Fitness, Inc.	10,700		230,585
*Lifetime Brands, Inc.	13,658		82,904
*Lithia Motors, Inc.	37,982		316,770
*Live Nation, Inc.	130,962	��	872,207
#*Liz Claiborne, Inc.	22,114		126,934
*Lodgian, Inc.	21,628		38,065
*Luby’s, Inc.	46,323		165,373
*M/I Homes, Inc.	37,930		423,678
*Mac-Gray Corp.	13,247		107,698
Macy’s, Inc.	391,800		6,883,926
Marcus Corp.	9,332		109,184
*MarineMax, Inc.	16,594		113,005
*McCormick & Schmick’s Seafood Restaurants, Inc.	15,712		94,586
*Media General, Inc.	20,200		167,458
Men’s Wearhouse, Inc. (The)	82,560		1,912,915
Meredith Corp.	58,650		1,587,069
*Meritage Homes Corp.	56,983		1,039,370
*Modine Manufacturing Co.	42,200		434,660
#*Mohawk Industries, Inc.	98,740		4,229,034
*Morton’s Restaurant Group, Inc.	16,226		60,685
*Movado Group, Inc.	30,500		319,640
*MTR Gaming Group, Inc.	35,575		77,198
*Multimedia Games, Inc.	34,039		167,131
*Nautilus, Inc.	24,965		44,687
*New Frontier Media, Inc.	22,735		44,106
*New York & Co., Inc.	34,900		153,560
News Corp. Class A	1,864,745		21,481,862
#News Corp. Class B	855,872		11,639,859
*O’Charleys, Inc.	28,308		198,439
*Office Depot, Inc.	233,937		1,415,319
*OfficeMax, Inc.	5,000		57,150
*Orbitz Worldwide, Inc.	41,101		214,958
#*Orient-Express Hotels, Ltd.	2,500		21,500
#*Orleans Homebuilders, Inc.	21,771		47,461
#*Outdoor Channel Holdings, Inc.	42,955		297,249
Oxford Industries, Inc.	34,709		671,619
*Palm Harbor Homes, Inc.	2,600		5,746
#*Penske Automotive Group, Inc.	87,002		1,362,451
Pep Boys - Manny, Moe & Jack (The)	81,600		715,632
*Perry Ellis International, Inc.	28,161		384,961
Phillips-Van Heusen Corp.	84,340		3,386,251

42

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
*Pinnacle Entertainment, Inc.	94,530	$	798,778
*Pomeroy IT Solutions, Inc.	10,282		66,730
#*Pulte Homes, Inc.	95,570		861,086
*Quiksilver, Inc.	124,972		248,694
*RC2 Corp.	6,724		87,815
*Red Lion Hotels Corp.	28,076		133,923
*Red Robin Gourmet Burgers, Inc.	41,775		698,060
#Regis Corp.	55,200		896,448
#*Rent-A-Center, Inc.	40,770		748,537
*Retail Ventures, Inc.	80,824		518,082
*Rex Stores Corp.	4,050		50,018
RG Barry Corp.	700		5,992
*Rick’s Cabaret International, Inc.	5,300		38,743
#*Rocky Brands, Inc.	9,337		77,590
#*Royal Caribbean Cruises, Ltd.	322,500		6,524,175
*Rubio’s Restaurants, Inc.	12,912		94,128
*Ruby Tuesday, Inc.	11,600		77,256
*Saga Communications, Inc.	6,520		83,130
*Saks, Inc.	400		2,244
*Salem Communications Corp.	731		2,244
Scholastic Corp.	38,300		952,521
#*Sears Holdings Corp.	137,330		9,319,214
Service Corp. International	260,071		1,786,688
*Shiloh Industries, Inc.	25,710		115,695
*Shoe Carnival, Inc.	31,193		468,207
*Sinclair Broadcast Group, Inc. Class A	99,274		391,140
*Skechers U.S.A., Inc. Class A	49,610		1,082,490
Skyline Corp.	5,123		89,601
Spartan Motors, Inc.	10,400		51,896
Speedway Motorsports, Inc.	71,417		966,986
*Sport Chalet, Inc. Class A	875		1,461
*Sport Chalet, Inc. Class B	400		1,360
Sport Supply Group, Inc.	22,269		229,816
Stage Stores, Inc.	60,550		714,490
*Standard Motor Products, Inc.	23,500		196,460
*Standard Pacific Corp.	19,894		59,682
*Stanley Furniture, Inc.	12,564		98,753
#*Steak n Shake Co. (The)	68,906		802,755
*Steinway Musical Instruments, Inc.	6,246		73,203
Stewart Enterprises, Inc.	27,202		124,585
*Stoneridge, Inc.	17,667		129,852
*Strattec Security Corp.	5,656		79,184
Superior Industries International, Inc.	38,400		509,952
*Syms Corp.	5,500		38,665
#*Systemax, Inc.	7,773		104,780
*Tandy Brands Accessories, Inc.	10,432		41,206
*Tandy Leather Factory, Inc.	500		1,645
*Timberland Co. Class A	3,300		53,394
Time Warner Cable, Inc.	693,942		27,369,072
Time Warner, Inc.	1,534,860		46,229,983
#*Toll Brothers, Inc.	238,999		4,139,463
*Trans World Entertainment Corp.	5,781		7,978
*TRW Automotive Holdings Corp.	153,112		2,396,203
*Tuesday Morning Corp.	100		323
*Tween Brands, Inc.	1,700		14,416
*Unifi, Inc.	163,482		454,480
UniFirst Corp.	14,720		619,712
#*Vail Resorts, Inc.	8,370		288,263
*Valassis Communications, Inc.	12,367		225,450
Washington Post Co.	4,880		2,108,160
#*West Marine, Inc.	22,463		171,168

43

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#Whirlpool Corp.	88,001	$	6,299,992
Williams-Sonoma, Inc.	11,805		221,698
*WPT Enterprises, Inc.	1,185		1,315
Wyndham Worldwide Corp.	240,716		4,104,208
*Zale Corp.	72,940		345,006
Total Consumer Discretionary			421,393,214
Consumer Staples — (4.8%)
Andersons, Inc. (The)	9,100		282,373
Archer-Daniels-Midland Co.	487,589		14,686,181
B&G Foods, Inc.	62,773		490,257
Bunge, Ltd.	71,000		4,051,260
*Cagle’s, Inc. Class A	600		2,400
CCA Industries, Inc.	7,023		31,884
*Central European Distribution Corp.	2,400		74,664
*Central Garden & Pet Co.	37,832		375,293
*Central Garden & Pet Co. Class A	15,054		142,411
*Chiquita Brands International, Inc.	70,190		1,136,376
*Constellation Brands, Inc. Class A	91,650		1,449,903
#*Constellation Brands, Inc. Class B	12,715		204,076
Corn Products International, Inc.	63,717		1,795,545
*Craft Brewers Alliance, Inc.	2,446		8,096
CVS Caremark Corp.	866,755		30,596,452
Del Monte Foods Co.	342,870		3,702,996
*Dr Pepper Snapple Group, Inc.	77,894		2,123,390
*Elizabeth Arden, Inc.	2,400		25,560
Farmer Brothers Co.	23,593		445,908
#*Great Atlantic & Pacific Tea Co.	10,300		102,073
Griffin Land & Nurseries, Inc. Class A	1,500		44,535
#*Hain Celestial Group, Inc.	63,205		1,108,616
*HQ Sustainable Maritime Industries, Inc.	10,070		76,230
Imperial Sugar Co.	14,662		183,128
Ingles Markets, Inc.	5,338		82,098
Inter Parfums, Inc.	3,525		43,287
J.M. Smucker Co.	31,800		1,676,814
#Kraft Foods, Inc.	1,077,208		29,644,764
Mannatech, Inc.	14,038		47,729
*MGP Ingredients, Inc.	7,362		31,951
Molson Coors Brewing Co.	190,750		9,341,028
Molson Coors Brewing Co. Class A	1,908		92,624
*NBTY, Inc.	70,000		2,548,700
*Nutraceutical International Corp.	20,022		217,839
*Omega Protein Corp.	34,625		144,040
*Pantry, Inc.	14,500		204,595
*Parlux Fragrances, Inc.	556		1,073
*PC Group, Inc.	3,618		1,809
*Physicians Formula Holdings, Inc.	947		2,074
*Prestige Brands Holdings, Inc.	116,810		789,636
#*Ralcorp Holdings, Inc.	15,700		843,090
Safeway, Inc.	81,400		1,817,662
*Sanfilippo (John B.) & Son, Inc.	9,100		124,852
*Seneca Foods Corp. Class B	300		8,505
#*Smart Balance, Inc.	28,450		150,216
#*Smithfield Foods, Inc.	154,673		2,063,338
#SUPERVALU, Inc.	18,300		290,421
*Susser Holdings Corp.	9,700		115,333
Tasty Baking Co.	10,988		70,433
#Tyson Foods, Inc. Class A	405,030		5,070,976
Universal Corp.	11,590		482,028
#*Winn-Dixie Stores, Inc.	92,300		1,023,607

