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    811-3258

DFA INVESTMENT DIMENSIONS 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

DFA Investment Dimensions 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, 2010

Explanatory Note — This SEC has a 100 megabyte limitation on filing size. The Form N-CSR submission for DFA Investment Dimensions Group Inc. (the “Registrant”) is larger than 100 megabytes and therefore has to be split up into two separate filings, a Form N-CSR and Form N-CSR/A, in order to transmit all the information to the SEC. This Form N-CSR for the Registrant is complete except that information responsive to Item 6 is being filed in a subsequent filing on Form N-CSR/A.

ITEM 1. REPORTS TO STOCKHOLDERS.

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

VA U.S. Targeted Value Portfolio

VA U.S. Large Value Portfolio

VA International Value Portfolio

VA International Small Portfolio

VA Short-Term Fixed Portfolio

VA Global Bond Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS 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		9
Disclosure of Portfolio Holdings		11
Summary Schedules of Portfolio Holdings/Schedules of Investments
VA U.S. Targeted Value Portfolio		13
VA U.S. Large Value Portfolio		16
VA International Value Portfolio		19
VA International Small Portfolio		23
VA Short-Term Fixed Portfolio		27
VA Global Bond Portfolio		30
Statements of Assets and Liabilities		33
Statements of Operations		35
Statements of Changes in Net Assets		37
Financial Highlights		40
Notes to Financial Statements		43
Report of Independent Registered Public Accounting Firm		55
Fund Management		56
Voting Proxies on Fund Portfolio Securities		64
Notice to Shareholders		65

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]

DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Summary Schedules of Portfolio Holdings/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

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, 2010.
(g)	Face Amount Denominated in British Pounds.
(u)	Face Amount denominated in United States Dollars.
§	Affiliated Fund.
##	Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value allocated to this Portfolio as a part of this facility.

Financial Highlights

(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized

All Statements, Schedules and Notes to Financial Statements

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

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

3

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34% . Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57%
Russell Midcap® Index (mid cap companies)	27.73%
Russell 1000® Index (large cap companies)	17.65%
Russell 3000® Value Index	16.41%
Russell 3000® Growth Index	20.32%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S.

4

Large Company Portfolio. 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 Portfolios’ Performance Overview

VA U.S. Targeted Value Portfolio

The VA U.S. Targeted Value Portfolio seeks to capture the returns of U.S. small and mid cap value stocks. The investment strategy employed by the Portfolio is a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small and mid cap value stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 1,288 stocks, and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 27.00% for the Portfolio and 24.43% for the Russell 2000^® Value Index. Relative to the Index, the Portfolio’s higher concentration in securities with the most prominent value characteristics added approximately 0.8% to the relative performance. Differences in sector composition between the Portfolio and the Index also contributed to performance differences. Sector composition differences, due to the Portfolio’s strategy of maintaining consistent targeted value exposure, added approximately 4.1% relative to the Index.

VA U.S. Large Cap Value Portfolio

The VA U.S. Large Cap Value Portfolio 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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 199 stocks and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Portfolio’s assets.

For the 12 months ended October 31, 2010, total returns were 20.08% for the Portfolio and 15.72% for the Russell 1000^® Value Index. Relative to the Index, the Portfolio’s higher concentration in securities with the most prominent value characteristics and composition differences among the Portfolio’s value stocks added approximately 3.6% to the relative performance. Differences in allocation and composition between the Portfolio and the Index across the market capitalization segments contributed to the outperformance, particularly the Portfolio’s smaller allocation to the largest stocks and the composition of those stocks which added approximately 2.8% to the relative performance. The Portfolio’s exclusion of REITs had a negative impact of approximately 0.7% relative to the Index as REITs was the best-performing sector over the period.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010 was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

5

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index	9.61%
MSCI World ex USA Small Cap Index	17.23%
MSCI World ex USA Value Index	6.38%
MSCI World ex USA Growth Index	12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return	U.S. Dollar Return
United Kingdom	16.07%	12.58%
Japan	-6.76%	4.78%
Canada	15.83%	22.62%
France	11.80%	5.31%
Australia	3.70%	12.50%
Germany	20.61%	13.61%
Switzerland	5.53%	9.90%
Spain	-2.96%	-8.59%
Sweden	17.82%	23.94%
Italy	0.69%	-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Portfolios’ Performance Overview

VA International Value Portfolio

The VA International Value Portfolio seeks to capture the returns of international 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 any specific equity index. As of October 31, 2010, the Portfolio held 443 stocks in 23 developed countries. In general the Portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Portfolio’s assets.

For the 12 months ended October 31, 2010, total returns were 10.35% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Portfolio’s greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of U.S. markets, while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets, while the Index uses local market closing prices.

6

VA International Small Portfolio

The VA International Small Portfolio seeks to capture the returns of international 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 a specific equity index. As of October 31, 2010, the Portfolio held 2,432 stocks in 23 developed country markets. In general the Portfolio was fully invested in equities throughout the year. The average 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 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, 2010, total returns were 17.68% for the Portfolio and 17.23% for the MSCI World ex USA Small Cap Index (net dividends). The Portfolio and the Index held a number of securities in common but at different weights due to different methods for defining size and the Portfolio’s exclusion rules. For the one-year period ended October 31, 2010, overall differences generally offset each other with the end result that the Portfolio slightly outperformed the Index.

Fixed Income Market Review 12 Months Ended October 31, 2010

U.S. and international credit markets experienced relatively high levels of volatility during the fiscal year ended October 31, 2010. Investor appetite for credit risk was reasonably strong through most of the year, and credit spreads narrowed versus the previous fiscal period. Over the course of the year, the U.S. Federal Reserve maintained the target federal funds rate between 0.00% and 0.25% and continued to add liquidity into the financial system. Meanwhile, several major central banks around the world took similar actions to aid credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, finished the fiscal year unchanged at 0.28%, while the yield on 10-year U.S. Treasury notes declined 78 basis points. The U.S. yield curve remained upwardly sloped throughout the year.

	10/31/09	10/31/10	Change
Three-Month LIBOR (yield)	0.28%	0.28%	0.00%
Ten-Year U.S. Treasury Notes (yield)	3.39%	2.61%	-0.78%

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, 2010, total returns were 0.12% for three-month U.S. Treasury bills, 9.21% for five-year U.S. Treasury notes, and 11.68% for 30-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 expected 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. and U.K.

Fixed Income Portfolios’ Performance Overview

VA Short-Term Fixed Portfolio

The VA Short-Term Fixed Portfolio seeks to maximize total return 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 (yields) the strategy creates a matrix of expected returns from different buy

7

and sell strategies, and identifies the maturity range for the highest expected returns. The average maturity of the Portfolio remained stable, decreasing slightly to 333 days on October 31, 2010, from 337 days on October 31, 2009.

For the 12 months ended October 31, 2010 the total return was 1.09% for the Portfolio, 0.37% for the BofA Merrill Lynch 6-Month US Treasury Note Index, and 0.87% for the BofA Merrill Lynch 1-Year US Treasury Note Index. During the period, interest rates declined but maintained a positive expected return premium. Relative to the Indices, the Portfolio benefited from exposure to securities with the 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 6-Month Treasury Note Index and had allocation to 1-2 year securities which significantly outperformed less-than-1-year securities. The Indexes had no exposure to securities with maturities of over one year.

VA Global Bond Portfolio

The VA Global Bond Portfolio seeks to maximize total return from a universe of U.S. government securities and high-quality corporate and currency-hedged global fixed income instruments with an average maturity of five years or less. All non-U.S. dollar-denominated securities within the Portfolio are currency hedged. Eligible countries for the Portfolio to invest in include Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current yields, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest expected returns. Maturities are shifted if expected premiums can be documented and justified. The average maturity of the Portfolio increased to 4.08 years on October 31, 2010, from 3.33 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 7.61% for the Portfolio and 2.76% 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 U.S. dollar- and sterling-denominated government agency and corporate securities contributed to outperformance during the period as credit spreads narrowed in the U.S. and U.K. The Portfolio had an average duration of 3.76 years on October 31, 2010 compared to 2.71 years for the Index, which also positively contributed to the Portfolio’s relative performance, as interest rates fell during the period.

8

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
VA U.S. Targeted Value Portfolio
Actual Fund Return	$	1,000.00	$	962.10		0.42%	$	2.08
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.09		0.42%	$	2.14

9

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
VA U.S. Large Value Portfolio
Actual Fund Return	$	1,000.00	$	977.10		0.30%		$1.50
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.69		0.30%		$1.53
VA International Value Portfolio
Actual Fund Return	$	1,000.00	$	1,056.00		0.50%		$2.59
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.68		0.50%		$2.55
VA International Small Portfolio
Actual Fund Return	$	1,000.00	$	1,076.00		0.65%		$3.40
Hypothetical 5% Annual Return	$	1,000.00	$	1,021.93		0.65%		$3.31
VA Short-Term Fixed Portfolio
Actual Fund Return	$	1,000.00	$	1,007.80		0.29%		$1.47
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.74		0.29%		$1.48
VA Global Bond Portfolio
Actual Fund Return	$	1,000.00	$	1,051.60		0.30%		$1.55
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.69		0.30%		$1.53

* 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.

10

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, 2010. 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

VA U.S. Targeted Value Portfolio		VA U.S. Large Value Portfolio		VA International Value Portfolio
Consumer Discretionary	14.0%	Consumer Discretionary	17.5%	Consumer Discretionary	15.4%
Consumer Staples	5.3%	Consumer Staples	7.9%	Consumer Staples	5.2%
Energy	6.5%	Energy	14.9%	Energy	13.1%
Financials	29.6%	Financials	20.8%	Financials	32.0%
Health Care	6.5%	Health Care	10.3%	Health Care	1.2%
Industrials	17.3%	Industrials	14.0%	Industrials	9.5%
Information Technology	13.3%	Information Technology	3.3%	Information Technology	2.8%
Materials	5.8%	Materials	4.0%	Materials	11.4%
Other	—	Telecommunication Services	6.2%	Telecommunication Services	7.3%
Telecommunication Services	1.3%	Utilities	1.1%	Utilities	2.1%
Utilities	0.4%		100.0%		100.0%
	100.0%

11

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

VA International Small Portfolio
Consumer Discretionary	19.2%
Consumer Staples	6.6%
Energy	5.7%
Financials	11.4%
Health Care	5.8%
Industrials	25.5%
Information Technology	9.1%
Materials	13.9%
Other	—
Real Estate Investment Trusts	0.1%
Telecommunication Services	0.6%
Utilities	2.1%
	100.0%
FIXED INCOME PORTFOLIOS
VA Short-Term Fixed Portfolio
Corporate	33.8%
Government	38.5%
Foreign Corporate	13.8%
Foreign Government	10.8%
Supranational	3.1%
	100.0%

VA Global Bond Portfolio
Corporate	6.8%
Government	11.9%
Foreign Corporate	22.0%
Foreign Government	33.9%
Supranational	25.4%
	100.0%

12

VA U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage of Net Assets**
COMMON STOCKS — (80.2%)
Consumer Discretionary — (11.2%)
#Dillard’s, Inc.		15,300	$	390,303		0.4%
#Jarden Corp.		12,066		386,836		0.4%
#*Lennar Corp. Class A		25,500		370,005		0.4%
#*Mohawk Industries, Inc.		7,200		412,848		0.5%
Other Securities				11,537,354		12.3%
Total Consumer Discretionary				13,097,346		14.0%
Consumer Staples — (4.3%)
*Constellation Brands, Inc. Class A		19,700		388,681		0.4%
Del Monte Foods Co.		37,871		543,070		0.6%
*Ralcorp Holdings, Inc.		7,100		440,626		0.5%
*Smithfield Foods, Inc.		22,070		369,672		0.4%
#*TreeHouse Foods, Inc.		8,600		401,620		0.4%
Other Securities				2,852,499		3.0%
Total Consumer Staples				4,996,168		5.3%
Energy — (5.2%)
*Rowan Cos., Inc.		11,650		383,285		0.4%
*Sunoco, Inc.		12,600		472,122		0.5%
Other Securities				5,232,447		5.6%
Total Energy				6,087,854		6.5%
Financials — (23.7%)
*Allegheny Corp.		1,208		362,980		0.4%
American Financial Group, Inc.		12,200		373,076		0.4%
*Arch Capital Group, Ltd.		4,724		408,106		0.4%
*Assurant, Inc.		16,800		664,272		0.7%
#Delphi Financial Group, Inc. Class A		15,096		408,649		0.4%
*E*Trade Financial Corp.		31,138		445,273		0.5%
Fidelity National Financial, Inc.		26,568		355,746		0.4%
#First Niagara Financial Group, Inc.		34,077		403,812		0.4%
#*Old Republic International Corp.		34,542		455,954		0.5%
*ProAssurance Corp.		7,590		436,349		0.5%
#Prosperity Bancshares, Inc.		12,064		375,070		0.4%
Reinsurance Group of America, Inc.		10,160		508,711		0.5%
White Mountains Insurance Group, Ltd.		1,200		383,040		0.4%
WR Berkley Corp.		12,800		352,256		0.4%
*Zions Bancorporation		21,400		442,124		0.5%
Other Securities				21,257,052		22.6%
Total Financials				27,632,470		29.4%
Health Care — (5.2%)
#*Alere, Inc.		11,601		342,810		0.4%
#Cooper Cos., Inc.		10,700		527,938		0.6%
*Coventry Health Care, Inc.		20,400		477,768		0.5%
#*LifePoint Hospitals, Inc.		11,700		396,864		0.4%
Other Securities				4,353,635		4.6%
Total Health Care				6,099,015		6.5%
Industrials — (13.9%)
*AGCO Corp.		11,134		472,861		0.5%
#*Alaska Air Group, Inc.		10,400		549,120		0.6%
*Amerco, Inc.		6,865		565,127		0.6%
Applied Industrial Technologies, Inc.		12,439		378,270		0.4%
*ArvinMeritor, Inc.		20,350		337,403		0.3%
#Baldor Electric Co.		9,100		382,382		0.4%

13

VA U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
*Esterline Technologies Corp.		9,859	$	595,878		0.6%
#GATX Corp.		10,976		347,500		0.4%
#*Hertz Global Holdings, Inc.		30,230		342,204		0.4%
#*Ryder System, Inc.		9,234		403,988		0.4%
Seaboard Corp.		200		370,810		0.4%
Other Securities				11,434,111		12.2%
Total Industrials				16,179,654		17.2%
Information Technology — (10.7%)
*Acxiom Corp.		21,208		372,200		0.4%
*Arrow Electronics, Inc.		14,859		439,975		0.5%
*Benchmark Electronics, Inc.		22,328		366,849		0.4%
*Coherent, Inc.		8,397		352,338		0.4%
*IAC/InterActiveCorp.		13,000		362,700		0.4%
*Ingram Micro, Inc.		24,100		425,606		0.4%
*Tech Data Corp.		13,700		588,963		0.6%
Other Securities				9,575,652		10.2%
Total Information Technology				12,484,283		13.3%
Materials — (4.6%)
Reliance Steel & Aluminum Co.		9,700		405,945		0.4%
Westlake Chemical Corp.		13,400		428,264		0.5%
Other Securities				4,591,997		4.9%
Total Materials				5,426,206		5.8%
Other — (0.0%)
Other Securities				102		0.0%
Telecommunication Services — (1.1%)
Other Securities				1,244,459		1.3%
Utilities — (0.3%)
Other Securities				359,448		0.4%
TOTAL COMMON STOCKS				93,607,005		99.7%
RIGHTS/WARRANTS — (0.1%)
Other Securities				50,097		0.1%
TEMPORARY CASH INVESTMENTS — (0.2%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		260,564		260,564		0.3%

14

VA U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (19.5%)
§@ DFA Short Term Investment Fund		22,689,142	$	22,689,142		24.2%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $106,330 FNMA 3.500%, 10/01/20, valued at $111,243) to be repurchased at $108,004		$108		108,002		0.1%
TOTAL SECURITIES LENDING COLLATERAL				22,797,144		24.3%
TOTAL INVESTMENTS — (100.0%) (Cost $125,205,472)			$	116,714,810		124.4%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	13,097,346		—		—	$	13,097,346
Consumer Staples		4,996,168		—		—		4,996,168
Energy		6,087,854		—		—		6,087,854
Financials		27,632,470		—		—		27,632,470
Health Care		6,099,015		—		—		6,099,015
Industrials		16,179,654		—		—		16,179,654
Information Technology		12,484,283		—		—		12,484,283
Materials		5,426,206		—		—		5,426,206
Other		—	$	102		—		102
Telecommunication Services		1,244,459		—		—		1,244,459
Utilities		359,448		—		—		359,448
Rights/Warrants		166		49,931		—		50,097
Temporary Cash Investments		260,564		—		—		260,564
Securities Lending Collateral		—		22,797,144		—		22,797,144
TOTAL	$	93,867,633	$	22,847,177		—	$	116,714,810

See accompanying Notes to Financial Statements.

15

VA U.S. LARGE VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage of Net Assets**
COMMON STOCKS — (92.4%)
Consumer Discretionary — (16.2%)
*Carnival Corp.		39,939	$	1,724,167		1.4%
CBS Corp. Class B		49,005		829,655		0.7%
*Comcast Corp. Class A		150,959		3,106,736		2.5%
Comcast Corp. Special Class A		53,998		1,043,781		0.8%
*Liberty Media Corp. Interactive Class A		44,599		658,281		0.5%
*News Corp. Class A		125,952		1,821,266		1.5%
News Corp. Class B		53,658		862,821		0.7%
*Time Warner Cable, Inc.		26,961		1,560,233		1.3%
*Time Warner, Inc.		81,715		2,656,555		2.2%
Walt Disney Co. (The)		26,395		953,123		0.8%
Other Securities				6,203,271		5.1%
Total Consumer Discretionary				21,419,889		17.5%
Consumer Staples — (7.3%)
*Archer-Daniels-Midland Co.		36,315		1,210,016		1.0%
*CVS Caremark Corp.		91,801		2,765,046		2.3%
Kraft Foods, Inc.		77,704		2,507,508		2.0%
Other Securities				3,195,485		2.6%
Total Consumer Staples				9,678,055		7.9%
Energy — (13.8%)
*Anadarko Petroleum Corp.		33,764		2,078,849		1.7%
Chesapeake Energy Corp.		42,464		921,469		0.7%
*Chevron Corp.		8,866		732,420		0.6%
*ConocoPhillips		84,950		5,046,030		4.1%
Hess Corp.		21,949		1,383,445		1.1%
*Marathon Oil Corp.		48,071		1,709,885		1.4%
National-Oilwell, Inc.		27,403		1,473,185		1.2%
*Valero Energy Corp.		39,919		716,546		0.6%
Other Securities				4,144,088		3.4%
Total Energy				18,205,917		14.8%
Financials — (19.2%)
*Bank of America Corp.		287,246		3,286,094		2.7%
*Capital One Financial Corp.		31,256		1,164,911		0.9%
*Citigroup, Inc.		995,905		4,152,924		3.4%
CME Group, Inc.		4,118		1,192,779		1.0%
*Hartford Financial Services Group, Inc.		29,855		715,923		0.6%
*Loews Corp.		32,846		1,296,760		1.0%
*MetLife, Inc.		53,314		2,150,154		1.7%
*Morgan Stanley		42,998		1,069,360		0.9%
*Prudential Financial, Inc.		24,969		1,312,870		1.1%
*SunTrust Banks, Inc.		34,125		853,808		0.7%
Other Securities				8,240,081		6.7%
Total Financials				25,435,664		20.7%
Health Care — (9.6%)
*Aetna, Inc.		29,082		868,389		0.7%
*Pfizer, Inc.		147,115		2,559,801		2.1%
*Thermo Fisher Scientific, Inc.		28,066		1,443,154		1.2%
UnitedHealth Group, Inc.		72,993		2,631,398		2.1%
*WellPoint, Inc.		34,119		1,854,026		1.5%
Other Securities				3,308,518		2.7%
Total Health Care				12,665,286		10.3%

16

VA U.S. LARGE VALUE PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (12.9%)
*CSX Corp.		29,860	$	1,834,897		1.5%
General Electric Co.		261,625		4,191,232		3.4%
*Norfolk Southern Corp.		28,700		1,764,763		1.5%
*Northrop Grumman Corp.		23,289		1,472,098		1.2%
Republic Services, Inc.		25,729		766,981		0.6%
*Southwest Airlines Co.		55,992		770,450		0.6%
*Union Pacific Corp.		35,497		3,112,377		2.5%
Other Securities				3,183,428		2.6%
Total Industrials				17,096,226		13.9%
Information Technology — (3.0%)
Other Securities				3,992,832		3.3%
Materials — (3.7%)
*Alcoa, Inc.		73,106		959,882		0.8%
*International Paper Co.		32,563		823,193		0.7%
Other Securities				3,073,920		2.5%
Total Materials				4,856,995		4.0%
Telecommunication Services — (5.7%)
*AT&T, Inc.		157,263		4,481,995		3.7%
#*CenturyLink, Inc.		19,191		794,124		0.6%
*Sprint Nextel Corp.		204,911		844,233		0.7%
*Verizon Communications, Inc.		24,560		797,463		0.6%
Other Securities				618,700		0.5%
Total Telecommunication Services				7,536,515		6.1%
Utilities — (1.0%)
*Public Service Enterprise Group, Inc.		21,740		703,289		0.6%
Other Securities				651,198		0.5%
Total Utilities				1,354,487		1.1%
TOTAL COMMON STOCKS				122,241,866		99.6%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		462,936		462,936		0.4%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (7.3%)
§@DFA Short Term Investment Fund		9,606,270		9,606,270		7.8%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $45,019 FNMA 3.500%, 10/01/20, valued at $47,099) to be repurchased at $45,728		$46		45,727		0.1%
TOTAL SECURITIES LENDING COLLATERAL				9,651,997		7.9%
TOTAL INVESTMENTS — (100.0%) (Cost $129,328,523)			$	132,356,799		107.9%

17

VA U.S. LARGE VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	21,419,889		—		—	$	21,419,889
Consumer Staples		9,678,055		—		—		9,678,055
Energy		18,205,917		—		—		18,205,917
Financials		25,435,664		—		—		25,435,664
Health Care		12,665,286		—		—		12,665,286
Industrials		17,096,226		—		—		17,096,226
Information Technology		3,992,832		—		—		3,992,832
Materials		4,856,995		—		—		4,856,995
Telecommunication Services		7,536,515		—		—		7,536,515
Utilities		1,354,487		—		—		1,354,487
Temporary Cash Investments		462,936		—		—		462,936
Securities Lending Collateral		—	$	9,651,997		—		9,651,997
TOTAL	$	122,704,802	$	9,651,997		—	$	132,356,799

See accompanying Notes to Financial Statements.

18

VA INTERNATIONAL VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (87.4%)
AUSTRALIA — (4.7%)
National Australia Bank, Ltd.		30,229	$	756,581		0.7%
Wesfarmers, Ltd.		33,137		1,078,165		1.0%
Other Securities				3,683,063		3.6%
TOTAL AUSTRALIA				5,517,809		5.3%
AUSTRIA — (0.2%)
Other Securities				210,355		0.2%
BELGIUM — (0.6%)
Other Securities				707,742		0.7%
CANADA — (9.4%)
#Encana Corp.		34,656		978,958		0.9%
#Sun Life Financial, Inc.		22,308		631,247		0.6%
#Suncor Energy, Inc.		38,733		1,241,097		1.2%
Talisman Energy, Inc.		37,945		687,914		0.7%
Teck Resources, Ltd. Class B		22,800		1,019,394		1.0%
Thomson Reuters Corp.		17,778		678,942		0.7%
#TransCanada Corp.		25,955		958,648		0.9%
Other Securities				4,895,471		4.7%
TOTAL CANADA				11,091,671		10.7%
DENMARK — (1.4%)
Carlsberg A.S. Series B		4,898		535,500		0.5%
Other Securities				1,132,710		1.1%
TOTAL DENMARK				1,668,210		1.6%
FINLAND — (1.0%)
Other Securities				1,131,582		1.1%
FRANCE — (7.3%)
AXA SA		40,407		736,903		0.7%
BNP Paribas SA		7,666		560,737		0.5%
Cie de Saint-Gobain SA		17,150		805,750		0.8%
GDF Suez SA		24,649		984,904		1.0%
Societe Generale Paris SA		10,890		653,018		0.6%
Vivendi SA		39,090		1,117,004		1.1%
Other Securities				3,802,637		3.7%
TOTAL FRANCE				8,660,953		8.4%
GERMANY — (8.1%)
Allianz SE Sponsored ADR		70,836		887,575		0.9%
Bayerische Motoren Werke AG		14,079		1,009,076		1.0%
*Daimler AG		28,284		1,869,104		1.8%
Deutsche Bank AG		38,494		2,217,483		2.1%
Deutsche Telekom AG Sponsored ADR		73,200		1,054,812		1.0%
Munchener Rueckversicherungs-Gesellschaft AG		5,131		801,979		0.8%
Other Securities				1,713,037		1.6%
TOTAL GERMANY				9,553,066		9.2%
GREECE — (0.0%)
Other Securities				57,976		0.1%
HONG KONG — (1.7%)
Hutchison Whampoa, Ltd.		74,000		731,797		0.7%

19

VA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
HONG KONG — (Continued)
Other Securities			$	1,251,141		1.2%
TOTAL HONG KONG				1,982,938		1.9%
IRELAND — (0.1%)
Other Securities				91,690		0.1%
ISRAEL — (0.6%)
Other Securities				741,984		0.7%
ITALY — (1.8%)
Intesa Sanpaolo SpA		188,353		662,468		0.7%
UniCredit SpA		236,724		617,155		0.6%
Other Securities				867,494		0.8%
TOTAL ITALY				2,147,117		2.1%
JAPAN — (18.2%)
FUJIFILM Holdings Corp.		16,600		553,803		0.5%
Mitsubishi UFJ Financial Group, Inc.		402,600		1,868,468		1.8%
Mitsui & Co., Ltd.		54,300		853,998		0.8%
Seven & I Holdings Co., Ltd.		22,100		513,008		0.5%
#Sony Corp. Sponsored ADR		29,100		984,744		1.0%
#Sumitomo Corp.		41,500		525,424		0.5%
Sumitomo Mitsui Financial Group, Inc.		22,500		671,574		0.6%
#*Toyota Motor Corp. Sponsored ADR		31,618		2,239,187		2.2%
Other Securities				13,177,784		12.7%
TOTAL JAPAN				21,387,990		20.6%
NETHERLANDS — (4.0%)
#ArcelorMittal NV		36,543		1,182,479		1.1%
*ING Groep NV		138,408		1,480,793		1.4%
Koninklijke Philips Electronics NV		23,073		703,784		0.7%
Other Securities				1,311,077		1.3%
TOTAL NETHERLANDS				4,678,133		4.5%
NEW ZEALAND — (0.1%)
Other Securities				92,928		0.1%
NORWAY — (1.1%)
Other Securities				1,248,847		1.2%
PORTUGAL — (0.1%)
Other Securities				114,394		0.1%
SINGAPORE — (1.3%)
Other Securities				1,507,288		1.5%
SPAIN — (1.9%)
Repsol YPF SA Sponsored ADR		20,400		564,876		0.5%
Other Securities				1,734,046		1.7%
TOTAL SPAIN				2,298,922		2.2%
SWEDEN — (2.7%)
Nordea Bank AB		87,311		961,352		0.9%
Other Securities				2,255,408		2.2%
TOTAL SWEDEN				3,216,760		3.1%
SWITZERLAND — (5.1%)
Credit Suisse Group AG		22,276		922,195		0.9%
Holcim, Ltd. AG		10,522		655,482		0.6%
Swiss Reinsurance Co., Ltd. AG		12,607		605,730		0.6%

20

VA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
SWITZERLAND — (Continued)
#*UBS AG		43,220	$	734,202		0.7%
Zurich Financial Services AG		4,723		1,155,800		1.1%
Other Securities				1,942,810		1.9%
TOTAL SWITZERLAND				6,016,219		5.8%
UNITED KINGDOM — (16.0%)
Aviva P.L.C.		102,064		650,898		0.6%
Barclays P.L.C. Sponsored ADR		64,148		1,132,212		1.1%
#*BP P.L.C. Sponsored ADR		39,200		1,600,536		1.5%
#Royal Dutch Shell P.L.C. ADR		73,556		4,731,122		4.6%
Vodafone Group P.L.C.		672,985		1,839,684		1.8%
Vodafone Group P.L.C. Sponsored ADR		97,727		2,688,470		2.6%
Xstrata P.L.C.		46,073		892,590		0.9%
Other Securities				5,293,125		5.1%
TOTAL UNITED KINGDOM				18,828,637		18.2%
TOTAL COMMON STOCKS				102,953,211		99.4%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $160,000 FHLMC 5.00%, 10/15/19,valued at $181,000) to be repurchased at $174,003		$174		174,000		0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.4%)
§@DFA Short Term Investment Fund		11,067,482		11,067,482		10.7%
@ Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $3,628,869)## to be repurchased at $3,557,780		$3,558		3,557,715		3.4%
TOTAL SECURITIES LENDING COLLATERAL				14,625,197		14.1%
TOTAL INVESTMENTS — (100.0%) (Cost $119,215,999)				$117,752,408		113.7%

21

VA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia		—	$	5,517,809		—	$	5,517,809
Austria		—		210,355		—		210,355
Belgium		—		707,742		—		707,742
Canada	$	11,091,671		—		—		11,091,671
Denmark		—		1,668,210		—		1,668,210
Finland		—		1,131,582		—		1,131,582
France		85,009		8,575,944		—		8,660,953
Germany		1,942,387		7,610,679		—		9,553,066
Greece		—		57,976		—		57,976
Hong Kong		—		1,982,938		—		1,982,938
Ireland		91,690		—		—		91,690
Israel		53,283		688,701		—		741,984
Italy		378,448		1,768,669		—		2,147,117
Japan		3,364,494		18,023,496		—		21,387,990
Netherlands		483,477		4,194,656		—		4,678,133
New Zealand		—		92,928		—		92,928
Norway		—		1,248,847		—		1,248,847
Portugal		—		114,394		—		114,394
Singapore		—		1,507,288		—		1,507,288
Spain		564,876		1,734,046		—		2,298,922
Sweden		272,662		2,944,098		—		3,216,760
Switzerland		668,970		5,347,249		—		6,016,219
United Kingdom		11,246,782		7,581,855		—		18,828,637
Temporary Cash Investments		—		174,000		—		174,000
Securities Lending Collateral		—		14,625,197		—		14,625,197
TOTAL	$	30,243,749	$	87,508,659		—	$	117,752,408

See accompanying Notes to Financial Statements.

22

VA INTERNATIONAL SMALL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (88.0%)
AUSTRALIA — (7.8%)
#Campbell Brothers, Ltd.		4,877	$	167,995		0.2%
*Iluka Resources, Ltd.		27,776		183,841		0.2%
#JB Hi-Fi, Ltd.		7,902		153,992		0.2%
*Riversdale Mining, Ltd.		15,333		161,388		0.2%
Other Securities				6,226,161		8.0%
TOTAL AUSTRALIA				6,893,377		8.8%
AUSTRIA — (1.2%)
Andritz AG		2,690		206,151		0.3%
Other Securities				846,804		1.1%
TOTAL AUSTRIA				1,052,955		1.4%
BELGIUM — (1.5%)
Ackermans & van Haaren NV		2,011		173,497		0.2%
Bekaert SA		879		269,459		0.3%
Other Securities				917,959		1.2%
TOTAL BELGIUM				1,360,915		1.7%
CANADA — (10.3%)
Astral Media, Inc. Class A		3,600		144,367		0.2%
#*Equinox Minerals, Ltd.		32,100		174,364		0.2%
#Groupe Aeroplan, Inc.		12,000		145,897		0.2%
Methanex Corp.		5,417		150,841		0.2%
*Quadra FNX Mining, Ltd.		10,651		150,382		0.2%
*SEMAFO, Inc.		12,700		152,415		0.2%
Other Securities				8,149,385		10.4%
TOTAL CANADA				9,067,651		11.6%
DENMARK — (0.9%)
Other Securities				817,793		1.1%
FINLAND — (2.5%)
Kesko Oyj		3,913		194,180		0.2%
Other Securities				1,995,601		2.6%
TOTAL FINLAND				2,189,781		2.8%
FRANCE — (4.5%)
Arkema SA		2,964		191,530		0.2%
#*Cie Generale de Geophysique-Veritas SA		8,042		187,852		0.2%
#Neopost SA		1,739		144,456		0.2%
Nexans SA		2,122		151,355		0.2%
SEB SA		1,761		168,857		0.2%
Societe BIC SA		1,629		144,596		0.2%
Zodiac Aerospace SA		2,571		181,802		0.2%
Other Securities				2,772,091		3.6%
TOTAL FRANCE				3,942,539		5.0%
GERMANY — (4.4%)
#Aixtron AG		5,535		180,238		0.2%
Bilfinger Berger SE		2,546		186,628		0.3%
Rhoen-Klinikum AG		7,370		172,683		0.2%
Software AG		1,160		162,431		0.2%
Symrise AG		6,477		197,298		0.3%
Other Securities				2,981,960		3.8%
TOTAL GERMANY				3,881,238		5.0%

23

VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
GREECE — (0.7%)
Other Securities			$	592,667		0.8%
HONG KONG — (2.4%)
Other Securities				2,157,158		2.8%
IRELAND — (0.8%)
Other Securities				689,549		0.9%
ISRAEL — (0.6%)
Other Securities				540,162		0.7%
ITALY — (2.9%)
Other Securities				2,529,370		3.2%
JAPAN — (17.9%)
Other Securities				15,764,217		20.2%
NETHERLANDS — (1.8%)
SBM Offshore NV		10,126		206,679		0.2%
Other Securities				1,389,371		1.8%
TOTAL NETHERLANDS				1,596,050		2.0%
NEW ZEALAND — (0.6%)
Other Securities				565,867		0.7%
NORWAY — (1.1%)
Other Securities				991,962		1.3%
PORTUGAL — (0.5%)
Other Securities				412,348		0.5%
SINGAPORE — (1.3%)
Other Securities				1,150,838		1.5%
SPAIN — (2.2%)
*Iberia Lineas Aereas de Espana SA		34,690		152,383		0.2%
Other Securities				1,771,651		2.3%
TOTAL SPAIN				1,924,034		2.5%
SWEDEN — (2.4%)
Elekta AB Series B		5,600		211,816		0.3%
Other Securities				1,925,003		2.4%
TOTAL SWEDEN				2,136,819		2.7%
SWITZERLAND — (4.5%)
Aryzta AG		6,721		297,840		0.4%
*Clariant AG		15,895		268,818		0.3%
#Galenica Holding AG		362		174,950		0.2%
Sulzer AG		1,358		165,346		0.2%
Other Securities				3,033,261		3.9%
TOTAL SWITZERLAND				3,940,215		5.0%
UNITED KINGDOM — (15.2%)
Babcock International Group P.L.C.		19,735		183,405		0.2%
Carillion P.L.C.		33,513		185,108		0.2%
GKN P.L.C.		67,098		190,644		0.2%
IG Group Holdings P.L.C.		23,010		194,672		0.3%
IMI P.L.C.		14,847		187,750		0.2%
Informa P.L.C.		27,716		193,790		0.3%
Logica P.L.C.		103,973		215,602		0.3%
Meggitt P.L.C.		51,855		274,133		0.4%

24

VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Michael Page International P.L.C.		21,322	$	160,931		0.2%
Mondi P.L.C.		21,959		182,841		0.2%
Pennon Group P.L.C.		14,797		147,671		0.2%
*Rentokil Initial P.L.C.		112,929		179,202		0.2%
Spirax-Sarco Engineering P.L.C.		6,100		176,672		0.2%
SSL International P.L.C.		13,041		242,179		0.3%
*Travis Perkins P.L.C.		10,982		145,565		0.2%
United Business Media P.L.C.		16,744		176,463		0.2%
Weir Group P.L.C. (The)		9,477		236,534		0.3%
Other Securities				10,125,886		13.0%
TOTAL UNITED KINGDOM				13,399,048		17.1%
TOTAL COMMON STOCKS				77,596,553		99.3%
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
Other Securities				108		0.0%
BELGIUM — (0.0%)
Other Securities				134		0.0%
FRANCE — (0.0%)
Other Securities				396		0.0%
ITALY — (0.0%)
Other Securities				49		0.0%
UNITED KINGDOM — (0.0%)
Other Securities				954		0.0%
TOTAL RIGHTS/WARRANTS				1,641		0.0%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.0%)
§@DFA Short Term Investment Fund		9,599,976		9,599,976		12.3%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $959,997)## to be repurchased at $941,191		$941		941,174		1.2%
TOTAL SECURITIES LENDING COLLATERAL				10,541,150		13.5%
TOTAL INVESTMENTS — (100.0%) (Cost $87,267,316)				$88,139,344		112.8%

25

VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	15,858	$	6,877,519		—	$	6,893,377
Austria		—		1,052,955		—		1,052,955
Belgium		—		1,360,915		—		1,360,915
Canada		9,067,651		—		—		9,067,651
Denmark		—		817,793		—		817,793
Finland		—		2,189,781		—		2,189,781
France		—		3,942,539		—		3,942,539
Germany		—		3,881,238		—		3,881,238
Greece		—		592,667		—		592,667
Hong Kong		—		2,157,158		—		2,157,158
Ireland		—		689,549		—		689,549
Israel		58,507		481,655		—		540,162
Italy		—		2,529,370		—		2,529,370
Japan		—		15,764,217		—		15,764,217
Netherlands		—		1,596,050		—		1,596,050
New Zealand		—		565,867		—		565,867
Norway		—		991,962		—		991,962
Portugal		—		412,348		—		412,348
Singapore		—		1,150,838		—		1,150,838
Spain		—		1,924,034		—		1,924,034
Sweden		520		2,136,299		—		2,136,819
Switzerland		—		3,940,215		—		3,940,215
United Kingdom		3,142		13,395,906		—		13,399,048
Rights/Warrants
Austria		—		108		—		108
Belgium		64		70		—		134
France		396		—		—		396
Italy		49		—		—		49
United Kingdom		—		954		—		954
Securities Lending Collateral		—		10,541,150		—		10,541,150
TOTAL	$	9,146,187	$	78,993,157		—	$	88,139,344

See accompanying Notes to Financial Statements.

26

VA SHORT-TERM FIXED PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (36.8%)
Federal Farm Credit Bank
1.125%, 10/03/11	$	1,500	$	1,510,397
0.950%, 02/10/12		800		806,307
0.950%, 03/05/12		500		504,094
2.250%, 04/24/12		1,300		1,335,698
Federal Home Loan Bank
3.750%, 09/09/11		200		205,937
1.125%, 03/09/12		2,500		2,526,745
#     2.250%, 04/13/12		2,000		2,055,064
1.125%, 05/18/12		2,300		2,327,255
#     1.375%, 06/08/12		1,200		1,219,385
1.875%, 06/20/12		1,400		1,434,401
4.625%, 10/10/12		300		324,832
Federal Home Loan Mortgage Corporation
1.125%, 12/15/11		500		504,588
1.125%, 04/25/12		1,500		1,517,213
5.125%, 07/15/12		1,500		1,620,084
1.125%, 07/27/12		2,000		2,026,348
1.000%, 08/28/12		2,000		2,021,970
Federal National Mortgage Association
#     0.875%, 01/12/12		2,000		2,012,422
1.500%, 03/15/12		400		406,373
6.125%, 03/15/12		1,200		1,294,340
1.000%, 04/04/12		2,400		2,422,435
1.875%, 04/20/12		3,200		3,271,600
4.375%, 09/15/12		3,200		3,436,323
Tennessee Valley Authority
6.790%, 05/23/12		1,000		1,098,857
TOTAL AGENCY OBLIGATIONS				35,882,668
BONDS — (39.5%)
Bank of Nova Scotia Floating Rate Note
(r)   0.543%, 03/05/12		1,750		1,754,587
Barclays Bank P.L.C. Floating Rate Note
(r)   0.556%, 01/14/11		2,200		2,199,985
Berkshire Hathaway, Inc. Floating Rate Note
(r)   0.591%, 02/10/12		2,000		1,999,226
BNP Paribas Floating Rate Note
(r)   0.716%, 02/01/12		2,000		1,998,266
Citigroup, Inc.
1.250%, 09/22/11		600		605,207
1.875%, 05/07/12		1,000		1,022,457

	Face Amount		Value†
	(000)
Eksportfinans ASA
5.000%, 02/14/12	$	1,000	$	1,056,592
European Investment Bank
3.250%, 10/14/11		2,000		2,054,316
General Electric Capital Corp.
2.200%, 06/08/12		1,000		1,028,541
General Electric Capital Corp. Floating Rate Note
(r)    0.373%, 06/06/11		1,000		1,000,498
(r)    0.519%, 11/21/11		502		502,974
Inter-American Development Bank
4.375%, 09/20/12		2,100		2,251,024
Japan Finance Corp.
2.000%, 06/24/11		2,100		2,120,408
JPMorgan Chase & Co.
5.375%, 10/01/12		800		865,527
JPMorgan Chase & Co. Floating Rate Note
(r)    1.043%, 06/13/11		1,500		1,506,888
Kreditanstalt fuer Wiederaufbau
1.250%, 06/15/12		500		506,532
Landeskreditbank Baden-Wuerttemberg Foerderbank
4.875%, 01/13/12		600		630,492
Landwirtschaftliche Rentenbank
1.875%, 09/24/12		1,500		1,536,546
Morgan Stanley
3.250%, 12/01/11		800		825,091
Nordea Bank Finland P.L.C. Floating Rate Note
(r)   0.686%, 02/01/12		2,500		2,499,380
Oesterreichische Kontrollbank AG
4.750%, 11/08/11		2,000		2,086,104
Ontario, Province of Canada
2.625%, 01/20/12		2,000		2,054,370
Regions Bank
3.250%, 12/09/11		500		515,844
Royal Bank of Canada
#     5.650%, 07/20/11		2,000		2,068,372
Royal Bank of Canada Floating Rate Note
(r)    0.356%, 01/27/12		300		300,000
Shell International Finance BV Floating Rate Note
#(r)    0.640%, 06/22/12		1,000		1,002,476

27

VA SHORT-TERM FIXED PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Svenska Handelsbanken Floating Rate Note
(r)   0.538%, 01/30/12	$	500	$	499,834
Westpac Banking Corp. Floating Rate Note
(r)   0.589%, 08/17/12		2,000		1,998,262
TOTAL BONDS				38,489,799
COMMERCIAL PAPER — (14.3%)
Abbey National North America LLC
0.550%, 11/08/10		1,000		999,944
Archer Daniels Midland
0.240%, 12/14/10		600		599,800
Credit Agricole North America, Inc.
0.300%, 12/16/10		400		399,875
Eksportfinans ASA
0.235%, 11/10/10		800		799,950
National Rural Utilities
0.240%, 11/10/10		1,000		999,928
0.280%, 11/29/10		1,000		999,776
NRW.BANK
0.250%, 11/18/10		1,000		999,885
Old Line Funding LLC
0.250%, 11/04/10		1,300		1,299,961
0.250%, 11/15/10		1,200		1,199,892
Paccar Financial Corp.
0.260%, 01/06/11		1,600		1,599,132
Procter & Gamble Co. (The)
0.270%, 11/18/10		800		799,929
Sheffield Receivables Corp.
0.250%, 12/02/10		1,000		999,745
Toyota Motor Credit Corp.
0.300%, 11/09/10		1,000		999,939
0.270%, 01/12/11		1,300		1,299,269
TOTAL COMMERCIAL PAPER				13,997,025

	Shares		Value†
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		371,000	$	371,000
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (9.0%)
§@ DFA Short Term Investment Fund		8,725,964		8,725,964
@ Repurchase Agreement, Deutsche Bank     Securities, Inc. 0.23%, 11/01/10     (Collateralized by $40,893 FNMA 3.500%,     10/01/20, valued at $42,782) to be     repurchased at $41,537		$42		41,536
TOTAL SECURITIES LENDING COLLATERAL				8,767,500
TOTAL INVESTMENTS — (100.0%) (Cost $97,078,138)			$	97,507,992

28

VA SHORT-TERM FIXED PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	35,882,668		—	$	35,882,668
Bonds		—		38,489,799		—		38,489,799
Commercial Paper		—		13,997,025		—		13,997,025
Temporary Cash Investments	$	371,000		—		—		371,000
Securities Lending Collateral		—		8,767,500		—		8,767,500
TOTAL	$	371,000	$	97,136,992		—	$	97,507,992

See accompanying Notes to Financial Statements.

29

VA GLOBAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount^		Value†
	(000)
BONDS — (77.2%)
AUSTRALIA — (7.8%)
Commonwealth Bank of Australia
(u)    3.625%, 06/25/14		1,700	$	1,855,338
(u)    2.700%, 11/25/14		700		735,742
National Australia Bank, Ltd.
(g)    5.375%, 12/08/14		700		1,245,179
Suncorp-Metway, Ltd.
(g)    4.000%, 01/16/14		1,300		2,227,244
Westpac Banking Corp.
(u)    4.200%, 02/27/15		1,500		1,628,532
(u)    3.000%, 08/04/15		1,500		1,550,272
TOTAL AUSTRALIA				9,242,307
AUSTRIA — (2.1%)
Austria Government International Bond
(u)    5.000%, 05/19/14		2,200		2,474,699
CANADA — (8.0%)
Bank of Nova Scotia
(u)    3.400%, 01/22/15		500		536,530
3.340%, 03/25/15		2,000		2,025,963
British Columbia, Province of Canada
(u)    2.850%, 06/15/15		2,000		2,127,162
Manitoba, Province of Canada
(u)    2.625%, 07/15/15		2,200		2,309,639
Ontario, Province of Canada
(u)    4.100%, 06/16/14		1,800		1,985,476
#(u)  2.950%, 02/05/15		500		531,008
TOTAL CANADA				9,515,778
FRANCE — (8.2%)
Agence Francaise de Developpement
(g)    4.875%, 10/30/13		1,200		2,109,866
BNP Paribas
(u)    3.250%, 03/11/15		2,000		2,093,044
Caisse d’Amortissement de la Dette Sociale
(u)    3.500%, 07/01/14		2,000		2,171,800
Societe Financement del’Economie Francaise
(u)    2.875%, 09/22/14		2,000		2,130,540

	Face Amount^		Value†
	(000)
FRANCE — (Continued)
Total Capital SA
(u)    2.875%, 03/18/15		1,200	$	1,266,974
TOTAL FRANCE				9,772,224
GERMANY — (4.7%)
Kreditanstalt fuer Wiederaufbau
(g)    3.125%, 12/08/14		1,400		2,351,526
(u)    4.375%, 07/21/15		452		512,895
Landwirtschaftliche Rentenbank
(u)    3.125%, 07/15/15		2,500		2,682,250
TOTAL GERMANY				5,546,671
NETHERLANDS — (6.4%)
Bank Nederlandse Gemeenten
(u)    5.000%, 05/16/14		800		904,821
(u)    3.125%, 01/12/15		500		534,360
(g)     4.375%, 01/19/15		912		1,590,766
Nederlandse Waterschapsbank NV
(u)    3.000%, 03/17/15		2,900		3,080,336
Rabobank Nederland NV
(g)    5.125%, 10/27/14		819		1,456,690
TOTAL NETHERLANDS				7,566,973
NORWAY — (4.0%)
Eksportfinans ASA
(u)    3.000%, 11/17/14		2,000		2,126,604
Kommunalbanken AS
(u)    2.750%, 05/05/15		2,500		2,637,675
TOTAL NORWAY				4,764,279
SPAIN — (1.6%)
Instituto de Credito Oficial
(g)    4.000%, 12/08/14		1,200		1,936,364
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (18.7%)
African Development Bank
(u)    3.000%, 05/27/14		2,000		2,143,222
Asian Development Bank
#(u)  2.750%, 05/21/14		500		533,096
#(u)  2.625%, 02/09/15		2,200		2,327,919

30

VA GLOBAL BOND PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Council of Europe Development Bank
(g)    3.375%, 12/08/14		1,764	$	2,998,656
Eurofima
(g)    6.125%, 10/14/14		300		555,574
European Bank for Reconstruction & Development
(g)    5.875%, 08/04/14		1,400		2,570,769
(u)    1.625%, 09/03/15		500		506,975
European Investment Bank
(g)    6.250%, 04/15/14		1,200		2,215,957
(u)    2.875%, 01/15/15		400		427,325
(u)    2.750%, 03/23/15		400		425,508
Inter-American Development Bank
#(u)  4.500%, 09/15/14		2,000		2,266,658
International Finance Corp.
(u)    3.000%, 04/22/14		2,000		2,151,172
Nordic Investment Bank
(u)    2.625%, 10/06/14		2,200		2,332,625
(g)    5.750%, 12/16/14		220		407,048
(u)    2.500%, 07/15/15		400		420,278
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				22,282,782
SWEDEN — (2.4%)
Svensk Exportkredit AB
(u)    3.250%, 09/16/14		2,700		2,900,893
UNITED KINGDOM — (7.6%)
Abbey National Treasury Services P.L.C.
5.500%, 06/18/14		1,700		2,944,835
Barclays Bank P.L.C.
(u)    5.200%, 07/10/14		2,600		2,897,138
United Kingdom Gilt
2.750%, 01/22/15		1,900		3,183,097
TOTAL UNITED KINGDOM				9,025,070
UNITED STATES — (5.7%)
Bank of New York Mellon Corp. (The)
4.300%, 05/15/14		$700		767,341
3.100%, 01/15/15		561		593,050

	Face Amount		Value†
	(000)
UNITED STATES — (Continued)
General Electric Capital Corp.
#       3.500%, 06/29/15		$2,500	$	2,646,468
Microsoft Corp.
1.625%, 09/25/15		2,800		2,812,486
TOTAL UNITED STATES				6,819,345
TOTAL BONDS				91,847,385
AGENCY OBLIGATIONS — (12.2%)
Federal Farm Credit Bank
2.800%, 11/05/14		1,000		1,069,352
Federal Home Loan Bank
5.500%, 08/13/14		3,200		3,749,245
#       2.750%, 12/12/14		1,200		1,283,392
Federal Home Loan Mortgage Corporation
#       1.750%, 09/10/15		2,500		2,542,908
Federal National Mortgage Association
#       4.625%, 10/15/14		2,000		2,280,030
2.625%, 11/20/14		1,200		1,275,026
#       5.000%, 04/15/15		2,000		2,331,296
TOTAL AGENCY OBLIGATIONS				14,531,249
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $1,105,000 FNMA 5.50%, 12/01/38, valued at $568,673) to be repurchased at $560,009		560		560,000
	Shares
SECURITIES LENDING COLLATERAL — (10.1%)
§@ DFA Short Term Investment Fund		11,999,250		11,999,250
TOTAL INVESTMENTS — (100.0%) (Cost $113,682,045)			$	118,937,884

31

VA GLOBAL BOND PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2			Level 3		Total
Bonds
Australia		—	$	9,242,307			—	$	9,242,307
Austria		—		2,474,699			—		2,474,699
Canada		—		9,515,778			—		9,515,778
France		—		9,772,224			—		9,772,224
Germany		—		5,546,671			—		5,546,671
Netherlands		—		7,566,973			—		7,566,973
Norway		—		4,764,279			—		4,764,279
Spain		—		1,936,364			—		1,936,364
Supranational Organization Obligations		—		22,282,782			—		22,282,782
Sweden		—		2,900,893			—		2,900,893
United Kingdom		—		9,025,070			—		9,025,070
United States		—		6,819,345			—		6,819,345
Agency Obligations		—		14,531,249			—		14,531,249
Temporary Cash Investments		—		560,000			—		560,000
Securities Lending Collateral		—		11,999,250			—		11,999,250
Forward Currency Contracts**		—		(432,866	)		—		(432,866	)
TOTAL		—	$	118,505,018			—	$	118,505,018

** Not reflected in the Schedule of Investments, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

32

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	VA U.S. Targeted Value Portfolio			VA U.S. Large Value Portfolio			VA International Value Portfolio
ASSETS:
Investments at Value (including $21,624, $9,304 and $13,906 of securities on loan, respectively)	$	93,657		$	122,242		$	102,953
Temporary Cash Investments at Value & Cost		261			463			174
Collateral Received from Securities on Loan at Value & Cost		22,797			9,652			14,625
Foreign Currencies at Value		—			—			244
Cash		—			—			16
Receivables:
Investment Securities Sold		14			304			—
Dividends, Interest and Tax Reclaims		25			147			257
Securities Lending Income		10			7			3
Fund Shares Sold		8			20			10
Total Assets		116,772			132,835			118,282
LIABILITIES:
Payables:
Upon Return of Securities Loaned		22,797			9,652			14,625
Investment Securities Purchased		85			475			9
Fund Shares Redeemed		1			—			—
Due to Advisor		27			25			34
Accrued Expenses and Other Liabilities		11			11			13
Total Liabilities		22,921			10,163			14,681
NET ASSETS	$	93,851		$	122,672		$	103,601
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		9,020,074			8,708,923			8,584,949
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	10.40		$	14.09		$	12.07
Investments at Cost	$	102,148		$	119,214		$	104,416
Foreign Currencies at Cost	$	—		$	—		$	242
NET ASSETS CONSIST OF:
Paid-In Capital	$	120,077		$	126,845		$	107,732
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		282			1,727			1,785
Accumulated Net Realized Gain (Loss)		(18,017	)		(8,928	)		(4,466	)
Net Unrealized Foreign Exchange Gain (Loss)		—			—			11
Net Unrealized Appreciation (Depreciation)		(8,491	)		3,028			(1,461	)
NET ASSETS	$	93,851		$	122,672		$	103,601
(1) NUMBER OF SHARES AUTHORIZED		100,000,000			100,000,000			100,000,000

See accompanying Notes to Financial Statements.

33

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	VA International Small Portfolio			VA Short-Term Fixed Portfolio		VA Global Bond Portfolio
ASSETS:
Investments at Value (including $9,515, $8,596 and $11,946 of securities on loan, respectively)	$	77,598		$	88,369	$	106,379
Temporary Cash Investments at Value & Cost		—			371		560
Collateral Received from Securities on Loan at Value & Cost		10,541			8,768		11,999
Foreign Currencies at Value		698			—		67
Cash		—			—		15
Receivables:
Investment Securities Sold		25			—		—
Dividends, Interest and Tax Reclaims		183			349		1,359
Securities Lending Income		12			—		1
Fund Shares Sold		1			104		39
Unrealized Gain on Foreign Currency Contracts		1			—		—
Total Assets		89,059			97,961		120,419
LIABILITIES:
Payables:
Upon Return of Securities Loaned		10,541			8,768		11,999
Investment Securities Purchased		264			—		—
Due to Advisor		32			18		22
Loan Payable		62			—		—
Unrealized Loss on Forward Currency Contracts		—			—		433
Accrued Expenses and Other Liabilities		12			9		11
Total Liabilities		10,911			8,795		12,465
NET ASSETS	$	78,148		$	89,166	$	107,954
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		7,359,225			8,648,163		9,134,866
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	10.62		$	10.31	$	11.82
Investments at Cost	$	76,725		$	87,939	$	101,123
Foreign Currencies at Cost	$	693		$	—	$	66
NET ASSETS CONSIST OF:
Paid-In Capital	$	77,284		$	87,924	$	95,421
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		1,195			405		4,559
Accumulated Net Realized Gain (Loss)		(1,215	)		407		3,123
Net Unrealized Foreign Exchange Gain (Loss)		6			—		(406	)
Net Unrealized Appreciation (Depreciation)		878			430		5,257
NET ASSETS	$	78,148		$	89,166	$	107,954
(1) NUMBER OF SHARES AUTHORIZED		100,000,000			100,000,000		100,000,000

See accompanying Notes to Financial Statements.

34

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	VA U.S.  Targeted Value Portfolio			VA U.S. Large Value Portfolio		VA International Value Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $0 and $209, respectively)	$	780		$	2,343	$	2,272
Interest		1			1		1
Income from Securities Lending		116			69		104
Total Investment Income		897			2,413		2,377
Expenses
Investment Advisory Services Fees		285			278		341
Accounting & Transfer Agent Fees		29			32		35
Custodian Fees		13			7		34
Shareholders’ Reports		5			7		5
Filing Fees		—			—		1
Directors’/Trustees’ Fees & Expenses		1			1		1
Professional Fees		5			4		3
Other		6			6		5
Total Expenses		344			335		425
Net Investment Income (Loss)		553			2,078		1,952
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(2,265	)		6,279		408
Futures		77			49		(14	)
Foreign Currency Transactions		—			—		28
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		19,038			10,503		6,509
Translation of Foreign Currency Denominated Amounts		—			—		6
Net Realized and Unrealized Gain (Loss)		16,850			16,831		6,937
Net Increase (Decrease) in Net Assets Resulting from Operations	$	17,403		$	18,909	$	8,889

See accompanying Notes to Financial Statements.

35

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	VA International Small Portfolio			VA Short-Term Fixed Portfolio		VA Global Bond Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $126, $0 and $0, respectively)	$	1,506			—		—
Interest		—		$	777	$	2,917
Income from Securities Lending		143			5		14
Total Investment Income		1,649			782		2,931
Expenses
Investment Advisory Services Fees		330			217		247
Accounting & Transfer Agent Fees		33			30		36
Custodian Fees		40			2		7
Shareholders’ Reports		4			5		6
Filing Fees		—			1		1
Directors’/Trustees’ Fees & Expenses		1			1		1
Professional Fees		2			2		3
Other		6			3		4
Total Expenses		416			261		305
Net Investment Income (Loss)		1,233			521		2,626
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		807			414		3,190
Futures		(160	)		—		—
Foreign Currency Transactions		23			—		2,065
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		8,980			54		(258	)
Translation of Foreign Currency Denominated Amounts		4			—		(137	)
Net Realized and Unrealized Gain (Loss)		9,654			468		4,860
Net Increase (Decrease) in Net Assets Resulting from Operations	$	10,887		$	989	$	7,486

See accompanying Notes to Financial Statements.

36

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	VA U.S. Targeted Value Portfolio						VA U.S. Large Value Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	553		$	682		$	2,078		$	1,922
Net Realized Gain (Loss) on:
Investment Securities Sold		(2,265	)		(15,043	)		6,279			(7,504	)
Futures		77			22			49			88
Change in Unrealized Appreciation (Depreciation) of: Investment Securities		19,038			16,625			10,503			16,703
Net Increase (Decrease) in Net Assets Resulting from Operations		17,403			2,286			18,909			11,209
Distributions From:
Net Investment Income		(694	)		(1,179	)		(1,802	)		(2,495	)
Net Short-Term Gains		—			(301	)		—			—
Total Distributions		(694	)		(1,480	)		(1,802	)		(2,495	)
Capital Share Transactions (1):
Shares Issued		22,094			7,741			24,655			16,604
Shares Issued in Lieu of Cash Distributions		694			1,478			1,802			2,491
Shares Redeemed		(12,953	)		(12,547	)		(20,726	)		(16,984	)
Net Increase (Decrease) from Capital Share Transactions		9,835			(3,328	)		5,731			2,111
Total Increase (Decrease) in Net Assets		26,544			(2,522	)		22,838			10,825
Net Assets
Beginning of Period		67,307			69,829			99,834			89,009
End of Period	$	93,851		$	67,307		$	122,672		$	99,834
(1) Shares Issued and Redeemed:
Shares Issued		2,143			1,131			1,768			1,776
Shares Issued in Lieu of Cash Distributions		80			219			146			258
Shares Redeemed		(1,343	)		(1,794	)		(1,565	)		(1,694	)
Net Increase (Decrease) from Shares Issued and Redeemed		880			(444	)		349			340
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	282		$	426		$	1,727		$	1,451

See accompanying Notes to Financial Statements.

37

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	VA International Value Portfolio						VA International Small Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,952		$	1,947		$	1,233		$	1,187
Net Realized Gain (Loss) on:
Investment Securities Sold		408			(4,801	)		807			(1,789	)
Futures		(14	)		37			(160	)		(57	)
Foreign Currency Transactions		28			16			23			(14	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		6,509			23,090			8,980			18,590
Translation of Foreign Currency Denominated Amounts		6			—			4			(4	)
Net Increase (Decrease) in Net Assets Resulting from Operations		8,889			20,289			10,887			17,913
Distributions From:
Net Investment Income		(1,910	)		(3,296	)		(1,130	)		(1,740	)
Net Short-Term Gains		—			—			—			(435	)
Net Long-Term Gains		—			(7,234	)		—			(2,623	)
Total Distributions		(1,910	)		(10,530	)		(1,130	)		(4,798	)
Capital Share Transactions (1):
Shares Issued		31,939			7,275			17,596			7,243
Shares Issued in Lieu of Cash Distributions		1,910			10,521			1,130			4,795
Shares Redeemed		(12,577	)		(13,178	)		(9,289	)		(10,969	)
Net Increase (Decrease) from Capital Share Transactions		21,272			4,618			9,437			1,069
Total Increase (Decrease) in Net Assets		28,251			14,377			19,194			14,184
Net Assets
Beginning of Period		75,350			60,973			58,954			44,770
End of Period	$	103,601		$	75,350		$	78,148		$	58,954
(1) Shares Issued and Redeemed:
Shares Issued		2,819			867			1,812			1,051
Shares Issued in Lieu of Cash Distributions		170			1,329			123			780
Shares Redeemed		(1,122	)		(1,454	)		(984	)		(1,527	)
Net Increase (Decrease) from Shares Issued and Redeemed		1,867			742			951			304
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	1,785		$	1,634		$	1,195		$	1,066

See accompanying Notes to Financial Statements.

38

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	VA Short-Term Fixed Portfolio						VA Global Bond Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	521		$	1,496		$	2,626		$	2,180
Net Realized Gain (Loss) on:
Investment Securities Sold		414			836			3,190			1,076
Foreign Currency Transactions		—			—			2,065			1,481
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		54			722			(258	)		1,930
Translation of Foreign Currency Denominated Amounts		—			—			(137	)		21
Net Increase (Decrease) in Net Assets Resulting from Operations		989			3,054			7,486			6,688
Distributions From:
Net Investment Income		(1,247	)		(2,453	)		(3,642	)		(3,000	)
Net Long-Term Gains		(508	)		—			—			—
Total Distributions		(1,755	)		(2,453	)		(3,642	)		(3,000	)
Capital Share Transactions (1):
Shares Issued		17,291			15,142			19,626			12,188
Shares Issued in Lieu of Cash Distributions		1,755			2,453			3,642			3,000
Shares Redeemed		(11,362	)		(22,753	)		(8,799	)		(21,548	)
Net Increase (Decrease) from Capital Share Transactions		7,684			(5,158	)		14,469			(6,360	)
Total Increase (Decrease) in Net Assets		6,918			(4,557	)		18,313			(2,672	)
Net Assets
Beginning of Period		82,248			86,805			89,641			92,313
End of Period	$	89,166		$	82,248		$	107,954		$	89,641
(1) Shares Issued and Redeemed:
Shares Issued		1,686			1,466			1,741			1,100
Shares Issued in Lieu of Cash Distributions		172			242			328			278
Shares Redeemed		(1,107	)		(2,205	)		(770	)		(1,958	)
Net Increase (Decrease) from Shares Issued and Redeemed		751			(497	)		1,299			(580	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	405		$	1,131		$	4,559		$	3,494

See accompanying Notes to Financial Statements.

39

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	VA U.S. Targeted Value Portfolio																		VA U.S. Large Value Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	8.27		$	8.13		$	13.25		$	17.23		$	16.57		$	16.95		$	11.94		$	11.10		$	17.45		$	18.89		$	16.93		$	15.01
Income from Investment Operations
Net Investment Income (Loss)		0.07	(A)		0.08	(A)		0.12	(A)		0.15	(A)		0.15	(A)		0.05			0.25	(A)		0.23	(A)		0.27	(A)		0.24	(A)		0.25	(A)		0.19
Net Gains (Losses) on Securities (Realized and Unrealized)		2.15			0.24			(3.98	)		(1.85	)		2.63			1.42			2.12			0.92			(6.40	)		(0.30	)		2.60			1.88
Total from Investment Operations		2.22			0.32			(3.86	)		(1.70	)		2.78			1.47			2.37			1.15			(6.13	)		(0.06	)		2.85			2.07
Less Distributions
Net Investment Income		(0.09	)		(0.14	)		(0.14	)		(0.14	)		(0.05	)		(0.06	)		(0.22	)		(0.31	)		(0.22	)		(0.22	)		(0.20	)		(0.15	)
Net Realized Gains		—			(0.04	)		(1.12	)		(2.14	)		(2.07	)		(1.79	)		—			—			—			(1.16	)		(0.69	)		—
Total Distributions		(0.09	)		(0.18	)		(1.26	)		(2.28	)		(2.12	)		(1.85	)		(0.22	)		(0.31	)		(0.22	)		(1.38	)		(0.89	)		(0.15	)
Net Asset Value, End of Period	$	10.40		$	8.27		$	8.13		$	13.25		$	17.23		$	16.57		$	14.09		$	11.94		$	11.10		$	17.45		$	18.89		$	16.93
Total Return		27.00	%		4.32	%		(32.03	)%(C)		(11.45	)%		19.33	%		9.61	%		20.08	%		11.01	%		(35.56	)%(C)		(0.47	)%		17.74	%		13.91	%
Net Assets, End of Period (thousands)	$	93,851		$	67,307		$	69,829		$	101,695		$	100,337		$	77,914		$	122,672		$	99,834		$	89,009		$	140,825		$	120,776		$	86,031
Ratio of Expenses to Average Net Assets		0.42	%		0.45	%		0.50	%(B)		0.56	%		0.57	%		0.63	%		0.30	%		0.33	%		0.31	%(B)		0.28	%		0.32	%		0.38	%
Ratio of Net Investment Income to Average Net Assets		0.68	%		1.11	%		1.24	%(B)		1.01	%		0.93	%		0.33	%		1.87	%		2.24	%		1.86	%(B)		1.28	%		1.44	%		1.27	%
Portfolio Turnover Rate		32	%		19	%		23	%(C)		32	%		38	%		35	%		33	%		38	%		21	%(C)		9	%		14	%		13	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

40

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	VA International Value Portfolio																		VA International Small Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	11.22		$	10.20		$	21.98		$	20.37		$	16.08		$	14.25		$	9.20		$	7.33			$    15.41		$	14.76		$	12.93		$	11.22
Income from Investment Operations
Net Investment Income (Loss)		0.25	(A)		0.27	(A)		0.57	(A)		0.67	(A)		0.55	(A)		0.32			0.18	(A)		0.18	(A)		0.32	(A)		0.28	(A)		0.26	(A)		0.22
Net Gains (Losses) on Securities (Realized and Unrealized)		0.89			2.47			(9.89	)		2.68			4.91			1.96			1.42			2.46			(6.75	)		1.63			3.10			1.92
Total from Investment Operations		1.14			2.74			(9.32	)		3.35			5.46			2.28			1.60			2.64			(6.43	)		1.91			3.36			2.14
Less Distributions
Net Investment Income		(0.29	)		(0.54	)		(0.66	)		(0.56	)		(0.38	)		(0.27	)		(0.18	)		(0.28	)		(0.27	)		(0.28	)		(0.22	)		(0.21	)
Net Realized Gains		—			(1.18	)		(1.80	)		(1.18	)		(0.79	)		(0.18	)		—			(0.49	)		(1.38	)		(0.98	)		(1.31	)		(0.22	)
Total Distributions		(0.29	)		(1.72	)		(2.46	)		(1.74	)		(1.17	)		(0.45	)		(0.18	)		(0.77	)		(1.65	)		(1.26	)		(1.53	)		(0.43	)
Net Asset Value, End of Period	$	12.07		$	11.22		$	10.20		$	21.98		$	20.37		$	16.08		$	10.62		$	9.20			$    7.33		$	15.41		$	14.76		$	12.93
Total Return		10.35	%		33.92	%		(47.39	)%(C)		17.66	%		36.16	%		16.42	%		17.68	%		41.04	%		(46.30	)%(C)		13.94	%		28.59	%		19.72	%
Net Assets, End of Period (thousands)	$	103,601		$	75,350			$60,973		$	114,279		$	91,603		$	61,613		$	78,148		$	58,954			$44,770		$	79,720		$	60,106		$	43,662
Ratio of Expenses to Average Net Assets		0.50	%		0.52	%		0.49	%(B)		0.47	%		0.49	%		0.59	%		0.63	%		0.66	%		0.62	%(B)		0.62	%		0.64	%		0.73	%
Ratio of Net Investment Income to Average Net Assets		2.28	%		3.03	%		3.73	%(B)		3.18	%		3.09	%		2.21	%		1.87	%		2.41	%		2.90	%(B)		1.84	%		1.91	%		1.86	%
Portfolio Turnover Rate		21	%		20	%		18	%(C)		19	%		13	%		12	%		9	%		14	%		18	%(C)		20	%		14	%		21	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

41

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	VA Short-Term Fixed Portfolio																		VA Global Bond Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	10.42		$	10.34		$	10.56		$	10.44		$	10.26		$	10.20		$	11.44		$	10.97			$    10.95		$	10.46		$	10.55		$	10.55
Income from Investment Operations
Net Investment Income (Loss)		0.06	(A)		0.19	(A)		0.29	(A)		0.51	(A)		0.41	(A)		0.26			0.30	(A)		0.28	(A)		0.24	(A)		0.32	(A)		0.27	(A)		0.33	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		0.05			0.20			(0.04	)		(0.01	)		0.04			(0.06	)		0.54			0.57			—			0.21			0.12			(0.12	)
Total from Investment Operations		0.11			0.39			0.25			0.50			0.45			0.20			0.84			0.85			0.24			0.53			0.39			0.21
Less Distributions
Net Investment Income		(0.16	)		(0.31	)		(0.47	)		(0.38	)		(0.27	)		(0.14	)		(0.46	)		(0.38	)		(0.22	)		(0.04	)		(0.48	)		(0.21	)
Net Realized Gains		(0.06	)		—			—			—			—			—			—			—			—			—			—			—
Total Distributions		(0.22	)		(0.31	)		(0.47	)		(0.38	)		(0.27	)		(0.14	)		(0.46	)		(0.38	)		(0.22	)		(0.04	)		(0.48	)		(0.21	)
Net Asset Value, End of Period	$	10.31		$	10.42		$	10.34		$	10.56		$	10.44		$	10.26		$	11.82		$	11.44			$    10.97		$	10.95		$	10.46		$	10.55
Total Return		1.09	%		3.84	%		2.48	%(C)		4.99	%		4.49	%		1.98	%		7.61	%		7.93	%		2.18	%(C)		5.06	%		3.90	%		1.98	%
Net Assets, End of Period (thousands)	$	89,166		$	82,248			$86,805		$	83,736		$	65,937		$	52,364		$	107,954		$	89,641			$92,313		$	96,146		$	77,418		$	61,828
Ratio of Expenses to Average Net Assets		0.30	%		0.34	%		0.31	%(B)		0.31	%		0.32	%		0.34	%		0.31	%		0.34	%		0.32	%(B)		0.31	%		0.33	%		0.41	%
Ratio of Net Investment Income to Average Net Assets		0.60	%		1.85	%		3.03	%(B)		4.93	%		3.98	%		2.77	%		2.64	%		2.51	%		2.42	%(B)		3.02	%		2.59	%		3.12	%
Portfolio Turnover Rate		79	%		68	%		20	%(C)		22	%		29	%		31	%		80	%		65	%		61	%(C)		85	%		97	%		75	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

42

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, without a sales charge, to institutional investors, retirement plans, and clients of registered investment advisors. The Fund consists of fifty-eight operational portfolios, six of which (the “Portfolios”) are included in this report and the remaining fifty-two are presented in separate reports. The Portfolios are only available through a select group of insurance products.

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 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)

Securities held by VA U.S. Targeted Value Portfolio and VA U.S. Large Value Portfolio (the “Domestic Equity Portfolios”) and VA International Value Portfolio and VA International Small 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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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.

43

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. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Debt securities held by VA Short-Term Fixed Portfolio and VA Global 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. These valuations are generally categorized as Level 2 in the hierarchy.

Over the counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

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 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of the International Equity Portfolios and VA Global Bond 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. VA Global Bond Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are also marked to market daily based on daily exchange rates.

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 whether realized or unrealized. However, VA Global Bond Portfolio does isolate the effect of fluctuations in foreign currency rates when determining the gain or loss upon the

44

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 amount of interest, dividends and foreign withholding taxes recorded on the books of the International Equity Portfolios and VA Global Bond 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.

Each Director has the option to receive their distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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 Portfolios 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 debt securities purchased are amortized over the lives of the respective securities. Expenses directly attributable to a 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.

The International Equity Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issues 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 International Equity 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.

45

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or “the Advisor”) provides investment advisory services to the Portfolios. For the year ended October 31, 2010, the Portfolios’ investment advisory fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

VA U.S. Targeted Value Portfolio	0.35	%
VA U.S. Large Value Portfolio	0.25	%
VA International Value Portfolio	0.40	%
VA International Small Portfolio	0.50	%
VA Short-Term Fixed Portfolio	0.25	%
VA Global Bond Portfolio	0.25	%*

* The Portfolio’s investment advisory fees are based on an effective annual rate of 0.25% of the first $100 million of average daily net assets and 0.20% of average daily net assets exceeding $100 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, 2010, the total related amounts paid by the Fund to the CCO were $211 (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, 2010, 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):

VA U.S. Targeted Value Portfolio	$	2
VA U.S. Large Value Portfolio		3
VA International Value Portfolio		2
VA International Small Portfolio		2
VA Short-Term Fixed Portfolio		3
VA Global Bond Portfolio		3

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, 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
VA U.S. Targeted Value Portfolio		—		—		$35,305		$25,358
VA U.S. Large Value Portfolio		—		—		40,802		35,674
VA International Value Portfolio		—		—		38,713		17,605
VA International Small Portfolio		—		—		15,269		5,991
VA Short-Term Fixed Portfolio		$36,612		$33,357		35,289		20,581
VA Global Bond Portfolio		12,266		17,800		79,423		60,357

46

F. Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Sub-chapter 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 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, 2010, primarily attributable to net realized gains on securities considered to be “passive foreign investment companies”, foreign bond bifurcation, and section 988 gains/losses, 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
VA U.S. Targeted Value Portfolio		$        (3	)		$        3
VA U.S. Large Value Portfolio		—			—
VA International Value Portfolio		109			(109	)
VA International Small Portfolio		26			(26	)
VA Short-Term Fixed Portfolio		—			—
VA Global Bond Portfolio		2,081			(2,081	)

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Total
VA U.S. Targeted Value Portfolio
2009		$1,480		—	$	1,480
2010		694		—		694
VA U.S. Large Value Portfolio
2009		2,495		—		2,495
2010		1,802		—		1,802
VA International Value Portfolio
2009		3,299		$7,231		10,530
2010		1,910		—		1,910
VA International Small Portfolio
2009		2,176		2,622		4,798
2010		1,130		—		1,130
VA Short-Term Fixed Portfolio
2009		2,453		—		2,453
2010		1,247		508		1,755
VA Global Bond Portfolio
2009		3,000		—		3,000
2010		3,642		—		3,642

47

At October 31, 2010, 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)
VA U.S. Targeted Value Portfolio		$    284		—		$(17,741)		$(17,457)
VA U.S. Large Value Portfolio		1,730		—		(8,918)		(7,188)
VA International Value Portfolio		1,811		—		(4,463)		(2,652)
VA International Small Portfolio		1,498		—		(1,203)		295
VA Short-Term Fixed Portfolio		670		$    145		—		815
VA Global Bond Portfolio		4,578		2,675		—		7,253

For federal income tax purposes, the Fund measures its capital loss carryforwards as of October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. At October 31, 2010, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amount in thousands):

	Expires on October 31,
	2016		2017		2018		Total
VA U.S. Targeted Value Portfolio		—		$15,245		$2,496		$17,741
VA U.S. Large Value Portfolio		$1,502		7,416		—		8,918
VA International Value Portfolio		—		4,463		—		4,463
VA International Small Portfolio		—		1,203		—		1,203

During the year ended October 31, 2010, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

VA U.S. Large Value Portfolio	$	6,337
VA International Value Portfolio		314
VA International Small Portfolio		645
VA Global Bond Portfolio		50

Some of the Portfolio’s 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, 2010, the following Portfolios had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal income tax purposes. Additionally, for the year ended October 31, 2010, realized gains on the sale of passive foreign investment companies as listed below have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes. The amounts listed below are in thousands.

	Mark to Market	Realized Gains
VA International Value Portfolio	$  25	$5
VA International Small Portfolio	301	3

At October 31, 2010, 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)
VA U.S. Targeted Value Portfolio	$125,481	$13,024	$(21,790)	$(8,766)

48

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)		Net Unrealized Appreciation (Depreciation)
VA U.S. Large Value Portfolio		$129,338		$18,830		$(15,811)		$ 3,019
VA International Value Portfolio		119,243		12,492		(13,983)		(1,491)
VA International Small Portfolio		87,579		17,848		(17,288)		560
VA Short-Term Fixed Portfolio		97,078		433		(3)		430
VA Global Bond Portfolio		113,682		5,122		134		5,256

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 Portfolios’ tax positions and has concluded that no provision for income tax is required in the Portfolios’ financial statements. The Portfolios are 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 Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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. 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 Portfolios’ 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 29, 2010.

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 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 securities 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 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 Portfolios.

3.    Forward Currency Contracts:    VA Global Bond Portfolio may enter into forward 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 the 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 Portfolio 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

49

October 31, 2010, VA Global Bond Portfolio had entered into the following contracts and the net unrealized foreign exchange gain (loss) is reflected in the accompanying financial statements (amounts in thousands):

Settlement Date	Currency Amount	Currency Sold	Contract Amount*	Value at October 31, 2010	Unrealized Foreign Exchange Gain (Loss)
11/17/10	2,076	Canadian Dollar	$  2,016	$  2,034		$  (18)
11/17/10	17,760	UK Pound Sterling	28,039	28,454		(415)
			$30,055	$30,488		$(433)

*During the year ended October 31, 2010, the Portfolio’s average cost of forward currency contracts was $(23,908) (in thousands).

Risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar and are generally limited to unrealized appreciation, if any, on the contracts.

4.    Futures Contracts:    The Portfolios 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 Portfolios deposit cash or pledge 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 Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios 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 Portfolios 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.

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 year ended October 31, 2010.

The following is a summary of the Portfolios’ location and value of derivative instrument holdings on the Portfolios’ Statements of Assets and Liabilities categorized by primary risk exposure as of October 31, 2010 (amounts in thousands):

		Liability Derivatives Value
	Location on the Statements of Assets and Liabilities	Foreign Exchange Contracts
VA Global Bond Portfolio	Unrealized Loss on Forward Currency Contracts	$433

50

    The following is a summary of the location of realized and change in unrealized gains and losses on the Portfolios’ Statements of Operations for the Portfolios’ derivative instrument holdings through the year ended October 31, 2010:

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

    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 year ended October 31, 2010 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Foreign Exchange Contracts		Equity Contracts
VA U.S. Targeted Value Portfolio*		—		$    77
VA U.S. Large Value Portfolio*		—		49
VA International Value Portfolio*		—		(14)
VA International Small Portfolio*		—		(160)
VA Global Bond Portfolio		$(411)		—
		Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized  in Income
	Foreign  Exchange Contracts
VA Global Bond Portfolio		$(156)

* As of October 31, 2010, there were no futures contracts outstanding. During the year ended October 31, 2010, the Portfolios had limited activity in these transactions.

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios under this line of credit were as follows (amounts in thousands, except percentages and days):

51

	Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
VA U.S. Targeted Value Portfolio	1.95%	$219	56	$1	$    780
VA U.S. Large Value Portfolio	1.94%	365	86	2	2,274

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios 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
VA U.S. Large Value Portfolio	0.96%	$144	4	—	$    258
VA International Value Portfolio	0.90%	203	77	—	1,446
VA International Small Portfolio	0.93%	200	76	—	1,209

At October 31, 2010, VA International Small Portfolio had a loan outstanding in the amount of $62 (in thousands).

I. Securities Lending:

As of October 31, 2010, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio received 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 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 their stated investment policies, the Portfolios will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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.

52

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L. Other:

At October 31, 2010, 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.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
VA U.S. Targeted Value Portfolio	2	80%
VA U.S. Large Value Portfolio	2	80%
VA International Value Portfolio	2	83%
VA International Small Portfolio	2	77%
VA Short-Term Fixed Portfolio	1	82%
VA Global Bond Portfolio	1	79%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against VA U.S. Large Value Portfolio and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). VA U.S. Large Value Portfolio, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated

53

the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to VA U.S. Large Value Portfolio does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to VA U.S. Large Value Portfolio. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of VA U.S. Large Value Portfolio’s net asset value at this time. VA U.S. Large Value Portfolio’s litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since VA U.S. Large Value Portfolio cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of VA U.S. Large Value Portfolio might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of VA U.S. Large Value Portfolio will be made at this time. Therefore, at this time, those buying or redeeming shares of VA U.S. Large Value Portfolio will pay or receive, as the case may be, a price based on net asset value of VA U.S. Large Value Portfolio, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by VA U.S. Large Value Portfolio as incurred and in a manner similar to any other expense incurred by VA U.S. Large Value Portfolio.

54

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 VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, VA International Value Portfolio, VA International Small Portfolio, VA Short-Term Fixed Portfolio and VA Global Bond Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

55

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

56

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

57

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

58

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

59

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

60

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

61

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

62

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

63

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund 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.

64

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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	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)
VA U.S. Targeted Value Portfolio		100%	—	—	100%	100%	100%	—	—	—	100%	100%
VA U.S. Large Value Portfolio		100%	—	—	100%	100%	100%	—	—	—	100%	100%
VA International Value Portfolio		100%	—	—	100%	100%	100%	—	4%	130%	100%	100%
VA International Small Portfolio		100%	—	—	100%	100%	100%	—	4%	145%	100%	100%
VA Short-Term Fixed Portfolio		71%	—	29%	100%	—	—	93%	—	—	100%	100%
VA Global Bond Portfolio		100%	—	—	100%	—	—	5%	—	—	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 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 investment company taxable income (the total of short-term capital gain and net investment income distributions).

(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).

65

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-004A

ANNUAL REPORT

year ended: October 31, 2010

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL EMERGING MARKETS VALUE FUND

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-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		13
Disclosure of Fund Expenses		25
Disclosure of Portfolio Holdings		30
Schedules of Investments/Summary Schedules of Portfolio Holdings
Enhanced U.S. Large Company Portfolio		33
U.S. Large Cap Value Portfolio		36
U.S. Targeted Value Portfolio		37
U.S. Small Cap Value Portfolio		40
U.S. Core Equity 1 Portfolio		43
U.S. Core Equity 2 Portfolio		46
U.S. Vector Equity Portfolio		49
U.S. Small Cap Portfolio		52
U.S. Micro Cap Portfolio		55
DFA Real Estate Securities Portfolio		58
Large Cap International Portfolio		60
International Core Equity Portfolio		64
International Small Company Portfolio		69
Japanese Small Company Portfolio		70
Asia Pacific Small Company Portfolio		70
United Kingdom Small Company Portfolio		71
Continental Small Company Portfolio		71
DFA International Real Estate Securities Portfolio		72
DFA Global Real Estate Securities Portfolio		76
DFA International Small Cap Value Portfolio		77
International Vector Equity Portfolio		82
Emerging Markets Portfolio		87
Emerging Markets Small Cap Portfolio		87
Emerging Markets Value Portfolio		88
Emerging Markets Core Equity Portfolio		89
Statements of Assets and Liabilities		94
Statements of Operations		101
Statements of Changes in Net Assets		108
Financial Highlights		117
Notes to Financial Statements		133
Report of Independent Registered Public Accounting Firm		158

i

Table of Contents

Continued

	Page
Dimensional Investment Group Inc.
Performance Charts		159
Management’s Discussion and Analysis		160
Disclosure of Fund Expenses		164
Disclosure of Portfolio Holdings		166
Schedule of Investments/Summary Schedule of Portfolio Holdings
DFA International Value Portfolio		167
U.S. Large Company Portfolio (formerly, U.S. Large Company Institutional Index Portfolio)		168
Statements of Assets and Liabilities		171
Statements of Operations		172
Statements of Changes in Net Assets		173
Financial Highlights		174
Notes to Financial Statements		176
Report of Independent Registered Public Accounting Firm		188

ii

Table of Contents

Continued

	Page
The DFA Investment Trust Company
Performance Charts		189
Management’s Discussion and Analysis		192
Disclosure of Fund Expenses		198
Disclosure of Portfolio Holdings		200
Schedules of Investments/Summary Schedules of Portfolio Holdings
The U.S. Large Cap Value Series		202
The DFA International Value Series		205
The Japanese Small Company Series		209
The Asia Pacific Small Company Series		212
The United Kingdom Small Company Series		215
The Continental Small Company Series		218
The Canadian Small Company Series		222
The Emerging Markets Series		225
The Emerging Markets Small Cap Series		229
Statements of Assets and Liabilities		233
Statements of Operations		235
Statements of Changes in Net Assets		237
Financial Highlights		240
Notes to Financial Statements		245
Report of Independent Registered Public Accounting Firm		255
Dimensional Emerging Markets Value Fund
Performance Chart		256
Management’s Discussion and Analysis		257
Disclosure of Fund Expenses		259
Disclosure of Portfolio Holdings		260
Summary Schedule of Portfolio Holdings		261
Statement of Assets and Liabilities		266
Statement of Operations		267
Statements of Changes in Net Assets		268
Financial Highlights		269
Notes to Financial Statements		270
Report of Independent Registered Public Accounting Firm		278
Fund Management		279
Voting Proxies on Fund Portfolio Securities		287
Notice to Shareholders		288

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL EMERGING MARKETS VALUE FUND

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

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
	GDR	Global Depositary Receipt
	P.L.C.	Public Limited Company
	REIT	Real Estate Investment Trust
	SPDR	Standard & Poor’s Depository Receipts
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, 2010.
	(y)	The rate shown is the effective yield.
	(g)	Face Amount denominated in British Pounds.
	(e)	Face Amount denominated in Euro.
	(u)	Face Amount denominated in United States Dollars.
	v	Security segregated as collateral for the Open Futures Contracts.
	§	Affiliated Fund.
	##	Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value allocated to this Fund/Portfolio/Series as a part of this facility.
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 Funds.
	(E)	Because of commencement of operations and related preliminary transaction costs, these ratios
		are not necessarily indicative of future ratios.

1

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

CONTINUED

All Statements, Schedules and Notes to Financial Statements
—	Amounts designated as — are either zero or rounded to zero.
RIC	Registered Investment Company
SEC	Securities and Exchange Commission
(a)	Commencement of Operations.

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

3

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

4

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

5

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

6

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

7

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

8

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

9

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

10

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

11

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

12

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S.

13

Large Company Portfolio. 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

Enhanced U.S. Large Company Portfolio

The Enhanced U.S. Large Company Portfolio seeks to outperform 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, swaps, and/or ETFs. For the 12 months ended October 31, 2010, approximately 97% of the overlay instruments consisted of S&P 500^® Index futures contracts. 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, 2010, the total return was 17.40% for the Portfolio and 16.52% 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 interest rate 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. As interest rates declined during the period, these securities generated a positive return, adding to the positive return of the S&P 500^® Index.

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 closely track a specific equity index. As of October 31, 2010, the Master Fund held 211 stocks and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2010, total returns were 19.72% for the Portfolio and 15.72% for the Russell 1000^® Value Index. Relative to the Index, the Master Fund’s higher concentration in securities with the most prominent value characteristics and composition differences among the Master Fund’s value stocks added approximately 4.2% to the relative performance. Differences in allocation and composition between the Master Fund and the Index across the market capitalization segments contributed to the outperformance, particularly the Master Fund’s smaller allocation to the largest stocks and the composition of those stocks which added approximately 2.9% to the relative performance. The Master Fund’s exclusion of REITs had a negative impact of approximately 0.7%relative to the Index as REITs was the best-performing sector over the period.

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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 1,526 stocks, and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Portfolio’s assets.

14

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, 2010, total returns were 27.02% for the Portfolio’s Institutional class shares, 26.93% for the Portfolio’s Class R1 shares, 26.66% for the Portfolio’s Class R2 shares, and 24.43% for the Russell 2000^® Value Index. Relative to the Index, the Portfolio’s higher concentration in securities with the most prominent value characteristics contributed to outperformance. The Portfolio’s deep value stocks (52% of the Portfolio compared to 43% of the Index) added approximately 0.8% relative to the Index. Differences in sector composition between the Portfolio and Index also contributed to the performance of the Portfolio over the Index.

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. The portfolio does not attempt to closely track a specific index. As of October 31, 2010, the Portfolio held 1,529 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 27.69% for the Portfolio and 24.43% for the Russell 2000^® Value Index. Relative to the Index, the Portfolio’s higher concentration in securities with the most prominent value characteristics added approximately 2.5% relative to the Index. The smallest stocks added approximately 1.5% 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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 3,333 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 20.80% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 3,452 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 21.41% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

15

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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 3,226 stocks and essentially was mostly invested in equities throughout the year: the average 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, 2010, total returns were 23.65% for the Portfolio and 27.75% for the Russell 2500^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s allocation to large cap stocks was 22% on average, and these stocks were not represented in the Index. The Portfolio’s allocation to large cap stocks was the primary source of the Portfolio’s relative underperformance.

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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,685 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 28.99% for the Portfolio and 26.57% for the Russell 2000^® Index. Relative to the Index, the Portfolio’s outperformance was primarily due to differences in Portfolio composition, which added approximately 2.3% to relative performance. The smallest stocks added approximately 1.0% to the Portfolio’s 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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,300 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 28.77% for the Portfolio and 26.57% for the Russell 2000^® Index. The Portfolio’s allocation to micro cap stocks, on average 41% more than the Index, and the composition of those stocks added approximately 2.0% to the Portfolio’s outperformance.

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 closely track a specific index. As of October 31, 2010, the Portfolio held 106 REITs and was mostly invested in equities throughout the year: the average 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. real estate securities market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 43.21% for the Portfolio, 42.63% for the Dow Jones U.S. Select REIT Index, and 16.52% for the S&P 500^® Index. The Portfolio’s greater diversification than the Dow

16

Jones U.S. Select REIT Index, including a slightly greater allocation to the smallest REITs, contributed to the outperformance. The smallest REITs generally outperformed the broader Index.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010 was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular, against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Gains in emerging markets were higher on average than in developed markets, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

17

12 Months Ended October 31, 2010	U.S. Dollar Return
MSCI Emerging Markets Index	23.56%
MSCI Emerging Markets Small Cap Index	37.02%
MSCI Emerging Markets Value Index	21.96%
MSCI Emerging Markets Growth Index	25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD

12 Months Ended October 31, 2010
Ten Largest Emerging Markets by Market Cap	Local Currency Return	U.S. Dollar Return
China	11.14%	11.11%
Brazil	11.67%	14.86%
South Korea	18.52%	24.52%
Taiwan	13.20%	20.23%
India	27.64%	34.93%
South Africa	18.71%	33.55%
Russia	19.19%	13.38%
Mexico	25.55%	33.87%
Malaysia	23.94%	35.93%
Indonesia	41.78%	51.50%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Global REIT Market Review

The publicly-traded global REIT market experienced significant levels of volatility during the one-year period ended October 31, 2010. While the market rose from mid-February through late April 2010, it gave back most of those gains in May and early June. The market turned sharply higher in July and rose throughout much of September and October, finshing the period at its highs for the fiscal year.

Over the course of the peirod, there was a wide degree of dispersion in country-level returns within the S&P Global REIT Index. A number of countries, including Canada, the U.S., Hong Kong, Singapore, and South Africa, returned over 40%. On the other hand, REITs in continental Europe and the UK significantly underperformed, as there were persistent concerns over financial conditions in the region. On a sector basis, residential and specialized REITs broadly outperformed the index, while industrial and diversified REITs were relative underperformers.

12 Months Ended October 31, 2010
	U.S. Dollar Return
S&P Global ex U.S. REIT Index (net dividends)	16.43%
S&P Global REIT Index (net dividends)	28.81%

Source: Standard Poor’s. Copyright S&P, 2010. All rights reserved.

18

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.

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 a specific equity index. As of October 31, 2010, the Portfolio held 1,283 stocks in 23 developed country markets. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 10.99% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). The majority of the Portfolio’s relative outperformance was attributable to differences in the valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of the U.S. markets, while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets, while the Index uses local market closing prices.

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 a specific equity index. As of October 31, 2010, the Portfolio held 5,176 stocks in 23 developed country markets. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 12.48% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). In general, international large cap stocks underperformed international mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s 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 (including Israel and 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 a specific equity index. As of October 31, 2010, the Master Funds collectively held 4,615 stocks in 23 developed country markets. In general, the Portfolio was fully invested in the Master Funds throughout the year. The combined average cash level for the period was less than 1% of the Portfolio’s assets.

Each of the Master Funds has a diversified investment approach. As a result, the Portfolio’s 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, 2010, total returns were 17.61% for the Portfolio and 17.23%

19

for the MSCI World ex USA Small Cap Index (net dividends). The Portfolio and the Index held a number of securities in common but at different weights due to different methods for defining size and the Portfolio’s exclusion rules. For the one-year period ended October 31, 2010, overall differences generally offset each other with the end result that the Portfolio slightly outperformed the Index.

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 securities. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 1,333 stocks. In general, the Master Fund was fully invested in equities throughout the year. The average 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 Japanese equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 0.33% for the Portfolio and 1.12% for the MSCI Japan Small Cap Index (net dividends). Relative to the Index, the Portfolio’s underperformance was primarily due to its exclusion of REITs, as REITs were the best performing sector.

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 securities. The investments strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 1,093 stocks, and assets were allocated mainly among four countries: Australia, Hong Kong, New Zealand, and Singapore. Country allocations generally reflect the approximate weights of individual securities within a universe of Asia Pacific small company stocks constructed by the Advisor. In general, the Master Fund was fully invested in equities during the period. The average 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. For the 12 months ended October 31, 2010, total returns were 28.36% for the Portfolio and 25.77% for the MSCI Pacific ex Japan Small Cap Index (net dividends). The Portfolio’s relative outperformance was primarily attributable to differences in the valuation timing and methodology between the Master Fund and the Index. The Master Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 securities. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 375 stocks. In general, the Master Fund was fully invested in equities throughout the year. The average 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, 2010, total returns were 25.37% for the Portfolio and 21.61% for the MSCI UK Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and in most cases, no single stock will explain a significant amount of the performance difference relative to the Index. However, during the 12-month period ended

20

October 31, 2010, the Master Fund held two stocks that had a significant positive impact on relative performance. One stock was held at a higher weight than in the Index and the other stock was not present in the Index.

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.) and Israel, by purchasing shares of a Master Fund that invests in such securities. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 1,405 stocks in 15 developed continental European countries and Israel. Country allocations generally reflect the approximate weights of individual securities within a universe of continental European and Israeli small company stocks constructed by the Advisor. In general, the Master Fund was fully invested in equities throughout the year. The average 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 (excluding the U.K.) and Israeli equity markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 14.85% for the Portfolio and 15.17% for the MSCI Europe ex UK Small Cap Index (net dividends). The Master Fund and the Index held a number of securities in common but at different weights due to different methods for defining size and the Master Fund’s exclusion rules. For the one-year period ended October 31, 2010, overall differences generally offset each other with the end result that the Portfolio slightly underperformed the Index.

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 a specific index. As of October 31, 2010, the Portfolio held 194 stocks in 19 developed and emerging market countries. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 18.96% for the Portfolio, 17.60% for the S&P Global ex US REIT Index (gross dividends), and 16.43% for the S&P Global ex US REIT Index (net dividends). Relative to the Index (net dividends) the vast majority of the Portfolio’s relative outperformance was attributable to differences between the Index’s assumed withholding tax rates and the Portfolio’s actual withholding tax rates and to differences in the valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 a specific index. As of October 31, 2010, the Portfolio invested in the DFA International Real Estate Securities Portfolio and the DFA Real Estate Securities Portfolio. As of October 31, 2010, the Portfolio held 299 stocks, through its underlying funds, in 20 developed and emerging markets countries. In general, the Portfolio was fully invested in equities throughout the year. The average 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 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, 2010, total returns were 31.38% for the Portfolio, 30.27% for the S&P Global REIT Index (gross dividends), and 28.81% for the S&P Global REIT Index (net dividends). Relative to the Index (net dividends), most of the Portfolio’s relative outperformance was attributable to differences between the Index’s assumed withholding

21

tax rates and the Portfolio’s actual withholding tax rates and, with respect to the Portfolio’s holdings of the DFA International Real Estate Securities Portfolio, to differences in the timing of the pricing of securities and foreign exchange rates between this portfolio and the Index. The DFA International Real Estate Securities Portfolio prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The DFA International Real Estate Securities Portfolio utilizes fair value pricing to price its securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 a specific equity index. As of October 31, 2010, the Portfolio held 2,160 stocks in 23 developed countries. In general, the Portfolio was fully invested in equities throughout the year. The average 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 international equity markets, rather than the behavior of a limited number of stocks. Over the period, international small stocks outperformed international large cap stocks and international value stocks underperformed international growth stocks. For the 12 months ended October 31, 2010, total returns were 10.01% for the Portfolio and 17.23% for the MSCI World ex USA Small Cap Index (net dividends). The primary reason for the Portfolio’s relative underperformance was its significantly greater allocation than the Index to value stocks, which underperformed, and its corresponding lower allocation to growth stocks, which outperformed.

International Vector Equity Portfolio

The International Vector 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, than the International Core Equity Portfolio. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification, but does not attempt to track a specific equity index. As of October 31, 2010, the Portfolio held 3,820 stocks in 23 developed country markets. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 13.62% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). In general, international large cap stocks underperformed international mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

Emerging Markets Portfolio

The Emerging Markets Portfolio seeks to capture the returns of large cap stocks in selected emerging markets countries by purchasing shares of a Master Fund investing in such securities. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large cap emerging markets stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 712 stocks in 20 emerging markets countries. In general, the Master Fund was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Master Fund’s assets. The Master Fund’s target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by broad structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 26.53% for the Portfolio and 23.56% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s relative outperformance was primarily due to differences in country

22

weight allocations between the Master Fund and the Index. Country weight differences were primarily driven by capping of individual countries to limit single country risk exposure. To a lesser extent, an additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Master Fund and the Index. The Master Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 securities. The Master Fund’s investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks in selected emerging markets, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 2,691 stocks across 15 emerging markets countries. In general, the Master Fund was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Master Fund’s assets. The Master Fund’s target country weights were capped at 15% upon purchase by the manager 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 markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 41.33% for the Portfolio and 23.56% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s outperformance was primarily due to emerging markets small cap stocks outperforming their large cap counterparts during the period. The Master Fund holds primarily small cap stocks whereas the Index generally holds large cap and mid cap stocks. To a lesser extent, an additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Master Fund and the Index. The Master Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

Emerging Markets Value Portfolio

The Emerging Markets Value Portfolio seeks to capture the returns of large and small cap value stocks as measured by book to market ratio in selected emerging markets countries by purchasing shares of the Dimensional Emerging Markets Value Fund (the “Master Fund”), which invests in such securities. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to emerging markets value stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Master Fund held 2,016 stocks across 17 emerging markets countries. In general, the Portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Portfolio’s assets. The Master Fund’s target country weights were capped at 15% at purchase by the manager to limit single-country risk exposure.

As a result of the Master Fund’s diversified investment approach, performance was generally determined by broad structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 30.04% for the Portfolio’s Institutional Class shares, 29.71% for the Portfolio’s Class R2 shares and 23.56% for the MSCI Emerging Markets Index (net dividends). The Master Fund targets large and small cap value stocks while the Index primarily targets large and mid cap stocks. The Portfolio’s relative outperformance was primarily due to its higher allocation than the Index to small cap value stocks, which outperformed, and a corresponding lower allocation than the Index to large cap stocks which underperformed. To a lesser extent, an additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Master Fund and the Index. The Master Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

23

Emerging Markets Core Equity Portfolio

The Emerging Markets Core Equity Portfolio seeks to capture the returns of a 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 selected emerging markets countries, but does not attempt to track a specific equity index. As of October 31, 2010, the Portfolio held 3,174 stocks across 20 emerging markets countries. In general, the Portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Portfolio’s assets. The Portfolio’s target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

As a result of the Portfolio’s diversified approach, performance was generally determined by structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 31.30% for the Portfolio and 23.56% for the MSCI Emerging Markets Index (net dividends). In general, emerging markets large cap stocks significantly underperformed emerging markets mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks had a positive impact on the Portfolio’s relative performance. Composition differences in the Portfolio’s holdings relative to the Index, in particular within regions and sectors, also had a positive impact on the relative performance. To a lesser extent, an additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

24

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Enhanced U.S. Large Company Portfolio
Actual Fund Return
Institutional Class Shares		$1,000.00		$1,011.60		0.25%		$1.27
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,023.95		0.25%		$1.28

25

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
U.S. Large Cap Value Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	974.10		0.27%		$1.34
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.84		0.27%		$1.38
U.S. Targeted Value Portfolio
Actual Fund Return
Class R1 Shares	$	1,000.00	$	949.40		0.48%		$2.36
Class R2 Shares	$	1,000.00	$	949.50		0.63%		$3.10
Institutional Class Shares	$	1,000.00	$	950.40		0.38%		$1.87
Hypothetical 5% Annual Return
Class R1 Shares	$	1,000.00	$	1,022.79		0.48%		$2.45
Class R2 Shares	$	1,000.00	$	1,022.03		0.63%		$3.21
Institutional Class Shares	$	1,000.00	$	1,023.29		0.38%		$1.94
U.S. Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	948.50		0.51%		$2.50
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,022.63		0.51%		$2.60
U.S. Core Equity 1 Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	999.90		0.19%		$0.96
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.25		0.19%		$0.97
U.S. Core Equity 2 Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	990.60		0.22%		$1.10
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10		0.22%		$1.12
U.S. Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	976.80		0.32%		$1.59
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.59		0.32%		$1.63
U.S. Small Cap Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	988.50		0.37%		$1.85
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.34		0.37%		$1.89

26

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
U.S. Micro Cap Portfolio
Actual Fund Return
Institutional Class Shares		$1,000.00		$990.90		0.51%		$2.56
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,022.63		0.51%		$2.60
DFA Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares		$1,000.00		$1,063.50		0.32%		$1.66
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,023.59		0.32%		$1.63
Large Cap International Portfolio
Actual Fund Return
Institutional Class Shares		$1,000.00		$1,062.80		0.30%		$1.56
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,023.69		0.30%		$1.53
International Core Equity Portfolio
Actual Fund Return
Institutional Class Shares		$1,000.00		$1,056.10		0.40%		$2.07
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,023.19		0.40%		$2.04
International Small Company Portfolio***
Actual Fund Return
Institutional Class Shares		$1,000.00		$1,074.50		0.56%		$2.93
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,022.38		0.56%		$2.85
Japanese Small Company Portfolio**
Actual Fund Return
Institutional Class Shares		$1,000.00		$940.40		0.57%		$2.79
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		$1,133.00		0.64%		$3.44
Hypothetical 5% Annual Return
Institutional Class Shares		$1,000.00		$1,021.98		0.64%		$3.26

27

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
United Kingdom Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,148.60		0.60%	$	3.25
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,022.18		0.60%	$	3.06
Continental Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,093.40		0.59%	$	3.11
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,022.23		0.59%	$	3.01
DFA International Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,148.20		0.41%	$	2.22
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.14		0.41%	$	2.09
DFA Global Real Estate Securities Portfolio***
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,101.10		0.41%	$	2.17
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.14		0.41%	$	2.09
DFA International Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,017.50		0.70%	$	3.56
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,021.68		0.70%	$	3.57
International Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,055.80		0.55%	$	2.85
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,022.43		0.55%	$	2.80
Emerging Markets Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,106.30		0.61%	$	3.24
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,022.13		0.61%	$	3.11
Emerging Markets Small Cap Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,180.80		0.79%	$	4.34
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,021.22		0.79%	$	4.02

28

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Emerging Markets Value Portfolio**
Actual Fund Return
Class R2 Shares	$	1,000.00	$	1,116.90		0.87%	$	4.64
Institutional Class Shares	$	1,000.00	$	1,119.30		0.62%	$	3.31
Hypothetical 5% Annual Return
Class R2 Shares	$	1,000.00	$	1,020.82		0.87%	$	4.43
Institutional Class Shares	$	1,000.00	$	1,022.08		0.62%	$	3.16
Emerging Markets Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,129.20		0.67%	$	3.60
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,021.83		0.67%	$	3.41

* 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).

29

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, 2010. 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 Cap Value 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%
Emerging Markets Portfolio	100.0%
Emerging Markets Small Cap Portfolio	100.0%
Emerging Markets Value Portfolio	100.0%
FUND OF FUNDS
International Small Company Portfolio	100.0%
DFA Global Real Estate Securities Portfolio	100.0%

30

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

FIXED INCOME PORTFOLIO

Enhanced U.S. Large Company Portfolio
Corporate	19.7%
Government	12.7%
Foreign Corporate	24.0%
Foreign Government	38.0%
Supranational	5.6%
	100.0%

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

U.S. Targeted Value Portfolio		U.S. Small Cap Value Portfolio		U.S. Core Equity 1 Portfolio
Consumer Discretionary	16.8%	Consumer Discretionary	18.2%	Consumer Discretionary	13.8%
Consumer Staples	3.8%	Consumer Staples	2.8%	Consumer Staples	8.4%
Energy	9.4%	Energy	9.5%	Energy	9.6%
Financials	24.4%	Financials	22.5%	Financials	15.9%
Health Care	7.3%	Health Care	6.2%	Health Care	10.8%
Industrials	15.8%	Industrials	19.1%	Industrials	12.9%
Information Technology	13.8%	Information Technology	14.3%	Information Technology	17.1%
Materials	7.2%	Materials	7.0%	Materials	5.1%
Real Estate Investment Trusts	—	Other	—	Other	—
Telecommunication Services	1.1%	Real Estate Investment Trusts	—	Telecommunication Services	2.8%
Utilities	0.4%	Telecommunication Services	0.3%	Utilities	3.6%
	100.0%	Utilities	0.1%		100.0%
			100.0%
U.S. Core Equity 2 Portfolio		U.S. Vector Equity Portfolio		U.S. Small Cap Portfolio
Consumer Discretionary	14.8%	Consumer Discretionary	15.7%	Consumer Discretionary	17.0%
Consumer Staples	6.8%	Consumer Staples	4.9%	Consumer Staples	3.5%
Energy	10.1%	Energy	9.9%	Energy	5.6%
Financials	18.8%	Financials	24.3%	Financials	13.5%
Health Care	10.0%	Health Care	8.4%	Health Care	11.5%
Industrials	13.9%	Industrials	13.9%	Industrials	18.2%
Information Technology	14.5%	Information Technology	13.2%	Information Technology	21.3%
Materials	5.4%	Materials	5.8%	Materials	5.5%
Other	—	Other	—	Other	—
Telecommunication Services	3.2%	Telecommunication Services	2.5%	Telecommunication Services	1.2%
Utilities	2.5%	Utilities	1.4%	Utilities	2.7%
	100.0%		100.0%		100.0%
U.S. Micro Cap Portfolio		DFA Real Estate Securities Portfolio		Large Cap International Portfolio
Consumer Discretionary	16.0%	Real Estate Investment Trusts	100.0%	Consumer Discretionary	9.8%
Consumer Staples	4.9%		100.0%	Consumer Staples	9.6%
Energy	3.7%			Energy	9.2%
Financials	13.8%			Financials	23.8%
Health Care	13.0%			Health Care	7.8%
Industrials	18.4%			Industrials	12.0%
Information Technology	22.5%			Information Technology	4.9%
Materials	4.6%			Materials	12.0%
Other	—			Other	0.1%
Telecommunication Services	1.3%			Telecommunication Services	5.7%
Utilities	1.8%			Utilities	5.1%
	100.0%				100.0%

31

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

International Core Equity Portfolio		DFA International Real Estate Securities Portfolio		DFA International Small Cap Value Portfolio
Consumer Discretionary	13.8%	Financials	0.1%	Consumer Discretionary	19.5%
Consumer Staples	6.6%	Other	0.1%	Consumer Staples	6.1%
Energy	8.1%	Real Estate Investment Trusts	99.8%	Energy	5.4%
Financials	24.9%		100.0%	Financials	18.9%
Health Care	4.5%			Health Care	2.0%
Industrials	16.7%			Industrials	22.7%
Information Technology	5.5%			Information Technology	4.9%
Materials	13.7%			Materials	19.7%
Other	—			Other	—
Real Estate Investment Trusts	—			Real Estate Investment Trusts	0.1%
Telecommunication Services	3.3%			Telecommunication Services	0.4%
Utilities	2.9%			Utilities	0.3%
	100.0%				100.0%

International Vector Equity Portfolio		Emerging Markets Core Equity Portfolio
Consumer Discretionary	15.7%	Consumer Discretionary	10.1%
Consumer Staples	5.5%	Consumer Staples	7.2%
Energy	6.8%	Energy	11.0%
Financials	23.8%	Financials	23.7%
Health Care	3.8%	Health Care	2.0%
Industrials	18.6%	Industrials	11.5%
Information Technology	6.3%	Information Technology	10.1%
Materials	15.8%	Materials	15.9%
Other	—	Other	—
Real Estate Investment Trusts	—	Real Estate Investment Trusts	—
Telecommunication Services	2.1%	Telecommunication Services	5.1%
Utilities	1.6%	Utilities	3.4%
	100.0%		100.0%

32

ENHANCED U.S. LARGE COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount^		Value†
	(000)
BONDS — (74.2%)
AUSTRALIA — (1.9%)
Australia & New Zealand Banking Group, Ltd.
(u)    5.500%, 05/24/11		1,000	$	1,023,110
Commonwealth Bank of Australia
(u)    4.750%, 01/27/11		434		437,977
Macquarie Bank, Ltd.
(u)    2.600%, 01/20/12		1,449		1,484,027
TOTAL AUSTRALIA				2,945,114
AUSTRIA — (2.8%)
Asfinag
2.000%, 10/22/12		2,050		2,100,793
Oesterreichische Volksbanken AG
(e)    3.000%, 02/09/12		1,600		2,267,874
TOTAL AUSTRIA				4,368,667
CANADA — (17.3%)
Alberta Capital Finance Authority
5.850%, 06/01/12		2,000		2,095,382
Bank of Nova Scotia Floating Rate Note
(r)(u)0.543%, 03/05/12		4,000		4,010,484
British Columbia, Province of Canada
5.750%, 01/09/12		4,000		4,124,993
Canada Mortgage & Housing Corp.
5.500%, 06/01/12		3,700		3,855,161
Canadian Government Bond
1.250%, 12/01/11		2,300		2,255,845
1.500%, 06/01/12		1,000		982,930
Ontario, Province of Canada
4.400%, 12/02/11		4,200		4,253,699
Royal Bank of Canada
(u)    5.650%, 07/20/11		1,300		1,344,442
(e)    5.750%, 07/25/11		2,000		2,865,665
Royal Bank of Canada Floating Rate Note
(r)(u)0.356%, 01/27/12		100		100,000
Toronto-Dominion Bank (The)
(g)    6.875%, 06/24/11		650		1,075,645
TOTAL CANADA				26,964,246

	Face Amount^		Value†
	(000)
DENMARK — (4.5%)
Denmark Government International Bond
(u)    1.875%, 03/16/12		3,000	$	3,058,500
FIH Erhvervsbank A.S.
(u)    2.450%, 08/17/12		3,800		3,906,993
TOTAL DENMARK				6,965,493
FINLAND — (0.3%)
Nordea Bank Finland P.L.C. Floating Rate Note
(r)(u)0.686%, 02/01/12		500		499,876
FRANCE — (6.9%)
Agence Francaise de Developpement
(u)    2.250%, 05/22/12		2,500		2,547,205
Caisse d’Amortissement de la Dette Sociale
(u)    2.250%, 07/06/12		3,500		3,579,384
(u)    5.375%, 07/17/12		500		539,548
Societe Financement de l’Economie Francaise
(e)    3.500%, 11/24/11		1,800		2,574,762
(u)    2.250%, 06/11/12		1,500		1,543,832
TOTAL FRANCE				10,784,731
GERMANY — (7.1%)
IKB Deutsche Industriebank AG
(e)    2.875%, 01/27/12		1,500		2,129,562
Kreditanstalt fuer Wiederaufbau
(g)    4.375%, 03/07/11		600		974,055
(u)    2.250%, 04/16/12		2,500		2,566,265
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)    2.000%, 10/01/12		1,500		1,533,922
Landwirtschaftliche Rentenbank
(g)    5.250%, 01/18/12		2,315		3,901,240
TOTAL GERMANY				11,105,044
JAPAN — (3.3%)
Development Bank of Japan
(e)    5.625%, 08/02/11		1,500		2,153,846
Japan Finance Corp.
(u)    2.000%, 06/24/11		1,000		1,009,718

33

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
JAPAN — (Continued)
(u) 1.500%, 07/06/12		2,000	$	2,024,040
TOTAL JAPAN				5,187,604
NETHERLANDS — (6.2%)
Bank Nederlandse Gemeenten
(u) 2.250%, 01/17/12		3,000		3,054,792
(g) 5.750%, 03/07/12		521		885,007
Nederlandse Waterschapsbank NV
(u) 2.875%, 06/16/11		4,000		4,058,576
Rabobank Nederland NV
(g) 5.000%, 04/11/11		1,000		1,626,510
TOTAL NETHERLANDS				9,624,885
NORWAY — (2.6%)
Kommunalbanken AS
(u) 3.250%, 06/15/11		4,000		4,066,264
SPAIN — (0.6%)
Instituto de Credito Oficial
(u) 1.875%, 04/15/11		1,000		1,000,548
SUPRANATIONAL
ORGANIZATION
OBLIGATIONS — (4.2%)
Eurofima
(u) 5.125%, 08/02/12		1,000		1,073,269
European Investment Bank
(u) 3.250%, 10/14/11		800		821,726
(u) 4.625%, 03/21/12		3,100		3,276,582
European Union
(e) 3.250%, 12/09/11		1,000		1,430,396
TOTAL SUPRANATIONAL
ORGANIZATION
OBLIGATIONS				6,601,973
SWEDEN — (2.4%)
Kommuninvest I Sverige
(u) 5.375%, 06/15/11		1,000		1,032,186
(u) 5.375%, 07/03/12		2,600		2,798,871
TOTAL SWEDEN				3,831,057
UNITED KINGDOM — (5.0%)
Bank of Scotland P.L.C.
4.625%, 11/04/11		1,800		2,985,498

	Face Amount^		Value†
	(000)
UNITED KINGDOM — (Continued)
Barclays Bank P.L.C. Floating Rate Note
(r)(u)0.556%, 01/14/11		1,000	$	999,993
Clydesdale Bank P.L.C.
3.375%, 12/09/11		800		1,316,652
Royal Bank of Scotland P.L.C. (The)
4.125%, 11/14/11		1,500		2,480,442
TOTAL UNITED KINGDOM				7,782,585
UNITED STATES — (9.1%)
Berkshire Hathaway, Inc. Floating Rate Note
(r) 0.591%, 02/10/12	$	4,000		3,998,452
General Electric Capital Corp.
6.000%, 06/15/12		800		862,818
General Electric Capital Corp. Floating Rate Note
(r) 0.916%, 02/01/11		2,000		2,002,492
(r) 0.373%, 06/06/11		1,000		1,000,498
JPMorgan Chase & Co.
(g) 3.750%, 12/12/11		1,000		1,649,592
5.375%, 10/01/12		800		865,527
JPMorgan Chase & Co. Floating Rate Note
(r) 1.043%, 06/13/11		1,800		1,808,266
Toyota Motor Credit Corp. Floating Rate Note
(r) 0.390%, 10/04/11		2,000		1,999,980
TOTAL UNITED STATES				14,187,625
TOTAL BONDS				115,915,712
AGENCY OBLIGATIONS — (14.4%)
Federal Home Loan Bank
3.625%, 09/16/11		1,200		1,236,064
1.125%, 05/18/12		2,000		2,023,700
Federal Home Loan Bank Discount Note
(y) v 0.136%, 12/08/10		4,000		3,999,508
Federal Home Loan Mortgage Corporation
1.125%, 07/27/12		2,000		2,026,348
5.500%, 08/20/12		1,000		1,091,639
Federal Home Loan Mortgage Corporation Discount Notes
(y) v 0.180%, 12/08/10		5,000		4,999,385
(y) v 0.185%, 12/14/10		5,000		4,999,285

34

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Face Amount		Value†			Shares		Value†
		(000)			TEMPORARY CASH INVESTMENTS — (0.5%)
Federal National Mortgage Association					BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		734,050	$	734,050
4.375%, 09/15/12		$2,000	$	2,147,702
TOTAL AGENCY OBLIGATIONS				22,523,631	TOTAL INVESTMENTS — (100.0%) (Cost $154,182,471)			$	156,198,640
COMMERCIAL PAPER — (7.6%)
Eksportfinans ASA
0.280%, 11/05/10		1,000		999,969
National Rural Utilities
0.260%, 12/16/10		2,000		1,999,288
Paccar Financial Corp.
0.260%, 12/10/10		3,700		3,698,817
Statoilhydro ASA
0.190%, 11/01/10		4,500		4,500,000
United Technologies Corp.
0.170%, 11/01/10		600		600,000
TOTAL COMMERCIAL PAPER				11,798,074
	Shares
EXCHANGE-TRADED FUND — (3.3%)
UNITED STATES — (3.3%) SPDR Trust Series I		44,100		5,227,173

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2			Level 3	Total
Bonds		—	$	115,915,712		—	$	115,915,712
Agency Obligations		—		22,523,631		—		22,523,631
Commercial Paper		—		11,798,074		—		11,798,074
Exchange-Traded Fund	$	5,227,173		—		—		5,227,173
Temporary Cash Investments		734,050		—		—		734,050
Forward Currency Contracts**		—		(173,351	)	—		(173,351	)
Futures Contracts**		10,406,650		—		—		10,406,650
TOTAL	$	16,367,873	$	150,064,066		—	$	166,431,939

    ** Not reflected in the Schedule of Investments, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

35

U.S. LARGE CAP VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	6,922,104,537
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $5,483,228,182)	$	6,922,104,537

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	6,922,104,537	—	—	$	6,922,104,537

See accompanying Notes to Financial Statements.

36

U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (14.8%)
#*Gaylord Entertainment Co.		204,517	$	6,818,597		0.3%
Jarden Corp.		207,642		6,657,003		0.3%
*Liberty Media Corp. Capital Class A		166,331		9,570,686		0.4%
#*Mohawk Industries, Inc.		141,554		8,116,706		0.3%
#Rent-A-Center, Inc.		265,181		6,666,650		0.3%
#*Saks, Inc.		755,984		8,421,662		0.4%
#*Whirlpool Corp.		88,830		6,735,979		0.3%
Other Securities				327,148,537		14.4%
Total Consumer Discretionary				380,135,820		16.7%
Consumer Staples — (3.3%)
*Constellation Brands, Inc. Class A		389,483		7,684,500		0.4%
*Ralcorp Holdings, Inc.		107,711		6,684,545		0.3%
#*Smithfield Foods, Inc.		419,475		7,026,206		0.3%
Other Securities				64,080,090		2.8%
Total Consumer Staples				85,475,341		3.8%
Energy — (8.2%)
*Complete Production Services, Inc.		332,185		7,783,095		0.3%
#*Exterran Holdings, Inc.		284,147		7,151,980		0.3%
Pioneer Natural Resources Co.		149,975		10,468,255		0.5%
*Plains Exploration & Production Co.		265,602		7,402,328		0.3%
*Rowan Cos., Inc.		228,373		7,513,472		0.3%
*Sunoco, Inc.		212,272		7,953,832		0.4%
*Whiting Petroleum Corp.		72,600		7,291,944		0.3%
Other Securities				156,464,802		6.9%
Total Energy				212,029,708		9.3%
Financials — (21.4%)
*American Capital, Ltd.		1,070,676		7,473,318		0.3%
American Financial Group, Inc.		248,114		7,587,326		0.3%
*Assurant, Inc.		266,924		10,554,175		0.5%
Axis Capital Holdings, Ltd.		226,295		7,696,293		0.4%
#*CNO Financial Group, Inc.		1,229,638		6,689,231		0.3%
Huntington Bancshares, Inc.		1,239,796		7,029,643		0.3%
#*MGIC Investment Corp.		790,073		6,968,444		0.3%
*NASDAQ OMX Group, Inc. (The)		336,903		7,081,701		0.3%
NewAlliance Bancshares, Inc.		537,373		6,926,738		0.3%
#*Old Republic International Corp.		572,695		7,559,574		0.3%
Reinsurance Group of America, Inc.		153,401		7,680,788		0.3%
Transatlantic Holdings, Inc.		140,003		7,364,158		0.3%
Validus Holdings, Ltd.		239,615		6,795,481		0.3%
Webster Financial Corp.		409,887		7,017,265		0.3%
Other Securities				446,116,765		19.7%
Total Financials				550,540,900		24.2%
Health Care — (6.4%)
*Coventry Health Care, Inc.		317,536		7,436,693		0.3%
*HealthSpring, Inc.		272,795		7,962,886		0.3%
*Hologic, Inc.		465,750		7,461,315		0.3%
*King Pharmaceuticals, Inc.		596,470		8,434,086		0.4%
Other Securities				133,194,710		5.9%
Total Health Care				164,489,690		7.2%
Industrials — (13.8%)
*Amerco, Inc.		85,436		7,033,092		0.3%

37

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
#*Avis Budget Group, Inc.		578,582	$	6,717,337		0.3%
*Esterline Technologies Corp.		120,884		7,306,229		0.3%
*Owens Corning, Inc.		282,473		7,638,070		0.3%
#Triumph Group, Inc.		80,276		6,710,271		0.3%
Other Securities				321,395,397		14.2%
Total Industrials				356,800,396		15.7%
Information Technology — (12.1%)
*Arrow Electronics, Inc.		242,217		7,172,045		0.3%
*CACI International, Inc.		144,521		7,243,393		0.4%
*IAC/InterActiveCorp		329,849		9,202,787		0.4%
*Ingram Micro, Inc.		396,212		6,997,104		0.3%
*International Rectifier Corp.		300,671		6,984,587		0.3%
*Tech Data Corp.		261,278		11,232,341		0.5%
Other Securities				263,545,511		11.6%
Total Information Technology				312,377,768		13.8%
Materials — (6.4%)
#*Century Aluminum Co.		556,132		7,518,905		0.3%
*Coeur d’Alene Mines Corp.		329,341		6,787,718		0.3%
#Domtar Corp.		107,587		8,538,104		0.4%
*MeadWestavco Corp.		376,177		9,679,034		0.4%
Other Securities				131,444,297		5.8%
Total Materials				163,968,058		7.2%
Real Estate Investment Trusts — (0.0%)
Other Securities				1,365		0.0%
Telecommunication Services — (0.9%)
Other Securities				24,205,757		1.1%
Utilities — (0.3%)
Other Securities				8,749,744		0.4%
TOTAL COMMON STOCKS				2,258,774,547		99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities				24,271		0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		8,755,190		8,755,190		0.4%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.1%)
§@DFA Short Term Investment Fund		309,281,722		309,281,722		13.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $1,449,407 FNMA 3.500%, 10/01/20, valued at $1,516,373) to be repurchased at $1,472,234		$1,472		1,472,206		0.1%
TOTAL SECURITIES LENDING COLLATERAL				310,753,928		13.7%

38

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Value†		Percentage     of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $2,378,682,378)	$	2,578,307,936	113.5%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	380,135,820		—		—	$	380,135,820
Consumer Staples		85,475,341		—		—		85,475,341
Energy		212,029,708		—		—		212,029,708
Financials		550,540,900		—		—		550,540,900
Health Care		164,489,690		—		—		164,489,690
Industrials		356,800,396		—		—		356,800,396
Information Technology		312,377,768		—		—		312,377,768
Materials		163,968,058		—		—		163,968,058
Real Estate Investment Trusts		1,365		—		—		1,365
Telecommunication Services		24,205,757		—		—		24,205,757
Utilities		8,749,744		—		—		8,749,744
Rights/Warrants		3,280	$	20,991		—		24,271
Temporary Cash Investments		8,755,190		—		—		8,755,190
Securities Lending Collateral		—		310,753,928		—		310,753,928
TOTAL	$	2,267,533,017	$	310,774,919		—	$	2,578,307,936

See accompanying Notes to Financial Statements.

39

U.S. SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (83.3%)
Consumer Discretionary — (15.1%)
#American Greetings Corp. Class A		1,790,470	$	34,681,404		0.5%
#*Cabela’s, Inc.		1,668,902		30,941,443		0.5%
#Dillard’s, Inc.		1,637,833		41,781,120		0.6%
#*Gaylord Entertainment Co.		1,237,351		41,253,282		0.6%
#Regis Corp.		1,509,892		30,877,291		0.5%
#Rent-A-Center, Inc.		1,421,975		35,748,452		0.6%
#*Saks, Inc.		3,665,122		40,829,459		0.6%
#Scholastic Corp.		1,528,917		45,026,606		0.7%
Other Securities				883,267,605		13.5%
Total Consumer Discretionary				1,184,406,662		18.1%
Consumer Staples — (2.3%)
#*Hain Celestial Group, Inc.		1,311,686		32,437,995		0.5%
Other Securities				150,451,307		2.3%
Total Consumer Staples				182,889,302		2.8%
Energy — (7.9%)
#*Bill Barrett Corp.		771,988		29,142,547		0.4%
*Bristow Group, Inc.		988,619		38,338,645		0.6%
*Complete Production Services, Inc.		1,866,574		43,733,829		0.7%
#*Exterran Holdings, Inc.		1,695,768		42,682,481		0.6%
#*Helix Energy Solutions Group, Inc.		2,356,839		29,908,287		0.5%
*SEACOR Holdings, Inc.		362,962		34,390,650		0.5%
Other Securities				399,425,547		6.1%
Total Energy				617,621,986		9.4%
Financials — (18.7%)
#*American Capital, Ltd.		5,159,435		36,012,856		0.5%
#Argo Group International Holdings, Ltd.		904,866		31,389,802		0.5%
#*CNO Financial Group, Inc.		6,668,947		36,279,072		0.6%
#Delphi Financial Group, Inc. Class A		1,223,115		33,109,723		0.5%
Infinity Property & Casualty Corp.		561,746		29,070,356		0.4%
#*MBIA, Inc.		3,747,338		42,007,659		0.6%
#Montpelier Re Holdings, Ltd.		1,843,926		33,780,724		0.5%
#NewAlliance Bancshares, Inc.		3,319,504		42,788,407		0.7%
#*PHH Corp.		1,726,823		33,275,879		0.5%
Provident Financial Services, Inc.		2,445,306		30,908,668		0.5%
Selective Insurance Group, Inc.		1,870,559		31,649,858		0.5%
Unitrin, Inc.		1,271,106		30,887,876		0.5%
#Webster Financial Corp.		1,883,421		32,244,168		0.5%
Other Securities				1,023,500,270		15.6%
Total Financials				1,466,905,318		22.4%
Health Care — (5.2%)
#Cooper Cos., Inc.		785,704		38,766,635		0.6%
#*LifePoint Hospitals, Inc.		1,678,385		56,930,819		0.9%
#*Viropharma, Inc.		1,764,650		28,869,674		0.4%
Other Securities				282,285,388		4.3%
Total Health Care				406,852,516		6.2%
Industrials — (15.9%)
#*Alaska Air Group, Inc.		578,278		30,533,078		0.5%
#Alexander & Baldwin, Inc.		1,120,063		38,563,769		0.6%
#Applied Industrial Technologies, Inc.		1,145,140		34,823,707		0.5%
#*Avis Budget Group, Inc.		2,674,250		31,048,042		0.5%
*Esterline Technologies Corp.		1,023,870		61,882,703		1.0%

40

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
#GATX Corp.		1,408,389	$	44,589,596		0.7%
Seaboard Corp.		18,999		35,225,096		0.5%
#Trinity Industries, Inc.		1,827,519		41,539,507		0.6%
#Triumph Group, Inc.		370,549		30,974,191		0.5%
Other Securities				893,979,601		13.6%
Total Industrials				1,243,159,290		19.0%
Information Technology — (12.0%)
#*Benchmark Electronics, Inc.		2,751,881		45,213,405		0.7%
*Coherent, Inc.		922,025		38,688,169		0.6%
#*Convergys Corp.		2,539,149		28,743,167		0.4%
*Fairchild Semiconductor International, Inc.		3,188,035		35,929,154		0.5%
*MKS Instruments, Inc.		1,795,829		37,083,869		0.6%
*Skyworks Solutions, Inc.		1,385,062		31,731,770		0.5%
#*Vishay Intertechnology, Inc.		3,162,160		35,732,408		0.5%
Other Securities				681,581,848		10.4%
Total Information Technology				934,703,790		14.2%
Materials — (5.9%)
#*Coeur d’Alene Mines Corp.		1,885,714		38,864,566		0.6%
#*PolyOne Corp.		2,698,136		34,859,917		0.5%
#Westlake Chemical Corp.		1,654,024		52,862,607		0.8%
Other Securities				332,640,018		5.1%
Total Materials				459,227,108		7.0%
Other — (0.0%)
Other Securities				6,633		0.0%
Real Estate Investment Trusts — (0.0%)
Other Securities				3,209		0.0%
Telecommunication Services — (0.2%)
Other Securities				17,633,165		0.3%
Utilities — (0.1%)
Other Securities				8,839,028		0.1%
TOTAL COMMON STOCKS				6,522,248,007		99.5%
RIGHTS/WARRANTS — (0.1%)
Other Securities				3,401,796		0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		25,558,555		25,558,555		0.4%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (16.3%)
§@DFA Short Term Investment Fund		1,268,888,448		1,268,888,448		19.4%

41

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $7,611,177 FNMA 3.500%, 10/01/20, valued at $7,962,830) to be repurchased at $7,731,051		$7,731	$	7,730,903	0.1%
TOTAL SECURITIES LENDING COLLATERAL				1,276,619,351	19.5%
TOTAL INVESTMENTS — (100.0%) (Cost $7,677,469,004)			$	7,827,827,709	119.4%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	1,184,406,662		—		—	$	1,184,406,662
Consumer Staples		182,889,302		—		—		182,889,302
Energy		617,621,986		—		—		617,621,986
Financials		1,466,905,318		—		—		1,466,905,318
Health Care		406,115,618	$	736,898		—		406,852,516
Industrials		1,243,159,290		—		—		1,243,159,290
Information Technology		934,703,790		—		—		934,703,790
Materials		459,227,108		—		—		459,227,108
Other		—		6,633		—		6,633
Real Estate Investment Trusts		3,209		—		—		3,209
Telecommunication Services		17,633,165		—		—		17,633,165
Utilities		8,839,028		—		—		8,839,028
Rights/Warrants		27,367		3,374,429		—		3,401,796
Temporary Cash Investments		25,558,555		—		—		25,558,555
Securities Lending Collateral		—		1,276,619,351		—		1,276,619,351
TOTAL	$	6,547,090,398	$	1,280,737,311		—	$	7,827,827,709

See accompanying Notes to Financial Statements.

42

U.S. CORE EQUITY 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (90.3%)
Consumer Discretionary — (12.5%)
*Amazon.com, Inc.		55,780	$	9,211,509		0.3%
*Comcast Corp. Class A		417,209		8,586,161		0.3%
*DIRECTV Class A		220,510		9,583,365		0.3%
#*Las Vegas Sands Corp.		176,285		8,087,956		0.3%
*McDonald’s Corp.		138,676		10,784,833		0.4%
*Time Warner, Inc.		220,816		7,178,728		0.3%
Walt Disney Co. (The)		356,203		12,862,490		0.4%
Other Securities				333,494,859		11.5%
Total Consumer Discretionary				399,789,901		13.8%
Consumer Staples — (7.6%)
Coca-Cola Co. (The)		279,300		17,126,676		0.6%
*CVS Caremark Corp.		273,950		8,251,374		0.3%
Kraft Foods, Inc.		328,406		10,597,662		0.4%
*PepsiCo, Inc.		223,192		14,574,438		0.5%
Philip Morris International, Inc.		255,696		14,958,216		0.5%
*Procter & Gamble Co. (The)		373,178		23,722,925		0.8%
*Wal-Mart Stores, Inc.		499,081		27,035,218		0.9%
Other Securities				126,341,381		4.4%
Total Consumer Staples				242,607,890		8.4%
Energy — (8.6%)
*Apache Corp.		67,655		6,834,508		0.3%
*Chevron Corp.		383,192		31,655,491		1.1%
*ConocoPhillips		284,161		16,879,163		0.6%
*Exxon Mobil Corp.		580,228		38,567,755		1.3%
Occidental Petroleum Corp.		108,874		8,560,763		0.3%
*Schlumberger, Ltd.		204,389		14,284,747		0.5%
Other Securities				159,468,862		5.5%
Total Energy				276,251,289		9.6%
Financials — (14.4%)
*American Express Co.		170,473		7,067,811		0.3%
*Bank of America Corp.		1,763,982		20,179,954		0.7%
*Berkshire Hathaway, Inc.		103,135		8,205,421		0.3%
*Citigroup, Inc.		3,746,359		15,622,317		0.5%
*Goldman Sachs Group, Inc. (The)		94,871		15,269,487		0.5%
*JPMorgan Chase & Co.		800,949		30,139,711		1.0%
U.S. Bancorp		332,743		8,045,726		0.3%
*Wells Fargo & Co.		948,438		24,735,263		0.9%
Other Securities				331,025,321		11.4%
Total Financials				460,291,011		15.9%
Health Care — (9.7%)
*Abbott Laboratories		193,928		9,952,385		0.3%
*Amgen, Inc.		134,636		7,699,833		0.3%
*Johnson & Johnson		341,549		21,746,425		0.8%
Merck & Co., Inc.		447,113		16,221,260		0.6%
*Pfizer, Inc.		1,354,471		23,567,795		0.8%
UnitedHealth Group, Inc.		220,401		7,945,456		0.3%
Other Securities				224,074,770		7.7%
Total Health Care				311,207,924		10.8%
Industrials — (11.6%)
*3M Co.		90,402		7,613,656		0.3%
General Electric Co.		2,071,642		33,187,705		1.1%

43

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
*Union Pacific Corp.		97,021	$	8,506,801		0.3%
*United Parcel Service, Inc.		106,196		7,151,239		0.2%
*United Technologies Corp.		110,065		8,229,560		0.3%
Other Securities				306,633,204		10.6%
Total Industrials				371,322,165		12.8%
Information Technology — (15.4%)
*Apple, Inc.		115,795		34,839,242		1.2%
*Cisco Sytems, Inc.		718,867		16,411,734		0.6%
*Google, Inc.		30,334		18,594,439		0.6%
Hewlett-Packard Co.		291,252		12,250,059		0.4%
*Intel Corp.		835,086		16,760,176		0.6%
*International Business Machines Corp.		179,066		25,713,878		0.9%
*Microsoft Corp.		1,056,293		28,139,646		1.0%
*Oracle Corp.		595,998		17,522,341		0.6%
*QUALCOMM, Inc.		206,260		9,308,514		0.3%
Other Securities				313,542,834		10.8%
Total Information Technology				493,082,863		17.0%
Materials — (4.6%)
Other Securities				148,561,083		5.1%
Other — (0.0%)
Other Securities				—		0.0%
Telecommunication Services — (2.6%)
*AT&T, Inc.		1,184,233		33,750,640		1.2%
*Verizon Communications, Inc.		551,929		17,921,135		0.6%
Other Securities				30,177,431		1.0%
Total Telecommunication Services				81,849,206		2.8%
Utilities — (3.3%)
Other Securities				104,762,133		3.6%
TOTAL COMMON STOCKS				2,889,725,465		99.8%
RIGHTS/WARRANTS — (0.0%)
Other Securities				117,771		0.0%
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		12,290,881		12,290,881		0.4%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (9.3%)
§@DFA Short Term Investment Fund		297,544,923		297,544,923		10.3%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $1,394,404 FNMA 3.500%, 10/01/20, valued at $1,458,829) to be repurchased at $1,416,365		$1,416		1,416,338		0.0%
TOTAL SECURITIES LENDING COLLATERAL				298,961,261		10.3%
TOTAL INVESTMENTS — (100.0%) (Cost $3,023,843,096)			$	3,201,095,378		110.5%

44

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	399,789,901		—		—	$	399,789,901
Consumer Staples		242,607,890		—		—		242,607,890
Energy		276,251,289		—		—		276,251,289
Financials		460,291,011		—		—		460,291,011
Health Care		311,181,347	$	26,577		—		311,207,924
Industrials		371,322,165		—		—		371,322,165
Information Technology		493,082,863		—		—		493,082,863
Materials		148,561,083		—		—		148,561,083
Other		—		—		—		—
Telecommunication Services		81,849,206		—		—		81,849,206
Utilities		104,762,133		—		—		104,762,133
Rights/Warrants		77,961		39,810		—		117,771
Temporary Cash Investments		12,290,881		—		—		12,290,881
Securities Lending Collateral		—		298,961,261		—		298,961,261
TOTAL	$	2,902,067,730	$	299,027,648		—	$	3,201,095,378

See accompanying Notes to Financial Statements.

45

U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (89.6%)
Consumer Discretionary — (13.3%)
*Carnival Corp.		264,200	$	11,405,514		0.2%
*Comcast Corp. Class A		904,003		18,604,382		0.4%
#*Las Vegas Sands Corp.		255,567		11,725,414		0.2%
*Lowe’s Cos., Inc.		606,612		12,939,034		0.3%
*Time Warner, Inc.		505,637		16,438,259		0.3%
Walt Disney Co. (The)		796,924		28,776,926		0.6%
Other Securities				639,482,590		12.8%
Total Consumer Discretionary				739,372,119		14.8%
Consumer Staples — (6.1%)
*CVS Caremark Corp.		598,385		18,023,356		0.3%
Kraft Foods, Inc.		727,689		23,482,524		0.5%
*PepsiCo, Inc.		187,890		12,269,217		0.2%
*Procter & Gamble Co. (The)		601,231		38,220,255		0.8%
*Wal-Mart Stores, Inc.		488,942		26,485,988		0.5%
Other Securities				218,107,947		4.4%
Total Consumer Staples				336,589,287		6.7%
Energy — (9.0%)
*Anadarko Petroleum Corp.		217,215		13,373,928		0.3%
*Apache Corp.		148,901		15,041,979		0.3%
*Chevron Corp.		812,565		67,125,995		1.4%
*ConocoPhillips		621,821		36,936,167		0.7%
Devon Energy Corp.		175,348		11,401,127		0.2%
*Exxon Mobil Corp.		696,027		46,264,915		0.9%
Occidental Petroleum Corp.		169,128		13,298,535		0.3%
*Schlumberger, Ltd.		239,531		16,740,822		0.3%
Other Securities				280,941,549		5.6%
Total Energy				501,125,017		10.0%
Financials — (16.9%)
*Bank of America Corp.		4,072,969		46,594,765		0.9%
*Bank of New York Mellon Corp. (The)		500,557		12,543,958		0.3%
*Citigroup, Inc.		4,374,919		18,243,412		0.4%
*Goldman Sachs Group, Inc. (The)		206,417		33,222,816		0.7%
*JPMorgan Chase & Co.		1,758,487		66,171,866		1.3%
*MetLife, Inc.		377,097		15,208,322		0.3%
*Morgan Stanley		560,059		13,928,667		0.3%
*PNC Financial Services Group, Inc.		230,384		12,417,698		0.2%
Travelers Cos., Inc. (The)		240,418		13,271,074		0.3%
U.S. Bancorp		650,207		15,722,005		0.3%
*Wells Fargo & Co.		2,251,097		58,708,610		1.2%
Other Securities				630,477,892		12.6%
Total Financials				936,511,085		18.8%
Health Care — (8.9%)
*Johnson & Johnson		312,579		19,901,905		0.4%
Merck & Co., Inc.		518,887		18,825,220		0.4%
*Pfizer, Inc.		2,383,245		41,468,463		0.8%
UnitedHealth Group, Inc.		491,713		17,726,254		0.3%
*WellPoint, Inc.		211,328		11,483,564		0.2%
Other Securities				387,121,797		7.8%
Total Health Care				496,527,203		9.9%
Industrials — (12.5%)
FedEx Corp.		133,279		11,691,234		0.3%

46

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
General Electric Co.		4,451,556	$	71,313,927		1.4%
*Union Pacific Corp.		215,752		18,917,135		0.4%
Other Securities				590,031,866		11.8%
Total Industrials				691,954,162		13.9%
Information Technology — (13.0%)
*Apple, Inc.		73,982		22,258,964		0.4%
*Cisco Sytems, Inc.		644,418		14,712,063		0.3%
*Corning, Inc.		657,240		12,014,347		0.2%
*Google, Inc.		21,286		13,048,105		0.3%
Hewlett-Packard Co.		462,271		19,443,118		0.4%
*Intel Corp.		1,078,333		21,642,143		0.4%
*International Business Machines Corp.		92,663		13,306,407		0.3%
*Microsoft Corp.		730,054		19,448,639		0.4%
*Oracle Corp.		457,669		13,455,469		0.3%
Other Securities				574,882,008		11.5%
Total Information Technology				724,211,263		14.5%
Materials — (4.8%)
Dow Chemical Co. (The)		440,886		13,592,515		0.3%
Other Securities				253,873,693		5.1%
Total Materials				267,466,208		5.4%
Other — (0.0%)
Other Securities				—		0.0%
Telecommunication Services — (2.9%)
*AT&T, Inc.		2,480,137		70,683,904		1.4%
*Verizon Communications, Inc.		1,203,470		39,076,671		0.8%
Other Securities				50,508,774		1.0%
Total Telecommunication Services				160,269,349		3.2%
Utilities — (2.2%)
Other Securities				123,441,800		2.5%
TOTAL COMMON STOCKS				4,977,467,493		99.7%
RIGHTS/WARRANTS — (0.0%)
Other Securities				286,332		0.0%
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		22,248,086		22,248,086		0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.0%)
§@DFA Short Term Investment Fund		555,577,546		555,577,546		11.1%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $2,603,638 FNMA 3.500%, 10/01/20, valued at $2,723,932) to be repurchased at $2,644,645		$2,645		2,644,594		0.1%
TOTAL SECURITIES LENDING COLLATERAL				558,222,140		11.2%

47

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Value†		Percentage     of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $5,452,268,054)	$	5,558,224,051	111.4%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	739,372,119		—		—	$	739,372,119
Consumer Staples		336,589,287		—		—		336,589,287
Energy		501,125,017		—		—		501,125,017
Financials		936,511,085		—		—		936,511,085
Health Care		496,455,584	$	71,619		—		496,527,203
Industrials		691,954,162		—		—		691,954,162
Information Technology		724,211,263		—		—		724,211,263
Materials		267,466,208		—		—		267,466,208
Other		—		—		—		—
Telecommunication Services		160,269,349		—		—		160,269,349
Utilities		123,441,800		—		—		123,441,800
Rights/Warrants		93,586		192,746		—		286,332
Temporary Cash Investments		22,248,086		—		—		22,248,086
Securities Lending Collateral		—		558,222,140		—		558,222,140
TOTAL	$	4,999,737,546	$	558,486,505		—	$	5,558,224,051

See accompanying Notes to Financial Statements.

48

U.S. VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (88.9%)
Consumer Discretionary — (13.9%)
CBS Corp. Class B		210,809	$	3,568,996		0.2%
*Comcast Corp. Class A		298,194		6,136,833		0.4%
*Liberty Media Corp. Capital Class A		92,738		5,336,145		0.3%
*Liberty Media Corp. Interactive Class A		272,051		4,015,473		0.3%
#*Royal Caribbean Cruises, Ltd.		98,862		3,909,003		0.3%
*Time Warner Cable, Inc.		58,725		3,398,416		0.2%
*Time Warner, Inc.		198,927		6,467,117		0.4%
*TRW Automotive Holdings Corp.		67,909		3,102,762		0.2%
Walt Disney Co. (The)		123,724		4,467,674		0.3%
Other Securities				202,995,940		13.0%
Total Consumer Discretionary				243,398,359		15.6%
Consumer Staples — (4.4%)
*CVS Caremark Corp.		122,606		3,692,893		0.2%
Kraft Foods, Inc.		126,206		4,072,668		0.3%
*Procter & Gamble Co. (The)		88,050		5,597,338		0.4%
Other Securities				62,874,305		4.0%
Total Consumer Staples				76,237,204		4.9%
Energy — (8.8%)
*Anadarko Petroleum Corp.		62,467		3,846,093		0.2%
*Chevron Corp.		90,436		7,470,918		0.5%
*ConocoPhillips		197,546		11,734,232		0.8%
*Exxon Mobil Corp.		160,805		10,688,708		0.7%
*Marathon Oil Corp.		94,908		3,375,878		0.2%
Pioneer Natural Resources Co.		54,700		3,818,060		0.2%
Other Securities				112,156,169		7.2%
Total Energy				153,090,058		9.8%
Financials — (21.5%)
American Financial Group, Inc.		129,237		3,952,067		0.3%
*Bank of America Corp.		1,228,804		14,057,518		0.9%
*Bank of New York Mellon Corp. (The)		140,071		3,510,179		0.2%
*Citigroup, Inc.		1,106,727		4,615,052		0.3%
#*CNA Financial Corp.		129,608		3,592,734		0.2%
Fifth Third Bancorp		366,564		4,604,044		0.3%
*Goldman Sachs Group, Inc. (The)		33,688		5,422,084		0.4%
*JPMorgan Chase & Co.		539,281		20,293,144		1.3%
*KeyCorp		405,203		3,318,613		0.2%
*Lincoln National Corp.		151,070		3,698,194		0.2%
#*M&T Bank Corp.		50,301		3,760,000		0.2%
*MetLife, Inc.		106,708		4,303,534		0.3%
*Morgan Stanley		152,390		3,789,939		0.3%
NYSE Euronext, Inc.		116,858		3,580,529		0.2%
#*Principal Financial Group, Inc.		146,833		3,940,998		0.3%
Regions Financial Corp.		574,455		3,619,066		0.2%
Travelers Cos., Inc. (The)		73,100		4,035,120		0.3%
*Unum Group		203,475		4,561,910		0.3%
*Wells Fargo & Co.		359,913		9,386,531		0.6%
Other Securities				268,550,262		17.2%
Total Financials				376,591,518		24.2%
Health Care — (7.5%)
*King Pharmaceuticals, Inc.		239,100		3,380,874		0.2%
*Pfizer, Inc.		368,206		6,406,784		0.4%
*WellPoint, Inc.		62,400		3,390,816		0.2%

49

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Health Care — (Continued)
Other Securities			$	117,901,388		7.6%
Total Health Care				131,079,862		8.4%
Industrials — (12.4%)
General Electric Co.		601,020		9,628,340		0.6%
Timken Co.		88,398		3,661,445		0.3%
*Union Pacific Corp.		38,880		3,408,998		0.2%
Other Securities				199,891,678		12.8%
Total Industrials				216,590,461		13.9%
Information Technology — (11.8%)
*IAC/InterActiveCorp.		143,788		4,011,685		0.3%
*Intel Corp.		176,424		3,540,830		0.2%
*Sandisk Corp.		90,011		3,382,613		0.2%
Other Securities				194,533,354		12.5%
Total Information Technology				205,468,482		13.2%
Materials — (5.1%)
*International Paper Co.		129,026		3,261,777		0.2%
*MeadWestavco Corp.		151,161		3,889,373		0.2%
Other Securities				82,127,578		5.3%
Total Materials				89,278,728		5.7%
Other — (0.0%)
Other Securities				—		0.0%
Telecommunication Services — (2.2%)
*AT&T, Inc.		631,080		17,985,780		1.1%
*Verizon Communications, Inc.		194,288		6,308,531		0.4%
Other Securities				15,124,874		1.0%
Total Telecommunication Services				39,419,185		2.5%
Utilities — (1.3%)
Other Securities				22,328,035		1.5%
TOTAL COMMON STOCKS				1,553,481,892		99.7%
RIGHTS/WARRANTS — (0.0%)
Other Securities				140,705		0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		5,593,179		5,593,179		0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.8%)
§@DFA Short Term Investment Fund		187,245,739		187,245,739		12.0%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $877,502 FNMA 3.500%, 10/01/20, valued at $918,045) to be repurchased at $891,322		$891		891,305		0.1%
TOTAL SECURITIES LENDING COLLATERAL				188,137,044		12.1%
TOTAL INVESTMENTS — (100.0%)
(Cost $1,718,900,258)			$	1,747,352,820		112.1%

50

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	243,398,359		—		—	$	243,398,359
Consumer Staples		76,237,204		—		—		76,237,204
Energy		153,090,058		—		—		153,090,058
Financials		376,591,518		—		—		376,591,518
Health Care		131,055,850	$	24,012		—		131,079,862
Industrials		216,590,461		—		—		216,590,461
Information Technology		205,468,482		—		—		205,468,482
Materials		89,278,728		—		—		89,278,728
Other		—		—		—		—
Telecommunication Services		39,419,185		—		—		39,419,185
Utilities		22,328,035		—		—		22,328,035
Rights/Warrants		25,439		115,266		—		140,705
Temporary Cash Investments		5,593,179		—		—		5,593,179
Securities Lending Collateral		—		188,137,044		—		188,137,044
TOTAL	$	1,559,076,498	$	188,276,322		—	$	1,747,352,820

See accompanying Notes to Financial Statements.

51

U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (79.5%)
Consumer Discretionary — (13.6%)
#*Cheesecake Factory, Inc.		184,932	$	5,385,220		0.1%
#*Coinstar, Inc.		104,716		6,029,547		0.2%
*Dana Holding Corp.		407,323		5,763,620		0.2%
*Deckers Outdoor Corp.		107,700		6,257,370		0.2%
#*Gymboree Corp.		85,748		5,578,765		0.2%
#*Pier 1 Imports, Inc.		682,993		5,928,379		0.2%
#Polaris Industries, Inc.		124,600		8,857,814		0.3%
#*Sally Beauty Holdings, Inc.		492,283		5,991,084		0.2%
#*Tenneco, Inc.		167,225		5,454,880		0.1%
*Ulta Salon Cosmetics & Fragrance, Inc.		169,958		5,216,011		0.1%
*WABCO Holdings, Inc.		140,934		6,542,156		0.2%
Other Securities				508,486,043		15.0%
Total Consumer Discretionary				575,490,889		17.0%
Consumer Staples — (2.8%)
#Casey’s General Stores, Inc.		137,677		5,708,088		0.2%
#Nu Skin Enterprises, Inc. Class A		180,500		5,523,300		0.1%
Other Securities				107,336,334		3.2%
Total Consumer Staples				118,567,722		3.5%
Energy — (4.5%)
#CARBO Ceramics, Inc.		66,655		5,583,689		0.2%
*Complete Production Services, Inc.		233,321		5,466,711		0.1%
#*Mariner Energy, Inc.		254,423		6,340,221		0.2%
#RPC, Inc.		277,500		6,107,775		0.2%
Other Securities				166,187,732		4.9%
Total Energy				189,686,128		5.6%
Financials — (10.7%)
*American Capital, Ltd.		882,842		6,162,237		0.2%
CapitalSource, Inc.		871,013		5,321,889		0.1%
*Investors Bancorp, Inc.		464,275		5,571,300		0.2%
#*MBIA, Inc.		553,569		6,205,508		0.2%
Other Securities				431,333,815		12.7%
Total Financials				454,594,749		13.4%
Health Care — (9.1%)
#*AMERIGROUP Corp.		133,000		5,550,090		0.2%
*HealthSpring, Inc.		182,857		5,337,596		0.2%
#Hill-Rom Holdings, Inc.		144,017		5,580,659		0.2%
*HMS Holdings Corp.		87,139		5,237,925		0.1%
#*Incyte Corp.		315,283		5,252,615		0.1%
Other Securities				360,579,098		10.6%
Total Health Care				387,537,983		11.4%
Industrials — (14.5%)
*Alaska Air Group, Inc.		111,907		5,908,690		0.2%
#Con-way, Inc.		161,251		5,322,896		0.2%
*Esterline Technologies Corp.		87,108		5,264,808		0.1%
#*GEO Group, Inc. (The)		205,915		5,281,720		0.1%
#*JetBlue Airways Corp.		758,521		5,294,477		0.2%
#*US Airways Group, Inc.		468,000		5,517,720		0.2%
UTi Worldwide, Inc.		293,686		5,644,645		0.2%
Other Securities				577,964,125		17.0%
Total Industrials				616,199,081		18.2%

52

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Information Technology — (16.9%)
*Acme Packet, Inc.		161,675	$	6,394,246		0.2%
#Adtran, Inc.		210,232		6,784,187		0.2%
#*Aruba Networks, Inc.		263,829		5,780,493		0.2%
*Hypercom Corp.		918,056		5,471,614		0.2%
*International Rectifier Corp.		225,033		5,227,517		0.2%
*Loral Space & Communications, Inc.		128,378		7,141,668		0.2%
#Plantronics, Inc.		144,900		5,199,012		0.1%
*Quest Software, Inc.		296,730		7,765,424		0.2%
*RF Micro Devices, Inc.		1,055,523		7,694,763		0.2%
*Riverbed Technology, Inc.		146,971		8,456,711		0.2%
#Syntel, Inc.		108,782		5,315,089		0.2%
*TIBCO Software, Inc.		474,473		9,119,371		0.3%
#*VeriFone Systems, Inc.		226,455		7,660,973		0.2%
*Zebra Technologies Corp. Class A		150,051		5,368,825		0.2%
Other Securities				624,265,806		18.4%
Total Information Technology				717,645,699		21.2%
Materials — (4.4%)
*Allied Nevada Gold Corp.		215,616		5,321,403		0.2%
*Coeur d’Alene Mines Corp.		254,520		5,245,657		0.1%
Other Securities				174,977,855		5.2%
Total Materials				185,544,915		5.5%
Other — (0.0%)
Other Securities				454		0.0%
Telecommunication Services — (0.9%)
*Syniverse Holdings, Inc.		208,017		6,342,438		0.2%
Other Securities				32,767,726		0.9%
Total Telecommunication Services				39,110,164		1.1%
Utilities — (2.1%)
Other Securities				89,996,539		2.6%
TOTAL COMMON STOCKS				3,374,374,323		99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				919,321		0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		22,578,102		22,578,102		0.7%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (20.0%)
§@DFA Short Term Investment Fund		842,198,656		842,198,656		24.8%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $3,946,848 FNMA 3.500%, 10/01/20, valued at $4,129,201) to be repurchased at $4,009,010		$4,009		4,008,933		0.1%
TOTAL SECURITIES LENDING COLLATERAL				846,207,589		24.9%

53

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Value†		Percentage     of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $3,762,762,465)	$	4,244,079,335		125.1%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	575,490,889		—		—	$	575,490,889
Consumer Staples		118,567,722		—		—		118,567,722
Energy		189,686,128		—		—		189,686,128
Financials		454,594,749		—		—		454,594,749
Health Care		387,389,840	$	148,143		—		387,537,983
Industrials		616,199,081		—		—		616,199,081
Information Technology		717,645,699		—		—		717,645,699
Materials		185,544,915		—		—		185,544,915
Other		—		454		—		454
Telecommunication Services		39,110,164		—		—		39,110,164
Utilities		89,996,539		—		—		89,996,539
Rights/Warrants		34,946		884,375		—		919,321
Temporary Cash Investments		22,578,102		—		—		22,578,102
Securities Lending Collateral		—		846,207,589		—		846,207,589
TOTAL	$	3,396,838,774	$	847,240,561		—	$	4,244,079,335

See accompanying Notes to Financial Statements.

54

U.S. MICRO CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (87.4%)
Consumer Discretionary — (14.0%)
#*BJ’s Restaurants, Inc.		218,820	$	7,253,883		0.2%
#*Buffalo Wild Wings, Inc.		149,089		7,011,656		0.2%
Cato Corp. Class A		251,022		6,639,532		0.2%
#Monro Muffler Brake, Inc.		180,713		8,627,239		0.3%
#*Pier 1 Imports, Inc.		759,929		6,596,184		0.2%
*Pinnacle Entertainment, Inc.		540,950		6,924,160		0.2%
#*Steven Madden, Ltd.		269,303		11,391,517		0.4%
*Valassis Communications, Inc.		353,966		11,680,878		0.4%
Other Securities				441,743,230		13.9%
Total Consumer Discretionary				507,868,279		16.0%
Consumer Staples — (4.2%)
Andersons, Inc. (The)		164,550		6,478,334		0.2%
J & J Snack Foods Corp.		180,997		7,759,341		0.2%
PriceSmart, Inc.		296,100		8,684,613		0.3%
#*USANA Health Sciences, Inc.		155,615		6,834,611		0.2%
Other Securities				123,784,622		3.9%
Total Consumer Staples				153,541,521		4.8%
Energy — (3.2%)
*Clayton Williams Energy, Inc.		110,880		6,621,754		0.2%
Other Securities				110,929,112		3.5%
Total Energy				117,550,866		3.7%
Financials — (12.1%)
#FBL Financial Group, Inc. Class A		289,468		7,572,483		0.2%
*First Cash Financial Services, Inc.		294,883		8,572,249		0.3%
Horace Mann Educators Corp.		424,387		7,931,793		0.3%
Infinity Property & Casualty Corp.		144,873		7,497,178		0.2%
#*Portfolio Recovery Associates, Inc.		97,409		6,531,273		0.2%
#*World Acceptance Corp.		156,911		6,770,710		0.2%
Other Securities				392,306,020		12.4%
Total Financials				437,181,706		13.8%
Health Care — (11.4%)
Invacare Corp.		248,109		6,698,943		0.2%
*Neogen Corp.		203,656		6,806,184		0.2%
*NxStage Medical, Inc.		335,606		6,765,817		0.2%
Other Securities				390,859,989		12.3%
Total Health Care				411,130,933		12.9%
Industrials — (16.1%)
*Acacia Technologies Group		355,785		9,470,997		0.3%
American Science & Engineering, Inc.		87,246		7,184,708		0.2%
#Badger Meter, Inc.		155,222		6,446,370		0.2%
*GeoEye, Inc.		145,416		6,437,566		0.2%
#Raven Industries, Inc.		178,996		7,360,316		0.2%
Tredegar Industries, Inc.		334,848		6,459,218		0.2%
#*United Rentals, Inc.		353,280		6,638,131		0.2%
Other Securities				532,880,622		16.8%
Total Industrials				582,877,928		18.3%
Information Technology — (19.7%)
*Acme Packet, Inc.		171,574		6,785,752		0.2%
*Cabot Microelectronics Corp.		230,045		8,886,638		0.3%
#*DTS, Inc.		171,283		6,817,063		0.2%

55

U.S. MICRO CAP PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Information Technology — (Continued)
*Forrester Research, Inc.		223,549	$	7,392,765		0.2%
iGATE Corp.		521,424		10,657,907		0.3%
#*IPG Photonics Corp.		458,850		10,324,125		0.3%
#*L-1 Identity Solutions, Inc.		785,607		9,262,307		0.3%
#*Littlefuse, Inc.		200,242		8,496,268		0.3%
#*Loral Space & Communications, Inc.		161,771		8,999,321		0.3%
*Manhattan Associates, Inc.		238,948		7,354,819		0.2%
*NetScout Systems, Inc.		317,575		7,453,485		0.2%
*RightNow Technologies, Inc.		299,706		7,828,321		0.3%
*ScanSource, Inc.		236,107		7,069,044		0.2%
#*STEC, Inc.		446,325		6,962,670		0.2%
#*Tyler Technologies, Inc.		364,519		7,439,833		0.2%
#*Ultimate Software Group, Inc.		215,449		8,915,280		0.3%
#*Universal Display Corp.		307,402		7,697,346		0.3%
Other Securities				574,946,376		18.1%
Total Information Technology				713,289,320		22.4%
Materials — (4.0%)
#AMCOL International Corp.		263,102		7,298,449		0.2%
Arch Chemicals, Inc.		218,955		7,775,092		0.3%
Balchem Corp.		235,675		7,202,228		0.2%
Other Securities				121,780,006		3.8%
Total Materials				144,055,775		4.5%
Other — (0.0%)
Other Securities				2,444		0.0%
Telecommunication Services — (1.1%)
Other Securities				39,764,550		1.3%
Utilities — (1.6%)
MGE Energy, Inc.		196,967		7,987,012		0.3%
Other Securities				49,028,252		1.5%
Total Utilities				57,015,264		1.8%
TOTAL COMMON STOCKS				3,164,278,586		99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				601,947		0.0%
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		14,738,317		14,738,317		0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.2%)
§@DFA Short Term Investment Fund		438,511,577		438,511,577		13.8%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $2,055,024 FNMA 3.500%, 10/01/20, valued at $2,149,971) to be repurchased at $2,087,390		$2,087		2,087,350		0.1%
TOTAL SECURITIES LENDING COLLATERAL				440,598,927		13.9%

56

U.S. MICRO CAP PORTFOLIO

CONTINUED

	Value†		Percentage     of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $3,315,884,886)	$	3,620,217,777		113.9%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	507,868,279		—		—	$	507,868,279
Consumer Staples		153,541,521		—		—		153,541,521
Energy		117,550,866		—		—		117,550,866
Financials		437,181,706		—		—		437,181,706
Health Care		410,905,037	$	225,896		—		411,130,933
Industrials		582,877,928		—		—		582,877,928
Information Technology		713,289,320		—		—		713,289,320
Materials		144,055,775		—		—		144,055,775
Other		—		2,444		—		2,444
Telecommunication Services		39,764,550		—		—		39,764,550
Utilities		57,015,264		—		—		57,015,264
Rights/Warrants		4,633		597,314		—		601,947
Temporary Cash Investments		14,738,317		—		—		14,738,317
Securities Lending Collateral		—		440,598,927		—		440,598,927
TOTAL	$	3,178,793,196	$	441,424,581		—	$	3,620,217,777

See accompanying Notes to Financial Statements.