44

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Staples — (Continued)
*Zapata Corp.	3,064	$	20,927
Total Consumer Staples			120,091,056
Energy — (12.8%)
*Adams Resources & Energy, Inc.	6,758		153,407
*Allis-Chalmers Energy, Inc.	58,826		204,714
#Alon USA Energy, Inc.	36,500		306,600
Anadarko Petroleum Corp.	845,068		51,489,993
Apache Corp.	185,830		17,490,320
*Atlas Energy, Inc.	6,800		178,024
*Barnwell Industries, Inc.	5,190		23,615
*Basic Energy Services, Inc.	58,596		410,172
Berry Petroleum Corp. Class A	7,074		179,397
*Bill Barrett Corp.	6,540		202,609
BJ Services Co.	158,482		3,042,854
#*Brigham Exploration Co.	37,193		353,334
*Bristow Group, Inc.	40,500		1,180,575
*Bronco Drilling Co., Inc.	26,439		167,094
Cabot Oil & Gas Corp.	15,905		611,865
*Cal Dive International, Inc.	53,900		413,952
#*Carrizo Oil & Gas, Inc.	4,500		104,310
#Chesapeake Energy Corp.	618,000		15,141,000
Chevron Corp.	9,400		719,476
Cimarex Energy Co.	105,300		4,123,548
*Complete Production Services, Inc.	57,027		543,467
ConocoPhillips	1,496,850		75,111,933
*CREDO Petroleum Corp.	700		6,818
*CVR Energy, Inc.	8,500		89,420
Delek US Holdings, Inc.	68,089		459,601
Devon Energy Corp.	120,755		7,814,056
*Double Eagle Petroleum Co.	3,969		18,773
*Encore Acquisition Co.	44,278		1,641,385
#ENSCO International, Inc.	59,067		2,704,678
#*Exterran Holdings, Inc.	62,389		1,274,607
#General Maritime Corp.	6,600		45,474
*Geokinetics, Inc.	12,504		201,064
*GeoMet, Inc.	64,409		121,089
*GeoResources, Inc.	300		3,327
*Global Industries, Ltd.	15,300		111,537
#*GulfMark Offshore, Inc.	37,045		1,025,035
*Harvest Natural Resources, Inc.	27,900		153,171
#*Helix Energy Solutions Group, Inc.	17,000		233,410
Helmerich & Payne, Inc.	64,234		2,442,177
*Hercules Offshore, Inc.	94,700		485,811
Hess Corp.	73,197		4,006,804
*HKN, Inc.	17,831		58,842
#Holly Corp.	8,300		240,783
*Hornbeck Offshore Services, Inc.	9,800		238,238
#*International Coal Group, Inc.	2,500		10,225
*Key Energy Services, Inc.	16,700		122,077
Lufkin Industries, Inc.	600		34,230
Marathon Oil Corp.	856,737		27,389,882
*Mitcham Industries, Inc.	5,676		41,151
#*Nabors Industries, Ltd.	83,107		1,731,119
*National-Oilwell, Inc.	239,591		9,820,835
*Natural Gas Services Group, Inc.	15,260		257,436
*Newfield Exploration Co.	148,740		6,101,315
*Newpark Resources, Inc.	89,420		269,154
Noble Energy, Inc.	138,742		9,105,637
*Oil States International, Inc.	39,000		1,343,160
*OMNI Energy Services Corp.	1,000		1,420

45

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Energy — (Continued)
Overseas Shipholding Group, Inc.	31,009	$	1,217,103
*OYO Geospace Corp.	2,501		65,651
*Parker Drilling Co.	87,100		452,920
#*Patriot Coal Corp.	13,500		152,550
Patterson-UTI Energy, Inc.	111,625		1,739,118
*Petroleum Development Corp.	4,070		67,969
*PHI, Inc. Non-Voting	23,117		397,150
*PHI, Inc. Voting	200		3,620
*Pioneer Drilling Co.	62,027		414,961
Pioneer Natural Resources Co.	164,693		6,770,529
*Plains Exploration & Production Co.	162,430		4,304,395
#*Pride International, Inc.	64,020		1,892,431
*Rosetta Resources, Inc.	79,112		1,070,385
Rowan Cos., Inc.	44,876		1,043,367
#*SEACOR Holdings, Inc.	36,653		2,978,789
#*Seahawk Drilling, Inc.	4,268		115,236
#Smith International, Inc.	56,185		1,558,010
Southern Union Co.	—		—
*Stone Energy Corp.	44,236		678,138
Sunoco, Inc.	70,498		2,171,338
*Swift Energy Corp.	32,130		680,513
*T-3 Energy Services, Inc.	1,100		22,022
#Tesoro Petroleum Corp.	122,780		1,736,109
*Tetra Technologies, Inc.	13,000		122,980
*TGC Industries, Inc.	787		3,423
Tidewater, Inc.	22,100		920,907
*Toreador Resources Corp.	9,565		81,589
*Trico Marine Services, Inc.	32,915		200,782
*Union Drilling, Inc.	31,871		243,494
#*Unit Corp.	57,000		2,227,560
#*USEC, Inc.	163,200		629,952
Valero Energy Corp.	714,360		12,929,916
#*Western Refining, Inc.	55,400		310,794
*Whiting Petroleum Corp.	69,755		3,934,182
#*Willbros Group, Inc.	3,700		48,618
XTO Energy, Inc.	397,536		16,521,596
Total Energy			319,464,097
Financials — (27.6%)
1st Source Corp.	47,839		708,974
21st Century Holding Co.	19,667		90,272
Abington Bancorp, Inc.	68,562		470,335
Access National Corp.	600		3,636
*Affirmative Insurance Holdings, Inc.	12,124		48,496
*Allegheny Corp.	14,836		3,709,000
Alliance Bancorp, Inc. of Pennsylvania	700		6,024
Allstate Corp.	501,660		14,834,086
*Altisource Portfolio Solutions SA	700		10,675
#American Capital, Ltd.	84,768		227,178
*American Equity Investment Life Holding Co.	88,700		582,759
American Financial Group, Inc.	199,200		4,900,320
*American Independence Corp.	866		3,810
American National Insurance Co.	48,061		4,012,613
*American Safety Insurance Holdings, Ltd.	11,675		173,024
#*AmeriCredit Corp.	224,750		3,966,838
Ameriprise Financial, Inc.	148,012		5,131,576
Ameris Bancorp	35,719		210,385
*AMERISAFE, Inc.	18,913		350,647
*AmeriServe Financial, Inc.	33,075		57,881
*Arch Capital Group, Ltd.	2,438		164,248
*Argo Group International Holdings, Ltd.	34,700		1,178,412

46

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Aspen Insurance Holdings, Ltd.	89,116	$	2,299,193
#*Asset Acceptance Capital Corp.	6,790		49,363
Associated Banc-Corp.	105,623		1,353,031
#Assured Guaranty, Ltd.	152,510		2,528,616
ASTA Funding, Inc.	4,938		32,245
Atlantic Coast Federal Corp.	4,355		6,315
*Atlantic Southern Financial Group, Inc.	390		679
*Avatar Holdings, Inc.	21,050		343,115
Axis Capital Holdings, Ltd.	14,900		430,461
#*B of I Holding, Inc.	13,154		109,704
Baldwin & Lyons, Inc.	300		6,861
Baldwin & Lyons, Inc. Class B	8,413		191,901
Bancorp Rhode Island, Inc.	1,300		33,176
*Bancorp, Inc.	21,975		112,073
#BancTrust Financial Group, Inc.	34,553		110,915
Bank Mutual Corp.	51,800		363,636
Bank of America Corp.	4,536,955		66,148,804
*Bank of Florida Corp.	23,074		33,688
*Bank of Granite Corp.	24,999		12,999
Bank of New York Mellon Corp.	15,200		405,232
*BankAtlantic Bancorp, Inc.	45,976		67,585
BankFinancial Corp.	43,669		412,235
#Banner Corp.	13,022		39,978
Bar Harbor Bankshares	2,200		62,480
BB&T Corp.	238,480		5,702,057
*Beach First National Bancshares, Inc.	7,596		9,039
Berkshire Hills Bancorp, Inc.	22,974		472,116
#BlackRock, Inc.	11,600		2,511,284
Boston Private Financial Holdings, Inc.	94,618		562,977
Brookline Bancorp, Inc.	60,704		594,292
Cadence Financial Corp.	27,481		45,344
Capital City Bank Group, Inc.	14,196		166,661
Capital One Financial Corp.	401,285		14,687,031
Capital Southwest Corp.	7,359		546,479
CapitalSource, Inc.	9,700		34,532
#*Capitol Bancorp, Ltd.	30,014		67,532
Cardinal Financial Corp.	26,257		213,995
#Carver Bancorp, Inc.	600		4,170
Cascade Financial Corp.	10,277		20,348
Cathay General Bancorp	50,900		449,447
Center Bancorp, Inc.	1,346		10,472
*Center Financial Corp.	40,776		171,667
CenterState Banks of Florida, Inc.	400		3,012
*Central Jersey Bancorp	8,049		39,038
#*Central Pacific Financial Corp.	9,380		13,226
Centrue Financial Corp.	1,000		1,980
Century Bancorp, Inc. Class A	1,206		29,342
CFS Bancorp, Inc.	14,148		66,496
Chemical Financial Corp.	33,175		728,191
*Chicopee Bancorp, Inc.	1,000		12,580
Chubb Corp.	390,477		18,945,944
Cincinnati Financial Corp.	230,743		5,851,642
#*CIT Group, Inc.	25,600		18,432
Citigroup, Inc.	3,545,800		14,502,322
Citizens Community Bancorp, Inc.	10,355		41,731
Citizens South Banking Corp.	1,842		11,126
City National Corp.	37,300		1,405,091
CME Group, Inc.	67,810		20,519,984
#*CNA Financial Corp.	313,566		6,826,332
*CNA Surety Corp.	59,978		867,282
CoBiz Financial, Inc.	37,574		179,228