57

DFA REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (79.8%)
Health Care — (0.0%)
Other Securities			$	61,722		0.0%
Real Estate Investment Trusts — (79.8%)
#Alexander’s, Inc.		52,368		19,681,989		0.7%
#Alexandria Real Estate Equities, Inc.		430,728		31,649,893		1.2%
#AMB Property Corp.		1,426,481		40,212,499		1.5%
#American Campus Communites, Inc.		508,865		16,095,400		0.6%
*Apartment Investment & Management Co. Class A		1,095,380		25,533,308		0.9%
#AvalonBay Communities, Inc.		778,009		82,710,137		3.1%
#BioMed Realty Trust, Inc.		1,011,329		18,557,887		0.7%
#Boston Properties, Inc.		1,306,800		112,633,092		4.2%
#BRE Properties, Inc. Class A		551,733		23,685,898		0.9%
#Camden Property Trust		619,003		30,696,359		1.1%
#CBL & Associates Properties, Inc.		1,297,756		20,348,814		0.8%
#Corporate Office Properties Trust		553,900		19,657,911		0.7%
#Developers Diversified Realty Corp.		1,945,090		25,091,661		0.9%
#Digital Realty Trust, Inc.		747,547		44,650,982		1.7%
#Douglas Emmett, Inc.		1,098,938		19,714,948		0.7%
Duke Realty Corp.		2,141,360		26,702,759		1.0%
#Entertainment Properties Trust		398,314		18,414,056		0.7%
Equity Lifestyle Properties, Inc.		286,964		16,333,991		0.6%
#Equity Residential		2,648,356		128,789,552		4.8%
#Essex Property Trust, Inc.		276,971		31,286,644		1.2%
#Federal Realty Investment Trust		576,715		47,279,096		1.8%
#*HCP, Inc.		2,801,005		100,864,190		3.8%
#*Health Care REIT, Inc.		1,166,673		59,616,990		2.2%
#Highwood Properties, Inc.		672,970		22,295,496		0.8%
#Home Properties, Inc.		335,680		18,277,776		0.7%
#Hospitality Properties Trust		1,160,767		26,477,095		1.0%
#Host Marriott Corp.		6,147,086		97,677,197		3.6%
#*Kimco Realty Corp.		3,798,124		65,441,677		2.4%
#Lasalle Hotel Properties		623,626		14,773,700		0.5%
#Liberty Property Trust		1,060,279		35,476,935		1.3%
Macerich Co. (The)		1,044,035		46,574,401		1.7%
Mack-Cali Realty Corp.		742,584		24,935,971		0.9%
Mid-America Apartment Communities, Inc.		279,319		17,046,839		0.6%
#National Retail Properties, Inc.		783,449		21,231,468		0.8%
Nationwide Health Properties, Inc.		1,102,624		45,020,138		1.7%
Omega Healthcare Investors, Inc.		836,312		19,235,176		0.7%
#*ProLogis		4,462,298		60,910,368		2.3%
#Public Storage REIT		1,438,672		142,745,036		5.3%
#Realty Income Corp.		982,058		33,664,948		1.3%
#Regency Centers Corp.		768,887		32,431,654		1.2%
Senior Housing Properties Trust		1,197,532		28,609,039		1.1%
#*Simon Property Group, Inc.		2,740,392		263,132,440		9.8%
#SL Green Realty Corp.		732,883		48,165,071		1.8%
#Tanger Factory Outlet Centers, Inc.		380,398		18,228,672		0.7%
#Taubman Centers, Inc.		513,047		23,815,642		0.9%
UDR, Inc.		1,491,932		33,538,631		1.2%
#Ventas, Inc.		1,474,528		78,975,720		2.9%
#*Vornado Realty Trust		1,636,540		143,017,231		5.3%
#Washington REIT		570,992		18,288,874		0.7%
#Weingarten Realty Investors		1,129,891		27,264,270		1.0%
Other Securities				317,354,761		11.8%
Total Real Estate Investment Trusts				2,684,814,282		99.8%
TOTAL COMMON STOCKS				2,684,876,004		99.8%

58

DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
TEMPORARY CASH INVESTMENTS — (0.1%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		2,684,740		$2,684,740		0.1%
		Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (20.1%)
§@DFA Short Term Investment Fund		673,752,172		673,752,172		25.1%
@ Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $3,157,447 FNMA 3.500%, 10/01/20, valued at $3,303,328) to be repurchased at $3,207,175		$3,207		3,207,114		0.1%
TOTAL SECURITIES LENDING COLLATERAL				676,959,286		25.2%
TOTAL INVESTMENTS — (100.0%) (Cost $2,919,766,520)			$	3,364,520,030		125.1%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Health Care	$	61,722		—		—	$	61,722
Real Estate Investment Trusts		2,684,814,282		—		—		2,684,814,282
Temporary Cash Investments		2,684,740		—		—		2,684,740
Securities Lending Collateral		—	$	676,959,286		—		676,959,286
TOTAL	$	2,687,560,744	$	676,959,286		—	$	3,364,520,030

See accompanying Notes to Financial Statements.

59

LARGE CAP INTERNATIONAL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (84.8%)
AUSTRALIA — (6.4%)
Australia & New Zealand Banking Group, Ltd.		360,926	$	8,805,393		0.5%
BHP Billiton, Ltd.		297,885		12,308,952		0.8%
#BHP Billiton, Ltd. Sponsored ADR		85,300		7,044,927		0.4%
Commonwealth Bank of Australia NL		209,218		10,057,768		0.6%
National Australia Bank, Ltd.		299,123		7,486,542		0.5%
Rio Tinto, Ltd.		85,083		6,924,239		0.4%
#Westpac Banking Corp.		311,382		6,933,514		0.4%
Other Securities				62,373,700		3.9%
TOTAL AUSTRALIA				121,935,035		7.5%
AUSTRIA — (0.2%)
Other Securities				4,496,574		0.3%
BELGIUM — (0.7%)
Other Securities				13,763,735		0.9%
CANADA — (8.2%)
Bank of Nova Scotia		143,627		7,698,880		0.5%
Barrick Gold Corp.		134,300		6,468,101		0.4%
#Royal Bank of Canada		197,437		10,529,070		0.7%
#Suncor Energy, Inc.		218,807		7,011,092		0.4%
#Toronto Dominion Bank		123,084		8,864,124		0.5%
Other Securities				114,226,471		7.1%
TOTAL CANADA				154,797,738		9.6%
DENMARK — (0.9%)
Other Securities				16,628,023		1.0%
FINLAND — (0.8%)
Other Securities				15,956,153		1.0%
FRANCE — (7.7%)
BNP Paribas SA		132,074		9,660,674		0.6%
GDF Suez SA		171,224		6,841,628		0.4%
Sanofi-Aventis SA		94,781		6,640,547		0.4%
Total SA		162,315		8,835,490		0.6%
#Total SA Sponsored ADR		137,800		7,507,344		0.5%
Other Securities				105,832,214		6.5%
TOTAL FRANCE				145,317,897		9.0%
GERMANY — (6.1%)
BASF SE		116,835		8,524,536		0.5%
*Daimler AG		128,352		8,481,943		0.5%
Deutsche Bank AG		125,817		7,282,288		0.5%
E.ON AG		200,538		6,288,090		0.4%
#Siemens AG Sponsored ADR		67,650		7,733,072		0.5%
Other Securities				77,748,453		4.8%
TOTAL GERMANY				116,058,382		7.2%
GREECE — (0.2%)
Other Securities				3,758,613		0.2%
HONG KONG — (2.0%)
Other Securities				37,457,138		2.3%
IRELAND — (0.2%)
Other Securities				2,934,464		0.2%

60

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
ISRAEL — (0.6%)
Teva Pharmaceutical Industries, Ltd. Sponsored ADR		126,954	$	6,588,913		0.4%
Other Securities				4,281,818		0.3%
TOTAL ISRAEL				10,870,731		0.7%
ITALY — (2.2%)
Other Securities				42,464,095		2.6%
JAPAN — (16.7%)
Mitsubishi UFJ Financial Group, Inc. ADR		1,455,897		6,784,480		0.4%
Toyota Motor Corp.		228,700		8,100,615		0.5%
Other Securities				301,828,055		18.7%
TOTAL JAPAN				316,713,150		19.6%
NETHERLANDS — (2.3%)
Unilever NV		218,517		6,489,351		0.4%
Other Securities				37,175,256		2.3%
TOTAL NETHERLANDS				43,664,607		2.7%
NEW ZEALAND — (0.1%)
Other Securities				1,490,718		0.1%
NORWAY — (0.9%)
Other Securities				16,306,929		1.0%
PORTUGAL — (0.2%)
Other Securities				4,251,531		0.3%
SINGAPORE — (1.3%)
Other Securities				24,228,772		1.5%
SPAIN — (3.0%)
#Banco Bilbao Vizcaya Argentaria SA Sponsored ADR		491,102		6,457,991		0.4%
#Banco Santander SA Sponsored ADR		853,568		10,934,206		0.7%
#Telefonica SA Sponsored ADR		135,963		11,032,038		0.7%
Other Securities				28,301,195		1.7%
TOTAL SPAIN				56,725,430		3.5%
SWEDEN — (2.2%)
Other Securities				42,437,882		2.6%
SWITZERLAND — (5.9%)
Nestle SA		471,890		25,847,536		1.6%
Novartis AG		151,030		8,751,091		0.5%
#*Novartis AG ADR		141,600		8,205,720		0.5%
#Roche Holding AG Genusschein		97,207		14,275,254		0.9%
#*UBS AG		478,710		8,132,107		0.5%
Other Securities				46,782,377		2.9%
TOTAL SWITZERLAND				111,994,085		6.9%
UNITED KINGDOM — (16.0%)
Anglo American P.L.C.		186,195		8,675,422		0.5%
AstraZeneca P.L.C.		123,555		6,215,085		0.4%
BG Group P.L.C.		348,779		6,789,416		0.4%
BHP Billiton P.L.C. ADR		89,700		6,350,760		0.4%
#*BP P.L.C. Sponsored ADR		196,119		8,007,539		0.5%
British American Tobacco P.L.C.		232,362		8,852,178		0.5%
GlaxoSmithKline P.L.C.		478,323		9,340,518		0.6%
HSBC Holdings P.L.C.		1,180,768		12,289,079		0.8%
#HSBC Holdings P.L.C. Sponsored ADR		234,056		12,196,658		0.7%
Rio Tinto P.L.C.		140,777		9,143,554		0.6%

61

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
UNITED KINGDOM — (Continued)
#Royal Dutch Shell P.L.C. ADR		344,141	$	22,135,149		1.4%
Royal Dutch Shell P.L.C. Series B		195,121		6,244,225		0.4%
Standard Chartered P.L.C.		259,989		7,520,185		0.5%
Tesco P.L.C.		1,059,552		7,251,211		0.4%
Vodafone Group P.L.C.		3,189,133		8,717,874		0.5%
Vodafone Group P.L.C. Sponsored ADR		384,600		10,580,346		0.7%
Other Securities				152,293,978		9.4%
TOTAL UNITED KINGDOM				302,603,177		18.7%
TOTAL COMMON STOCKS				1,606,854,859		99.4%
PREFERRED STOCKS — (0.1%)
GERMANY — (0.0%)
Other Securities				1,067,033		0.1%
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
Other Securities				33		0.0%
BELGIUM — (0.0%)
Other Securities				4		0.0%
UNITED KINGDOM — (0.0%)
Other Securities				940,877		0.1%
TOTAL RIGHTS/WARRANTS				940,914		0.1%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $585,000 FHLMC 5.00%, 10/15/19, valued at $661,781) to be repurchased at $647,010		$647		647,000		0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.1%)
§@DFA Short Term Investment Fund		282,774,040		282,774,040		17.5%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,553,855)## to be repurchased at $2,503,825	$	2,504		2,503,779		0.1%
TOTAL SECURITIES LENDING COLLATERAL				285,277,819		17.6%
TOTAL INVESTMENTS — (100.0%) (Cost $1,669,476,129)			$	1,894,787,625		117.2%

62

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	9,171,654	$	112,763,381		—	$	121,935,035
Austria		73,080		4,423,494		—		4,496,574
Belgium		2,138,712		11,625,023		—		13,763,735
Canada		154,797,738		—		—		154,797,738
Denmark		2,780,449		13,847,574		—		16,628,023
Finland		2,660,444		13,295,709		—		15,956,153
France		16,049,842		129,268,055		—		145,317,897
Germany		27,409,378		88,649,004		—		116,058,382
Greece		398,221		3,360,392		—		3,758,613
Hong Kong		618		37,456,520		—		37,457,138
Ireland		1,196,219		1,738,245		—		2,934,464
Israel		6,854,316		4,016,415		—		10,870,731
Italy		5,849,445		36,614,650		—		42,464,095
Japan		34,598,078		282,115,072		—		316,713,150
Netherlands		4,592,088		39,072,519		—		43,664,607
New Zealand		—		1,490,718		—		1,490,718
Norway		1,065,326		15,241,603		—		16,306,929
Portugal		292,320		3,959,211		—		4,251,531
Singapore		29,038		24,199,734		—		24,228,772
Spain		30,603,438		26,121,992		—		56,725,430
Sweden		702,015		41,735,867		—		42,437,882
Switzerland		16,303,487		95,690,598		—		111,994,085
United Kingdom		95,595,475		207,007,702		—		302,603,177
Preferred Stocks
Germany		—		1,067,033		—		1,067,033
Rights/Warrants
Austria		—		33		—		33
Belgium		4		—		—		4
United Kingdom		—		940,877		—		940,877
Temporary Cash Investments		—		647,000		—		647,000
Securities Lending Collateral		—		285,277,819		—		285,277,819
TOTAL	$	413,161,385	$	1,481,626,240		—	$	1,894,787,625

See accompanying Notes to Financial Statements.

63

INTERNATIONAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (5.8%)
Australia & New Zealand Banking Group, Ltd.		658,301	$	16,060,353		0.3%
Commonwealth Bank of Australia NL		254,892		12,253,461		0.3%
National Australia Bank, Ltd.		526,770		13,184,161		0.3%
Wesfarmers, Ltd.		361,256		11,754,042		0.2%
Other Securities				278,536,710		5.7%
TOTAL AUSTRALIA				331,788,727		6.8%
AUSTRIA — (0.5%)
Other Securities				28,018,523		0.6%
BELGIUM — (1.0%)
Other Securities				54,855,611		1.1%
CANADA — (8.9%)
#Bank of Montreal		202,373		11,951,099		0.2%
Suncor Energy, Inc.		402,417		12,894,389		0.3%
Teck Resources, Ltd. Class B		337,587		15,093,604		0.3%
#Toronto Dominion Bank		235,160		16,935,486		0.4%
Other Securities				447,414,758		9.2%
TOTAL CANADA				504,289,336		10.4%
DENMARK — (0.8%)
Other Securities				48,333,458		1.0%
FINLAND — (1.4%)
Other Securities				81,547,312		1.7%
FRANCE — (7.2%)
BNP Paribas SA		331,407		24,241,068		0.5%
GDF Suez SA		425,977		17,020,838		0.3%
*Sanofi-Aventis SA ADR		530,172		18,614,339		0.4%
Schneider Electric SA		88,768		12,612,315		0.3%
Societe Generale Paris SA		219,316		13,151,265		0.3%
#Total SA Sponsored ADR		338,384		18,435,160		0.4%
Vivendi SA		419,021		11,973,602		0.2%
Other Securities				290,774,088		6.0%
TOTAL FRANCE				406,822,675		8.4%
GERMANY — (5.4%)
#Allianz SE Sponsored ADR		984,886		12,340,622		0.2%
*Daimler AG		266,387		17,603,773		0.4%
Deutsche Bank AG		242,074		13,944,899		0.3%
Munchener Rueckversicherungs-Gesellschaft AG		80,131		12,524,534		0.2%
#Siemens AG Sponsored ADR		125,474		14,342,933		0.3%
Other Securities				236,474,016		4.9%
TOTAL GERMANY				307,230,777		6.3%
GREECE — (0.5%)
Other Securities				29,400,700		0.6%
HONG KONG — (2.2%)
Other Securities				123,798,216		2.5%
IRELAND — (0.5%)
Other Securities				27,024,342		0.5%
ISRAEL — (0.8%)
Teva Pharmaceutical Industries, Ltd. Sponsored ADR		368,163		19,107,660		0.4%

64

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
ISRAEL — (Continued)
Other Securities			$	25,886,858		0.5%
TOTAL ISRAEL				44,994,518		0.9%
ITALY — (2.3%)
UniCredit SpA		5,518,028		14,385,868		0.3%
Other Securities				115,484,360		2.4%
TOTAL ITALY				129,870,228		2.7%
JAPAN — (16.2%)
#Honda Motor Co., Ltd. Sponsored ADR		409,732		14,762,644		0.3%
Mitsubishi UFJ Financial Group, Inc.		2,706,300		12,559,949		0.3%
Sumitomo Mitsui Financial Group, Inc.		484,058		14,448,040		0.3%
#*Toyota Motor Corp. Sponsored ADR		312,041		22,098,744		0.4%
Other Securities				853,802,115		17.5%
TOTAL JAPAN				917,671,492		18.8%
NETHERLANDS — (2.3%)
#*ING Groep NV Sponsored ADR		1,565,969		16,881,146		0.3%
Other Securities				114,912,653		2.4%
TOTAL NETHERLANDS				131,793,799		2.7%
NEW ZEALAND — (0.2%)
Other Securities				12,018,251		0.2%
NORWAY — (1.0%)
Other Securities				54,269,344		1.1%
PORTUGAL — (0.3%)
Other Securities				19,359,124		0.4%
SINGAPORE — (1.4%)
Other Securities				81,994,738		1.7%
SPAIN — (2.1%)
#Banco Santander SA Sponsored ADR		2,151,591		27,561,881		0.6%
Other Securities				92,402,501		1.9%
TOTAL SPAIN				119,964,382		2.5%
SWEDEN — (2.4%)
#Nordea Bank AB		1,048,729		11,547,196		0.2%
Other Securities				123,522,700		2.6%
TOTAL SWEDEN				135,069,896		2.8%
SWITZERLAND — (5.4%)
Compagnie Financiere Richemont SA Series A		232,579		11,600,624		0.2%
#Credit Suisse Group AG Sponsored ADR		405,680		16,835,720		0.3%
#Holcim, Ltd. AG		196,366		12,232,874		0.3%
Nestle SA		546,164		29,915,857		0.6%
#*Novartis AG ADR		478,626		27,736,377		0.6%
#Roche Holding AG Genusschein		82,873		12,170,246		0.3%
#*UBS AG		838,389		14,242,170		0.3%
Zurich Financial Services AG		80,500		19,699,753		0.4%
Other Securities				165,107,010		3.4%
TOTAL SWITZERLAND				309,540,631		6.4%
UNITED KINGDOM — (16.6%)
Anglo American P.L.C.		536,326		24,989,149		0.5%
Barclays P.L.C. Sponsored ADR		1,016,357		17,938,701		0.4%
BG Group P.L.C.		598,458		11,649,727		0.2%

65

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
UNITED KINGDOM — (Continued)
*BP P.L.C. Sponsored ADR		717,376	$	29,290,462		0.6%
#HSBC Holdings P.L.C. Sponsored ADR		1,196,015		62,324,342		1.3%
*Lloyds Banking Group P.L.C.		11,686,370		12,844,830		0.3%
#Rio Tinto P.L.C. Sponsored ADR		182,907		11,910,904		0.2%
#Royal Dutch Shell P.L.C. ADR		1,054,306		67,812,962		1.4%
SABmiller P.L.C.		396,880		12,876,248		0.3%
Standard Chartered P.L.C.		837,301		24,218,941		0.5%
Tesco P.L.C.		1,793,199		12,272,040		0.3%
Vodafone Group P.L.C. Sponsored ADR		1,797,431		49,447,327		1.0%
Xstrata P.L.C.		782,713		15,163,801		0.3%
Other Securities				589,678,026		12.1%
TOTAL UNITED KINGDOM				942,417,460		19.4%
TOTAL COMMON STOCKS				4,842,073,540		99.5%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				139,214		0.0%
GERMANY — (0.0%)
Other Securities				1,135,420		0.0%
TOTAL PREFERRED STOCKS				1,274,634		0.0%
RIGHTS/WARRANTS — (0.1%)
AUSTRALIA — (0.0%)
Other Securities				15,632		0.0%
AUSTRIA — (0.0%)
Other Securities				898		0.0%
BELGIUM — (0.0%)
Other Securities				1,473		0.0%
FRANCE — (0.0%)
Other Securities				46,795		0.0%
HONG KONG — (0.0%)
Other Securities				5,177		0.0%
ITALY — (0.0%)
Other Securities				840		0.0%
JAPAN — (0.0%)
Other Securities				—		0.0%
UNITED KINGDOM — (0.1%)
Other Securities				3,034,512		0.0%
TOTAL RIGHTS/WARRANTS				3,105,327		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $7,960,000 FNMA 4.00%, 09/01/24, valued at $6,961,597) to be repurchased at $8,115,128		$8,115		8,115,000		0.2%

66

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage     of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund		826,241,868	$	826,241,868		17.0%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,118,211)## to be repurchased at $1,096,305		$1,096		1,096,285		0.0%
TOTAL SECURITIES LENDING COLLATERAL				827,338,153		17.0%
TOTAL INVESTMENTS — (100.0%) (Cost $5,623,297,840)			$	5,681,906,654		116.7%

67

INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	18,468,595	$	313,320,132		—	$	331,788,727
Austria		127,890		27,890,633		—		28,018,523
Belgium		4,617,807		50,237,804		—		54,855,611
Canada		504,288,895		441		—		504,289,336
Denmark		2,551,243		45,782,215		—		48,333,458
Finland		4,563,466		76,983,846		—		81,547,312
France		70,510,547		336,312,128		—		406,822,675
Germany		57,823,579		249,407,198		—		307,230,777
Greece		4,045,382		25,355,318		—		29,400,700
Hong Kong		327,879		123,470,337		—		123,798,216
Ireland		8,312,670		18,711,672		—		27,024,342
Israel		21,329,299		23,665,219		—		44,994,518
Italy		12,637,748		117,232,480		—		129,870,228
Japan		86,703,729		830,967,763		—		917,671,492
Netherlands		33,232,058		98,561,741		—		131,793,799
New Zealand		410,057		11,608,194		—		12,018,251
Norway		1,750,068		52,519,276		—		54,269,344
Portugal		496,048		18,863,076		—		19,359,124
Singapore		116,087		81,878,651		—		81,994,738
Spain		52,072,357		67,892,025		—		119,964,382
Sweden		7,918,313		127,151,583		—		135,069,896
Switzerland		61,287,130		248,253,501		—		309,540,631
United Kingdom		315,699,339		626,718,121		—		942,417,460
Preferred Stocks
Australia		—		139,214		—		139,214
Germany		—		1,135,420		—		1,135,420
Rights/Warrants
Australia		—		15,632		—		15,632
Austria		—		898		—		898
Belgium		844		629		—		1,473
France		46,795		—		—		46,795
Hong Kong		2,941		2,236		—		5,177
Italy		840		—		—		840
Japan		—		—		—		—
United Kingdom		—		3,034,512		—		3,034,512
Temporary Cash Investments		—		8,115,000		—		8,115,000
Securities Lending Collateral		—		827,338,153		—		827,338,153
TOTAL	$	1,269,341,606	$	4,412,565,048		—	$	5,681,906,654

See accompanying Notes to Financial Statements.

68

INTERNATIONAL SMALL COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

			Value†
AFFILIATED INVESTMENT COMPANIES — (99.6%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company			$	1,944,334,558
Investment in The Japanese Small Company Series of The DFA Investment Trust Company				1,096,614,585
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company				1,002,935,645
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company				803,584,662
Investment in The Canadian Small Company Series of The DFA Investment Trust Company				663,721,245
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $4,975,116,425)			$	5,511,190,695
	Face Amount (000)
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/03/10 (Collateralized by $28,530,000 FHLMC 5.228%(r), 09/01/38, valued at $17,602,432) to be repurchased at $17,342,275 (Cost $17,342,000)	$	17,342		17,342,000
TOTAL INVESTMENTS - (100.0%) (Cost $4,992,458,425)			$	5,528,532,695

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Affiliated Investment Companies	$	5,511,190,695		—		—	$	5,511,190,695
Temporary Cash Investments		—	$	17,342,000		—		17,342,000
TOTAL	$	5,511,190,695	$	17,342,000		—	$	5,528,532,695

See accompanying Notes to Financial Statements.

69

JAPANESE SMALL COMPANY PORTFOLIO

SCHEDULES OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Japanese Small Company Series of The DFA Investment Trust Company	$	114,984,213
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $190,942,562)	$	114,984,213

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Affiliated Investment Company	$	114,984,213		—		—	$	114,984,213
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							$	131,556,739
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $104,540,094)							$	131,556,739

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	131,556,739	—	—	$	131,556,739

See accompanying Notes to Financial Statements.

70

UNITED KINGDOM SMALL COMPANY PORTFOLIO

SCHEDULES OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company	$	33,757,708
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $30,218,530)	$	33,757,708

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Affiliated Investment Company	$	33,757,708		—		—	$	33,757,708
CONTINENTAL SMALL COMPANY PORTFOLIO
							Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company							$	128,155,853
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $110,310,890)							$	128,155,853

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Affiliated Investment Company	$	128,155,853		—		—	$	128,155,853

See accompanying Notes to Financial Statements.

71

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (86.6%)
AUSTRALIA — (22.0%)
#CFS Retail Property Trust		9,068,093	$	16,510,449		1.7%
Charter Hall Office REIT		2,136,057		5,517,519		0.6%
Commonwealth Property Office Fund		8,415,742		7,555,179		0.8%
Dexus Property Group		21,863,944		17,806,813		1.9%
Goodman Group		27,826,009		17,211,712		1.8%
GPT Group		7,702,861		21,099,581		2.2%
#ING Industrial Fund		9,728,673		5,018,049		0.5%
ING Office Fund		11,534,168		6,971,007		0.7%
Stockland Trust Group		10,758,372		39,840,205		4.2%
Westfield Group		7,148,259		86,939,642		9.1%
Other Securities				17,668,358		1.8%
TOTAL AUSTRALIA				242,138,514		25.3%
BELGIUM — (1.6%)
Befimmo SCA		58,642		5,414,539		0.6%
Cofinimmo SA		47,839		6,831,601		0.7%
Other Securities				5,191,078		0.5%
TOTAL BELGIUM				17,437,218		1.8%
CANADA — (5.8%)
#Calloway REIT		213,154		5,015,880		0.5%
#H&R REIT		543,046		10,872,634		1.1%
#Riocan REIT		542,522		12,261,135		1.3%
Other Securities				35,330,934		3.7%
TOTAL CANADA				63,480,583		6.6%
CHINA — (0.1%)
Other Securities				1,377,525		0.1%
FRANCE — (13.5%)
Fonciere des Regions SA		121,620		13,903,274		1.5%
Gecina SA		90,375		10,974,471		1.1%
Icade SA		99,280		10,912,165		1.1%
#Klepierre SA		458,791		17,860,133		1.9%
Societe Immobiliere de Location pour l’Industrie et le Commerce SA		60,258		8,100,236		0.8%
#Unibail-Rodamco SE		365,876		76,339,148		8.0%
Other Securities				9,953,484		1.0%
TOTAL FRANCE				148,042,911		15.4%
GERMANY — (0.1%)
Other Securities				1,684,703		0.2%
GREECE — (0.0%)
Other Securities				319,801		0.0%
HONG KONG — (3.5%)
#Champion REIT		11,091,713		6,111,723		0.6%
Link REIT (The)		9,330,639		28,858,709		3.0%
Other Securities				3,284,204		0.4%
TOTAL HONG KONG				38,254,636		4.0%
ISRAEL — (0.0%)
Other Securities				51,978		0.0%
ITALY — (0.1%)
Other Securities				1,675,459		0.2%

72

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
JAPAN — (13.5%)
*Advance Residence Investment Corp.		3,475	$	6,050,779		0.6%
#Frontier Real Estate Investment Corp.		687		5,516,125		0.6%
#Japan Logistics Fund, Inc.		623		5,137,974		0.5%
Japan Prime Realty Investment Corp.		2,867		7,126,250		0.7%
Japan Real Estate Investment Corp.		2,121		20,418,676		2.1%
Japan Retail Fund Investment.		7,063		11,000,592		1.2%
MORI TRUST Sogo REIT, Inc.		691		6,278,269		0.7%
Nippon Building Fund, Inc.		2,294		22,478,003		2.3%
#Nomura Real Estate Office Fund, Inc.		1,239		7,619,808		0.8%
#Orix Jreit, Inc.		1,093		5,859,987		0.6%
#United Urban Investment Corp.		831		5,704,687		0.6%
Other Securities				44,927,437		4.7%
TOTAL JAPAN				148,118,587		15.4%
MALAYSIA — (0.1%)
Other Securities				793,555		0.1%
NETHERLANDS — (4.0%)
Corio NV		257,999		18,964,014		2.0%
Eurocommercial Properties NV		119,557		5,918,125		0.6%
#VastNed Retail NV		71,341		4,961,794		0.5%
#Wereldhave NV		92,108		9,365,795		1.0%
Other Securities				4,446,002		0.5%
TOTAL NETHERLANDS				43,655,730		4.6%
NEW ZEALAND — (0.8%)
Other Securities				8,728,043		0.9%
SINGAPORE — (6.3%)
Ascendas REIT.		6,725,000		10,734,352		1.1%
#CapitaCommercial Trust		8,787,000		10,158,166		1.1%
#CapitaMall Trust		10,001,300		15,363,198		1.6%
#Suntec REIT		7,290,000		8,792,663		0.9%
Other Securities				24,544,530		2.6%
TOTAL SINGAPORE				69,592,909		7.3%
SOUTH AFRICA — (1.3%)
Other Securities				13,875,612		1.4%
TAIWAN — (0.4%)
Other Securities				4,645,246		0.5%
TURKEY — (0.3%)
Other Securities				2,956,031		0.3%
UNITED KINGDOM — (13.2%)
British Land Co. P.L.C.		3,773,213		30,806,108		3.2%
Capital Shopping Centres Group P.L.C.		1,978,248		12,181,127		1.3%
Derwent London P.L.C.		479,350		11,679,469		1.2%
Great Portland Estates P.L.C.		1,224,821		6,782,842		0.7%
Hammerson P.L.C.		3,060,087		20,559,473		2.1%
Land Securities Group P.L.C.		3,320,415		36,005,853		3.8%
Segro P.L.C.		2,944,062		13,987,374		1.5%
Shaftesbury P.L.C.		948,497		6,778,986		0.7%
Other Securities				6,477,735		0.7%
TOTAL UNITED KINGDOM				145,258,967		15.2%
TOTAL COMMON STOCKS				952,088,008		99.3%

73

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
RIGHTS/WARRANTS — (0.0%)
FRANCE — (0.0%)
Other Securities			$	124,732		0.0%
SINGAPORE — (0.0%)
Other Securities				1,362		0.0%
TOTAL RIGHTS/WARRANTS				126,094		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $1,510,000 FNMA 3.126%(r), 09/01/40, valued at $1,551,730) to be repurchased at $1,525,024	$	1,525		1,525,000		0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.3%)
§@DFA Short Term Investment Fund		143,463,273		143,463,273		14.9%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,677,816)## to be repurchased at $2,625,358	$	2,625		2,625,310		0.3%
TOTAL SECURITIES LENDING COLLATERAL				146,088,583		15.2%
TOTAL INVESTMENTS — (100.0%) (Cost $1,169,055,781)			$	1,099,827,685		114.7%

74

DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia		—	$	242,138,514		—	$	242,138,514
Belgium		—		17,437,218		—		17,437,218
Canada	$	63,480,583		—		—		63,480,583
China		—		1,377,525		—		1,377,525
France		—		148,042,911		—		148,042,911
Germany		—		1,684,703		—		1,684,703
Greece		—		319,801		—		319,801
Hong Kong		—		38,254,636		—		38,254,636
Israel		—		51,978		—		51,978
Italy		695,942		979,517		—		1,675,459
Japan		—		148,118,587		—		148,118,587
Malaysia		—		793,555		—		793,555
Netherlands		—		43,655,730		—		43,655,730
New Zealand		—		8,728,043		—		8,728,043
Singapore		—		69,592,909		—		69,592,909
South Africa		—		13,875,612		—		13,875,612
Taiwan		—		4,645,246		—		4,645,246
Turkey		—		2,956,031		—		2,956,031
United Kingdom		—		145,258,967		—		145,258,967
Rights/Warrants
France		124,732		—		—		124,732
Singapore		—		1,362		—		1,362
Temporary Cash Investments		—		1,525,000		—		1,525,000
Securities Lending Collateral		—		146,088,583		—		146,088,583
TOTAL	$	64,301,257	$	1,035,526,428		—	$	1,099,827,685

See accompanying Notes to Financial Statements.

75

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (99.8%)
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.		18,191,391	$	386,385,137
Investment in DFA International Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.		55,153,690		307,757,588
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $527,734,376)				694,142,725
TEMPORARY CASH INVESTMENTS — (0.2%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares (Cost $1,430,973)		1,430,973		1,430,973
TOTAL INVESTMENTS - (100.0%) (Cost $529,165,349)			$	695,573,698

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	694,142,725	—	—	$	694,142,725
Temporary Cash Investments		1,430,973	—	—		1,430,973
TOTAL	$	695,573,698	—	—	$	695,573,698

See accompanying Notes to Financial Statements.

76

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (93.1%)
AUSTRALIA — (7.1%)
Goodman Fielder, Ltd.		21,749,231	$	31,620,678		0.4%
*Iluka Resources, Ltd.		5,927,758		39,234,095		0.5%
*Pacific Brands, Ltd.		29,002,108		30,887,469		0.4%
#Primary Health Care, Ltd.		9,763,542		29,876,421		0.4%
Other Securities				450,069,866		5.9%
TOTAL AUSTRALIA				581,688,529		7.6%
AUSTRIA — (1.0%)
#*Wienerberger AG		2,001,544		33,732,051		0.4%
Other Securities				49,779,914		0.7%
TOTAL AUSTRIA				83,511,965		1.1%
BELGIUM — (1.3%)
Other Securities				106,109,504		1.4%
CANADA — (11.4%)
#*Canfor Corp		2,774,490		26,197,018		0.3%
*Celestica, Inc.		4,081,842		34,378,883		0.5%
Dorel Industries, Inc. Class B		842,000		28,383,136		0.4%
#Groupe Aeroplan, Inc.		3,847,565		46,778,906		0.6%
#HudBay Minerals, Inc.		2,339,093		36,924,598		0.5%
#Laurentian Bank of Canada.		707,853		30,711,340		0.4%
*Lundin Mining Corp.		7,418,026		46,985,438		0.6%
*New Gold, Inc.		6,635,020		49,116,973		0.6%
*RONA, Inc.		3,264,600		41,611,727		0.6%
Sherritt International Corp.		6,254,073		48,627,119		0.6%
West Fraser Timber Co., Ltd.		682,254		29,634,133		0.4%
Other Securities				515,779,701		6.7%
TOTAL CANADA				935,128,972		12.2%
DENMARK — (0.7%)
Other Securities				61,300,446		0.8%
FINLAND — (3.1%)
Kemira Oyj		1,784,173		26,265,376		0.3%
#Outokumpu Oyj		2,864,481		51,456,040		0.7%
Pohjola Bank P.L.C.		3,363,010		42,547,353		0.5%
#*Rautaruukki Oyj Series K		1,412,365		28,067,599		0.4%
Other Securities				104,107,750		1.4%
TOTAL FINLAND				252,444,118		3.3%
FRANCE — (5.8%)
Arkema SA		1,028,400		66,453,775		0.9%
Havas SA		7,563,593		39,852,335		0.5%
#Nexans SA		593,945		42,364,142		0.6%
*Valeo SA		736,226		39,796,267		0.5%
Other Securities				282,353,969		3.7%
TOTAL FRANCE				470,820,488		6.2%
GERMANY — (6.0%)
Aurubis AG		1,055,010		54,393,284		0.7%
Bilfinger Berger SE		956,696		70,128,204		0.9%
Lanxess AG		681,153		47,342,930		0.6%
#*TUI AG		2,408,454		28,152,149		0.4%
Other Securities				287,480,223		3.8%
TOTAL GERMANY				487,496,790		6.4%

77

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
GREECE — (0.4%)
Other Securities			$	35,042,512		0.5%
HONG KONG — (2.9%)
Other Securities				237,589,109		3.1%
IRELAND — (0.3%)
Other Securities				26,035,515		0.3%
ISRAEL — (0.7%)
Other Securities				55,767,818		0.7%
ITALY — (3.2%)
Banca Popolare di Milano Scarl		10,151,010		47,461,321		0.6%
Pirelli & Co. SpA		4,750,256		40,586,921		0.5%
Other Securities				175,521,662		2.3%
TOTAL ITALY				263,569,904		3.4%
JAPAN — (19.1%)
Other Securities				1,561,389,142		20.4%
MALAYSIA — (0.0%)
Other Securities				3,723		0.0%
NETHERLANDS — (1.8%)
Nutreco NV		569,367		41,477,758		0.5%
Other Securities				107,765,123		1.4%
TOTAL NETHERLANDS				149,242,881		1.9%
NEW ZEALAND — (0.4%)
Other Securities				35,928,179		0.5%
NORWAY — (1.4%)
Other Securities				117,059,231		1.5%
PORTUGAL — (0.2%)
Other Securities				17,650,663		0.2%
SINGAPORE — (1.6%)
Other Securities				127,268,578		1.7%
SPAIN — (1.5%)
Other Securities				121,612,657		1.6%
SWEDEN — (2.9%)
Boliden AB		2,189,573		37,177,537		0.5%
Holmen AB		932,809		29,611,539		0.4%
Trelleborg AB Series B		6,681,684		62,971,965		0.8%
Other Securities				110,052,817		1.4%
TOTAL SWEDEN				239,813,858		3.1%
SWITZERLAND — (4.5%)
*Clariant AG		3,580,483		60,553,635		0.8%
Helvetia Holding AG		102,377		36,060,333		0.5%
Other Securities				271,158,203		3.5%
TOTAL SWITZERLAND				367,772,171		4.8%
UNITED KINGDOM — (15.8%)
Amlin P.L.C.		9,708,370		63,229,380		0.8%
Bellway P.L.C.		3,481,205		29,776,033		0.4%
#Brit Insurance Holdings NV		2,890,998		48,387,798		0.6%
Catlin Group, Ltd. P.L.C.		8,513,512		47,537,231		0.6%

78

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
UNITED KINGDOM — (Continued)
Close Brothers Group P.L.C.		2,135,186	$	26,393,212		0.3%
*Cookson Group P.L.C.		4,321,345		35,675,598		0.5%
DS Smith P.L.C.		12,895,987		34,788,033		0.5%
Greene King P.L.C.		5,373,011		36,009,996		0.5%
Hiscox, Ltd. P.L.C.		10,648,017		60,438,649		0.8%
Meggitt P.L.C.		12,845,857		67,909,910		0.9%
Millennium & Copthorne Hotels P.L.C.		5,091,746		44,464,042		0.6%
Mondi P.L.C.		7,958,099		66,262,747		0.9%
*Persimmon P.L.C.		6,948,776		37,958,536		0.5%
*Travis Perkins P.L.C.		3,926,630		52,047,102		0.7%
Other Securities				639,331,768		8.3%
TOTAL UNITED KINGDOM				1,290,210,035		16.9%
TOTAL COMMON STOCKS				7,624,456,788		99.6%
PREFERRED STOCKS — (0.1%)
AUSTRALIA — (0.1%)
Other Securities				3,335,033		0.0%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				—		0.0%
BELGIUM — (0.0%)
Other Securities				13,021		0.0%
CANADA — (0.0%)
Other Securities				74,589		0.0%
FRANCE — (0.0%)
Other Securities				95,171		0.0%
HONG KONG — (0.0%)
Other Securities				95,934		0.0%
ITALY — (0.0%)
Other Securities				33,143		0.0%
SWEDEN — (0.0%)
Other Securities				11,863		0.0%
UNITED KINGDOM — (0.0%)
Other Securities				6,330		0.0%
TOTAL RIGHTS/WARRANTS				330,051		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $18,270,000 FHLMC 5.228%(r), 09/01/38, valued at $11,272,220) to be repurchased at $11,103,176	$	11,103		11,103,000		0.2%

79

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage     of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (6.7%)
§@DFA Short Term Investment Fund		548,700,317		$      548,700,317		7.2%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $340,786)## to be repurchased at $334,110		$334		334,104		0.0%
TOTAL SECURITIES LENDING COLLATERAL				549,034,421		7.2%
TOTAL INVESTMENTS — (100.0%) (Cost $8,437,522,566)				$8,188,259,293		107.0%

80

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	217,235	$	581,471,294		—	$	581,688,529
Austria		20,334		83,491,631		—		83,511,965
Belgium		—		106,109,504		—		106,109,504
Canada		935,128,972		—		—		935,128,972
Denmark		160,955		61,139,491		—		61,300,446
Finland		—		252,444,118		—		252,444,118
France		—		470,820,488		—		470,820,488
Germany		627		487,496,163		—		487,496,790
Greece		554,551		34,487,961		—		35,042,512
Hong Kong		20,590		237,568,519		—		237,589,109
Ireland		—		26,035,515		—		26,035,515
Israel		—		55,767,818		—		55,767,818
Italy		—		263,569,904		—		263,569,904
Japan		1,831,746		1,559,557,396		—		1,561,389,142
Malaysia		—		3,723		—		3,723
Netherlands		32,423		149,210,458		—		149,242,881
New Zealand		—		35,928,179		—		35,928,179
Norway		—		117,059,231		—		117,059,231
Portugal		—		17,650,663		—		17,650,663
Singapore		572,460		126,696,118		—		127,268,578
Spain		—		121,612,657		—		121,612,657
Sweden		—		239,813,858		—		239,813,858
Switzerland		—		367,772,171		—		367,772,171
United Kingdom		258,534		1,289,951,501		—		1,290,210,035
Preferred Stocks
Australia		—		3,335,033		—		3,335,033
Rights/Warrants
Australia		—		—		—		—
Belgium		13,021		—		—		13,021
Canada		74,589		—		—		74,589
France		95,171		—		—		95,171
Hong Kong		26,486		69,448		—		95,934
Italy		33,143		—		—		33,143
Sweden		—		11,863		—		11,863
United Kingdom		—		6,330		—		6,330
Temporary Cash Investments		—		11,103,000		—		11,103,000
Securities Lending Collateral		—		549,034,421		—		549,034,421
TOTAL	$	939,040,837	$	7,249,218,456		—	$	8,188,259,293

See accompanying Notes to Financial Statements.

81

INTERNATIONAL VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (88.4%)
AUSTRALIA — (6.2%)
Australia & New Zealand Banking Group, Ltd.		30,566		$        745,709		0.2%
Other Securities				24,653,960		6.8%
TOTAL AUSTRALIA				25,399,669		7.0%
AUSTRIA — (0.7%)
Voestalpine AG		16,154		641,468		0.2%
Other Securities				2,166,676		0.6%
TOTAL AUSTRIA				2,808,144		0.8%
BELGIUM — (1.3%)
#Solvay SA		5,891		624,272		0.2%
Other Securities				4,530,190		1.2%
TOTAL BELGIUM				5,154,462		1.4%
CANADA — (9.8%)
#Bank of Montreal		11,300		667,319		0.2%
Magna International, Inc.		9,280		839,285		0.2%
Suncor Energy, Inc.		29,572		947,557		0.3%
Talisman Energy, Inc.		45,748		829,376		0.2%
Teck Resources, Ltd. Class B		33,100		1,479,910		0.4%
#Toronto Dominion Bank		11,000		792,185		0.2%
Other Securities				34,410,396		9.5%
TOTAL CANADA				39,966,028		11.0%
DENMARK — (1.0%)
Other Securities				4,003,151		1.1%
FINLAND — (1.8%)
UPM-Kymmene Oyj		49,028		814,623		0.2%
Other Securities				6,665,924		1.9%
TOTAL FINLAND				7,480,547		2.1%
FRANCE — (6.3%)
BNP Paribas SA		15,171		1,109,697		0.3%
Cie de Saint-Gobain SA		16,388		769,950		0.2%
Cie Generale des Establissements Michelin SA Series B		8,962		716,085		0.2%
Other Securities				23,191,532		6.4%
TOTAL FRANCE				25,787,264		7.1%
GERMANY — (5.1%)
*Daimler AG		10,656		704,185		0.2%
Deutsche Bank AG		30,792		1,782,241		0.5%
*Infineon Technologies AG ADR		88,444		694,285		0.2%
Other Securities				17,776,015		4.9%
TOTAL GERMANY				20,956,726		5.8%
GREECE — (0.7%)
Other Securities				2,843,748		0.8%
HONG KONG — (2.6%)
Other Securities				10,745,239		3.0%
IRELAND — (0.7%)
Other Securities				2,979,585		0.8%

82

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
ISRAEL — (0.7%)
Teva Pharmaceutical Industries, Ltd. Sponsored ADR		12,719		$        660,116		0.2%
Other Securities				2,380,647		0.6%
TOTAL ISRAEL				3,040,763		0.8%
ITALY — (2.6%)
Other Securities				10,439,114		2.9%
JAPAN — (17.2%)
Mitsubishi UFJ Financial Group, Inc.		208,200		966,257		0.3%
Sumitomo Mitsui Financial Group, Inc.		23,700		707,392		0.2%
Other Securities				68,388,609		18.8%
TOTAL JAPAN				70,062,258		19.3%
NETHERLANDS — (2.4%)
*ING Groep NV Sponsored ADR		72,426		780,752		0.2%
Koninklijke DSM NV		11,964		640,295		0.2%
Other Securities				8,172,724		2.2%
TOTAL NETHERLANDS				9,593,771		2.6%
NEW ZEALAND — (0.3%)
Other Securities				1,110,892		0.3%
NORWAY — (1.2%)
DnB NOR ASA Series A		46,946		644,868		0.2%
Other Securities				4,315,127		1.2%
TOTAL NORWAY				4,959,995		1.4%
PORTUGAL — (0.4%)
Other Securities				1,608,017		0.4%
SINGAPORE — (1.6%)
Other Securities				6,461,864		1.8%
SPAIN — (1.9%)
Banco Santander SA		59,423		762,730		0.2%
Banco Santander SA Sponsored ADR		49,963		640,026		0.2%
Other Securities				6,145,779		1.7%
TOTAL SPAIN				7,548,535		2.1%
SWEDEN — (2.6%)
Other Securities				10,623,539		2.9%
SWITZERLAND — (5.3%)
Holcim, Ltd. AG		21,970		1,368,650		0.4%
#*Novartis AG ADR		11,400		660,630		0.2%
Swatch Group AG		2,379		909,333		0.2%
Swiss Reinsurance Co., Ltd. AG		23,898		1,148,230		0.3%
#*UBS AG		52,017		883,641		0.2%
Zurich Financial Services AG		7,781		1,904,146		0.5%
Other Securities				14,748,072		4.1%
TOTAL SWITZERLAND				21,622,702		5.9%
UNITED KINGDOM — (16.0%)
Anglo American P.L.C.		48,414		2,255,764		0.6%
Aviva P.L.C.		128,562		819,885		0.2%
*BP P.L.C. Sponsored ADR		18,084		738,370		0.2%
#HSBC Holdings P.L.C. Sponsored ADR		51,029		2,659,121		0.7%
International Power P.L.C.		155,255		1,035,900		0.3%
Kingfisher P.L.C.		232,192		884,562		0.3%
Legal & General Group P.L.C.		594,171		955,252		0.3%

83

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
UNITED KINGDOM — (Continued)
*Lloyds Banking Group P.L.C.		637,217		$          700,384		0.2%
Man Group P.L.C.		175,697		734,349		0.2%
Old Mutual P.L.C.		499,092		1,039,401		0.3%
Prudential P.L.C.		68,348		691,277		0.2%
Resolution, Ltd. P.L.C.		153,392		643,070		0.2%
#Royal Dutch Shell P.L.C. ADR		45,916		2,953,317		0.8%
RSA Insurance Group P.L.C.		351,201		736,810		0.2%
Standard Chartered P.L.C.		26,966		779,992		0.2%
Standard Life P.L.C.		228,627		831,141		0.2%
Vodafone Group P.L.C. Sponsored ADR		83,315		2,291,996		0.6%
Weir Group P.L.C. (The)		33,007		823,815		0.2%
*Wolseley P.L.C.		25,895		688,798		0.2%
Xstrata P.L.C.		77,287		1,497,311		0.4%
Other Securities				41,309,890		11.4%
TOTAL UNITED KINGDOM				65,070,405		17.9%
TOTAL COMMON STOCKS				360,266,418		99.2%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				56,296		0.0%
GERMANY — (0.0%)
Other Securities				37,465		0.0%
TOTAL PREFERRED STOCKS				93,761		0.0%
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
Other Securities				37		0.0%
BELGIUM — (0.0%)
Other Securities				96		0.0%
FRANCE — (0.0%)
Other Securities				2,560		0.0%
HONG KONG — (0.0%)
Other Securities				385		0.0%
UNITED KINGDOM — (0.0%)
Other Securities				97,627		0.0%
TOTAL RIGHTS/WARRANTS				100,705		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $3,315,000 FNMA 5.50%, 12/01/38,valued at $1,706,018) to be repurchased at $1,680,027		$1,680		1,680,000		0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (11.2%)
§@DFA Short Term Investment Fund		43,488,771		43,488,771		12.0%

84

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage     of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,977,158)## to be repurchased at $1,938,426	$	1,938	$	1,938,390		0.5%
TOTAL SECURITIES LENDING COLLATERAL				45,427,161		12.5%
TOTAL INVESTMENTS — (100.0%) (Cost $324,244,978)			$	407,568,045		112.2%

85

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	273,652	$	25,126,017		—	$	25,399,669
Austria		—		2,808,144		—		2,808,144
Belgium		239,564		4,914,898		—		5,154,462
Canada		39,966,028		—		—		39,966,028
Denmark		12,282		3,990,869		—		4,003,151
Finland		—		7,480,547		—		7,480,547
France		1,218,150		24,569,114		—		25,787,264
Germany		3,060,978		17,895,748		—		20,956,726
Greece		152,318		2,691,430		—		2,843,748
Hong Kong		1,420		10,743,819		—		10,745,239
Ireland		530,832		2,448,753		—		2,979,585
Israel		779,642		2,261,121		—		3,040,763
Italy		605,447		9,833,667		—		10,439,114
Japan		2,598,099		67,464,159		—		70,062,258
Netherlands		2,363,999		7,229,772		—		9,593,771
New Zealand		—		1,110,892		—		1,110,892
Norway		45,968		4,914,027		—		4,959,995
Portugal		14,409		1,593,608		—		1,608,017
Singapore		1,168		6,460,696		—		6,461,864
Spain		1,393,120		6,155,415		—		7,548,535
Sweden		196,721		10,426,818		—		10,623,539
Switzerland		1,785,783		19,836,919		—		21,622,702
United Kingdom		9,794,457		55,275,948		—		65,070,405
Preferred Stocks
Australia		—		56,296		—		56,296
Germany		—		37,465		—		37,465
Rights/Warrants
Austria		—		37		—		37
Belgium		96		—		—		96
France		2,560		—		—		2,560
Hong Kong		385		—		—		385
United Kingdom		—		97,627		—		97,627
Temporary Cash Investments		—		1,680,000		—		1,680,000
Securities Lending Collateral		—		45,427,161		—		45,427,161
TOTAL	$	65,037,078	$	342,530,967		—	$	407,568,045

See accompanying Notes to Financial Statements.

86

EMERGING MARKETS PORTFOLIO

SCHEDULES OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Series of The DFA Investment Trust Company	$	2,373,379,206
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,100,696,084)	$	2,373,379,206

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	2,373,379,206	—	—	$	2,373,379,206

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	$	1,833,749,476
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,180,635,586)	$	1,833,749,476

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,833,749,476	—	—	$	1,833,749,476

See accompanying Notes to Financial Statements.

87

EMERGING MARKETS VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in Dimensional Emerging Markets Value Fund	$	11,586,667,027
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $8,440,891,497)	$	11,586,667,027

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	11,586,667,027	—	—	$	11,586,667,027

See accompanying Notes to Financial Statements.

88

EMERGING MARKETS CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (86.2%)
BRAZIL — (6.4%)
Banco Santander Brasil SA ADR		918,363		$13,224,427		0.3%
BM&F Bovespa SA		2,153,883		17,962,748		0.4%
#BRF - Brasil Foods SA ADR		665,421		9,735,109		0.2%
Petroleo Brasileiro SA ADR		1,167,237		39,826,126		1.0%
#Vale SA Sponsored ADR		819,190		26,328,767		0.6%
Other Securities				182,987,573		4.4%
TOTAL BRAZIL				290,064,750		6.9%
CHILE — (2.4%)
Centros Comerciales Sudamericanos SA		1,366,292		10,644,592		0.3%
Empresas CMPC SA		183,412		9,861,465		0.2%
Other Securities				86,503,695		2.1%
TOTAL CHILE				107,009,752		2.6%
CHINA — (12.1%)
Bank of China, Ltd.		37,195,418		22,388,909		0.5%
China Construction Bank Corp.		27,843,000		26,618,005		0.6%
#China Life Insurance Co., Ltd. ADR		198,056		13,026,143		0.3%
#China Mobile, Ltd. Sponsored ADR		745,451		38,293,818		0.9%
China Petroleum & Chemical Corp. ADR		102,615		9,780,236		0.2%
#CNOOC, Ltd. ADR		116,476		24,334,166		0.6%
Industrial & Commercial Bank of China, Ltd. Series H		33,449,200		27,023,394		0.7%
#PetroChina Co., Ltd. ADR		129,733		15,950,672		0.4%
Other Securities				370,240,242		8.9%
TOTAL CHINA				547,655,585		13.1%
COLOMBIA — (0.2%)
Other Securities				8,434,133		0.2%
CZECH REPUBLIC — (0.4%)
Other Securities				19,724,216		0.5%
EGYPT — (0.1%)
Other Securities				4,479,656		0.1%
HUNGARY — (0.7%)
#*OTP Bank P.L.C.		488,536		14,508,520		0.4%
Other Securities				17,612,863		0.4%
TOTAL HUNGARY				32,121,383		0.8%
INDIA — (11.0%)
HDFC Bank, Ltd.		216,913		11,147,177		0.3%
ICICI Bank, Ltd. Sponsored ADR		396,338		20,839,452		0.5%
Infosys Technologies, Ltd.		225,217		15,092,410		0.4%
Reliance Industries, Ltd.		1,381,092		34,093,896		0.8%
Other Securities				415,977,732		9.9%
TOTAL INDIA				497,150,667		11.9%
INDONESIA — (3.2%)
PT Astra International Tbk		2,085,000		13,349,452		0.3%
Other Securities				131,381,222		3.2%
TOTAL INDONESIA				144,730,674		3.5%
ISRAEL — (0.0%)
Other Securities				451,529		0.0%

89

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
MALAYSIA — (3.5%)
Other Securities			$	160,164,505		3.8%
MEXICO — (4.4%)
America Movil S.A.B. de C.V. Series L ADR		443,009		25,366,695		0.6%
*Cemex S.A.B. de C.V. Sponsored ADR		1,460,470		12,808,322		0.3%
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR		269,936		14,822,186		0.3%
#Grupo Financiero Banorte S.A.B. de C.V.		2,596,307		11,108,106		0.3%
Grupo Mexico S.A.B. de C.V. Series B		5,000,219		16,473,025		0.4%
Other Securities				116,225,000		2.8%
TOTAL MEXICO				196,803,334		4.7%
PERU — (0.3%)
Other Securities				11,197,916		0.3%
PHILIPPINES — (0.9%)
Other Securities				42,776,109		1.0%
POLAND — (1.6%)
Other Securities				71,732,721		1.7%
RUSSIA — (3.4%)
Gazprom OAO Sponsored ADR		2,814,175		61,616,486		1.5%
Lukoil OAO Sponsored ADR		502,859		28,041,883		0.6%
Other Securities				62,371,774		1.5%
TOTAL RUSSIA				152,030,143		3.6%
SOUTH AFRICA — (7.9%)
ABSA Group, Ltd.		502,633		9,737,407		0.2%
Gold Fields, Ltd. Sponsored ADR		915,915		14,443,980		0.4%
Impala Platinum Holdings, Ltd.		418,209		11,806,933		0.3%
MTN Group, Ltd.		1,101,689		19,509,715		0.5%
Naspers, Ltd. Series N		378,717		19,718,764		0.5%
Sanlam, Ltd.		3,530,404		13,218,358		0.3%
#Sasol, Ltd. Sponsored ADR		502,813		22,752,288		0.5%
Standard Bank Group, Ltd.		1,234,704		18,160,831		0.4%
Other Securities				228,620,168		5.5%
TOTAL SOUTH AFRICA				357,968,444		8.6%
SOUTH KOREA — (12.0%)
Hyundai Motor Co., Ltd.		127,347		19,278,402		0.5%
#KB Financial Group, Inc. ADR		254,734		11,437,557		0.3%
POSCO ADR.		193,830		20,146,690		0.5%
Samsung Corp.		176,799		10,382,957		0.2%
Samsung Electronics Co., Ltd.		95,497		63,355,186		1.5%
Shinhan Financial Group Co., Ltd. ADR		135,631		10,548,023		0.2%
Other Securities				408,815,501		9.8%
TOTAL SOUTH KOREA				543,964,316		13.0%
TAIWAN — (11.2%)
Hon Hai Precision Industry Co., Ltd.		4,008,352		15,159,736		0.3%
Taiwan Semiconductor Manufacturing Co., Ltd.		10,155,652		20,893,350		0.5%
Other Securities				471,558,810		11.3%
TOTAL TAIWAN				507,611,896		12.1%
THAILAND — (2.3%)
PTT PCL (Foreign)		1,028,800		10,397,812		0.3%
Other Securities				93,386,196		2.2%
TOTAL THAILAND				103,784,008		2.5%

90

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
TURKEY — (2.2%)
Turkiye Garanti Bankasi A.S.		1,790,492		$10,808,272		0.2%
Other Securities				90,363,767		2.2%
TOTAL TURKEY				101,172,039		2.4%
TOTAL COMMON STOCKS				3,901,027,776		93.3%
PREFERRED STOCKS — (5.7%)
BRAZIL — (5.7%)
#Banco Bradesco SA Sponsored ADR		1,220,938		25,395,510		0.6%
Itau Unibanco Holding SA ADR		1,648,537		40,488,069		1.0%
#Petroleo Brasileiro SA ADR		1,463,774		45,655,111		1.1%
Vale SA Sponsored ADR		1,025,386		29,459,340		0.7%
Other Securities				115,944,555		2.8%
TOTAL BRAZIL				256,942,585		6.2%
CHILE — (0.0%)
Other Securities				540,597		0.0%
INDIA — (0.0%)
Other Securities				5,805		0.0%
TOTAL PREFERRED STOCKS				257,488,987		6.2%
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
Other Securities				38,787		0.0%
INDIA — (0.0%)
Other Securities				42,214		0.0%
INDONESIA — (0.0%)
Other Securities				18,219		0.0%
MALAYSIA — (0.0%)
Other Securities				22,737		0.0%
POLAND — (0.0%)
Other Securities				517,999		0.0%
SOUTH KOREA — (0.0%)
Other Securities				58,005		0.0%
TAIWAN — (0.0%)
Other Securities				21,799		0.0%
THAILAND — (0.0%)
Other Securities				97,237		0.0%
TOTAL RIGHTS/WARRANTS				816,997		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $6,825,000 FHLMC 4.00%, 12/15/38, valued at $6,358,143) to be repurchased at $6,026,095		$6,026		6,026,000		0.1%

91

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount	Value†		Percentage   of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (8.0%)
§@DFA Short Term Investment Fund	362,593,120	$	362,593,120		8.7%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $680,387)## to be repurchased at $ 667,058	$667		667,046		0.0%
TOTAL SECURITIES LENDING COLLATERAL			363,260,166		8.7%
TOTAL INVESTMENTS — (100.0%) (Cost $3,290,561,843)		$	4,528,619,926		108.3%

92

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Brazil	$	290,064,750		—		—	$	290,064,750
Chile		107,009,752		—		—		107,009,752
China		137,356,364	$	410,299,221		—		547,655,585
Colombia		8,434,133		—		—		8,434,133
Czech Republic		—		19,724,216		—		19,724,216
Egypt		—		4,479,656		—		4,479,656
Hungary		558,547		31,562,836		—		32,121,383
India		27,343,056		469,807,611		—		497,150,667
Indonesia		6,783,178		137,947,496		—		144,730,674
Israel		—		451,529		—		451,529
Malaysia		56,173		160,108,332		—		160,164,505
Mexico		196,803,334		—		—		196,803,334
Peru		11,197,916		—		—		11,197,916
Philippines		2,379,579		40,396,530		—		42,776,109
Poland		256,913		71,475,808		—		71,732,721
Russia		581,620		151,448,523		—		152,030,143
South Africa		55,689,292		302,279,152		—		357,968,444
South Korea		56,220,619		487,743,697		—		543,964,316
Taiwan		17,073,872		490,538,024		—		507,611,896
Thailand		101,362,580		2,421,428		—		103,784,008
Turkey		756,431		100,415,608		—		101,172,039
Preferred Stocks
Brazil		256,942,585		—		—		256,942,585
Chile		540,597		—		—		540,597
India		—		5,805		—		5,805
Rights/Warrants
China		37,032		1,755		—		38,787
India		—		42,214		—		42,214
Indonesia		—		18,219		—		18,219
Malaysia		12,532		10,205		—		22,737
Poland		—		517,999		—		517,999
South Korea		—		58,005		—		58,005
Taiwan		—		21,799		—		21,799
Thailand		60,908		36,329		—		97,237
Temporary Cash Investments		—		6,026,000		—		6,026,000
Securities Lending Collateral		—		363,260,166		—		363,260,166
TOTAL	$	1,277,521,763	$	3,251,098,163		—	$	4,528,619,926

See accompanying Notes to Financial Statements.

93

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio			U.S. Targeted Value Portfolio		U.S. Small Cap Value Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—		$	6,922,105			—		—
Investments at Value (including $0, $0, $295,134 and $1,201,408 of securities on loan, respectively)	$	155,465			—		$	2,258,799	$	6,525,650
Temporary Cash Investments at Value & Cost		734			—			8,755		25,559
Collateral Received from Securities on Loan at Value & Cost		—			—			310,754		1,276,619
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			4,496			3,850		18,067
Dividends and Interest		1,752			—			474		1,245
Securities Lending Income		—			—			204		642
Fund Shares Sold		63			4,142			6,212		1,917
Futures Margin Variation		52			—			—		—
Unrealized Gain on Forward Currency Contracts		124			—			—		—
Prepaid Expenses and Other Assets		22			72			52		25
Total Assets		158,212			6,930,815			2,589,100		7,849,724
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			310,754		1,276,619
Investment Securities/Affiliated Investment Companies Purchased		—			—			5,168		11,245
Fund Shares Redeemed		146			8,638			1,105		3,486
Due to Advisor		26			853			653		2,711
Unrealized Loss on Forward Currency Contracts		297			—			—		—
Accrued Expenses and Other Liabilities		13			288			155		386
Total Liabilities		482			9,779			317,835		1,294,447
NET ASSETS	$	157,730		$	6,921,036		$	2,271,265	$	6,555,277
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R1 Shares — based on net assets of $0; $0; $41,316 and $0 and shares outstanding of 0; 0; 2,800,466 and 0, respectively (Note P)		N/A			N/A		$	14.75		N/A
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000		N/A
Class R2 Shares — based on net assets of $0; $0; $5,967 and $0 and shares outstanding of 0; 0; 404,133 and 0, respectively (Note P)		N/A			N/A		$	14.76		N/A
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000		N/A
Institutional Class Shares — based on net assets of $157,730; $6,921,036; $2,223,982 and $6,555,277 and shares outstanding of 20,953,464; 372,437,851; 150,641,311 and 291,485,206, respectively	$	7.53		$	18.58		$	14.76	$	22.49
NUMBER OF SHARES AUTHORIZED		300,000,000			2,000,000,000			700,000,000		1,700,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	5,483,229		$	—	$	—
Investments at Cost	$	153,449		$	—		$	2,059,173	$	6,375,292
NET ASSETS CONSIST OF:
Paid-In Capital	$	238,773		$	7,407,853		$	2,065,507	$	6,523,353
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		228			17,386			2,297		3,668
Accumulated Net Realized Gain (Loss)		(93,562	)		(1,943,079	)		3,835		(122,102	)
Net Unrealized Foreign Exchange Gain (Loss)		(132	)		—			—		—
Net Unrealized Appreciation (Depreciation)		12,423			1,438,876			199,626		150,358
NET ASSETS	$	157,730		$	6,921,036		$	2,271,265	$	6,555,277

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

See accompanying Notes to Financial Statements.

94

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	U.S. Core Equity 1 Portfolio			U.S. Core Equity 2 Portfolio			U.S. Vector Equity Portfolio			U.S. Small Cap Portfolio
ASSETS:
Investments at Value (including $288,084, $536,938, $180,481 and $805,181 of securities on loan, respectively)	$	2,889,843		$	4,977,754		$	1,553,623		$	3,375,294
Temporary Cash Investments at Value & Cost		12,291			22,248			5,593			22,578
Collateral Received from Securities on Loan at Value & Cost		298,961			558,222			188,137			846,208
Receivables:
Investment Securities Sold		265			639			264			6,460
Dividends and Interest		2,416			4,177			1,003			859
Securities Lending Income		135			302			128			662
Fund Shares Sold		2,213			2,367			931			3,489
Prepaid Expenses and Other Assets		65			49			27			38
Total Assets		3,206,189			5,565,758			1,749,706			4,255,588
LIABILITIES:
Payables:
Upon Return of Securities Loaned		298,961			558,222			188,137			846,208
Investment Securities Purchased		8,208			14,301			1,864			15,343
Fund Shares Redeemed		1,036			1,764			805			1,421
Due to Advisor		405			819			384			966
Accrued Expenses and Other Liabilities		170			285			93			193
Total Liabilities		308,780			575,391			191,283			864,131
NET ASSETS	$	2,897,409		$	4,990,367		$	1,558,423		$	3,391,457
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $2,897,409; $4,990,367; $1,558,423 and $3,391,457 and shares outstanding of 284,538,758; 496,287,178; 158,721,130 and 177,971,909, respectively	$	10.18		$	10.06		$	9.82		$	19.06
NUMBER OF SHARES AUTHORIZED		1,500,000,000			2,300,000,000			1,000,000,000			1,000,000,000
Investments at Cost	$	2,712,591		$	4,871,798		$	1,525,171		$	2,893,977
NET ASSETS CONSIST OF:
Paid-In Capital	$	2,795,667		$	4,959,513		$	1,610,975		$	3,138,857
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		6,193			11,980			2,968			4,657
Accumulated Net Realized Gain (Loss)		(81,703	)		(87,082	)		(83,972	)		(233,374	)
Net Unrealized Appreciation (Depreciation)		177,252			105,956			28,452			481,317
NET ASSETS	$	2,897,409		$	4,990,367		$	1,558,423		$	3,391,457

See accompanying Notes to Financial Statements.

95

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	U.S. Micro Cap Portfolio			DFA Real Estate Securities Portfolio			Large Cap International Portfolio			International Core Equity Portfolio
ASSETS:
Investments at Value (including $412,876, $654,562, $272,601 and $784,857 of securities on loan, respectively)	$	3,164,881		$	2,684,876		$	1,608,863		$	4,846,454
Temporary Cash Investments at Value & Cost		14,738			2,685			647			8,115
Collateral Received from Securities on Loan at Value & Cost		440,599			676,959			285,278			827,338
Foreign Currencies at Value		—			—			4,221			13,240
Cash		—			—			15			20
Receivables:
Investment Securities Sold		7,035			—			—			690
Dividends, Interest and Tax Reclaims		1,079			2,582			4,261			11,398
Securities Lending Income		571			96			98			477
Fund Shares Sold		5,090			1,843			1,010			2,702
Unrealized Gain on Foreign Currency Contracts		—			—			—			8
Prepaid Expenses and Other Assets		18			30			17			66
Total Assets		3,634,011			3,369,071			1,904,410			5,710,508
LIABILITIES:
Payables:
Upon Return of Securities Loaned		440,599			676,959			285,278			827,338
Investment Securities Purchased		11,393			—			717			11,867
Fund Shares Redeemed		2,228			1,740			1,254			2,442
Due to Advisor		1,308			669			335			1,410
Accrued Expenses and Other Liabilities		197			151			140			462
Total Liabilities		455,725			679,519			287,724			843,519
NET ASSETS	$	3,178,286		$	2,689,552		$	1,616,686		$	4,866,989
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $3,178,286; $2,689,552; $1,616,686 and $4,866,989 and shares outstanding of 259,346,866; 126,653,593; 83,236,180 and 451,523,175, respectively	$	12.25		$	21.24		$	19.42		$	10.78
NUMBER OF SHARES AUTHORIZED		1,500,000,000			700,000,000			500,000,000			2,000,000,000
Investments at Cost	$	2,860,548		$	2,240,122		$	1,383,551		$	4,787,845
Foreign Currencies at Cost	$	—		$	—		$	4,170		$	12,916
NET ASSETS CONSIST OF:
Paid-In Capital	$	3,144,547		$	2,477,550		$	1,574,776		$	4,871,191
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,227			12,994			3,984			16,165
Accumulated Net Realized Gain (Loss)		(273,821	)		(245,746	)		(187,612	)		(79,675	)
Net Unrealized Foreign Exchange Gain (Loss)		—			—			175			375
Net Unrealized Appreciation (Depreciation)		304,333			444,754			225,363			58,933
NET ASSETS	$	3,178,286		$	2,689,552		$	1,616,686		$	4,866,989

See accompanying Notes to Financial Statements.

96

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	International Small Company Portfolio			Japanese Small Company Portfolio			Asia Pacific Small Company Portfolio			United Kingdom Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	5,511,191		$	114,984		$	131,557		$	33,758
Temporary Cash Investments at Value & Cost		17,342			—			—			—
Cash		16			—			—			—
Receivables:
Affiliated Investment Companies Sold		—			—			40			—
Fund Shares Sold		1,932			11			70			13
Prepaid Expenses and Other Assets		35			8			13			9
Total Assets		5,530,516			115,003			131,680			33,780
LIABILITIES:
Payables:
Affiliated Investment Companies Purchased		—			10			—			13
Fund Shares Redeemed		16,878			1			110			—
Due to Advisor		1,813			39			43			11
Accrued Expenses and Other Liabilities		231			20			16			5
Total Liabilities		18,922			70			169			29
NET ASSETS	$	5,511,594		$	114,933		$	131,511		$	33,751
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $5,511,594; $114,933; $131,511 and $33,751 and shares outstanding of 341,572,645; 8,132,907; 5,129,238 and 1,392,436, respectively	$	16.14		$	14.13		$	25.64		$	24.24
NUMBER OF SHARES AUTHORIZED		1,500,000,000			100,000,000			100,000,000			100,000,000
Investments in Affiliated Investment Companies at Cost	$	4,975,116		$	190,942		$	104,540		$	30,219
NET ASSETS CONSIST OF:
Paid-In Capital	$	5,026,522		$	279,223		$	137,845		$	33,057
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		31,973			631			652			203
Accumulated Net Realized Gain (Loss)		(83,425	)		(89,010	)		(34,001	)		(3,052	)
Net Unrealized Foreign Exchange Gain (Loss)		449			47			(2	)		4
Net Unrealized Appreciation (Depreciation)		536,075			(75,958	)		27,017			3,539
NET ASSETS	$	5,511,594		$	114,933		$	131,511		$	33,751

See accompanying Notes to Financial Statements.

97

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	Continental Small Company Portfolio			DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio			DFA International Small Cap Value Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	128,156			—		$	694,143			—
Investments at Value (including $0, $138,661, $0 and $508,683 of securities on loan, respectively)		—		$	952,214			—		$	7,628,122
Temporary Cash Investments at Value & Cost		—			1,525			1,431			11,103
Collateral Received from Securities on Loan at Value & Cost		—			146,089			—			549,034
Foreign Currencies at Value		—			3,788			—			16,792
Cash		—			15			—			16
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			—			—			17,087
Dividends, Interest and Tax Reclaims		—			3,388			—			19,111
Securities Lending Income		—			88			—			635
Fund Shares Sold		16			430			1,164			3,276
Unrealized Gain on Foreign Currency Contracts		—			5			—			42
Prepaid Expenses and Other Assets		9			26			15			56
Total Assets		128,181			1,107,568			696,753			8,245,274
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			146,089			—			549,034
Investment Securities/Affiliated Investment Companies Purchased		13			2,005			766			27,388
Fund Shares Redeemed		3			557			478			8,748
Due to Advisor		42			277			20			4,173
Accrued Expenses and Other Liabilities		17			86			28			613
Total Liabilities		75			149,014			1,292			589,956
NET ASSETS	$	128,106		$	958,554		$	695,461		$	7,655,318
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Cass Shares — based on net assets of $128,106; $958,554; $695,461 and $7,655,318 and shares outstanding of 7,564,918; 171,633,295; 83,958,133 and 473,841,038, respectively	$	16.93		$	5.58		$	8.28		$	16.16
NUMBER OF SHARES AUTHORIZED		100,000,000			700,000,000			500,000,000			2,300,000,000
Investments in Affiliated Investment Companies at Cost	$	110,311		$	—		$	527,735		$	—
Investments at Cost	$	—		$	1,021,442		$	—		$	7,877,385
Foreign Currencies at Cost	$	—		$	3,749		$	—		$	16,694
NET ASSETS CONSIST OF:
Paid-In Capital	$	139,133		$	1,133,390		$	547,469		$	7,728,221
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		597			(2,542	)		5,011			37,940
Accumulated Net Realized Gain (Loss)		(29,516	)		(103,196	)		(23,427	)		137,636
Net Unrealized Foreign Exchange Gain (Loss)		47			91			—			686
Net Unrealized Appreciation (Depreciation)		17,845			(69,189	)		166,408			(249,165	)
NET ASSETS	$	128,106		$	958,554		$	695,461		$	7,655,318

See accompanying Notes to Financial Statements.

98

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	International Vector Equity Portfolio		Emerging Markets Portfolio			Emerging Markets Small Cap Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—	$	2,373,379		$	1,833,749
Investments at Value (including $42,181, $0 and $0 of securities on loan, respectively)	$	360,461		—			—
Temporary Cash Investments at Value & Cost		1,680		—			—
Collateral Received from Securities on Loan at Value & Cost		45,427		—			—
Foreign Currencies at Value		944		—			—
Cash		15		—			—
Receivables:
Investment Securities/Affiliated Investment Companies Sold		12		24,164			—
Dividends, Interest and Tax Reclaims		853		—			—
Securities Lending Income		40		—			—
Fund Shares Sold		160		2,872			558
Unrealized Gain on Foreign Currency Contracts		2		—			—
Prepaid Expenses and Other Assets		14		14			29
Total Assets		409,608		2,400,429			1,834,336
LIABILITIES:
Payables:
Upon Return of Securities Loaned		45,427		—			—
Investment Securities/Affiliated Investment Companies Purchased		847		—			161
Fund Shares Redeemed		37		27,036			397
Due to Advisor		135		791			676
Accrued Expenses and Other Liabilities		39		104			64
Total Liabilities		46,485		27,931			1,298
NET ASSETS	$	363,123	$	2,372,498		$	1,833,038
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $363,123; $2,372,498 and $1,833,038 and shares outstanding of 35,328,976; 76,790,382 and 75,563,919, respectively	$	10.28	$	30.90		$	24.26
NUMBER OF SHARES AUTHORIZED		500,000,000		500,000,000			500,000,000
Investments in Affiliated Investment Companies at Cost	$	—	$	1,100,696		$	1,180,635
Investments at Cost	$	277,138	$	—		$	—
Foreign Currencies at Cost	$	936	$	—		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	276,696	$	964,564		$	1,122,358
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		1,086		3,270			3,213
Accumulated Net Realized Gain (Loss)		1,979		136,138			57,883
Deferred Thailand Capital Gains Tax		—		(4,215	)		(3,533	)
Net Unrealized Foreign Exchange Gain (Loss)		31		58			3
Net Unrealized Appreciation (Depreciation)		83,331		1,272,683			653,114
NET ASSETS	$	363,123	$	2,372,498		$	1,833,038

See accompanying Notes to Financial Statements.

99

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	Emerging Markets Value Portfolio			Emerging Markets Core Equity Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	11,586,667			—
Investments at Value (including $0 and $339,827 of securities on loan, respectively)		—		$	4,159,334
Temporary Cash Investments at Value & Cost		—			6,026
Collateral Received from Securities on Loan at Value & Cost		—			363,260
Foreign Currencies at Value		—			2,119
Cash		—			49
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			269
Dividends, Interest and Tax Reclaims		—			3,921
Securities Lending Income		—			423
Fund Shares Sold		16,023			25,659
Unrealized Gain on Foreign Currency Contracts		—			1
Prepaid Expenses and Other Assets		90			225
Total Assets		11,602,780			4,561,286
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			363,260
Investment Securities/Affiliated Investment Companies Purchased		13,173			5,425
Fund Shares Redeemed		2,850			4,185
Due to Advisor		3,793			1,886
Deferred Thailand Capital Gains Tax		—			5,966
Accrued Expenses and Other Liabilities		426			682
Total Liabilities		20,242			381,404
NET ASSETS	$	11,582,538		$	4,179,882
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R2 Shares — based on net assets of $39,668 and $0 and shares outstanding of 20,471,843 and 0, respectively	$	1.94			N/A
NUMBER OF SHARES AUTHORIZED		100,000,000			100,000,000	*
Institutional Class Shares — based on net assets of $11,542,870 and $4,179,882 and shares outstanding of 318,275,914 and 196,180,731, respectively	$	36.27		$	21.31
NUMBER OF SHARES AUTHORIZED		1,500,000,000			1,000,000,000
Investments in Affiliated Investment Companies at Cost	$	8,440,891		$	—
Investments at Cost	$	—		$	2,921,276
Foreign Currencies at Cost	$	—		$	2,071
NET ASSETS CONSIST OF:
Paid-In Capital	$	7,903,300		$	2,994,109
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		12,814			8,563
Accumulated Net Realized Gain (Loss)		536,606			(54,988	)
Deferred Thailand Capital Gains Tax		(16,079	)		(5,965	)
Net Unrealized Foreign Exchange Gain (Loss)		121			57
Net Unrealized Appreciation (Depreciation)		3,145,776			1,238,106
NET ASSETS	$	11,582,538		$	4,179,882

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

See accompanying Notes to Financial Statements.

100

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio*			U.S. Targeted Value Portfolio			U.S. Small  Cap Value Portfolio
Investment Income
Dividends	$	97		$	135,162		$	19,385		$	52,897
Interest		1,867			33			17			34
Income from Securities Lending		—			3,106			2,001			6,907
Expenses Allocated from Affiliated Investment Company		—			(7,489	)		—			—
Total Investment Income		1,964			130,812			21,403			59,838
Expenses
Investment Advisory Services Fees		79			—			1,995			12,631
Administrative Services Fees		238			9,730			4,988			18,946
Accounting & Transfer Agent Fees		39			102			242			721
S&P 500® Fees		8			—			—			—
Shareholder Servicing Fees —
Class R1 Shares		—			—			37			—
Class R2 Shares		—			—			11			—
Custodian Fees		15			—			56			115
Filing Fees		24			130			118			52
Shareholders’ Reports		3			167			96			98
Directors’/Trustees’ Fees & Expenses		1			61			19			60
Professional Fees		5			120			61			202
Other		5			57			37			128
Total Expenses		417			10,367			7,660			32,953
Net Investment Income (Loss)		1,547			120,445			13,743			26,885
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		1,013			498,315			87,567			464,145
Futures		15,127			—			(256	)		—
Foreign Currency Transactions		(51	)		—			—			—
In-Kind Redemptions		—			—			—			56,505
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		143			533,400			298,035			929,717
Futures		8,702			—			—			—
Translation of Foreign Currency Denominated Amounts		(171	)		—			—			—
Net Realized and Unrealized Gain (Loss)		24,763			1,031,715			385,346			1,450,367
Net Increase (Decrease) in Net Assets Resulting from Operations	$	26,310		$	1,152,160		$	399,089		$	1,477,252

* 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.

101

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	U.S. Core Equity  1 Portfolio		U.S. Core Equity  2 Portfolio		U.S. Vector Equity Portfolio		U.S. Small Cap Portfolio
Investment Income
Dividends	$	40,649	$	72,293	$	19,119	$	27,384
Interest		18		26		8		25
Income from Securities Lending		1,290		2,935		1,374		6,255
Total Investment Income		41,957		75,254		20,501		33,664
Expenses
Investment Advisory Services Fees		4,117		8,868		4,200		889
Administrative Services Fees		—		—		—		9,485
Accounting & Transfer Agent Fees		286		508		174		348
Custodian Fees		61		80		43		79
Filing Fees		139		198		66		62
Shareholders’ Reports		45		92		40		63
Directors’/Trustees’ Fees & Expenses		23		43		14		28
Professional Fees		89		140		44		109
Other		35		60		24		52
Total Expenses		4,795		9,989		4,605		11,115
Net Investment Income (Loss)		37,162		65,265		15,896		22,549
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		848		9,966		11,302		186,403
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		406,078		767,061		260,530		519,280
Net Realized and Unrealized Gain (Loss)		406,926		777,027		271,832		705,683
Net Increase (Decrease) in Net Assets Resulting from Operations	$	444,088	$	842,292	$	287,728	$	728,232

See accompanying Notes to Financial Statements.

102

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	U.S. Micro Cap Portfolio		DFA Real  Estate Securities Portfolio			Large Cap International Portfolio			International Core Equity Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $0, $3,664 and $9,018, respectively)	$	27,428	$	81,322		$	40,753		$	105,858
Interest		10		25			10			43
Income from Securities Lending		6,623		2,224			1,961			7,037
Total Investment Income		34,061		83,571			42,724			112,938
Expenses
Investment Advisory Services Fees		3,089		7,245			3,622			14,583
Administrative Services Fees		12,357		—			—			—
Accounting & Transfer Agent Fees		364		287			186			484
Custodian Fees		63		27			284			1,021
Filing Fees		41		72			49			192
Shareholders’ Reports		46		90			62			108
Directors’/Trustees’ Fees & Expenses		29		23			14			41
Professional Fees		101		77			68			173
Other		60		49			41			117
Total Expenses		16,150		7,870			4,326			16,719
Net Investment Income (Loss)		17,911		75,701			38,398			96,219
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—		3,056			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold		246,080		(57,195	)		(16,990	)		19,341
Foreign Currency Transactions		—		—			383			299
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		507,946		825,263			134,897			410,019
Translation of Foreign Currency Denominated Amounts		—		—			134			333
Net Realized and Unrealized Gain (Loss)		754,026		771,124			118,424			429,992
Net Increase (Decrease) in Net Assets Resulting from Operations	$	771,937	$	846,825		$	156,822		$	526,211

See accompanying Notes to Financial Statements.