47

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Codorus Valley Bancorp, Inc.	115	$	679
Colony Bankcorp, Inc.	300		1,635
Columbia Banking System, Inc.	49,127		722,167
#Comerica, Inc.	195,322		5,420,186
Commonwealth Bankshares, Inc.	1,300		5,720
Community Bank System, Inc.	1,686		31,376
*Community West Bancshares	400		1,098
Compass Diversified Holdings	22,392		229,070
#*CompuCredit Holdings Corp.	89,574		293,803
#*Conseco, Inc.	60		313
*Cowen Group, Inc.	4,400		33,220
*Crescent Financial Corp.	19,040		77,493
#CVB Financial Corp.	2,102		16,837
Danvers Bancorp, Inc.	3,600		49,428
*Dearborn Bancorp, Inc.	4,983		2,442
Delphi Financial Group, Inc. Class A	68,878		1,494,653
Discover Financial Services	719,953		10,180,135
Donegal Group, Inc. Class A	39,155		571,663
Donegal Group, Inc. Class B	300		5,253
#*Doral Financial Corp.	11,332		32,183
East West Bancorp, Inc.	100,365		906,296
Eastern Insurance Holdings, Inc.	23,777		167,866
Eastern Virginia Bankshares, Inc.	300		2,187
EMC Insurance Group, Inc.	20,727		426,562
*Encore Bancshares, Inc.	5,200		40,040
*Encore Capital Group, Inc.	38,372		574,429
Endurance Specialty Holdings, Ltd.	76,288		2,745,605
*Enstar Group, Ltd.	900		54,900
Enterprise Bancorp, Inc.	600		6,402
Enterprise Financial Services Corp.	18,728		159,750
ESB Financial Corp.	1,000		11,660
ESSA Bancorp, Inc.	21,670		259,390
Evans Bancorp, Inc.	400		5,008
Everest Re Group, Ltd.	22,900		2,003,521
F.N.B. Corp.	135,507		959,390
Farmers Capital Bank Corp.	1,900		21,128
FBL Financial Group, Inc. Class A	40,435		814,765
Federal Agricultural Mortgage Corp.	4,457		35,790
Federal Agricultural Mortgage Corp. Class A	177		1,066
Fidelity Bancorp, Inc.	400		2,370
Fidelity National Financial, Inc.	246,259		3,341,735
*Fidelity Southern Corp.	6,391		24,860
Fifth Third Bancorp	911,741		8,150,965
Financial Institutions, Inc.	6,350		67,056
*First Acceptance Corp.	39,006		85,813
First American Corp.	155,240		4,717,744
#First Bancorp (318672102)	106,576		201,429
First Bancorp (318910106)	12,302		166,815
*First Bancshares, Inc. (318687100)	400		3,520
*First Bancshares, Inc. (318916103)	300		2,190
First Busey Corp.	63,046		243,988
First Business Financial Services, Inc.	300		2,787
First Citizens BancShares, Inc.	18,375		2,737,875
First Defiance Financial Corp.	10,257		147,906
First Federal Bancshares of Arkansas, Inc.	1,300		4,888
*First Federal of Northern Michigan Bancorp, Inc.	1,100		2,090
First Financial Holdings, Inc.	2,652		35,775
First Financial Northwest, Inc.	26,672		157,898
First Financial Service Corp.	900		8,244
*First Horizon National Corp.	273,010		3,229,708
First M&F Corp.	100		203

48

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
First Merchants Corp.	28,481	$	174,304
First Mercury Financial Corp.	16,714		212,268
First Midwest Bancorp, Inc.	58,300		606,320
First Niagara Financial Group, Inc.	191,382		2,457,345
First PacTrust Bancorp, Inc.	900		4,482
First Place Financial Corp.	24,003		72,969
First Security Group, Inc.	17,516		47,293
First South Bancorp, Inc.	1,699		17,992
#*First State Bancorporation	4,530		4,439
First United Corp.	600		6,600
*FirstCity Financial Corp.	5,952		40,176
Flagstone Reinsurance Holdings, Ltd.	22,733		248,926
Flushing Financial Corp.	47,920		538,142
#FNB United Corp.	20,931		34,536
*Forest City Enterprises, Inc. Class A	8,900		77,608
*FPIC Insurance Group, Inc.	10,398		351,764
Fulton Financial Corp.	169,790		1,402,465
German American Bancorp, Inc.	13,358		200,904
GFI Group, Inc.	16,600		85,490
Goldman Sachs Group, Inc.	16,500		2,807,805
#Great Southern Bancorp, Inc.	10,762		246,665
#*Greene Bancshares, Inc.	25,523		105,665
*Greenlight Capital Re, Ltd.	5,300		98,898
GS Financial Corp.	400		6,000
*Guaranty Bancorp	111,190		145,659
*Guaranty Federal Bancshares, Inc.	1,684		10,188
*Hallmark Financial Services, Inc.	27,334		209,652
Hampden Bancorp, Inc.	5,786		62,778
#Hampton Roads Bankshares, Inc.	12,469		25,561
*Hanmi Financial Corp.	4,001		6,122
Hanover Insurance Group, Inc.	94,280		3,965,417
Harleysville National Corp.	66,871		385,177
*Harrington West Financial Group, Inc.	400		272
*Harris & Harris Group, Inc.	60,335		258,837
#Hartford Financial Services Group, Inc.	358,609		8,793,093
HCC Insurance Holdings, Inc.	163,623		4,318,011
Heartland Financial USA, Inc.	13,016		167,125
*Heritage Commerce Corp.	26,836		70,847
*Heritage Financial Corp.	8,911		111,477
HF Financial Corp.	400		4,360
*Hilltop Holdings, Inc.	38,627		457,344
Hingham Institution for Savings	500		14,813
*HMN Financial, Inc.	3,996		22,857
Home Federal Bancorp, Inc.	29,247		337,803
HopFed Bancorp, Inc.	4,019		40,753
Horace Mann Educators Corp.	54,928		682,755
Horizon Bancorp	300		4,950
Huntington Bancshares, Inc.	257,100		979,551
IBERIABANK Corp.	1,140		49,373
Independence Holding Co.	22,770		126,374
Independent Bank Corp. (453836108)	27,357		581,883
Independent Bank Corp. (453838104)	38,685		45,648
Infinity Property & Casualty Corp.	32,000		1,237,440
Integra Bank Corp.	20,387		17,533
#*Intervest Bancshares Corp.	4,036		13,359
Invesco, Ltd.	204,200		4,318,830
*Investment Technology Group, Inc.	4,490		96,849
*Investors Bancorp, Inc.	8,766		95,023
Investors Title Co.	1,100		34,100
Jones Lang LaSalle, Inc.	25,800		1,208,730
JPMorgan Chase & Co.	2,495,918		104,254,495

49

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Kentucky First Federal Bancorp	3,100	$	32,581
#KeyCorp	380,192		2,049,235
*LaBranche & Co., Inc.	2,500		6,900
Lakeland Bancorp, Inc.	14,567		88,567
Lakeland Financial Corp.	1,997		41,078
Landmark Bancorp, Inc.	1,543		24,788
Legacy Bancorp, Inc.	22,079		211,075
Legg Mason, Inc.	119,817		3,487,873
*Leucadia National Corp.	95,372		2,143,009
Lincoln National Corp.	464,693		11,073,634
LNB Bancorp, Inc.	12,489		69,064
Loews Corp.	747,772		24,751,253
#*Louisiana Bancorp, Inc.	5,606		80,054
LSB Corp.	800		8,384
#M&T Bank Corp.	80,954		5,087,959
#*Macatawa Bank Corp.	33,467		64,257
*Magyar Bancorp, Inc.	500		1,675
MainSource Financial Group, Inc.	50,993		297,289
*Marlin Business Services Corp.	3,393		22,767
Marshall & Ilsley Corp.	114,660		609,991
#*Maui Land & Pineapple Co., Inc.	4,100		25,174
Max Capital Group, Ltd.	47,537		981,639
MB Financial, Inc.	42,349		757,200
*MBIA, Inc.	337,600		1,370,656
MBT Financial Corp.	23,713		48,137
Meadowbrook Insurance Group, Inc.	112,475		756,957
Medallion Financial Corp.	24,860		195,151
#*Mercantile Bancorp, Inc.	282		635
Mercantile Bank Corp.	3,316		11,838
Mercer Insurance Group, Inc.	15,286		284,014
*Meridian Interstate Bancorp, Inc.	1,700		14,620
Meta Financial Group, Inc.	1,601		34,918
MetLife, Inc.	847,339		28,834,946
*Metro Bancorp, Inc.	1,121		13,261
MetroCorp Bancshares, Inc.	2,600		9,360
*MF Global, Ltd.	8,600		61,232
*MGIC Investment Corp.	8,500		36,635
MicroFinancial, Inc.	5,300		17,967
Morgan Stanley	628,799		20,197,024
MutualFirst Financial, Inc.	2,300		14,375
*Nara Bancorp, Inc.	42,957		316,164
*National Financial Partners Corp.	4,200		34,230
National Penn Bancshares, Inc.	44,875		252,198
*National Western Life Insurance Co. Class A	900		158,544
*Navigators Group, Inc.	4,074		216,207
*Nelnet, Inc. Class A	36,200		507,886
*New Century Bancorp, Inc.	600		3,390
New Hampshire Thrift Bancshares, Inc.	2,300		21,275
New Westfield Financial, Inc.	41,439		333,584
#New York Community Bancorp, Inc.	33,564		362,491
NewAlliance Bancshares, Inc.	169,860		1,882,049
*NewBridge Bancorp	6,101		14,642
*Newport Bancorp, Inc.	700		8,680
*NewStar Financial, Inc.	43,749		109,810
*North Valley Bancorp	4,538		12,570
Northeast Community Bancorp, Inc.	18,190		121,873
Northfield Bancorp, Inc.	2,770		34,431
Northrim Bancorp, Inc.	6,315		94,978
NYMAGIC, Inc.	13,520		193,201
NYSE Euronext, Inc.	181,031		4,679,651
OceanFirst Financial Corp.	2,500		23,750

50

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
*Ocwen Financial Corp.	2,100	$	22,953
Old National Bancorp	2,000		20,740
Old Republic International Corp.	333,632		3,563,190
#Old Second Bancorp, Inc.	25,516		136,511
OneBeacon Insurance Group, Ltd.	24,760		295,139
Osage Bancshares, Inc.	600		4,617
#Pacific Capital Bancorp	80,780		104,206
Pacific Continental Corp.	4,430		48,287
*Pacific Mercantile Bancorp	16,884		50,145
*Pacific Premier Bancorp, Inc.	200		744
#PacWest Bancorp	1,071		18,186
Pamrapo Bancorp, Inc.	2,200		14,850
Parkvale Financial Corp.	500		4,505
PartnerRe, Ltd.	5,900		451,232
#Patriot National Bancorp	2,700		5,170
#*Penson Worldwide, Inc.	33,200		323,700
Peoples Bancorp of North Carolina	300		1,830
Peoples Bancorp, Inc.	19,892		213,640
#*PHH Corp.	91,687		1,481,662
*PICO Holdings, Inc.	6,383		216,639
*Pinnacle Financial Partners, Inc.	27,599		350,507
*PMA Capital Corp.	38,357		183,346
PNC Financial Services Group, Inc.	263,050		12,873,667
Porter Bancorp, Inc.	1,575		25,074
*Preferred Bank	9,898		25,042
Premier Financial Bancorp, Inc.	1,301		8,177
Presidential Life Corp.	23,158		216,064
Princeton National Bancorp, Inc.	1,100		16,544
*ProAssurance Corp.	40,933		2,058,111
Prosperity Bancshares, Inc.	75,055		2,686,218
Protective Life Corp.	75,553		1,454,395
Provident Financial Holdings, Inc.	8,307		58,149
Provident Financial Services, Inc.	97,245		1,045,384
Provident New York Bancorp	79,163		675,260
Prudential Financial, Inc.	430,708		19,480,923
Pulaski Financial Corp.	5,450		40,003
#Radian Group, Inc.	217,050		1,256,720
Regions Financial Corp.	344,216		1,666,005
Reinsurance Group of America, Inc.	169,166		7,798,553
Renasant Corp.	57,659		844,128
*Republic First Bancorp, Inc.	7,211		31,728
Resource America, Inc.	22,388		86,418
*Riverview Bancorp, Inc.	17,187		55,170
Rome Bancorp, Inc.	12,761		106,873
*Royal Bancshares of Pennsylvania, Inc. Class A	900		954
Safety Insurance Group, Inc.	25,435		851,309
Sanders Morris Harris Group, Inc.	56,186		326,441
Sandy Spring Bancorp, Inc.	43,518		503,068
*Seabright Insurance Holdings	54,746		612,060
Seacoast Banking Corp. of Florida	28,781		42,884
Selective Insurance Group, Inc.	82,800		1,268,496
SI Financial Group, Inc.	6,062		26,370
#Simmons First National Corp. Class A	12,255		358,581
Somerset Hills Bancorp	4,111		32,518
South Financial Group, Inc.	2,082		1,666
*Southcoast Financial Corp.	700		2,978
*Southern Community Financial Corp.	29,890		69,644
*Southern First Bancshares, Inc.	900		7,065
Southwest Bancorp, Inc.	32,685		321,620
*Specialty Underwriters’ Alliance, Inc.	2,510		17,118
State Auto Financial Corp.	68,262		1,109,940

51

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
StellarOne Corp.	19,587	$	207,818
Sterling Bancshares, Inc.	55,670		310,082
#*Sterling Financial Corp.	10,529		8,423
#*Stewart Information Services Corp.	18,452		164,961
*Stratus Properties, Inc.	3,069		29,156
Student Loan Corp.	1,100		46,255
*Sun Bancorp, Inc.	33,558		136,245
#SunTrust Banks, Inc.	411,103		7,856,178
#*Superior Bancorp	5,062		10,731
Susquehanna Bancshares, Inc.	124,870		688,034
#*SVB Financial Group	3,400		140,250
SWS Group, Inc.	24,945		333,764
#*Taylor Capital Group, Inc.	13,335		76,010
Teche Holding Co.	600		18,630
#*Texas Capital Bancshares, Inc.	25,614		373,196
TF Financial Corp.	600		11,160
*Thomas Weisel Partners Group, Inc.	33,535		151,914
*TIB Financial Corp.	7,112		7,539
*Tidelands Bancshares, Inc.	400		1,400
*TierOne Corp.	10,513		20,921
Timberland Bancorp, Inc.	3,000		13,710
Tower Group, Inc.	2,807		68,996
#TowneBank	4,300		49,622
Transatlantic Holdings, Inc.	91,903		4,641,102
Travelers Cos., Inc. (The)	769,714		38,324,060
*Tree.com, Inc.	4,680		36,551
Trustmark Corp.	50,524		957,430
Umpqua Holdings Corp.	89,305		885,013
Unico American Corp.	1,900		18,962
Union Bankshares Corp.	15,866		195,469
*United America Indemnity, Ltd.	19,928		139,695
United Bankshares, Inc.	2,100		37,485
*United Community Banks, Inc.	67,631		274,582
United Financial Bancorp, Inc.	27,089		348,094
United Fire & Casualty Co.	41,412		723,882
*United PanAm Financial Corp.	14,353		43,059
*United Security Bancshares	339		848
Unitrin, Inc.	90,527		1,774,329
*Unity Bancorp, Inc.	2,925		11,963
Unum Group	530,100		10,575,495
#*Validus Holdings, Ltd.	51,844		1,311,653
#*Virginia Commerce Bancorp, Inc.	36,036		144,865
W. R. Berkley Corp.	80,768		1,996,585
Washington Banking Co.	5,191		48,899
Washington Federal, Inc.	118,236		2,027,747
Washington Trust Bancorp, Inc.	3,300		49,566
*Waterstone Financial, Inc.	1,300		4,433
Webster Financial Corp.	25,570		289,197
Wells Fargo & Co.	529,123		14,561,465
WesBanco, Inc.	32,017		453,041
Wesco Financial Corp.	12,881		4,224,968
West Bancorporation	19,399		85,356
West Coast Bancorp	3,775		8,720
#*Western Alliance Bancorp	28,882		125,637
White Mountains Insurance Group, Ltd.	18,685		5,795,526
*White River Capital, Inc.	300		3,630
#Whitney Holding Corp.	70,532		566,372
Wilmington Trust Corp.	6,400		77,120
Wilshire Bancorp, Inc.	17,744		124,918
#Wintrust Financial Corp.	42,047		1,186,146
#*World Acceptance Corp.	3,300		82,797