103

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	International Small Company Portfolio*			Japanese Small Company Portfolio*			Asia Pacific Small Company Portfolio*			United Kingdom Small Company Portfolio*
Investment Income
Net Investment Income Received from Affiliated Investment Companies:
Dividends (Net of Foreign Taxes Withheld of $8,231, $161, $88 and $2, respectively)	$	106,298		$	2,145		$	3,863		$	861
Interest		29			1			1			—
Income from Securities Lending		10,238			238			301			6
Expenses Allocated from Affiliated Investment Company		(6,818	)		(159	)		(186	)		(37	)
Total Net Investment Income Received from Affiliated Investment Companies		109,747			2,225			3,979			830
Fund Investment Income
Interest		15			—			—			—
Total Fund Investment Income		15			—			—			—
Fund Expenses
Administrative Services Fees		18,673			455			441			116
Accounting & Transfer Agent Fees		77			15			15			14
Filing Fees		87			16			19			15
Shareholders’ Reports		120			2			3			—
Directors’/Trustees’ Fees & Expenses		44			1			1			—
Professional Fees		89			2			2			2
Other		42			4			5			3
Total Expenses		19,132			495			486			150
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			—			25			(13	)
Net Expenses		19,132			495			511			137
Net Investment Income (Loss)		90,630			1,730			3,468			693
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		157,743			(12,297	)		5,129			86
Foreign Currency Transactions		1,622			76			(4	)		3
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		551,254			10,741			19,235			6,121
Translation of Foreign Currency Denominated Amounts		210			31			(12	)		(1	)
Net Realized and Unrealized Gain (Loss)		710,829			(1,449	)		24,348			6,209
Net Increase (Decrease) in Net Assets Resulting from Operations	$	801,459		$	281		$	27,816		$	6,902

 *   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.

104

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	Continental Small Company Portfolio*			DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio			DFA International Small Cap Value Portfolio
Investment Income
Net Investment Income Received from Affiliated Investment Companies:
Dividends (Net of Foreign Taxes Withheld of $366, $0, $0 and $0, respectively)	$	2,317			—			—			—
Income Distributions Received from Affiliated Investment Company		—			—		$	31,329			—
Interest		1			—			—			—
Income from Securities Lending		337			—			—			—
Expenses Allocated from Affiliated Investment Company		(169	)		—			—			—
Total Net Investment Income Received from Affiliated Investment Companies		2,486			—			31,329			—
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $3,606, $0 and $12,529, respectively)		—		$	53,433			—		$	149,762
Interest		—			6			2			35
Income from Securities Lending		—			1,278			—			10,942
Total Fund Investment Income		—			54,717			2			160,739
Fund Expenses
Investment Advisory Services Fees		—			2,803			—			46,090
Administrative Services Fees		448			—			1,945			—
Accounting & Transfer Agent Fees		15			114			19			811
Custodian Fees		—			172			—			1,727
Filing Fees		18			49			34			108
Shareholders’ Reports		2			43			21			180
Directors’/Trustees’ Fees & Expenses		1			8			6			69
Professional Fees		2			47			15			303
Other		4			28			13			195
Total Expenses		490			3,264			2,053			49,483
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			—			(1,786	)		—
Net Expenses		490			3,264			267			49,483
Net Investment Income (Loss)		1,996			51,453			31,064			111,256
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(5,002	)		(52,532	)		(16,221	)		198,099
Foreign Currency Transactions		51			253			—			2,837
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		19,653			149,959			134,183			395,701
Translation of Foreign Currency Denominated Amounts		1			(8	)		—			688
Net Realized and Unrealized Gain (Loss)		14,703			97,672			117,962			597,325
Net Increase (Decrease) in Net Assets Resulting from Operations	$	16,699		$	149,125		$	149,026		$	708,581

  *     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.

105

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	International Vector Equity Portfolio		Emerging Markets Portfolio*			Emerging Markets Small Cap Portfolio*
Investment Income
Dividends (Net of Foreign Taxes Withheld of $594, $5,788 and $3,222, respectively)	$	6,936	$	47,729		$	31,732
Interest		3		8			9
Income from Securities Lending		526		1,913			2,482
Expenses Allocated from Affiliated Investment Companies.		—		(3,955	)		(4,366	)
Total Investment Income		7,465		45,695			29,857
Expenses
Investment Advisory Services Fees		1,369		—			—
Administrative Services Fees		—		8,397			6,212
Accounting & Transfer Agent Fees		58		43			32
Custodian Fees		136		—			—
Filing Fees		24		46			48
Shareholders’ Reports		10		82			35
Directors’/Trustees’ Fees & Expenses		3		20			13
Professional Fees		12		42			26
Other		12		20			12
Total Expenses		1,624		8,650			6,378
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		28		—			—
Net Expenses		1,652		8,650			6,378
Net Investment Income (Loss)		5,813		37,045			23,479
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		5,866		148,805			97,897
Foreign Currency Transactions		77		506			76	**
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		28,748		317,270			373,644
Translation of Foreign Currency Denominated Amounts		27		(6	)		(72	)
Change in Deferred Thailand Capital Gains Tax		—		(2,143	)		(2,963	)
Net Realized and Unrealized Gain (Loss)		34,718		464,432			468,582
Net Increase (Decrease) in Net Assets Resulting from Operations	$	40,531	$	501,477		$	492,061

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

**   Net of foreign capital gain taxes withheld of $179.

See accompanying Notes to Financial Statements.

106

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	Emerging Markets Value Portfolio*			Emerging Markets Core Equity Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $20,141 and $8,240, respectively)	$	171,616		$	68,581
Interest		72			20
Income from Securities Lending		8,393			3,539
Expenses Allocated from Affiliated Investment Companies		(17,283	)		—
Total Investment Income		162,798			72,140
Expenses
Investment Advisory Services Fees		—			17,369
Administrative Services Fees		35,877			—
Accounting & Transfer Agent Fees		136			372
Shareholder Servicing Fees — Class R2 Shares		69			—
Custodian Fees		—			2,452
Filing Fees		237			122
Shareholders’ Reports		231			115
Directors’/Trustees’ Fees & Expenses		88			30
Professional Fees		159			161
Other		68			76
Total Expenses		36,865			20,697
Net Investment Income (Loss)		125,933			51,443
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		577,480			35,721
Foreign Currency Transactions**		(3,090	)		(776	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,724,116			789,087
Translation of Foreign Currency Denominated Amounts		2			(19	)
Change in Deferred Thailand Capital Gains Tax		(9,879	)		(4,133	)
Net Realized and Unrealized Gain (Loss)		2,288,629			819,880
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,414,562		$	871,323

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

**     Net of foreign capital gain taxes withheld of $1,720 and $982, respectively.

See accompanying Notes to Financial Statements.

107

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Enhanced U.S. Large Company Portfolio						U.S. Large Cap Value Portfolio						U.S. Targeted Value Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,547		$	1,409		$	120,445		$	113,440		$	13,743		$	13,400
Net Realized Gain (Loss) on:
Investment Securities Sold		1,013			(24,217	)		498,315			(2,244,299	)		87,567			(80,571	)
Futures		15,127			25,750			—			—			(256	)		(823	)
Foreign Currency Transactions		(51	)		(1,379	)		—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		143			2,720			533,400			2,728,048			298,035			244,441
Futures		8,702			1,705			—			—			—			(3	)
Translation of Foreign Currency Denominated Amounts		(171	)		39			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		26,310			6,027			1,152,160			597,189			399,089			176,444
Distributions From:
Net Investment Income:
Class R1 Shares		—			—			—			—			(312	)		(424	)
Class R2 Shares		—			—			—			—			(29	)		(27	)
Institutional Class Shares		(1,589	)		(17,802	)		(116,599	)		(123,996	)		(12,213	)		(13,728	)
Net Short-Term Gains:
Institutional Class Shares		—			(1,762	)		—			(6,242	)		—			—
Total Distributions		(1,589	)		(19,564	)		(116,599	)		(130,238	)		(12,554	)		(14,179	)
Capital Share Transactions (1):
Shares Issued		15,684			58,709	*		1,304,022			1,807,041			911,104			850,582
Shares Issued in Lieu of Cash Distributions		1,525			18,404			108,979			117,409			11,528			13,641
Shares Redeemed		(49,431	)		(98,676	)		(1,391,178	)		(1,858,197	)		(521,662	)		(425,490	)
Net Increase (Decrease) from Capital Share Transactions		(32,222	)		(21,563	)		21,823			66,253			400,970			438,733
Total Increase (Decrease) in Net Assets		(7,501	)		(35,100	)		1,057,384			533,204			787,505			600,998
Net Assets
Beginning of Period		165,231			200,331			5,863,652			5,330,448			1,483,760			882,762
End of Period	$	157,730		$	165,231		$	6,921,036		$	5,863,652		$	2,271,265		$	1,483,760
(1) Shares Issued and Redeemed:
Shares Issued		2,221			9,053			74,182			140,615			65,207			88,462
Shares Issued in Lieu of Cash Distributions		224			3,392			6,369			10,018			900			1,442
Shares Redeemed		(6,983	)		(17,904	)		(79,010	)		(145,245	)		(38,952	)		(44,353	)
Shares Reduced by Reverse Stock Split (Note P)		—			—			—			—			(1,473	)		—
Net Increase (Decrease) from Shares Issued and Redeemed		(4,538	)		(5,459	)		1,541			5,388			25,682			45,551
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	228		$	285		$	17,386		$	13,540		$	2,297		$	1,308

  *    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.

108

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						U.S. Core Equity 2 Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	26,885		$	16,559		$	37,162		$	31,729		$	65,265		$	55,180
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		464,145			(373,304	)		848			(60,672	)		9,966			(38,804	)
Futures		—			570			—			683			—			3,212
In-Kind Redemptions		56,505	*		—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		929,717			602,920			406,078			253,827			767,061			375,912
Futures		—			—			—			(2	)		—			(1	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,477,252			246,745			444,088			225,565			842,292			395,499
Distributions From:
Net Investment Income:
Institutional Class Shares		(25,747	)		(69,882	)		(31,326	)		(31,598	)		(53,941	)		(55,009	)
Total Distributions		(25,747	)		(69,882	)		(31,326	)		(31,598	)		(53,941	)		(55,009	)
Capital Share Transactions (1):
Shares Issued		1,005,684			1,293,768	**		935,366			1,158,480			1,032,528			1,847,067
Shares Issued in Lieu of Cash Distributions		24,638			67,125			28,011			30,660			52,914			54,122
Shares Redeemed		(1,596,209	)*		(1,372,042	)		(468,313	)		(714,086	)		(687,751	)		(938,382	)
Net Increase (Decrease) from Capital Share Transactions		(565,887	)		(11,149	)		495,064			475,054			397,691			962,807
Total Increase (Decrease) in Net Assets		885,618			165,714			907,826			669,021			1,186,042			1,303,297
Net Assets
Beginning of Period		5,669,659			5,503,945			1,989,583			1,320,562			3,804,325			2,501,028
End of Period	$	6,555,277		$	5,669,659		$	2,897,409		$	1,989,583		$	4,990,367		$	3,804,325
(1) Shares Issued and Redeemed:
Shares Issued		48,187			72,979			97,948			160,998			110,280			258,455
Shares Issued in Lieu of Cash Distributions		1,272			4,580			3,032			4,155			5,795			7,485
Shares Redeemed		(78,455	)		(94,264	)		(49,368	)		(101,230	)		(73,302	)		(135,979	)
Net Increase (Decrease) from Shares Issued and Redeemed		(28,996	)		(16,705	)		51,612			63,923			42,773			129,961
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,668		$	2,918		$	6,193		$	373		$	11,980		$	698

  *    See Note M in the Notes to Financial Statements.

**    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.

109

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Vector Equity Portfolio						U.S. Small Cap Portfolio						U.S. Micro Cap Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	15,896		$	14,733		$	22,549		$	10,818		$	17,911		$	10,509
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		11,302			(80,019	)		186,403			(68,079	)		246,080			(190,350	)
Futures		—			407			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		260,530			173,818			519,280			284,014			507,946			168,490
Net Increase (Decrease) in Net Assets Resulting from Operations		287,728			108,939			728,232			226,753			771,937			(11,351	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(14,799	)		(16,454	)		(21,528	)		(26,412	)		(17,526	)		(57,816	)
Total Distributions		(14,799	)		(16,454	)		(21,528	)		(26,412	)		(17,526	)		(57,816	)
Capital Share Transactions (1):
Shares Issued		375,571			508,175			754,050			877,915	*		291,712			588,720	**
Shares Issued in Lieu of Cash Distributions		14,588			16,189			20,104			24,690			16,858			56,003
Shares Redeemed		(282,779	)		(289,358	)		(611,402	)		(647,794	)		(703,060	)		(681,416	)
Net Increase (Decrease) from Capital Share Transactions		107,380			235,006			162,752			254,811			(394,490	)		(36,693	)
Total Increase (Decrease) in Net Assets		380,309			327,491			869,456			455,152			359,921			(105,860	)
Net Assets
Beginning of Period		1,178,114			850,623			2,522,001			2,066,849			2,818,365			2,924,225
End of Period	$	1,558,423		$	1,178,114		$	3,391,457		$	2,522,001		$	3,178,286		$	2,818,365
(1) Shares Issued and Redeemed:
Shares Issued		41,113			74,700			42,652			67,035			26,534			53,716
Shares Issued in Lieu of Cash Distributions		1,659			2,427			1,220			2,058			1,594			6,981
Shares Redeemed		(30,825	)		(44,108	)		(35,288	)		(54,475	)		(63,240	)		(84,421	)
Net Increase (Decrease) from Shares Issued and Redeemed		11,947			33,019			8,584			14,618			(35,112	)		(23,724	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,968		$	1,895		$	4,657		$	3,780		$	3,227		$	3,100

  *    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.

**    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.

110

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Real Estate Securities Portfolio						Large Cap International Portfolio						International Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	75,701		$	69,730		$	38,398		$	36,172		$	96,219		$	77,941
Capital Gain Distributions Received from Investment Securities		3,056			16,169			—			—			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold		(57,195	)		(106,626	)		(16,990	)		(150,602	)		19,341			(83,575	)
Futures		—			(1,065	)		—			919			—			(2,556	)
Foreign Currency Transactions		—			—			383			951			299			1,319
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		825,263			92,786			134,897			374,243			410,019			928,934
Futures		—			(10	)		—			—			—			(15	)
Translation of Foreign Currency Denominated Amounts		—			—			134			(64	)		333			(108	)
Net Increase (Decrease) in Net Assets Resulting from Operations		846,825			70,984			156,822			261,619			526,211			921,940
Distributions From:
Net Investment Income:
Institutional Class Shares		(70,908	)		(95,934	)		(40,390	)		(32,286	)		(83,173	)		(77,469	)
Total Distributions		(70,908	)		(95,934	)		(40,390	)		(32,286	)		(83,173	)		(77,469	)
Capital Share Transactions (1):
Shares Issued		469,431			760,871			380,265			380,682			1,275,823			1,709,907
Shares Issued in Lieu of Cash Distributions		68,782			93,552			39,047			31,081			79,558			75,441
Shares Redeemed		(643,137	)		(557,875	)		(283,409	)		(483,605	)		(631,272	)		(911,026	)
Net Increase (Decrease) from Capital Share Transactions		(104,924	)		296,548			135,903			(71,842	)		724,109			874,322
Total Increase (Decrease) in Net Assets		670,993			271,598			252,335			157,491			1,167,147			1,718,793
Net Assets
Beginning of Period		2,018,559			1,746,961			1,364,351			1,206,860			3,699,842			1,981,049
End of Period	$	2,689,552		$	2,018,559		$	1,616,686		$	1,364,351		$	4,866,989		$	3,699,842
(1) Shares Issued and Redeemed:
Shares Issued		25,336			61,585			20,917			26,226			128,031			227,407
Shares Issued in Lieu of Cash Distributions		3,862			7,388			2,285			2,085			8,624			9,039
Shares Redeemed		(34,560	)		(45,050	)		(15,664	)		(34,086	)		(63,215	)		(123,941	)
Net Increase (Decrease) from Shares Issued and Redeemed		(5,362	)		23,923			7,538			(5,775	)		73,440			112,505
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	12,994		$	8,197		$	3,984		$	5,593		$	16,165		$	2,148

See accompanying Notes to Financial Statements.

111

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	International Small Company Portfolio						Japanese Small Company Portfolio						Asia Pacific Small Company Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	90,630		$	83,540		$	1,730		$	1,879		$	3,468		$	2,525
Net Realized Gain (Loss) on:
Investment Securities Sold		157,743			(110,040	)		(12,297	)		(14,110	)		5,129			(8,877	)
Futures		—			592			—			43			—			(89	)
Foreign Currency Transactions		1,622			1,180			76			250			(4	)		23
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		551,254			1,280,471			10,741			37,328			19,235			52,469
Futures		—			1			—			—			—			—
Translation of Foreign Currency Denominated Amounts		210			(297	)		31			(61	)		(12	)		29
Net Increase (Decrease) in Net Assets Resulting from Operations		801,459			1,255,447			281			25,329			27,816			46,080
Distributions From:
Net Investment Income:
Institutional Class Shares		(84,604	)		(81,118	)		(1,845	)		(2,426	)		(3,162	)		(2,724	)
Total Distributions		(84,604	)		(81,118	)		(1,845	)		(2,426	)		(3,162	)		(2,724	)
Capital Share Transactions (1):
Shares Issued		1,099,327			890,444			11,290			18,298			28,331			18,265
Shares Issued in Lieu of Cash Distributions		80,737			77,147			1,609			2,219			2,788			2,398
Shares Redeemed		(655,189	)		(956,429	)		(10,460	)		(62,735	)		(26,115	)		(26,210	)
Net Increase (Decrease) from Capital Share Transactions		524,875			11,162			2,439			(42,218	)		5,004			(5,547	)
Total Increase (Decrease) in Net Assets		1,241,730			1,185,491			875			(19,315	)		29,658			37,809
Net Assets
Beginning of Period		4,269,864			3,084,373			114,058			133,373			101,853			64,044
End of Period	$	5,511,594		$	4,269,864		$	114,933		$	114,058		$	131,511		$	101,853
(1) Shares Issued and Redeemed:
Shares Issued		75,592			81,822			793			1,589			1,254			1,318
Shares Issued in Lieu of Cash Distributions		5,955			6,961			116			174			135			196
Shares Redeemed		(45,123	)		(89,990	)		(742	)		(4,937	)		(1,206	)		(2,055	)
Net Increase (Decrease) from Shares Issued and Redeemed		36,424			(1,207	)		167			(3,174	)		183			(541	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	31,973		$	13,949		$	631		$	665		$	652		$	246

See accompanying Notes to Financial Statements.

112

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	United Kingdom Small Company Portfolio						Continental Small Company Portfolio						DFA International Real Estate Securities Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	693		$	861		$	1,996		$	2,168		$	51,453		$	32,101
Net Realized Gain (Loss) on:
Investment Securities Sold		86			(2,247	)		(5,002	)		(7,421	)		(52,532	)		(36,531	)
Futures		—			26			—			(137	)		—			234
Foreign Currency Transactions		3			(10	)		51			(49	)		253			185
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		6,121			9,569			19,653			37,449			149,959			170,229
Futures		—			—			—			(1	)		—			—
Translation of Foreign Currency Denominated Amounts		(1	)		(6	)		1			24			(8	)		209
Net Increase (Decrease) in Net Assets Resulting from Operations		6,902			8,193			16,699			32,033			149,125			166,427
Distributions From:
Net Investment Income:
Institutional Class Shares		(694	)		(658	)		(1,863	)		(2,087	)		(78,863	)		(11,227	)
Total Distributions		(694	)		(658	)		(1,863	)		(2,087	)		(78,863	)		(11,227	)
Capital Share Transactions (1):
Shares Issued		2,343			4,137			15,385			14,850			236,837			331,853
Shares Issued in Lieu of Cash Distributions		537			556			1,577			1,874			78,275			11,113
Shares Redeemed		(3,200	)		(10,248	)		(14,618	)		(29,732	)		(169,149	)		(150,317	)
Net Increase (Decrease) from Capital Share Transactions		(320	)		(5,555	)		2,344			(13,008	)		145,963			192,649
Total Increase (Decrease) in Net Assets		5,888			1,980			17,180			16,938			216,225			347,849
Net Assets
Beginning of Period		27,863			25,883			110,926			93,988			742,329			394,480
End of Period	$	33,751		$	27,863		$	128,106		$	110,926		$	958,554		$	742,329
(1) Shares Issued and Redeemed:
Shares Issued		115			288			1,040			1,344			48,350			82,981
Shares Issued in Lieu of Cash Distributions		27			36			118			148			16,761			3,104
Shares Redeemed		(155	)		(733	)		(978	)		(2,868	)		(35,159	)		(38,756	)
Net Increase (Decrease) from Shares Issued and Redeemed		(13	)		(409	)		180			(1,376	)		29,952			47,329
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	203		$	171		$	597		$	(12	)	$	(2,542	)	$	24,078

See accompanying Notes to Financial Statements.

113

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Global Real Estate Securities Portfolio						DFA International Small Cap Value Portfolio						International Vector Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	31,064		$	7,504		$	111,256		$	118,909		$	5,813		$	4,181
Net Realized Gain (Loss) on:
Investment Securities Sold		(16,221	)		(6,921	)		198,099			(20,925	)		5,866			(3,551	)
Futures		—			—			—			(9,031	)		—			(232	)
Foreign Currency Transactions		—			—			2,837			(2,189	)		77			(23	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		134,183			66,893			395,701			1,907,503			28,748			71,485
Futures		—			—			—			(28	)		—			(1	)
Translation of Foreign Currency Denominated Amounts		—			—			688			(469	)		27			(11	)
Net Increase (Decrease) in Net Assets Resulting from Operations		149,026			67,476			708,581			1,993,770			40,531			71,848
Distributions From:
Net Investment Income:
Institutional Class Shares		(30,870	)		(2,346	)		(101,689	)		(105,935	)		(5,380	)		(3,671	)
Net Short-Term Gains:
Institutional Class Shares		—			(24	)		—			—			—			—
Net Long-Term Gains:
Institutional Class Shares		—			—			—			(25,433	)		—			—
Total Distributions		(30,870	)		(2,370	)		(101,689	)		(131,368	)		(5,380	)		(3,671	)
Capital Share Transactions (1):
Shares Issued		291,090			345,457			1,457,097			1,516,998			109,333			203,871
Shares Issued in Lieu of Cash Distributions		30,424			2,351			94,455			123,396			5,137			3,533
Shares Redeemed		(176,711	)		(71,084	)		(1,363,083	)		(1,442,587	)		(49,042	)		(79,811	)
Net Increase (Decrease) from Capital Share Transactions		144,803			276,724			188,469			197,807			65,428			127,593
Total Increase (Decrease) in Net Assets		262,959			341,830			795,361			2,060,209			100,579			195,770
Net Assets
Beginning of Period		432,502			90,672			6,859,957			4,799,748			262,544			66,774
End of Period	$	695,461		$	432,502		$	7,655,318		$	6,859,957		$	363,123		$	262,544
(1) Shares Issued and Redeemed:
Shares Issued		40,187			62,358			96,841			132,410			11,526			30,203
Shares Issued in Lieu of Cash Distributions		4,617			445			6,841			10,640			590			455
Shares Redeemed		(24,880	)		(13,777	)		(89,769	)		(126,703	)		(5,261	)		(12,091	)
Net Increase (Decrease) from Shares Issued and Redeemed		19,924			49,026			13,913			16,347			6,855			18,567
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	5,011		$	4,918		$	37,940		$	10,232		$	1,086		$	715

See accompanying Notes to Financial Statements.

114

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, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	37,045		$	33,922		$	23,479		$	15,885
Net Realized Gain (Loss) on:
Investment Securities Sold		148,805			37,268			97,897			(15,114	)
Futures		—			(2,712	)		—			(630	)
Foreign Currency Transactions		506			(28	)		76	*		(178	)
In-Kind Redemptions		—			17,805			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		317,270			592,684			373,644			522,143
Futures		—			(30	)		—			(9	)
Translation of Foreign Currency Denominated Amounts		(6	)		196			(72	)		168
Change in Deferred Thailand Capital Gains Tax		(2,143	)		(1,264	)		(2,963	)		(785	)
Net Increase (Decrease) in Net Assets Resulting from Operations		501,477			677,841			492,061			521,480
Distributions From:
Net Investment Income:
Institutional Class Shares		(34,414	)		(33,127	)		(22,294	)		(16,832	)
Net Short-Term Gains:
Institutional Class Shares		(2,485	)		—			—			—
Net Long-Term Gains:
Institutional Class Shares		(29,814	)		(20,948	)		—			—
Total Distributions		(66,713	)		(54,075	)		(22,294	)		(16,832	)
Capital Share Transactions (1):
Shares Issued		464,965			448,802			468,984			278,046
Shares Issued in Lieu of Cash Distributions		60,045			48,701			18,296			15,192
Shares Redeemed		(553,564	)		(663,241	)		(257,967	)		(211,257	)
Net Increase (Decrease) from Capital Share Transactions		(28,554	)		(165,738	)		229,313			81,981
Total Increase (Decrease) in Net Assets		406,210			458,028			699,080			586,629
Net Assets
Beginning of Period		1,966,288			1,508,260			1,133,958			547,329
End of Period	$	2,372,498		$	1,966,288		$	1,833,038		$	1,133,958
(1) Shares Issued and Redeemed:
Shares Issued		16,688			23,617			22,700			23,468
Shares Issued in Lieu of Cash Distributions		2,260			2,705			933			1,244
Shares Redeemed		(20,100	)		(36,851	)		(13,059	)		(18,390	)
Net Increase (Decrease) from Shares Issued and Redeemed		(1,152	)		(10,529	)		10,574			6,322
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,270		$	3,281		$	3,213		$	2,323

  *     Net of foreign capital gain taxes withheld of $179.

See accompanying Notes to Financial Statements.

115

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Emerging Markets Value Portfolio						Emerging Markets Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	125,933		$	89,732		$	51,443		$	36,040
Net Realized Gain (Loss) on:
Investment Securities Sold		577,480			76,523			35,721			(25,567	)
Futures		—			—			—			(873	)
Foreign Currency Transactions		(3,090	)*		—			(776	)*		(297	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,724,116			2,867,814			789,087			981,322
Futures		—			—			—			(4	)
Translation of Foreign Currency Denominated Amounts		2			—			(19	)		33
Deferred Thailand Capital Gains Tax		(9,879	)		—			(4,133	)		(1,800	)
Net Increase (Decrease) in Net Assets Resulting from Operations		2,414,562			3,034,069			871,323			988,854
Distributions From:
Net Investment Income:
Class R2 Shares		(5,375	)		(427	)		—			—
Institutional Class Shares		(109,197	)		(77,134	)		(48,768	)		(29,028	)
Net Short-Term Gains:
Class R2 Shares		(513	)		(76	)		—			—
Institutional Class Shares		(65,356	)		(36,974	)		—			—
Net Long-Term Gains:
Class R2 Shares		(909	)		(1,070	)		—			—
Institutional Class Shares		(115,729	)		(517,440	)		—			—
Total Distributions		(297,079	)		(633,121	)		(48,768	)		(29,028	)
Capital Share Transactions (1):
Shares Issued		3,348,220			1,980,752			1,458,158			935,028
Shares Issued in Lieu of Cash Distributions		272,770			576,478			43,732			27,561
Shares Redeemed		(1,562,283	)		(1,289,209	)		(599,598	)		(622,906	)
Net Increase (Decrease) from Capital Share Transactions		2,058,707			1,268,021			902,292			339,683
Total Increase (Decrease) in Net Assets		4,176,190			3,668,969			1,724,847			1,299,509
Net Assets
Beginning of Period		7,406,348			3,737,379			2,455,035			1,155,526
End of Period	$	11,582,538		$	7,406,348		$	4,179,882		$	2,455,035
(1) Shares Issued and Redeemed:
Shares Issued		121,548			93,083			77,138			84,048
Shares Issued in Lieu of Cash Distributions		12,712			35,123			2,449			2,073
Shares Redeemed		(53,662	)		(63,359	)		(32,331	)		(54,153	)
Net Increase (Decrease) from Shares Issued and Redeemed		80,598			64,847			47,256			31,968
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	12,814		$	12,574		$	8,563		$	6,664

  *     Net of foreign capital gain taxes withheld of $1,720 and $982, respectively.

See accompanying Notes to Financial Statements.

116

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Enhanced U.S. Large Company Portfolio																		U.S. Large Cap Value Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	6.48		$	6.47		$	10.91		$	10.95		$	9.82		$	9.35		$	15.81		$	14.58		$	24.44		$	25.40		$	21.93		$	19.37
Income From Investment Operations
Net Investment Income (Loss)		0.07	(A)		0.05	(A)		0.39	(A)		0.30	(A)		0.12	(A)		0.29			0.33	(A)		0.31	(A)		0.36	(A)		0.33	(A)		0.38	(A)		0.30
Net Gains (Losses) on Securities (Realized and Unrealized)		1.05			0.61			(3.74	)		0.45			1.19			0.37			2.76			1.28			(8.83	)		(0.43	)		3.50			2.49
Total From Investment Operations		1.12			0.66			(3.35	)		0.75			1.31			0.66			3.09			1.59			(8.47	)		(0.10	)		3.88			2.79
Less Distributions
Net Investment Income		(0.07	)		(0.59	)		(0.36	)		(0.36	)		(0.18	)		(0.19	)		(0.32	)		(0.34	)		(0.35	)		(0.32	)		(0.35	)		(0.23	)
Net Realized Gains		—			(0.06	)		(0.73	)		(0.43	)		—			—			—			(0.02	)		(1.04	)		(0.54	)		(0.06	)		—
Total Distributions		(0.07	)		(0.65	)		(1.09	)		(0.79	)		(0.18	)		(0.19	)		(0.32	)		(0.36	)		(1.39	)		(0.86	)		(0.41	)		(0.23	)
Net Asset Value, End of Period	$	7.53		$	6.48		$	6.47		$	10.91		$	10.95		$	9.82		$	18.58		$	15.81		$	14.58		$	24.44		$	25.40		$	21.93
Total Return		17.40	%		12.23	%		(33.89	)%(C)		7.13	%		13.52	%		7.08	%		19.72	%		11.76	%		(36.63	)%(C)		(0.49	)%		17.97	%		14.49	%
Net Assets, End of Period (thousands)	$	157,730		$	165,231		$	200,331		$	337,050		$	347,216		$	313,543		$	6,921,036		$	5,863,652		$	5,330,448		$	7,535,552		$	6,410,086		$	4,046,083
Ratio of Expenses to Average Net Assets		0.26	%		0.29	%**		0.25	%(B)(D)		0.25	%(D)		0.26	%(D)		0.34	%(D)		0.28	%		0.30	%(D)		0.28	%(B)(D)		0.27	%(D)		0.28	%(D)		0.30	%(D)
Ratio of Net Investment Income to Average Net Assets		0.98	%		0.86	%		4.74	%(B)		2.67	%		1.19	%		3.11	%		1.86	%		2.26	%		1.86	%(B)		1.28	%		1.64	%		1.48	%
Portfolio Turnover Rate		78	%		46	%*		N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A

*   For the period February 28, 2009 through October 31, 2009. Effective February 28, 2009, 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.

117

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Targeted Value Portfolio- Class R1 Shares†									U.S. Targeted Value Portfolio- Class R2 Shares†									U.S. Targeted Value Portfolio- Institutional Class Shares
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Jan. 31, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period June 30, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	11.73		$	10.92		$	14.69		$	11.74		$	10.91		$	13.94		$	11.70		$	10.84		$	15.89		$	18.69		$	17.33		$	17.09
Income From Investment Operations
Net Investment Income (Loss)		0.07	(A)		0.12	(A)		0.13	(A)		0.05	(A)		0.10	(A)		0.05	(A)		0.09	(A)		0.12	(A)		0.18	(A)		0.20	(A)		0.21	(A)		0.32
Net Gains (Losses) on Securities (Realized and Unrealized)		3.07			0.87			(3.76	)		3.07			0.88			(3.02	)		3.06			0.88			(4.68	)		(1.32	)		2.84			1.59
Total From Investment Operations		3.14			0.99			(3.63	)		3.12			0.98			(2.97	)		3.15			1.00			(4.50	)		(1.12	)		3.05			1.91
Less Distributions
Net Investment Income		(0.12	)		(0.18	)		(0.14	)		(0.10	)		(0.15	)		(0.06	)		(0.09	)		(0.14	)		(0.15	)		(0.20	)		(0.25	)		(0.23	)
Net Realized Gains		—			—			—			—			—			—			—			—			(0.40	)		(1.48	)		(1.44	)		(1.44	)
Total Distributions		(0.12	)		(0.18	)		(0.14	)		(0.10	)		(0.15	)		(0.06	)		(0.09	)		(0.14	)		(0.55	)		(1.68	)		(1.69	)		(1.67	)
Net Asset Value, End of Period	$	14.75		$	11.73		$	10.92		$	14.76		$	11.74		$	10.91		$	14.76		$	11.70		$	10.84		$	15.89		$	18.69		$	17.33
Total Return		26.93	%		9.36	%		(24.96	)%(C)		26.66	%		9.23	%		(21.40	)%(C)		27.02	%		9.47	%		(29.27	)%(C)		(6.59	)%		19.48	%		12.17	%
Net Assets, End of Period (thousands)	$	41,316		$	31,393		$	25,599		$	5,967		$	2,930		$	1,715		$	2,223,982		$	1,449,437		$	855,448		$	554,805		$	215,338		$	172,595
Ratio of Expenses to Average Net Assets		0.49	%		0.52	%		0.50	%(B)(E)		0.64	%		0.67	%		0.66	%(B)(E)		0.38	%		0.41	%		0.40	%(B)		0.41	%(D)**		0.46	%(D)		0.47	%(D)
Ratio of Net Investment Income to Average Net Assets		0.59	%		1.12	%		1.24	%(B)(E)		0.44	%		0.91	%		1.35	%(B)(E)		0.69	%		1.19	%		1.39	%(B)		1.12	%		1.19	%		1.91	%
Portfolio Turnover Rate		20	%		17	%		20	%(C)		20	%		17	%		20	%(C)		20	%		17	%		20	%(C)		9	%(C)*		N/A			N/A

*  For the period March 30, 2007 through November 30, 2007. Effective March 30, 2007, 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.

†  All per share amounts and net assets values have been adjusted as a result of the reverse stock split on November 19, 2010. (Note P)

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

See accompanying Notes to Financial Statements.

118

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Value Portfolio
	Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	17.69		$	16.32		$	26.49		$	31.59		$	28.74		$	27.71
Income From Investment Operations
Net Investment Income (Loss)		0.09	(A)		0.04	(A)		0.18	(A)		0.30	(A)		0.28	(A)		0.29
Net Gains (Losses) on Securities (Realized and Unrealized)		4.79			1.54			(7.86	)		(2.72	)		5.06			2.66
Total From Investment Operations		4.88			1.58			(7.68	)		(2.42	)		5.34			2.95
Less Distributions
Net Investment Income		(0.08	)		(0.21	)		(0.22	)		(0.28	)		(0.23	)		(0.26	)
Net Realized Gains		—			—			(2.27	)		(2.40	)		(2.26	)		(1.66	)
Total Distributions		(0.08	)		(0.21	)		(2.49	)		(2.68	)		(2.49	)		(1.92	)
Net Asset Value, End of Period	$	22.49		$	17.69		$	16.32		$	26.49		$	31.59		$	28.74
Total Return		27.69	%		9.97	%		(31.80	)%(C)		(8.41	)%		20.29	%		11.32	%
Net Assets, End of Period (thousands)	$	6,555,277		$	5,669,659		$	5,503,945		$	8,802,846		$	8,738,278		$	6,924,234
Ratio of Expenses to Average Net Assets		0.52	%		0.54	%**		0.52	%(B)(D)		0.52	%(D)		0.53	%(D)		0.55	%(D)
Ratio of Net Investment Income to Average Net Assets		0.43	%		0.27	%		0.86	%(B)		0.98	%		0.94	%		1.04	%
Portfolio Turnover Rate		19	%		21	%*		N/A			N/A			N/A			N/A

*   For the period February 28, 2009 through October 31, 2009. Effective February 28, 2009, 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.

119

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, 2010			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, 2010			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	$	8.54		$	7.81		$	11.83		$	11.50		$	10.22		$	10.00		$	8.39		$	7.73		$	11.77		$	11.65		$	10.24		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.15	(A)		0.15	(A)		0.17	(A)		0.19	(A)		0.17	(A)		0.03			0.14	(A)		0.14	(A)		0.17	(A)		0.19	(A)		0.17	(A)		0.03
Net Gains (Losses) on Securities (Realized and Unrealized)		1.61			0.73			(4.03	)		0.35			1.28			0.19			1.64			0.66			(4.04	)		0.13			1.40			0.21
Total From Investment Operations		1.76			0.88			(3.86	)		0.54			1.45			0.22			1.78			0.80			(3.87	)		0.32			1.57			0.24
Less Distributions
Net Investment Income		(0.12	)		(0.15	)		(0.16	)		(0.18	)		(0.17	)		—			(0.11	)		(0.14	)		(0.17	)		(0.17	)		(0.16	)		—
Net Realized Gains		—			—			—			(0.03	)		—			—			—			—			—			(0.03	)		—			—
Total Distributions		(0.12	)		(0.15	)		(0.16	)		(0.21	)		(0.17	)		—			(0.11	)		(0.14	)		(0.17	)		(0.20	)		(0.16	)		—
Net Asset Value, End of Period	$	10.18		$	8.54		$	7.81		$	11.83		$	11.50		$	10.22		$	10.06		$	8.39		$	7.73		$	11.77		$	11.65		$	10.24
Total Return		20.80	%		11.64	%		(32.85	)%(C)		4.68	%		14.35	%		2.20	%(C)		21.41	%		10.66	%		(33.16	)%(C)		2.78	%		15.50	%		2.40	%(C)
Net Assets, End of Period (thousands)	$	2,897,409		$	1,989,583		$	1,320,562		$	1,210,031		$	652,270		$	123,591		$	4,990,367		$	3,804,325		$	2,501,028		$	2,939,420		$	1,216,310		$	182,078
Ratio of Expenses to Average Net Assets		0.20	%		0.22	%		0.20	%(B)		0.20	%		0.23	%		0.23	%(B)(E)		0.23	%		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)		0.20	%		0.22	%		0.20	%(B)		0.20	%		0.23	%		0.37	%(B)(E)		0.23	%		0.24	%		0.23	%(B)		0.23	%		0.26	%		0.38	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.53	%		2.02	%		1.78	%(B)		1.53	%		1.52	%		1.85	%(B)(E)		1.47	%		1.89	%		1.77	%(B)		1.55	%		1.55	%		1.92	%(B)(E)
Portfolio Turnover Rate		4	%		7	%		5	%(C)		10	%		6	%		0	%(C)		7	%		4	%		8	%(C)		7	%		5	%		0	%(C)

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

See accompanying Notes to Financial Statements.

120

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Vector Equity Portfolio
	Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	8.03		$	7.48		$	11.38		$	11.79		$	10.00
Income From Investment Operations
Net Investment Income (Loss)(A)		0.10			0.11			0.15			0.16			0.13
Net Gains (Losses) on Securities (Realized and Unrealized)		1.79			0.57			(3.89	)		(0.25	)		1.73
Total From Investment Operations		1.89			0.68			(3.74	)		(0.09	)		1.86
Less Distributions
Net Investment Income		(0.10	)		(0.13	)		(0.16	)		(0.14	)		(0.07	)
Net Realized Gains		—			—			—			(0.18	)		—
Total Distributions		(0.10	)		(0.13	)		(0.16	)		(0.32	)		(0.07	)
Net Asset Value, End of Period	$	9.82		$	8.03		$	7.48		$	11.38		$	11.79
Total Return		23.65	%		9.47	%		(33.29	)%(C)		(0.87	)%		18.65	%(C)
Net Assets, End of Period (thousands)	$	1,558,423		$	1,178,114		$	850,623		$	959,742		$	403,312
Ratio of Expenses to Average Net Assets		0.33	%		0.35	%		0.34	%(B)		0.34	%		0.36	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.33	%		0.35	%		0.34	%(B)		0.33	%		0.39	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.13	%		1.60	%		1.66	%(B)		1.29	%		1.24	%(B)(E)
Portfolio Turnover Rate		11	%		11	%		11	%(C)		14	%		24	%(C)

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

See accompanying Notes to Financial Statements.

121

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Small Cap Portfolio																		U.S. Micro Cap Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	14.89		$	13.35		$	20.64		$	22.46		$	20.75		$	19.13		$	9.57		$	9.19		$	14.80		$	16.83		$	15.91		$	15.06
Income From Investment Operations
Net Investment Income (Loss)		0.13	(A)		0.06	(A)		0.14	(A)		0.21	(A)		0.17	(A)		0.15			0.06	(A)		0.03	(A)		0.10	(A)		0.14	(A)		0.10	(A)		0.07
Net Gains (Losses) on Securities (Realized and Unrealized)		4.17			1.65			(6.08	)		(0.66	)		2.84			1.75			2.68			0.54			(4.32	)		(0.69	)		2.04			1.43
Total From Investment Operations		4.30			1.71			(5.94	)		(0.45	)		3.01			1.90			2.74			0.57			(4.22	)		(0.55	)		2.14			1.50
Less Distributions
Net Investment Income		(0.13	)		(0.17	)		(0.17	)		(0.21	)		(0.13	)		(0.13	)		(0.06	)		(0.19	)		(0.13	)		(0.13	)		(0.08	)		(0.06	)
Net Realized Gains		—			—			(1.18	)		(1.16	)		(1.17	)		(0.15	)		—			—			(1.26	)		(1.35	)		(1.14	)		(0.59	)
Total Distributions		(0.13	)		(0.17	)		(1.35	)		(1.37	)		(1.30	)		(0.28	)		(0.06	)		(0.19	)		(1.39	)		(1.48	)		(1.22	)		(0.65	)
Net Asset Value, End of Period	$	19.06		$	14.89		$	13.35		$	20.64		$	22.46		$	20.75		$	12.25		$	9.57		$	9.19		$	14.80		$	16.83		$	15.91
Total Return		28.99	%		13.08	%		(30.67	)%(C)		(2.17	)%		15.49	%		10.04	%		28.77	%		6.61	%		(31.33	)%(C)		(3.63	)%		14.52	%		10.33	%
Net Assets, End of Period (thousands)	$	3,391,457		$	2,522,001		$	2,066,849		$	3,285,093		$	3,297,199		$	2,641,670		$	3,178,286		$	2,818,365		$	2,924,225		$	4,700,371		$	4,824,003		$	3,949,511
Ratio of Expenses to Average Net Assets		0.37	%		0.40	%**		0.38	%(B)(D)		0.38	%(D)		0.38	%(D)		0.40	%(D)		0.52	%		0.54	%**		0.53	%(B)(D)		0.52	%(D)		0.53	%(D)		0.55	%(D)
Ratio of Net Investment Income to Average Net Assets		0.76	%		0.50	%		0.86	%(B)		0.95	%		0.82	%		0.78	%		0.58	%		0.38	%		0.91	%(B)		0.89	%		0.64	%		0.48	%
Portfolio Turnover Rate		19	%		17	%*		N/A			N/A			N/A			N/A			9	%		12	%*		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.

122

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Real Estate Securities Portfolio																		Large Cap International Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	15.29		$	16.16		$	27.20		$	33.80		$	25.75		$	23.02		$	18.02		$	14.81		$	27.18		$	23.60		$	19.00		$	17.31
Income From Investment Operations
Net Investment Income (Loss)		0.58	(A)		0.58	(A)		0.64	(A)		0.62	(A)		0.64	(A)		0.82			0.48	(A)		0.48	(A)		0.68	(A)		0.68	(A)		0.55	(A)		0.44
Net Gains (Losses) on Securities (Realized and Unrealized)		5.92			(0.62	)		(9.28	)		(5.64	)		8.84			3.33			1.43			3.16			(12.06	)		3.57			4.68			1.72
Total From Investment Operations		6.50			(0.04	)		(8.64	)		(5.02	)		9.48			4.15			1.91			3.64			(11.38	)		4.25			5.23			2.16
Less Distributions
Net Investment Income		(0.55	)		(0.83	)		(0.30	)		(0.70	)		(1.02	)		(0.86	)		(0.51	)		(0.43	)		(0.64	)		(0.67	)		(0.63	)		(0.47	)
Net Realized Gains.		—			—			(2.10	)		(0.88	)		(0.41	)		(0.56	)		—			—			(0.35	)		—			—			—
Total Distributions		(0.55	)		(0.83	)		(2.40	)		(1.58	)		(1.43	)		(1.42	)		(0.51	)		(0.43	)		(0.99	)		(0.67	)		(0.63	)		(0.47	)
Net Asset Value, End of Period	$	21.24		$	15.29		$	16.16		$	27.20		$	33.80		$	25.75		$	19.42		$	18.02		$	14.81		$	27.18		$	23.60		$	19.00
Total Return		43.21	%		0.98	%		(34.46	)%(C)		(15.45	)%		38.23	%		18.81	%		10.99	%		25.20	%		(43.14	)%(C)		18.18	%		28.00	%		12.73	%
Net Assets, End of Period (thousands)	$	2,689,552		$	2,018,559		$	1,746,961		$	2,671,457		$	2,837,026		$	1,836,650		$	1,616,686		$	1,364,351		$	1,206,860		$	2,224,180		$	1,673,239		$	1,125,455
Ratio of Expenses to Average Net Assets		0.33	%		0.36	%		0.33	%(B)		0.33	%		0.33	%		0.37	%		0.30	%		0.32	%		0.29	%(B)		0.29	%		0.29	%		0.37	%
Ratio of Net Investment Income to Average Net Assets		3.13	%		4.54	%		3.01	%(B)		1.99	%		2.25	%		3.11	%		2.65	%		3.14	%		3.18	%(B)		2.62	%		2.56	%		2.41	%
Portfolio Turnover Rate		2	%		2	%		13	%(C)		17	%		10	%		3	%		7	%		12	%		12	%(C)		5	%		4	%		4	%

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

See accompanying Notes to Financial Statements.

123

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	International Core Equity Portfolio
	Year Ended Oct. 31, 2010			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	$	9.79		$	7.46		$	14.35		$	12.82		$	10.07		$	10.00
Income From Investment Operations
Net Investment Income (Loss)(A)		0.23			0.23			0.37			0.35			0.28			0.04
Net Gains (Losses) on Securities (Realized and Unrealized)		0.96			2.32			(6.76	)		1.54			2.71			0.03
Total From Investment Operations		1.19			2.55			(6.39	)		1.89			2.99			0.07
Less Distributions
Net Investment Income		(0.20	)		(0.22	)		(0.35	)		(0.32	)		(0.24	)		—
Net Realized Gains		—			—			(0.15	)		(0.04	)		—			—
Total Distributions		(0.20	)		(0.22	)		(0.50	)		(0.36	)		(0.24	)		—
Net Asset Value, End of Period	$	10.78		$	9.79		$	7.46		$	14.35		$	12.82		$	10.07
Total Return		12.48	%		34.81	%		(45.76	)%(C)		14.83	%		30.06	%		0.70	%(C)
Net Assets, End of Period (thousands)	$	4,866,989		$	3,699,842		$	1,981,049		$	2,342,187		$	851,077		$	121,249
Ratio of Expenses to Average Net Assets		0.40	%		0.41	%		0.41	%(B)		0.41	%		0.48	%		0.49	%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.40	%		0.41	%		0.41	%(B)		0.41	%		0.46	%		0.90	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		2.31	%		2.84	%		3.39	%(B)		2.49	%		2.35	%		1.89	%(B)(E)
Portfolio Turnover Rate		2	%		5	%		4	%(C)		4	%		2	%		0	%(C)

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

See accompanying Notes to Financial Statements.

124

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, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning 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
Income From Investment Operations
Net Investment Income (Loss)(A)		0.28			0.28			0.44			0.43			0.36			0.31			0.22			0.22			0.29			0.27			0.22			0.16
Net Gains (Losses) on Securities (Realized and Unrealized)		2.13			3.91			(9.55	)		2.07			4.02			2.38			(0.18	)		2.39			(4.78	)		(0.52	)		(0.73	)		4.00
Total From Investment Operations		2.41			4.19			(9.11	)		2.50			4.38			2.69			0.04			2.61			(4.49	)		(0.25	)		(0.51	)		4.16
Less Distributions
Net Investment Income		(0.26	)		(0.27	)		(0.45	)		(0.46	)		(0.36	)		(0.29	)		(0.23	)		(0.26	)		(0.29	)		(0.23	)		(0.23	)		(0.18	)
Net Realized Gains		—			—			(1.17	)		(0.67	)		(0.78	)		(0.33	)		—			—			—			—			—			—
Total Distributions		(0.26	)		(0.27	)		(1.62	)		(1.13	)		(1.14	)		(0.62	)		(0.23	)		(0.26	)		(0.29	)		(0.23	)		(0.23	)		(0.18	)
Net Asset Value, End of Period	$	16.14		$	13.99		$	10.07		$	20.80		$	19.43		$	16.19		$	14.13		$	14.32		$	11.97		$	16.75		$	17.23		$	17.97
Total Return		17.61	%		42.34	%		(47.13	)%(C)		13.29	%		28.51	%		19.74	%		0.33	%		22.08	%		(27.16	)%(C)		(1.51	)%		(2.94	)%		30.13	%
Net Assets, End of Period (thousands)	$	5,511,594		$	4,269,864		$	3,084,373		$	5,597,209		$	4,546,071		$	2,725,231		$	114,933		$	114,058		$	133,373		$	199,080		$	168,957		$	169,995
Ratio of Expenses to Average Net Assets (D)		0.56	%		0.57	%		0.55	%(B)		0.55	%		0.56	%		0.64	%		0.57	%		0.59	%		0.58	%(B)		0.56	%		0.61	%		0.68	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.56	%		0.57	%		0.55	%(B)		0.55	%		0.56	%		0.64	%		0.57	%		0.59	%		0.58	%(B)		0.56	%		0.58	%		0.68	%
Ratio of Net Investment Income to Average Net Assets		1.94	%		2.48	%		2.90	%(B)		2.03	%		2.04	%		2.05	%		1.52	%		1.68	%		2.18	%(B)		1.51	%		1.19	%		1.03	%

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

See accompanying Notes to Financial Statements.

125

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, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning 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
Income From Investment Operations
Net Investment Income (Loss)		0.69	(A)		0.50	(A)		0.83	(A)		0.79	(A)		0.64	(A)		0.70			0.50	(A)		0.55	(A)		0.77	(A)		0.78	(A)		0.61	(A)		0.64	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		4.99			8.95			(17.04	)		8.43			4.92			0.54			4.41			5.44			(15.84	)		(0.08	)		9.61			2.15
Total From Investment Operations		5.68			9.45			(16.21	)		9.22			5.56			1.24			4.91			5.99			(15.07	)		0.70			10.22			2.79
Less Distributions
Net Investment Income		(0.63	)		(0.53	)		(0.85	)		(0.75	)		(0.58	)		(0.50	)		(0.50	)		(0.43	)		(0.72	)		(1.03	)		(0.68	)		(0.59	)
Net Realized Gains		—			—			—			—			—			—			—			—			(1.22	)		(1.35	)		(1.22	)		(1.02	)
Return of Capital		—			—			—			—			—			—			—			—			(0.01	)		—			—			—
Total Distributions		(0.63	)		(0.53	)		(0.85	)		(0.75	)		(0.58	)		(0.50	)		(0.50	)		(0.43	)		(1.95	)		(2.38	)		(1.90	)		(1.61	)
Net Asset Value, End of Period	$	25.64		$	20.59		$	11.67		$	28.73		$	20.26		$	15.28		$	24.24		$	19.83		$	14.27		$	31.29		$	32.97		$	24.65
Total Return		28.36	%		84.11	%		(57.94	)%(C)		46.55	%		37.52	%		8.81	%		25.37	%		42.81	%		(50.97	)%(C)		1.94	%		44.15	%		12.35	%
Net Assets, End of Period (thousands)	$	131,511		$	101,853		$	64,044		$	146,307		$	71,537		$	38,927		$	33,751		$	27,863		$	25,883		$	37,139		$	31,808		$	20,578
Ratio of Expenses to Average Net Assets(D)		0.63	%		0.65	%		0.62	%(B)		0.62	%		0.64	%		0.74	%		0.60	%		0.61	%		0.59	%(B)		0.59	%		0.60	%		0.70	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Expenses)(D)		0.61	%		0.65	%		0.61	%(B)		0.59	%		0.64	%		0.86	%		0.64	%		0.70	%		0.65	%(B)		0.62	%		0.67	%		0.89	%
Ratio of Net Investment Income to Average Net Assets		3.14	%		3.53	%		3.85	%(B)		3.13	%		3.68	%		3.89	%		2.39	%		3.62	%		3.41	%(B)		2.28	%		2.20	%		2.70	%

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

See accompanying Notes to Financial Statements.

126

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, 2010			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 Oct. 31, 2010			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	$	15.02		$	10.73		$	22.95		$	20.47		$	15.78		$	14.12		$	5.24		$	4.18		$	9.35		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.27	(A)		0.28	(A)		0.52	(A)		0.40	(A)		0.31	(A)		0.21			0.31	(A)		0.26	(A)		0.34	(A)		0.23	(A)
Net Gains (Losses) on Securities (Realized and Unrealized)		1.89			4.29			(11.32	)		3.00			6.28			2.28			0.58			0.91			(5.08	)		(0.76	)
Total From Investment Operations		2.16			4.57			(10.80	)		3.40			6.59			2.49			0.89			1.17			(4.74	)		(0.53	)
Less Distributions
Net Investment Income		(0.25	)		(0.28	)		(0.45	)		(0.38	)		(0.34	)		(0.30	)		(0.55	)		(0.11	)		(0.43	)		(0.12	)
Net Realized Gains		—			—			(0.96	)		(0.54	)		(1.56	)		(0.53	)		—			—			—			—
Return of Capital		—			—			(0.01	)		—			—			—			—			—			—			—
Total Distributions		(0.25	)		(0.28	)		(1.42	)		(0.92	)		(1.90	)		(0.83	)		(0.55	)		(0.11	)		(0.43	)		(0.12	)
Net Asset Value, End of Period	$	16.93		$	15.02		$	10.73		$	22.95		$	20.47		$	15.78		$	5.58		$	5.24		$	4.18		$	9.35
Total Return		14.85	%		43.12	%		(49.89	)%(C)		16.99	%		46.33	%		18.42	%		18.96	%		29.25	%		(52.85	)%(C)		(5.38	)%(C)
Net Assets, End of Period (thousands)	$	128,106		$	110,926		$	93,988		$	170,909		$	90,261		$	52,061		$	958,554		$	742,329		$	394,480		$	336,840
Ratio of Expenses to Average Net Assets		0.59	%(D)		0.62	%(D)		0.59	%(B)(D)		0.61	%(D)		0.62	%(D)		0.71	%(D)		0.41	%		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)		0.59	%(D)		0.61	%(D)		0.59	%(B)(D)		0.57	%(D)		0.61	%(D)		0.78	%(D)		0.41	%		0.43	%		0.44	%(B)		0.48	%(B)(E)
Ratio of Net Investment Income (Loss) to Average Net Assets		1.78	%(D)		2.39	%		3.04	%(B)		1.70	%		1.78	%		1.77	%		6.42	%		6.40	%		5.20	%(B)		3.50	%(B)(E)
Portfolio Turnover Rate		N/A			N/A			N/A			N/A			N/A			N/A			6	%		5	%		1	%(C)		2	%(C)

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

See accompanying Notes to Financial Statements.

127

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, 2010			Year Ended Oct. 31, 2009			Period June 4, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	6.75		$	6.04		$	10.00		$	14.92		$	10.82		$	22.05		$	21.71		$	17.57		$	15.16
Income From Investment Operations
Net Investment Income (Loss)(A)		0.40			0.19			—			0.24			0.26			0.52			0.46			0.36			0.40
Net Gains (Losses) on Securities (Realized and Unrealized)		1.60			0.62			(3.96	)		1.22			4.14			(9.60	)		1.66			4.95			2.77
Total From Investment Operations		2.00			0.81			(3.96	)		1.46			4.40			(9.08	)		2.12			5.31			3.17
Less Distributions
Net Investment Income		(0.47	)		(0.10	)		—			(0.22	)		(0.24	)		(0.58	)		(0.53	)		(0.38	)		(0.36	)
Net Realized Gains		—			—			—			—			(0.06	)		(1.57	)		(1.25	)		(0.79	)		(0.40	)
Total Distributions		(0.47	)		(0.10	)		—			(0.22	)		(0.30	)		(2.15	)		(1.78	)		(1.17	)		(0.76	)
Net Asset Value, End of Period	$	8.28		$	6.75		$	6.04		$	16.16		$	14.92		$	10.82		$	22.05		$	21.71		$	17.57
Total Return		31.38	%		13.81	%		(39.60	)%(C)		10.01	%		41.42	%		(45.17	)%(C)		10.25	%		31.73	%		21.75	%
Net Assets, End of Period (thousands)	$	695,461		$	432,502		$	90,672		$	7,655,318		$	6,859,957		$	4,799,748		$	8,180,859		$	6,733,067		$	4,128,428
Ratio of Expenses to Average Net Assets		0.41	%(D)		0.47	%(D)		0.54	%(B)(D)(E)		0.70	%		0.71	%		0.69	%(B)		0.69	%		0.70	%		0.75	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.73	%(D)		0.79	%(D)		0.86	%(B)(D)(E)		0.70	%		0.71	%		0.69	%(B)		0.69	%		0.70	%		0.75	%
Ratio of Net Investment Income to Average Net Assets		5.59	%		3.40	%		(0.04	)%(B)(E)		1.57	%		2.19	%		3.22	%(B)		2.03	%		1.85	%		2.44	%
Portfolio Turnover Rate		N/A			N/A			N/A			18	%		22	%		16	%(C)		18	%		14	%		13	%

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

See accompanying Notes to Financial Statements.

128

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, 2010			Year Ended Oct. 31, 2009			Period August 14, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	9.22		$	6.74		$	10.00		$	25.23		$	17.05		$	35.23		$	25.40		$	19.89		$	15.61
Income From Investment Operations
Net Investment Income (Loss) (A)		0.18			0.17			0.06			0.48			0.42			0.70			0.64			0.48			0.58
Net Gains (Losses) on Securities (Realized and Unrealized)		1.05			2.46			(3.32	)		6.07			8.42			(16.85	)		9.88			5.61			4.13
Total From Investment Operations		1.23			2.63			(3.26	)		6.55			8.84			(16.15	)		10.52			6.09			4.71
Less Distributions
Net Investment Income		(0.17	)		(0.15	)		—			(0.46	)		(0.41	)		(0.69	)		(0.53	)		(0.58	)		(0.43	)
Net Realized Gains		—			—			—			(0.42	)		(0.25	)		(1.34	)		(0.16	)		—			—
Total Distributions		(0.17	)		(0.15	)		—			(0.88	)		(0.66	)		(2.03	)		(0.69	)		(0.58	)		(0.43	)
Net Asset Value, End of Period	$	10.28		$	9.22		$	6.74		$	30.90		$	25.23		$	17.05		$	35.23		$	25.40		$	19.89
Total Return		13.62	%		39.52	%		(32.60	)%(C)		26.53	%		53.39	%		(48.37	)%(C)		42.08	%		31.31	%		30.65	%
Net Assets, End of Period (thousands)	$	363,123		$	262,544		$	66,774		$	2,372,498		$	1,966,288		$	1,508,260		$	3,388,442		$	2,344,990		$	1,805,186
Ratio of Expenses to Average Net Assets		0.54	%		0.60	%		0.60	%(B)(E)		0.60	%(D)		0.62	%(D)		0.60	%(B)(D)		0.60	%(D)		0.61	%(D)		0.69	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.53	%		0.59	%		1.15	%(B)(E)		0.60	%(D)		0.62	%(D)		0.60	%(B)(D)		0.60	%(D)		0.61	%(D)		0.69	%(D)
Ratio of Net Investment Income to Average Net Assets		1.91	%		2.31	%		3.01	%(B)(E)		1.76	%		2.15	%		2.59	%(B)		2.12	%		2.13	%		3.28	%
Portfolio Turnover Rate		5	%		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.

129

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Small Cap Portfolio
	Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	17.45		$	9.33		$	23.74		$	17.96		$	13.37		$	11.44
Income From Investment Operations
Net Investment Income (Loss)(A)		0.34			0.26			0.44			0.31			0.30			0.27
Net Gains (Losses) on Securities (Realized and Unrealized)		6.79			8.14			(12.95	)		6.86			4.86			2.37
Total From Investment Operations		7.13			8.40			(12.51	)		7.17			5.16			2.64
Less Distributions
Net Investment Income		(0.32	)		(0.28	)		(0.41	)		(0.26	)		(0.26	)		(0.22	)
Net Realized Gains		—			—			(1.49	)		(1.13	)		(0.31	)		(0.49	)
Total Distributions		(0.32	)		(0.28	)		(1.90	)		(1.39	)		(0.57	)		(0.71	)
Net Asset Value, End of Period	$	24.26		$	17.45		$	9.33		$	23.74		$	17.96		$	13.37
Total Return		41.33	%		91.35	%		(57.00	)%(C)		42.58	%		39.95	%		24.27	%
Net Assets, End of Period (thousands)	$	1,833,038		$	1,133,958		$	547,329		$	1,458,152		$	838,948		$	482,378
Ratio of Expenses to Average Net Assets(D)		0.78	%		0.80	%		0.77	%(B)		0.78	%		0.81	%		0.97	%
Ratio of Net Investment Income to Average Net Assets		1.70	%		2.05	%		2.61	%(B)		1.48	%		1.92	%		2.21	%

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

See accompanying Notes to Financial Statements.

130

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Value Portfolio-Class R2 Shares									Emerging Markets Value Portfolio-Institutional Class Shares
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Jan. 29, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	2.50		$	4.56		$	10.00		$	28.90		$	19.36		$	45.85		$	31.26		$	22.86		$	17.93
Income from Investment Operations
Net Investment Income (Loss)		0.03	(A)		0.03	(A)		0.21	(A)		0.45	(A)		0.38	(A)		0.98	(A)		0.78	(A)		0.60	(A)		0.50
Net Gains (Losses) on Securities (Realized and Unrealized)		0.49			1.14			(4.93	)		8.01			12.41			(25.48	)		14.82			8.65			4.96
Total from Investment Operations		0.52			1.17			(4.72	)		8.46			12.79			(24.50	)		15.60			9.25			5.46
Less Distributions
Net Investment Income		(0.38	)		(0.32	)		(0.72	)		(0.39	)		(0.34	)		(1.00	)		(0.63	)		(0.60	)		(0.44	)
Net Realized Gains		(0.70	)		(2.91	)		—			(0.70	)		(2.91	)		(0.99	)		(0.38	)		(0.25	)		(0.09	)
Total Distributions		(1.08	)		(3.23	)		(0.72	)		(1.09	)		(3.25	)		(1.99	)		(1.01	)		(0.85	)		(0.53	)
Net Asset Value, End of Period	$	1.94		$	2.50		$	4.56		$	36.27		$	28.90		$	19.36		$	45.85		$	31.26		$	22.86
Total Return		29.71	%		78.29	%		(50.51	)%(C)		30.04	%		78.59	%		(55.65	)%(C)		50.98	%		41.55	%		31.06	%
Net Assets, End of Period (thousands)	$	39,668		$	5,082		$	1,799		$	11,542,870		$	7,401,266		$	3,735,580		$	7,485,802		$	4,283,696		$	2,077,480
Ratio of Expenses to Average Net Assets (D)		0.86	%		0.90	%		0.92	%(B)(E)		0.60	%		0.62	%		0.60	%(B)		0.60	%		0.63	%		0.70	%
Ratio of Net Investment Income to Average Net Assets		1.39	%		1.39	%		3.35	%(B)(E)		1.40	%		1.76	%		2.82	%(B)		2.00	%		2.22	%		2.45	%

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

See accompanying Notes to Financial Statements.

131

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Emerging Markets Core Equity Portfolio
	Year Ended Oct. 31, 2010			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	$	16.49		$	9.88		$	21.20		$	15.13		$	11.54		$	10.00
Income From Investment Operations
Net Investment Income (Loss)		0.30	(A)		0.25	(A)		0.43	(A)		0.35	(A)		0.27	(A)		0.10
Net Gains (Losses) on Securities (Realized and Unrealized)		4.81			6.56			(11.27	)		6.10			3.54			1.51
Total From Investment Operations		5.11			6.81			(10.84	)		6.45			3.81			1.61
Less Distributions
Net Investment Income		(0.29	)		(0.20	)		(0.40	)		(0.32	)		(0.22	)		(0.07	)
Net Realized Gains		—			—			(0.08	)		(0.06	)		—			—
Total Distributions		(0.29	)		(0.20	)		(0.48	)		(0.38	)		(0.22	)		(0.07	)
Net Asset Value, End of Period	$	21.31		$	16.49		$	9.88		$	21.20		$	15.13		$	11.54
Total Return		31.30	%		69.47	%		(51.93	)%(C)		43.20	%		33.39	%		16.12	%(C)
Net Assets, End of Period (thousands)	$	4,179,882		$	2,455,035		$	1,155,526		$	1,829,466		$	822,136		$	218,563
Ratio of Expenses to Average Net Assets		0.65	%		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)		0.65	%		0.67	%		0.65	%(B)		0.65	%		0.72	%		1.09	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.63	%		2.03	%		2.62	%(B)		1.87	%		2.02	%		1.79	%(B)(E)
Portfolio Turnover Rate		4	%		6	%		3	%(C)		2	%		6	%		2	%(C)

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

See accompanying Notes to Financial Statements.

132

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-eight operational portfolios, of which twenty-five (the “Portfolios”) are included in this report and the remaining thirty-three are presented in separate reports.

Of the Portfolios, eight invest in one or more series of The DFA Investment Trust Company, one invests in the Dimensional Emerging Markets Value Fund, 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 10/31/10
U.S. Large Cap Value Portfolio	The U.S. Large Cap Value Series		79	%
Japanese Small Company Portfolio	The Japanese Small Company Series		9	%
Asia Pacific Small Company Portfolio	The Asia Pacific Small Company Series		14	%
United Kingdom Small Company Portfolio	The United Kingdom Small Company Series		3	%
Continental Small Company Portfolio	The Continental Small Company Series		6	%
Emerging Markets Portfolio	The Emerging Markets Series		94	%
Emerging Markets Small Cap Portfolio	The Emerging Markets Small Cap Series		97	%
Emerging Markets Value Portfolio	Dimensional Emerging Markets Value Fund		97	%
Fund of Funds
International Small Company Portfolio	The Japanese Small Company Series		91	%
	The Asia Pacific Small Company Series		86	%
	The United Kingdom Small Company Series		97	%
	The Continental Small Company Series		94	%
	The Canadian Small Company Series		100	%
DFA Global Real Estate Securities Portfolio	DFA Real Estate Securities Portfolio		14	%
	DFA International Real Estate Securities Portfolio		32	%

Each feeder fund and fund of funds (collectively, “Feeder Funds) invests primarily in a corresponding master fund(s) (“Master Fund”) as indicated. International Small Company Portfolio and DFA Global Real Estate Securities Portfolio also invest 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, 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, 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, U.S. Targeted Value Portfolio invests directly in securities rather than through the Series and maintains the same investment objective.

133

On January 29, 2008, Class R2 shares of Emerging Markets Value Portfolio commenced operations. 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 (except U.S. Small Cap Value Portfolio, U.S. Micro Cap 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 and Emerging Markets Small Cap Portfolio), contained in this report, had not commenced operations as of October 31, 2010. Class R1 and Class R2 Shares of each Portfolio have 100,000,000 authorized shares.

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.

Effective February 28, 2009, 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 November 1, 2009, Dimensional Emerging Markets Value Fund (“DEM II”), a master fund in a master-feeder structure, elected with the consent of its 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 DEM II is a result of the treatment of a partnership for book purposes. DEM II and the Portfolio will maintain their books and records and present their 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 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)

Securities held by Enhanced U.S. Large Company 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, 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, DFA International Real Estate Securities

134

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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Debt Securities held by Enhanced U.S. Large Company Portfolio, (the “Fixed Income 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. These valuations are classified as Level 2 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over the counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

135

Master Fund shares held by International Small Company Portfolio and 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. These valuations are classified as Level 1 in the hierarchy.

A summary of inputs used to value the Portfolios’ investments 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of Enhanced U.S. Large Company Portfolio and 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. Enhanced U.S. Large Company Portfolio also enters into forward 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 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, Enhanced U.S. Large Company Portfolio does 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 and Enhanced U.S. Large Company 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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the

136

Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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. 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.

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, Emerging Markets Small Cap Portfolio and Emerging Markets Value 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.

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.

Emerging Markets Core Equity Portfolio’s investments in Thailand and the investments in Thailand held by the Master Funds of Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. Emerging Markets Core Equity Portfolio and the Master Funds of Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio each 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. The Advisor receives no additional compensation for the investment advisory services it provides to 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, 2010, 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	%
U.S. Targeted Value Portfolio*	0.10	%

137

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	%
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	%
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	%

For the year ended October 31, 2010, the Feeder Funds’ and Enhanced U.S. Large Company Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Small Cap Portfolio and U.S. Micro Cap 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:

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	%
Emerging Markets Value Portfolio	0.40	%

* Effective March 30, 2007, U.S. Targeted Value Portfolio, and on February 28, 2009, Enhanced U.S. Large Company Portfolio, U.S. Small Cap Value Portfolio, U.S. Small Cap Portfolio and U.S. Micro Cap Portfolio no longer invest substantially all of their assets in their respective Series. Instead, the Portfolios’ assets are managed directly in accordance with the Portfolios’ investment objective and strategies, pursuant to an investment management agreement between the Fund, on behalf of the Portfolios, and Dimensional, which previously was the manager of the Series’ assets. The investment advisory fee paid by the Portfolios are 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, 2011, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2010, 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

138

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. 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%	—	—
International Core Equity Portfolio (2)		0.49%	—	—
International Small Company Portfolio (3)		0.45%	—	—
Japanese Small Company Portfolio (3)		0.47%	—	—
Asia Pacific Small Company Portfolio (3)		0.47%	$25	—
United Kingdom Small Company Portfolio (3)		0.47%	—	$     56
Continental Small Company Portfolio (3)		0.47%	—	—
DFA International Real Estate Securities Portfolio (2)		0.65%	—	—
DFA Global Real Estate Securities Portfolio (4)		0.55%	—	2,580
International Vector Equity Portfolio (2)		0.60%	28	—
Emerging Markets Core Equity Portfolio (2)		0.85%	—	—
Class R1 Shares
U.S. Targeted Value Portfolio (5)		0.62%	—	—
Class R2 Shares
U.S. Targeted Value Portfolio (6)		0.77%	—	—
Emerging Markets Value Portfolio (7)		0.96%	—	—

(1) The Advisor has contractually agreed to waive its administration fee and advisory fee and to assume the Portfolio’s direct and indirect expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) (“Portfolios 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.

(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 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

139

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.

(4) The Advisor has 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 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 advisory fee to the extent necessary to limit the total advisory fees paid by the Portfolio to the Advisor directly and indirectly (the proportionate share of the advisory 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.

(5) 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.

(6) 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.

(7) The Advisor has contractually agreed to assume the Portfolio’s direct expenses (excluding administration fees and custodian fees) to the extent necessary to limit the 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 annualized expenses of the Portfolio are less than the rate listed above, 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, 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, 2010, the total related amounts paid by the Fund to the CCO were $211 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statement of Operations.

140

D. Deferred Compensation:

At October 31, 2010, 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):

Enhanced U.S. Large Company Portfolio	$	5
U.S. Large Cap Value Portfolio		168
U.S. Targeted Value Portfolio		40
U.S. Small Cap Value Portfolio		165
U.S. Core Equity 1 Portfolio		54
U.S. Core Equity 2 Portfolio		100
U.S. Vector Equity Portfolio		32
U.S. Small Cap Portfolio		71
U.S. Micro Cap Portfolio		84
DFA Real Estate Securities Portfolio		53
Large Cap International Portfolio		38
International Core Equity Portfolio		94
International Small Company Portfolio		113
Japanese Small Company Portfolio		4
Asia Pacific Small Company Portfolio		2
United Kingdom Small Company Portfolio		1
Continental Small Company Portfolio		3
DFA International Real Estate Securities Portfolio		17
DFA Global Real Estate Securities Portfolio		8
DFA International Small Cap Value Portfolio		181
International Vector Equity Portfolio		6
Emerging Markets Portfolio		53
Emerging Markets Small Cap Portfolio		27
Emerging Markets Value Portfolio		179
Emerging Markets Core Equity Portfolio		62

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, 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	$	23,295	$	15,906	$	96,586	$	85,229
U.S. Targeted Value Portfolio		—		—		743,256		385,651
U.S. Small Cap Value Portfolio		—		—		1,179,085		1,604,481
U.S. Core Equity 1 Portfolio		—		—		500,472		104,767
U.S. Core Equity 2 Portfolio		—		—		679,494		291,591
U.S. Vector Equity Portfolio		—		—		249,878		147,332
U.S. Small Cap Portfolio		—		—		721,110		569,730
U.S. Micro Cap Portfolio		—		—		272,933		670,280
DFA Real Estate Securities Portfolio		—		—		55,110		134,927
Large Cap International Portfolio		—		—		226,664		94,622
International Core Equity Portfolio		—		—		816,395		79,373
DFA International Real Estate Securities Portfolio		—		—		157,052		46,998
DFA International Small Cap Value Portfolio		—		—		1,459,275		1,247,603
International Vector Equity Portfolio		—		—		80,705		16,080
Emerging Markets Core Equity Portfolio		—		—		1,018,104		135,723

141

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, 2010, primarily attributable to net realized gains on securities 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)
Enhanced U.S. Large Company Portfolio		—		$	(15	)	$	15
U.S. Large Cap Value Portfolio		—			—			—
U.S. Targeted Value Portfolio	$	30			(200	)		170
U.S. Small Cap Value Portfolio		55,514			(388	)		(55,126	)
U.S. Core Equity 1 Portfolio		—			(16	)		16
U.S. Core Equity 2 Portfolio		—			(42	)		42
U.S. Vector Equity Portfolio		—			(24	)		24
U.S. Small Cap Portfolio		(104	)		(144	)		248
U.S. Micro Cap Portfolio		—			(258	)		258
DFA Real Estate Securities Portfolio		—			4			(4	)
Large Cap International Portfolio		—			383			(383	)
International Core Equity Portfolio		(13	)		971			(958	)
International Small Company Portfolio		(8,877	)		11,998			(3,121	)
Japanese Small Company Portfolio		(4,574	)		81			4,493
Asia Pacific Small Company Portfolio		(259	)		100			159
United Kingdom Small Company Portfolio		(74	)		33			41
Continental Small Company Portfolio		(195	)		476			(281	)
DFA International Real Estate Securities Portfolio		136			790			(926	)
DFA Global Real Estate Securities Portfolio		101			(101	)		—
DFA International Small Cap Value Portfolio		13,148			16,536			(29,684	)
International Vector Equity Portfolio		207			(62	)		(145	)
Emerging Markets Portfolio		15,558			(2,642	)		(12,916	)
Emerging Markets Small Cap Portfolio		2,294			(295	)		(1,999	)
Emerging Markets Value Portfolio		48,632			(11,121	)		(37,511	)
Emerging Markets Core Equity Portfolio		—			(776	)		776

142

The tax character of dividends and distributions declared and paid during the year ended October 31, 2009 and the year ended October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term   Capital Gains		Long-Term   Capital Gains		Total
Enhanced U.S. Large Company Portfolio
2009	$	19,564		—	$	19,564
2010		1,589		—		1,589
U.S. Large Cap Value Portfolio
2009		130,238		—		130,238
2010		116,599		—		116,599
U.S. Targeted Value Portfolio
2009		14,179		—		14,179
2010		12,576	$	7		12,583
U.S. Small Cap Value Portfolio
2009		69,882		—		69,882
2010		25,747		—		25,747
U.S. Core Equity 1 Portfolio
2009		31,598		—		31,598
2010		31,326		—		31,326
U.S. Core Equity 2 Portfolio
2009		55,009		—		55,009
2010		53,941		—		53,941
U.S. Vector Equity Portfolio
2009		16,454		—		16,454
2010		14,799		—		14,799
U.S. Small Cap Portfolio
2009		26,412		—		26,412
2010		21,528		—		21,528
U.S. Micro Cap Portfolio
2009		57,816		—		57,816
2010		17,526		—		17,526
DFA Real Estate Securities Portfolio
2009		95,934		—		95,934
2010		70,908		—		70,908
Large Cap International Portfolio
2009		32,286		—		32,286
2010		40,390		—		40,390
International Core Equity Portfolio
2009		77,469		—		77,469
2010		83,173		—		83,173

143

	Net Investment Income and Short-Term   Capital Gains		Long-Term   Capital Gains		Total
International Small Company Portfolio
2009	$	81,118		—	$	81,118
2010		84,604		—		84,604
Japanese Small Company Portfolio
2009		2,426		—		2,426
2010		1,845		—		1,845
Asia Pacific Small Company Portfolio
2009		2,724		—		2,724
2010		3,162		—		3,162
United Kingdom Small Company Portfolio
2009		658		—		658
2010		694		—		694
Continental Small Company Portfolio
2009		2,087		—		2,087
2010		1,863		—		1,863
DFA International Real Estate Securities Portfolio
2009		11,227		—		11,227
2010		79,025		—		79,025
DFA Global Real Estate Securities Portfolio
2009		2,370		—		2,370
2010		30,971		—		30,971
DFA International Small Cap Value Portfolio
2009		108,717	$	25,188		133,905
2010		108,095		6,990		115,085
International Vector Equity Portfolio
2009		3,671		—		3,671
2010		5,534		54		5,588
Emerging Markets Portfolio
2009		36,673		23,932		60,605
2010		40,081		42,220		82,301
Emerging Markets Small Cap Portfolio
2009		16,832		—		16,832
2010		22,951		1,637		24,588
Emerging Markets Value Portfolio
2009		114,611		518,510		633,121
2010		190,697		142,234		332,931

144

	Net Investment Income and Short-Term   Capital Gains		Long-Term   Capital Gains		Total
Emerging Markets Core Equity Portfolio
2009	$	29,028		—	$	29,028
2010		48,768		—		48,768

At October 31, 2010, 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):

	Net Investment Income and Short-Term   Capital Gains		Long-Term   Capital Gains		Total
U.S. Targeted Value Portfolio	$	22	$	7	$	29
DFA International Real Estate Securities Portfolio		162		—		162
DFA Global Real Estate Securities Portfolio		101		—		101
DFA International Small Cap Value Portfolio		6,406		6,990		13,396
International Vector Equity Portfolio		154		54		208
Emerging Markets Portfolio		3,182		12,406		15,588
Emerging Markets Small Cap Portfolio		657		1,637		2,294
Emerging Markets Value Portfolio		10,256		25,596		35,852

At October 31, 2010, 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)
Enhanced U.S. Large Company Portfolio	$	60		—	$	(83,155	)	$	(83,095	)
U.S. Large Cap Value Portfolio		17,615		—		(1,943,065	)		(1,925,450	)
U.S. Targeted Value Portfolio		2,337	$	4,739		—			7,076
U.S. Small Cap Value Portfolio		3,841		—		(111,515	)		(107,674	)
U.S. Core Equity 1 Portfolio		6,246		—		(81,149	)		(74,903	)
U.S. Core Equity 2 Portfolio		12,077		—		(84,843	)		(72,766	)
U.S. Vector Equity Portfolio		2,999		—		(83,542	)		(80,543	)
U.S. Small Cap Portfolio		4,727		—		(202,569	)		(197,842	)
U.S. Micro Cap Portfolio		3,313		—		(269,190	)		(265,877	)
DFA Real Estate Securities Portfolio		13,051		—		(190,348	)		(177,297	)
Large Cap International Portfolio		6,285		—		(168,708	)		(162,423	)
International Core Equity Portfolio		23,835		—		(79,551	)		(55,716	)
International Small Company Portfolio		62,669		—		(75,782	)		(13,113	)
Japanese Small Company Portfolio		746		—		(86,440	)		(85,694	)
Asia Pacific Small Company Portfolio		4,232		—		(33,364	)		(29,132	)
United Kingdom Small Company Portfolio		216		—		(2,879	)		(2,663	)
Continental Small Company Portfolio		655		—		(29,435	)		(28,780	)

145

	Undistributed Net Investment Income and Short-Term Capital Gains		Undistributed Long-Term Capital Gains		Capital Loss Carryforward			Total Net Distributable Earnings (Accumulated     Losses)
DFA International Real Estate Securities Portfolio	$	99,500		—	$	(86,757	)	$	12,743
DFA Global Real Estate Securities Portfolio		5,020		—		(2,755	)		2,265
DFA International Small Cap Value Portfolio		52,524	$	138,419		—			190,943
International Vector Equity Portfolio		2,022		2,417		—			4,439
Emerging Markets Portfolio		3,780		136,068		—			139,848
Emerging Markets Small Cap Portfolio		3,840		58,346		—			62,186
Emerging Markets Value Portfolio		82,579		479,238		—			561,817
Emerging Markets Core Equity Portfolio		9,681		—		(53,657	)		(43,976	)

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, 2010, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

	2011		2012		2013		2014		2015		2016		2017		2018		Total
Enhanced U.S. Large Company Portfolio		—		—		—		—		—	$	83,155		—		—	$	83,155
U.S. Large Cap Value Portfolio		—		—		—		—		—		—	$	1,943,065		—		1,943,065
U.S. Small Cap Value Portfolio		—		—		—		—		—		—		111,515		—		111,515
U.S. Core Equity 1 Portfolio		—		—		—		—	$	2,284		18,644		60,221		—		81,149
U.S. Core Equity 2 Portfolio		—		—		—		—		5,654		42,181		37,008		—		84,843
U.S. Vector Equity Portfolio		—		—		—		—		—		3,326		80,216		—		83,542
U.S. Small Cap Portfolio		—		—		—		—		—		202,067		502		—		202,569
U.S. Micro Cap Portfolio		—		—		—		—		—		207,930		61,260		—		269,190
DFA Real Estate Securities Portfolio		—		—		—		—		—		82,044		62,969	$	45,335		190,348
Large Cap International Portfolio		—		—		—		—		—		19,004		135,393		14,311		168,708
International Core Equity Portfolio		—		—		—		—		—		—		79,551		—		79,551
International Small Company Portfolio		—		—		—		—		—		—		75,782		—		75,782
Japanese Small Company Portfolio	$	19,912	$	3,801	$	3,055	$	2,451		8,004		23,057		13,952		12,208		86,440
Asia Pacific Small Company Portfolio		501		1,151		907		864		—		21,680		8,261		—		33,364
United Kingdom Small Company Portfolio		—		—		—		—		—		892		1,987		—		2,879
Continental Small Company Portfolio		—		—		—		—		—		16,959		7,224		5,252		29,435
DFA International Real Estate Securities
Portfolio.		—		—		—		—		46		13,446		34,576		38,689		86,757
DFA Global Real Estate Securities Portfolio		—		—		—		—		—		—		—		2,755		2,755
Emerging Markets Core Equity Portfolio		—		—		—		—		—		27,213		26,444		—		53,657

During the year ended October 31, 2010, 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	$	24,806
U.S. Large Cap Value Portfolio		498,328
U.S. Targeted Value Portfolio		82,599
U.S. Small Cap Value Portfolio		462,423
U.S. Core Equity 1 Portfolio		981
U.S. Core Equity 2 Portfolio		9,909
U.S. Vector Equity Portfolio		11,136
U.S. Small Cap Portfolio		178,052
U.S. Micro Cap Portfolio		245,602
International Core Equity Portfolio		18,702
International Small Company Portfolio		155,578

146

Asia Pacific Small Company Portfolio	$	5,335
United Kingdom Small Company Portfolio		129
DFA International Small Cap Value Portfolio		32,601
International Vector Equity Portfolio		3,383
Emerging Markets Small Cap Portfolio		37,102
Emerging Markets Core Equity Portfolio		35,738

For the year ended October 31, 2010, Japanese Small Company Portfolio had capital loss carryforward expirations of $4,453 (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, 2010, 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, 2010, 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	$	1,994		—
International Core Equity Portfolio		6,636	$	660
International Small Company Portfolio		30,541		9,481
Japanese Small Company Portfolio		109		3
Asia Pacific Small Company Portfolio		3,577		44
United Kingdom Small Company Portfolio		12		—
Continental Small Company Portfolio		54		425
DFA International Real Estate Securities Portfolio		102,024		688
DFA International Small Cap Value Portfolio		14,397		19,367
International Vector Equity Portfolio		929		15
Emerging Markets Portfolio		434		—
Emerging Markets Small Cap Portfolio		590		285
Emerging Markets Value Portfolio		292		4
Emerging Markets Core Equity Portfolio		1,040		—

At October 31, 2010, 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)
Enhanced U.S. Large Company Portfolio	$	154,182	$	2,047	$	(30	)	$	2,017
U.S. Large Cap Value Portfolio		5,483,240		1,526,241		(87,376	)		1,438,865
U.S. Targeted Value Portfolio		2,379,587		397,362		(198,641	)		198,721
U.S. Small Cap Value Portfolio		7,688,064		1,414,262		(1,274,498	)		139,764
U.S. Core Equity 1 Portfolio		3,024,394		436,878		(260,177	)		176,701
U.S. Core Equity 2 Portfolio		5,454,505		762,296		(658,577	)		103,719
U.S. Vector Equity Portfolio		1,719,330		256,530		(228,507	)		28,023
U.S. Small Cap Portfolio		3,793,567		894,348		(443,835	)		450,513
U.S. Micro Cap Portfolio		3,320,517		990,714		(691,013	)		299,701

147

	Federal Tax Cost		Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)
DFA Real Estate Securities Portfolio	$	2,975,169	$	665,318	$	(275,967	)	$	389,351
Large Cap International Portfolio		1,690,644		393,842		(189,698	)		204,144
International Core Equity Portfolio		5,630,995		726,505		(675,593	)		50,912
International Small Company Portfolio		5,030,684		1,197,767		(699,918	)		497,849
Japanese Small Company Portfolio		193,623		60,393		(139,032	)		(78,639	)
Asia Pacific Small Company Portfolio		108,755		77,859		(55,057	)		22,802
United Kingdom Small Company Portfolio		30,403		25,800		(22,445	)		3,355
Continental Small Company Portfolio		110,447		79,018		(61,309	)		17,709
DFA International Real Estate Securities
Portfolio		1,287,520		65,211		(252,903	)		(187,692	)
DFA Global Real Estate Securities Portfolio		549,837		166,409		(20,672	)		145,737
DFA International Small Cap Value Portfolio		8,452,705		1,452,205		(1,716,651	)		(264,446	)
International Vector Equity Portfolio		325,612		98,796		(16,840	)		81,956
Emerging Markets Portfolio		1,101,083		1,351,410		(79,114	)		1,272,296
Emerging Markets Small Cap Portfolio		1,181,698		706,692		(54,641	)		652,051
Emerging Markets Value Portfolio		8,453,063		3,270,128		(136,524	)		3,133,604
Emerging Markets Core Equity Portfolio		3,292,932		1,365,544		(129,856	)		1,235,688

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 postions 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.