52

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
WSB Holdings, Inc.	100	$	219
Yadkin Valley Financial Corp.	18,686		68,764
Zenith National Insurance Corp.	1,900		54,207
#Zions Bancorporation	37,412		529,754
*ZipRealty, Inc.	11,417		42,814
Total Financials			689,382,265
Health Care — (4.1%)
*A.D.A.M., Inc.	7,504		24,613
*Adolor Corp.	14,642		21,231
Aetna, Inc.	153,637		3,999,171
#*Affymetrix, Inc.	10,978		57,415
*Albany Molecular Research, Inc.	33,600		273,504
*Allied Healthcare International, Inc.	57,415		152,724
*Allied Healthcare Products, Inc.	1,000		5,470
*Allion Healthcare, Inc.	40,273		259,358
*American Dental Partners, Inc.	23,799		282,970
*AMICAS, Inc.	91,876		289,409
*AMN Healthcare Services, Inc.	26,800		222,976
*Amsurg Corp.	9,300		195,951
Analogic Corp.	2,988		111,572
*AngioDynamics, Inc.	37,093		560,104
*Anika Therapeutics, Inc.	19,285		141,166
*ARCA Biopharma, Inc.	1,740		4,611
*Arena Pharmaceuticals, Inc.	8,200		28,946
*Arrhythmia Research Technology, Inc.	1,200		4,932
*Assisted Living Concepts, Inc.	12,487		258,731
*BioClinica, Inc.	8,850		39,471
*BioScrip, Inc.	60,081		453,011
#*BMP Sunstone Corp.	6,967		25,360
*Boston Scientific Corp.	1,019,920		8,281,750
#*Brookdale Senior Living, Inc.	112,800		1,899,552
*Cambrex Corp.	4,200		25,200
*Cantel Medical Corp.	20,806		334,144
*Capital Senior Living Corp.	45,075		238,447
*Cardiac Science Corp.	32,003		112,011
Cardinal Health, Inc.	208,009		5,894,975
*CareFusion Corp.	43,350		969,740
#*Celera Corp.	39,414		243,973
#*Community Health Systems, Inc.	151,474		4,738,107
*CONMED Corp.	43,239		916,234
#Cooper Cos., Inc.	52,556		1,472,094
*Coventry Health Care, Inc.	24,800		491,784
*Cross Country Healthcare, Inc.	31,940		263,824
*Cutera, Inc.	22,676		204,311
Daxor Corp.	900		12,195
*Digirad Corp.	17,648		43,238
#*Dynacq Healthcare, Inc.	909		2,927
#*Emeritus Corp.	26,084		486,727
*ev3, Inc.	114,429		1,347,974
*Five Star Quality Care, Inc.	9,500		32,775
*Gentiva Health Services, Inc.	13,810		331,440
#*Greatbatch, Inc.	17,658		347,333
*Health Net, Inc.	5,900		87,969
*HealthSpring, Inc.	86,917		1,245,521
*HealthTronics, Inc.	58,694		134,409
*Healthways, Inc.	15,427		248,066
Hill-Rom Holdings, Inc.	85,074		1,666,600
*Hi-Tech Pharmacal Co., Inc.	9,080		165,619
#*Hologic, Inc.	288,724		4,267,341
*Home Diagnostics, Inc.	15,923		99,519

53

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Health Care — (Continued)
#*Humana, Inc.	66,100	$	2,484,038
*I-Flow Corp.	5,812		73,347
*IntegraMed America, Inc.	3,874		32,929
Invacare Corp.	10,870		243,814
*InVentiv Health, Inc.	15,200		258,096
*Inverness Medical Innovations, Inc.	45,100		1,714,251
Kewaunee Scientific Corp.	1,631		21,138
*Kindred Healthcare, Inc.	43,118		633,835
*King Pharmaceuticals, Inc.	426,520		4,320,648
*Lannet Co., Inc.	574		3,857
*LCA-Vision, Inc.	29,200		131,400
*LeMaitre Vascular, Inc.	5,200		22,204
#*LifePoint Hospitals, Inc.	82,208		2,328,953
*Martek Biosciences Corp.	10,600		190,376
*Maxygen, Inc.	5,200		29,016
*MedCath Corp.	32,364		265,708
*Medical Action Industries, Inc.	1,524		16,673
*MediciNova, Inc.	623		3,866
Medicis Pharmaceutical Corp. Class A	600		12,702
*MEDTOX Scientific, Inc.	4,767		47,575
*Misonix, Inc.	4,083		10,371
#*Molina Healthcare, Inc.	12,070		225,950
*Nanosphere, Inc.	2,402		16,045
*National Dentex Corp.	400		3,200
*Natus Medical, Inc.	1,300		18,057
*Nighthawk Radiology Holdings, Inc.	11,000		65,890
#*NovaMed, Inc.	27,004		108,826
*NxStage Medical, Inc.	22,100		123,318
Omnicare, Inc.	197,388		4,277,398
*Osteotech, Inc.	24,810		107,179
*Palomar Medical Technologies, Inc.	4,400		44,704
*Par Pharmaceutical Cos., Inc.	27,889		584,832
*PDI, Inc.	15,476		77,690
PerkinElmer, Inc.	6,600		122,826
*Prospect Medical Holdings, Inc.	14,274		57,096
#*Psychiatric Solutions, Inc.	2,600		53,664
*Regeneration Technologies, Inc.	31,152		122,116
*RehabCare Group, Inc.	25,081		470,269
#*Res-Care, Inc.	40,983		493,025
#*Sirona Dental Systems, Inc.	21,400		575,874
*Skilled Healthcare Group, Inc.	29,820		239,753
*SonoSite, Inc.	2,287		56,695
*Spectranetics Corp.	25,700		146,490
*SRI/Surgical Express, Inc.	1,600		3,776
*Sun Healthcare Group, Inc.	15,900		144,372
*SunLink Health Systems, Inc.	1,750		4,112
#*Sunrise Senior Living, Inc.	2,900		12,064
*Symmetry Medical, Inc.	5,028		40,224
Teleflex, Inc.	1,500		74,625
*Theragenics Corp.	21,383		28,867
*Thermo Fisher Scientific, Inc.	321,928		14,486,760
*Tomotherapy, Inc.	2,900		9,628
*Triple-S Management Corp.	9,640		160,988
*Universal American Corp.	85,628		856,280
*Viropharma, Inc.	58,354		439,989
*Vital Images, Inc.	20,279		231,383
*WellCare Health Plans, Inc.	9,700		253,461
*WellPoint, Inc.	440,420		20,594,039
Young Innovations, Inc.	2,660		62,909
Total Health Care			102,257,666

54

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (11.1%)
#*AAR Corp.	5,400	$	105,894
*ACCO Brands Corp.	9,019		54,655
Aceto Corp.	9,213		51,040
Aircastle, Ltd.	47,000		372,240
#*AirTran Holdings, Inc.	12,900		54,567
Alamo Group, Inc.	25,037		343,007
*Alaska Air Group, Inc.	59,445		1,528,925
Albany International Corp.	28,323		471,861
Alexander & Baldwin, Inc.	66,441		1,915,494
*Allied Defense Group, Inc.	16,161		101,814
*Allied Motion Technologies, Inc.	262		590
*Altra Holdings, Inc.	3,245		28,459
*Amerco, Inc.	30,877		1,305,171
American Railcar Industries, Inc.	14,200		142,000
*American Reprographics Co.	5,977		35,862
Ameron International Corp.	7,300		430,554
*AMREP Corp.	866		10,539
Apogee Enterprises, Inc.	3,300		43,692
Applied Industrial Technologies, Inc.	53,325		1,078,765
Arkansas Best Corp.	25,200		650,664
#*Armstrong World Industries, Inc.	94,043		3,503,102
*AT Cross Co.	18,431		69,116
*ATC Technology Corp.	23,952		500,597
*Atlas Air Worldwide Holdings, Inc.	1,600		42,064
Baldor Electric Co.	3,280		84,788
Barnes Group, Inc.	42,700		676,795
Barrett Business Services, Inc.	14,200		164,720
*BE Aerospace, Inc.	16,300		288,999
#*BlueLinx Holdings, Inc.	51,324		150,379
*Bowne & Co., Inc.	20,451		133,545
Brady Co. Class A	2,936		79,507
Briggs & Stratton Corp.	50,961		952,971
*BTU International, Inc.	1,900		9,652
*Builders FirstSource, Inc.	49,478		192,469
Burlington Northern Santa Fe Corp.	248,329		18,704,140
#*C&D Technologies, Inc.	29,838		54,604
*CAI International, Inc.	5,100		38,250
Cascade Corp.	5,900		146,556
*Casella Waste Systems, Inc.	5,416		15,111
CDI Corp.	57,209		696,806
*CECO Environmental Corp.	9,578		35,726
*Celadon Group, Inc.	39,349		384,046
#*Cenveo, Inc.	100		708
*Ceradyne, Inc.	3,400		54,808
*Champion Industries, Inc.	4,486		8,165
*Chart Industries, Inc.	3,000		59,310
Chicago Rivet & Machine Co.	300		3,645
CIRCOR International, Inc.	12,350		336,538
*Columbus McKinnon Corp.	58,123		961,936
Comfort Systems USA, Inc.	2,600		28,340
CompX International, Inc.	700		4,921
*Consolidated Graphics, Inc.	33,700		676,022
*Cornell Cos., Inc.	2,500		57,100
Courier Corp.	2,371		35,162
*Covenant Transportation Group, Inc.	6,518		32,851
*CPI Aerostructures, Inc.	5,826		39,850
CSX Corp.	562,627		23,731,607
Ducommun, Inc.	16,159		275,026
*Dycom Industries, Inc.	35,250		348,270
#*Eagle Bulk Shipping, Inc.	1,600		7,584
Eastern Co.	10,193		162,782