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

148

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. 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.

On November 1, 2008, The Enhanced U.S. Large Company Series, a master fund in a RIC/RIC master-feeder structure and 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.

Effective November 1, 2009, Dimensional Emerging Markets Value Fund (“DEM II”), a master fund in a master-feeder structure with one RIC feeder (Emerging Markets Value Portfolio) and other direct client investors, 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. DEM II and the Portfolio will maintain their books and records and present their financial statements in accordance with generally accepted accounting principals for investment partnerships. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities on October 31, 2009 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 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 a newly formed partnership. The final tax year end of the master fund was October 31, 2009.

For federal income tax purposes, pursuant to Code §336(a), the master fund recognizes 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 Code §331, each of those shareholders recognizes gain or loss as if it liquidated its investment in the master. Pursuant to Code §334(a), each of these shareholders 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. In regards to the shareholder owning 80% or more of the master fund, pursuant to Code §332(a), the shareholder will not recognize any gain or loss on the deemed liquidation. However, pursuant to Code §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 Code §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. As a result of the transaction, Dimensional Emerging Markets Value Fund recognized a $104,402,506 and ($16,523) capital gain and currency loss respectively, for the tax year ended October 31, 2009.

Certain prior year balances have been reclassified to conform with current year presentation. Such reclassifications impacted the paid-in capital, undistributed net investment income/distributions in excess of net investment income and accumulated net realized gain/loss components of net assets on the statements of assets and liabilities of International Small Company Portfolio and Emerging Markets Value Portfolio. These reclassifications had no impact on net assets, net asset value, the financial highlights or total return.

149

G. Capital Share Transactions:

The capital share transactions by class were as follows (amounts in thousands):

	Year Ended Oct. 31, 2010						Year Ended Oct. 31, 2009
	Amount			Shares			Amount			Shares
U.S. Targeted Value Portfolio
Class R1 Shares
Shares Issued	$	7,401			778		$	7,979			1,266
Shares Issued in Lieu of Cash Distributions		312			35			423			64
Shares Redeemed		(5,936	)		(632	)		(5,207	)		(844	)
Shares Reduced by Reverse Stock Split (Note P)		—			(1,314	)		—			—
Net Increase (Decrease) — Class R1 Shares	$	1,777			(1,133	)	$	3,195			486
Class R2 Shares
Shares Issued	$	5,859			572		$	1,638			210
Shares Issued in Lieu of Cash Distributions		29			3			27			4
Shares Redeemed		(3,559	)		(360	)		(626	)		(85	)
Shares Reduced by Reverse Stock Split (Note P)		—			(159	)		—			—
Net Increase (Decrease) — Class R2 Shares	$	2,329			56		$	1,039			129
Institutional Class Shares
Shares Issued	$	897,844			63,857		$	840,965			86,986
Shares Issued in Lieu of Cash Distributions		11,187			862			13,191			1,374
Shares Redeemed		(512,167	)		(37,960	)		(419,657	)		(43,424	)
Net Increase (Decrease) — Institutional Class Shares	$	396,864			26,759		$	434,499			44,936
Emerging Markets Value Portfolio
Class R2 Shares
Shares Issued	$	34,637			18,214		$	2,967			1,723
Shares Issued in Lieu of Cash Distributions		6,798			3,947			1,574			942
Shares Redeemed		(6,985	)		(3,724	)		(2,169	)		(1,024	)
Net Increase (Decrease) — Class R2 Shares	$	34,450			18,437		$	2,372			1,641
Institutional Class Shares
Shares Issued	$	3,313,583			103,334		$	1,977,785			91,360
Shares Issued in Lieu of Cash Distributions		265,972			8,765			574,904			34,181
Shares Redeemed		(1,555,298	)		(49,938	)		(1,287,040	)		(62,335	)
Net Increase (Decrease) — Institutional Class Shares	$	2,024,257			62,161		$	1,265,649			63,206

150

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). Due to a clerical error at the repurchase trading agent from October 29, 2010 through November 1, 2010, the collateral held by International Core Equity Portfolio was less than the repurchase price. On November 2, 2010, additional collateral was posted and the repurchase agreement was fully collateralized. 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 29, 2010.

2.    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.

3.    Forward Currency Contracts:    Enhanced U.S. Large Company Portfolio may enter into forward currency contracts 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 Portfolio 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, 2010, Enhanced U.S. Large Company Portfolio 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, 2010	Unrealized Foreign Exchange Gain (Loss)
11/12/10	18,272	Canadian Dollar	$ 18,034	$ 17,910	$	124
11/12/10	10,847	Pound Sterling	17,167	17,378		(211	)
11/12/10	9,870	Euro	13,648	13,734		(86	)
			$ 48,849	$ 49,022	$	(173	)

* During the year ended October 31, 2010, the Portfolio’s average cost of forward currency contracts was $(41,128) (in thousands).

151

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.

4.    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, 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, 2010, 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®	12/17/2010	515	$151,886	$10,407

Securities have been segregated as collateral for open futures contracts.

*During the year ended October 31, 2010 the Portfolio’s average notional value of outstanding futures contracts was $153,224 (in thousands).

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, 2010.

The following is a summary of the location of derivatives on the Portfolios’ Statements of Assets and Liabilities as of October 31, 2010:

	Location on the Statements of Assets and Liabilities
Derivative Type	Asset Derivatives	Liability Derivatives
Foreign exchange contracts	Unrealized Gain on	Unrealized Loss on Forward
	Forward Currency Contracts	Currency Contracts
Equity contracts	Receivables: Futures
	Margin Variation

152

The following is a summary of the Portfolios’ derivative instrument holdings categorized by primary risk exposure as of October 31, 2010 (amounts in thousands):

		Asset Derivatives Value
	Total Value at October 31, 2010	Foreign Exchange Contracts	Equity Contracts
Enhanced U.S. Large Company Portfolio	$10,531	$124	$10,407*
		Liability Derivatives Value
	Total Value at October 31, 2010	Foreign Exchange Contracts	Equity Contracts
Enhanced U.S. Large Company Portfolio	$297	$297	—

* 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, 2010 (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, 2010 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
				Foreign
				Exchange			Equity
	Total			Contracts			Contracts
Enhanced U.S. Large Company Portfolio	$	15,133		$	6		$	15,127
U.S. Targeted Value Portfolio*		(256	)		—			(256	)
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Total			Foreign Exchange Contracts			Equity Contracts
Enhanced U.S. Large Company Portfolio	$	8,490		$	(212	)	$	8,702

*As of October 31, 2010, there were no futures contracts outstanding. During the year ended October 31, 2010, the Portfolio had limited activity in futures contracts.

153

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, 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		1.87	%	$	6,228		26	$	8	$	18,056
U.S. Small Cap Value Portfolio		1.93	%		8,960		68		33		30,918
U.S. Vector Equity Portfolio		1.98	%		966		6		—		2,221
U.S. Small Cap Portfolio		1.99	%		10,715		10		6		20,785
U.S. Micro Cap Portfolio		1.98	%		3,162		50		9		15,352
DFA Real Estate Securities Portfolio		1.95	%		2,869		114		18		11,404
DFA Global Real Estate Securities Portfolio		1.92	%		2,567		47		6		17,848

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, 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. Small Cap Value Portfolio		0.90	%	$	903		3		—	$	903
U.S. Core Equity 1 Portfolio		0.94	%		7,563		2		—		8,197
U.S. Micro Cap Portfolio		0.96	%		21		1		—		21
DFA Real Estate Securities Portfolio		0.95	%		266		4		—		271
Large Cap International Portfolio		0.92	%		2,433		14	$	1		6,118
International Small Company Portfolio		0.90	%		5,222		15		2		12,990
DFA International Real Estate
Securities Portfolio		0.89	%		6,293		33		5		22,677
DFA International Small Cap Value Portfolio		0.90	%		7,963		46		9		31,973
International Vector Equity Portfolio		0.95	%		1,512		16		1		4,313
Emerging Markets Core Equity Portfolio		0.93	%		3,739		17		2		15,531

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

154

J. Securities Lending:

As of October 31, 2010, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio received 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 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 their stated investment policies, each Portfolio will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repuchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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 U.S. Targeted Value Portfolio Class R1 and Class R2 Shares and Emerging Markets Value Portfolio 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, 2010, U.S. Small Cap Value Portfolio realized net gains of in-kind redemptions in the amount of $56,505 (amount in thousands).

155

N. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

O. Other:

At October 31, 2010, 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.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
Enhanced U.S. Large Company Portfolio — Institutional Class Shares	3	83%
U.S. Large Cap Value Portfolio — Institutional Class Shares	3	79%
U.S. Targeted Value Portfolio — Class R1 Shares	1	95%
U.S. Targeted Value Portfolio — Class R2 Shares	2	86%
U.S. Targeted Value Portfolio — Institutional Class Shares	2	59%
U.S. Small Cap Value Portfolio — Institutional Class Shares	2	53%
U.S. Core Equity 1 Portfolio — Institutional Class Shares	3	65%
U.S. Core Equity 2 Portfolio — Institutional Class Shares	3	67%
U.S. Vector Equity Portfolio — Institutional Class Shares	4	89%
U.S. Small Cap Portfolio — Institutional Class Shares	3	53%
U.S. Micro Cap Portfolio — Institutional Class Shares	2	58%
DFA Real Estate Securities Portfolio — Institutional Class Shares	3	74%
Large Cap International Portfolio — Institutional Class Shares	2	73%
International Core Equity Portfolio — Institutional Class Shares	3	70%
International Small Company Portfolio — Institutional Class Shares	2	50%
Japanese Small Company Portfolio — Institutional Class Shares	3	68%
Asia Pacific Small Company Portfolio — Institutional Class Shares	3	81%
United Kingdom Small Company Portfolio — Institutional Class Shares	2	89%
Continental Small Company Portfolio — Institutional Class Shares	4	84%
DFA International Real Estate Securities Portfolio — Institutional Class Shares	3	84%
DFA Global Real Estate Securities Portfolio — Institutional Class Shares	2	87%
DFA International Small Cap Value Portfolio — Institutional Class Shares	2	47%
International Vector Equity Portfolio — Institutional Class Shares	3	87%
Emerging Markets Portfolio — Institutional Class Shares	3	66%
Emerging Markets Small Cap Portfolio — Institutional Class Shares	1	29%
Emerging Markets Value Portfolio — Class R2 Shares	1	81%
Emerging Markets Value Portfolio — Institutional Class Shares	2	27%
Emerging Markets Core Equity Portfolio — Institutional Class Shares	2	60%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes

156

that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

P. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

On October 29, 2010, the Board of Directors/Trustees adopted a Plan of Recapitalization of U.S. Targeted Value Portfolio’s Class R1 and Class R2 Shares. On November 19, 2010, a reverse stock split was executed whereby each shareholder of Class R1 Shares received one share for every 1.469 shares held and each shareholder of Class R2 Shares received one share for every 1.394 shares held. The purpose of the reverse split was to reduce the number of Class R1 Shares and Class R2 Shares, thereby increasing the net asset value of each Class R1 Share and Class R2 Share outstanding in order to more closely align the net asset values with the net asset value of U.S. Targeted Value Portfolio’s Institutional Class Shares. The per share data in the financial highlights, capital share activity in the statements of changes in net assets and the outstanding shares and net asset value as of October 31, 2010 in the statement of assets and liabilities have been retroactively restated to reflect the reverse stock splits for the respective Class R1 Shares and Class R2 Shares.

The Board of Directors/Trustees of DFA Investment Dimensions Group Inc. authorized the conversion of the Class R2 Shares of Emerging Markets Value Portfolio to the Class R2A Shares, a new class of shares. The Class R2 Shares of Emerging Markets Value Portfolio ceased to be offered and available for purchase upon the close of business on December 3, 2010. Following the conversion, shareholders and investors purchase and redeem class R2A Shares of the Portfolio.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The U.S. Large Cap Value Series and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The U.S. Large Cap Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to The U.S. Large Cap Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The U.S. Large Cap Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The U.S. Large Cap Value Series’ net asset value at this time. The U.S. Large Cap Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The U.S. Large Cap Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The U.S. Large Cap Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The U.S. Large Cap Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The U.S. Large Cap Value Series will pay or receive, as the case may be, a price based on net asset value of The U.S. Large Cap Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The U.S. Large Cap Value Series as incurred and in a manner similar to any other expense incurred by The U.S. Large Cap Value Series.

157

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 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, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, Large Cap International Portfolio, International 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 Value Portfolio and Emerging Markets Core Equity Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

158

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

159

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010
	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010
Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Gains in emerging markets were higher on average than in developed markets, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

160

12 Months Ended October 31, 2010
	U.S. Dollar Return
MSCI Emerging Markets Index		23.56%
MSCI Emerging Markets Small Cap Index		37.02%
MSCI Emerging Markets Value Index		21.96%
MSCI Emerging Markets Growth Index		25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010
Ten Largest Emerging Markets by Market Cap	Local Currency Return		U.S. Dollar Return
China		11.14%		11.11%
Brazil		11.67%		14.86%
South Korea		18.52%		24.52%
Taiwan		13.20%		20.23%
India		27.64%		34.93%
South Africa		18.71%		33.55%
Russia		19.19%		13.38%
Mexico		25.55%		33.87%
Malaysia		23.94%		35.93%
Indonesia		41.78%		51.50%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, 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 a specific equity index. As of October 31, 2010, the Master Fund held 528 stocks in 23 developed countries. In general, the Master Fund was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2010, total returns were 10.94% for the Portfolio’s Institutional Class shares, 10.60% for the Portfolio’s Class R2 shares, and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Master Fund’s greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Portfolio’s outperformance is due to differences in valuation timing and methodology between the Master Fund and the Index. The Master Fund prices

161

foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Rus-sell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

12 Months Ended October 31, 2010

	U.S. Dollar Return
Russell 2000® Index (small cap companies)		26.57%
Russell Midcap® Index (mid cap companies)		27.73%
Russell 1000® Index (large cap companies)		17.65%
Russell 3000® Value Index		16.41%
Russell 3000® Growth Index		20.32%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72%
Russell 1000® Growth Index (large cap growth companies)	19.66%
Russell Midcap® Value Index (mid cap value companies)	27.50%
Russell Midcap® Growth Index (mid cap growth companies)	28.03%
Russell 2500® Value Index (small/mid cap value companies)	26.89%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76%
Russell 2000® Value Index (small cap value companies)	24.43%
Russell 2000® Growth Index (small cap growth companies)	28.66%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

162

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S. Large Company Portfolio. 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

U. S. Large Company Portfolio

U.S. Large Company Portfolio seeks to approximate the returns of the S&P 500 Index^® by investing 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 cash level for the period was less than 1% of the Portfolio’s assets.

For the 12 months ended October 31, 2010, the total return was 16.47% for the Portfolio and 16.52% for the S&P 500^® Index. Relative to the Index, no single security in the Portfolio added or detracted more than 0.01% in performance. The Portfolio’s underperformance was primarily attributable to fees and expenses assessed to the Portfolio but not the Index.

163

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
DFA International Value Portfolio**
Actual Fund Return
Class R2 Shares	$	1,000.00	$	1,061.40		0.72%		$3.74
Institutional Class Shares	$	1,000.00	$	1,062.70		0.45%		$2.34
Hypothetical 5% Annual Return
Class R2 Shares	$	1,000.00	$	1,021.58		0.72%		$3.67
Institutional Class Shares	$	1,000.00	$	1,022.94		0.45%		$2.29

164

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*	Expenses Paid During Period*
U.S. Large Company Portfolio***
Actual Fund Return	$	1,000.00	$	1,006.90	0.10%	$0.51
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 (Affiliated Investment Company).

*** Effective September 10, 2010, the Portfolio invests directly in securities rather than through The U.S. Large Company Series. 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, 2010 through September 9, 2010 of The U.S. Large Company Series (Affiliated Investment Company).

165

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, 2010. 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 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.

FEEDER FUND

	Affiliated Investment Companies
DFA International Value Portfolio	100.0%

DOMESTIC EQUITY PORTFOLIO

U.S. Large Company Portfolio
Consumer Discretionary	10.6%
Consumer Staples	11.1%
Energy	11.1%
Financials	14.0%
Health Care	11.5%
Industrials	10.7%
Information Technology	19.3%
Materials	3.7%
Real Estate Investment Trusts	1.3%
Telecommunication Services	3.1%
Utilities	3.6%
	100.0%

166

DFA INTERNATIONAL VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of
The DFA Investment Trust Company	$	5,163,849,756
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $4,006,520,351)	$	5,163,849,756

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Affiliated Investment Company	$	5,163,849,756		—		—	$	5,163,849,756

See accompanying Notes to Financial Statements.

167

U.S. LARGE COMPANY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (90.2%)
Consumer Discretionary — (9.6%)
*Amazon.com, Inc.		120,886	$	19,963,114		0.5%
*Comcast Corp. Class A.		959,002		19,736,261		0.5%
#*Ford Motor Co.		1,175,210		16,605,717		0.5%
#*Home Depot, Inc.		569,030		17,571,646		0.5%
*McDonald’s Corp.		363,682		28,283,549		0.8%
Walt Disney Co. (The)		653,534		23,599,113		0.6%
Other Securities				263,105,250		7.1%
Total Consumer Discretionary				388,864,650		10.5%
Consumer Staples — (10.1%)
Altria Group, Inc.		712,088		18,101,277		0.5%
Coca-Cola Co. (The)		789,139		48,390,003		1.3%
Kraft Foods, Inc.		595,941		19,231,016		0.5%
*PepsiCo, Inc.		543,619		35,498,321		0.9%
Philip Morris International, Inc.		626,288		36,637,848		1.0%
*Procter & Gamble Co. (The)		969,903		61,656,734		1.7%
*Wal-Mart Stores, Inc.		683,431		37,021,457		1.0%
Other Securities				152,042,306		4.1%
Total Consumer Staples				408,578,962		11.0%
Energy — (10.0%)
*Chevron Corp.		687,017		56,754,474		1.5%
*ConocoPhillips		506,863		30,107,662		0.8%
*Exxon Mobil Corp.		1,739,862		115,648,627		3.1%
Occidental Petroleum Corp.		277,542		21,823,127		0.6%
*Schlumberger, Ltd.		466,881		32,630,313		0.9%
Other Securities				149,025,047		4.0%
Total Energy				405,989,250		10.9%
Financials — (12.6%)
*Bank of America Corp.		3,428,552		39,222,635		1.1%
*Berkshire Hathaway, Inc.		591,097		47,027,677		1.3%
*Citigroup, Inc.		8,712,164		36,329,724		1.0%
*Goldman Sachs Group, Inc. (The)		176,184		28,356,815		0.8%
*JPMorgan Chase & Co.		1,354,892		50,984,586		1.4%
U.S. BanCorp.		655,091		15,840,100		0.4%
*Wells Fargo & Co.		1,788,254		46,637,664		1.2%
Other Securities				247,090,213		6.6%
Total Financials				511,489,414		13.8%
Health Care — (10.3%)
*Abbott Laboratories		527,592		27,076,021		0.8%
*Amgen, Inc.		327,508		18,730,183		0.5%
Bristol-Myers Squibb Co.		585,958		15,762,270		0.4%
*Johnson & Johnson		941,189		59,925,504		1.6%
Merck & Co., Inc.		1,051,605		38,152,229		1.0%
*Pfizer, Inc.		2,746,669		47,792,041		1.3%
Other Securities				212,476,738		5.7%
Total Health Care				419,914,986		11.3%
Industrials — (9.6%)
*3M Co.		243,676		20,522,393		0.5%
*Boeing Co. (The)		250,013		17,660,918		0.5%
#*Caterpillar, Inc.		215,430		16,932,798		0.5%
General Electric Co.		3,653,176		58,523,880		1.6%
*Union Pacific Corp.		170,017		14,907,091		0.4%

168

U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
*United Parcel Service, Inc.		338,519	$	22,795,869		0.6%
*United Technologies Corp.		317,461		23,736,559		0.6%
Other Securities				215,689,335		5.8%
Total Industrials				390,768,843		10.5%
Information Technology — (17.4%)
*Apple, Inc.		312,163		93,920,482		2.5%
*Cisco Sytems, Inc.		1,951,493		44,552,585		1.2%
*Google, Inc.		84,943		52,069,210		1.4%
Hewlett-Packard Co.		774,884		32,591,621		0.9%
*Intel Corp.		1,902,579		38,184,761		1.0%
*International Business Machines Corp.		430,976		61,888,154		1.7%
*Microsoft Corp.		2,602,083		69,319,491		1.9%
*Oracle Corp.		1,322,445		38,879,883		1.0%
*QUALCOMM, Inc.		548,493		24,753,489		0.7%
Other Securities				251,183,243		6.7%
Total Information Technology				707,342,919		19.0%
Materials — (3.4%)
*Freeport-McMoRan Copper & Gold, Inc. Class B		160,746		15,219,431		0.4%
Other Securities				120,929,347		3.3%
Total Materials				136,148,778		3.7%
Real Estate Investment Trusts — (1.2%)
Other Securities				49,213,837		1.3%
Telecommunication Services — (2.8%)
*AT&T, Inc.		2,019,098		57,544,293		1.6%
*Verizon Communications, Inc.		965,894		31,362,578		0.8%
Other Securities				25,458,180		0.7%
Total Telecommunication Services				114,365,051		3.1%
Utilities — (3.2%)
Other Securities				131,922,829		3.6%
TOTAL COMMON STOCKS				3,664,599,519		98.7%
TEMPORARY CASH INVESTMENTS — (1.0%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		41,853,441		41,853,441		1.1%
SECURITIES LENDING COLLATERAL — (8.8%)
§@DFA Short Term Investment Fund		355,223,607		355,223,607		9.6%
TOTAL INVESTMENTS — (100.0%)
(Cost $3,163,040,809)			$	4,061,676,567		109.4%

169

U.S. LARGE COMPANY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	388,864,650		—		—	$	388,864,650
Consumer Staples		408,578,962		—		—		408,578,962
Energy		405,989,250		—		—		405,989,250
Financials		511,489,414		—		—		511,489,414
Health Care		419,914,986		—		—		419,914,986
Industrials		390,768,843		—		—		390,768,843
Information Technology		707,342,919		—		—		707,342,919
Materials		136,148,778		—		—		136,148,778
Real Estate Investment Trusts		49,213,837		—		—		49,213,837
Telecommunication Services		114,365,051		—		—		114,365,051
Utilities		131,922,829		—		—		131,922,829
Temporary Cash Investments		41,853,441		—		—		41,853,441
Securities Lending Collateral		—	$	355,223,607		—		355,223,607
Futures Contracts**		1,447,110		—		—		1,447,110
TOTAL	$	3,707,900,070	$	355,223,607		—	$	4,063,123,677

** Not reflected in the Summary Schedule of Portfolio Holdings, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

170

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

October 31, 2010

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

	DFA International Value Portfolio			U.S. Large Company Portfolio
ASSETS:
Investments in Affiliated Investment Company at Value	$	5,163,850			—
Investments at Value (including $0 and $343,476 of securities on loan, respectively)		—		$	3,664,600
Temporary Cash Investments at Value & Cost		—			41,853
Collateral Received from Securities on Loan at Value & Cost		—			355,224
Cash		—			4,410
Receivables:
Dividends and Interest		—			4,220
Securities Lending Income		—			29
Fund Shares Sold		4,559			1,411
Futures Margin Variation		—			5
Prepaid Expenses and Other Assets		55			58
Total Assets		5,168,464			4,071,810
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			355,224
Affiliated Investment Company Purchased		817			—
Fund Shares Redeemed		3,742			2,703
Due to Advisor		857			188
Accrued Expenses and Other Liabilities		239			722
Total Liabilities		5,655			358,837
NET ASSETS	$	5,162,809		$	3,712,973
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R2 Shares — based on net assets of $4,952 and $0 and shares outstanding of 277,960 and 0, respectively (Note O)	$	17.82			N/A
NUMBER OF SHARES AUTHORIZED		100,000,000			N/A
Institutional Class Shares — based on net assets of $5,157,857 and $3,712,973 and shares outstanding of 289,683,614 and 397,379,701, respectively	$	17.81		$	9.34
NUMBER OF SHARES AUTHORIZED		1,500,000,000			900,000,000
Investment in Affiliated Investment Company at Cost	$	4,006,520		$	—
Investments at Cost	$	—		$	2,765,964
NET ASSETS CONSIST OF:
Paid-In Capital	$	5,083,325		$	3,444,337
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		14,433			9,631
Accumulated Net Realized Gain (Loss)		(1,092,801	)		(641,077	)
Net Unrealized Foreign Exchange Gain (Loss)		522			—
Net Unrealized Appreciation (Depreciation)		1,157,330			900,082
NET ASSETS	$	5,162,809		$	3,712,973

See accompanying Notes to Financial Statements.

171

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	DFA International Value Portfolio*			U.S. Large Company Portfolio**
Investment Income
Dividends (Net of Foreign Taxes Withheld of $11,175 and $0, respectively)	$	123,700		$	44,967
Interest		27			25
Income from Securities Lending		6,128			296
Expenses Allocated from Affiliated Investment Company		(11,008	)		(730	)
Total Investment Income		118,847			44,558
Expenses
Investment Advisory Services Fees		—			127
Administrative Services Fees		9,323			1,076
Accounting & Transfer Agent Fees		79			91
Shareholder Servicing Fees — Class R2 Shares		11			—
S&P 500® Fees		—			17
Custodian Fees		—			10
Filing Fees		147			241
Shareholders’ Reports		115			71
Directors’/Trustees’ Fees & Expenses		45			16
Professional Fees		104			86
Other		43			15
Total Expenses		9,867			1,750
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			(317	)
Net Expenses		9,867			1,433
Net Investment Income (Loss)		108,980			43,125
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—			81
Net Realized Gain (Loss) on:
Investment Securities Sold		255,538			(88,214	)
Futures		—			76
Foreign Currency Transactions		(99	)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		138,488			688,388
Futures		—			(3,735	)
Translation of Foreign Currency Denominated Amounts		342			—
Net Realized and Unrealized Gain (Loss)		394,269			596,596
Net Increase (Decrease) in Net Assets Resulting from Operations	$	503,249		$	639,721

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

** For the period November 1, 2009 through September 9, 2010, 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.

172

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA International Value Portfolio						U.S. Large Company Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct.  31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	108,980		$	106,511		$	43,125		$	17,245
Capital Gain Distributions Received from Investment Securities		—			—			81			—
Net Realized Gain (Loss) on:
Investment Securities Sold		255,538			45,432			(88,214	)		(37,974	)
Futures		—			(824	)		76			12,592
Foreign Currency Transactions		(99	)		2,711			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		138,488			988,043			688,388			73,084
Futures		—			—			(3,735	)		1,948
Translation of Foreign Currency Denominated Amounts		342			172			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		503,249			1,142,045			639,721			66,895
Distributions From:
Net Investment Income:
Class R2 Shares		(249	)		(208	)		—			—
Institutional Class Shares		(107,160	)		(105,492	)		(35,473	)		(18,243	)
Total Distributions		(107,409	)		(105,700	)		(35,473	)		(18,243	)
Capital Share Transactions (1):
Shares Issued		1,032,364			1,077,621			3,071,799			156,796
Shares Issued in Lieu of Cash Distributions		101,479			98,218			30,048			17,318
Shares Redeemed		(808,163	)		(1,124,340	)		(778,811	)		(166,295	)
Net Increase (Decrease) from Capital Share Transactions		325,680			51,499			2,323,036			7,819
Total Increase (Decrease) in Net Assets		721,520			1,087,844			2,927,284			56,471
Net Assets
Beginning of Period		4,441,289			3,353,445			785,689			729,218
End of Period	$	5,162,809		$	4,441,289		$	3,712,973		$	785,689
(1) Shares Issued and Redeemed:
Shares Issued		62,742			85,208			350,368			22,124
Shares Issued in Lieu of Cash Distributions		6,675			7,223			3,492			2,474
Shares Redeemed		(49,142	)		(90,150	)		(52,726	)		(24,057	)
Shares Reduced by Reverse Stock Split (Note O)		(453	)		—			—			—
Net Increase (Decrease) from Shares Issued and Redeemed		19,822			2,281			301,134			541
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	14,433		$	12,961		$	9,631		$	2,126

See accompanying Notes to Financial Statements.

173

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA International Value Portfolio- Class R2 Shares†									DFA International Value Portfolio- Institutional Class Shares
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period April 30, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	17.13		$	13.58		$	26.31		$	16.46		$	12.54		$	25.51		$	22.71		$	17.67		$	15.73
Income from Investment Operations
Net Investment Income (Loss)		0.37	(A)		0.42	(A)		0.66	(A)		0.39	(A)		0.40	(A)		0.74	(A)		0.72	(A)		0.66	(A)		0.48
Net Gains (Losses) on Securities (Realized and Unrealized)		1.29			4.10			(11.73	)		1.34			3.92			(12.44	)		3.09			5.37			1.89
Total from Investment Operations		1.66			4.52			(11.07	)		1.73			4.32			(11.70	)		3.81			6.03			2.37
Less Distributions
Net Investment Income		(0.97	)		(0.97	)		(1.66	)		(0.38	)		(0.40	)		(0.78	)		(0.63	)		(0.65	)		(0.42	)
Net Realized Gains		—			—			—			—			—			(0.49	)		(0.38	)		(0.34	)		(0.01	)
Total Distributions		(0.97	)		(0.97	)		(1.66	)		(0.38	)		(0.40	)		(1.27	)		(1.01	)		(0.99	)		(0.43	)
Net Asset Value, End of Period	$	17.82		$	17.13		$	13.58		$	17.81		$	16.46		$	12.54		$	25.51		$	22.71		$	17.67
Total Return		10.60	%		34.86	%		(44.63	)%(C)		10.94	%		35.11	%		(47.96	)%(C)		17.09	%		35.39	%		15.40	%
Net Assets, End of Period (thousands)	$	4,952		$	3,443		$	3,372		$	5,157,857		$	4,437,846		$	3,350,073		$	6,262,069		$	4,456,059		$	2,518,457
Ratio of Expenses to Average Net Assets (D)		0.72	%		0.74	%		0.73	%(B)(E)		0.45	%		0.46	%		0.44	%(B)		0.44	%		0.44	%		0.48	%
Ratio of Net Investment Income to Average Net Assets		2.11	%		2.96	%		7.47	%(B)(E)		2.34	%		3.00	%		3.86	%(B)		2.89	%		3.25	%		2.86	%

†All per share amounts and net assets values have been adjusted as a result of the reverse stock split on November 19, 2010. (Note O)

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

See accompanying Notes to Financial Statements.

174

DIMENSIONAL INVESTMENT GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Large Company Portfolio
	Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	8.16		$	7.62		$	11.63		$	11.00		$	9.82		$	9.23
Income from Investment Operations
Net Investment Income (Loss)		0.18	(A)		0.18	(A)		0.20	(A)		0.22	(A)		0.19	(A)		0.17
Net Gains (Losses) on Securities (Realized and Unrealized)		1.15			0.55			(3.99	)		0.62			1.18			0.61
Total from Investment Operations		1.33			0.73			(3.79	)		0.84			1.37			0.78
Less Distributions
Net Investment Income		(0.15	)		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)
Total Distributions		(0.15	)		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)
Net Asset Value, End of Period	$	9.34		$	8.16		$	7.62		$	11.63		$	11.00		$	9.82
Total Return		16.47	%		10.07	%		(33.10	)%(C)		7.71	%		14.11	%		8.50	%
Net Assets, End of Period (thousands)	$	3,712,973		$	785,689		$	729,218		$	1,002,142		$	877,405		$	692,595
Ratio of Expenses to Average Net Assets		0.10	%**		0.10	%(D)		0.10	%(B)(D)		0.10	%(D)		0.10	%(D)		0.10	%(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.11	%**		0.13	%(D)		0.11	%(B)(D)		0.11	%(D)		0.11	%(D)		0.14	%(D)
Ratio of Net Investment Income to Average Net Assets		1.99	%		2.53	%		2.10	%(B)		1.90	%		1.90	%		1.82	%
Portfolio Turnover Rate		1	%*		N/A			N/A			N/A			N/A			N/A

* For the period September 10, 2010 through October 31, 2010. Effective September 10, 2010, the Portfolio directly invests in securities rather than through The U.S. Large Company Series.

** Represents the combined ratios for the portfolio and for the period November 1, 2009 through September 9, 2010, its respective pro-rata share of The U.S. Large Company Series.

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

See accompanying Notes to Financial Statements.

175

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 DFA International Value Portfolio and U.S. Large Company Portfolio (the “Portfolios”) are presented in this section of the report. The remaining portfolios are presented in separate reports.

DFA International Value Portfolio (the “Feeder Fund”) primarily invests its assets in The DFA International Value Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2010, DFA International Value Portfolio owned 75% 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 of DFA International Value Portfolio commenced operations on April 30, 2008. As of October 31, 2010, Class R1 shares of DFA International Value Portfolio had 100,000,000 authorized shares and had 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.

On March 1, 2010, the Board of Directors of DFA Investment Dimensions Group Inc. and of Dimensional Investment Group Inc. approved an Agreement and Plan of Reorganization (the “Plan”) which provided that (i) U.S. Large Company Institutional Index Portfolio (the “Acquiring Fund”), a portfolio of Dimensional Investment Group Inc. would acquire substantially all of the assets of U.S. Large Company Portfolio (the “Target Fund”), a portfolio of DFA Investment Dimensions Group Inc. in exchange solely for shares of capital stock of the Acquiring Fund; (ii) the shares of the Acquiring Fund would be distributed to the shareholders of the Target Fund according to their respective interests in the Target Fund; and (iii) the Target Fund would be liquidated and dissolved (the “Reorganization”). In conjunction with completing the Reorganization, the Acquiring Fund would change its name to “U.S. Large Company Portfolio.” The Reorganization took place on May 7, 2010 and the Acquiring Fund changed its name to U.S. Large Company Portfolio effective May 8, 2010.

The purpose of the transaction was to lower fees for the shareholders of the Target Fund and create operating efficiencies from economies of scale.

The Reorganization was accomplished by a tax-free exchange of the following shares on May 7, 2010:

Target Fund	Shares	Acquiring Fund	Shares	Value (in thousands)
U.S. Large Company Portfolio	83,482,168	U.S. Large Company Institutional Index Portfolio	311,973,980	$2,731,987

176

The net assets, including net unrealized appreciation (depreciation) of the Target Fund, immediately before the acquisition were as follows (in thousands):

Target Fund	Net Assets	Unrealized Appreciation (Depreciation)	Acquiring Fund	Net Assets
U.S. Large Company Portfolio	$2,731,987	$315,984	U.S. Large Company Institutional Index Portfolio	$870,696

Assuming the acquisition had been completed on November 1, 2009, U.S. Large Company Portfolio’s result of operations for the year ended October 31, 2010 would have been as follows (in thousands):

Net Investment Income	$	71,681	(a)
Net Realized and Unrealized Gain (Loss) on Investments		501,073	(b)
Net Increase in Net Assets Resulting from Operations	$	572,754

(a) $43,125 as reported in the Statement of Operations, plus $27,799 Net Investment Income from U.S. Large Company Portfolio pre-merger, plus $757 of pro-forma eliminated expenses.

(b) $596,596 as reported in the Statement of Operations, less $95,523 Net Realized and Unrealized Gain (Loss) on Investments from U.S. Large Company Portfolio pre-merger.

Because both U.S. Large Company Portfolio and U.S. Large Company Institutional Index Portfolio sold and redeemed shares throughout the period, it is not practicable to provide pro-forma information on a per-share basis.

Prior to September 10, 2010, U.S. Large Company Portfolio invested substantially all of its assets in shares of The U.S. Large Company Series. At the close of business on September 9, 2010, U.S. Large Company Portfolio received its pro-rata share of cash and securities from The U.S. Large Company Series in a complete liquidation of its interest in the Series. Effective September 10, 2010, U.S. Large Company Portfolio invests directly in securities rather than through the Series and maintains the same investment objective.

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 Portfolios utilize 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)

The DFA International Value Portfolio’s investment reflects its proportionate interest in the net assets of the Series. These valuations are classified as Level 1 in the hierarchy.

177

Securities held by U.S. Large Company Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by U.S. Large Company Portfolio 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, U.S. Large Company Portfolio 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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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 Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

Futures contracts held by the U.S. Large Company Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

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

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

3.     Other:    The Feeder Fund 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

178

of cost of investments or as a realized gain, respectively. The Feeder Fund estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Feeder Fund 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 Feeder Fund. Income, gains and losses, and common expenses of the Feeder 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.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to 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 the Portfolios and the Series. The Advisor receives no additional compensation for the investment advisory services it provides to the Feeder Fund. For the year ended October 31, 2010, the Portfolios’ administrative services fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

DFA International Value Portfolio	0.20	%
U.S. Large Company Portfolio*	0.05	%

For the year ended October 31, 2010, the Portfolio’s investment advisory 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* 0.025 % 

*Effective September 10, 2010, U.S. Large Company Portfolio no longer invests substantially all of its assets in The U.S. Large Company Series. Instead, U.S. Large Company Portfolio’s assets are managed directly in accordance with its investment objective and strategies, pursuant to an investment management agreement between the Fund, on behalf of U.S. Large Company Portfolio, and Dimensional, which previously was the manager of The U.S. Large Company Series’ assets. The investment advisory fee paid by U.S. Large Company Portfolio is identical to the advisory fee that was charged to The U.S. Large Company 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, 2011, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2010, 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). 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.

	Expense Limits			Recovery of Previously Waived Fees/ Expenses Assumed		Previously Waived Fees/ Expenses Assumed Subject to Future Recovery
DFA International Value Portfolio — Class R2 Shares (1)		0.79	%		—		—
U.S. Large Company Portfolio (2)		0.10	%		—	$	642

(1) 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 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

179

any fees previously waived and/or expenses previously assumed to the extent that such recovery will not cause the Portfolio’s Class R2 shares’ annualized expenses to exceed the applicable percentage of average net assets as listed above.

(2) The Advisor has contractually agreed to waive its administration fee and advisory fee and to assume the Portfolio’s direct and indirect expenses (including the expenses the Portfolio has incurred as a shareholder of The U.S. Large Company Series) necessary to reduce the Portfolio’s expenses to the extent that its total direct and indirect expenses exceed 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.

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, 2010, the total related amounts paid by the Fund to the CCO were $29 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2010, 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 follow (amounts in thousands):

DFA International Value Portfolio	$	119
U.S. Large Company Portfolio		194

E. Purchases and Sales of Securities:

For the period September 10, 2010 through October 31, 2010, during which the U.S. Large Company Portfolio invested directly in securities, the Portfolio made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	25,631
Sales		78,269

There were no purchases or sales of long-term U.S. government 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 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, 2010, primarily attributable to distribution of assets and liabilities by a partnership in complete liquidation and the expiration of capital loss carryforwards, were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

180

	Increase (Decrease) Paid-In-Capital		Increase (Decrease) Undistributed Net Investment Income			Increase (Decrease) Accumulated Net Realized Gains (Losses)
DFA International Value Portfolio		—	$	(99	)	$	99
U.S. Large Company Portfolio	$	453,344		(147	)		(453,197	)

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Total
DFA International Value Portfolio
2009	$	105,700		—	$	105,700
2010		107,409		—		107,409
U.S. Large Company Portfolio
2009		18,243		—		18,243
2010		35,473		—		35,473

At October 31, 2010, 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 Caryforward			Total Net Distributable Earnings (Accumulated Losses)
DFA International Value Portfolio	$	14,594	—	$	(1,092,654	)	$	(1,078,060	)
U.S. Large Company Portfolio		9,826	—		(386,326	)		(376,500	)

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, 2010, the Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration date (amounts in thousands):

	Expires on October 31,
	2011		2012		2013		2014		2015		2016		2017		2018		Total
DFA International Value Portfolio		—		—		—		—		—	$	1,092,654		—		—	$	1,092,654
U.S. Large Company Portfolio	$	13,997	$	5,486	$	10,569	$	1,944	$	86,015		100,024	$	87,500	$	80,791		386,326

For the year ended October 31, 2010, DFA International Value Portfolio had utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes of $255,554 (in thousands).

For the year ended October 31, 2010, U.S. Large Company Portfolio had capital loss carryforward expirations of $42,619 (in thousands).

181

At October 31, 2010, 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)
DFA International Value Portfolio	$	4,006,671	$	1,245,128	$	(87,949	)	$	1,157,179
U.S. Large Company Portfolio		3,416,346		1,192,587		(547,256	)		645,331

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 Portfolios’ tax postions and has concluded that no provision for income tax is required in the Portfolios’ financial statements. The Portfolios are 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 Portfolios’ 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.

Certain prior year balances have been reclassified to conform with current year presentations. Such reclassfications impacted the paid-in-capital, undistributed net investment income/distributions in excess of net investment income and accumulated net realized gain/loss components of net assets on the statement of assets and liabilities of U.S. Large Company Portfolio. These reclassifications had no impact on net assets, net asset value, the financial highlights or total return.

G. Capital Share Transactions:

The capital share transactions by class were as follows (amounts in thousands):

	Year Ended Oct. 31,  2010						Year Ended Oct. 31,  2009
	Amount			Shares			Amount			Shares
DFA International Value Portfolio
Class R2 Shares
Shares Issued	$	2,443			375		$	1,393			263
Shares Issued in Lieu of Cash Distributions		249			43			207			38
Shares Redeemed		(1,361	)		(215	)		(2,329	)		(425	)
Shares Reduced by Reverse Stock Split (Note O)		—			(453	)		—			—
Net Increase (Decrease) — Class R2 Shares	$	1,331			(250	)	$	(729	)		(124	)

182

	Year Ended Oct. 31, 2010						Year Ended Oct. 31, 2009
	Amount			Shares			Amount			Shares
Institutional Class Shares
Shares Issued	$	1,029,921			62,367		$	1,076,228			84,945
Shares Issued in Lieu of Cash Distributions		101,230			6,632			98,011			7,185
Shares Redeemed		(806,802	)		(48,927	)		(1,122,011	)		(89,725	)
Net Increase (Decrease) — Institutional Class Shares	$	324,349			20,072		$	52,228			2,405

H. Financial Instruments:

In accordance with U.S. Large Company Portfolio investment objectives and policies, U.S. Large Company Portfolio 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:    U.S. Large Company 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 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 29, 2010.

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:    U.S. Large Company Portfolio 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, U.S. Large Company 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 U.S. Large Company Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, U.S. Large Company Portfolio 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 U.S. Large Company Portfolio could lose more than the initial margin requirements. 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.

183

At October 31, 2010, U.S. Large Company Portfolio had outstanding futues contracts (dollar amounts in thousands):

	Description	Expiration Date	Number of Contracts*	Contract Value	Unrealized Gain (Loss)	Approximate Cash Collateral
U.S. Large Company Portfolio	S&P 500  ®Index	12/17/2010	163	$48,073	$1,447	$4,410

* During the year ended October 31, 2010, U.S. Large Company Portfolio’s average notional value of outstanding futures contracts was $39,922 (in thousands).

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 U.S. Large Company Portfolio’s derivative instrument holdings for the year ended October 31, 2010.

The following is a summary of U.S. Large Company Portfolio’s location and value of derivative instrument holdings on U.S. Large Compnay Portfolio’s Statements of Assets and Liabilities categorized by primary risk exposure as of October 31, 2010 (amounts in thousands):

		Asset Derivatives Value
	Location on the Statements of Assets and Liabilities	Equity Contracts
U.S. Large Company Portfolio	Receivables: Futures Margin Variation		$1,447*

* 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 U.S. Large Company Portfolio’s Statement of Operations for U.S. Large Company Portfolio’s derivative instrument holdings through the year ended October 31, 2010:

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 U.S. Large Company Portfolio’s direct investment in derivative instrument holdings categorized by primary risk exposure for the period September 10, 2010 through October 31, 2010 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
U.S. Large Company Portfolio	$1,012
	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
U.S. Large Company Portfolio	$1,447

184

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 rates agreed upon by the parties at the time of borrowings. 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 21, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

J. Securities Lending:

As of October 31, 2010, U.S. Large Company Portfolio had securities on loan to brokers/dealers, for which the Portfolio receives cash collateral. The Portfolio invests its 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 Portfolio’s 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 Portfolio or, at the option of the lending agent, to replace the securities.

Subject to its stated investment policies, the Portfolio will generally invest its cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. In addition, the 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.

185

K. 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.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

N. Other:

At October 31, 2010, 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 holds shares for the benefit of several other underlying investors.

	Number of Shareholders	Approximate Percentage of Oustanding Shares
DFA International Value Portfolio — Class R2 Shares	3	84%
DFA International Value Portfolio — Institutional Class Shares	2	47%
U.S. Large Company Portfolio	2	66%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

O. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

186

On October 29, 2010, the Board of Directors/Trustees adopted a Plan of Recapitalization of DFA International Value Portfolio’s Class R2 Shares. On November 19, 2010, a reverse stock split was executed whereby each shareholder of Class R2 Shares received one share for every 2.631 shares held. The purpose of the reverse split was to reduce the number of Class R2 Shares, thereby increasing the net asset value of each Class R2 Share outstanding in order to more closely align the net asset value with the net asset value of DFA International Value Portfolio’s Institutional Class Shares. The per share data in the financial highlights, capital share activity in the statements of changes in net assets and the outstanding shares and net asset value as of October 31, 2010 in the statement of assets and liabilities have been retroactively restated to reflect the reverse stock splits for the respective Class R2 Shares.

187

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 schedule of investments/ 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 DFA International Value Portfolio and U.S. Large Company Portfolio (constituting portfolios within Dimensional Investment Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

188

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

189

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

190

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

191

THE DFA INVESTMENT TRUST COMPANY

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the

192

U.S. Large Company Portfolio. 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 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 closely track a specific equity index. As of October 31, 2010, the Series held 211 stocks and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Series’ assets.

For the 12 months ended October 31, 2010, total returns were 19.96% for the Series and 15.72% for the Russell 1000^® Value Index. Relative to the Index, the Series’ higher concentration in securities with the most prominent value characteristics and composition differences among the Series’ value stocks added approximately 4.2% to the relative performance. Differences in allocation and composition between the Series and the Index across the market capitalization segments contributed to the outperformance, particularly the Series’ smaller allocation to the largest stocks and the composition of those stocks which added approximately 2.9% to the relative performance. The Series’ exclusion of REITs had a negative impact of approximately 0.7% relative to the Index as REITs was the best-performing sector over the period.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010
	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Growth Index		6.38%
MSCI World ex USA Value Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010
Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%

193

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency   Return		U.S. Dollar   Return
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Gains in emerging markets were higher on average than in developed markets, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar   Return
MSCI Emerging Markets Index		23.56%
MSCI Emerging Markets Small Cap Index		37.02%
MSCI Emerging Markets Value Index		21.96%
MSCI Emerging Markets Growth Index		25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency     Return	U.S. Dollar   Return
China	11.14%	11.11%
Brazil	11.67%	14.86%
South Korea	18.52%	24.52%
Taiwan	13.20%	20.23%
India	27.64%	34.93%
South Africa	18.71%	33.55%
Russia	19.19%	13.38%
Mexico	25.55%	33.87%
Malaysia	23.94%	35.93%
Indonesia	41.78%	51.50%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

194

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. 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 any specific equity index. As of October 31, 2010, the Series held 528 stocks in 23 developed countries. In general the portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Series’ assets.

For the 12 months ended October 31, 2010, total returns were 11.13% for the Series and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Series’ greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Series’ outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Series prices foreign exchange rates at the closing of U.S. markets, while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets, while the Index uses local market closing prices.

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 a specific equity index. As of October 31, 2010, the Series held 1,333 stocks. In general, the Series was fully invested in equities throughout the year. The average 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 Japanese equity market, rather than the behavior of a limited number of stocks For the 12 months ended October 31, 2010, total returns were 0.72% for the Series and 1.12% for the MSCI Japan Small Cap Index (net dividends). Relative to the Index, the Series’ underperformance was primarily due to its exclusion of REITs, as REITs were the best performing sector over the period. To a lesser extent, compositional differences among the market capitalization segments further detracted from the Series’ relative performance.

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. The investments strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Series held 1,093 stocks, and assets were allocated mainly among four countries: Australia, Hong Kong, New Zealand, and Singapore. Country allocations generally reflect the approximate weights of individual securities within a universe of Asia Pacific small company stocks constructed by the Advisor. In general, the Series was fully invested in equities throughout the year. The average 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 Asia Pacific equity markets rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 28.91% for the Series and 25.77% for the MSCI Pacific ex Japan Small Cap Index (net dividends). The Series’ relative outperformance was primarily attributable to differences in the valuation timing and methodology between the Series and the Index. The Series prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Series utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

195

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 a specific equity index. As of October 31, 2010, the Series held 375 stocks. In general, the Series was fully invested in equities throughout the year. The average 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, 2010, total returns were 25.94% for the Series and 21.61% for the MSCI UK Small Cap Index (net dividends). The Series holds a large number of stocks, and in most cases, no single stock will explain a significant amount of the performance difference relative to the Index. However, during the 12-month period ended October 31, 2010, the Portfolio held two stocks that had a significant positive impact on relative performance. One stock was held at a higher weight than in the Index and the other stock was not present in the Index as it was considered too large for the Index.

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.) and Israel, by purchasing shares in such securities. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Series held 1,405 stocks in 15 developed continental European countries and Israel. Country allocations generally reflect the approximate weights of individual securities within a universe of continental European and Israeli small company stocks constructed by the Advisor. In general, the Series was fully invested in equities throughout the year. The average 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 continental European (excluding the U.K.) and Israeli equity markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 15.37% for the Series and 15.17% for the MSCI Europe ex UK Small Cap Index (net dividends). The Series and the Index held a number of securities in common but in different weights due to different methods for defining size and the Series’ exclusion rules. For the one-year period ended October 31, 2010, overall differences generally offset each other with the end result that the Series slightly outperformed the Index.

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 a specific equity index. As of October 31, 2010, the Series held 410 stocks. In general, the Series was fully invested in equities throughout the year. The average 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, within the Canadian small company universe, the smallest stocks underperformed larger stocks. For the 12 months ended October 31, 2010, total returns were 43.17% for the Series and 46.20% for the MSCI Canada Small Cap Index (net dividends). The Series holds a large number of stocks and in most cases no single stock will explain a significant amount of the performance difference. However, during the 12-month period ended October 31, 2010, the Index held two securities that significantly outperformed and were excluded from the Series, accounting for the majority of the Series’ relative underperformance. These two securities were considered too large to be eligible for the Series.

196

The Emerging Markets Series

The Emerging Markets Series seeks to capture the returns of large cap stocks in selected emerging markets countries. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large cap emerging markets stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Series held 712 stocks in 20 emerging markets countries. In general, the Series was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Series’ assets. The Series’ target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

As a result of the Series’ diversified approach, performance was generally determined by broad structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 27.04% for the Series and 23.56% for the MSCI Emerging Markets Index (net dividends). The Series’ relative outperformance was primarily due to differences in country weight allocations between the Series and the Index. Country weight differences were primarily driven by capping of individual countries to limit single-country risk exposure. To a lesser extent, an additional component of the Series’ outperformance was due to differences in valuation timing and methodology between the Series and the Index. The Series prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Series utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 small company stocks in selected emerging markets, but does not attempt to track a specific equity index. As of October 31, 2010, the Series held 2,691 stocks in 15 emerging markets countries. In general, the Series was fully invested in equities throughout the year: the average cash level for the period was less than 1% of the Series’ assets. The Series’ target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

As a result of the Series’ diversified approach, performance was principally determined by structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 41.96% for the Series and 23.56% for the MSCI Emerging Markets Index (net dividends). The Series’ outperformance was primarily due to emerging markets small cap stocks significantly outperforming their large cap counterparts during the period. The Series holds primarily small cap stocks whereas the Index holds primarily large cap and mid cap stocks. To a lesser extent, an additional component of the Series’ outperformance was due to differences in valuation timing and methodology between the Series and the Index. The Series prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Series utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

197

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
The U.S. Large Cap Value Series
Actual Fund Return	$	1,000.00	$	975.20		0.11%	$	0.55
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.65		0.11%	$	0.56
The DFA International Value Series
Actual Fund Return	$	1,000.00	$	1,063.80		0.24%	$	1.25
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.00		0.24%	$	1.22

198

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
The Japanese Small Company Series
Actual Fund Return	$	1,000.00	$	942.00		0.14%	$	0.69
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.50		0.14%	$	0.71
The Asia Pacific Small Company Series
Actual Fund Return	$	1,000.00	$	1,135.30		0.18%	$	0.97
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.30		0.18%	$	0.92
The United Kingdom Small Company Series
Actual Fund Return	$	1,000.00	$	1,151.00		0.13%	$	0.70
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.55		0.13%	$	0.66
The Continental Small Company Series
Actual Fund Return	$	1,000.00	$	1,096.20		0.17%	$	0.90
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.35		0.17%	$	0.87
The Canadian Small Company Series
Actual Fund Return	$	1,000.00	$	1,097.80		0.15%	$	0.79
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.45		0.15%	$	0.77
The Emerging Markets Series
Actual Fund Return	$	1,000.00	$	1,108.50		0.20%	$	1.06
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.20		0.20%	$	1.02
The Emerging Markets Small Cap Series
Actual Fund Return	$	1,000.00	$	1,183.00		0.33%	$	1.82
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.

199

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, 2010. 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		The DFA International Value Series		The Japanese Small Company Series
Consumer Discretionary	18.2%	Consumer Discretionary	15.8%	Consumer Discretionary	23.7%
Consumer Staples	7.8%	Consumer Staples	6.0%	Consumer Staples	9.8%
Energy	15.5%	Energy	10.1%	Energy	1.1%
Financials	21.4%	Financials	31.6%	Financials	10.4%
Health Care	8.9%	Health Care	1.2%	Health Care	4.5%
Industrials	14.1%	Industrials	10.2%	Industrials	25.9%
Information Technology	3.3%	Information Technology	3.6%	Information Technology	11.2%
Materials	3.4%	Materials	11.7%	Materials	12.7%
Telecommunication Services	6.2%	Other	—	Real Estate Investment Trusts	—
Utilities	1.2%	Telecommunication Services	7.6%	Telecommunication Services	—
		Utilities	2.2%	Utilities	0.7%
	100.0%		100.0%		100.0%

200

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

The Asia Pacific Small Company Series		The United Kingdom Small Company Series		The Continental Small Company Series
Consumer Discretionary	23.3%	Consumer Discretionary	21.6%	Consumer Discretionary	15.3%
Consumer Staples	4.8%	Consumer Staples	4.4%	Consumer Staples	7.0%
Energy	6.1%	Energy	5.0%	Energy	5.3%
Financials	12.6%	Financials	13.5%	Financials	16.6%
Health Care	4.8%	Health Care	3.1%	Health Care	8.5%
Industrials	21.5%	Industrials	30.8%	Industrials	25.2%
Information Technology	4.4%	Information Technology	11.1%	Information Technology	10.0%
Materials	17.0%	Materials	5.6%	Materials	8.7%
Other	—	Other	—	Other	—
Real Estate Investment Trusts	0.1%	Telecommunication Services	2.1%	Real Estate Investment Trusts	—
Telecommunication Services	1.8%	Utilities	2.8%	Telecommunication Services	1.2%
Utilities	3.6%			Utilities	2.2%
	100.0%		100.0%		100.0%
The Canadian Small Company Series		The Emerging Markets Series		The Emerging Markets Small Cap Series
Consumer Discretionary	10.5%	Consumer Discretionary	6.9%	Consumer Discretionary	19.3%
Consumer Staples	2.6%	Consumer Staples	9.3%	Consumer Staples	10.5%
Energy	17.9%	Energy	14.2%	Energy	1.8%
Financials	6.8%	Financials	21.4%	Financials	17.0%
Health Care	4.5%	Health Care	1.0%	Health Care	4.9%
Industrials	9.6%	Industrials	6.7%	Industrials	17.0%
Information Technology	5.6%	Information Technology	13.6%	Information Technology	8.7%
Materials	41.3%	Materials	13.6%	Materials	15.9%
Telecommunication Services	0.3%	Other	—	Other	0.1%
Utilities	0.9%	Real Estate Investment Trusts	—	Real Estate Investment Trusts	—
		Telecommunication Services	9.9%	Telecommunication Services	0.9%
	100.0%	Utilities	3.4%	Utilities	3.9%
			100.0%		100.0%

201

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (90.0%)
Consumer Discretionary — (16.4%)
#*Carnival Corp.		2,792,987	$	120,573,249		1.4%
CBS Corp. Class B		3,870,469		65,527,040		0.7%
#*Comcast Corp. Class A		11,535,742		237,405,570		2.7%
Comcast Corp. Special Class A		3,843,964		74,303,824		0.8%
#*Liberty Media Corp. Interactive Class A		3,585,265		52,918,511		0.6%
#*News Corp. Class A		8,601,307		124,374,899		1.4%
#News Corp. Class B		3,247,295		52,216,504		0.6%
*Time Warner Cable, Inc.		2,004,056		115,974,721		1.3%
*Time Warner, Inc.		6,251,359		203,231,681		2.3%
#Walt Disney Co. (The)		3,195,385		115,385,352		1.3%
Other Securities				436,691,700		5.0%
Total Consumer Discretionary				1,598,603,051		18.1%
Consumer Staples — (7.0%)
*Archer-Daniels-Midland Co.		2,712,432		90,378,234		1.0%
#*CVS Caremark Corp.		6,345,280		191,119,834		2.2%
#Kraft Foods, Inc.		5,204,766		167,957,799		1.9%
Other Securities				236,916,702		2.7%
Total Consumer Staples				686,372,569		7.8%
Energy — (14.0%)
#*Anadarko Petroleum Corp.		2,760,568		169,968,172		1.9%
#Chesapeake Energy Corp.		3,103,882		67,354,239		0.8%
*Chevron Corp.		999,295		82,551,760		0.9%
#*ConocoPhillips		5,935,876		352,591,034		4.0%
Hess Corp.		1,348,669		85,006,607		1.0%
*Marathon Oil Corp.		3,475,819		123,634,882		1.4%
National-Oilwell, Inc.		1,945,893		104,611,208		1.2%
*Valero Energy Corp.		2,637,648		47,345,782		0.5%
Other Securities				333,750,889		3.8%
Total Energy				1,366,814,573		15.5%
Financials — (19.2%)
*Bank of America Corp.		19,776,300		226,240,872		2.6%
#*Capital One Financial Corp.		2,303,387		85,847,234		1.0%
*Citigroup, Inc.		66,697,025		278,126,594		3.1%
CME Group, Inc.		293,931		85,137,114		1.0%
#*Hartford Financial Services Group, Inc.		1,998,882		47,933,190		0.5%
*Loews Corp.		2,592,160		102,338,477		1.2%
#*MetLife, Inc.		4,397,300		177,343,109		2.0%
*Morgan Stanley		2,707,152		67,326,870		0.8%
#*Prudential Financial, Inc.		2,043,858		107,466,054		1.2%
#*SunTrust Banks, Inc.		2,311,090		57,823,472		0.7%
#Travelers Cos., Inc. (The)		1,196,594		66,051,989		0.7%
Other Securities				576,347,243		6.5%
Total Financials				1,877,982,218		21.3%
Health Care — (8.0%)
*Aetna, Inc.		1,935,699		57,799,972		0.7%
*Pfizer, Inc.		10,541,551		183,422,987		2.1%
*Thermo Fisher Scientific, Inc.		1,915,352		98,487,400		1.1%
#UnitedHealth Group, Inc.		2,647,609		95,446,304		1.1%
*WellPoint, Inc.		2,580,122		140,203,829		1.6%
Other Securities				205,647,709		2.3%
Total Health Care				781,008,201		8.9%

202

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (12.7%)
*CSX Corp.		2,287,204	$	140,548,686		1.6%
General Electric Co.		19,264,818		308,622,384		3.5%
*Norfolk Southern Corp.		2,186,220		134,430,668		1.5%
#*Northrop Grumman Corp.		1,926,678		121,785,316		1.4%
*Southwest Airlines Co.		4,316,432		59,394,104		0.7%
*Union Pacific Corp.		2,835,808		248,643,645		2.8%
Other Securities				224,330,398		2.5%
Total Industrials				1,237,755,201		14.0%
Information Technology — (2.9%)
Other Securities				287,523,914		3.3%
Materials — (3.1%)
#*Alcoa, Inc.		5,082,514		66,733,409		0.7%
*International Paper Co.		2,298,491		58,105,852		0.7%
Other Securities				178,601,082		2.0%
Total Materials				303,440,343		3.4%
Telecommunication Services — (5.6%)
*AT&T, Inc.		11,515,790		328,200,015		3.7%
#*CenturyLink, Inc.		1,178,012		48,746,137		0.6%
*Sprint Nextel Corp.		13,734,331		56,585,444		0.6%
*Verizon Communications, Inc.		2,096,010		68,057,445		0.8%
Other Securities				43,693,274		0.5%
Total Telecommunication Services				545,282,315		6.2%
Utilities — (1.1%)
*Public Service Enterprise Group, Inc.		1,668,763		53,984,483		0.6%
Other Securities				51,447,310		0.6%
Total Utilities				105,431,793		1.2%
TOTAL COMMON STOCKS				8,790,214,178		99.7%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		32,140,674		32,140,674		0.3%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (9.7%)
§@DFA Short Term Investment Fund		936,367,625		936,367,625		10.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $4,388,158 FNMA 3.500%, 10/01/20, valued at $4,590,901) to be repurchased at $4,457,270	$	4,457		4,457,185		0.1%
TOTAL SECURITIES LENDING COLLATERAL				940,824,810		10.7%
TOTAL INVESTMENTS — (100.0%)
(Cost $7,923,085,138)			$	9,763,179,662		110.7%

203

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	1,598,603,051		—		—	$	1,598,603,051
Consumer Staples		686,372,569		—		—		686,372,569
Energy		1,366,814,573		—		—		1,366,814,573
Financials		1,877,982,218		—		—		1,877,982,218
Health Care		781,008,201		—		—		781,008,201
Industrials		1,237,755,201		—		—		1,237,755,201
Information Technology		287,523,914		—		—		287,523,914
Materials		303,440,343		—		—		303,440,343
Telecommunication Services		545,282,315		—		—		545,282,315
Utilities		105,431,793		—		—		105,431,793
Temporary Cash Investments		32,140,674		—		—		32,140,674
Securities Lending Collateral		—	$	940,824,810		—		940,824,810
TOTAL	$	8,822,354,852	$	940,824,810		—	$	9,763,179,662

See accompanying Notes to Financial Statements.

204

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (5.0%)
Australia & New Zealand Banking Group, Ltd.		2,206,006	$	53,819,204		0.8%
#National Australia Bank, Ltd.		2,107,947		52,758,343		0.8%
Wesfarmers, Ltd.		2,331,991		75,875,057		1.1%
Other Securities				224,889,210		3.2%
TOTAL AUSTRALIA				407,341,814		5.9%
AUSTRIA — (0.4%)
Other Securities				29,957,894		0.4%
BELGIUM — (0.6%)
Other Securities				46,661,837		0.7%
CANADA — (9.6%)
#Encana Corp.		2,051,015		57,936,800		0.9%
#Sun Life Financial, Inc.		1,367,335		38,691,331		0.6%
#Suncor Energy, Inc.		2,191,586		70,223,581		1.0%
#Talisman Energy, Inc.		2,353,184		42,661,410		0.6%
Teck Resources, Ltd. Class B		1,418,230		63,409,440		0.9%
#Thomson Reuters Corp.		1,832,184		69,971,141		1.0%
#TransCanada Corp.		1,941,948		71,725,837		1.0%
Other Securities				358,917,190		5.2%
TOTAL CANADA				773,536,730		11.2%
DENMARK — (1.3%)
Other Securities				108,243,005		1.6%
FINLAND — (0.8%)
Other Securities				61,678,555		0.9%
FRANCE — (7.0%)
AXA SA		2,818,397		51,399,167		0.8%
BNP Paribas SA		607,569		44,441,191		0.6%
Cie de Saint-Gobain SA		875,747		41,144,800		0.6%
GDF Suez SA		1,019,150		40,722,357		0.6%
Societe Generale Paris SA		1,074,333		64,422,284		0.9%
Vivendi SA		2,798,643		79,971,735		1.2%
Other Securities				244,435,064		3.5%
TOTAL FRANCE				566,536,598		8.2%
GERMANY — (7.9%)
Allianz SE.		481,474		60,300,624		0.9%
Bayerische Motoren Werke AG		915,762		65,634,885		1.0%
*Daimler AG		2,088,586		138,020,977		2.0%
Deutsche Bank AG		987,090		56,862,241		0.8%
Deutsche Telekom AG		2,852,483		41,282,568		0.6%
#Deutsche Telekom AG Sponsored ADR		3,099,741		44,667,268		0.6%
Munchener Rueckversicherungs-Gesellschaft AG		412,644		64,496,557		0.9%
Other Securities				169,733,757		2.5%
TOTAL GERMANY				640,998,877		9.3%
GREECE — (0.1%)
Other Securities				8,298,682		0.1%
HONG KONG — (1.5%)
Hutchison Whampoa, Ltd.		5,621,000		55,586,897		0.8%
Other Securities				65,265,505		0.9%
TOTAL HONG KONG				120,852,402		1.7%

205

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
IRELAND — (0.1%)
Other Securities			$	4,941,532		0.1%
ISRAEL — (0.4%)
Other Securities				29,466,537		0.4%
ITALY — (1.8%)
Intesa Sanpaolo SpA		10,656,633		37,481,113		0.5%
#UniCredit SpA		15,858,749		41,344,820		0.6%
Other Securities				69,762,927		1.0%
TOTAL ITALY				148,588,860		2.1%
JAPAN — (17.3%)
FUJIFILM Holdings Corp.		1,327,000		44,270,853		0.6%
#Nissan Motor Co., Ltd.		4,831,600		42,464,027		0.6%
#Sony Corp. Sponsored ADR		1,801,665		60,968,344		0.9%
#Sumitomo Corp.		3,241,900		41,045,075		0.6%
Other Securities				1,210,511,398		17.5%
TOTAL JAPAN				1,399,259,697		20.2%
MALAYSIA — (0.0%)
Other Securities				—		0.0%
NETHERLANDS — (3.3%)
#ArcelorMittal NV		2,446,831		79,175,937		1.2%
*ING Groep NV		3,356,113		35,906,230		0.5%
Koninklijke Philips Electronics NV		2,087,065		63,660,707		0.9%
Other Securities				84,238,184		1.2%
TOTAL NETHERLANDS				262,981,058		3.8%
NEW ZEALAND — (0.1%)
Other Securities				4,293,061		0.1%
NORWAY — (1.0%)
Other Securities				84,129,497		1.2%
PORTUGAL — (0.1%)
Other Securities				8,195,419		0.1%
SINGAPORE — (1.4%)
Other Securities				109,763,918		1.6%
SPAIN — (2.1%)
#Repsol YPF SA Sponsored ADR		1,432,181		39,657,092		0.6%
Other Securities				130,802,294		1.9%
TOTAL SPAIN				170,459,386		2.5%
SWEDEN — (2.6%)
#Nordea Bank AB		5,498,608		60,543,289		0.9%
Other Securities				150,105,334		2.1%
TOTAL SWEDEN				210,648,623		3.0%
SWITZERLAND — (5.7%)
Compagnie Financiere Richemont SA Series A		897,817		44,781,503		0.6%
Credit Suisse Group AG		1,085,706		44,946,721		0.7%
#Holcim, Ltd. AG		739,477		46,066,677		0.7%
Swiss Reinsurance Co., Ltd. AG		931,611		44,761,229		0.6%
#*UBS AG		3,710,052		63,024,671		0.9%
Zurich Financial Services AG		322,634		78,954,165		1.1%
Other Securities				141,879,887		2.1%
TOTAL SWITZERLAND				464,414,853		6.7%

206

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
UNITED KINGDOM — (15.1%)
Aviva P.L.C.		7,396,866	$	47,172,407		0.7%
#Barclays P.L.C. Sponsored ADR		4,180,831		73,791,667		1.1%
International Power P.L.C.		6,483,180		43,257,401		0.6%
Kingfisher P.L.C.		10,285,817		39,184,977		0.6%
#Royal Dutch Shell P.L.C. ADR		3,170,896		203,952,031		2.9%
Vodafone Group P.L.C.		34,976,333		95,611,963		1.4%
#Vodafone Group P.L.C. Sponsored ADR		8,066,329		221,904,711		3.2%
William Morrison Supermarkets P.L.C.		8,127,143		38,248,483		0.5%
Xstrata P.L.C.		3,843,909		74,469,535		1.1%
Other Securities				384,330,100		5.6%
TOTAL UNITED KINGDOM				1,221,923,275		17.7%
TOTAL COMMON STOCKS				6,883,172,110		99.5%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $21,850,000 FHLMC 4.00%, 12/15/38, valued at $20,355,375) to be repurchased at $19,298,306	$	19,298		19,298,000		0.3%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund		1,175,802,100		1,175,802,100		17.0%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $3,305,966)## to be repurchased at $3,241,202	$	3,241		3,241,143		0.0%
TOTAL SECURITIES LENDING COLLATERAL				1,179,043,243		17.0%
TOTAL INVESTMENTS — (100.0%)
(Cost $6,502,731,182)			$	8,081,513,353		116.8%

207

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	5,383,963	$	401,957,851		—	$	407,341,814
Austria		—		29,957,894		—		29,957,894
Belgium		3,727,334		42,934,503		—		46,661,837
Canada		773,536,730		—		—		773,536,730
Denmark		—		108,243,005		—		108,243,005
Finland		2,054,844		59,623,711		—		61,678,555
France		11,057,872		555,478,726		—		566,536,598
Germany		104,531,048		536,467,829		—		640,998,877
Greece		1,399,460		6,899,222		—		8,298,682
Hong Kong		—		120,852,402		—		120,852,402
Ireland		4,941,532		—		—		4,941,532
Israel		3,608,246		25,858,291		—		29,466,537
Italy		28,604,870		119,983,990		—		148,588,860
Japan		134,121,326		1,265,138,371		—		1,399,259,697
Malaysia		—		—		—		—
Netherlands		17,912,213		245,068,845		—		262,981,058
New Zealand		—		4,293,061		—		4,293,061
Norway		367,187		83,762,310		—		84,129,497
Portugal		—		8,195,419		—		8,195,419
Singapore		—		109,763,918		—		109,763,918
Spain		55,573,325		114,886,061		—		170,459,386
Sweden		10,464,260		200,184,363		—		210,648,623
Switzerland		50,892,561		413,522,292		—		464,414,853
United Kingdom		579,019,350		642,903,925		—		1,221,923,275
Temporary Cash Investments		—		19,298,000		—		19,298,000
Securities Lending Collateral		—		1,179,043,243		—		1,179,043,243
TOTAL	$	1,787,196,121	$	6,294,317,232		—	$	8,081,513,353

See accompanying Notes to Financial Statements.

208

THE JAPANESE SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (20.8%)
Aoyama Trading Co., Ltd.		191,400	$	3,117,117		0.3%
Exedy Corp.		119,000		3,713,418		0.3%
#*Haseko Corp.		3,508,000		3,009,187		0.3%
Kayaba Industry Co., Ltd.		660,000		3,870,694		0.3%
K’s Holdings Corp.		156,927		3,899,809		0.3%
#Nifco, Inc.		162,700		4,093,473		0.3%
Sanrio Co., Ltd.		181,700		3,871,427		0.3%
Shimachu Co., Ltd.		145,700		2,985,858		0.2%
Toyobo Co., Ltd.		2,084,000		3,473,499		0.3%
Other Securities				252,875,512		20.9%
Total Consumer Discretionary				284,909,994		23.5%
Consumer Staples — (8.6%)
#Megmilk Snow Brand Co., Ltd.		178,400		3,151,536		0.2%
Morinaga Milk Industry Co., Ltd.		843,000		3,439,085		0.3%
Other Securities				111,091,940		9.2%
Total Consumer Staples				117,682,561		9.7%
Energy — (0.9%)
Other Securities				12,896,930		1.1%
Financials — (9.1%)
Bank of Okinawa, Ltd. (The)		88,100		3,389,540		0.3%
Century Tokyo Leasing Corp.		260,590		3,759,430		0.3%
Hokkoku Bank, Ltd. (The)		714,000		2,874,405		0.2%
Hyakugo Bank, Ltd. (The)		656,609		2,764,094		0.2%
Kiyo Holdings, Inc.		2,168,900		2,917,101		0.2%
Musashino Bank, Ltd.		105,600		3,066,201		0.3%
Tokai Tokyo Financial Holdings, Inc.		898,000		3,120,888		0.3%
Tokyo Tatemono Co., Ltd.		908,000		3,658,692		0.3%
Other Securities				99,413,439		8.2%
Total Financials				124,963,790		10.3%
Health Care — (3.9%)
Kaken Pharmaceutical Co., Ltd.		335,000		3,670,535		0.3%
#KYORIN Holdings, Inc.		178,000		2,764,121		0.2%
Nihon Kohden Corp.		151,200		2,874,009		0.3%
Nippon Shinyaku Co., Ltd.		229,000		3,248,584		0.3%
Nipro Corp.		180,100		3,671,774		0.3%
#Sawai Pharmaceutical Co., Ltd.		41,500		3,627,965		0.3%
Other Securities				34,031,234		2.8%
Total Health Care				53,888,222		4.5%
Industrials — (22.7%)
#Asahi Diamond Industrial Co., Ltd.		228,000		4,025,736		0.3%
*Duskin Co., Ltd.		184,400		3,241,457		0.3%
#Hitachi Zosen Corp.		2,175,500		3,134,938		0.3%
#Miura Co., Ltd.		131,300		2,967,570		0.2%
*Sankyu, Inc.		717,000		3,006,844		0.3%
Takara Standard Co., Ltd.		483,000		2,970,009		0.2%
Other Securities				291,980,548		24.1%
Total Industrials				311,327,102		25.7%
Information Technology — (9.8%)
#Anritsu Corp.		435,000		2,805,777		0.2%
*Dainippon Screen Manufacturing Co., Ltd.		731,000		4,159,684		0.4%

209

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
Information Technology — (Continued)
Horiba, Ltd.		120,500	$	2,959,345		0.3%
IT Holdings Corp.		262,401		2,897,221		0.2%
#Kakaku.com, Inc.		573		2,765,044		0.2%
Nichicon Corp.		258,800		2,877,646		0.2%
Ryosan Co., Ltd.		122,000		3,004,852		0.3%
Other Securities				112,666,126		9.3%
Total Information Technology				134,135,695		11.1%
Materials — (11.2%)
Adeka Corp.		331,700		3,535,829		0.3%
FP Corp.		58,500		3,229,497		0.3%
#Kureha Corp.		545,500		3,096,346		0.3%
Nihon Parkerizing Co., Ltd.		230,000		3,013,274		0.2%
Nippon Denko Co., Ltd.		372,000		2,756,092		0.2%
Nippon Paint Co., Ltd.		691,200		5,107,460		0.4%
#NOF Corp.		673,000		3,103,136		0.3%
#Pacific Metals Co., Ltd.		341,000		2,835,502		0.2%
#*Taiheiyo Cement Corp.		2,740,000		2,957,582		0.2%
Toagosei Co., Ltd.		897,000		3,933,092		0.3%
Tokai Carbon Co., Ltd.		556,000		3,278,348		0.3%
Other Securities				116,125,372		9.6%
Total Materials				152,971,530		12.6%
Real Estate Investment Trusts — (0.0%)
Other Securities				25,319		0.0%
Telecommunication Services — (0.0%)
Other Securities				481,027		0.0%
Utilities — (0.6%)
#Saibu Gas Co., Ltd.		1,268,000		3,614,327		0.3%
Other Securities				5,093,434		0.4%
Total Utilities				8,707,761		0.7%
TOTAL COMMON STOCKS				1,201,989,931		99.2%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—		0.0%
TOTAL RIGHTS/WARRANTS				—		0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $4,900,000 FNMA 5.50%, 12/01/38,valued at $2,521,716) to be repurchased at $2,483,039	$	2,483		2,483,000		0.2%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.2%)
§@DFA Short Term Investment Fund		165,468,050		165,468,050		13.7%

210

THE JAPANESE SMALL COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,795,227)## to be repurchased at $2,740,469	$	2,740	$	2,740,419		0.2%
TOTAL SECURITIES LENDING COLLATERAL				168,208,469		13.9%
TOTAL INVESTMENTS — (100.0%)
(Cost $1,588,187,054)			$	1,372,681,400		113.3%

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	65,037	$	284,844,957		—	$	284,909,994
Consumer Staples		—		117,682,561		—		117,682,561
Energy		—		12,896,930		—		12,896,930
Financials		—		124,963,790		—		124,963,790
Health Care		—		53,888,222		—		53,888,222
Industrials		1,805,746		309,521,356		—		311,327,102
Information Technology		—		134,135,695		—		134,135,695
Materials		79,110		152,892,420		—		152,971,530
Real Estate Investment Trusts		—		25,319		—		25,319
Telecommunication Services		—		481,027		—		481,027
Utilities		—		8,707,761		—		8,707,761
Rights/Warrants		—		—		—		—
Temporary Cash Investments		—		2,483,000		—		2,483,000
Securities Lending Collateral		—		168,208,469		—		168,208,469
TOTAL	$	1,949,893	$	1,370,731,507		—	$	1,372,681,400

See accompanying Notes to Financial Statements.