55

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
Eaton Corp.	109,451	$	6,616,313
Ecology & Environment, Inc. Class A	900		13,050
#Encore Wire Corp.	2,148		44,571
*EnerSys, Inc.	60,439		1,335,702
Ennis, Inc.	43,200		654,480
#*EnPro Industries, Inc.	18,755		423,488
Espey Manufacturing & Electronics Corp.	2,464		47,802
*Esterline Technologies Corp.	24,194		1,018,809
*ExpressJet Holdings, Inc.	1,060		3,180
Federal Signal Corp.	21,047		129,229
FedEx Corp.	184,382		13,402,728
*First Advantage Corp.	14,062		247,491
*Flow International Corp.	3,900		9,399
*Franklin Covey Co.	11,816		61,680
Frozen Food Express Industries, Inc.	8,986		26,059
G & K Services, Inc. Class A	29,714		658,165
*Gardner Denver Machinery, Inc.	3,295		118,323
GATX Corp.	65,445		1,778,795
#*Genco Shipping & Trading, Ltd.	1,100		21,879
*Gencor Industries, Inc.	8,666		64,995
General Electric Co.	2,283,412		32,561,455
*Gibraltar Industries, Inc.	53,888		583,068
*GP Strategies Corp.	16,800		118,272
Great Lakes Dredge & Dock Corp.	65,383		400,798
*Greenbrier Cos., Inc.	13,077		116,124
*Griffon Corp.	45,266		396,983
*H&E Equipment Services, Inc.	66,829		708,387
Hardinge, Inc.	25,790		135,398
Heidrick & Struggles International, Inc.	2,100		57,456
*Herley Industries, Inc.	5,800		65,598
#*Hertz Global Holdings, Inc.	389,227		3,623,703
HNI Corp.	200		5,264
#*Hoku Scientific, Inc.	400		880
Horizon Lines, Inc.	3,300		17,325
*Hudson Highland Group, Inc.	35,619		115,406
#*Hurco Cos., Inc.	6,200		98,580
*ICT Group, Inc.	8,739		138,513
Ingersoll-Rand P.L.C.	309,696		9,783,297
*Insituform Technologies, Inc. Class A	700		14,840
Insteel Industries, Inc.	4,889		54,366
#*Interline Brands, Inc.	74,162		1,082,765
International Shipholding Corp.	8,797		291,621
*Intersections, Inc.	34,678		197,665
#*JetBlue Airways Corp.	152,100		754,416
*Kadant, Inc.	4,057		52,295
#*Kansas City Southern	10,954		265,415
KBR, Inc.	748		15,312
*Kelly Services, Inc. Class A	44,445		492,451
Kennametal, Inc.	10,600		249,736
*Key Technology, Inc.	2,124		23,045
*Kforce, Inc.	18,078		212,055
Kimball International, Inc. Class B	24,527		183,953
*Korn/Ferry International	8,500		135,660
L.S. Starrett Co. Class A	4,097		41,994
L-3 Communications Holdings, Inc.	23,933		1,730,117
*Ladish Co., Inc.	45,562		590,484
Lawson Products, Inc.	1,959		30,462
*Layne Christensen Co.	2,100		54,390
*LECG Corp.	28,048		96,766
*LGL Group, Inc.	400		1,144
*LMI Aerospace, Inc.	11,300		121,701

56

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
LSI Industries, Inc.	24,254	$	169,535
*Lydall, Inc.	10,301		51,505
*M&F Worldwide Corp.	29,869		635,612
#Manitowoc Co., Inc. (The)	4,200		38,388
#Manpower, Inc.	40,067		1,899,576
*Marten Transport, Ltd.	31,777		557,369
Masco Corp.	155,344		1,825,292
McGrath Rentcorp	2,900		57,275
*Metalico, Inc.	22,900		92,516
*MFRI, Inc.	7,300		49,056
*Miller Industries, Inc.	18,210		183,010
#*Mobile Mini, Inc.	54,461		789,684
*Moog, Inc.	7,683		191,845
*MPS Group, Inc.	112,578		1,522,055
Mueller Industries, Inc.	18,063		427,371
Mueller Water Products, Inc.	150,535		674,397
NACCO Industries, Inc. Class A	10,965		653,514
National Technical Systems, Inc.	15,400		87,472
Norfolk Southern Corp.	333,288		15,537,887
Northrop Grumman Corp.	211,819		10,618,486
#*Northwest Pipe Co.	12,085		363,758
#*Ocean Power Technologies, Inc.	1,500		9,090
*On Assignment, Inc.	57,765		348,901
*Oshkosh Truck Corp. Class B	61,610		1,925,929
#*Owens Corning, Inc.	152,823		3,378,917
*P.A.M. Transportation Services, Inc.	20,690		160,554
*Park-Ohio Holdings Corp.	5,647		35,124
Pentair, Inc.	3,773		109,794
*PGT, Inc.	7,271		17,959
*Pike Electric Corp.	3,700		46,435
*Pinnacle Airlines Corp.	8,182		49,337
#*Polypore International, Inc.	500		5,480
Portec Rail Products, Inc.	7,087		61,728
*PowerSecure International, Inc.	26,900		223,808
Providence & Worcester Railroad Co.	1,000		11,125
Quanex Building Products Corp.	2,800		41,636
R. R. Donnelley & Sons Co.	182,554		3,665,684
*RCM Technologies, Inc.	16,740		38,000
*Republic Airways Holdings, Inc.	48,800		390,888
Republic Services, Inc.	252,623		6,545,462
*Rush Enterprises, Inc. Class A	31,175		340,431
*Rush Enterprises, Inc. Class B	18,522		169,476
Ryder System, Inc.	89,844		3,643,174
*Saia, Inc.	10,800		158,328
*Sauer-Danfoss, Inc.	6,000		43,200
Schawk, Inc.	51,516		505,887
#*School Specialty, Inc.	27,776		618,016
Seaboard Corp.	2,041		2,757,391
*SIFCO Industries, Inc.	6,623		88,417
SkyWest, Inc.	93,838		1,310,917
*SL Industries, Inc.	300		2,460
Southwest Airlines Co.	1,077,730		9,052,932
*Sparton Corp.	3,557		14,762
*Spherion Corp.	46,700		231,165
#SPX Corp.	13,500		712,530
Standex International Corp.	29,500		518,610
Steelcase, Inc. Class A	85,520		493,450
*Sunair Electronics, Inc.	1,500		4,005
Superior Uniform Group, Inc.	8,978		79,006
*Supreme Industries, Inc.	1,140		2,690
*Sypris Solutions, Inc.	8,651		26,818

57

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
TAL International Group, Inc.	27,396	$	324,917
*Tech/Ops Sevcon, Inc.	774		2,167
Technology Research Corp.	11,621		41,836
*Tecumseh Products Co. Class A	11,200		117,040
*Tecumseh Products Co. Class B	1,400		14,518
#Textainer Group Holdings, Ltd.	200		3,012
Timken Co.	131,078		2,887,648
Titan International, Inc.	8,801		73,928
#*Titan Machinery, Inc.	2,900		31,117
Todd Shipyards Corp.	9,546		159,227
*TRC Cos., Inc.	31,413		99,579
Tredegar Industries, Inc.	40,177		547,613
*Trimas Corp.	6,336		28,512
Trinity Industries, Inc.	85,250		1,439,020
Triumph Group, Inc.	7,736		362,122
*Tufco Technologies, Inc.	1,000		2,510
*Tutor Perini Corp.	40,023		706,406
Twin Disc, Inc.	8,794		82,576
Tyco International, Ltd.	456,370		15,311,214
*U.S. Home Systems, Inc.	4,314		10,181
#Union Pacific Corp.	489,811		27,008,179
*United Capital Corp.	300		5,448
#*United Rentals, Inc.	70,481		668,865
*United Stationers, Inc.	100		4,714
Universal Forest Products, Inc.	31,800		1,134,624
*URS Corp.	84,698		3,291,364
*USA Truck, Inc.	15,305		171,875
#*USG Corp.	5,400		70,956
*Valpey Fisher Corp.	1,464		1,786
*Versar, Inc.	6,026		23,140
Viad Corp.	27,199		475,982
Virco Manufacturing Corp.	12,601		35,031
*Volt Information Sciences, Inc.	44,159		358,129
*Waste Services, Inc.	32,675		214,348
Watts Water Technologies, Inc.	53,615		1,514,624
*WCA Waste Corp.	29,254		117,309
Werner Enterprises, Inc.	64,932		1,217,475
*WESCO International, Inc.	2,010		51,376
*Willdan Group, Inc.	1,000		2,540
*Willis Lease Finance Corp.	7,300		92,929
Total Industrials			277,740,615
Information Technology — (6.2%)
*3Com Corp.	78,700		404,518
*Acorn Energy, Inc.	1,230		8,598
*Actel Corp.	22,878		272,706
*ActivIdentity Corp.	60,201		136,656
*Activision Blizzard, Inc.	697,227		7,550,968
*Adaptec, Inc.	166,097		529,849
*Adept Technology, Inc.	700		1,680
*Advanced Analogic Technologies, Inc.	15,762		49,650
Agilysys, Inc.	21,014		98,976
*Amtech Systems, Inc.	10,600		57,240
*Anadigics, Inc.	400		1,284
*Applied Micro Circuits Corp.	65,224		510,052
#*Arris Group, Inc.	198,932		2,041,042
*Arrow Electronics, Inc.	182,170		4,616,188
Astro-Med, Inc.	2,626		16,281
#*ATMI, Inc.	3,100		46,965
*Avid Technology, Inc.	54,450		687,704
*Avnet, Inc.	112,932		2,798,455