211

THE ASIA PACIFIC SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (86.2%)
AUSTRALIA — (51.7%)
Adelaide Brighton, Ltd.		1,781,776	$	6,244,398		0.7	%
*Andean Resources, Ltd.		1,464,837		9,136,669		1.0	%
Ansell, Ltd.		473,632		6,295,905		0.7	%
APA Group, Ltd.		1,702,846		6,518,392		0.7	%
Australian Infrastructure Fund NL		3,018,033		5,854,222		0.6	%
Australian Pharmaceutical Industries, Ltd.		8,248,388		4,170,326		0.5	%
*AWB, Ltd.		3,807,619		5,542,901		0.6	%
Boart Longyear Group		1,686,718		5,985,737		0.6	%
Bradken, Ltd.		589,828		4,743,303		0.5	%
#Campbell Brothers, Ltd.		290,863		10,019,193		1.1	%
Challenger Financial Services Group, Ltd.		1,750,037		7,893,293		0.8	%
#ConnectEast Group, Ltd.		13,951,937		5,936,849		0.6	%
Consolidated Media Holdings, Ltd.		1,225,674		4,026,953		0.4	%
#David Jones, Ltd.		1,447,885		6,744,051		0.7	%
DUET Group, Ltd.		3,300,250		5,624,843		0.6	%
#Flight Centre, Ltd.		192,954		4,317,514		0.5	%
Goodman Fielder, Ltd.		4,757,757		6,917,187		0.7	%
Graincorp, Ltd Series A		634,518		4,678,450		0.5	%
#GUD Holdings, Ltd.		387,740		3,972,190		0.4	%
*Iluka Resources, Ltd.		1,472,781		9,747,906		1.0	%
#IOOF Holdings, Ltd.		950,183		6,692,291		0.7	%
#JB Hi-Fi, Ltd.		379,557		7,396,694		0.8	%
#*Karoon Gas Australia, Ltd.		667,086		6,155,517		0.7	%
#Kingsgate Consolidated, Ltd.		409,970		4,028,563		0.4	%
*Lynas Corp., Ltd.		6,385,207		9,202,825		1.0	%
Monadelphous Group, Ltd.		302,955		4,963,891		0.5	%
*Mount Gibson Iron, Ltd.		2,962,399		5,885,580		0.6	%
Navitas, Ltd.		1,205,167		4,521,704		0.5	%
*Pacific Brands, Ltd.		4,412,120		4,698,942		0.5	%
*PanAust, Ltd.		8,757,197		6,425,678		0.7	%
#Perpetual Trustees Australia, Ltd.		145,492		5,401,823		0.6	%
#*Perseus Mining, Ltd.		1,377,405		4,047,188		0.4	%
Primary Health Care, Ltd.		1,717,450		5,255,394		0.6	%
#Reece Australia, Ltd.		238,457		5,205,510		0.6	%
*Riversdale Mining, Ltd.		816,637		8,595,557		0.9	%
#SAI Global, Ltd.		992,324		4,250,991		0.5	%
#Seek, Ltd.		666,916		4,729,187		0.5	%
*Seven Group Holdings, Ltd.		723,898		5,239,495		0.6	%
Spark Infrastructure Group, Ltd.		4,454,005		4,887,344		0.5	%
*St. Barbara, Ltd.		9,348,675		3,822,176		0.4	%
Super Cheap Auto Group, Ltd.		832,879		5,437,284		0.6	%
#*Ten Network Holdings, Ltd.		3,318,272		4,685,349		0.5	%
Transfield Services, Ltd.		1,322,886		4,492,942		0.5	%
UGL, Ltd.		332,576		4,807,541		0.5	%
#West Australian Newspapers Holdings, Ltd.		756,808		5,306,719		0.6	%
Other Securities				294,878,501		31.5	%
TOTAL AUSTRALIA				555,384,968		59.4	%
HONG KONG — (19.2%)
Giordano International, Ltd.		6,824,000		4,100,503		0.5	%
Pacific Basin Shipping, Ltd.		6,240,000		4,568,892		0.5	%
#Techtronic Industries Co., Ltd.		4,614,000		4,679,234		0.5	%
Other Securities				192,854,699		20.6	%
TOTAL HONG KONG				206,203,328		22.1	%
MALAYSIA — (0.0%)
Other Securities				4,146		0.0	%

212

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
NEW ZEALAND — (5.0%)
Fisher & Paykel Healthcare Corp., Ltd.		2,402,700	$	5,939,087		0.6%
Sky City Entertainment Group, Ltd.		2,560,206		5,904,284		0.6%
Other Securities				41,495,909		4.5%
TOTAL NEW ZEALAND				53,339,280		5.7%
SINGAPORE — (10.3%)
Other Securities				110,662,728		11.8%
TOTAL COMMON STOCKS				925,594,450		99.0%
PREFERRED STOCKS — (0.1%)
AUSTRALIA — (0.1%)
Other Securities				780,533		0.1%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				20,891		0.0%
HONG KONG — (0.0%)
Other Securities				15,765		0.0%
SINGAPORE — (0.0%)
Other Securities				182,728		0.0%
TOTAL RIGHTS/WARRANTS				219,384		0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $80,000 FNMA 3.126%(r), 09/01/40,valued at $82,211) to be repurchased at $77,001	$	77		77,000		0.0%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.7%)
§@DFA Short Term Investment Fund		146,838,427		146,838,427		15.7%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $370,085)## to be repurchased at $362,835	$	363		362,828		0.0%
TOTAL SECURITIES LENDING COLLATERAL				147,201,255		15.7%
TOTAL INVESTMENTS — (100.0%)
(Cost $876,704,734)			$	1,073,872,622		114.8%

213

THE ASIA PACIFIC SMALL COMPANY SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	1,165,043	$	554,219,925		—	$	555,384,968
Hong Kong		405,141		205,798,187		—		206,203,328
Malaysia		—		4,146		—		4,146
New Zealand		—		53,339,280		—		53,339,280
Singapore		791,703		109,871,025		—		110,662,728
Preferred Stocks
Australia		—		780,533		—		780,533
Rights/Warrants
Australia		4,411		16,480		—		20,891
Hong Kong		6,899		8,866		—		15,765
Singapore		178,498		4,230		—		182,728
Temporary Cash Investments		—		77,000		—		77,000
Securities Lending Collateral		—		147,201,255		—		147,201,255
TOTAL	$	2,551,695	$	1,071,320,927		—	$	1,073,872,622

See accompanying Notes to Financial Statements.

214

THE UNITED KINGDOM SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (98.0%)
Consumer Discretionary — (21.1%)
Aegis Group P.L.C.		3,149,142	$	6,347,400		0.6%
Daily Mail & General Trust P.L.C. Series A		939,198		8,093,650		0.8%
GKN P.L.C.		3,830,675		10,884,024		1.0%
*Inchcape P.L.C.		1,428,910		7,985,145		0.8%
Informa P.L.C.		1,449,124		10,132,278		1.0%
*ITV P.L.C.		6,035,176		6,610,726		0.6%
Thomas Cook Group P.L.C.		2,420,264		7,015,506		0.7%
United Business Media P.L.C.		864,643		9,112,387		0.9%
Other Securities				155,308,325		15.0%
Total Consumer Discretionary				221,489,441		21.4%
Consumer Staples — (4.4%)
Britvic P.L.C.		834,762		6,452,199		0.6%
PZ Cussons P.L.C.		1,298,024		8,383,476		0.8%
Tate & Lyle P.L.C.		1,062,662		8,557,114		0.8%
Other Securities				22,240,791		2.2%
Total Consumer Staples				45,633,580		4.4%
Energy — (4.9%)
John Wood Group P.L.C.		1,070,261		7,467,982		0.7%
*Premier Oil P.L.C.		380,328		10,244,418		1.0%
Other Securities				33,232,071		3.2%
Total Energy				50,944,471		4.9%
Financials — (13.2%)
Aberdeen Asset Management P.L.C.		2,558,118		7,286,080		0.7%
Amlin P.L.C.		1,697,546		11,055,901		1.1%
Catlin Group, Ltd. P.L.C.		1,219,427		6,808,962		0.7%
Close Brothers Group P.L.C.		504,375		6,234,621		0.6%
Hiscox, Ltd. P.L.C.		1,517,006		8,610,598		0.8%
IG Group Holdings P.L.C.		1,241,907		10,506,913		1.0%
Other Securities				88,142,014		8.5%
Total Financials				138,645,089		13.4%
Health Care — (3.1%)
SSL International P.L.C.		753,239		13,988,081		1.4%
Other Securities				18,005,851		1.7%
Total Health Care				31,993,932		3.1%
Industrials — (30.2%)
Babcock International Group P.L.C.		1,286,052		11,951,794		1.1%
Balfour Beatty P.L.C.		2,390,347		10,598,680		1.0%
Carillion P.L.C.		1,523,518		8,415,082		0.8%
Charter International P.L.C.		614,873		7,280,103		0.7%
*Cookson Group P.L.C.		963,139		7,951,358		0.8%
Firstgroup P.L.C.		1,591,971		10,410,372		1.0%
Hays P.L.C.		4,753,935		8,419,027		0.8%
Homeserve P.L.C.		1,100,525		7,992,806		0.8%
IMI P.L.C.		1,191,221		15,063,796		1.5%
Intertek Group P.L.C.		539,854		16,045,765		1.5%
Meggitt P.L.C.		2,289,633		12,104,196		1.2%
Melrose P.L.C.		1,598,881		7,213,870		0.7%
Michael Page International P.L.C.		1,235,568		9,325,627		0.9%
Rotork P.L.C.		348,025		9,332,212		0.9%
Spirax-Sarco Engineering P.L.C.		301,608		8,735,351		0.8%
*Travis Perkins P.L.C.		667,086		8,842,161		0.8%

215

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
Industrials — (Continued)
Ultra Electronics Holdings P.L.C.		267,145	$	7,961,510		0.8%
Weir Group P.L.C. (The)		362,747		9,053,724		0.9%
Other Securities				139,720,768		13.5%
Total Industrials				316,418,202		30.5%
Information Technology — (10.9%)
Aveva Group P.L.C.		274,171		6,542,840		0.6%
Halma P.L.C.		1,461,044		7,648,991		0.7%
Logica P.L.C.		5,706,484		11,833,154		1.2%
*Misys P.L.C.		1,833,430		8,254,976		0.8%
Spectris P.L.C.		490,382		8,864,013		0.9%
Other Securities				70,641,956		6.8%
Total Information Technology				113,785,930		11.0%
Materials — (5.5%)
Croda International P.L.C.		484,717		11,168,074		1.1%
Mondi P.L.C.		1,078,021		8,976,093		0.9%
Victrex P.L.C.		321,880		6,661,744		0.6%
Other Securities				30,630,959		2.9%
Total Materials				57,436,870		5.5%
Telecommunication Services — (2.0%)
*Cable & Wireless Communications P.L.C.		8,687,193		7,446,715		0.7%
Other Securities				13,913,823		1.3%
Total Telecommunication Services				21,360,538		2.0%
Utilities — (2.7%)
*Drax Group P.L.C.		1,259,220		7,673,881		0.8%
Northumbrian Water Group P.L.C.		1,699,783		9,642,375		0.9%
Pennon Group P.L.C.		1,133,145		11,308,526		1.1%
Other Securities				194,931		0.0%
Total Utilities				28,819,713		2.8%
TOTAL COMMON STOCKS				1,026,527,766		99.0%
PREFERRED STOCKS — (0.0%)
Consumer Staples — (0.0%)
Other Securities				4,351		0.0%
RIGHTS/WARRANTS — (0.0%)
Other Securities				41,892		0.0%
	Face Amount		Value†
		(000)
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $5,000 FHLMC 5.00%, 10/15/19,valued at $5,656) to be repurchased at $3,000	$	3		3,000		0.0%
	Shares/ Face Amount
		(000)
SECURITIES LENDING COLLATERAL — (2.0%)
§@DFA Short Term Investment Fund		19,629,803		19,629,803		1.9%

216

THE UNITED KINGDOM SMALL COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†		Percentage     of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,711,232)## to be repurchased at $1,677,709	$	1,678	$	1,677,678		0.2%
TOTAL SECURITIES LENDING COLLATERAL				21,307,481		2.1%
TOTAL INVESTMENTS — (100.0%)
(Cost $953,563,812)			$	1,047,884,490		101.1%

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	743,701	$	220,745,740	—	$	221,489,441
Consumer Staples		757,384		44,876,196	—		45,633,580
Energy		—		50,944,471	—		50,944,471
Financials		6,802		138,638,287	—		138,645,089
Health Care		—		31,993,932	—		31,993,932
Industrials		624,113		315,794,089	—		316,418,202
Information Technology		—		113,785,930	—		113,785,930
Materials		—		57,436,870	—		57,436,870
Telecommunication Services		—		21,360,538	—		21,360,538
Utilities		—		28,819,713	—		28,819,713
Preferred Stocks
Consumer Staples		—		4,351	—		4,351
Rights/Warrants		—		41,892	—		41,892
Temporary Cash Investments		—		3,000	—		3,000
Securities Lending Collateral		—		21,307,481	—		21,307,481
TOTAL	$	2,132,000	$	1,045,752,490	—	$	1,047,884,490

See accompanying Notes to Financial Statements.

217

THE CONTINENTAL SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (85.5%)
AUSTRIA — (2.3%)
Andritz AG		116,739	$	8,946,425		0.4%
Other Securities				47,555,943		2.3%
TOTAL AUSTRIA				56,502,368		2.7%
BELGIUM — (3.4%)
Ackermans & van Haaren NV		81,854		7,061,891		0.3%
Bekaert SA		32,765		10,044,157		0.5%
D’Ieteren SA		12,906		7,043,989		0.3%
Other Securities				57,597,781		2.8%
TOTAL BELGIUM				81,747,818		3.9%
DENMARK — (2.5%)
Other Securities				60,941,548		2.9%
FINLAND — (5.7%)
KCI Konecranes Oyj		232,703		9,278,182		0.5%
Kesko Oyj		138,078		6,852,025		0.3%
Other Securities				121,719,940		5.9%
TOTAL FINLAND				137,850,147		6.7%
FRANCE — (11.0%)
Arkema SA		199,362		12,882,495		0.6%
#Bourbon SA		155,755		7,098,282		0.3%
Gemalto NV		149,247		6,801,849		0.3%
#Neopost SA		86,402		7,177,299		0.4%
*Rhodia SA		311,738		8,691,016		0.4%
SEB SA		87,918		8,430,197		0.4%
Societe BIC SA		84,787		7,526,006		0.4%
*Valeo SA		232,962		12,592,625		0.6%
Zodiac Aerospace SA		105,911		7,489,218		0.4%
Other Securities				187,174,892		9.0%
TOTAL FRANCE				265,863,879		12.8%
GERMANY — (12.7%)
*Aareal Bank AG		302,222		7,378,490		0.3%
#Aixtron AG		314,748		10,249,247		0.5%
#Aurubis AG		144,707		7,460,677		0.4%
Bilfinger Berger SE		162,980		11,946,841		0.6%
MTU Aero Engines Holding AG		165,906		10,009,105		0.5%
Rheinmetall AG		111,360		8,031,101		0.4%
Rhoen-Klinikum AG		379,608		8,894,423		0.4%
#*SGL Carbon SE		217,830		8,077,263		0.4%
Software AG		70,053		9,809,297		0.5%
Symrise AG		278,877		8,494,967		0.4%
Wincor Nixdorf AG		112,151		8,204,044		0.4%
Other Securities				207,265,186		10.0%
TOTAL GERMANY				305,820,641		14.8%
GREECE — (2.4%)
Other Securities				57,410,789		2.8%
IRELAND — (2.4%)
DCC P.L.C.		308,989		8,941,049		0.4%
*Dragon Oil P.L.C.		1,347,570		9,665,121		0.5%
Paddy Power P.L.C.		180,573		7,291,136		0.3%

218

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
IRELAND — (Continued)
Other Securities			$	32,432,703		1.6%
TOTAL IRELAND				58,330,009		2.8%
ISRAEL — (2.5%)
Other Securities				59,837,955		2.9%
ITALY — (7.4%)
#Pirelli & Co. SpA		782,291		6,684,015		0.3%
Prysmian SpA		542,696		10,518,765		0.5%
Other Securities				161,636,889		7.8%
TOTAL ITALY				178,839,669		8.6%
NETHERLANDS — (4.9%)
*Crucell NV		230,971		7,476,179		0.4%
#Imtech NV		249,209		8,372,256		0.4%
Nutreco NV		136,273		9,927,338		0.5%
SBM Offshore NV		556,537		11,359,298		0.5%
Other Securities				80,715,939		3.9%
TOTAL NETHERLANDS				117,851,010		5.7%
NORWAY — (2.9%)
#TGS Nopec Geophysical Co. ASA		404,241		7,005,340		0.3%
Other Securities				62,350,129		3.0%
TOTAL NORWAY				69,355,469		3.3%
PORTUGAL — (0.9%)
Other Securities				22,377,327		1.1%
SPAIN — (5.2%)
Ebro Foods SA		312,280		6,867,586		0.3%
Other Securities				119,346,366		5.8%
TOTAL SPAIN				126,213,952		6.1%
SWEDEN — (6.3%)
#Elekta AB Series B		302,500		11,441,870		0.6%
Trelleborg AB Series B		878,565		8,280,093		0.4%
Other Securities				133,282,089		6.4%
TOTAL SWEDEN				153,004,052		7.4%
SWITZERLAND — (13.0%)
Aryzta AG		289,080		12,810,535		0.6%
*Clariant AG		877,755		14,844,717		0.7%
#Galenica Holding AG		17,786		8,595,752		0.4%
*GAM Holding AG		664,563		10,499,380		0.5%
#*Logitech International SA		590,988		11,204,264		0.5%
Nobel Biocare Holding AG		439,153		7,260,518		0.4%
PSP Swiss Property AG		141,111		10,844,983		0.5%
Sulzer AG		76,216		9,279,827		0.5%
Swiss Life Holding AG		66,645		8,155,630		0.4%
#*Temenos Group AG		198,827		6,664,445		0.3%
#Valiant Holding AG		45,484		7,107,562		0.4%
Other Securities				205,411,944		9.9%
TOTAL SWITZERLAND				312,679,557		15.1%
TOTAL COMMON STOCKS				2,064,626,190		99.6%
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
Other Securities				2,777		0.0%

219

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

	Shares	Value††		Percentage   of Net Assets**
BELGIUM — (0.0%)
Other Securities		$	1,158		0.0%
ITALY — (0.0%)
Other Securities			21,088		0.0%
TOTAL RIGHTS/WARRANTS			25,023		0.0%

	Face   Amount	Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $8,480,000 FNMA 5.50%, 12/01/38, valued at $4,364,113) to be repurchased at $4,298,068	$4,298		4,298,000	0.2%

	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.3%)
§@DFA Short Term Investment Fund	339,465,423	339,465,423	16.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $5,121,648)## to be repurchased at $5,021,316	$5,021	5,021,224	0.3%
TOTAL SECURITIES LENDING COLLATERAL		344,486,647	16.7%
TOTAL INVESTMENTS — (100.0%)     (Cost $2,089,127,748)		$2,413,435,860	116.5%

220

THE CONTINENTAL SMALL COMPANY SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Austria	$	107,937	$	56,394,431		—	$	56,502,368
Belgium		12		81,747,806		—		81,747,818
Denmark		74,652		60,866,896		—		60,941,548
Finland		—		137,850,147		—		137,850,147
France		243,069		265,620,810		—		265,863,879
Germany		116,993		305,703,648		—		305,820,641
Greece		249,728		57,161,061		—		57,410,789
Ireland		433,218		57,896,791		—		58,330,009
Israel		4,001,787		55,836,168		—		59,837,955
Italy		—		178,839,669		—		178,839,669
Netherlands		1,759,091		116,091,919		—		117,851,010
Norway		—		69,355,469		—		69,355,469
Portugal		1,012,387		21,364,940		—		22,377,327
Spain		—		126,213,952		—		126,213,952
Sweden		—		153,004,052		—		153,004,052
Switzerland		494,724		312,184,833		—		312,679,557
Rights/Warrants
Austria		—		2,777		—		2,777
Belgium		1,050		108		—		1,158
Italy		9,127		11,961		—		21,088
Temporary Cash Investments		—		4,298,000		—		4,298,000
Securities Lending Collateral		—		344,486,647		—		344,486,647
TOTAL	$	8,503,775	$	2,404,932,085		—	$	2,413,435,860

See accompanying Notes to Financial Statements.

221

THE CANADIAN SMALL COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (79.4%)
Consumer Discretionary — (8.3%)
Astral Media, Inc. Class A		186,347	$	7,472,882		1.1%
Corus Entertainment, Inc. Class B		278,300		6,008,595		0.9%
#Groupe Aeroplan, Inc.		593,776		7,219,161		1.1%
#*Imax Corp.		270,137		5,861,488		0.9%
#Quebecor, Inc. Class B		159,493		5,753,258		0.9%
*RONA, Inc.		442,375		5,638,666		0.9%
Other Securities				31,398,080		4.7%
Total Consumer Discretionary				69,352,130		10.5%
Consumer Staples — (2.0%)
Other Securities				16,936,325		2.6%
Energy — (14.2%)
#*Bankers Petroleum, Ltd.		759,182		5,322,239		0.8%
*Crew Energy, Inc.		268,096		5,183,698		0.8%
#Progress Energy Resources Corp.		387,604		4,115,846		0.6%
ShawCor, Ltd.		209,500		6,445,838		1.0%
Trican Well Service, Ltd.		494,693		8,575,519		1.3%
#*Uranium One, Inc.		1,819,900		7,440,909		1.1%
Other Securities				81,350,490		12.2%
Total Energy				118,434,539		17.8%
Financials — (5.4%)
AGF Management, Ltd. Class B		330,879		5,375,689		0.8%
#Canadian Western Bank		226,200		5,624,504		0.8%
#Home Capital Group, Inc.		113,700		5,354,457		0.8%
#TMX Group, Inc.		194,874		6,481,151		1.0%
Other Securities				22,319,762		3.4%
Total Financials				45,155,563		6.8%
Health Care — (3.6%)
#*MDS, Inc.		464,108		5,196,699		0.8%
*SXC Health Solutions Corp.		184,318		7,196,336		1.1%
#Valeant Pharmaceuticals International, Inc.		302,138		8,359,971		1.2%
Other Securities				9,196,218		1.4%
Total Health Care				29,949,224		4.5%
Industrials — (7.6%)
#CAE, Inc.		358,590		4,022,227		0.6%
IESI-BFC, Ltd.		293,935		6,879,330		1.0%
Russel Metals, Inc.		229,900		4,526,318		0.7%
*Stantec, Inc.		159,195		4,400,144		0.7%
#Superior Plus Corp.		367,830		4,381,934		0.7%
Toromont Industries, Ltd.		262,959		7,495,066		1.1%
Other Securities				32,005,570		4.8%
Total Industrials				63,710,589		9.6%
Information Technology — (4.5%)
*Celestica, Inc.		797,607		6,717,761		1.0%
*MacDonald Dettweiler & Associates, Ltd.		143,020		7,125,058		1.1%
#*Open Text Corp.		135,242		5,983,056		0.9%
Other Securities				17,352,359		2.6%
Total Information Technology				37,178,234		5.6%
Materials — (32.8%)
#Alamos Gold, Inc.		396,920		6,145,080		0.9%

222

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
Materials — (Continued)
#*Consolidated Thompson Iron Mines, Ltd.		656,633	$	6,360,951		1.0%
*Detour Gold Corp.		237,256		6,929,950		1.0%
#*Eastern Platinum, Ltd.		2,845,360		5,189,106		0.8%
#*Equinox Minerals, Ltd.		1,652,990		8,978,885		1.4%
#*Euro Goldfields, Ltd.		494,960		6,687,468		1.0%
#*Golden Star Resources, Ltd.		870,710		4,567,407		0.7%
#HudBay Minerals, Inc.		498,098		7,862,906		1.2%
*Lundin Mining Corp.		1,147,100		7,265,679		1.1%
Methanex Corp.		359,200		10,002,236		1.5%
*New Gold, Inc.		908,957		6,728,724		1.0%
#*Novagold Resources, Inc.		499,855		5,606,767		0.8%
#Pan Amer Silver Corp.		220,900		7,067,327		1.1%
#*Quadra FNX Mining, Ltd.		543,917		7,679,581		1.2%
#*SEMAFO, Inc.		867,985		10,416,841		1.6%
Sherritt International Corp.		888,402		6,907,567		1.0%
#*Silver Standard Resources, Inc.		266,867		6,489,167		1.0%
Silvercorp Metals, Inc.		528,430		4,942,859		0.7%
#*Taseko Mines, Ltd.		649,000		4,104,373		0.6%
#*Thompson Creek Metals Co., Inc.		474,700		5,715,576		0.9%
#West Fraser Timber Co., Ltd.		123,716		5,373,683		0.8%
#*Western Coal Corp.		688,705		4,659,344		0.7%
Other Securities				128,192,410		19.3%
Total Materials				273,873,887		41.3%
Telecommunication Services — (0.3%)
Other Securities				2,260,301		0.3%
Utilities — (0.7%)
Other Securities				6,102,692		0.9%
TOTAL COMMON STOCKS				662,953,484		99.9%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $585,000 FHLMC 5.00%, 10/15/19valued at $661,781) to be repurchased at $649,010		$649		649,000		0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (20.5%)
§@DFA Short Term Investment Fund		168,636,615		168,636,615		25.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,868,042)## to be repurchased at $2,811,858		$2,812		2,811,806		0.4%
TOTAL SECURITIES LENDING COLLATERAL				171,448,421		25.8%
TOTAL INVESTMENTS — (100.0%)     (Cost $792,036,344)			$	835,050,905		125.8%

223

THE CANADIAN SMALL COMPANY SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	69,352,130		—		—	$	69,352,130
Consumer Staples		16,936,325		—		—		16,936,325
Energy		118,434,539		—		—		118,434,539
Financials		45,155,563		—		—		45,155,563
Health Care		29,949,224		—		—		29,949,224
Industrials		63,710,589		—		—		63,710,589
Information Technology		37,178,234		—		—		37,178,234
Materials		273,873,887		—		—		273,873,887
Telecommunication Services		2,260,301		—		—		2,260,301
Utilities		6,102,692		—		—		6,102,692
Temporary Cash Investments		—	$	649,000		—		649,000
Securities Lending Collateral		—		171,448,421		—		171,448,421
TOTAL	$	662,953,484	$	172,097,421		—	$	835,050,905

See accompanying Notes to Financial Statements.

224

THE EMERGING MARKETS SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (84.7%)
BRAZIL — (3.1%)
Cia Siderurgica Nacional SA		734,552	$	12,161,171		0.5%
Petroleo Brasilerio SA ADR		1,009,389		34,440,353		1.4%
Other Securities				38,669,099		1.5%
TOTAL BRAZIL				85,270,623		3.4%
CHILE — (2.0%)
Other Securities				53,671,271		2.1%
CHINA — (11.3%)
Bank of China, Ltd.		36,691,000		22,085,287		0.9%
China Construction Bank Corp.		21,737,000		20,780,648		0.8%
#China Life Insurance Co., Ltd. ADR		250,705		16,488,868		0.6%
#China Mobile, Ltd. Sponsored ADR		696,697		35,789,325		1.4%
#CNOOC, Ltd. ADR		68,756		14,364,504		0.6%
Industrial & Commercial Bank of China, Ltd. Series H		34,093,000		27,543,516		1.1%
PetroChina Co., Ltd. ADR		115,210		14,165,070		0.6%
Tencent Holdings, Ltd.		700,600		16,123,103		0.6%
Other Securities				136,946,084		5.4%
TOTAL CHINA				304,286,405		12.0%
COLOMBIA — (0.3%)
Other Securities				7,472,398		0.3%
CZECH REPUBLIC — (0.7%)
CEZ A.S.		254,916		11,272,835		0.4%
Other Securities				7,245,270		0.3%
TOTAL CZECH REPUBLIC				18,518,105		0.7%
EGYPT — (0.1%)
Other Securities				3,589,496		0.1%
HUNGARY — (1.0%)
Other Securities				26,401,798		1.0%
INDIA — (10.8%)
HDFC Bank, Ltd.		378,035		19,427,251		0.8%
Infosys Technologies, Ltd.		398,967		26,735,874		1.1%
#Infosys Technologies, Ltd. Sponsored ADR		233,496		15,746,970		0.6%
ITC, Ltd.		3,212,684		12,399,207		0.5%
Larsen & Toubro, Ltd.		282,173		12,860,404		0.5%
Reliance Industries, Ltd.		1,898,511		46,866,998		1.8%
Tata Consultancy Services, Ltd.		641,575		15,223,695		0.6%
Other Securities				142,815,741		5.6%
TOTAL INDIA				292,076,140		11.5%
INDONESIA — (2.8%)
PT Astra International Tbk		2,821,561		18,065,369		0.7%
PT Telekomunikasi Indonesia Tbk		13,911,140		14,122,335		0.6%
Other Securities				43,866,000		1.7%
TOTAL INDONESIA				76,053,704		3.0%
ISRAEL — (0.0%)
Other Securities				38		0.0%
MALAYSIA — (4.5%)
CIMB Group Holdings Berhad		5,354,954		14,300,384		0.6%

225

THE EMERGING MARKETS SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
MALAYSIA — (Continued)
Other Securities			$	106,241,503		4.2%
TOTAL MALAYSIA				120,541,887		4.8%
MEXICO — (6.7%)
America Movil S.A.B. de C.V. Series L		23,307,621		66,725,332		2.7%
#Fomento Economico Mexicano S.A.B. de C.V. Series B & D		2,109,900		11,602,058		0.5%
Grupo Mexico S.A.B. de C.V. Series B		4,075,517		13,426,630		0.5%
#Wal-Mart de Mexico S.A.B. de C.V. Series V		8,551,980		23,402,284		0.9%
Other Securities				66,525,865		2.6%
TOTAL MEXICO				181,682,169		7.2%
PERU — (0.4%)
Other Securities				9,785,049		0.4%
PHILIPPINES — (0.6%)
Other Securities				15,583,766		0.6%
POLAND — (1.4%)
Other Securities				39,187,798		1.5%
RUSSIA — (4.0%)
Gazprom OAO Sponsored ADR		1,743,505		38,174,119		1.5%
Lukoil OAO Sponsored ADR		354,178		19,750,701		0.8%
Other Securities				49,770,935		2.0%
TOTAL RUSSIA				107,695,755		4.3%
SOUTH AFRICA — (7.9%)
Impala Platinum Holdings, Ltd.		478,692		13,514,497		0.5%
MTN Group, Ltd.		1,659,950		29,395,910		1.2%
Naspers, Ltd. Series N		324,237		16,882,139		0.7%
#Sasol, Ltd. Sponsored ADR		920,291		41,643,168		1.6%
Standard Bank Group, Ltd.		861,864		12,676,857		0.5%
Other Securities				100,238,872		4.0%
TOTAL SOUTH AFRICA				214,351,443		8.5%
SOUTH KOREA — (12.0%)
#Hyundai Heavy Industries Co., Ltd.		47,395		15,460,234		0.6%
Hyundai Mobis		53,070		13,216,066		0.5%
Hyundai Motor Co., Ltd.		95,919		14,520,680		0.6%
#POSCO		46,060		19,010,253		0.8%
Samsung Electronics Co., Ltd.		97,139		64,444,531		2.5%
Samsung Electronics Co., Ltd. GDR		49,372		16,479,096		0.7%
Other Securities				180,231,033		7.1%
TOTAL SOUTH KOREA				323,361,893		12.8%
TAIWAN — (10.8%)
Formosa Chemicals & Fiber Co., Ltd.		4,232,445		12,103,668		0.5%
Formosa Plastics Corp.		5,051,648		14,473,970		0.6%
Hon Hai Precision Industry Co., Ltd.		5,190,997		19,632,544		0.8%
#HTC Corp.		553,558		12,553,253		0.5%
Nan Ya Plastic Corp.		6,817,564		15,144,810		0.6%
#Taiwan Semiconductor Manufacturing Co., Ltd.		22,386,808		46,056,661		1.8%
Other Securities				173,173,003		6.8%
TOTAL TAIWAN				293,137,909		11.6%
THAILAND — (1.9%)
Other Securities				52,250,619		2.1%

226

THE EMERGING MARKETS SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
TURKEY — (2.4%)
Turkiye Garanti Bankasi A.S.		2,842,585		$      17,159,207		0.7%
Other Securities				47,443,189		1.9%
TOTAL TURKEY				64,602,396		2.6%
TOTAL COMMON STOCKS				2,289,520,662		90.5%
PREFERRED STOCKS — (8.7%)
BRAZIL — (8.7%)
Banco Bradesco SA		1,584,132		32,459,659		1.3%
Cia de Bebidas das Americas SA Preferred ADR		151,600		21,108,784		0.8%
Itau Unibanco Holding SA		1,765,755		42,682,192		1.7%
Petroleo Brasilerio SA ADR		1,376,550		42,934,594		1.7%
Vale SA Series A		1,412,691		39,672,996		1.6%
Other Securities				56,392,921		2.2%
TOTAL BRAZIL				235,251,146		9.3%
TOTAL PREFERRED STOCKS				235,251,146		9.3%
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
Other Securities				1,932		0.0%
TAIWAN — (0.0%)
Other Securities				6,600		0.0%
TOTAL RIGHTS/WARRANTS				8,532		0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $13,610,000 FHLMC 5.00%, 10/15/19, valued at $15,396,313) to be repurchased at $15,165,240		$15,165		15,165,000		0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.0%)
§@DFA Short Term Investment Fund		162,574,034		162,574,034		6.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $906,014)## to be repurchased at $888,265		$888		888,249		0.1%
TOTAL SECURITIES LENDING COLLATERAL				163,462,283		6.5%
TOTAL INVESTMENTS — (100.0%)     (Cost $1,331,491,186)				$2,703,407,623		106.9%

227

THE EMERGING MARKETS SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Brazil	$	85,270,623		—		—	$	85,270,623
Chile		53,671,271		—		—		53,671,271
China		95,237,645	$	209,048,760		—		304,286,405
Colombia		7,472,398		—		—		7,472,398
Czech Republic		—		18,518,105		—		18,518,105
Egypt		—		3,589,496		—		3,589,496
Hungary		—		26,401,798		—		26,401,798
India		25,482,298		266,593,842		—		292,076,140
Indonesia		—		76,053,704		—		76,053,704
Israel		—		38		—		38
Malaysia		10,037		120,531,850		—		120,541,887
Mexico		181,674,371		7,798		—		181,682,169
Peru		9,785,049		—		—		9,785,049
Philippines		—		15,583,766		—		15,583,766
Poland		—		39,187,798		—		39,187,798
Russia		153,300		107,542,455		—		107,695,755
South Africa		61,497,185		152,854,258		—		214,351,443
South Korea		3,515,103		319,846,790		—		323,361,893
Taiwan		10,914,911		282,222,998		—		293,137,909
Thailand		52,250,619		—		—		52,250,619
Turkey		—		64,602,396		—		64,602,396
Preferred Stocks
Brazil		235,251,146		—		—		235,251,146
Rights/Warrants
China		—		1,932		—		1,932
Taiwan		—		6,600		—		6,600
Temporary Cash Investments		—		15,165,000		—		15,165,000
Securities Lending Collateral		—		163,462,283		—		163,462,283
TOTAL	$	822,185,956	$	1,881,221,667		—	$	2,703,407,623

See accompanying Notes to Financial Statements.

228

THE EMERGING MARKETS SMALL CAP SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (88.0%)
ARGENTINA — (0.0%)
Other Securities			$	—		0.0%
BRAZIL — (7.5%)
BR Malls Participacoes SA		567,258		5,327,948		0.3%
Diagnosticos Da America SA		507,200		6,159,901		0.3%
Duratex SA		624,462		7,198,409		0.4%
*Lojas Renner SA		273,700		10,859,144		0.6%
PDG Realty SA Empreendimentos e Participacoes		459,817		5,692,612		0.3%
Sul America SA		344,448		4,049,589		0.2%
Totvs SA		49,764		4,516,018		0.2%
Other Securities				111,262,919		5.9%
TOTAL BRAZIL				155,066,540		8.2%
CHILE — (2.5%)
Corpbanca SA		285,638,523		4,493,486		0.3%
*Empresas La Polar SA		801,254		5,715,006		0.3%
Other Securities				41,816,909		2.2%
TOTAL CHILE				52,025,401		2.8%
CHINA — (12.2%)
#*Brilliance China Automotive Holdings, Ltd.		12,088,000		10,635,308		0.6%
China Yurun Food Group, Ltd.		1,688,000		6,555,071		0.4%
ENN Energy Holdings, Ltd.		2,178,000		6,519,695		0.3%
#*Hunan Non-Ferrous Metal Corp., Ltd.		8,774,000		3,944,343		0.2%
#*Semiconductor Manufacturing International Corp.		93,483,000		7,834,980		0.4%
#Skyworth Digital Holdings, Ltd.		6,672,815		3,915,246		0.2%
Other Securities				212,074,509		11.3%
TOTAL CHINA				251,479,152		13.4%
HUNGARY — (0.2%)
Other Securities				3,422,269		0.2%
INDIA — (12.0%)
Bhushan Steel, Ltd.		391,545		4,382,078		0.2%
LIC Housing Finance, Ltd.		148,431		4,477,435		0.2%
Shriram Transport Finance Co., Ltd.		260,052		5,166,633		0.3%
Other Securities				234,355,119		12.5%
TOTAL INDIA				248,381,265		13.2%
INDONESIA — (3.7%)
PT Charoen Pokphand Indonesia Tbk		6,835,500		6,559,173		0.4%
PT Kalbe Farma Tbk		14,904,238		4,476,715		0.2%
Other Securities				66,018,951		3.5%
TOTAL INDONESIA				77,054,839		4.1%
ISRAEL — (0.0%)
Other Securities				790,735		0.0%
MALAYSIA — (5.0%)
Other Securities				103,078,350		5.5%
MEXICO — (3.8%)
#Banco Compartamos S.A. de C.V.		612,400		4,314,772		0.2%
#*Corporacion GEO S.A.B. de C.V. Series B		1,330,000		4,222,222		0.2%
#Embotelladora Arca S.A.B. de C.V.		1,909,100		7,885,010		0.4%
#*Empresas ICA S.A.B. de C.V. Sponsored ADR		681,589		7,183,948		0.4%
Grupo Continental S.A.B. de C.V.		3,036,559		8,557,844		0.5%

229

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
MEXICO — (Continued)
#*Industrias CH S.A.B. de C.V. Series B		1,172,808	$	4,226,592		0.2%
#TV Azteca S.A.B. de C.V. Series A		6,581,300		4,940,772		0.3%
Other Securities				36,696,292		1.9%
TOTAL MEXICO				78,027,452		4.1%
PHILIPPINES — (2.3%)
Aboitiz Equity Ventures, Inc.		6,767,000		5,276,577		0.3%
Other Securities				41,813,722		2.2%
TOTAL PHILIPPINES				47,090,299		2.5%
POLAND — (2.2%)
Other Securities				45,259,624		2.4%
SOUTH AFRICA — (8.6%)
Adcock Ingram Holdings, Ltd.		565,230		5,239,226		0.3%
*Aveng, Ltd.		981,591		6,169,886		0.3%
Barloworld, Ltd.		579,959		4,344,138		0.2%
Clicks Group, Ltd.		918,874		5,984,671		0.3%
Foschini Group, Ltd. (The)		672,822		8,160,841		0.4%
Grindrod, Ltd.		1,607,864		3,896,553		0.2%
Imperial Holdings, Ltd.		422,517		6,904,540		0.4%
JD Group, Ltd.		983,807		6,913,498		0.4%
Metropolitan Holdings, Ltd.		2,025,393		4,888,202		0.3%
Mr. Price Group, Ltd.		693,186		6,263,264		0.3%
Reunert, Ltd.		594,843		5,436,191		0.3%
Spar Group, Ltd. (The)		622,477		8,462,463		0.5%
Tongaat-Hulett, Ltd.		629,016		8,799,490		0.5%
Woolworths Holdings, Ltd.		1,831,592		7,176,559		0.4%
Other Securities				89,316,610		4.7%
TOTAL SOUTH AFRICA				177,956,132		9.5%
SOUTH KOREA — (11.3%)
Busan Bank		401,750		5,005,650		0.3%
Daegu Bank, Ltd.		315,263		4,136,509		0.2%
#Hanwha Chemical Corp.		187,517		5,106,807		0.3%
Hyundai Securities Co.		300,510		3,938,888		0.2%
Other Securities				216,279,152		11.5%
TOTAL SOUTH KOREA				234,467,006		12.5%
TAIWAN — (10.8%)
Other Securities				223,970,240		11.9%
THAILAND — (3.3%)
Other Securities				67,206,616		3.6%
TURKEY — (2.6%)
Other Securities				53,708,911		2.8%
TOTAL COMMON STOCKS				1,818,984,831		96.7%
PREFERRED STOCKS — (2.9%)
BRAZIL — (2.9%)
#Braskem SA Preferred A Sponsored ADR		301,000		6,275,850		0.3%
Klabin SA		1,412,700		3,946,554		0.2%
Suzano Papel e Celullose SA		488,293		4,592,016		0.3%
Ultrapar Participacoes SA		112,095		6,810,218		0.4%
Other Securities				38,173,102		2.0%
TOTAL BRAZIL				59,797,740		3.2%
CHILE — (0.0%)
Other Securities				28,478		0.0%

230

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

	Shares	Value††		Percentage   of Net Assets**
INDIA — (0.0%)
Other Securities		$	37,093		0.0%
MALAYSIA — (0.0%)
Other Securities			9,384		0.0%
TOTAL PREFERRED STOCKS			59,872,695		3.2%
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
Other Securities			30,821		0.0%
INDIA — (0.0%)
Other Securities			118,976		0.0%
INDONESIA — (0.0%)
Other Securities			14,863		0.0%
MALAYSIA — (0.0%)
Other Securities			63,540		0.0%
POLAND — (0.0%)
Other Securities			769,887		0.0%
SOUTH KOREA — (0.0%)
Other Securities			76,648		0.0%
THAILAND — (0.0%)
Other Securities			113,211		0.0%
TOTAL RIGHTS/WARRANTS			1,187,946		0.0%
	Face   Amount	Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $5,715,000 FNMA 3.126%(r), 09/01/40, valued at $5,872,937) to be repurchased at $5,786,092	$5,786		5,786,000		0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (8.8%)
§@DFA Short Term Investment Fund	180,694,390		180,694,390		9.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,145,517)## to be repurchased at $1,123,077	$1,123		1,123,056		0.1%
TOTAL SECURITIES LENDING COLLATERAL			181,817,446		9.7%
TOTAL INVESTMENTS — (100.0%)     (Cost $1,391,523,697)		$	2,067,648,918		109.9%

231

THE EMERGING MARKETS SMALL CAP SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	155,066,540		—		—	$	155,066,540
Chile		52,025,401		—		—		52,025,401
China		3,878,440	$	247,600,712		—		251,479,152
Hungary		—		3,422,269		—		3,422,269
India		1,768,808		246,612,457		—		248,381,265
Indonesia		323,334		76,731,505		—		77,054,839
Israel		3,185		787,550		—		790,735
Malaysia		81,368		102,996,982		—		103,078,350
Mexico		77,708,646		318,806		—		78,027,452
Philippines		45,479		47,044,820		—		47,090,299
Poland		480,316		44,779,308		—		45,259,624
South Africa		765,167		177,190,965		—		177,956,132
South Korea		1,319,141		233,147,865		—		234,467,006
Taiwan		248,717		223,721,523		—		223,970,240
Thailand		66,450,408		756,208		—		67,206,616
Turkey		—		53,708,911		—		53,708,911
Preferred Stocks
Brazil		59,761,877		35,863		—		59,797,740
Chile		28,478		—		—		28,478
India		—		37,093		—		37,093
Malaysia		9,384		—		—		9,384
Rights/Warrants
China		20,134		10,687		—		30,821
India		—		118,976		—		118,976
Indonesia		—		14,863		—		14,863
Malaysia		20,361		43,179		—		63,540
Poland		—		769,887		—		769,887
South Korea		—		76,648		—		76,648
Thailand		50,261		62,950		—		113,211
Temporary Cash Investments		—		5,786,000		—		5,786,000
Securities Lending Collateral		—		181,817,446		—		181,817,446
TOTAL	$	420,055,445	$	1,647,593,473		—	$	2,067,648,918

See accompanying Notes to Financial Statements.

232

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(Amounts in thousands)

	The U.S. Large Cap Value Series		The DFA International Value Series		The Japanese Small Company Series		The Asia  Pacific Small Company Series
ASSETS:
Investments at Value (including $907,199, $1,113,371, $157,308 and $128,176 of securities on loan, respectively)	$	8,790,214	$	6,883,172	$	1,201,990	$	926,595
Temporary Cash Investments at Value & Cost		32,141		19,298		2,483		77
Collateral Received from Securities on Loan at Value & Cost		940,825		1,179,043		168,208		147,201
Foreign Currencies at Value		—		5,268		193		5,311
Cash		—		15		15		16
Receivables:
Investment Securities Sold		22,909		—		144		1,266
Dividends, Interest and Tax Reclaims		10,683		17,428		8,552		2,014
Securities Lending Income		552		314		167		187
Fund Shares Sold		—		817		10		—
Unrealized Gain on Foreign Currency Contracts		—		54		17		—
Total Assets		9,797,324		8,105,409		1,381,779		1,082,667
LIABILITIES:
Payables:
Upon Return of Securities Loaned		940,825		1,179,043		168,208		147,201
Investment Securities Purchased		34,042		4,564		1,779		139
Fund Shares Redeemed		4,926		403		—		40
Due to Advisor		725		1,168		102		78
Accrued Expenses and Other Liabilities		406		598		90		71
Total Liabilities		980,924		1,185,776		170,179		147,529
NET ASSETS	$	8,816,400	$	6,919,633	$	1,211,600	$	935,138
Investments at Cost	$	6,950,120	$	5,304,390	$	1,417,496	$	729,427
Foreign Currencies at Cost	$	—	$	5,262	$	191	$	5,292

See accompanying Notes to Financial Statements.

233

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(Amounts in thousands)

	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
ASSETS:
Investments at Value (including $20,169, $317,386, $162,680, $155,961 and $161,114 of securities on loan, respectively)	$	1,026,574	$	2,064,651	$	662,954	$	2,524,780	$	1,880,046
Temporary Cash Investments at Value & Cost		3		4,298		649		15,165		5,786
Collateral Received from Securities on Loan at Value & Cost		21,307		344,487		171,448		163,462		181,817
Foreign Currencies at Value		12,317		2,670		113		3,772		388
Cash		16		16		27		43		66
Receivables:
Investment Securities Sold		—		2,884		1		12,252		60
Dividends, Interest and Tax Reclaims		2,284		2,413		184		2,383		1,137
Securities Lending Income		8		417		135		260		331
Fund Shares Sold		13		13		—		161		161
Unrealized Gain on Foreign Currency Contracts		—		2		—		6		—
Total Assets		1,062,522		2,421,851		835,511		2,722,284		2,069,792
LIABILITIES:
Payables:
Upon Return of Securities Loaned		21,307		344,487		171,448		163,462		181,817
Investment Securities Purchased		4,385		4,574		252		56		2,097
Fund Shares Redeemed		—		—		—		24,164		—
Due to Advisor		85		169		54		211		309
Unrealized Loss on Foreign Currency Contracts		—		—		—		8		—
Deferred Thailand Capital Gains Tax		—		—		—		4,459		3,997
Accrued Expenses and Other Liabilities		51		137		35		431		216
Total Liabilities		25,828		349,367		171,789		192,791		188,436
NET ASSETS	$	1,036,694	$	2,072,484	$	663,722	$	2,529,493	$	1,881,356
Investments at Cost	$	932,253	$	1,740,343	$	619,939	$	1,152,864	$	1,203,920
Foreign Currencies at Cost	$	12,159	$	2,556	$	112	$	3,671	$	387

See accompanying Notes to Financial Statements.

234

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	The U.S. Large Cap Value Series		The DFA International Value Series			The Japanese Small Company Series			The Asia Pacific Small Company Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $15,467, $1,667 and $624, respectively)	$	172,913	$	171,182		$	22,210		$	27,220
Interest		42		37			4			6
Income from Securities Lending		3,974		8,478			2,464			2,095
Total Investment Income		176,929		179,697			24,678			29,321
Expenses
Investment Advisory Services Fees		8,301		12,890			1,181			770
Accounting & Transfer Agent Fees		827		651			140			100
Custodian Fees		92		1,256			264			386
Shareholders’ Reports		49		38			7			4
Directors’/Trustees’ Fees & Expenses		78		62			10			7
Professional Fees		162		188			24			20
Other		74		130			20			14
Total Expenses		9,583		15,215			1,646			1,301
Net Investment Income (Loss)		167,346		164,482			23,032			28,020
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		638,095		360,748			(15,709	)		46,684
Foreign Currency Transactions		—		(156	)		792			(20	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		678,724		182,952			(460	)		129,509
Translation of Foreign Currency Denominated Amounts		—		537			315			(75	)
Net Realized and Unrealized Gain (Loss)		1,316,819		544,081			(15,062	)		176,098
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,484,165	$	708,563		$	7,970		$	204,118

See accompanying Notes to Financial Statements.

235

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	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
Investment Income
Dividends (Net of Foreign Taxes Withheld of $61, $5,672, $824, $6,189 and $3,313, respectively)	$	25,291		$	35,967	$	4,796		$	51,067		$	32,627
Interest		4			12		6			8			9
Income from Securities Lending		175			5,216		1,169			2,046			2,552
Total Investment Income		25,470			41,195		5,971			53,121			35,188
Expenses
Investment Advisory Services Fees		851			1,724		500			2,246			2,840
Accounting & Transfer Agent Fees		107			192		73			244			162
Custodian Fees		77			585		133			1,565			1,369
Shareholders’ Reports		5			10		3			13			8
Directors’/Trustees’ Fees & Expenses		8			17		5			22			14
Professional Fees		16			48		10			84			64
Other		14			36		7			56			32
Total Expenses		1,078			2,612		731			4,230			4,489
Net Investment Income (Loss)		24,392			38,583		5,240			48,891			30,699
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		35,525			72,573		6,585			160,587			102,089
Foreign Currency Transactions		126			811		40			541			77	**
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		152,112			156,901		168,950			337,045			382,774
Translation of Foreign Currency Denominated Amounts		(30	)		30		(11	)		(5	)		(76	)
Change in Deferred Thailand Capital Gains Tax		—			—		—			(2,275	)		(3,052	)
Net Realized and Unrealized Gain (Loss)		187,733			230,315		175,564			495,893			481,812
Net Increase (Decrease) in Net Assets Resulting from Operations	$	212,125		$	268,898	$	180,804		$	544,784		$	512,511

** Net of foreign capital gain taxes withheld of $184.

See accompanying Notes to Financial Statements.

236

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						The Japanese Small Company Series
	Year Ended Oct.  31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct.  31, 2010			Year Ended Oct.  31, 2009			Year Ended Oct.  31, 2010			Year Ended Oct.  31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	167,346		$	155,080		$	164,482		$	161,170		$	23,032		$	23,685
Net Realized Gain (Loss) on:
Investment Securities Sold		638,095			(122,113	)		360,748			63,984			(15,709	)		(27,421	)
Futures		—			7,204			—			(1,125	)		—			1,131
Foreign Currency Transactions		—			—			(156	)		3,828			792			2,027
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		678,724			1,161,370			182,952			1,395,836			(460	)		227,157
Futures		—			(29	)		—			—			—			—
Translation of Foreign Currency Denominated Amounts		—			—			537			240			315			(641	)
Net Increase (Decrease) in Net Assets Resulting from Operations		1,484,165			1,201,512			708,563			1,623,933			7,970			225,938
Transactions in Interest:
Contributions		512,765			734,173			611,794			449,410			61,990			37,597
Withdrawals		(688,930	)		(1,166,648	)		(592,688	)		(581,716	)		(41,396	)		(143,463	)
Net Increase (Decrease) from Transactions in Interest		(176,165	)		(432,475	)		19,106			(132,306	)		20,594			(105,866	)
Total Increase (Decrease) in Net Assets		1,308,000			769,037			727,669			1,491,627			28,564			120,072
Net Assets
Beginning of Period		7,508,400			6,739,363			6,191,964			4,700,337			1,183,036			1,062,964
End of Period	$	8,816,400		$	7,508,400		$	6,919,633		$	6,191,964		$	1,211,600		$	1,183,036

See accompanying Notes to Financial Statements.

237

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						The Continental Small Company Series
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	28,020		$	19,547		$	24,392		$	23,533		$	38,583		$	36,091
Net Realized Gain (Loss) on:
Investment Securities Sold		46,684			(32,245	)		35,525			(34,448	)		72,573			(13,321	)
Futures		—			(432	)		—			534			—			(476	)
Foreign Currency Transactions		(20	)		146			126			(50	)		811			(549	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		129,509			330,580			152,112			234,459			156,901			468,759
Futures		—			(3	)		—			(1	)		—			(9	)
Translation of Foreign Currency Denominated Amounts		(75	)		209			(30	)		(199	)		30			305
Net Increase (Decrease) in Net Assets Resulting from Operations		204,118			317,802			212,125			223,828			268,898			490,800
Transactions in Interest:
Contributions		85,604			21,607			59,131			26,861			199,653			118,904
Withdrawals		(35,581	)		(99,649	)		(5,034	)		(35,607	)		(26,959	)		(90,397	)
Net Increase (Decrease) from Transactions in Interest		50,023			(78,042	)		54,097			(8,746	)		172,694			28,507
Total Increase (Decrease) in Net Assets		254,141			239,760			266,222			215,082			441,592			519,307
Net Assets
Beginning of Period		680,997			441,237			770,472			555,390			1,630,892			1,111,585
End of Period	$	935,138		$	680,997		$	1,036,694		$	770,472		$	2,072,484		$	1,630,892

See accompanying Notes to Financial Statements.

238

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Canadian Small Company Series						The Emerging Markets Series						The Emerging Markets Small Cap Series
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	5,240		$	3,432		$	48,891		$	43,700		$	30,699		$	20,144
Net Realized Gain (Loss) on:
Investment Securities Sold		6,585			(38,817	)		160,587			40,421			102,089			(13,070	)
Futures		—			(322	)		—			(2,920	)		—			(181	)
Foreign Currency Transactions		40			(182	)		541			(24	)		77	**		(182	)
In-Kind Redemptions		—			—			—			17,805	*		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		168,950			159,928			337,045			642,058			382,774			535,144
Futures		—			—			—			(32	)		—			(10	)
Translation of Foreign Currency Denominated Amounts		(11	)		19			(5	)		210			(76	)		185
Change in Deferred Thailand Capital Gains Tax		—			—			(2,275	)		(1,366	)		(3,052	)		(786	)
Net Increase (Decrease) in Net Assets Resulting from Operations		180,804			124,058			544,784			739,852			512,511			541,244
Transactions in Interest:
Contributions		117,737			37,000			199,169			162,102			344,585			168,060
Withdrawals		—			(28,750	)		(323,776	)		(417,162	)*		(143,713	)		(107,710	)
Net Increase (Decrease) from Transactions in Interest		117,737			8,250			(124,607	)		(255,060	)		200,872			60,350
Total Increase (Decrease) in Net Assets		298,541			132,308			420,177			484,792			713,383			601,594
Net Assets
Beginning of Period		365,181			232,873			2,109,316			1,624,524			1,167,973			566,379
End of Period	$	663,722		$	365,181		$	2,529,493		$	2,109,316		$	1,881,356		$	1,167,973

  *    See Note K in the Notes to Financial Statements.

**    Net of foreign capital gain taxes withheld of $184.

See accompanying Notes to Financial Statements.

239

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The U.S. Large Cap Value Series†
	Year Ended Oct. 31, 2010			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
Total Return		19.96	%		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%
Net Assets, End of Period (thousands)	$	8,816,400		$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587
Ratio of Expenses to Average Net Assets		0.12	%		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%
Ratio of Net Investment Income to Average Net Assets		2.02	%		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%
Portfolio Turnover Rate		28	%		29	%		19	%(C)		9	%		13	%		9	%
	The DFA International Value Series†
	Year Ended Oct. 31, 2010			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
Total Return		11.13	%		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%
Net Assets, End of Period (thousands)	$	6,919,633		$	6,191,964		$	4,700,337			$9,638,721		$	7,457,252		$	4,367,698
Ratio of Expenses to Average Net Assets		0.24	%		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		2.55	%		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%
Portfolio Turnover Rate		20	%		18	%		16	%(C)		16	%		8	%		10	%

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.

240

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Japanese Small Company Series
	Year Ended Oct 31, 2010			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
Total Return		0.72	%		22.69	%		(26.87	)%(C)		(1.16	)%		(2.28	)%		31.03	%
Net Assets, End of Period (thousands)	$	1,211,600		$	1,183,036		$	1,062,964		$	1,504,821		$	1,385,722		$	1,151,429
Ratio of Expenses to Average Net Assets		0.14	%		0.15	%		0.13	%(B)		0.13	%		0.14	%		0.22	%
Ratio of Net Investment Income to Average Net Assets		1.95	%		2.15	%		2.64	%(B)		1.94	%		1.68	%		1.51	%
Portfolio Turnover Rate		10	%		7	%		10	%(C)		9	%		9	%		6	%
	The Asia Pacific Small Company Series
	Year Ended Oct. 31, 2010			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
Total Return		28.91	%		84.98	%		(57.75	)%(C)		47.23	%		38.26	%		9.30	%
Net Assets, End of Period (thousands)		$935,138			$680,997			$441,237		$	1,205,154			$749,627			$395,923
Ratio of Expenses to Average Net Assets		0.17	%		0.18	%		0.15	%(B)		0.15	%		0.17	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		3.64	%		4.00	%		4.33	%(B)		3.58	%		4.19	%		4.33	%
Portfolio Turnover Rate		18	%		23	%		20	%(C)		25	%		14	%		10	%

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

See accompanying Notes to Financial Statements.

241

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The United Kingdom Small Company Series
	Year Ended Oct. 31, 2010			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
Total Return		25.94	%		43.51	%		(50.77	)%(C)		2.42	%		44.80	%		12.88	%
Net Assets, End of Period (thousands)	$	1,036,694		$	770,472		$	555,390		$	1,158,580		$	1,117,826		$	643,038
Ratio of Expenses to Average Net Assets		0.13	%		0.14	%		0.12	%(B)		0.12	%		0.13	%		0.22	%
Ratio of Net Investment Income to Average Net Assets		2.86	%		4.02	%		3.79	%(B)		2.72	%		2.70	%		3.19	%
Portfolio Turnover Rate		15	%		10	%		25	%(C)		12	%		8	%		12	%
	The Continental Small Company Series
	Year Ended Oct. 31, 2010			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
Total Return		15.37	%		43.78	%		(49.66	)%(C)		17.49	%		47.10	%		18.97	%
Net Assets, End of Period (thousands)	$	2,072,484		$	1,630,892		$	1,111,585		$	2,256,122		$	1,875,194		$	981,938
Ratio of Expenses to Average Net Assets		0.15	%		0.16	%		0.14	%(B)		0.14	%		0.15	%		0.24	%
Ratio of Net Investment Income to Average Net Assets		2.24	%		2.93	%		3.49	%(B)		2.16	%		2.27	%		2.16	%
Portfolio Turnover Rate		12	%		7	%		18	%(C)		12	%		7	%		18	%

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

See accompanying Notes to Financial Statements.

242

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Canadian Small Company Series
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period April 2, 2007(a) to Nov. 30, 2007
Total Return		43.17	%		61.67	%		(56.44	)%(C)		10.20	%(C)
Net Assets, End of Period (thousands)		$663,722			$365,181			$232,873			$213,529
Ratio of Expenses to Average Net Assets		0.15	%		0.17	%		0.18	%(B)		0.26	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.05	%		1.37	%		0.97	%(B)		0.47	%(B)(E)
Portfolio Turnover Rate		10	%		23	%		21	%(C)		6	%(C)
	The Emerging Markets Series
	Year Ended Oct. 31, 2010			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
Total Return		27.04	%		53.99	%		(48.15	)%(C)		42.62	%		31.87	%		31.23	%
Net Assets, End of Period (thousands)	$	2,529,493		$	2,109,316		$	1,624,524			$3,707,790		$	2,414,971		$	1,852,565
Ratio of Expenses to Average Net Assets		0.19	%		0.20	%		0.18	%(B)		0.19	%		0.20	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		2.18	%		2.57	%		3.00	%(B)		2.52	%		2.54	%		3.70	%
Portfolio Turnover Rate		12	%		14	%		19	%(C)		7	%		11	%		9	%

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

See accompanying Notes to Financial Statements.

243

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Emerging Markets Small Cap Series
	Year Ended Oct. 31, 2010			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
Total Return		41.96	%		92.08	%		(56.84	)%(C)		43.32	%		40.55	%		24.85	%
Net Assets, End of Period (thousands)	$	1,881,356		$	1,167,973		$	566,379		$	1,525,571		$	903,529		$	545,271
Ratio of Expenses to Average Net Assets		0.32	%		0.33	%		0.30	%(B)		0.31	%		0.34	%		0.49	%
Ratio of Net Investment Income to Average Net Assets		2.16	%		2.52	%		3.07	%(B)		1.94	%		2.39	%		2.70	%
Portfolio Turnover Rate		15	%		13	%		19	%(C)		16	%		18	%		8	%

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

See accompanying Notes to Financial Statements.

244

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 nine are included in this section of the report (collectively, the “Series”), and three are presented in separate reports.

Domestic Equity Portfolio	International Equity Portfolios
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
	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:    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)

245

Securities held by the Domestic Equity Portfolio 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 Portfolio 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 Portfolio 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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevent trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Series’ investments 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.

The Series did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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

246

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.

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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Trustee shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board of the Fund (unless the Trustee files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Trustees have requested or received a distribution of proceeds of a deferred fee account.

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

247

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 the year ended October 31, 2010, 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 Cap Value Series	0.10%
The DFA International Value Series	0.20%
The Japanese Small Company Series	0.10%
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, 2010, the total related amounts paid by the Trust to the CCO were $68 (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, 2010, 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	$214
The DFA International Value Series	167
The Japanese Small Company Series	36
The Asia Pacific Small Company Series	17
The United Kingdom Small Company Series	20
The Continental Small Company Series	42
The Canadian Small Company Series	9
The Emerging Markets Series	57
The Emerging Markets Small Cap Series	28

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, 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 Cap Value Series	$2,275,573	$2,324,050
The DFA International Value Series	$1,456,793	$1,277,745
The Japanese Small Company Series	163,391	117,375

248

	Purchases	Sales
The Asia Pacific Small Company Series	206,699	138,132
The United Kingdom Small Company Series	189,382	121,594
The Continental Small Company Series	416,808	200,743
The Canadian Small Company Series	167,163	50,262
The Emerging Markets Series	276,316	352,561
The Emerging Markets Small Cap Series	447,425	215,575

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

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, 2010, 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, 2010, 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	$      715	$      32
The Asia Pacific Small Company Series	20,807	310
The United Kingdom Small Company Series	2,607	—
The Continental Small Company Series	328	6,878
The Canadian Small Company Series	10,180	2,733
The Emerging Markets Series	462	—
The Emerging Markets Small Cap Series	718	293

At October 31, 2010, 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		$7,923,103		$1,950,355		$(110,278	)		$1,840,077
The DFA International Value Series		6,502,935		1,696,236		(117,658	)		1,578,578
The Japanese Small Company Series		1,590,149		122,117		(339,585	)		(217,468	)
The Asia Pacific Small Company Series		901,611		308,290		(136,028	)		172,262
The United Kingdom Small Company Series		960,749		259,623		(172,488	)		87,135
The Continental Small Company Series		2,090,469		575,896		(252,929	)		322,967
The Canadian Small Company Series		802,216		136,111		(103,276	)		32,835
The Emerging Markets Series		1,332,379		1,390,857		(19,829	)		1,371,028
The Emerging Markets Small Cap Series		1,392,722		759,335		(84,408	)		674,927

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’

249

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 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. 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.

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 29, 2010.

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.

250

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.

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.

At October 31, 2010, the Series had no outstanding futures contracts.

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 rates agreed upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, 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 Cap Value Series		1.97%		$8,884		25		$12		$25,114

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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

251

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, 2011.

For the year ended October 31, 2010, 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	0.94%	$3,278	14	$  1	$  6,386
The Japanese Small Company Series	0.88%	80	12	—	199
The Asia Pacific Small Company Series	0.92%	459	31	—	1,736
The United Kingdom Small Company Series	0.93%	139	9	—	1,003
The Continental Small Company Series	0.94%	993	16	—	2,421
The Emerging Markets Series	0.89%	6,211	63	10	41,407
The Emerging Markets Small Cap Series	0.90%	2,974	39	3	6,471

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

I. Securities Lending:

As of October 31, 2010, some of the Series had securities on loan to brokers/dealers, for which each Series received cash collateral. In addition, The Emerging Market Series and The Emerging Markets Small Cap Series received non-cash collateral with a market value of $85,839 and $125, respectively (in thousands). 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 their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Each Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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 directors are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

252

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.

L. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

M. Other:

The Series are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

N. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The U.S. Large Cap Value Series and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The U.S. Large Cap Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

253

Litigation counsel to The U.S. Large Cap Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The U.S. Large Cap Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The U.S. Large Cap Value Series’ net asset value at this time. The U.S. Large Cap Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The U.S. Large Cap Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The U.S. Large Cap Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The U.S. Large Cap Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The U.S. Large Cap Value Series will pay or receive, as the case may be, a price based on net asset value of The U.S. Large Cap Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The U.S. Large Cap Value Series as incurred and in a manner similar to any other expense incurred by The U.S. Large Cap Value Series.

254

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, 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 Market 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, 2010, 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, 2010 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 22, 2010

255

DIMENSIONAL EMERGING MARKETS VALUE FUND

PERFORMANCE CHART

256

DIMENSIONAL EMERGING MARKETS VALUE FUND

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2010

Emerging markets performed well for the fiscal year ended October 31, 2010, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI Emerging Markets Index	23.56%
MSCI Emerging Markets Small Cap Index	37.02%
MSCI Emerging Markets Value Index	21.96%
MSCI Emerging Markets Growth Index	25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency Return	U.S. Dollar Return
China	11.14%	11.11%
Brazil	11.67%	14.86%
South Korea	18.52%	24.52%
Taiwan	13.20%	20.23%
India	27.64%	34.93%
South Africa	18.71%	33.55%
Russia	19.19%	13.38%
Mexico	25.55%	33.87%
Malaysia	23.94%	35.93%
Indonesia	41.78%	51.50%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Fund Performance Overview

Dimensional Emerging Markets Value Fund

The Dimensional Emerging Markets Value Fund seeks to capture the returns of large and small cap value stocks as measured by book to market ratio in selected emerging markets countries. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to emerging markets value stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Fund held 2,016 stocks in 17 emerging markets countries. In general, the Fund was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Fund’s assets. The Fund’s target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

257

As a result of the Fund’s diversified investment approach, performance was generally determined by broad structural trends in emerging markets countries, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 30.55% for the Fund and 23.56% for the MSCI Emerging Markets Index (net dividends). The Fund targets large and small cap value stocks while the Index primarily targets large and mid cap stocks. The Fund’s relative outperformance was primarily due to its higher allocation than the Index to small cap value stocks, which outperformed, and a lower allocation than the Index to large cap stocks, which underperformed. To a lesser extent, an additional component of the Fund’s outperformance was due to differences in valuation timing and methodology between the Fund and the Index. The Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

258

DIMENSIONAL EMERGING MARKETS VALUE FUND

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, 2010
EXPENSE TABLE
	Beginning Account Value   05/01/10		Ending Account Value   10/31/10		Annualized Expense   Ratio*		Expenses Paid During Period*
Actual Fund Return		$1,000.00		$1,121.50		0.21%		$1.12
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.

259

DIMENSIONAL EMERGING MARKETS VALUE FUND

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 Emerging Markets Value Fund, 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 Emerging Markets Value Fund filed its most recent Form N-Q with the SEC on September 29, 2010. 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.

Dimensional Emerging Markets Value Fund
Consumer Discretionary	8.8%
Consumer Staples	6.7%
Energy	12.9%
Financials	30.8%
Health Care	0.7%
Industrials	11.5%
Information Technology	6.6%
Materials	18.8%
Other	—
Real Estate Investment Trusts	—
Telecommunication Services	1.7%
Utilities	1.5%
	100.0%

260

DIMENSIONAL EMERGING MARKETS VALUE FUND

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage     of Net Assets**
COMMON STOCKS — (88.2%)
BRAZIL — (7.9%)
#Banco Santander Brasil SA ADR		10,011,893	$	144,171,259		1.2%
BM&F Bovespa SA		22,558,150		188,128,311		1.6%
BRF - Brasil Foods SA ADR		2,898,191		42,400,534		0.3%
#*Fibria Celulose SA Sponsored ADR		2,444,493		43,903,094		0.4%
#Petroleo Brasileiro SA ADR		2,310,397		78,830,746		0.7%
Other Securities				511,654,175		4.3%
TOTAL BRAZIL				1,009,088,119		8.5%
CHILE — (2.5%)
Empresas CMPC SA		1,512,741		81,335,149		0.7%
#Enersis SA Sponsored ADR		3,017,368		68,826,164		0.6%
Other Securities				172,239,889		1.4%
TOTAL CHILE				322,401,202		2.7%
CHINA — (12.1%)
Bank of China, Ltd.		470,554,474		283,239,227		2.4%
China Construction Bank Corp.		72,842,000		69,637,206		0.6%
#China Petroleum & Chemical Corp. ADR		606,083		57,765,771		0.5%
#China Unicom Hong Kong, Ltd. ADR		4,715,857		66,021,998		0.5%
Other Securities				1,072,566,776		9.0%
TOTAL CHINA				1,549,230,978		13.0%
CZECH REPUBLIC — (0.4%)
Other Securities				44,808,463		0.4%
HUNGARY — (1.1%)
#*MOL Hungarian Oil & Gas P.L.C.		451,154		47,937,453		0.4%
#*OTP Bank P.L.C.		2,633,742		78,216,750		0.7%
Other Securities				16,419,394		0.1%
TOTAL HUNGARY				142,573,597		1.2%
INDIA — (10.2%)
Hindalco Industries, Ltd.		9,934,662		47,243,508		0.4%
#ICICI Bank, Ltd. Sponsored ADR		3,332,795		175,238,361		1.5%
Reliance Industries, Ltd.		7,365,013		181,814,091		1.5%
Other Securities				899,743,882		7.5%
TOTAL INDIA				1,304,039,842		10.9%
INDONESIA — (3.1%)
PT Bumi Resources Tbk		280,320,500		70,190,067		0.6%
Other Securities				331,711,535		2.8%
TOTAL INDONESIA				401,901,602		3.4%
ISRAEL — (0.0%)
Other Securities				3,639,775		0.0%
MALAYSIA — (3.4%)
AMMB Holdings Berhad		21,831,262		44,387,897		0.4%
PPB Group Berhad		6,909,766		42,656,648		0.3%
Other Securities				354,846,470		3.0%
TOTAL MALAYSIA				441,891,015		3.7%
MEXICO — (5.5%)
#*Cemex S.A.B. de C.V. Sponsored ADR		11,578,134		101,540,235		0.9%
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR		1,617,816		88,834,277		0.7%
#Grupo Carso S.A.B. de C.V. Series A-1		10,578,093		60,960,244		0.5%

261

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
MEXICO — (Continued)
#Grupo Financiero Banorte S.A.B. de C.V.		10,027,360	$	42,901,314		0.4%
#Grupo Mexico S.A.B. de C.V. Series B		24,866,224		81,920,796		0.7%
#Organizacion Soriana S.A.B. de C.V. Series B		14,451,500		44,016,919		0.4%
Other Securities				290,330,610		2.4%
TOTAL MEXICO				710,504,395		6.0%
PHILIPPINES — (1.0%)
Other Securities				121,877,101		1.0%
POLAND — (1.7%)
*Polski Koncern Naftowy Orlen SA		5,310,008		74,871,545		0.7%
Other Securities				146,060,520		1.2%
TOTAL POLAND				220,932,065		1.9%
RUSSIA — (4.4%)
Gazprom OAO Sponsored ADR		18,589,632		407,020,812		3.4%
Lukoil OAO Sponsored ADR		2,257,507		125,889,656		1.1%
Other Securities				29,266,180		0.2%
TOTAL RUSSIA				562,176,648		4.7%
SOUTH AFRICA — (7.6%)
ABSA Group, Ltd.		3,202,004		62,031,775		0.5%
#Gold Fields, Ltd. Sponsored ADR		7,845,589		123,724,939		1.1%
#Nedbank Group, Ltd.		2,742,435		51,214,855		0.4%
Sanlam, Ltd.		28,700,406		107,458,594		0.9%
Other Securities				631,684,711		5.3%
TOTAL SOUTH AFRICA				976,114,874		8.2%
SOUTH KOREA — (11.7%)
Hyundai Motor Co., Ltd.		909,723		137,718,248		1.1%
#KB Financial Group, Inc. ADR		2,538,946		113,998,675		1.0%
#LG Display Co., Ltd. ADR		2,809,493		48,351,375		0.4%
#*LG Electronics, Inc.		747,229		65,798,650		0.5%
#POSCO ADR		1,058,114		109,980,369		0.9%
Samsung Corp.		834,818		49,026,745		0.4%
Shinhan Financial Group Co., Ltd.		1,534,998		59,466,140		0.5%
#Shinhan Financial Group Co., Ltd. ADR		802,794		62,433,289		0.5%
#SK Energy Co., Ltd.		320,419		43,117,922		0.4%
Other Securities				817,269,532		6.9%
TOTAL SOUTH KOREA				1,507,160,945		12.6%
TAIWAN — (11.0%)
#*AU Optronics Corp. Sponsored ADR		6,421,347		64,406,110		0.5%
*Chimei Innolux Corp.		49,903,746		66,965,890		0.6%
Fubon Financial Holding Co., Ltd.		35,221,501		43,089,224		0.3%
Mega Financial Holding Co., Ltd.		73,353,000		50,855,439		0.4%
United Microelectronics Corp.		116,004,069		55,645,336		0.5%
Other Securities				1,130,452,372		9.5%
TOTAL TAIWAN				1,411,414,371		11.8%
THAILAND — (2.4%)
Other Securities				303,985,751		2.6%
TURKEY — (2.2%)
Other Securities				284,884,341		2.4%
TOTAL COMMON STOCKS				11,318,625,084		95.0%

262

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

	Shares		Value††		Percentage     of Net Assets**
PREFERRED STOCKS — (4.3%)
BRAZIL — (4.3%)
#Gerdau SA Sponsored ADR		4,348,258	$	56,701,284		0.5%
Metalurgica Gerdau SA		4,022,600		61,582,237		0.5%
Petroleo Brasileiro SA ADR		3,327,243		103,776,709		0.9%
Usinas Siderurgicas de Minas Gerais SA Series A		7,092,710		88,935,233		0.7%
Other Securities				240,405,478		2.0%
TOTAL BRAZIL				551,400,941		4.6%
INDIA — (0.0%)
Other Securities				87,486		0.0%
MALAYSIA — (0.0%)
Other Securities				80,926		0.0%
TOTAL PREFERRED STOCKS				551,569,353		4.6%
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
Other Securities				205,255		0.0%
INDONESIA — (0.0%)
Other Securities				1,733		0.0%
MALAYSIA — (0.0%)
Other Securities				450,428		0.0%
POLAND — (0.0%)
Other Securities				1,486,062		0.0%
SOUTH KOREA — (0.0%)
Other Securities				186,825		0.0%
TAIWAN — (0.0%)
Other Securities				74,585		0.0%
THAILAND — (0.0%)
Other Securities				305,184		0.0%
TOTAL RIGHTS/WARRANTS				2,710,072		0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $81,705,000 FHLMC 4.00%, 09/01/24, valued at $71,456,943) to be repurchased at $83,314,319		$83,313		83,313,000		0.7%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (6.8%)
§@DFA Short Term Investment Fund		877,175,369		877,175,369		7.4%

263

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,439,213)## to be repurchased at $1,411,019		$1,411	$	1,410,993		0.0%
TOTAL SECURITIES LENDING COLLATERAL				878,586,362		7.4%
TOTAL INVESTMENTS — (100.0%) (Cost $9,604,404,435)			$	12,834,803,871		107.7%

264

DIMENSIONAL EMERGING MARKETS VALUE FUND

CONTINUED

Summary of inputs used to value the Fund’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Brazil		$1,009,088,119		—		—		$1,009,088,119
Chile		322,401,202		—		—		322,401,202
China		200,110,080		$1,349,120,898		—		1,549,230,978
Czech Republic		—		44,808,463		—		44,808,463
Hungary		—		142,573,597		—		142,573,597
India		195,153,304		1,108,886,538		—		1,304,039,842
Indonesia		723,328		401,178,274		—		401,901,602
Israel		31,353		3,608,422		—		3,639,775
Malaysia		425,797		441,465,218		—		441,891,015
Mexico		709,803,830		700,565		—		710,504,395
Philippines		—		121,877,101		—		121,877,101
Poland		—		220,932,065		—		220,932,065
Russia		—		562,176,648		—		562,176,648
South Africa		180,709,172		795,405,702		—		976,114,874
South Korea		335,419,044		1,171,741,901		—		1,507,160,945
Taiwan		76,080,903		1,335,333,468		—		1,411,414,371
Thailand		295,095,677		8,890,074		—		303,985,751
Turkey		—		284,884,341		—		284,884,341
Preferred Stocks
Brazil		551,400,941		—		—		551,400,941
India		—		87,486		—		87,486
Malaysia		80,926		—		—		80,926
Rights/Warrants
China		190,603		14,652		—		205,255
Indonesia		—		1,733		—		1,733
Malaysia		450,428		—		—		450,428
Poland		—		1,486,062		—		1,486,062
South Korea		—		186,825		—		186,825
Taiwan		—		74,585		—		74,585
Thailand		65,435		239,749		—		305,184
Temporary Cash Investments		—		83,313,000		—		83,313,000
Securities Lending Collateral		—		878,586,362		—		878,586,362
TOTAL		$3,877,230,142		$8,957,573,729		—		$12,834,803,871

See accompanying Notes to Financial Statements.

265

DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

ASSETS:
Investments at Value (including $817,079 of securities on loan)	$	11,872,905
Temporary Cash Investments at Value & Cost		83,313
Collateral Received from Securities on Loan at Value & Cost		878,586
Foreign Currencies at Value		10,524
Cash		547
Receivables:
Investment Securities Sold		979
Dividends, Interest and Tax Reclaims		10,196
Fund Shares Sold		13,173
Securities Lending Income		918
Unrealized Gain on Foreign Currency Contracts		25
Total Assets		12,871,166
LIABILITIES:
Payables:
Upon Return of Securities Loaned		878,586
Investment Securities Purchased		55,280
Due to Advisor		988
Unrealized Loss on Foreign Currency Contracts		5
Deferred Thailand Capital Gains Tax		16,976
Accrued Expenses and Other Liabilities		1,376
Total Liabilities		953,211
NET ASSETS	$	11,917,955
Investments at Cost	$	8,642,505
Foreign Currencies at Cost	$	10,371

See accompanying Notes to Financial Statements.

266

DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $21,174)	$	180,635
Interest		82
Income from Securities Lending		8,842
Total Investment Income		189,559
Expenses
Investment Advisory Services Fees		9,448
Accounting & Transfer Agent Fees		940
Custodian Fees		6,991
Shareholders’ Reports		50
Directors’/Trustees’ Fees & Expenses		93
Professional Fees		420
Other		251
Total Expenses		18,193
Net Investment Income (Loss)		171,366
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		591,224
Foreign Currency Transactions		(3,254	)**
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,841,702
Translation of Foreign Currency Denominated Amounts		(154	)
Change in Deferred Thailand Capital Gains Tax		(10,266	)
Net Realized and Unrealized Gain (Loss)		2,419,252
Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,590,618

** Net of foreign capital gain taxes withheld of $1,806.

See accompanying Notes to Financial Statements.

267

DIMENSIONAL EMERGING MARKETS VALUE FUND

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	171,366		$	119,269
Net Realized Gain (Loss) on:
Investment Securities Sold		591,224			346,115
Futures		—			(3,835	)
Foreign Currency Transactions		(3,254	)**		(2,499	)
In-Kind Redemptions		—			25,938	*
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,841,702			2,817,363
Futures		—			(30	)
Translation of Foreign Currency Denominated Amounts		(154	)		449
Change in Deferred Thailand Capital Gains Tax		(10,266	)		(3,804	)
Net Increase (Decrease) in Net Assets Resulting from Operations		2,590,618			3,298,966
Transactions in Interest:
Contributions		2,372,583			1,430,899
Withdrawals		(1,010,371	)		(813,144	)*
Net Increase (Decrease) from Transactions in Interest		1,362,212			617,755
Total Increase (Decrease) in Net Assets		3,952,830			3,916,721
Net Assets
Beginning of Period		7,965,125			4,048,404
End of Period	$	11,917,955		$	7,965,125

  * See Note J in the Notes to Financial Statements.

** Net of foreign capital gain taxes withheld of $1,806.

See accompanying Notes to Financial Statements.

268

DIMENSIONAL EMERGING MARKETS VALUE FUND†

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2010			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
Total Return		30.55	%		79.39	%		(55.47	)%(C)		51.59	%		42.14	%		31.60	%
Net Assets, End of Period (thousands)	$	11,917,955		$	7,965,125		$	4,048,404		$	8,188,710		$	4,837,912		$	2,417,064
Ratio of Expenses to Average Net Assets		0.19	%		0.21	%		0.19	%(B)		0.19	%		0.22	%		0.29	%
Ratio of Net Investment Income to Average Net Assets		1.81	%		2.17	%		3.19	%(B)		2.50	%		2.57	%		3.23	%
Portfolio Turnover Rate		15	%		20	%		14	%(C)		14	%		9	%		7	%

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.

269

DIMENSIONAL EMERGING MARKETS VALUE FUND

NOTES TO FINANCIAL STATEMENTS

A. Organization:

Dimensional Emerging Markets Value Fund Inc. (“DEM I”) was organized as a closed-end management investment company registered under the Investment Company Act of 1940, as amended. Effective November 21, 1997, DEM I was reorganized as an open-end management investment company. On October 27, 2009, the Board of Directors and shareholders of DEM I approved an Agreement and Plan of Reorganization that provided for the reorganization of DEM I from a Maryland corporation to a Delaware statutory trust. Effective October 30, 2009, DEM I transferred all of its assets and liabilities to Dimensional Emerging Markets Value Fund (“DEM II” or the “Fund”), a Delaware statutory trust, in a tax-free exchange under IRC §368(a)(1)(F).

Effective November 1, 2009, Dimensional Emerging Markets Value Fund (“DEM II”), a master fund in a master-feeder structure, elected with the consent of its 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 DEM II is a result of the treatment of a partnership for book purposes. DEM II and Emerging Markets Value Portfolio (“Portfolio”) will maintain their books and records and present their 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 Fund 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 Fund 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 Fund’s own assumptions in determining the fair value of investments)

Securities held by the Fund (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the Fund 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 Fund 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). These securities are generally categorized as Level 1 in the hierarchy.

270

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. These securities are generally categorized as Level 2 in the hierarchy. 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 Fund may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The Fund 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 Fund is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Fund prices its shares at the close of the NYSE, the Fund 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 Fund’s 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 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 Fund utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Fund uses fair value pricing, the values assigned to the Fund’s foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Fund are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund’s investments 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.

The Fund did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of the Fund 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 based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The Fund 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 Fund’s books 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

271

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, 2010, 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 $192 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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 Fund estimates 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 the Fund are directly charged.

The Fund may be subject to taxes imposed by countries in which it invests, with respect to its investment 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 Fund 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 Fund’s investments in Chile are subject to governmental taxes on investment income. Such taxes are due when currencies are repatriated from the country. The Fund accrues for taxes on income as the income is earned.

The Fund’s investments in Thailand are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. The Fund accrues for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. The Fund 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 Fund. For the year ended October 31, 2010, the Fund’s 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.

272

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, 2010, the total related amounts paid by the Fund to the CCO were $19 (in thousands). The total related amounts paid by the Fund are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2010, the Fund made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	2,866,979
Sales		1,412,511

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’ 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 Fund’s 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, 2010, the Fund had cumulative unrealized appreciation (depreciation) (mark to market) of $1,547 (in thousands) to be included in distributable net investment income for federal tax purposes. For the year ended October 31, 2010, realized gains on the sale of passive foreign investment companies totaling $4 (in thousands) have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes.

At October 31, 2010, 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)
$9,616,484	$3,784,673	$(566,353)	$3,218,320

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 Fund’s tax position and has concluded that no provision for income tax is required in the Fund’s financial statements. The Fund 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 Fund federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

Effective November 1, 2009, Dimensional Emerging Markets Value Fund (“DEM II”), a master fund in a master-feeder structure with one RIC feeder and other direct client investors has 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. DEM II and the Portfolio will maintain their books and records and present their financial statements in accordance with generally accepted accounting principals for investment partnerships. As a result of this election, the master fund is deemed to have distributed all of its assets and liabilities on October 31, 2009 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%,

273

the 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 a newly formed partnership. The final tax year end of the Master Fund was October 31, 2009.

For federal income tax purposes, pursuant to Code §336(a), the master fund recognizes 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 Code §331, each of those shareholders recognizes gain or loss as if it liquidated its investment in the master. Pursuant to Code §334(a), each of these shareholders 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. In regards to the shareholder owning 80% or more of the master fund, pursuant to Code §332(a), the shareholder will not recognize any gain or loss on the deemed liquidation. However, pursuant to Code §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 Code §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. As a result of the transaction, Dimensional Emerging Markets Value Fund recognized a $104,402,506 and ($16,523) capital gain and currency loss respectively, for tax year ended October 31, 2009.

F. 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. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The Fund 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). Due to a clerical error at the repurchase trading agent from October 29, 2010 through November 1, 2010, the collateral held by the Fund was less than the repurchase price. On November 2, 2010, the additional collateral was posted and the repurchase agreement was fully collateralized. 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 29, 2010.

2.    Foreign Market Risks:    Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States, 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. Consequently, acquisition and disposition of securities by the Fund 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 Fund.

3.    Futures Contracts:    The Fund 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 Fund 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

274

payments are known as “variation margin” and are recorded daily by the Fund as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Fund 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 Fund could lose more than the initial margin requirements. The Fund 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.

At October 31, 2010, the Fund had no outstanding futures contracts.

G. 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 rates agreed upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011. There were no borrowings by the Fund under this line of credit during the year ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, borrowings by the Fund 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
0.87%	$23,610	32	$18	$60,454

There were no outstanding borrowings by the Fund under this line of credit as of October 31, 2010.

H. Securities Lending:

As of October 31, 2010, the Fund had securities on loan to brokers/dealers, for which the Fund received cash collateral. The Fund 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 required 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.

275

However, daily market fluctuations could cause the Fund’s 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 Fund or, at the option of the lending agent, to replace the securities.

Subject to its stated investment policy, the Fund will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Fund also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. In addition, the Fund 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 Fund’s 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 Fund realized $25,938 (in thousands) of net gain.

K. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

276

L. Other

The Fund is subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Fund and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

277

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders and Board of Directors of Dimensional Emerging Markets Value Fund:

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 Dimensional Emerging Markets Value Fund (the “Fund”) at October 31, 2010, 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 Fund’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, 2010 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 22, 2010

278

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

279

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

280

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

281

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

282

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

283

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

284

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

285

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

286

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.

287

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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)
Enhanced U.S. Large Company Portfolio	100%	—	—	—	—	100%	—	—	5%	—	—	100%	100%
U.S. Large Cap Value Portfolio	100%	—	—	—	—	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%
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%	—	4%	110%	100%	100%
International Core Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	4%	138%	100%	100%
International Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	3%	136%	100%	100%
Japanese Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	7%	125%	100%	100%
Asia Pacific Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	1%	125%	100%	100%
United Kingdom Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
Continental Small Company Portfolio	100%	—	—	—	—	100%	100%	100%	—	6%	144%	100%	100%
DFA International Real Estate Securities Portfolio	100%	—	—	—	—	100%	100%	100%	—	1%	73%	100%	100%
DFA Global Real Estate Securities Portfolio	100%	—	—	—	—	100%	100%	100%	—	—	—	100%	100%
DFA International Small Cap Value Portfolio	94%	—	6%	—	—	100%	100%	100%	—	4%	150%	100%	100%
International Vector Equity Portfolio	99%	—	1%	—	—	100%	100%	100%	—	4%	136%	100%	100%
Emerging Markets Portfolio	46%	3%	51%	—	—	100%	100%	100%	—	6%	134%	100%	100%
Emerging Markets Small Cap Portfolio	93%	—	7%	—	—	100%	100%	100%	—	6%	153%	100%	100%
Emerging Markets Value Portfolio	36%	21%	43%	—	—	100%	100%	100%	—	4%	101%	100%	100%
Emerging Markets Core Equity Portfolio	100%	—	—	—	—	100%	100%	100%	—	6%	158%	100%	100%
Dimensional Investment Group Inc.
DFA International Value Portfolio	100%	—	—	—	—	100%	100%	100%	—	3%	126%	100%	100%
U.S. Large Company 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). 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 investment company taxbale income (the total of short-term capital gain and net investment income distributions).

(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).

288

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-001A

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

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 Inflation-Protected Securities Portfolio

DFA Short-Term Municipal Bond Portfolio

DFA California Short-Term Municipal Bond Portfolio

DFA Short-Term Extended Quality Portfolio

DFA Intermediate-Term Extended Quality Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS 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		6
Disclosure of Fund Expenses		10
Disclosure of Portfolio Holdings		13
Schedules of Investments
DFA One-Year Fixed Income Portfolio		14
DFA Two-Year Global Fixed Income Portfolio		17
DFA Selectively Hedged Global Fixed Income Portfolio		21
DFA Five-Year Government Portfolio		25
DFA Five-Year Global Fixed Income Portfolio		26
DFA Intermediate Government Fixed Income Portfolio		30
DFA Inflation-Protected Securities Portfolio		32
DFA Short-Term Municipal Bond Portfolio		33
DFA California Short-Term Municipal Bond Portfolio		41
DFA Short-Term Extended Quality Portfolio		47
DFA Intermediate-Term Extended Quality Portfolio		54
Statements of Assets and Liabilities		59
Statements of Operations		62
Statements of Changes in Net Assets		65
Financial Highlights		68
Notes to Financial Statements		73
Report of Independent Registered Public Accounting Firm		87
Fund Management		88
Voting Proxies on Fund Portfolio Securities		96
Notice to Shareholders		97

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]

DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments

Investment Abbreviations

AGM	Assured Guaranty Municipal Corporation
AMBAC	American Municipal Bond Assurance Corporation
CP	Commercial Paper
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
SA	Special Assessment
SCH BD GTY	School Bond Guaranty
SCSDE	South Carolina State Department of Education
TAN	Tax Anticipation Note
Investment Footnotes
†	See Note B to Financial Statements.
#	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, 2010.
(t)	Face Amount denominated in Australian Dollars.
(g)	Face Amount denominated in British Pounds.
(c)	Face Amount denominated in Canadian Dollars.
(e)	Face Amount denominated in Euro.
(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.
##	Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value allocated to this Portfolio as a part of this facility.

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 Funds.
(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, Schedules and Notes to Financial Statements
—	Amounts designated as — are either zero or rounded to zero.
RIC	Registered Investment Company
SEC	Securities and Exchange Commission
(a)	Commencement of Operations.

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

3

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

4

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

5

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

Fixed Income Market Review 12 Months Ended October 31, 2010

U.S. and international credit markets experienced relatively high levels of volatility during the fiscal year ended October 31, 2010. Investor appetite for credit risk was reasonably strong through most of the year, and credit spreads narrowed versus the previous fiscal period. Over the course of the year, the U.S. Federal Reserve maintained the target federal funds rate between 0.00% and 0.25% and continued to add liquidity into the financial system. Meanwhile, several major central banks around the world took similar actions to aid credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, finished the fiscal year unchanged at 0.28%, while the yield on 10-year U.S. Treasury notes declined 78 basis points. The U.S. yield curve remained upwardly sloped throughout the year.

	10/31/09	10/31/10	Change
Three-Month LIBOR (yield)	0.28%	0.28%	0.00%
Ten-Year U.S. Treasury Notes (yield)	3.39%	2.61%	–0.78%

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, 2010, total returns were 0.12% for three-month U.S. Treasury bills, 9.21% for five-year U.S. Treasury notes, and 11.68% for 30-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 expected 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. and U.K.

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 yields 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 and justified. The average maturity of the Portfolio remained stable, increasing slightly to 345 days on October 31, 2010, from 340 days on October 31, 2009.

For the 12 months ended October 31, 2010 the total return was 1.19% for the Portfolio, 0.37% for the BofA Merrill Lynch 6-Month US Treasury Note Index, and 0.87% for the BofA Merrill Lynch 1-Year US Treasury Note Index. During the period, interest rates declined but maintained a positive expected return premium. Relative to the Indices, the Portfolio benefited from exposure to securities with the 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 Six-Month Treasury Bill Index and had allocation to 1-2 year securities, which significantly outperformed less-than-1-year securities. The benchmarks had no exposure to securities with maturities of over one year.

6

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 global fixed income instruments maturing in two years or less. All non-US dollar-denominated securities within the Portfolio are currency hedged. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current yields 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 and justified. The average maturity of the Portfolio remained essentially stable during the period at 1.42 years as of October 31, 2010.

For the 12 months ended October 31, 2010, the total return was 1.83% for the Portfolio and 1.64% 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 as credit spreads narrowed, had a positive impact on the relative performance. The Portfolio had an average duration of 1.39 years on October 31, 2010, compared to 1.86 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, certain 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 yields 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 and justified. The average maturity of the Portfolio remained essentially stable at 1.29 years as of October 31, 2010.

For the 12 months ended October 31, 2010, total returns were 4.08% for the Portfolio and 2.91% for the Citigroup World Government Bond Index 1-3 Years (unhedged). Relative to the Index, the Portfolio’s outperformance was primarily due to differences in currency exposure and composition. The Portfolio significantly benefited from its small and hedged exposure to the euro during the period, as the euro depreciated against the U.S. dollar. The Portfolio also benefitted from its exposure to the unhedged Australian dollar and New Zealand dollar, as these currencies appreciated versus the U.S. dollar during the period.

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 yields 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 and justified. The average maturity of the Portfolio decreased to 2.90 years on October 31, 2010 from 3.06 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 5.32% for the Portfolio and 4.19% for the BofA Merrill Lynch 1-5 Year US Treasury and Agency Index. Relative to the Index, the outperformance by the Portfolio was primarily due to the Portfolio maintaining a higher duration than the Index during a period of falling interest

7

rates. The Portfolio’s performance was positively affected by lower relative allocation to 1-2 year securities and higher relative allocation to 2-4 year securities during the period when longer securities outperformed shorter securities.

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. All non-US dollar-denominated securities within the Portfolio are currency hedged. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current yields 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 and justified. The average maturity of the Portfolio increased from 3.52 years on October 31, 2009 to 4.08 years on October 31, 2010.

For the 12 months ended October 31, 2010 the total return was 7.51% for the Portfolio and 2.76% 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 U.S. dollar and sterling-denominated government agency and corporate securities contributed to outperformance during the period as credit spreads narrowed in the US and UK. The Portfolio had an average duration of 3.82 years on October 31, 2010 compared to 2.71 years for the Index, which also positively contributed to the Portfolio’s relative performance, as interest rates fell during the period.

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 increased to 6.13 years on October 31, 2010 from 5.83 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 8.85% for the Portfolio and 6.88% for the Barclays Capital U.S. Government Bond Index. Relative to the Index, the Portfolio’s outperformance was primarily due to differences in composition. The Portfolio’s performance was positively affected by higher allocation to long-term securities and lower allocation to short-term securities during the period of falling interest rates.

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 9.04 years on October 31, 2010, from 8.73 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 11.29% for the Portfolio and 10.42% for the Barclays Capital U.S. TIPS Index. The Portfolio’s outperformance was primarily due to structural differences with the Index. The Portfolio’s much lower allocation than the Index to short-term securities, which underperformed intermediate and long-term securities during the period of falling interest rates, contributed to the outperformance of the Portfolio.

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 decreased to 2.53 years on October 31, 2010 from 2.78 years on October 31, 2009.

8

For the 12 months ended October 31, 2010, total returns were 2.73% for the Portfolio and 3.69% 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 decreased to 2.56 years on October 31, 2010, from 2.78 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 3.14% for the Portfolio and 2.69% for the BofA Merrill Lynch 1-3 Year California Municipal Securities Index. The primary reason for the outperformance was the Portfolio’s higher duration versus the benchmark during the period when California municipal interest rates decreased significantly. The Portfolio’s 47.5% average allocation to securities with maturities of 3-5 years contributed the most to the Portfolio’s relative outperformance. The benchmark had no securities with maturities of greater than 3 years.

DFA Short-Term Extended Quality Portfolio

The DFA Short-Term Extended Quality 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 maintains an average portfolio duration of three years or less. The Portfolio hedges foreign currency risks. The average maturity of the Portfolio was 2.95 years on October 31, 2010.

For the 12 months ended October 31, 2010, total returns were 6.73% for the Portfolio and 5.21% for the BofA Merrill Lynch 1-5 Year US Corporate and Government Index. Relative to the Index, the Portfolio’s outperformance was largely due to its significant overweight in corporate securities during the period as corporates outperformed government securities. The Portfolio’s performance was also positively affected by its longer duration versus the benchmark as interest rates declined during the period. The Portfolio’s average duration remained close to 2.8 years over the period as upwardly sloped yield curves exhibited positive expected return premiums, while the duration of the benchmark remained at approximately 1.8 years.

DFA Intermediate-Term Extended Quality Portfolio

The DFA Intermediate-Term Extended Quality 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 15 years from the date of settlement and maintains average portfolio duration of 3 to 10 years. The Portfolio hedges foreign currency risks. The average maturity of the Portfolio was 7.98 years on October 31, 2010.

Since the portfolio’s inception on July 20, 2010 through October 31, 2010, total returns were 3.15% for the Portfolio and 3.76% for the Barclays Capital US Credit Index. The performance differences were caused by structural differences between the Portfolio and the Index.

9

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
DFA One-Year Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,008.10		0.17%		$0.86
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.35		0.17%		$0.87

10

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
DFA Two-Year Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,010.70		0.18%		$0.91
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.30		0.18%		$0.92
DFA Selectively Hedged Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,028.70		0.20%		$1.02
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.20		0.20%		$1.02
DFA Five-Year Government Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,040.40		0.22%		$1.13
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10		0.22%		$1.12
DFA Five-Year Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,051.60		0.28%		$1.45
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.79		0.28%		$1.43
DFA Intermediate Government Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,069.50		0.12%		$0.63
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.60		0.12%		$0.61
DFA Inflation-Protected Securities Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,072.50		0.13%		$0.68
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.55		0.13%		$0.66
DFA Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,014.40		0.22%		$1.12
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10		0.22%		$1.12
DFA California Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,015.80		0.24%		$1.22
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.00		0.24%		$1.22

11

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
DFA Short-Term Extended Quality Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,039.10		0.22%		$1.13
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10		0.22%		$1.12
DFA Intermediate-Term Extended Quality Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,031.50		0.22%		$0.64
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10		0.22%		$1.12

* 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.

** DFA Intermediate-Term Extended Quality Portfolio commenced operations on July 20, 2010. Expenses are equal to the fund’s annualized expense ratio for the period, multiplied by the average account value over the period, multiplied by the number of days since inception (104), then divided by the number of days in the year (365) to reflect the period. The “Ending Account Value” is derived from the fund’s share class actual return since inception. The “Hypothetical 5% Annual Return” information reflects the 184 day period for the six-months ended October 31, 2010 to allow for comparability.

12

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, 2010. 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 shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DFA One-Year Fixed Income Portfolio
Corporate	41.7%
Government	29.1%
Foreign Corporate	11.7%
Foreign Government	11.7%
Supranational	5.8%
	100.0%
DFA Five-Year Government Portfolio
Government	100.0%
	100.0%
DFA Inflation-Protected Securities Portfolio
Government	100.0%
	100.0%
DFA Short-Term Extended Quality Portfolio
Corporate	69.3%
Government	1.3%
Foreign Corporate	13.7%
Foreign Government	11.2%
Supranational	4.5%
	100.0%

DFA Two-Year Global Fixed Income Portfolio
Corporate	5.3%
Government	17.9%
Foreign Corporate	26.8%
Foreign Government	42.0%
Supranational	8.0%
	100.0%
DFA Five-Year Global Fixed Income Portfolio
Corporate	10.8%
Government	6.9%
Foreign Corporate	24.5%
Foreign Government	36.3%
Supranational	21.5%
	100.0%
DFA Short-Term Municipal Bond Portfolio
Muni Insured	23.9%
Muni G.O. Local	28.9%
Muni G.O. State	27.1%
Muni Revenue	15.2%
Muni Pre-Refunded	4.9%
	100.0%
DFA Intermediate-Term Extended Quality Portfolio
Corporate	69.5%
Government	3.5%
Foreign Corporate	13.8%
Foreign Government	9.7%
Supranational	3.5%
	100.0%

DFA Selectively Hedged Global Fixed Income Portfolio
Corporate	7.2%
Government	6.3%
Foreign Corporate	21.6%
Foreign Government	48.7%
Supranational	16.2%
	100.0%
DFA Intermediate Government Fixed Income Portfolio
Government	100.0%
	100.0%
DFA California Short-Term Municipal Bond Portfolio
Muni Insured	37.5%
Muni G.O. Local	10.6%
Muni G.O. State	15.5%
Muni Revenue	16.2%
Muni Pre-Refunded	20.2%
	100.0%

13

DFA ONE-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (41.1%)
Federal Farm Credit Bank
1.125%, 10/03/11	$	30,000	$	30,207,930
0.950%, 02/10/12		50,000		50,394,200
0.950%, 03/05/12		15,000		15,122,835
Federal Home Loan Bank
5.375%, 08/19/11		45,000		46,826,955
3.750%, 09/09/11		90,000		92,671,740
3.625%, 09/16/11		121,000		124,636,413
4.875%, 11/18/11		55,000		57,613,105
1.000%, 12/28/11		10,000		10,079,750
1.125%, 03/09/12		27,500		27,794,195
#       2.250%, 04/13/12		136,000		139,744,352
5.750%, 05/15/12		100,000		108,287,900
1.125%, 05/18/12		150,000		151,777,500
1.375%, 06/08/12		40,000		40,646,160
1.750%, 08/22/12		105,000		107,574,705
4.625%, 10/10/12		68,700		74,386,574
Federal Home Loan Mortgage Corporation
1.125%, 12/15/11		10,000		10,091,750
#       5.750%, 01/15/12		160,000		170,292,320
4.750%, 03/05/12		55,000		58,256,660
2.125%, 03/23/12		50,000		51,227,850
1.125%, 04/25/12		40,000		40,459,000
5.125%, 07/15/12		30,000		32,401,680
1.125%, 07/27/12		85,000		86,119,790
5.500%, 08/20/12		110,000		120,080,290
1.000%, 08/28/12		30,000		30,329,550
Federal National Mortgage Association
1.000%, 11/23/11		45,000		45,343,935
2.000%, 01/09/12		46,000		46,919,770
#       0.875%, 01/12/12		122,700		123,462,090
1.500%, 03/15/12		17,000		17,270,844
6.125%, 03/15/12		26,500		28,583,350
1.000%, 04/04/12		60,000		60,560,880
1.875%, 04/20/12		154,000		157,445,750
4.875%, 05/18/12		100,000		106,962,500
1.750%, 08/10/12		25,000		25,598,450
4.375%, 09/15/12		133,000		142,822,183
TOTAL AGENCY OBLIGATIONS				2,431,992,956
BONDS — (39.3%)
Abbey National Treasury Services P.L.C. Floating Rate Note
(r)     0.596%, 08/16/11		75,000		74,980,875

	Face Amount		Value†
	(000)
Bank of New York Mellon Corp. (The)
4.950%, 01/14/11	$	5,000	$	5,044,715
Bank of Nova Scotia Floating Rate Note
(r)     0.543%, 03/05/12		75,000		75,196,575
(r)     0.543%, 03/12/12		25,000		25,022,750
Barclays Bank P.L.C. Floating Rate Note
(r)     0.556%, 01/14/11		125,000		124,999,125
Bear Stearns Cos. LLC (The) Floating Rate Note
(r)     0.656%, 02/01/12		66,167		66,109,567
(r)     2.161%, 08/10/12		9,925		10,137,832
Berkshire Hathaway, Inc. Floating Rate Note
(r)     0.591%, 02/10/12		125,000		124,951,625
Citigroup Funding, Inc.
2.125%, 07/12/12		49,000		50,416,443
Citigroup, Inc.
#       1.250%, 09/22/11		20,000		20,173,560
#       1.250%, 11/15/11		38,000		38,350,436
1.875%, 05/07/12		45,000		46,010,565
Credit Agricole Corporate & Investment Bank Floating Rate Note
(r)     0.839%, 04/13/12		50,000		50,001,350
Eksportfinans ASA
5.000%, 02/14/12		2,218		2,343,521
European Investment Bank
3.250%, 10/14/11		27,000		27,733,266
2.625%, 11/15/11		88,000		90,028,048
1.750%, 09/14/12		25,000		25,603,450
Export Development Canada
2.375%, 03/19/12		23,000		23,617,665
General Electric Capital Corp.
5.875%, 02/15/12		30,000		31,852,170
2.200%, 06/08/12		25,000		25,713,525
6.000%, 06/15/12		8,891		9,589,139
3.500%, 08/13/12		30,000		31,236,000
General Electric Capital Corp. Floating Rate Note
(r)     0.446%, 08/15/11		25,869		25,874,381
(r)     0.519%, 11/21/11		5,000		5,009,700
(r)     0.458%, 07/27/12		37,000		36,738,817
Goldman Sachs Group, Inc. (The)
1.625%, 07/15/11		66,000		66,620,004

14

DFA ONE-YEAR FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
HSBC USA, Inc.
3.125%, 12/16/11	$	20,000	$	20,621,340
Inter-American Development Bank
3.250%, 11/15/11		25,600		26,351,411
4.375%, 09/20/12		11,900		12,755,800
International Bank for Reconstruction & Development
0.800%, 07/13/12		45,000		45,324,000
Japan Finance Corp.
2.000%, 06/24/11		65,200		65,833,614
#       1.500%, 07/06/12		71,500		72,359,430
JPMorgan Chase & Co.
3.125%, 12/01/11		23,300		23,989,237
5.375%, 10/01/12		22,200		24,018,380
JPMorgan Chase & Co. Floating Rate Note
(r)     0.486%, 05/16/11		17,440		17,451,179
(r)     1.043%, 06/13/11		10,490		10,538,170
Kreditanstalt fuer Wiederaufbau
3.250%, 10/14/11		33,000		33,902,550
2.250%, 04/16/12		25,000		25,662,650
4.750%, 05/15/12		25,000		26,625,650
1.250%, 06/15/12		21,800		22,084,817
Landwirtschaftliche Rentenbank
5.250%, 07/02/12		10,000		10,768,970
Morgan Stanley
2.000%, 09/22/11		25,000		25,385,000
2.250%, 03/13/12		60,000		61,500,300
Nordea Bank Finland P.L.C. Floating Rate Note
(r)     0.686%, 02/01/12		81,070		81,049,895
(r)     0.693%, 09/13/12		65,000		64,940,265
Nordic Investment Bank
2.375%, 12/15/11		29,650		30,305,769
Oesterreichische Kontrollbank AG
4.750%, 11/08/11		50,000		52,152,600
4.750%, 10/16/12		11,103		11,983,068
Ontario, Province of Canada
2.625%, 01/20/12		80,500		82,688,392
4.950%, 06/01/12		48,000		51,361,968
5.125%, 07/17/12		15,000		16,166,460
Rabobank Nederland NV Floating Rate Note
(r)     0.270%, 04/01/11		25,000		24,998,100
Royal Bank of Canada
5.650%, 07/20/11		23,000		23,786,278

	Face Amount		Value†
	(000)
Royal Bank of Canada Floating Rate Note
(r)     0.356%, 01/27/12	$	100,000	$	100,000,000
Shell International Finance BV Floating Rate Note
#(r)   0.640%, 06/22/12		8,125		8,145,118
Svenska Handelsbanken Floating Rate Note
(r)     0.538%, 01/30/12		19,500		19,493,506
Toyota Motor Credit Corp. Floating Rate Note
(r)     0.390%, 10/04/11		48,000		47,999,520
U.S. Bancorp
1.800%, 05/15/12		20,000		20,422,580
Westpac Banking Corp. Floating Rate Note
(r)     0.589%, 08/17/12		50,000		49,956,550
TOTAL BONDS				2,323,977,671
CERTIFICATES OF DEPOSIT INTEREST BEARING — (0.6%)
Bank of Nova Scotia
0.750%, 10/15/12		40,000		39,784,240
COMMERCIAL PAPER — (15.4%)
Abbey National North America LLC
0.550%, 11/08/10		15,000		14,999,166
0.370%, 12/22/10		25,000		24,990,175
0.365%, 01/19/11		30,000		29,977,062
Commonwealth Bank of Australia
0.270%, 11/09/10		25,000		24,998,587
Credit Agricole North America, Inc.
0.270%, 11/15/10		15,000		14,998,605
0.275%, 11/22/10		45,000		44,993,488
0.270%, 11/23/10		5,000		4,999,240
Fortis Funding LLC
0.300%, 12/10/10		100,000		99,973,170
0.290%, 01/19/11		30,000		29,982,438
National Australia Funding Delaware, Inc.
0.255%, 11/08/10		50,000		49,997,445
0.260%, 11/09/10		50,000		49,997,175
0.245%, 12/06/10		60,000		59,987,268
National Rural Utilities
0.260%, 12/15/10		24,624		24,615,544
0.260%, 12/17/10		48,000		47,982,686

15

DFA ONE-YEAR FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
NRW.BANK
0.390%, 11/05/10	$	82,000	$	81,997,130
Old Line Funding LLC
0.240%, 11/18/10		45,000		44,995,248
0.259%, 01/18/11		26,000		25,986,896
Sheffield Receivables Corp.
0.230%, 11/03/10		25,000		24,999,132
0.280%, 11/16/10		25,000		24,996,688
0.250%, 12/02/10		34,000		33,991,330
0.260%, 12/03/10		25,000		24,993,438
0.270%, 12/06/10		30,000		29,991,450
Toyota Motor Credit Corp.
0.300%, 11/09/10		15,000		14,999,084
0.270%, 01/12/11		80,000		79,955,000
TOTAL COMMERCIAL PAPER				909,397,445

	Shares		Value†
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds
Tempcash Portfolio - Institutional Shares		22,239,311		$22,239,311
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (3.2%)
§@  DFA Short Term Investment Fund		186,858,290		186,858,290
@    Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $875,686 FNMA 3.500%, 10/01/20, valued at $916,145) to be repurchased at $889,477		$889		889,460
TOTAL SECURITIES LENDING COLLATERAL				187,747,750
TOTAL INVESTMENTS — (100.0%) (Cost $5,888,141,430)			$	5,915,139,373

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	2,431,992,956		—	$	2,431,992,956
Bonds		—		2,323,977,671		—		2,323,977,671
Certificates of Deposit Interest Bearing		—		39,784,240		—		39,784,240
Commercial Paper		—		909,397,445		—		909,397,445
Temporary Cash Investments	$	22,239,311		—		—		22,239,311
Securities Lending Collateral		—		187,747,750		—		187,747,750
TOTAL	$	22,239,311	$	5,892,900,062		—	$	5,915,139,373

See accompanying Notes to Financial Statements.

16

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2010

	Face Amount^		Value†
	(000)
BONDS — (67.6%)
AUSTRALIA — (0.5%)
Australia & New Zealand Banking Group, Ltd.
(g)    4.500%, 12/15/10		3,410	$	5,481,912
Commonwealth Bank of Australia
(e)    3.625%, 04/05/11		5,800		8,144,645
Westpac Banking Corp.
(g)    4.875%, 04/13/11		5,639		9,170,190
TOTAL AUSTRALIA				22,796,747
AUSTRIA — (2.9%)
Erste Group Bank AG
(e)    2.250%, 05/13/11		8,400		11,745,222
Oesterreichische Volksbanken AG
(e)    3.000%, 02/09/12		5,000		7,087,106
Oesterreichische Kontrollbank AG
(u)    4.750%, 11/08/11		64,350		67,120,396
(u)    4.750%, 10/16/12		35,621		38,444,463
TOTAL AUSTRIA				124,397,187
CANADA — (15.0%)
Alberta Capital Finance Authority
5.850%, 06/01/12		6,500		6,809,991
Bank of Nova Scotia
3.030%, 06/04/12		112,100		112,098,901
British Columbia, Province of Canada
5.750%, 01/09/12		107,000		110,343,553
Canada Housing Trust
3.950%, 12/15/11		24,200		24,426,601
4.000%, 06/15/12		70,000		71,441,318
Canadian Government Bond
1.500%, 03/01/12		12,000		11,800,569
1.500%, 06/01/12		83,600		82,172,923
Ontario, Province of Canada
4.400%, 12/02/11		107,000		108,368,056
(u)    5.125%, 07/17/12		8,000		8,622,112
Royal Bank of Canada
(g)    4.625%, 12/07/10		6,313		10,142,216
4.920%, 07/06/11		8,000		8,031,846
(u)    5.650%, 07/20/11		3,500		3,619,651
(e)    5.750%, 07/25/11		48,000		68,775,972
4.530%, 05/07/12		10,800		11,035,823
5.200%, 08/15/12		13,200		13,717,439
TOTAL CANADA				651,406,971

	Face Amount^		Value†
	(000)
DENMARK — (4.4%)
Danske Bank A.S.
(u)    2.500%, 05/10/12		81,000	$	83,133,783
Denmark Government International Bond
(u)    1.875%, 03/16/12		72,000		73,404,000
FIH Erhvervsbank A.S.
(u)    2.450%, 08/17/12		34,200		35,162,935
TOTAL DENMARK				191,700,718
FRANCE — (7.4%)
Agence Francaise de Developpement
(u)    2.250%, 05/22/12		32,500		33,113,665
Caisse d’Amortissement de la Dette Sociale
(u)    4.125%, 12/09/11		10,000		10,365,820
(u)    2.250%, 07/06/12		75,300		77,007,879
(u)    5.375%, 07/17/12		4,900		5,287,575
Caisse des Depots et Consignations
(u)    3.000%, 06/22/12		6,200		6,404,290
French Treasury Note BTAN
(e)    0.750%, 09/20/12		47,800		66,086,399
Societe Financement de l’Economie Francaise
(e)    2.375%, 03/10/12		10,000		14,160,336
(u)    2.375%, 03/26/12		84,000		86,209,200
(u)    2.250%, 06/11/12		12,000		12,350,652
Total Capital SA
(u)    5.000%, 10/10/11		3,500		3,632,688
(u)    5.000%, 05/22/12		9,000		9,564,489
TOTAL FRANCE				324,182,993
GERMANY — (7.8%)
HSH Nordbank AG
(e)    2.250%, 07/23/12		17,000		24,046,758
IKB Deutsche Industriebank AG
(e)    2.875%, 01/27/12		20,000		28,394,160
(e)    2.125%, 09/10/12		39,200		55,290,010
Kreditanstalt fuer Wiederaufbau
(u)    5.250%, 01/12/12		20,000		33,743,790
#(u)    2.250%, 04/16/12		38,209		39,221,768
(u)    4.750%, 05/15/12		14,000		14,910,364

17

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
GERMANY — (Continued)
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)    4.125%, 07/15/11		18,000	$	18,450,558
(u)    4.875%, 01/13/12		19,000		19,965,580
(u)    2.000%, 10/01/12		20,200		20,656,823
Landwirtschaftliche Rentenbank
(g)    5.250%, 01/18/12		11,900		20,053,891
(u)    3.000%, 04/16/12		27,546		28,516,666
(u)    1.875%, 09/24/12		37,000		37,901,468
TOTAL GERMANY				341,151,836
JAPAN — (0.6%)
Japan Finance Corp.
(u)    1.500%, 07/06/12		26,000		26,312,520
NETHERLANDS — (9.4%)
Bank Nederlandse Gemeenten
(g)    4.500%, 08/16/11		18,000		29,631,621
(u)    2.250%, 01/17/12		12,000		12,219,168
(g)    5.750%, 03/07/12		25,194		42,796,302
(u)    2.000%, 09/17/12		29,000		29,682,892
Deutsche Bahn Finance BV
(u)    5.125%, 01/05/11		13,385		13,484,116
Nederlandse Waterschapsbank NV
(u)    1.375%, 02/17/12		18,800		18,995,971
(u)    5.375%, 09/04/12		70,200		76,177,530
Netherlands Government Bond
(e)    2.500%, 01/15/12		71,000		100,588,192
NIBC Bank NV
(e)    3.625%, 12/19/11		35,000		49,944,989
Rabobank Nederland NV
(g)    5.000%, 04/11/11		4,870		7,921,102
(u)    5.000%, 01/25/12		26,800		28,137,481
TOTAL NETHERLANDS				409,579,364
NEW ZEALAND — (1.4%)
ANZ National Int’l, Ltd.
#(u)  3.250%, 04/02/12		15,000		15,545,325
Westpac Securities NZ, Ltd.
(u)    2.500%, 05/25/12		43,680		44,769,685
TOTAL NEW ZEALAND				60,315,010
NORWAY — (2.5%)
Kommunalbanken AS
(u)    3.250%, 06/15/11		53,832		54,723,781

	Face Amount^		Value†
	(000)
NORWAY — (Continued)
(u)    5.125%, 10/14/11		13,000	$	13,554,606
(u)    2.875%, 06/22/12		38,000		39,463,228
TOTAL NORWAY				107,741,615
SPAIN — (0.7%)
Instituto de Credito Oficial
(u)    3.000%, 03/15/11		5,000		5,014,670
(u)    3.500%, 11/15/11		10,500		10,682,700
(g)    4.500%, 12/07/11		10,000		16,339,784
TOTAL SPAIN				32,037,154
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (3.5%)
Council of Europe Development Bank
(u)    3.375%, 09/15/11		6,000		6,146,574
(g)    4.625%, 03/07/12		5,000		8,394,631
Eurofima
(u)    5.125%, 08/02/12		4,000		4,293,076
European Investment Bank
(u)    3.250%, 10/14/11		30,100		30,917,456
(u)    2.625%, 11/15/11		32,000		32,722,016
(u)    2.000%, 02/10/12		10,000		10,201,340
(g)    5.000%, 03/07/12		6,000		10,134,635
(g)    4.750%, 06/06/12		20,200		34,263,619
European Union
(e)    3.250%, 12/09/11		10,000		14,303,957
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				151,377,304
SWEDEN — (2.3%)
Kommuninvest I Sverige
(u)    5.375%, 06/15/11		2,900		2,993,339
(u)    5.375%, 07/03/12		71,000		76,430,719
(u)    2.125%, 09/17/12		20,000		20,475,740
TOTAL SWEDEN				99,899,798
UNITED KINGDOM — (4.5%)
Barclays Bank P.L.C.
2.875%, 12/23/11		49,300		80,645,820
Clydesdale Bank P.L.C.
3.375%, 12/09/11		8,400		13,824,846
Lloyds TSB Bank P.L.C.
4.000%, 11/17/11		20,000		33,028,529
(u)    2.800%, 04/02/12		23,000		23,657,639

18

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
UNITED
KINGDOM — (Continued)
Nationwide Building Society
3.750%, 11/21/11		5,000	$	8,233,409
Royal Bank of Scotland P.L.C. (The)
4.125%, 11/14/11		21,000		34,726,190
TOTAL UNITED KINGDOM				194,116,433
UNITED STATES — (4.7%)
Bear Stearns Cos. LLC (The)
6.950%, 08/10/12	$	15,000		16,548,135
General Electric Capital Corp.
(g)    2.750%, 12/07/11		52,300		85,342,508
3.500%, 08/13/12		28,000		29,153,600
JPMorgan Chase & Co.
(g)    3.750%, 12/12/11		4,000		6,598,367
Morgan Stanley
1.950%, 06/20/12		51,200		52,496,896
Wachovia Corp.
5.300%, 10/15/11		13,000		13,585,026
TOTAL UNITED STATES				203,724,532
TOTAL BONDS				2,940,740,182
AGENCY OBLIGATIONS — (24.2%)
Federal Farm Credit Bank
0.950%, 03/05/12		26,400		26,616,190
2.250%, 04/24/12		25,000		25,686,500
Federal Home Loan Bank
1.125%, 05/18/12		105,000		106,244,250
#      1.375%, 06/08/12		25,000		25,403,850
1.875%, 06/20/12		89,000		91,186,908
#      0.875%, 08/22/12		25,000		25,219,225
#      1.750%, 08/22/12		49,200		50,406,433
Federal Home Loan Mortgage Corporation
#      4.750%, 03/05/12		46,500		49,253,358
2.125%, 03/23/12		70,000		71,718,990
1.125%, 04/25/12		85,000		85,975,375
#      1.750%, 06/15/12		16,000		16,357,264
#      5.125%, 07/15/12		25,000		27,001,400
#      1.125%, 07/27/12		50,000		50,658,700
#      5.500%, 08/20/12		76,000		82,964,564
#      2.125%, 09/21/12		20,000		20,646,360

	Face   Amount		Value†
	(000)
Federal National Mortgage Association
#      5.000%, 02/16/12		$  24,000	$     25,431,696
1.500%, 03/15/12		20,000	20,318,640
6.125%, 03/15/12		10,000	10,786,170
#      1.875%, 04/20/12		136,000	139,043,000
#      4.375%, 09/15/12		94,000	100,941,994
TOTAL AGENCY OBLIGATIONS			1,051,860,867
TEMPORARY CASH INVESTMENTS — (0.8%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $40,385,000 FHLMC 4.00%, 12/15/38, valued at $37,622,509) to be repurchased at $35,667,565		35,667	35,667,000
	Shares
SECURITIES LENDING COLLATERAL — (7.4%)
§@ DFA Short Term Investment Fund		319,600,750	319,600,750
TOTAL INVESTMENTS — (100.0%) (Cost $4,303,006,053)			$4,347,868,799

19

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2			Level 3		Total
Bonds
Australia		—	$	22,796,747			—	$	22,796,747
Austria		—		124,397,187			—		124,397,187
Canada		—		651,406,971			—		651,406,971
Denmark		—		191,700,718			—		191,700,718
France		—		324,182,993			—		324,182,993
Germany		—		341,151,836			—		341,151,836
Japan		—		26,312,520			—		26,312,520
Netherlands		—		409,579,364			—		409,579,364
New Zealand		—		60,315,010			—		60,315,010
Norway		—		107,741,615			—		107,741,615
Spain		—		32,037,154			—		32,037,154
Supranational Organization Obligations		—		151,377,304			—		151,377,304
Sweden		—		99,899,798			—		99,899,798
United Kingdom		—		194,116,433			—		194,116,433
United States		—		203,724,532			—		203,724,532
Agency Obligations		—		1,051,860,867			—		1,051,860,867
Temporary Cash Investments		—		35,667,000			—		35,667,000
Securities Lending Collateral		—		319,600,750			—		319,600,750
Forward Currency Contracts**		—		(6,589,906	)		—		(6,589,906	)
TOTAL		—	$	4,341,278,893			—	$	4,341,278,893

** Not reflected in the Schedule of Investments, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

20

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount^		Value†
	(000)
BONDS — (90.8%)
AUSTRALIA — (3.6%)
Australia & New Zealand Banking Group, Ltd.
(u)    5.500%, 05/24/11		1,311	$	1,341,297
Commonwealth Bank of Australia
8.500%, 06/24/11		1,300		1,298,939
(z)    4.000%, 02/20/12		4,581		3,510,320
5.250%, 04/17/12		5,200		5,066,918
General Electric Capital Australia Funding, Ltd.
8.000%, 02/13/12		1,000		1,002,077
National Australia Bank, Ltd.
4.250%, 01/27/12		530		514,436
5.250%, 05/04/12		6,600		6,429,479
TOTAL AUSTRALIA				19,163,466
AUSTRIA — (2.7%)
Asfinag
(u)    2.000%, 10/22/12		2,000		2,049,554
Austria Government International Bond
(u)    5.500%, 02/22/12		4,000		4,251,716
Oesterreichische Kontrollbank AG
(u)    1.875%, 03/21/12		5,000		5,093,390
(u)    4.750%, 10/16/12		2,414		2,605,343
TOTAL AUSTRIA				14,000,003
CANADA — (13.0%)
Alberta Capital Finance Authority
5.850%, 06/01/12		9,100		9,533,988
Bank of Nova Scotia
3.030%, 06/04/12		9,500		9,499,907
British Columbia, Province of Canada
5.750%, 01/09/12		11,000		11,343,730
Canada Housing Trust
4.000%, 06/15/12		6,100		6,225,601
Canada Mortgage & Housing Corp.
5.500%, 06/01/12		3,208		3,342,529
Canadian Government Bond
1.500%, 03/01/12		4,200		4,130,199
1.500%, 06/01/12		9,900		9,731,004
Ontario, Province of Canada
4.400%, 12/02/11		5,000		5,063,928
(u)    4.950%, 06/01/12		5,500		5,885,226

	Face Amount^		Value†
	(000)
CANADA — (Continued)
Royal Bank of Canada
5.200%, 08/15/12		3,500	$	3,637,200
TOTAL CANADA				68,393,312
DENMARK — (3.4%)
Danske Bank A.S.
(u)    2.500%, 05/10/12		10,000		10,263,430
Denmark Government International Bond
(u)    1.875%, 03/16/12		7,200		7,340,400
Kommunekredit
(n)    5.100%, 11/23/11		2,500		437,472
TOTAL DENMARK				18,041,302
FRANCE — (9.6%)
Agence Francaise de Developpement
(u)    2.250%, 05/22/12		5,000		5,094,410
Caisse d’Amortissement de la Dette Sociale
(u)    2.250%, 07/06/12		9,800		10,022,274
(u)    5.375%, 07/17/12		3,000		3,237,291
Caisse des Depots et Consignations
(u)    3.000%, 06/22/12		2,000		2,065,900
French Treasury Note BTAN
(e)    0.750%, 09/20/12		7,000		9,677,925
Reseau Ferre de France
(t)     5.375%, 06/07/12		2,500		2,446,664
Societe Financement del’Economie Francaise
(u)    2.250%, 06/11/12		5,000		5,146,105
Total Capital SA
(u)    5.000%, 10/10/11		2,500		2,594,777
(g)    4.625%, 03/07/12		5,000		8,345,839
(u)    5.000%, 05/22/12		1,800		1,912,898
TOTAL FRANCE				50,544,083
GERMANY — (11.3%)
IKB Deutsche Industriebank AG
(e)    2.875%, 01/27/12		6,000		8,518,248
Kreditanstalt fuer Wiederaufbau
(z)    8.000%, 01/14/11		1,602		1,231,186
(n)    5.250%, 05/16/11		32,500		5,603,750
(z)    6.500%, 11/15/11		7,695		6,017,696

21

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
GERMANY — (Continued)
(u)    2.250%, 04/16/12		800	$	821,205
Landesbank Hessen-Thueringen Girozentrale
(g)    5.375%, 03/07/12		2,000		3,354,561
Landeskreditbank
Baden-Wuerttemberg Foerderbank
(u)    4.125%, 07/15/11		3,000		3,075,093
(u)    4.875%, 01/13/12		6,000		6,304,920
(u)    2.000%, 10/01/12		3,000		3,067,845
Landwirtschaftliche Rentenbank
(t)     6.500%, 05/04/11		3,097		3,053,679
(u)    3.000%, 04/16/12		8,800		9,110,094
(u)    5.250%, 07/02/12		1,800		1,938,415
State of North Rhine-Westphalia
(n)    5.000%, 04/30/12		43,000		7,600,954
TOTAL GERMANY				59,697,646
JAPAN — (2.3%)
Japan Finance Corp.
(u)    1.500%, 07/06/12		12,000		12,144,240
NETHERLANDS — (10.1%)
Bank Nederlandse Gemeenten
(z)    6.750%, 09/21/11		929		725,612
3.875%, 01/11/12		28,000		4,268,501
(g)    5.750%, 03/07/12		4,700		7,983,751
Deutsche Bahn Finance BV
(u)    5.125%, 01/05/11		5,000		5,037,025
Nederlandse Waterschapsbank NV
(t)     7.375%, 02/18/11		4,000		3,941,110
(u)    1.375%, 02/17/12		2,700		2,728,145
(u)    5.375%, 09/04/12		4,000		4,340,600
Rabobank Nederland NV
(z)    4.750%, 12/07/11		8,800		6,772,430
(n)    4.000%, 02/02/12		44,000		7,665,553
SNS Bank NV
(e)    2.875%, 01/30/12		7,000		9,932,149
TOTAL NETHERLANDS				53,394,876
NEW ZEALAND — (2.2%)
ANZ National Int’l, Ltd.
(u)    3.250%, 04/02/12		2,200		2,279,981
Westpac Securities NZ, Ltd.
(u)    2.500%, 05/25/12		9,000		9,224,523
TOTAL NEW ZEALAND				11,504,504

	Face Amount^		Value†
	(000)
NORWAY — (3.0%)
Eksportfinans ASA
(c)    4.000%, 01/25/12		2,350	$	2,350,942
Kommunalbanken AS
5.250%, 11/10/10		4,000		683,369
(t)     4.000%, 11/15/10		3,500		3,427,146
3.500%, 03/01/11		9,290		1,592,972
(z)    2.700%, 03/16/11		2,000		1,519,002
4.250%, 10/24/11		20,000		3,484,168
4.000%, 11/02/11		16,000		2,773,440
TOTAL NORWAY				15,831,039
SPAIN — (1.7%)
Instituto de Credito Oficial
(u)    1.875%, 04/15/11		1,700		1,700,932
(n)    5.000%, 10/17/11		15,600		2,700,673
(u)    3.500%, 11/15/11		4,500		4,578,300
TOTAL SPAIN				8,979,905
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.5%)
Asian Development Bank
(t)     6.000%, 05/24/12		2,500		2,481,438
(t)     0.500%, 10/09/12		1,800		1,610,660
Council of Europe Development Bank
(t)     5.500%, 01/18/12		1,000		984,249
(g)    4.625%, 03/07/12		4,500		7,555,168
Eurofima
(u)    5.125%, 08/02/12		2,000		2,146,538
European Investment Bank
(n)    4.250%, 12/06/10		15,980		2,731,602
(z)    7.000%, 01/18/12		9,800		7,738,692
(g)    5.000%, 03/07/12		1,000		1,689,106
(g)    4.750%, 06/06/12		800		1,356,975
Inter-American Development Bank
(z)    6.125%, 07/19/11		5,300		4,112,939
(z)    7.250%, 05/24/12		6,000		4,802,749
International Bank for Reconstruction & Development
(t)     5.520%, 04/18/11		5,847		5,744,611
(t)     5.760%, 04/26/11		1,200		1,180,529
(t)     3.200%, 01/23/12		1,827		1,735,000
(t)     4.370%, 05/17/12		1,389		1,344,265
International Finance Facility for Immunisation
(z)    2.650%, 02/21/12		6,500		4,867,877

22

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Nordic Investment Bank
(t)    3.100%, 02/02/12		7,200	$	6,915,605
(n)    2.250%, 08/31/12		40,000		6,819,998
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				65,818,001
SWEDEN — (5.9%)
City of Gothenburg Sweden
2.500%, 09/27/11		24,000		3,613,511
Kommuninvest I Sverige
(u)    5.375%, 07/03/12		12,200		13,133,166
Nordea Bank AB
5.625%, 09/02/11		70,000		10,780,502
Svensk Exportkredit AB
(u)    4.875%, 09/29/11		1,000		1,040,546
(z)    5.000%, 08/17/12		3,500		2,686,429
TOTAL SWEDEN				31,254,154
UNITED KINGDOM — (4.4%)
Barclays Bank P.L.C.
2.875%, 12/23/11		5,400		8,833,416
Lloyds TSB Bank P.L.C.
2.750%, 03/16/12		1,600		2,616,280
Network Rail Infrastructure Finance P.L.C.
4.875%, 03/07/12		6,900		11,594,662
TOTAL UNITED KINGDOM				23,044,358
UNITED STATES — (5.1%)
General Electric Capital Corp.
(z)    9.000%, 01/04/11	$	1,100		845,349
(g)    2.750%, 12/07/11		6,050		9,872,317
6.000%, 06/15/12		1,800		1,941,340
JPMorgan Chase & Co.
5.375%, 10/01/12		1,500		1,622,864
Mellon Funding Corp.
(g)    6.375%, 11/08/11		2,330		3,883,124
Nestle Holdings, Inc.
(n)    5.000%, 01/31/11		30,740		5,278,403
Toyota Motor Credit Corp.
(z)    8.500%, 12/21/10		1,300		996,739

	Face Amount		Value†
	(000)
UNITED STATES — (Continued)
(z)    7.375%, 01/18/11	$	3,500	$	2,685,175
TOTAL UNITED STATES				27,125,311
TOTAL BONDS				478,936,200
AGENCY OBLIGATIONS — (6.5%)
Federal Home Loan Bank
1.125%, 05/18/12		3,000		3,035,550
1.875%, 06/20/12		7,000		7,172,004
Federal Home Loan Mortgage Corporation
5.125%, 07/15/12		4,000		4,320,224
5.500%, 08/20/12		5,000		5,458,195
4.625%, 10/25/12		7,400		8,018,758
Federal National Mortgage Association
1.875%, 04/20/12		4,000		4,089,500
4.375%, 09/15/12		2,000		2,147,702
TOTAL AGENCY OBLIGATIONS				34,241,933
TEMPORARY CASH INVESTMENTS — (2.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $14,305,000 FNMA 4.00%, 07/01/25, valued at $14,601,205) to be repurchased at $14,382,228		14,382		14,382,000
TOTAL INVESTMENTS — (100.0%) (Cost $512,524,147)			$	527,560,133

23

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2			Level 3		Total
Bonds
Australia		—	$	19,163,466			—	$	19,163,466
Austria		—		14,000,003			—		14,000,003
Canada		—		68,393,312			—		68,393,312
Denmark		—		18,041,302			—		18,041,302
France		—		50,544,083			—		50,544,083
Germany		—		59,697,646			—		59,697,646
Japan		—		12,144,240			—		12,144,240
Netherlands		—		53,394,876			—		53,394,876
New Zealand		—		11,504,504			—		11,504,504
Norway		—		15,831,039			—		15,831,039
Spain		—		8,979,905			—		8,979,905
Supranational Organization Obligations		—		65,818,001			—		65,818,001
Sweden		—		31,254,154			—		31,254,154
United Kingdom		—		23,044,358			—		23,044,358
United States		—		27,125,311			—		27,125,311
Agency Obligations		—		34,241,933			—		34,241,933
Temporary Cash Investments		—		14,382,000			—		14,382,000
Forward Currency Contracts**		—		(1,047,605	)		—		(1,047,605	)
TOTAL		—	$	526,512,528			—	$	526,512,528

** Not reflected in the Schedule of Investments, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

24

DFA FIVE-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (99.6%)
Federal Farm Credit Bank
1.750%, 02/21/13	$	4,000	$	4,104,020
2.625%, 04/17/14		62,500		66,346,625
3.000%, 09/22/14		14,000		15,087,464
Federal Home Loan Bank
5.750%, 05/15/12		150,000		162,431,850
4.625%, 10/10/12		100,000		108,277,400
1.500%, 01/16/13		107,700		110,162,991
3.375%, 02/27/13		37,300		39,787,686
1.625%, 03/20/13		10,000		10,267,500
1.875%, 06/21/13		5,000		5,175,565
5.125%, 08/14/13		42,000		47,334,042
4.500%, 09/16/13		37,500		41,683,500
3.625%, 10/18/13		55,000		59,973,210
2.375%, 03/14/14		95,000		99,901,620
5.250%, 06/18/14		87,000		101,029,881
5.500%, 08/13/14		128,500		150,555,612
2.750%, 12/12/14		5,000		5,347,465
1.750%, 09/11/15		60,300		61,331,733
1.625%, 09/28/15		5,600		5,658,458
TOTAL AGENCY OBLIGATIONS				1,094,456,622
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $4,475,000 FNMA 4.00%, 07/01/25, valued at $4,567,661) to be repurchased at $4,496,071		4,496		4,496,000
TOTAL INVESTMENTS — (100.0%)
(Cost $1,055,374,301)			$	1,098,952,622

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	1,094,456,622		—	$	1,094,456,622
Temporary Cash Investments		—		4,496,000		—		4,496,000
TOTAL		—	$	1,098,952,622		—	$	1,098,952,622

See accompanying Notes to Financial Statements.

25

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount^		Value†
	(000)
BONDS — (74.9%)
AUSTRALIA — (7.5%)
Commonwealth Bank of Australia
(u)     3.625%, 06/25/14		12,300	$	13,423,912
#(u)   2.900%, 09/17/14		7,700		8,154,123
(u)     2.700%, 11/25/14		2,700		2,837,862
#(u)   3.500%, 03/19/15		31,000		32,829,682
National Australia Bank, Ltd.
(g)     5.375%, 12/08/14		64,115		114,049,480
Suncorp-Metway, Ltd.
(g)     4.000%, 01/16/14		65,705		112,570,056
Westpac Banking Corp.
(u)     2.900%, 09/10/14		35,000		37,149,035
(u)     4.200%, 02/27/15		2,500		2,714,220
(u)     3.000%, 08/04/15		47,980		49,588,050
TOTAL AUSTRALIA				373,316,420
AUSTRIA — (0.3%)
Austria Government International Bond
(u)     5.000%, 05/19/14		14,000		15,748,082
BELGIUM — (1.6%)
Belgium Government International Bond
(u)     2.875%, 09/15/14		15,000		15,644,970
(u)     2.750%, 03/05/15		62,000		64,518,750
TOTAL BELGIUM				80,163,720
CANADA — (6.9%)
Bank of Nova Scotia
3.350%, 11/18/14		5,000		5,069,713
#(u)   3.400%, 01/22/15		31,536		33,839,989
#(u)   2.050%, 10/07/15		83,000		84,005,213
British Columbia, Province of Canada
(u)     2.850%, 06/15/15		10,000		10,635,810
Export Development Canada
(g)     3.625%, 09/07/15		52,585		91,009,446
Manitoba, Province of Canada
(u)     2.625%, 07/15/15		4,700		4,934,229
Ontario, Province of Canada
(u)     4.100%, 06/16/14		89,000		98,170,738
(u)     4.500%, 02/03/15		5,000		5,625,820
#(u)   2.950%, 02/05/15		9,000		9,558,135
TOTAL CANADA				342,849,093

	Face Amount^		Value†
	(000)
FRANCE — (5.4%)
Agence Francaise de Developpement
(u)     2.500%, 07/15/15		25,000	$	25,803,775
BNP Paribas
(u)     3.250%, 03/11/15		21,100		22,081,614
Caisse d’Amortissement de la Dette Sociale
(u)     3.500%, 07/01/14		88,833		96,463,755
(g)     3.750%, 09/08/14		10,155		17,462,868
Societe Financement de l’Economie Francaise
(u)     2.875%, 09/22/14		94,600		100,774,542
Total Capital SA
(u)     2.875%, 03/18/15		9,200		9,713,470
TOTAL FRANCE				272,300,024
GERMANY — (4.7%)
Kreditanstalt fuer Wiederaufbau
(g)     3.250%, 02/24/14		10,000		16,858,034
(u)     5.000%, 10/31/14		9,500		10,926,359
(g)     3.125%, 12/08/14		52,000		87,342,403
(u)     4.375%, 07/21/15		1,000		1,134,724
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)     2.750%, 05/26/15		3,271		3,436,980
Landwirtschaftliche Rentenbank
(u)     4.875%, 01/10/14		55,200		62,032,932
(u)     3.125%, 07/15/15		49,000		52,572,100
TOTAL GERMANY				234,303,532
IRELAND — (0.2%)
GE Capital UK Funding
(g)     5.625%, 12/12/14		7,097		12,523,760
JAPAN — (1.0%)
Development Bank of Japan
(u)     2.875%, 04/20/15		10,000		10,637,500
Japan Finance Corp.
(u)     1.875%, 09/24/15		38,100		38,626,809
TOTAL JAPAN				49,264,309
NETHERLANDS — (6.6%)
Bank Nederlandse Gemeenten
(g)     4.750%, 04/22/13		13,577		23,521,905

26

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
NETHERLANDS — (Continued)
(u)     5.000%, 05/16/14		19,200	$	21,715,699
(u)     3.125%, 01/12/15		5,000		5,343,600
(g)     4.375%, 01/19/15		1,087		1,896,011
(u)     2.750%, 07/01/15		45,000		47,205,315
Nederlandse Waterschapsbank NV
(u)     3.000%, 03/17/15		114,634		121,762,515
Rabobank Nederland NV
#(u)   4.200%, 05/13/14		21,000		22,870,764
(g)     5.125%, 10/27/14		15,838		28,169,785
(g)     4.000%, 09/10/15		22,000		37,256,145
(u)     2.125%, 10/13/15		20,000		20,160,980
TOTAL NETHERLANDS				329,902,719
NEW ZEALAND — (1.0%)
ASB Finance, Ltd.
(g)     3.250%, 12/09/13		10,000		16,495,485
Westpac Securities NZ, Ltd.
(u)     3.450%, 07/28/14		29,100		31,480,380
TOTAL NEW ZEALAND				47,975,865
NORWAY — (4.1%)
Eksportfinans ASA
(u)     3.000%, 11/17/14		82,439		87,657,554
(u)     2.000%, 09/15/15		37,000		37,460,576
Kommunalbanken AS
(u)     2.875%, 10/27/14		20,000		21,248,780
(u)     2.750%, 05/05/15		55,070		58,102,705
TOTAL NORWAY				204,469,615
SPAIN — (1.6%)
Instituto de Credito Oficial
(g)     4.500%, 03/07/13		15,640		25,718,142
(g)     4.000%, 12/08/14		32,168		51,907,456
TOTAL SPAIN				77,625,598
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.4%)
African Development Bank
(u)     3.000%, 05/27/14		90,100		96,552,151
Asian Development Bank
#(u)   2.750%, 05/21/14		20,500		21,856,956
#(u)   2.625%, 02/09/15		72,800		77,032,956
Council of Europe Development Bank
(u)     4.500%, 06/30/14		64,400		72,030,563

	Face Amount^		Value†
	(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
(u)     2.750%, 02/10/15		30,000	$	31,759,530
(u)     4.000%, 04/15/15		9,000		10,025,856
Eurofima
(u)     4.250%, 02/04/14		42,860		47,153,500
(g)     6.125%, 10/14/14		11,400		21,111,815
European Bank for Reconstruction & Development
(g)     5.875%, 08/04/14		9,802		17,999,053
(u)     1.625%, 09/03/15		54,000		54,753,300
European Investment Bank
(g)     6.250%, 04/15/14		21,600		39,887,221
(u)     2.875%, 01/15/15		17,000		18,161,304
(u)     2.750%, 03/23/15		9,000		9,573,930
(g)     4.375%, 07/08/15		31,000		54,672,183
Inter-American Development Bank
#(u)   4.500%, 09/15/14		23,000		26,066,567
(u)     2.250%, 07/15/15		63,400		66,353,552
International Bank for Reconstruction & Development
#(u)   2.375%, 05/26/15		23,000		24,271,325
International Finance Corp.
#(u)   2.750%, 04/20/15		2,000		2,125,838
International Finance Facility for Immunisation
(g)     3.375%, 05/15/14		35,175		59,700,399
Nordic Investment Bank
(u)     2.625%, 10/06/14		52,725		55,903,474
(g)     5.750%, 12/16/14		2,225		4,116,739
(u)     2.500%, 07/15/15		58,400		61,360,646
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				872,468,858
SWEDEN — (2.4%)
Nordea Bank AB
(u)     3.700%, 11/13/14		10,100		10,760,419
Svensk Exportkredit AB
(u)     3.250%, 09/16/14		101,010		108,525,649
TOTAL SWEDEN				119,286,068
UNITED KINGDOM — (5.2%)
Abbey National Treasury Services P.L.C.
5.500%, 06/18/14		18,600		32,219,959

27

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount^		Value†
	(000)
UNITED KINGDOM — (Continued)
Barclays Bank P.L.C.
(u)     5.200%, 07/10/14		78,800	$	87,805,579
#(u)   3.900%, 04/07/15		20,000		21,431,060
United Kingdom Gilt
5.000%, 09/07/14		4,000		7,258,750
2.750%, 01/22/15		68,000		113,921,380
TOTAL UNITED KINGDOM				262,636,728
UNITED STATES — (9.0%)
Bank of New York Mellon Corp. (The)
4.300%, 05/15/14	$	69,000		75,637,938
#       2.950%, 06/18/15		31,645		33,145,701
General Electric Capital Corp.
4.875%, 03/04/15		5,000		5,527,695
#       3.500%, 06/29/15		82,800		87,651,004
Mellon Funding Corp.
5.200%, 05/15/14		11,760		13,175,857
Microsoft Corp.
2.950%, 06/01/14		82,550		87,930,279
1.625%, 09/25/15		25,000		25,111,475
Wal-Mart Stores, Inc.
3.200%, 05/15/14		25,000		26,917,925
2.875%, 04/01/15		2,500		2,653,890
2.250%, 07/08/15		5,000		5,192,105
1.500%, 10/25/15		88,000		87,613,064
TOTAL UNITED STATES				450,556,933
TOTAL BONDS				3,745,391,324
AGENCY OBLIGATIONS — (11.6%)
Federal Farm Credit Bank
#       3.000%, 09/22/14		20,000		21,553,520

	Face Amount		Value†
	(000)
Federal Home Loan Bank
#       2.750%, 12/12/14	$	137,500	$	147,055,288
Federal Home Loan Mortgage Corporation
#       4.500%, 01/15/15		80,000		91,219,360
#       2.875%, 02/09/15		107,000		114,725,828
Federal National Mortgage Association
#       2.625%, 11/20/14		100,000		106,252,200
#       5.000%, 04/15/15		24,000		27,975,552
#       2.375%, 07/28/15		67,000		70,197,642
TOTAL AGENCY OBLIGATIONS				578,979,390
TEMPORARY CASH INVESTMENTS — (0.9%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $45,715,000 FNMA 4.00%, 09/01/24, valued at $39,981,080) to be repurchased at $46,614,738		46,614		46,614,000
	Shares
SECURITIES LENDING COLLATERAL — (12.6%)
§@  DFA Short Term Investment Fund		631,354,620		631,354,620
TOTAL INVESTMENTS — (100.0%) (Cost $4,815,087,212)			$	5,002,339,334

28

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2			Level 3		Total
Bonds
Australia		—	$	373,316,420			—	$	373,316,420
Austria		—		15,748,082			—		15,748,082
Belgium		—		80,163,720			—		80,163,720
Canada		—		342,849,093			—		342,849,093
France		—		272,300,024			—		272,300,024
Germany		—		234,303,532			—		234,303,532
Ireland		—		12,523,760			—		12,523,760
Japan		—		49,264,309			—		49,264,309
Netherlands		—		329,902,719			—		329,902,719
New Zealand		—		47,975,865			—		47,975,865
Norway		—		204,469,615			—		204,469,615
Spain		—		77,625,598			—		77,625,598
Supranational Organization Obligations		—		872,468,858			—		872,468,858
Sweden		—		119,286,068			—		119,286,068
United Kingdom		—		262,636,728			—		262,636,728
United States		—		450,556,933			—		450,556,933
Agency Obligations		—		578,979,390			—		578,979,390
Temporary Cash Investments		—		46,614,000			—		46,614,000
Securities Lending Collateral		—		631,354,620			—		631,354,620
Forward Currency Contracts**		—		(12,020,985	)		—		(12,020,985	)
TOTAL		—	$	4,990,318,349			—	$	4,990,318,349

** Not reflected in the Schedule of Investments, valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

29

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (65.6%)
Federal Farm Credit Bank
4.500%, 03/14/12	$	8,500	$	8,982,375
4.625%, 03/16/12		7,000		7,410,774
5.000%, 06/01/12		4,295		4,608,445
4.480%, 08/24/12		12,000		12,882,816
6.280%, 11/26/12		3,000		3,359,832
4.400%, 01/03/13		11,000		11,931,282
4.150%, 05/15/13		10,000		10,901,660
5.580%, 07/03/13		23,000		26,036,897
3.880%, 07/08/13		7,000		7,609,959
4.920%, 08/26/13		4,125		4,620,132
4.710%, 10/18/13		7,000		7,834,078
4.900%, 01/16/14		5,700		6,412,010
5.300%, 02/18/14		12,000		13,770,276
5.250%, 06/05/14		14,400		16,628,170
4.375%, 06/30/14		3,915		4,420,223
3.000%, 09/22/14		7,000		7,543,732
8.160%, 09/30/14		3,615		4,607,628
4.700%, 12/10/14		4,000		4,579,744
4.550%, 02/03/15		4,500		5,130,342
4.375%, 02/17/15		14,300		16,202,887
4.875%, 12/16/15		15,000		17,384,655
6.030%, 03/21/16		4,700		5,755,413
5.125%, 08/25/16		8,000		9,574,328
5.050%, 03/08/17		10,000		11,714,050
5.625%, 08/18/17		4,000		4,862,724
5.100%, 09/03/19		9,000		10,662,390
5.320%, 09/03/19		21,300		25,141,604
5.150%, 11/15/19		11,200		12,996,323
4.670%, 05/07/20		5,600		6,413,848
5.350%, 08/07/20		6,700		8,065,949
5.250%, 03/02/21		6,100		7,269,211
5.220%, 02/22/22		5,000		5,964,865
5.210%, 12/19/22		21,200		24,942,924
5.250%, 03/06/23		6,000		7,105,320
5.220%, 05/15/23		10,200		12,109,858
Federal Home Loan Bank
5.625%, 02/15/12		6,100		6,515,398
5.750%, 05/15/12		8,300		8,987,896
4.625%, 08/15/12		15,175		16,320,728
4.500%, 11/15/12		18,000		19,489,176
5.126%, 02/28/13		5,615		6,217,815
3.875%, 06/14/13		12,600		13,691,412
5.375%, 06/14/13		52,400		58,980,444
4.500%, 09/16/13		11,000		12,227,160
6.395%, 06/03/14		5,200		6,218,711

	Face Amount		Value†
	(000)
5.250%, 06/18/14	$	50,300	$	58,411,529
6.700%, 06/25/14		12,500		15,113,263
5.500%, 08/13/14		35,500		41,593,184
4.500%, 11/14/14		4,000		4,549,304
2.875%, 06/12/15		15,000		16,054,620
2.875%, 09/11/15		10,000		10,698,260
4.875%, 03/11/16		13,600		15,906,370
5.375%, 05/18/16		44,000		52,788,604
5.375%, 09/09/16		6,000		7,192,818
4.750%, 12/16/16		17,000		19,881,585
3.625%, 03/10/17		20,000		22,093,780
4.875%, 05/17/17		10,500		12,401,498
5.000%, 11/17/17		40,000		47,773,120
5.375%, 05/15/19		4,000		4,840,728
5.125%, 08/15/19		5,295		6,271,509
4.500%, 09/13/19		5,000		5,700,230
4.125%, 12/13/19		20,000		22,020,960
4.125%, 03/13/20		22,000		24,300,672
4.625%, 09/11/20		21,200		24,122,632
5.000%, 03/12/21		5,200		6,055,348
5.625%, 06/11/21		7,000		8,574,286
5.000%, 12/10/21		39,500		46,378,017
5.250%, 06/10/22		7,225		8,634,887
5.750%, 06/10/22		19,500		24,200,416
5.375%, 09/30/22		14,600		17,608,680
4.750%, 03/10/23		22,200		25,776,975
5.375%, 08/15/24		9,000		10,835,721
Tennessee Valley Authority
6.790%, 05/23/12		37,600		41,317,023
6.000%, 03/15/13		28,100		31,704,359
4.750%, 08/01/13		12,500		13,872,525
4.375%, 06/15/15		13,500		15,346,314
6.250%, 12/15/17		11,000		13,827,176
4.500%, 04/01/18		25,500		29,377,148
TOTAL AGENCY OBLIGATIONS				1,209,309,005
U.S. TREASURY OBLIGATIONS — (34.0%)
U.S. Treasury Bonds
11.250%, 02/15/15		25,000		35,820,300
10.625%, 08/15/15		11,000		15,901,017
9.875%, 11/15/15		14,800		21,109,654
9.250%, 02/15/16		9,000		12,684,375
7.250%, 05/15/16		6,000		7,884,372
7.500%, 11/15/16		17,800		23,868,696
9.000%, 11/15/18		12,200		18,408,653

30

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
8.125%, 08/15/19	$	3,800	$	5,536,125
8.750%, 08/15/20		19,700		30,239,500
8.125%, 05/15/21		27,100		40,565,312
7.250%, 08/15/22		28,000		40,188,736
6.250%, 08/15/23		35,000		46,790,625
7.500%, 11/15/24		41,300		61,556,370
U.S. Treasury Notes
4.875%, 02/15/12		51,800		54,877,645
4.375%, 08/15/12		54,700		58,695,671
4.000%, 11/15/12		9,700		10,429,770
3.875%, 02/15/13		27,600		29,829,556
3.625%, 05/15/13		7,700		8,340,663
4.250%, 08/15/13		30,100		33,279,312
4.000%, 02/15/14		10,500		11,668,125
4.250%, 08/15/14		15,500		17,519,836
4.250%, 11/15/14		7,500		8,519,535
4.125%, 05/15/15		10,000		11,378,120
4.875%, 08/15/16		8,200		9,757,360

	Face Amount		Value†
	(000)
3.000%, 09/30/16	$	12,000	$	12,996,564
TOTAL U.S. TREASURY OBLIGATIONS				627,845,892
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $7,400,000 FNMA 4.00%, 09/01/24, valued at $6,471,836) to be repurchased at $7,542,119.		7,542		7,542,000
TOTAL INVESTMENTS — (100.0%) (Cost $1,664,829,263)			$	1,844,696,897

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	1,209,309,005		—	$	1,209,309,005
U.S. Treasury Obligations		—		627,845,892		—		627,845,892
Temporary Cash Investments		—		7,542,000		—		7,542,000
TOTAL		—	$	1,844,696,897		—	$	1,844,696,897

See accompanying Notes to Financial Statements.

31

DFA INFLATION-PROTECTED SECURITIES PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
U.S. TREASURY OBLIGATIONS — (98.9%)
U.S. Treasury Inflation Notes
2.000%, 07/15/14	$	7,700	$	9,746,431
1.625%, 01/15/15		66,800		82,699,581
1.875%, 07/15/15		103,500		128,136,775
2.000%, 01/15/16		103,910		127,260,608
2.500%, 07/15/16		100,329		124,836,092
2.375%, 01/15/17		88,200		109,401,053
2.625%, 07/15/17		68,800		85,004,825
1.625%, 01/15/18		55,400		63,766,431
1.375%, 07/15/18		52,300		57,714,165
2.125%, 01/15/19		48,000		55,968,785
1.875%, 07/15/19		47,400		54,787,790
1.375%, 01/15/20		46,000		50,420,038
1.250%, 07/15/20		46,000		49,441,038
2.375%, 01/15/25		46,000		63,519,032
2.000%, 01/15/26		35,800		45,004,597
2.375%, 01/15/27		34,800		45,222,046
1.750%, 01/15/28		34,200		39,423,277
3.625%, 04/15/28		38,700		72,602,569
2.500%, 01/15/29		14,300		17,885,962
3.875%, 04/15/29		39,900		76,708,714
TOTAL U.S. TREASURY OBLIGATIONS				1,359,549,809
TEMPORARY CASH INVESTMENTS — (1.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $24,645,000 FHLMC 5.228%(r), 09/01/38, valued at $15,205,465) to be repurchased at $14,980,237		14,980		14,980,000
TOTAL INVESTMENTS — (100.0%)
(Cost $1,255,514,049)			$	1,374,529,809

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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		—	$	1,359,549,809		—	$	1,359,549,809
Temporary Cash Investments		—		14,980,000		—		14,980,000
TOTAL		—	$	1,374,529,809		—	$	1,374,529,809

See accompanying Notes to Financial Statements.