58

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Avocent Corp.	70,720	$	1,758,806
AVX Corp.	293,831		3,326,167
*Aware, Inc.	22,140		51,808
*AXT, Inc.	17,200		39,732
Bel Fuse, Inc. Class A	4,174		74,130
Bel Fuse, Inc. Class B	20,997		380,046
*Benchmark Electronics, Inc.	93,903		1,577,570
Black Box Corp.	26,600		705,166
*Brightpoint, Inc.	17,400		128,238
#*Brooks Automation, Inc.	91,316		628,254
*BSQUARE Corp.	3,500		8,120
*Cadence Design Systems, Inc.	65,000		397,150
*California Micro Devices Corp.	34,898		104,345
*Cascade Microtech, Inc.	23,771		128,363
*Checkpoint Systems, Inc.	40,000		542,800
*Ciber, Inc.	31,700		102,074
Cognex Corp.	3,890		62,590
Cohu, Inc.	41,402		471,155
*Comarco, Inc.	5,608		17,665
Communications Systems, Inc.	12,053		132,342
*Computer Sciences Corp.	225,553		11,437,793
*Concurrent Computer Corp.	13,740		52,762
*Convergys Corp.	197,364		2,141,399
*CPI International, Inc.	19,208		190,159
*Cray, Inc.	18,873		140,793
*CSP, Inc.	2,414		8,884
CTS Corp.	34,200		306,432
*CyberOptics Corp.	9,134		55,078
*Cypress Semiconductor Corp.	224,209		1,890,082
*Datalink Corp.	5,600		22,288
*Dataram Corp.	11,134		29,950
*DDi Corp.	30,020		121,581
#*DealerTrack Holdings, Inc.	3,829		63,102
*Digi International, Inc.	35,811		284,697
*DSP Group, Inc.	59,734		345,263
*Dynamics Research Corp.	16,586		212,467
*Edgewater Technology, Inc.	15,903		45,324
Electro Rent Corp.	46,027		492,949
*Electro Scientific Industries, Inc.	34,300		375,242
*Electronics for Imaging, Inc.	72,920		850,247
*EMS Technologies, Inc.	1,490		25,971
*Emulex Corp.	8,000		80,800
*Endwave Corp.	16,615		38,713
#*Epicor Software Corp.	107,892		832,926
*ePlus, Inc.	6,354		95,564
*Euronet Worldwide, Inc.	33,370		789,201
*Exar Corp.	39,600		273,240
Fair Isaac Corp.	4,800		97,584
*Fairchild Semiconductor Corp. Class A	144,238		1,078,900
Fidelity National Information Services, Inc.	166,320		3,619,123
*Frequency Electronics, Inc.	16,953		74,593
*Gerber Scientific, Inc.	50,097		231,448
*Globecomm Systems, Inc.	41,466		280,310
*GSI Technology, Inc.	27,494		99,253
*GTSI Corp.	8,203		61,112
*Hackett Group, Inc.	50,220		156,686
*Harris Stratex Networks, Inc. Class A	38,192		240,610
*Henry Bros. Electronics, Inc.	8,085		38,323
*Hutchinson Technology, Inc.	44,671		259,985
*Hypercom Corp.	66,500		189,525
*I.D. Systems, Inc.	13,298		48,538

59

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*IAC/InterActiveCorp	178,991	$	3,390,090
*Ikanos Communications, Inc.	2,371		4,102
*Imation Corp.	49,331		435,099
*Immersion Corp.	11,256		41,310
*infoGROUP, Inc.	28,026		183,851
*InfoSpace, Inc.	65,156		558,387
*Ingram Micro, Inc.	277,679		4,901,034
*Insight Enterprises, Inc.	23,900		251,428
*Integrated Device Technology, Inc.	18,820		110,662
*Integrated Silicon Solution, Inc.	27,577		96,520
*Internap Network Services Corp.	35,546		113,747
*International Rectifier Corp.	80,500		1,471,540
*Internet Brands, Inc.	28,066		208,811
*Internet Capital Group, Inc.	58,172		422,910
*Interphase Corp.	4,460		10,615
*Intevac, Inc.	34,801		354,970
*IntriCon Corp.	2,835		9,568
*INX, Inc.	500		3,360
iPass, Inc.	26,936		35,017
*IXYS Corp.	16,391		109,820
Jabil Circuit, Inc.	139,658		1,868,624
*JDS Uniphase Corp.	137,990		771,364
Keithley Instruments, Inc.	9,443		30,784
*KEY Tronic Corp.	15,546		35,134
*Keynote Systems, Inc.	18,330		187,333
*Kopin Corp.	20,076		89,137
*KVH Industries, Inc.	9,179		96,380
#*L-1 Identity Solutions, Inc.	127,178		751,622
*Lattice Semiconductor Corp.	131,578		251,314
*Littlefuse, Inc.	2,763		76,148
*LoJack Corp.	5,158		21,767
*LookSmart, Ltd.	34,780		45,562
*Loral Space & Communications, Inc.	35,669		942,375
*Mace Security International, Inc.	1,291		1,084
Marchex, Inc. Class B	34,253		155,166
*Measurement Specialties, Inc.	4,190		32,305
*Mentor Graphics Corp.	16,127		117,727
*Mercury Computer Systems, Inc.	18,900		202,230
*Merrimac Industries, Inc.	2,600		20,540
Methode Electronics, Inc.	79,571		576,890
*Micron Technology, Inc.	990,716		6,726,962
*Microtune, Inc.	12,031		20,573
*MKS Instruments, Inc.	82,222		1,285,952
*ModusLink Global Solutions, Inc.	68,955		566,810
*MoSys, Inc.	11,829		27,916
#Motorola, Inc.	2,108,701		18,071,568
*Nanometrics, Inc.	46,005		377,241
*Newport Corp.	56,016		416,759
*Nu Horizons Electronics Corp.	13,732		53,417
*Occam Networks, Inc.	27,224		81,128
*OmniVision Technologies, Inc.	38,897		476,877
*Oplink Communications, Inc.	33,986		504,012
*Opnext, Inc.	37,258		91,655
*Optelecom-NKF, Inc.	4,329		17,013
*Optical Cable Corp.	9,195		27,769
*ORBCOMM, Inc.	11,500		27,255
*PAR Technology Corp.	23,205		126,467
*PC Connection, Inc.	50,013		294,076
*PC Mall, Inc.	10,070		71,396
*PC-Tel, Inc.	50,569		296,334
*PDF Solutions, Inc.	793		2,807

60

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Perceptron, Inc.	4,904	$	16,526
*Perficient, Inc.	14,478		117,851
*Performance Technologies, Inc.	25,851		72,641
*Pericom Semiconductor Corp.	12,868		121,088
*Pervasive Software, Inc.	35,664		174,754
*Phoenix Technologies, Ltd.	200		468
Plantronics, Inc.	19,000		458,090
*Presstek, Inc.	7,000		11,900
•*Price Communications Liquidation Trust	47,738		6,520
Qualstar Corp.	12,400		23,684
*RadiSys Corp.	37,693		320,767
*RealNetworks, Inc.	167,359		597,472
Richardson Electronics, Ltd.	20,479		115,706
#*Rofin-Sinar Technologies, Inc.	11,100		238,095
*Rovi Corp.	129,011		3,554,253
*Rudolph Technologies, Inc.	69,020		437,587
#*Sandisk Corp.	197,936		4,053,729
*SCM Microsystems, Inc.	18,612		46,902
*SeaChange International, Inc.	27,986		189,465
*Semitool, Inc.	10,407		73,473
Servidyne, Inc.	7,283		15,258
#*Sigma Designs, Inc.	2,475		29,725
*Silicon Image, Inc.	29,804		62,886
*Silicon Storage Technology, Inc.	147,812		300,058
#*Skyworks Solutions, Inc.	35,404		369,264
*Smart Modular Technologies (WWH), Inc.	20,400		82,824
*Smith Micro Software, Inc.	8,495		77,135
*SonicWALL, Inc.	159,432		1,265,890
*Spectrum Control, Inc.	20,295		171,493
*Standard Microsystems Corp.	33,319		641,724
*StarTek, Inc.	31,481		182,590
*Support.com, Inc.	37,208		89,299
#*Sycamore Networks, Inc.	493,647		1,406,894
*Symmetricom, Inc.	91,342		437,528
*Symyx Technologies, Inc.	40,492		237,688
#*SYNNEX Corp.	60,100		1,546,373
#*Tech Data Corp.	85,452		3,283,920
Technitrol, Inc.	5,403		42,089
*TechTarget, Inc.	7,400		46,620
*TechTeam Global, Inc.	19,326		151,323
*Tellabs, Inc.	24,344		146,551
*Telular Corp.	24,670		73,270
#*Teradyne, Inc.	126,050		1,055,038
Tessco Technologies, Inc.	10,246		173,670
TheStreet.com, Inc.	34,407		85,673
*Tier Technologies, Inc. Class B	5,660		46,299
*Tollgrade Communications, Inc.	19,226		114,395
*Track Data Corp.	1,932		7,747
*Trident Microsystems, Inc.	2,123		3,991
*Triquint Semiconductor, Inc.	147,914		797,256
*TSR, Inc.	1,300		2,782
*TTM Technologies, Inc.	62,699		637,649
Tyco Electronics, Ltd.	549,298		11,672,583
*Ultra Clean Holdings, Inc.	2,816		15,516
United Online, Inc.	51,420		411,360
*UTStarcom, Inc.	192,273		348,014
*Vicon Industries, Inc.	5,787		39,062
*Video Display Corp.	600		2,931
*Virage Logic Corp.	29,928		176,575
*Virtusa Corp.	39,100		351,118
*Vishay Intertechnology, Inc.	213,119		1,327,731

61

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Web.com Group, Inc.	54,075	$	380,688
*WPCS International, Inc.	9,861		29,780
#Xerox Corp.	974,182		7,325,849
*Zoran Corp.	82,007		727,402
*Zygo Corp.	31,737		219,303
Total Information Technology			153,938,329
Materials — (3.0%)
A. Schulman, Inc.	25,252		438,627
A.M. Castle & Co.	43,846		494,144
Alcoa, Inc.	504,639		6,267,616
*American Pacific Corp.	5,747		40,689
Ashland, Inc.	112,560		3,887,822
*Brush Engineered Materials, Inc.	38,767		715,251
*Buckeye Technologies, Inc.	22,600		202,496
*BWAY Holding Co.	43,508		773,137
Cabot Corp.	110,278		2,418,397
Carpenter Technology Corp.	3,300		69,399
#*Coeur d’Alene Mines Corp.	1,400		28,112
Commercial Metals Co.	19,325		286,783
*Continental Materials Corp.	100		1,100
*Core Molding Technologies, Inc.	2,488		6,991
Cytec Industries, Inc.	64,700		2,146,099
Dow Chemical Co.	578,018		13,571,863
Eastman Chemical Co.	2,800		147,028
*Ferro Corp.	49,500		303,435
*Flotek Industries, Inc.	15,089		24,293
Friedman Industries, Inc.	17,753		102,435
*Graphic Packaging Holding Co.	1,716		3,930
*Haynes International, Inc.	800		22,656
*Headwaters, Inc.	53,696		221,228
#*Hecla Mining Co.	9,000		36,990
*Horsehead Holding Corp.	16,770		159,818
*ICO, Inc.	20,858		80,095
*Innospec, Inc.	2,811		33,226
International Paper Co.	460,475		10,273,197
Kaiser Aluminum Corp.	27,181		1,085,881
*KapStone Paper & Packaging Corp.	1,140		7,912
KMG Chemicals, Inc.	2,795		34,379
*Kronos Worldwide, Inc.	3,319		44,375
#*Louisiana-Pacific Corp.	153,257		804,599
MeadWestavco Corp.	188,451		4,302,336
Minerals Technologies, Inc.	2,900		142,854
*Mod-Pac Corp.	1,091		3,153
Myers Industries, Inc.	65,520		574,610
Neenah Paper, Inc.	23,100		239,085
NL Industries, Inc.	59,918		371,492
#*Northern Technologies International Corp.	3,000		23,250
Olympic Steel, Inc.	2,500		63,250
#*OM Group, Inc.	42,299		1,142,919
P.H. Glatfelter Co.	50,000		528,500
*Penford Corp.	38,934		229,711
*PolyOne Corp.	117,993		658,401
Quaker Chemical Corp.	2,300		47,380
*Ready Mix, Inc.	3,839		11,901
Reliance Steel & Aluminum Co.	50,700		1,849,536
*Rock of Ages Corp.	1,200		4,272
#*Rockwood Holdings, Inc.	14,772		293,667
*RTI International Metals, Inc.	35,400		733,134
#Schnitzer Steel Industries, Inc. Class A	5,700		246,468
Schweitzer-Maudoit International, Inc.	17,415		899,485

62

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Materials — (Continued)
*Solutia, Inc.	2,500	$	27,500
*Spartech Corp.	18,620		178,193
#*Stillwater Mining Co.	22,462		139,264
*Synalloy Corp.	4,995		45,155
Temple-Inland, Inc.	44,500		687,525
Texas Industries, Inc.	46,594		1,551,114
#*Titanium Metals Corp.	7,100		61,060
*U.S. Concrete, Inc.	68,202		109,805
*Universal Stainless & Alloy Products, Inc.	6,709		101,239
Westlake Chemical Corp.	105,000		2,550,450
Weyerhaeuser Co.	311,975		11,337,172
Worthington Industries, Inc.	64,670		714,604
#*Zoltek Cos., Inc.	5,042		44,924
Total Materials			74,647,412
Other — (0.0%)
•#*ePresence, Inc. Escrow Shares	6,400		—
•*MAIR Holdings, Inc. Escrow Shares	1,415		—
•#*Pelican Financial, Inc. Escrow Shares	300		—
•*Petrocorp, Inc. Escrow Shares	900		54
Total Other			54
Telecommunication Services — (3.9%)
*Arbinet Corp.	3,200		7,008
AT&T, Inc.	2,510,122		64,434,832
CenturyTel, Inc.	16,863		547,373
D&E Communications, Inc.	23,654		264,925
*General Communications, Inc. Class A	44,592		274,241
#*Sprint Nextel Corp.	3,528,077		10,443,108
*SureWest Communications	15,836		139,674
Telephone & Data Systems, Inc.	80,200		2,375,524
Telephone & Data Systems, Inc. Special Shares	67,452		1,861,675
*United States Cellular Corp.	33,568		1,228,924
Verizon Communications, Inc.	566,352		16,758,356
*Xeta Corp.	18,366		45,456
Total Telecommunication Services			98,381,096
Utilities — (0.9%)
*AES Corp.	425,099		5,556,044
*Calpine Corp.	201,943		2,269,839
Maine & Maritimes Corp.	1,600		58,000
*Mirant Corp.	172,860		2,416,583
*Public Service Enterprise Group, Inc.	175,933		5,242,803
Questar Corp.	83,700		3,334,608
#*RRI Energy, Inc.	444,750		2,343,832
Unitil Corp.	1,800		37,242
Total Utilities			21,258,951
TOTAL COMMON STOCKS			2,278,554,755
RIGHTS/WARRANTS — (0.0%)
•*Enterprise Bancorp, Inc. Rights 11/19/09	600		—
•*Lantronix, Inc. Warrants	33		—
TOTAL RIGHTS/WARRANTS			—
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	13,814,176		13,814,176

63

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (8.2%)
§@DFA Short Term Investment Fund LP		202,493,142	$	202,493,142
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $1,886,910 FHLMC 5.793%(r), 01/01/37, valued at $1,059,989) to be repurchased at $1,029,122	$	1,029		1,029,115
TOTAL SECURITIES LENDING COLLATERAL				203,522,257
TOTAL INVESTMENTS — (100.0%) (Cost $2,552,893,037)			$	2,495,891,188

See accompanying Notes to Financial Statements.

64

Report of Independent Registered Public Accounting Firm

To the Board of Trustees and Shareholders of

The DFA Investment Trust Company

We have audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States), the financial statements of The U.S. Large Cap Value Series, The DFA International Value Series, The DFA Emerging Markets Small Cap Series, The Canadian Small Company Series, The Japanese Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Asia Pacific Small Company Series, The U.S. Large Company Series, The Emerging Markets Series, The Tax-Managed U.S. Equity Series, and The Tax-Managed U.S. Marketwide Value Series (constituting series within The DFA Investment Trust Company, hereafter referred to as the “Series”) as of October 31, 2009, and for the year then ended and have issued our unqualified report thereon dated December 23, 2009 (which report and financial statements are included in Item 1 of this Certified Shareholder Report on Form N-CSR). Our audits included an audit of the Series’ investment portfolios (the “Portfolios”) as of October 31, 2009 appearing in Item 6 of this Form N-CSR. These Portfolios are the responsibility of the Series’ management. Our responsibility is to express an opinion on these Portfolios based on our audits. In our opinion, the Portfolios referred to above, when read in conjunction with the financial statements of the Series referred to above, present fairly, in all material respects, the information set forth therein.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

(b) Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.

None.

ITEM 11. CONTROLS AND PROCEDURES.

(a) Based on their evaluation of the Registrant’s disclosure controls and procedures as of a date within 90 days of the filing date of this Report, the Registrant’s Principal Executive Officer and Principal Financial Officer believe that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effectively designed to ensure that information required to be disclosed by the Registrant in the Report is recorded, processed, summarized and reported by the filing date, including ensuring that information required to be disclosed in the Report is accumulated and communicated to the Registrant’s officers that are making certifications in the Report, as appropriate, to allow timely decisions regarding required disclosure. The Registrant’s management, including the Principal Executive Officer and the Principal Financial Officer, recognizes that any set of controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the second fiscal quarter of the period covered by

this Report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

ITEM 12. EXHIBITS.

(a)(1)	Code of Ethics is filed herewith.
(a)(2)	Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.
(a)(3)	This item is not applicable.
(b)	Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

Dimensional Investment Group Inc.

By:	/s/    DAVID G. BOOTH
	David G. Booth
	Chairman, Director, President and
	Chief Executive Officer

Date: January 4, 2010

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:	/s/    DAVID G. BOOTH
	David G. Booth
	Principal Executive Officer
	Dimensional Investment Group Inc.

Date: January 4, 2010

By:	/s/    DAVID R. MARTIN
	David R. Martin
	Principal Financial Officer
	Dimensional Investment Group Inc.

Date: January 4, 2010