32

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (98.4%)
ALABAMA — (0.4%)
Alabama Water Pollution Control Authority (RB) Series B
2.000%, 08/15/14		$5,255		$5,256,839
ALASKA — (0.5%)
City of Anchorage (GO) Series B (NATL-RE)
5.000%, 12/01/14		3,440		3,976,502
City of Anchorage (GO) Series F(NATL-RE FGIC)
4.250%, 09/01/13		2,385		2,608,260
TOTAL ALASKA				6,584,762
ARIZONA — (4.9%)
Arizona School Facilities Board (GO)
5.000%, 01/01/15		1,125		1,298,486
Arizona State Transportation Board (RB)
5.000%, 07/01/13		8,000		8,891,840
5.000%, 07/01/14		4,815		5,483,226
City of Phoenix (GO) Series A
5.000%, 07/01/14		7,975		9,109,603
City of Scottsdale (GO)
5.000%, 07/01/14		2,500		2,869,275
Maricopa County Community College District (GO) Series A
4.000%, 07/01/13		5,000		5,420,400
Maricopa County Unified School District (GO) (FSA)
5.000%, 07/01/13		6,800		7,512,436
Phoenix Civic Improvement Corp. (RB) (AMBAC)
5.000%, 07/01/14		4,000		4,524,360
Salt River Project Agricultural Improvement & Power District (RB) Series A
5.000%, 01/01/14		7,000		7,869,050
5.000%, 01/01/15		4,430		5,107,303
Salt River Project Agricultural
Improvement & Power District (RB) Series B
4.000%, 12/01/14		3,190		3,555,191
Scottsdale Municipal Property Corp. (RB)
5.000%, 07/01/13		3,070		3,399,350

	Face Amount		Value†
	(000)
ARIZONA — (Continued)
Town of Gilbert (GO)
5.000%, 07/01/14		$3,600		$  4,069,152
TOTAL ARIZONA				69,109,672
CALIFORNIA — (1.6%)
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		1,900		2,054,318
California State Economic
Recovery (GO) (ETM) Series A
5.000%, 07/01/12		3,915		4,216,259
5.000%, 07/01/12		4,485		4,807,561
California State Economic Recovery (GO) Series A
5.000%, 01/01/11		9,100		9,166,430
Los Angeles Unified School District (GO) Series E (AMBAC)
5.750%, 07/01/12		2,000		2,167,540
TOTAL CALIFORNIA				22,412,108
COLORADO — (1.0%)
Arapahoe County School District (GO) (FSA)
5.000%, 12/15/10		9,000		9,049,680
City of Aurora (GO)
5.000%, 12/01/14		4,515		5,199,655
TOTAL COLORADO				14,249,335
CONNECTICUT — (2.2%)
Connecticut State (GO)
5.000%, 03/15/12		5,000		5,310,300
Connecticut State (GO) Series A
5.000%, 03/01/13		3,855		4,235,142
5.000%, 04/15/13		4,000		4,413,960
Connecticut State (GO) Series B
5.000%, 12/01/13		5,000		5,635,500
Connecticut State (GO) Series E
5.500%, 11/15/12		3,300		3,632,673
Connecticut State Econonmic Recovery (GO) Series D
5.000%, 01/01/14		3,500		3,934,525

33

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CONNECTICUT — (Continued)
Connecticut State Health & Educational Facility Authority (GO) Series B (MBIA)
5.000%, 12/01/12	$	4,000	$	4,363,720
TOTAL CONNECTICUT				31,525,820
DELAWARE — (2.4%)
City of Wilmington (GO) Series A
5.000%, 12/01/14		2,625		3,003,866
Delaware State (GO)
5.000%, 08/01/12		11,370		12,267,889
Delaware State (GO) Series B
5.000%, 02/01/11		7,470		7,556,428
5.000%, 02/01/12		5,000		5,285,200
Delaware Transportation Authority (RB) Series A
5.000%, 07/01/15		4,270		4,984,328
TOTAL DELAWARE				33,097,711
FLORIDA — (4.6%)
Broward County (GO)
5.000%, 01/01/14		5,000		5,645,800
Florida State Board of Education (GO) Series 2006C
5.000%, 06/01/12		2,935		3,136,517
Florida State Board of Education (GO) Series B
5.250%, 06/01/13		3,700		4,115,214
Florida State Board of Education (GO) Series C
5.000%, 06/01/15		6,440		7,421,198
Florida State Board of Education (GO) Series D
5.000%, 06/01/13		13,085		14,470,178
Florida State Board of Education (GO) Series H
5.250%, 06/01/12		4,650		4,994,379
Florida State Board of Education (RB) Series E
5.000%, 06/01/12		3,000		3,208,440
Florida State Department of Environmental Protection Preservation (RB) Series A (AGM)
5.500%, 07/01/13		1,900		2,122,870

	Face Amount		Value†
	(000)
FLORIDA — (Continued)
Florida State Department of Environmental Protection Preservation (RB) Series A (MBIA)
5.000%, 07/01/11	$	5,330	$	5,486,276
5.000%, 07/01/11		5,130		5,280,412
Florida State Department of Environmental Protection Preservation (RB) Series B (MBIA)
5.000%, 07/01/11		5,800		5,970,056
Johns River Power Park System (RB) Series 21
5.000%, 10/01/11		2,325		2,421,511
TOTAL FLORIDA				64,272,851
GEORGIA — (4.9%)
De Kalb County School District (GO)
5.000%, 02/01/12		21,330		22,535,572
Georgia State (GO) Series C
5.500%, 07/01/12		8,400		9,098,208
Georgia State (GO) Series D
5.000%, 08/01/12		7,100		7,660,687
Georgia State (GO) Series G
5.000%, 10/01/12		8,000		8,688,640
Henry County School District (GO) Series A
5.000%, 04/01/13		14,000		15,411,900
Private Colleges & Universities Authority (RB) Series A
4.750%, 09/01/12		4,450		4,781,792
TOTAL GEORGIA				68,176,799
HAWAII — (3.2%)
City & County of Honolulu (GO) Series A (NATL-RE)
5.000%, 07/01/13		1,445		1,603,256
City & County of Honolulu (GO) Series B (FSA)
5.250%, 07/01/15		4,220		4,940,143
City & County of Honolulu (GO) Series C (MBIA)
5.000%, 07/01/12		5,000		5,363,050
Hawaii State (GO) Series CY (FSA)
5.750%, 02/01/13		4,750		5,284,328

34

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
HAWAII — (Continued)
Hawaii State (GO) Series DE
5.000%, 10/01/12	$	3,340	$	3,626,839
Hawaii State (GO) Series DG (AMBAC)
5.000%, 07/01/13		6,000		6,665,520
5.000%, 07/01/15		10,000		11,638,400
Hawaii State (GO) Series DT
4.000%, 11/01/14		4,950		5,507,420
TOTAL HAWAII				44,628,956
ILLINOIS — (1.6%)
Chicago Park District (GO) Series A (FGIC)
5.250%, 01/01/13		4,935		5,430,326
City of Chicago (GO) Series A (FSA)
5.000%, 01/01/13		8,150		8,797,681
Cook County (GO) Series D (AMBAC)
5.250%, 11/15/12		2,000		2,159,700
Illinois State (GO) First Series (MBIA)
5.125%, 10/01/11		5,300		5,469,706
TOTAL ILLINOIS				21,857,413
KANSAS — (0.4%)
Johnson County Unified School District (GO) Series A (MBIA)
5.000%, 10/01/11		5,770		6,008,416
KENTUCKY — (1.8%)
Kentucky Asset Liability Commission (RB) First Series (MBIA)
5.000%, 09/01/11		14,300		14,805,219
Louisville & Jefferson County Metropolitan Sewer District (RB)
5.000%, 05/15/15		9,415		10,804,936
TOTAL KENTUCKY				25,610,155
MARYLAND — (3.3%)
Baltimore County (GO)
5.000%, 02/01/12		1,700		1,796,526
5.000%, 02/01/14		4,750		5,374,530
Maryland State (GO)
5.250%, 02/15/12		5,000		5,308,750
5.500%, 08/01/13		6,000		6,790,200

	Face Amount		Value†
	(000)
MARYLAND — (Continued)
Maryland State (GO) Series B
5.000%, 02/15/13	$	14,000	$	15,404,900
Maryland State Department of Transportation (RB)
5.000%, 11/01/13		4,120		4,641,427
Montgomery County (GO) Series A
5.000%, 08/01/12		5,990		6,460,814
TOTAL MARYLAND				45,777,147
MASSACHUSETTS — (3.3%)
City of Boston (GO) Series A
5.000%, 04/01/14		4,650		5,305,836
Commonwealth of Massachusetts (GO)
5.500%, 11/01/14		4,585		5,363,441
Commonwealth of Massachusetts (GO) Series A
5.000%, 08/01/14		4,800		5,482,896
Commonwealth of Massachusetts (GO) Series C (NATL-RE FGIC)
5.500%, 11/01/14		5,000		5,848,900
Commonwealth of Massachusetts (GO) Series D
5.500%, 11/01/13		7,550		8,588,276
Commonwealth of Massachusetts (GO) Series D (NATL-RE)
5.500%, 11/01/12		910		999,417
Commonwealth of Massachusetts (RB) Series A
5.500%, 12/15/13		9,450		10,717,245
University of Massachusetts Building Authority (RB) Series 1
5.250%, 11/01/13		3,490		3,967,537
TOTAL MASSACHUSETTS				46,273,548
MICHIGAN — (2.6%)
Michigan Municipal Bond Authority (RB)
5.000%, 10/01/13		3,240		3,624,782
5.500%, 10/01/13		15,085		17,092,964
Michigan State (GO)
5.500%, 12/01/13		10,000		11,285,700
University of Michigan (RB) Series C
2.000%, 04/01/13		4,840		4,992,508
TOTAL MICHIGAN				36,995,954

35

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
MINNESOTA — (4.0%)
City of Minneapolis (GO)
5.000%, 12/01/10	$	6,840	$	6,865,171
City of Minneapolis (GO) Series A
3.000%, 12/01/12		5,200		5,458,388
Minnesota Public Facilities Authority (RB) Series B
5.000%, 03/01/14		5,800		6,583,928
Minnesota State (GO)
5.000%, 06/01/11		7,050		7,241,548
5.250%, 11/01/12		8,000		8,761,600
Minnesota State (GO) Series H
5.000%, 11/01/14		15,000		17,350,050
Washington County (GO) Series A
5.000%, 02/01/15		3,275		3,801,718
TOTAL MINNESOTA				56,062,403
MISSISSIPPI — (0.3%)
Mississippi State (GO) Series A
5.375%, 12/01/12		3,350		3,680,511
MISSOURI — (0.2%)
Missouri State (GO) Series A
5.000%, 10/01/13		2,600		2,924,818
NEVADA — (2.5%)
Clark County (GO) (AMBAC)
5.000%, 11/01/11		5,010		5,226,182
Clark County School District (GO) Series A (AMBAC)
4.500%, 06/15/11		11,000		11,279,510
Nevada State (GO)
5.000%, 06/01/13		12,990		14,315,889
5.000%, 12/01/13		1,400		1,567,944
Nevada State (GO) Series A
5.000%, 02/01/12		2,000		2,111,240
TOTAL NEVADA				34,500,765
NEW JERSEY — (3.3%)
Monmouth County (GO)
4.250%, 09/15/12		5,115		5,474,891
New Jersey State (GO)
5.000%, 04/01/13		3,900		4,313,127
5.000%, 06/01/13		5,940		6,602,666
5.000%, 06/01/14		4,600		5,260,790
5.000%, 08/01/14		4,000		4,542,240
New Jersey State (GO) (ETM)
5.250%, 08/01/12		8,400		9,099,720

	Face Amount		Value†
	(000)
NEW JERSEY — (Continued)
New Jersey State (GO) Series M (AMBAC)
5.500%, 07/15/14	$	4,000	$	4,609,600
New Jersey Transportation Trust Fund Authority (RB) Series B (FSA)
5.500%, 12/15/11		6,035		6,368,434
TOTAL NEW JERSEY				46,271,468
NEW MEXICO — (0.9%)
New Mexico State (GO)
5.000%, 03/01/12		10,260		10,882,885
New Mexico State (RB) Series A
5.000%, 07/01/13		2,000		2,222,960
TOTAL NEW MEXICO				13,105,845
NEW YORK — (5.3%)
City of New York (GO) Series A
5.000%, 08/01/14		7,865		8,937,393
City of New York (GO) Series A-1
5.000%, 08/01/14		2,500		2,840,875
City of New York (GO) Series B
5.000%, 08/01/15		10,000		11,542,300
City of New York (GO) Series E
5.000%, 08/01/13		6,475		7,192,948
City of New York (GO) Series H
5.000%, 08/01/12		3,000		3,228,690
City of New York (GO) Series I
5.000%, 08/01/14		4,000		4,545,400
New York State (GO) Series A
2.000%, 03/01/12		5,305		5,412,320
3.500%, 03/15/12		1,755		1,827,359
New York State (GO) Series C
3.000%, 02/01/14		4,655		4,940,677
3.000%, 02/01/15		3,010		3,219,315
New York State Dormitory Authority (RB)
5.000%, 07/01/13		4,590		5,122,348
New York State Dormitory Authority (RB) Series C
5.000%, 03/15/14		7,500		8,498,700
Suffolk County (GO) Series C
4.000%, 10/15/15		5,890		6,616,885
TOTAL NEW YORK				73,925,210

36

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
NORTH CAROLINA — (3.7%)
Guilford County (GO) Series C
5.000%, 10/01/12	$	8,040	$	8,735,299
Mecklenburg County (GO) Series C
5.000%, 02/01/14		5,680		6,432,657
North Carolina State (GO) Series A
5.000%, 03/01/11		13,000		13,202,150
5.000%, 06/01/11		10,000		10,271,700
5.500%, 03/01/14		3,000		3,456,720
Wake County (GO)
4.500%, 03/01/13		7,800		8,503,950
Wake County (GO) Series C
5.000%, 03/01/15		1,400		1,630,118
TOTAL NORTH CAROLINA				52,232,594
OHIO — (4.9%)
Cincinnati City School District (GO) (AGM)
5.000%, 06/01/12		2,995		3,208,993
Cincinnati City School District (GO) (FSA)
5.000%, 12/01/13		11,730		13,270,736
City of Columbus (GO) Series 2
5.000%, 07/01/13		3,000		3,335,280
5.000%, 07/01/14		4,605		5,260,153
City of Columbus (GO) Series A
5.000%, 06/15/12		3,875		4,158,030
City of Columbus (GO) Series D
5.000%, 12/15/13		575		649,376
Ohio State (GO)
5.500%, 11/01/12		8,615		9,448,846
5.000%, 05/01/14		5,000		5,655,650
Ohio State (GO) Series C
5.000%, 09/15/14		3,105		3,550,723
5.000%, 08/01/15		4,000		4,642,720
Ohio State (GO) Series D
5.000%, 09/15/14		3,800		4,345,490
Ohio State (GO) Series E
5.000%, 09/15/11		10,470		10,889,009
TOTAL OHIO				68,415,006
OREGON — (0.4%)
City of Portland (GO) Series A
4.000%, 06/01/15		2,000		2,240,160

	Face Amount		Value†
	(000)
OREGON — (Continued)
Jackson County School District No. 5 (GO) (NATL-RE FGIC SCH BD GTY)
5.000%, 06/15/15	$	1,965	$	2,289,736
Washington County School District No. 15 Forest Grove (GO) (AGM SCH BD GTY)
5.250%, 06/15/15		1,555		1,825,523
TOTAL OREGON				6,355,419
PENNSYLVANIA — (2.6%)
Commonwealth of Pennsylvania (GO) First Series
5.000%, 08/01/11		13,000		13,455,000
Commonwealth of Pennsylvania (GO) First Series (MBIA)
5.250%, 02/01/13		5,755		6,338,384
Commonwealth of Pennsylvania (GO) First Series A
5.000%, 11/01/10		3,000		3,000,000
Commonwealth of Pennsylvania (GO) Series A
5.000%, 02/15/14		9,000		10,169,190
Commonwealth of Pennsylvania (GO) THIRD Series
5.000%, 09/01/12		2,800		3,025,204
TOTAL PENNSYLVANIA				35,987,778
RHODE ISLAND — (1.0%)
Rhode Island State & Providence Plantations (GO) Series B
5.000%, 08/01/12		5,200		5,603,052
5.000%, 08/01/13		4,700		5,215,731
Rhode Island State (GO) Series C (AGM)
5.000%, 02/15/15		3,385		3,888,316
TOTAL RHODE ISLAND				14,707,099
SOUTH CAROLINA — (0.7%)
Beaufort County School District (GO) (SCSDE)
5.000%, 03/01/14		5,505		6,223,898
Beaufort County School District (GO) Series B (SCSDE)
5.000%, 03/01/14		2,795		3,159,999
TOTAL SOUTH CAROLINA				9,383,897

37

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
TENNESSEE — (2.3%)
Hamilton County (GO)
5.000%, 03/01/11	$	5,700	$	5,787,267
5.000%, 03/01/12		5,095		5,400,802
3.000%, 03/01/13		1,550		1,636,599
Knox County (GO)
5.500%, 04/01/14		6,300		7,252,938
Shelby County (GO)
5.000%, 04/01/14		8,345		9,467,653
Tennessee State (GO) Series A
5.000%, 05/01/14		3,000		3,422,190
TOTAL TENNESSEE				32,967,449
TEXAS — (14.1%)
Arlington Independent School District (GO)
5.000%, 02/15/14		5,885		6,663,821
Austin Independent School District (GO) (PSF-GTD)
5.000%, 08/01/14		6,895		7,922,493
City of Dallas (GO)
5.000%, 02/15/14		4,585		5,177,474
5.000%, 02/15/14		8,770		9,915,362
5.000%, 02/15/15		9,100		10,510,500
City of Dallas (RB) (AMBAC)
5.000%, 10/01/12		13,985		15,177,641
5.000%, 10/01/13		7,605		8,522,239
City of San Antonio (GO)
5.375%, 02/01/15		5,975		6,996,068
City of San Antonio (RB) (NATL-RE FGIC)
5.000%, 05/15/12		7,000		7,468,300
City of San Antonio (RB) Series A
5.500%, 02/01/11		2,000		2,025,440
County of Fort Bend (GO) (NATL-RE)
5.000%, 03/01/13		2,110		2,313,446
Dallas Area Rapid Transit (RB) (FGIC)
5.000%, 12/01/12		10,475		11,450,327
Dallas Waterworks & Sewer System (RB) (AMBAC)
5.000%, 10/01/14		9,000		10,388,610
Denton County (GO) Series A
5.000%, 07/15/15		3,960		4,612,093
Fort Worth Independent School District (GO)
5.000%, 02/15/13		8,025		8,791,789

	Face Amount		Value†
	(000)
TEXAS — (Continued)
Katy Independent School District (GO) Series A
5.000%, 02/15/12	$	7,465	$	7,910,063
North Texas Municipal Water District (RB)
5.000%, 09/01/14		605		691,237
Northwest Independent School District (GO) (PSF-GTD)
5.000%, 02/15/15		1,000		1,159,990
San Antonio Electric & Gas (RB) Sereis A (ETM)
5.250%, 02/01/14		90		102,801
San Antonio Electric & Gas (RB) Series A
5.250%, 02/01/14		12,015		13,665,741
San Marcos Consolidated Independent School District (GO) (PSF-GTD)
5.250%, 08/01/14		3,195		3,704,283
5.500%, 08/01/14		4,200		4,908,036
Socorro Independent School District (GO) (PSF-GTD)
5.250%, 08/15/14		2,270		2,627,275
Texas A&M University (RB) Series B
5.000%, 05/15/12		3,975		4,247,884
Texas Public Finance Authority (GO) Series A
5.000%, 10/01/12		1,500		1,629,120
Texas State (GO)
5.000%, 10/01/12		3,000		3,255,240
Texas State Transportation Commission (RB)
4.000%, 04/01/13		1,500		1,620,015
5.000%, 04/01/14		5,870		6,659,691
Travis County (GO)
5.000%, 03/01/12		3,375		3,579,896
University of Texas (RB) Series A
5.000%, 08/15/12		3,500		3,781,225
5.000%, 07/01/14		5,250		5,996,918
University of Texas (RB) Series B
5.250%, 08/15/12		2,730		2,961,449
5.250%, 08/15/13		3,850		4,331,982
University of Texas (RB) Series D
5.000%, 08/15/12		1,815		1,960,835

38

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
TEXAS — (Continued)
Williamson County (GO) (NATL-RE)
5.000%, 02/15/14	$	5,000	$	5,653,000
TOTAL TEXAS				198,382,284
UTAH — (1.6%)
Salt Lake County (GO)
5.000%, 06/15/12		10,060		10,798,102
Utah State (GO) Series A
5.000%, 07/01/12		6,440		6,925,447
Utah State (GO) Series B
4.000%, 07/01/13		4,700		5,115,997
TOTAL UTAH				22,839,546
VIRGINIA — (4.2%)
Fairfax County (GO) Series A
5.000%, 04/01/13		9,975		11,034,146
5.000%, 04/01/14		9,375		10,683,656
Loudoun County (GO) Series B
4.000%, 11/01/12		1,000		1,066,890
5.000%, 12/01/13		5,285		5,961,903
Virginia Commonwealth
Transportation Board (RB)
5.000%, 10/01/11		1,940		2,020,529
5.000%, 09/27/12		4,040		4,377,704
Virginia State Public School Authority (GO)
5.250%, 08/01/13		6,385		7,163,970
Virginia State Public School Authority (RB) Series B
5.000%, 08/01/11		9,595		9,927,083
5.000%, 08/01/13		5,505		6,131,304
TOTAL VIRGINIA				58,367,185
WASHINGTON — (5.5%)
City of Seattle (GO)
5.000%, 05/01/14		8,300		9,425,065
City of Seattle (RB) (FSA)
5.000%, 08/01/12		1,500		1,616,805
King County School District (GO) (NATL-RE SCH BD GTY)
5.000%, 12/01/13		1,500		1,688,700
King County School District No. 1 Seattle (GO) (SCH BD GTY)
5.000%, 12/01/13		15,000		16,955,550

	Face Amount		Value†
	(000)
WASHINGTON — (Continued)
Snohomish County Public Utility (RB) Series B
5.250%, 12/01/10	$	11,000	$	11,042,020
Washington State (GO) (FSA)
5.000%, 07/01/14		5,145		5,876,979
Washington State (GO) Series C
5.000%, 02/01/14		6,895		7,777,905
5.000%, 01/01/15		6,100		7,032,629
Washington State (GO) Series D
5.000%, 01/01/14		3,330		3,746,750
Washington State (GO) Series R
5.000%, 01/01/15		10,960		12,635,674
TOTAL WASHINGTON				77,798,077
WEST VIRGINIA — (0.2%)
West Virginia State (GO) (NATL-RE FGIC)
5.000%, 06/01/12		3,300		3,529,284
WISCONSIN — (2.0%)
Wisconsin State (GO) Series 1 (MBIA)
5.500%, 05/01/11		16,000		16,408,320
Wisconsin State (GO) Series A
5.000%, 05/01/12		6,760		7,211,298
Wisconsin State (RB) Series B (AMBAC)
5.000%, 07/01/12		3,775		4,045,818
TOTAL WISCONSIN				27,665,436
TOTAL MUNICIPAL BONDS				1,380,939,560

	Shares		Value†
TEMPORARY CASH INVESTMENTS — (1.6%)
BlackRock Liquidity Funds MuniFund - Institutional Shares		22,119,419		22,119,419
TOTAL INVESTMENTS — (100.0%) (Cost $1,373,103,951)			$	1,403,058,979

39

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Municipal Bonds		—	$	1,380,939,560		—	$	1,380,939,560
Temporary Cash Investments	$	22,119,419		—		—		22,119,419
TOTAL	$	22,119,419	$	1,380,939,560		—	$	1,403,058,979

See accompanying Notes to Financial Statements.

40

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (98.4%)
CALIFORNIA — (98.4%)
Anaheim Public Financing Authority (RB)
4.500%, 08/01/13		$  800		$  871,960
4.000%, 08/01/14		550		600,506
Anaheim Union High School District (GO) (AGM)
5.000%, 08/01/14		800		905,624
Anaheim Union High School District (GO) Series A (AGM)
5.000%, 08/01/12		1,275		1,376,847
Anaheim Union High School District (RB) (AGM)
5.000%, 08/01/13		700		775,404
Bay Area Toll Authority (RB) (FGIC)
5.125%, 04/01/11		1,535		1,565,731
Bay Area Toll Authority (RB) Series F
5.000%, 04/01/13		775		852,376
3.900%, 04/01/14		900		983,502
5.000%, 04/01/15		495		571,195
Berryessa Union School District (GO) Series B (FSA)
5.375%, 08/01/11		1,205		1,262,551
Calaveras County Water District (RB) (NATL-RE)
5.000%, 09/01/11		700		723,191
California Educational Facilities Authority (RB) Series A
5.000%, 04/01/13		2,250		2,491,200
California Educational Facilities Authority (RB) Series P
5.250%, 12/01/13		925		1,053,529
California Educational Facilities Authority (RB) Series T-4
5.000%, 03/15/14		3,890		4,414,917
California Infrastructure & Economic Development Bank (RB) (FSA)
5.250%, 07/01/13		2,000		2,249,100
California Infrastructure & Economic Development Bank (RB) Series A (AMBAC)
5.250%, 10/01/13		2,500		2,803,300
California State (GO)
4.000%, 02/01/11		1,000		1,008,260

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
5.250%, 03/01/11		$  800		$  812,104
5.000%, 04/01/11		3,000		3,053,850
5.000%, 06/01/11		500		512,580
5.000%, 10/01/11		2,215		2,301,961
5.000%, 02/01/12		600		631,518
5.000%, 02/01/12		1,175		1,236,723
5.000%, 04/01/12		1,500		1,588,875
4.200%, 11/01/13		2,325		2,523,113
5.000%, 02/01/14		770		854,500
5.000%, 03/01/14		800		889,712
5.000%, 03/01/14		2,850		3,169,599
5.000%, 04/01/14		555		618,570
5.000%, 04/01/14		1,750		1,950,445
5.000%, 05/01/14		5,075		5,668,318
5.000%, 06/01/14		3,065		3,430,471
5.000%, 08/01/14		1,480		1,663,298
6.000%, 02/01/15		950		1,113,162
5.000%, 03/01/15		3,900		4,415,541
California State (GO) (NATL-RE FGIC)
5.000%, 03/01/14		1,565		1,740,499
California State Department of Transportation (RB) Series A (NATL-RE FGIC)
5.000%, 02/01/15		605		695,780
California State Department of Transportation (RB) Series A (NATL-RE)
5.000%, 02/01/11		1,125		1,137,881
California State Department of Water Resources (RB)
5.500%, 12/01/13		1,075		1,233,261
California State Department of Water Resources (RB) (NATL-RE)
5.000%, 12/01/14		1,500		1,741,110
California State Department of Water Resources (RB) Series AE
5.000%, 12/01/14		575		668,679
California State Department of Water Resources (RB) Series L
4.000%, 05/01/15		2,490		2,749,309
5.000%, 05/01/15		3,250		3,728,888

41

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		$1,850		$2,000,257
California State Department of Water Resources Power Supply (RB) Series A (AGM)
5.250%, 05/01/11		1,450		1,485,655
5.250%, 05/01/12		2,000		2,134,420
California State Department of Water Resources Power Supply (RB) Series A (NATL-RE)
5.000%, 05/01/11		1,000		1,023,150
California State Department of Water Resources Power Supply (RB) Series AE
5.000%, 12/01/13		1,440		1,630,094
California State Economic Recovery (GO) (ETM) Series A
5.000%, 07/01/11		25		25,745
5.000%, 07/01/11		775		799,350
5.000%, 07/01/12		1,155		1,243,877
5.000%, 07/01/12		1,320		1,414,934
5.250%, 07/01/13		1,965		2,188,696
5.250%, 07/01/13		1,845		2,074,795
5.250%, 07/01/14		95		110,185
California State Economic Recovery (GO) Series A
5.000%, 01/01/11		3,500		3,525,550
3.500%, 07/01/11		1,075		1,096,403
5.000%, 07/01/11		1,000		1,029,790
5.250%, 07/01/12		625		672,525
5.250%, 07/01/13		870		969,041
5.250%, 07/01/14		740		843,593
California State Economic Recovery (GO) Series A (NATL-RE FGIC)
5.250%, 07/01/14		1,300		1,481,987
California State Public Works Board of Regents University California (RB) Series A
5.000%, 03/01/14		860		965,685
California State University (RB) Series A
3.000%, 11/01/12		500		523,040
4.000%, 11/01/12		545		581,455
4.000%, 11/01/12		1,000		1,066,890

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Chabot-Las Positas Community College District (GO) (AMBAC)
5.000%, 08/01/11		$1,010		$1,044,188
Charter Oak Unified School District (GO) Series B (FSA)
5.000%, 07/01/13		2,805		3,135,850
Chino Basin Regional Financing Authority (RB)
5.900%, 08/01/11		810		840,027
City & County of San Francisco (GO) Series 2008-R1
5.000%, 06/15/14		500		569,520
City & County of San Francisco (GO) Series A
5.000%, 06/15/15		2,490		2,895,422
City & County of San Francisco (GO) Series A (AMBAC)
5.000%, 06/15/12		1,600		1,715,776
City & County of San Francisco (GO) Series B
5.000%, 06/15/11		1,455		1,497,457
City & County of San Francisco (GO) Series R-1 (FGIC)
5.000%, 06/15/12		3,855		4,140,463
City & County of San Francisco (GO) Series R2 (AMBAC)
4.000%, 06/15/12		665		702,985
City & County of San Francisco Public Utilities Commission (RB) Series A (FSA)
5.000%, 11/01/12		4,810		5,231,981
City & County of San Francisco Public Utilities Commission (RB) Series C
5.000%, 11/01/13		525		590,777
City of Bakersfield School District (GO) Series A (AGM)
4.000%, 11/01/14		400		441,576
City of Folsom (GO)
4.000%, 08/01/14		1,285		1,403,002
City of Los Angeles (GO) Series A
2.500%, 09/01/13		2,500		2,607,125
City of Los Angeles (GO) Series A (MBIA)
5.000%, 09/01/12		1,165		1,257,361
City of Los Angeles (GO) Series A (NATL-RE)
5.250%, 09/01/14		1,000		1,152,280

42

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
City of Los Angeles (RB) Series A
4.000%, 06/01/12		$  815		$852,514
5.000%, 06/01/13		1,300		1,428,154
4.000%, 06/01/14		520		567,585
City of Vernon (RB) Series A
3.500%, 08/01/12		1,550		1,602,344
5.250%, 08/01/14		1,000		1,115,890
Contra Costa Community College District (GO) (NATL-RE FGIC)
5.000%, 08/01/13		1,905		2,121,179
5.000%, 08/01/14		1,985		2,278,443
Desert Sands Unified School District (GO) (AGM)
5.000%, 06/01/14		3,275		3,757,932
5.000%, 06/01/14		600		688,476
East Bay Regional Park District (GO)
4.000%, 09/01/13		1,375		1,503,851
El Camino Community College District (GO) Series A (MBIA)
5.000%, 08/01/13		2,915		3,265,266
5.000%, 08/01/13		3,060		3,427,690
El Camino Community College District (GO) Series A (NATL-RE)
5.000%, 08/01/13		1,600		1,792,256
El Monte Union High School District (GO) Series A (FSA)
5.000%, 06/01/13		2,185		2,431,730
Escondido Union School District (GO) Series A
5.000%, 08/01/12		3,045		3,288,235
Escondido Union School District (GO) Series B (NATL-RE FGIC)
5.500%, 08/01/14		550		630,454
Foothill-De Anza Community College District (GO) Series B
5.250%, 08/01/13		2,000		2,253,920
5.250%, 08/01/13		3,675		4,141,578
Fremont Union High School District (GO) (MBIA)
4.000%, 09/01/11		750		771,840
Grossmont Union High School District (GO) (NATL-RE)
4.000%, 08/01/13		500		541,070

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Hacienda La Puente Unified School District (GO) Series B
5.000%, 08/01/13		$4,340		$4,861,494
Hemet Unified School District (GO) Series A (AGM)
5.750%, 08/01/14		500		575,700
Kern High School District (GO) Series C (NATL-RE FGIC)
5.500%, 08/01/14		650		736,184
Long Beach Bond Finance Authority (TAN) (AMBAC)
5.375%, 08/01/12		1,585		1,717,569
Long Beach Unified School District (GO)
4.000%, 08/01/12		500		529,185
Long Beach Unified School District (GO) Series A
5.000%, 08/01/13		2,000		2,215,440
4.000%, 08/01/14		2,335		2,580,899
5.000%, 08/01/14		1,000		1,141,870
Los Angeles Community College District (GO) Series A (AGM)
5.250%, 08/01/13		825		924,206
Los Angeles Community College District (GO) Series A (FSA)
5.250%, 08/01/14		4,000		4,588,200
Los Angeles Community College District (GO) Series F-1
3.250%, 08/01/14		2,300		2,483,540
Los Angeles Convention & Exhibit Center Authority (RB) Series A
6.125%, 08/15/11		1,500		1,549,110
Los Angeles County Metropolitan Transportation Authority (GO) (AMBAC)
5.000%, 07/01/14		500		571,325
Los Angeles County Metropolitan Transportation Authority (RB) (ETM) Series A (FSA)
5.000%, 07/01/11		2,500		2,603,525
Los Angeles County Metropolitan Transportation Authority (RB) Series A
4.000%, 07/01/11		750		768,112
3.000%, 07/01/12		3,340		3,477,942
3.000%, 07/01/13		1,750		1,853,058

43

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Los Angeles County Metropolitan Transportation Authority (RB) Series C (AMBAC)
6.000%, 07/01/11	$	580	$	601,657
Los Angeles County Sanitation Districts Financing Authority (RB) Series A (FSA)
5.000%, 10/01/12		5,000		5,427,400
Los Angeles Department of Water & Power (RB) Series A-1 (MBIA)
5.000%, 07/01/11		460		473,736
Los Angeles Municipal Improvement Corp. (RB) Series A (NATL-RE)
5.250%, 06/01/12		1,050		1,112,170
Los Angeles Municipal Improvement Corp. (RB) Series C
3.000%, 09/01/13		730		758,959
Los Angeles Unified School District (GO)
5.500%, 07/01/11		800		826,848
Los Angeles Unified School District (GO) (AMBAC)
5.000%, 07/01/11		175		180,238
Los Angeles Unified School District (GO) (MBIA)
5.500%, 07/01/12		800		863,712
Los Angeles Unified School District (GO) (NATL-RE)
5.750%, 07/01/14		1,480		1,704,945
Los Angeles Unified School District (GO) Series A (FGIC)
6.000%, 07/01/11		1,000		1,036,860
Los Angeles Unified School District (GO) Series A (MBIA)
5.250%, 07/01/12		3,600		3,871,872
Los Angeles Unified School District (GO) Series B
4.000%, 07/01/13		950		1,023,084
Los Angeles Unified School District (GO) Series C (AMBAC)
5.000%, 07/01/12		1,000		1,071,400
Los Angeles Unified School District (GO) Series KRY
4.000%, 07/01/12		500		527,455

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Los Angeles Wastewater System (RB) Series A
4.000%, 06/01/12		$1,000	$	1,051,850
5.000%, 06/01/14		2,000		2,275,160
Los Angeles Wastewater System (RB) Series C (NATL-RE)
5.375%, 06/01/13		600		670,548
Madera County Transportation Authority (RB) (AGM)
3.000%, 03/01/15		1,020		1,083,862
Manteca Unified School District (GO) (AGM)
5.250%, 08/01/14		500		581,710
Metropolitan Water District of Southern California (GO) Series B
4.000%, 03/01/11		500		506,105
Metropolitan Water District of Southern California (RB) Series B
3.750%, 07/01/11		3,000		3,067,080
Mount San Antonio Community College District (GO) Series C (AGM)
4.000%, 09/01/14		750		835,178
Mountain View-Whisman School District (GO) Series D (MBIA)
5.000%, 06/01/12		1,480		1,602,899
Orange County (RB) Series A (MBIA)
5.000%, 06/01/12		730		778,684
Oxnard School District (GO) (FSA)
5.000%, 08/01/12		610		655,061
Pasadena Unified School District (GO) (FSA)
5.000%, 11/01/12		2,000		2,175,460
Piedmont Unified School District (GO)
2.000%, 08/01/13		725		745,372
2.000%, 08/01/14		340		349,044
Sacramento Municipal Utility District (RB) Series U (AGM)
5.000%, 08/15/14		1,000		1,141,320
Sacramento Regional County Sanitation District (GO) (AMBAC)
5.000%, 12/01/14		3,790		4,407,467

44

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Sacramento Regional County Sanitation District (RB) (NATL-RE)
5.000%, 08/01/14	$	750	$	856,402
San Diego County Water Authority (CP) Series A (NATL-RE FGIC)
5.250%, 05/01/13		795		884,080
San Diego Public Facilities Financing Authority (GO) Series A
4.500%, 05/15/14		1,415		1,575,022
San Diego Public Facilities Financing Authority (RB) Series A
2.750%, 05/15/11		1,150		1,163,512
2.750%, 05/15/12		1,655		1,706,653
San Diego Public Facilities Financing Authority (RB) Series B
5.000%, 05/15/14		1,000		1,130,330
San Diego Unified School District (GO) Series F (FSA)
5.000%, 07/01/14		1,555		1,786,508
San Francisco Bay Area Transit Financing Authority (RB)
6.750%, 07/01/11		795		828,891
San Francisco Community College District (GO) Series C
3.000%, 06/15/14		930		991,789
San Jose Unified School District (GO) (FGIC)
5.000%, 08/01/11		1,300		1,343,797
5.000%, 08/01/12		5,000		5,373,900
San Jose Unified School District (GO) (NATL-RE FGIC)
5.000%, 08/01/14		510		582,354
San Juan Unified School District (GO) (AGM)
4.000%, 08/01/15		600		668,724
San Marino Unified School District (GO) Series A
5.250%, 07/01/14		500		570,960
San Mateo County Community College District (GO) Series A
4.500%, 09/01/13		2,000		2,212,420
Santa Clara Unified School District (GO)
4.000%, 07/01/13		915		989,161

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Solano County Community College District (GO) (NATL-RE)
5.000%, 08/01/15	$	940	$	1,085,437
Sonoma County (RB) Series A (FGIC)
4.000%, 09/01/12		1,950		2,075,853
Southern California Public Power Authority (RB) Series A (AMBAC)
5.000%, 07/01/13		1,545		1,725,054
Southwestern Community College District (GO) Series B
5.250%, 08/01/12		750		803,888
Stockton Unified School District (GO) (AGM)
4.000%, 08/01/12		700		737,093
Torrance Unified School District (GO)
4.000%, 08/01/13		830		898,176
University of California (RB) Series A (AMBAC)
5.000%, 05/15/11		1,140		1,168,215
University of California (RB) Series E (MBIA)
5.000%, 05/15/13		1,560		1,725,641
University of California (RB) Series E (NATL-RE)
5.000%, 05/15/14		3,180		3,612,194
University of California (RB) Series J (MBIA)
5.000%, 05/15/12		450		480,748
University of California (RB) Series K (MBIA)
5.000%, 05/15/12		500		533,845
University of California (RB) Series O
5.000%, 05/15/14		3,275		3,720,105
Visalia Unified School District (GO)
4.000%, 08/01/12		500		527,210
William S Hart Joint School Financing Authority (RB) (AMBAC)
5.000%, 09/01/12		900		951,867
TOTAL MUNICIPAL BONDS				288,506,578

45

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Shares		Value†
TEMPORARY CASH INVESTMENTS — (1.6%)
BlackRock Liquidity Funds
California Money Fund- Institutional Shares		4,789,734	$	4,789,734

	Value†
TOTAL INVESTMENTS — (100.0%)
(Cost $286,719,999)	$	293,296,312

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Municipal Bonds		—	$	288,506,578		—	$	288,506,578
Temporary Cash Investments	$	4,789,734		—		—		4,789,734
TOTAL		4,789,734	$	288,506,578		—	$	293,296,312

See accompanying Notes to Financial Statements.

46

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (3.2%)
Federal Home Loan Bank
3.625%, 10/18/13	$	8,500	$	9,268,587
Federal Home Loan Mortgage Corporation
4.875%, 11/15/13		3,000		3,384,945
Federal National Mortgage Association
#      3.250%, 04/09/13		8,000		8,537,520
Tennessee Valley Authority
6.000%, 03/15/13		5,000		5,641,345
TOTAL AGENCY OBLIGATIONS				26,832,397
BONDS — (83.9%)
Abbott Laboratories
5.600%, 05/15/11		600		617,212
ACE INA Holdings, Inc.
5.600%, 05/15/15		3,567		4,063,951
Adobe Systems, Inc.
3.250%, 02/01/15		3,000		3,151,812
Aetna, Inc.
5.750%, 06/15/11		1,600		1,649,854
African Development Bank
1.875%, 01/23/12		1,000		1,017,350
3.000%, 05/27/14		7,000		7,501,277
Agence Francaise de Developpement
2.250%, 05/22/12		2,000		2,037,764
Alcoa, Inc.
#      5.375%, 01/15/13		357		381,325
Allied Waste North America, Inc.
#      6.375%, 04/15/11		1,100		1,127,495
Allstate Corp. (The)
7.500%, 06/15/13		2,100		2,413,864
#      6.200%, 05/16/14		1,500		1,748,364
American Express Credit Corp.
5.875%, 05/02/13		1,000		1,100,684
7.300%, 08/20/13		3,800		4,345,452
Amgen, Inc.
4.850%, 11/18/14		4,969		5,650,806
Analog Devices, Inc.
#      5.000%, 07/01/14		1,500		1,656,495
Anheuser-Busch Cos., Inc.
6.000%, 04/15/11		300		306,763
#      5.000%, 01/15/15		2,000		2,233,648
Apache Corp.
#      6.000%, 09/15/13		2,100		2,378,970

	Face Amount		Value†
	(000)
Appalachian Power Co.
5.650%, 08/15/12	$	600	$	646,536
Archer-Daniels-Midland Co.
7.125%, 03/01/13		800		915,514
Arizona Public Service Co.
6.500%, 03/01/12		600		640,199
Arrow Electronics, Inc.
6.875%, 07/01/13		3,000		3,349,356
Asian Development Bank
2.625%, 02/09/15		3,000		3,174,435
Assurant, Inc.
5.625%, 02/15/14		3,000		3,212,712
AT&T, Inc.
#      6.700%, 11/15/13		3,700		4,291,996
#      2.500%, 08/15/15		2,000		2,057,184
Atmos Energy Corp.
7.375%, 05/15/11		800		827,767
Australia & New Zealand Banking Group, Ltd.
5.125%, 11/14/11		2,400		2,494,442
Austria Government International Bond
5.500%, 02/22/12		3,020		3,210,046
AutoZone, Inc.
5.875%, 10/15/12		1,760		1,910,440
Avon Products, Inc.
5.125%, 01/15/11		1,100		1,110,731
Baker Hughes, Inc.
#      6.500%, 11/15/13		1,870		2,169,222
Bank Nederlandse Gemeenten
2.750%, 07/01/15		5,000		5,245,035
Bank of America Corp.
#      5.375%, 09/11/12		6,100		6,476,699
Bank of New York Mellon Corp. (The)
#      4.950%, 11/01/12		2,500		2,705,313
4.300%, 05/15/14		2,000		2,192,404
#      2.950%, 06/18/15		2,000		2,094,846
Bank of Nova Scotia
2.250%, 01/22/13		2,000		2,062,182
3.400%, 01/22/15		2,000		2,146,118
Barclays Bank P.L.C.
#      5.450%, 09/12/12		2,700		2,926,022
#      5.200%, 07/10/14		2,000		2,228,568
Baxter International, Inc.
4.000%, 03/01/14		3,600		3,941,201

47

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
BB&T Corp.
3.850%, 07/27/12	$	500	$	524,656
#      5.700%, 04/30/14		3,000		3,385,440
Bear Stearns Cos. LLC (The)
5.500%, 08/15/11		1,600		1,662,499
Belgium Government International Bond
4.250%, 09/03/13		1,000		1,079,726
2.750%, 03/05/15		2,000		2,081,250
Bemis Co., Inc.
5.650%, 08/01/14		2,000		2,257,306
BHP Billiton Finance USA, Ltd.
#      5.125%, 03/29/12		600		635,084
#      5.500%, 04/01/14		2,000		2,264,882
Black & Decker Corp.
7.125%, 06/01/11		1,430		1,480,632
Black Hills Corp.
6.500%, 05/15/13		1,500		1,634,685
BlackRock, Inc.
#      3.500%, 12/10/14		4,000		4,253,480
Boeing Co. (The)
#      5.000%, 03/15/14		3,675		4,133,368
BP Capital Markets P.L.C.
3.750%, 06/17/13		2,500		2,607,375
5.250%, 11/07/13		1,000		1,093,836
Bristol-Myers Squibb Co.
#      5.250%, 08/15/13		2,000		2,227,506
British Columbia, Province of Canada
#      2.850%, 06/15/15		4,000		4,254,324
Brown-Forman Corp.
5.000%, 02/01/14		1,510		1,662,104
Burlington Northern Santa Fe LLC
5.900%, 07/01/12		1,100		1,187,336
Caisse d’Amortissement de la Dette Sociale
4.125%, 12/09/11		1,400		1,451,215
3.500%, 07/01/14		5,800		6,298,220
Campbell Soup Co.
4.875%, 10/01/13		3,100		3,469,926
Canadian National Railway Co.
4.400%, 03/15/13		600		647,545
Canadian Natural Resources, Ltd.
5.150%, 02/01/13		3,000		3,257,886
Capital One Financial Corp.
#      7.375%, 05/23/14		3,000		3,506,100
Caterpillar Financial Services Corp.
#      6.200%, 09/30/13		3,966		4,548,371

	Face Amount		Value†
	(000)
4.750%, 02/17/15	$	1,500	$	1,686,902
CenterPoint Energy Resources Corp.
#      7.875%, 04/01/13		600		690,959
Charles Schwab Corp. (The)
#      4.950%, 06/01/14		4,000		4,464,468
CIGNA Corp.
6.375%, 10/15/11		1,000		1,050,467
Cisco Systems, Inc.
#      5.250%, 02/22/11		1,100		1,116,187
Citigroup, Inc.
#      6.000%, 02/21/12		1,100		1,164,263
#      5.300%, 10/17/12		2,000		2,131,956
#      6.500%, 08/19/13		3,000		3,347,373
CNA Financial Corp.
6.000%, 08/15/11		1,000		1,034,031
Coca-Cola Co. (The)
#      3.625%, 03/15/14		1,500		1,620,284
Coca-Cola Refreshments USA, Inc.
#      7.375%, 03/03/14		2,100		2,527,478
Comcast Cable Communications Holdings, Inc.
8.375%, 03/15/13		600		694,429
Comcast Corp.
#      5.300%, 01/15/14		1,000		1,117,539
Commonwealth Bank of Australia
4.750%, 01/27/11		1,800		1,816,493
2.500%, 12/10/12		1,400		1,453,033
2.700%, 11/25/14		2,000		2,102,120
ConAgra Foods, Inc.
6.750%, 09/15/11		800		840,032
ConocoPhillips
4.750%, 02/01/14		1,600		1,781,835
#      4.600%, 01/15/15		2,500		2,808,838
Consolidated Edison Co. of New York, Inc.
3.850%, 06/15/13		600		639,182
Constellation Energy Group, Inc.
4.550%, 06/15/15		3,000		3,245,808
Council of Europe Development Bank
4.500%, 06/30/14		2,000		2,236,974
#      2.750%, 02/10/15		2,000		2,117,302
Credit Suisse
#      5.000%, 05/15/13		3,500		3,828,591
Credit Suisse USA, Inc.
#      5.125%, 01/15/14		500		554,070

48

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CSX Corp.
6.750%, 03/15/11	$	600	$	612,607
5.500%, 08/01/13		500		554,116
CVS Caremark Corp.
#      5.750%, 08/15/11		600		623,300
#      4.875%, 09/15/14		3,500		3,911,037
Daimler Finance North America LLC
6.500%, 11/15/13		3,000		3,455,730
Dell, Inc.
4.700%, 04/15/13		600		652,385
#      5.625%, 04/15/14		3,000		3,393,606
Detroit Edison Co. (The)
6.400%, 10/01/13		600		688,002
Deutsche Bank AG
4.875%, 05/20/13		1,100		1,196,142
3.875%, 08/18/14		3,200		3,439,904
Deutsche Telekom International Finance BV
#      5.250%, 07/22/13		1,500		1,653,408
#      4.875%, 07/08/14		1,000		1,108,935
Devon Energy Corp.
#      5.625%, 01/15/14		1,100		1,241,595
Diageo Capital P.L.C.
5.200%, 01/30/13		600		656,259
#      7.375%, 01/15/14		2,535		3,007,554
DIRECTV Holdings LLC / DIRECTV Financing Co., Inc.
#      4.750%, 10/01/14		3,000		3,293,169
Dominion Resources, Inc.
#      5.000%, 03/15/13		600		655,204
Dover Corp.
6.500%, 02/15/11		1,100		1,119,393
Dow Chemical Co. (The)
#      6.000%, 10/01/12		3,500		3,792,845
DTE Energy Co.
7.625%, 05/15/14		1,000		1,188,998
Duke Energy Corp.
#      3.950%, 09/15/14		1,070		1,157,539
Duke Energy Ohio, Inc.
#      5.700%, 09/15/12		450		489,555
E.I. Du Pont de Nemours & Co.
5.875%, 01/15/14		516		591,323
3.250%, 01/15/15		4,000		4,292,292
Eaton Corp.
#      5.950%, 03/20/14		600		688,458
Eksportfinans ASA
1.875%, 04/02/13		10,000		10,253,320
#      3.000%, 11/17/14		3,900		4,146,878

	Face Amount		Value†
	(000)
Eli Lilly & Co.
#      3.550%, 03/06/12	$	600	$	622,583
#      4.200%, 03/06/14		1,000		1,104,045
Emerson Electric Co.
5.625%, 11/15/13		480		546,167
Enbridge Energy Partners LP
#      4.750%, 06/01/13		800		854,931
EnCana Holdings Finance Corp.
#      5.800%, 05/01/14		1,500		1,709,325
Enterprise Products Operating LLC
7.625%, 02/15/12		1,500		1,606,146
9.750%, 01/31/14		600		740,344
#      5.000%, 03/01/15		1,000		1,105,371
EOG Resources, Inc.
6.125%, 10/01/13		1,500		1,710,566
Eurofima
4.250%, 02/04/14		3,000		3,300,525
European Bank for Reconstruction & Development
#      2.750%, 04/20/15		2,000		2,124,520
European Investment Bank
#      3.125%, 06/04/14		4,000		4,312,912
#      2.750%, 03/23/15		3,000		3,198,900
Export Development Canada
2.375%, 03/19/12		1,000		1,026,855
Express Scripts, Inc.
#      5.250%, 06/15/12		1,500		1,598,756
Fortune Brands, Inc.
4.875%, 12/01/13		2,100		2,228,348
FPL Group Capital, Inc.
#      5.625%, 09/01/11		800		832,537
General Dynamics Corp.
#      5.250%, 02/01/14		1,100		1,244,727
General Electric Capital Corp.
4.800%, 05/01/13		1,000		1,081,967
3.750%, 11/14/14		3,000		3,203,454
General Electric Co.
5.000%, 02/01/13		5,000		5,426,500
General Mills, Inc.
6.000%, 02/15/12		421		448,956
GlaxoSmithKline Capital, Inc.
4.850%, 05/15/13		3,500		3,853,034
Goldman Sachs Group, Inc. (The)
#      6.000%, 05/01/14		1,200		1,348,075
#      5.125%, 01/15/15		1,600		1,750,693
Hartford Financial Services Group, Inc.
4.625%, 07/15/13		2,652		2,813,120

49

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Hess Corp.
7.000%, 02/15/14	$	3,100	$	3,630,475
Hewlett-Packard Co.
6.125%, 03/01/14		4,100		4,747,714
Home Depot, Inc.
#      5.200%, 03/01/11		2,100		2,132,321
Honeywell International, Inc.
3.875%, 02/15/14		3,100		3,373,935
HSBC Finance Corp.
4.750%, 07/15/13		3,000		3,200,454
Husky Energy, Inc.
5.900%, 06/15/14		3,000		3,355,821
Hydro-Quebec
6.300%, 05/11/11		800		824,456
ICI Wilmington, Inc.
5.625%, 12/01/13		1,000		1,115,339
Instituto de Credito Oficial
5.375%, 07/02/12		8,500		8,893,992
Inter-American Development Bank
1.625%, 07/15/13		3,000		3,086,181
International Bank for Reconstruction & Development
3.625%, 05/21/13		2,000		2,156,934
#      2.375%, 05/26/15		2,000		2,110,550
International Business Machines Corp.
#      6.500%, 10/15/13		1,500		1,741,962
International Finance Corp.
#      2.750%, 04/20/15		3,000		3,188,757
Japan Finance Corp.
2.125%, 11/05/12		2,000		2,047,764
Jefferies Group, Inc.
5.875%, 06/08/14		3,000		3,292,146
John Deere Capital Corp.
7.000%, 03/15/12		1,600		1,740,150
1.875%, 06/17/13		2,000		2,053,626
Johnson Controls, Inc.
#      4.875%, 09/15/13		1,000		1,090,621
JPMorgan Chase & Co.
4.650%, 06/01/14		2,000		2,182,010
#      3.400%, 06/24/15		2,500		2,614,015
Kansas City Power & Light Co.
6.500%, 11/15/11		800		840,534
Kinder Morgan Energy Partners LP
#      7.125%, 03/15/12		500		537,252
5.850%, 09/15/12		600		648,974
5.000%, 12/15/13		2,000		2,190,902

	Face Amount		Value†
	(000)
Kohl’s Corp.
7.375%, 10/15/11	$	600	$	632,728
Kommunalbanken AS
5.125%, 05/30/12		1,500		1,604,571
Kommuninvest I Sverige
5.375%, 07/03/12		5,600		6,028,338
Koninklijke Philips Electronics NV
7.250%, 08/15/13		1,500		1,747,510
Kraft Foods, Inc.
6.250%, 06/01/12		2,100		2,276,198
Kreditanstalt fuer Wiederaufbau
3.250%, 10/14/11		1,900		1,950,333
#      4.000%, 10/15/13		3,000		3,283,653
4.750%, 05/15/14		1,000		1,126,093
4.125%, 10/15/14		2,000		2,224,436
Kroger Co. (The)
6.800%, 04/01/11		600		614,986
Lafarge SA
6.150%, 07/15/11		800		827,510
Landeskreditbank Baden-Wuerttemberg Foerderbank
4.875%, 01/13/12		1,000		1,050,820
2.000%, 10/01/12		6,800		6,953,782
Landwirtschaftliche Rentenbank
1.875%, 09/24/12		4,000		4,097,456
4.125%, 07/15/13		3,600		3,917,743
Lockheed Martin Corp.
4.121%, 03/14/13		4,000		4,291,372
Marathon Oil Corp.
#      6.125%, 03/15/12		500		532,633
6.500%, 02/15/14		1,100		1,265,761
Marriott International, Inc.
4.625%, 06/15/12		1,100		1,150,999
Marsh & McLennan Cos., Inc.
6.250%, 03/15/12		600		631,683
McDonald’s Corp.
4.300%, 03/01/13		2,600		2,814,830
McKesson Corp.
6.500%, 02/15/14		1,600		1,839,448
Medtronic, Inc.
4.500%, 03/15/14		1,100		1,219,400
3.000%, 03/15/15		3,500		3,719,538
MetLife, Inc.
#      5.375%, 12/15/12		600		649,396
Microsoft Corp.
2.950%, 06/01/14		5,000		5,325,880
Monsanto Co.
#      7.375%, 08/15/12		700		776,662

50

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Morgan Stanley
#       5.250%, 11/02/12	$	2,000		$2,150,870
#       5.300%, 03/01/13		1,100		1,187,201
4.100%, 01/26/15		1,000		1,036,247
NASDAQ OMX Group, Inc. (The)
4.000%, 01/15/15		3,400		3,553,354
National Australia Bank, Ltd.
5.350%, 06/12/13		2,000		2,196,046
3.375%, 07/08/14		3,000		3,246,279
National City Corp.
4.900%, 01/15/15		4,524		4,993,569
National Rural Utilities
Cooperative Finance Corp.
#       7.250%, 03/01/12		5,100		5,534,372
Nederlandse Waterschapsbank NV
3.000%, 03/17/15		3,000		3,186,555
Nestle Holdings, Inc.
2.125%, 03/12/14		6,500		6,756,263
Network Rail Infrastructure Finance P.L.C.
2.000%, 01/17/12		2,600		2,644,460
NIBC Bank NV
2.800%, 12/02/14		3,000		3,181,950
Nisource Finance Corp.
6.150%, 03/01/13		1,000		1,106,879
Nomura Holdings, Inc.
5.000%, 03/04/15		3,000		3,252,045
Nordic Investment Bank
2.625%, 10/06/14		3,000		3,180,852
Nordstrom, Inc.
6.750%, 06/01/14		1,000		1,166,685
Northern States Power Co.
8.000%, 08/28/12		800		901,865
Northern Trust Corp.
5.500%, 08/15/13		2,000		2,250,554
Northrop Grumman Corp.
#       3.700%, 08/01/14		1,500		1,617,106
Occidental Petroleum Corp.
7.000%, 11/01/13		1,600		1,884,366
Oesterreichische Kontrollbank AG
3.125%, 10/14/11		1,900		1,946,628
4.750%, 11/08/11		1,800		1,877,494
4.750%, 10/16/12		3,800		4,101,203
ONEOK Partners LP
5.900%, 04/01/12		600		639,439
Ontario Electricity Financial Corp.
7.450%, 03/31/13		1,000		1,159,525

	Face Amount		Value†
	(000)
Ontario, Province of Canada
4.100%, 06/16/14	$	10,700	$	11,802,549
Oracle Corp.
#       4.950%, 04/15/13		1,100		1,212,248
3.750%, 07/08/14		2,000		2,179,526
PACCAR, Inc.
6.875%, 02/15/14		1,500		1,756,490
Pacific Gas & Electric Co.
#       4.800%, 03/01/14		1,900		2,099,358
Packaging Corp. of America
5.750%, 08/01/13		800		866,710
Panhandle Eastern Pipeline Co. LP
6.050%, 08/15/13		600		657,697
PepsiAmericas, Inc.
#       4.375%, 02/15/14		1,100		1,216,256
PepsiCo, Inc.
3.750%, 03/01/14		1,500		1,631,001
Pfizer, Inc.
#       5.350%, 03/15/15		4,000		4,639,296
Philip Morris International, Inc.
4.875%, 05/16/13		2,100		2,308,060
#       6.875%, 03/17/14		1,900		2,243,366
Pitney Bowes, Inc.
#       4.625%, 10/01/12		800		845,834
#       3.875%, 06/15/13		5,000		5,246,165
Plains All American Pipeline LP
4.250%, 09/01/12		2,500		2,623,548
PNC Funding Corp.
5.125%, 12/14/10		600		603,012
#       5.400%, 06/10/14		500		559,002
Potash Corp. of Saskatchewan, Inc.
7.750%, 05/31/11		600		624,312
PPL Energy Supply LLC
6.300%, 07/15/13		600		669,932
5.400%, 08/15/14		900		996,989
Praxair, Inc.
6.375%, 04/01/12		1,200		1,294,486
4.375%, 03/31/14		1,500		1,653,087
Principal Financial Group, Inc.
#       7.875%, 05/15/14		760		898,318
Progress Energy, Inc.
7.100%, 03/01/11		600		612,464
Prudential Financial, Inc.
#       5.100%, 09/20/14		2,365		2,593,331
PSEG Power LLC
5.000%, 04/01/14		1,000		1,101,836

51

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Rabobank Nederland NV
#      4.200%, 05/13/14	$	6,000	$	6,534,504
Reynolds American, Inc.
7.250%, 06/01/13		1,000		1,124,061
Royal Bank of Canada
5.650%, 07/20/11		2,200		2,275,209
2.100%, 07/29/13		4,500		4,660,258
RR Donnelley & Sons Co.
#      4.950%, 04/01/14		2,000		2,090,630
Ryder System, Inc.
5.000%, 06/15/12		900		948,657
6.000%, 03/01/13		600		652,516
Safeway, Inc.
5.800%, 08/15/12		500		539,696
5.625%, 08/15/14		1,000		1,138,493
Sara Lee Corp.
3.875%, 06/15/13		1,500		1,597,578
Saskatchewan, Province of Canada
7.375%, 07/15/13		9,000		10,550,043
Scottish Power, Ltd.
#      5.375%, 03/15/15		3,000		3,289,206
Societe Financement de l’Economie Francaise
3.375%, 05/05/14		2,000		2,161,020
2.875%, 09/22/14		3,000		3,195,810
Southern California Edison Co.
5.750%, 03/15/14		800		919,682
Southern Co.
#      5.300%, 01/15/12		1,600		1,684,053
Southwest Airlines Co.
#      5.250%, 10/01/14		3,000		3,236,625
Spectra Energy Capital LLC
5.668%, 08/15/14		1,500		1,681,632
St. Jude Medical, Inc.
2.200%, 09/15/13		1,500		1,541,104
3.750%, 07/15/14		2,000		2,156,424
State Street Corp.
#      4.300%, 05/30/14		3,000		3,314,235
SunTrust Banks, Inc.
#      5.250%, 11/05/12		3,100		3,276,486
Svensk Exportkredit AB
4.875%, 09/29/11		1,000		1,040,546
3.250%, 09/16/14		3,000		3,223,215
Tampa Electric Co.
6.375%, 08/15/12		600		653,625
Target Corp.
6.350%, 01/15/11		600		607,346
#      5.875%, 03/01/12		1,000		1,064,566

	Face Amount		Value†
	(000)
TD Ameritrade Holding Corp.
4.150%, 12/01/14	$	3,000	$	3,198,039
Thermo Fisher Scientific, Inc.
3.200%, 05/01/15		1,300		1,372,358
Time Warner Cable, Inc.
#      5.400%, 07/02/12		1,300		1,390,597
6.200%, 07/01/13		3,300		3,716,618
Total Capital SA
5.000%, 05/22/12		5,900		6,270,054
Toyota Motor Credit Corp.
4.250%, 06/27/11		2,500		2,552,580
TransCanada Pipelines, Ltd.
4.000%, 06/15/13		800		859,607
3.400%, 06/01/15		4,000		4,296,036
U.S. Bancorp
2.000%, 06/14/13		3,000		3,088,383
UBS AG
#      3.875%, 01/15/15		3,500		3,666,106
Unilever Capital Corp.
3.650%, 02/15/14		1,650		1,776,312
United Technologies Corp.
#      6.100%, 05/15/12		1,600		1,733,435
UnitedHealth Group, Inc.
5.250%, 03/15/11		1,100		1,117,503
Valero Energy Corp.
#      6.875%, 04/15/12		1,600		1,713,795
#      4.500%, 02/01/15		2,000		2,146,740
Veolia Environnement
5.250%, 06/03/13		800		873,199
Verizon Communications, Inc.
#      4.350%, 02/15/13		600		647,339
#      5.250%, 04/15/13		3,500		3,867,822
Wal-Mart Stores, Inc.
#      7.250%, 06/01/13		1,000		1,164,873
#      3.200%, 05/15/14		6,000		6,460,302
#      2.875%, 04/01/15		5,900		6,263,180
Walt Disney Co. (The)
4.700%, 12/01/12		500		541,338
#      4.500%, 12/15/13		1,100		1,222,255
Waste Management, Inc.
6.375%, 11/15/12		655		722,451
#      5.000%, 03/15/14		258		285,312
Weatherford International, Ltd.
4.950%, 10/15/13		1,045		1,130,608
WellPoint Health Networks, Inc.
6.375%, 01/15/12		600		636,263
Wells Fargo & Co.
5.250%, 10/23/12		5,100		5,517,195

52

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Western Union Co. (The)
6.500%, 02/26/14	$	600	$	687,688
Westpac Banking Corp.
3.000%, 08/04/15		7,000		7,234,605
Westpac Securities NZ, Ltd.
3.450%, 07/28/14		1,000		1,081,800
Willis North America, Inc.
#      5.625%, 07/15/15		5,000		5,363,020
WR Berkley Corp.
5.875%, 02/15/13		1,000		1,062,349
Yum! Brands, Inc.
8.875%, 04/15/11		820		849,310
TOTAL BONDS				713,447,947
TEMPORARY CASH INVESTMENTS — (1.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $14,745,000 FHLMC 5.228%(r), 09/01/38, valued at $9,097,366) to be repurchased at $8,961,142		8,961		8,961,000

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (11.9%)
§@  DFA Short Term Investment Fund		100,680,418	$	100,680,418
@    Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valuedat $457,727)## to be repurchased at $448,760		$449		448,752
TOTAL SECURITIES LENDING COLLATERAL				101,129,170
TOTAL INVESTMENTS — (100.0%) (Cost $820,050,781)			$	850,370,514

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	26,832,397		—	$	26,832,397
Bonds		—		713,447,947		—		713,447,947
Temporary Cash Investments		—		8,961,000		—		8,961,000
Securities Lending Collateral		—		101,129,170		—		101,129,170
TOTAL		—	$	850,370,514		—	$	850,370,514

See accompanying Notes to Financial Statements.

53

DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (4.8%)
Federal Farm Credit Bank
5.150%, 11/15/19	$	650	$	754,251
4.800%, 02/13/23		900		1,016,819
Federal Home Loan Bank
3.000%, 03/18/20		1,500		1,519,581
Federal Home Loan Mortgage Corporation
#       3.750%, 03/27/19		1,900		2,078,100
Federal National Mortgage Association
5.375%, 06/12/17		2,000		2,412,982
Tennessee Valley Authority
5.500%, 07/18/17		750		909,700
TOTAL AGENCY OBLIGATIONS				8,691,433
BONDS — (73.6%)
Abbott Laboratories
5.125%, 04/01/19		950		1,088,421
Aflac, Inc.
8.500%, 05/15/19		200		256,069
Agilent Technologies, Inc.
#       5.000%, 07/15/20		215		230,525
Allergan, Inc.
5.750%, 04/01/16		700		829,990
Allstate Corp. (The)
#       7.450%, 05/16/19		535		670,724
American Express Co.
#       8.125%, 05/20/19		500		642,284
Ameriprise Financial, Inc.
#       7.300%, 06/28/19		635		783,990
Amgen, Inc.
4.500%, 03/15/20		720		791,541
Apache Corp.
6.900%, 09/15/18		175		220,012
Asian Development Bank
5.500%, 06/27/16		1,000		1,204,341
2.250%, 08/18/17		1,000		1,001,242
Associates Corp. of North America
6.950%, 11/01/18		190		214,683
AT&T, Inc.
5.800%, 02/15/19		690		823,252
Australia & New Zealand Banking
Group, Ltd.
5.100%, 01/13/20		1,500		1,635,457
Baker Hughes, Inc.
#       7.500%, 11/15/18		360		465,634

	Face Amount		Value†
	(000)
Bank Nederlandse Gemeenten
5.125%, 10/05/16	$	1,125	$	1,309,494
Bank of America Corp.
5.625%, 07/01/20		1,020		1,057,678
Bank of New York Mellon Corp. (The)
5.450%, 05/15/19		2,300		2,645,366
Barclays Bank P.L.C.
#       5.125%, 01/08/20		630		682,480
BB&T Corp.
#      6.850%, 04/30/19		485		589,928
Becton Dickinson and Co.
5.000%, 05/15/19		825		941,068
BHP Billiton Finance USA, Ltd.
#       6.500%, 04/01/19		360		446,355
BlackRock, Inc.
#       5.000%, 12/10/19		725		793,781
Boeing Capital Corp.
#       4.700%, 10/27/19		700		780,284
BP Capital Markets P.L.C.
4.750%, 03/10/19		530		563,349
Bristol-Myers Squibb Co.
#       5.450%, 05/01/18		500		590,755
CA, Inc.
5.375%, 12/01/19		900		974,864
Caisse d’Amortissement de la Dette Sociale
5.250%, 11/02/16		1,600		1,870,899
Cameron International Corp.
#       6.375%, 07/15/18		485		560,911
Campbell Soup Co.
3.050%, 07/15/17		700		738,711
Canadian National Railway Co.
#       5.550%, 03/01/19		640		756,135
Caterpillar Financial Services Corp.
#       5.450%, 04/15/18		640		734,682
CBS Corp.
5.750%, 04/15/20		1,025		1,136,036
Charles Schwab Corp.(The)
#       4.450%, 07/22/20		750		779,984
Chubb Corp.
5.750%, 05/15/18		990		1,143,870
CIGNA Corp.
5.375%, 03/15/17		710		781,927
Cisco Systems, Inc.
4.450%, 01/15/20		725		798,522

54

DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Citigroup, Inc.
#      8.500%, 05/22/19	$	600	$	753,406
#      5.375%, 08/09/20		375		394,676
Cliffs Natural Resources, Inc.
#      5.900%, 03/15/20		700		769,134
Coca-Cola Co.(The)
#      5.350%, 11/15/17		810		951,070
Comcast Cable Communications Holdings, Inc.
#      9.455%, 11/15/22		170		241,425
Commonwealth Bank of Australia
#      5.000%, 03/19/20		1,225		1,335,564
ConocoPhillips
4.600%, 01/15/15		200		224,707
Consolidated Edison Co. of New York, Inc.
#      6.650%, 04/01/19		225		280,634
Credit Suisse
#      5.300%, 08/13/19		600		665,888
Cytec Industries, Inc.
6.000%, 10/01/15		460		519,876
Dell, Inc.
#      5.875%, 06/15/19		640		728,707
Deutsche Bank AG
6.000%, 09/01/17		265		309,076
Deutsche Telekom International Finance BV
6.750%, 08/20/18		185		229,789
Diageo Capital P.L.C.
#      4.828%, 07/15/20		700		782,030
Dow Chemical Co. (The)
#      5.700%, 05/15/18		900		983,415
Duke Energy Corp.
5.050%, 09/15/19		250		278,020
E.I. Du Pont de Nemours & Co.
#      4.625%, 01/15/20		900		993,919
Eaton Corp.
6.950%, 03/20/19		175		219,819
Eksportfinans ASA
5.500%, 06/26/17		1,950		2,312,719
Enbridge Energy Partners LP
5.200%, 03/15/20		350		382,984
Encana Corp.
#      6.500%, 05/15/19		650		802,824
Energy Transfer Partners LP
#      9.000%, 04/15/19		360		459,387
Enterprise Products Operating LLC
#      5.200%, 09/01/20		600		659,025

	Face Amount		Value†
	(000)
EOG Resources, Inc.
5.625%, 06/01/19	$	1,000	$	1,179,472
EQT Corp.
8.125%, 06/01/19		625		768,987
European Investment Bank
4.875%, 02/16/16		1,000		1,163,029
2.875%, 09/15/20		1,000		1,005,204
Exelon Corp.
4.900%, 06/15/15		1,000		1,101,620
Fortune Brands, Inc.
#      5.375%, 01/15/16		700		748,779
General Electric Capital Corp.
5.500%, 01/08/20		600		660,422
Georgia Power Co.
#      4.250%, 12/01/19		610		651,963
GlaxoSmithKline Capital, Inc.
#      5.650%, 05/15/18		675		799,344
Goldman Sachs Group, Inc. (The)
#      6.000%, 06/15/20		1,150		1,278,008
Halliburton Co.
#      6.150%, 09/15/19		660		788,967
Hartford Financial Services Group, Inc.
#      5.500%, 03/30/20		585		598,032
Hess Corp.
#      8.125%, 02/15/19		165		217,636
Hewlett-Packard Co.
5.500%, 03/01/18		1,000		1,175,578
Honeywell International, Inc.
5.000%, 02/15/19		825		944,536
Humana, Inc.
#      6.450%, 06/01/16		275		306,565
Husky Energy, Inc.
7.250%, 12/15/19		800		987,013
Indiana Michigan Power Co.
#      7.000%, 03/15/19		235		287,243
International Bank for Reconstruction & Development
7.625%, 01/19/23		1,700		2,465,593
International Game Technology
7.500%, 06/15/19		185		217,469
International Paper Co.
#      7.500%, 08/15/21		630		768,247
Japan Finance Organization for Municipalities
5.000%, 05/16/17		1,300		1,517,877
John Deere Capital Corp.
5.500%, 04/13/17		210		244,801

55

DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
JPMorgan Chase & Co.
#      6.300%, 04/23/19	$	500	$	583,508
4.950%, 03/25/20		630		668,147
Kinder Morgan Energy Partners LP
5.800%, 03/01/21		550		616,718
Kommunalbanken AS
2.750%, 05/05/15		650		685,795
Kreditanstalt fuer Wiederaufbau
5.000%, 10/31/14		575		661,332
4.875%, 06/17/19		1,350		1,577,417
Landwirtschaftliche Rentenbank
3.125%, 07/15/15		1,050		1,126,545
2.375%, 09/13/17		1,000		1,007,258
Lincoln National Corp.
6.250%, 02/15/20		180		200,654
Lockheed Martin Corp.
4.250%, 11/15/19		1,000		1,076,730
Loews Corp.
5.250%, 03/15/16		190		214,623
Magellan Midstream Partners LP
4.250%, 02/01/21		370		375,829
Manitoba, Province of Canada
4.900%, 12/06/16		1,600		1,847,960
Marathon Oil Corp.
5.900%, 03/15/18		250		291,090
Marsh & McLennan Cos., Inc.
9.250%, 04/15/19		225		292,776
McDonald’s Corp.
5.350%, 03/01/18		990		1,159,774
Mead Johnson Nutrition Co.
#      4.900%, 11/01/19		700		764,330
Medtronic, Inc.
#      4.450%, 03/15/20		840		917,262
Merrill Lynch & Co., Inc.
#      6.875%, 11/15/18		200		221,074
MetLife, Inc.
#      7.717%, 02/15/19		425		541,415
Microsoft Corp.
4.200%, 06/01/19		625		688,295
#      3.000%, 10/01/20		2,000		1,986,382
Morgan Stanley
#      7.300%, 05/13/19		190		219,138
#      5.500%, 01/26/20		600		624,532
5.500%, 07/24/20		375		390,262
NASDAQ OMX Group, Inc. (The)
#      5.550%, 01/15/20		910		958,549
National City Corp.
4.900%, 01/15/15		227		250,561

	Face Amount		Value†
	(000)
New Brunswick, Province of Canada
9.750%, 05/15/20	$	1,000	$	1,522,396
Nexen, Inc.
6.200%, 07/30/19		275		325,615
Nisource Finance Corp.
#      6.125%, 03/01/22		575		653,882
Nokia Oyj
#      5.375%, 05/15/19		485		539,847
Nomura Holdings, Inc.
#      6.700%, 03/04/20		1,075		1,220,740
Nordic Investment Bank
2.500%, 07/15/15		650		682,952
Northrop Grumman Corp.
5.050%, 08/01/19		1,125		1,263,434
NuStar Logistics LP
4.800%, 09/01/20		470		478,063
Occidental Petroleum Corp.
#      4.125%, 06/01/16		600		673,712
Oesterreichische Kontrollbank AG
4.875%, 02/16/16		400		460,178
Omnicom Group, Inc.
#      4.450%, 08/15/20		450		462,192
Ontario, Province of Canada
4.750%, 01/19/16		600		685,019
4.950%, 11/28/16		400		464,096
#      4.400%, 04/14/20		1,700		1,870,405
Oracle Corp.
#      5.000%, 07/08/19		700		797,656
PepsiCo, Inc.
#      4.500%, 01/15/20		675		741,926
Pfizer, Inc.
#      6.200%, 03/15/19		625		766,281
Philip Morris International, Inc.
#      5.650%, 05/16/18		800		944,935
Pitney Bowes, Inc.
6.250%, 03/15/19		185		203,829
Plains All American Pipeline LP
6.500%, 05/01/18		900		1,049,336
PNC Funding Corp.
#      4.375%, 08/11/20		730		739,653
Protective Life Corp.
7.375%, 10/15/19		700		783,025
Prudential Financial, Inc.
#      5.375%, 06/21/20		220		239,228
Quest Diagnostics, Inc.
#      4.750%, 01/30/20		225		231,085
Rabobank Nederland NV
#      2.125%, 10/13/15		2,000		2,016,098

56

DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Ralcorp Holdings, Inc.
4.950%, 08/15/20	$	1,075	$	1,123,230
Reinsurance Group of America, Inc.
5.625%, 03/15/17		200		216,483
Rowan Cos., Inc.
7.875%, 08/01/19		600		718,091
Royal Bank of Canada
#      2.625%, 12/15/15		1,600		1,664,869
Royal Bank of Scotland Group P.L.C.
6.400%, 10/21/19		725		790,826
Safeway, Inc.
5.000%, 08/15/19		1,025		1,114,801
Sempra Energy
#      9.800%, 02/15/19		160		222,612
Southwest Airlines Co.
5.250%, 10/01/14		675		728,241
Southwestern Public Service Co.
8.750%, 12/01/18		350		449,406
Svensk Exportkredit AB
3.250%, 09/16/14		625		671,503
5.125%, 03/01/17		1,400		1,630,727
Talisman Energy, Inc.
#      7.750%, 06/01/19		360		465,880
Target Corp.
#      5.875%, 07/15/16		185		223,271
TD Ameritrade Holding Corp.
5.600%, 12/01/19		200		218,680
Telefonica Emisiones SAU
5.877%, 07/15/19		200		229,176
Thermo Fisher Scientific, Inc.
3.200%, 05/01/15		225		237,524
Time Warner Cable, Inc.
#      8.750%, 02/14/19		745		991,412
TransCanada Pipelines, Ltd.
#      7.125%, 01/15/19		915		1,170,342
Travelers Cos., Inc. (The)
#      5.800%, 05/15/18		190		218,892
UBS AG
#      3.875%, 01/15/15		215		225,204
Unilever Capital Corp.
#      4.800%, 02/15/19		825		929,041
United Technologies Corp.
#      4.500%, 04/15/20		825		916,449
Unum Group
5.625%, 09/15/20		500		516,439
Valero Energy Corp.
#      9.375%, 03/15/19		875		1,121,400

	Face Amount		Value†
	(000)
Verizon Communications, Inc.
#      8.750%, 11/01/18	$	565	$	776,761
Wachovia Corp.
#      5.750%, 02/01/18		1,070		1,214,157
Walgreen Co.
#      5.250%, 01/15/19		320		370,469
Wal-Mart Stores, Inc.
5.800%, 02/15/18		1,000		1,196,787
3.625%, 07/08/20		1,775		1,813,766
Weatherford International, Ltd.
5.500%, 02/15/16		400		444,514
Western Union Co. (The)
6.500%, 02/26/14		190		217,768
Westpac Banking Corp.
#      4.875%, 11/19/19		2,250		2,445,480
WR Berkley Corp.
5.375%, 09/15/20		800		816,841
TOTAL BONDS				132,544,304
TEMPORARY CASH INVESTMENTS — (1.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $2,315,000 FNMA 3.126%(r), 09/01/40,valued at $2,378,976) to be repurchased at $2,339,037.		2,339		2,339,000

57

DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (20.3%)
§@  DFA Short Term Investment Fund		34,160,000	$	34,160,000
@    Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,502,170)## to be repurchased at $2,453,153.		$2,453		2,453,108
TOTAL SECURITIES LENDING COLLATERAL				36,613,108

	Value†
TOTAL INVESTMENTS — (100.0%) (Cost $179,270,766)	$	180,187,845

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	8,691,433		—	$	8,691,433
Bonds		—		132,544,304		—		132,544,304
Temporary Cash Investments		—		2,339,000		—		2,339,000
Securities Lending Collateral		—		36,613,108		—		36,613,108
TOTAL		—	$	180,187,845		—	$	180,187,845

See accompanying Notes to Financial Statements.

58

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	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
ASSETS:
Investments at Value (including $184,209, $317,855, $0 and $0 of securities on loan, respectively)	$	5,705,152	$	3,992,601		$	513,178		$	1,094,457
Temporary Cash Investments at Value & Cost		22,239		35,667			14,382			4,496
Collateral Received from Securities on Loan at Value & Cost		187,748		319,601			—			—
Foreign Currencies at Value		—		—			6			—
Cash		—		16			16			—
Receivables:
Interest		28,544		47,919			9,660			9,690
Securities Lending Income		5		13			—			—
Fund Shares Sold		4,584		3,604			568			2,522
Unrealized Gain on Forward Currency Contracts		—		3,551			162			—
Prepaid Expenses and Other Assets		79		57			23			30
Total Assets		5,948,351		4,403,029			537,995			1,111,195
LIABILITIES:
Payables:
Upon Return of Securities Loaned		187,748		319,601			—			—
Investment Securities Purchased		—		16,782			12,263			—
Fund Shares Redeemed		4,809		2,187			43			626
Due to Advisor		718		504			64			184
Unrealized Loss on Forward Currency Contracts		—		10,141			1,210			—
Accrued Expenses and Other Liabilities		475		391			40			77
Total Liabilities		193,750		349,606			13,620			887
NET ASSETS	$	5,754,601	$	4,053,423		$	524,375		$	1,110,308
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $5,754,601; $4,053,423; $524,375 and $1,110,308 and shares outstanding of 554,443,869; 395,717,372; 50,411,277 and 99,607,482, respectively	$	10.38	$	10.24		$	10.40		$	11.15
NUMBER OF SHARES AUTHORIZED		2,000,000,000		2,000,000,000			300,000,000			500,000,000
Investments at Cost	$	5,678,154	$	3,947,738		$	498,142		$	1,050,879
Foreign Currencies at Cost	$	—	$	—		$	6		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	5,706,910	$	3,980,347		$	502,065		$	1,047,674
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,846		6,391			6,192			3,760
Accumulated Net Realized Gain (Loss)		17,847		27,405			1,778			15,296
Net Unrealized Foreign Exchange Gain (Loss)		—		(5,583	)		(696	)		—
Net Unrealized Appreciation (Depreciation)		26,998		44,863			15,036			43,578
NET ASSETS	$	5,754,601	$	4,053,423		$	524,375		$	1,110,308

See accompanying Notes to Financial Statements.

59

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	DFA Five-Year Global Fixed Income Portfolio			DFA Intermediate Government Fixed Income Portfolio		DFA Inflation- Protected Securities Portfolio		DFA Short-Term Municipal  Bond Portfolio
ASSETS:
Investments at Value (including $627,350, $0, $0 and $0 of securities on loan, respectively)	$	4,324,371		$	1,837,155	$	1,359,550	$	1,380,940
Temporary Cash Investments at Value & Cost		46,614			7,542		14,980		22,119
Collateral Received from Securities on Loan at Value & Cost.		631,355			—		—		—
Foreign Currencies at Value		1,301			—		—		—
Cash		54,906			1		1		—
Receivables:
Interest		53,339			25,252		6,559		18,053
Securities Lending Income		35			—		—		—
Fund Shares Sold		4,269			1,098		26,124		1,454
Unrealized Gain on Forward Currency Contracts		1,525			—		—		—
Unrealized Gain on Foreign Currency Contracts		65			—		—		—
Prepaid Expenses and Other Assets		73			27		39		69
Total Assets		5,117,853			1,871,075		1,407,253		1,422,635
LIABILITIES:
Payables:
Upon Return of Securities Loaned		631,355			—		—		—
Investment Securities Purchased		74,383			—		9,374		6,640
Fund Shares Redeemed		1,842			967		897		743
Due to Advisor		901			155		113		235
Unrealized Loss on Forward Currency Contracts		13,546			—		—		—
Accrued Expenses and Other Liabilities		310			125		90		91
Total Liabilities		722,337			1,247		10,474		7,709
NET ASSETS	$	4,395,516		$	1,869,828	$	1,396,779	$	1,414,926
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $4,395,516; $1,869,828; $1,396,779 and $1,414,926 and shares outstanding of 375,759,712; 145,680,227; 117,895,689 and 136,776,763, respectively	$	11.70		$	12.84	$	11.85	$	10.34
NUMBER OF SHARES AUTHORIZED		1,500,000,000			700,000,000		500,000,000		500,000,000
Investments at Cost	$	4,137,119		$	1,657,287	$	1,240,534	$	1,350,985
Foreign Currencies at Cost	$	1,280		$	—	$	—	$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	4,017,340		$	1,672,506	$	1,265,581	$	1,382,965
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		113,625			11,477		4,940		2,023
Accumulated Net Realized Gain (Loss)		88,434			5,977		7,242		(17	)
Net Unrealized Foreign Exchange Gain (Loss)		(11,156	)		—		—		—
Net Unrealized Appreciation (Depreciation)		187,273			179,868		119,016		29,955
NET ASSETS	$	4,395,516		$	1,869,828	$	1,396,779	$	1,414,926

See accompanying Notes to Financial Statements.

60

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	DFA California Short-Term Municipal Bond Portfolio			DFA Short-Term Extended Quality Portfolio		DFA Intermediate-Term Extended Quality Portfolio
ASSETS:
Investments at Value (including $0, $98,872 and $35,847 of securities on loan, respectively)	$	288,507		$	740,280	$	141,236
Temporary Cash Investments at Value & Cost		4,790			8,961		2,339
Collateral Received from Securities on Loan at Value & Cost		—			101,129		36,613
Cash		—			16		16
Receivables:
Interest		3,864			8,815		1,897
Securities Lending Income		—			3		5
Fund Shares Sold		550			1,615		327
Prepaid Expenses and Other Assets		7			10		9
Deferred Offering Costs		—			—		33
Total Assets		297,718			860,829		182,475
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			101,129		36,613
Investment Securities Purchased		—			4,927		1,746
Fund Shares Redeemed		16			351		—
Due to Advisor		49			104		12
Accrued Expenses and Other Liabilities		22			49		11
Total Liabilities		87			106,560		38,382
NET ASSETS	$	297,631		$	754,269	$	144,093
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $297,631; $754,269 and $144,093 and shares outstanding of 28,642,047; 69,035,847 and 14,017,018, respectively	$	10.39		$	10.93	$	10.28
NUMBER OF SHARES AUTHORIZED		300,000,000			500,000,000		300,000,000
Investments at Cost	$	281,931		$	709,960	$	140,319
NET ASSETS CONSIST OF:
Paid-In Capital	$	290,642		$	720,779	$	142,905
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		414			1,685		308
Accumulated Net Realized Gain (Loss)		(1	)		1,485		(37	)
Net Unrealized Appreciation (Depreciation)		6,576			30,320		917
NET ASSETS	$	297,631		$	754,269	$	144,093

See accompanying Notes to Financial Statements.

61

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	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
Investment Income
Interest		$42,653		$53,765		$8,404		$26,426
Income from Securities Lending		278		507		—		—
Total Investment Income		42,931		54,272		8,404		26,426
Expenses
Investment Advisory Services Fees		2,536		2,075		617		2,103
Administrative Services Fees		5,071		4,149		—		—
Accounting & Transfer Agent Fees		579		484		70		137
Custodian Fees		53		311		43		11
Filing Fees		237		131		47		51
Shareholders’ Reports		151		156		10		31
Directors’/Trustees’ Fees & Expenses		37		31		4		8
Professional Fees		159		129		14		33
Other		53		54		6		17
Total Expenses		8,876		7,520		811		2,391
Net Investment Income (Loss)		34,055		46,752		7,593		24,035
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		18,499		30,834		1,913		15,389
Foreign Currency Transactions		—		2,932		(1,246)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		8,099		6,866		11,073		15,281
Translation of Foreign Currency Denominated Amounts		—		(12,401)		(1,030)		—
Net Realized and Unrealized Gain (Loss)		26,598		28,231		10,710		30,670
Net Increase (Decrease) in Net Assets Resulting from Operations		$60,653		$74,983		$18,303		$54,705

See accompanying Notes to Financial Statements.

62

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	DFA Five-Year Global Fixed Income     Portfolio		DFA Intermediate Government Fixed Income     Portfolio		DFA Inflation- Protected Securities     Portfolio		DFA Short-Term Municipal Bond     Portfolio
Investment Income
Interest		$106,104		$  68,295		$  28,856		$25,638
Income from Securities Lending		630		—		—		—
Total Investment Income		106,734		68,295		28,856		25,638
Expenses
Investment Advisory Services Fees		9,385		1,690		1,069		2,630
Accounting & Transfer Agent Fees		439		207		137		165
Custodian Fees		240		18		12		14
Filing Fees		151		63		87		67
Shareholders’ Reports		117		58		39		28
Directors’/Trustees’ Fees & Expenses		31		14		10		12
Professional Fees		117		52		30		44
Other		48		23		13		19
Total Expenses		10,528		2,125		1,397		2,979
Net Investment Income (Loss)		96,206		66,170		27,459		22,659
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		98,201		6,089		8,016		—
Foreign Currency Transactions		87,180		—		—		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		4,701		76,828		88,766		12,084
Translation of Foreign Currency Denominated Amounts		(5,704)		—		—		—
Net Realized and Unrealized Gain (Loss)		184,378		82,917		96,782		12,084
Net Increase (Decrease) in Net Assets Resulting from Operations		$280,584		$149,087		$124,241		$34,743

See accompanying Notes to Financial Statements.

63

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	DFA California Short-Term Municipal Bond Portfolio		DFA Short-Term Extended Quality     Portfolio		DFA Intermediate-Term Extended Quality         Portfolio(a)
Investment Income
Interest		$5,501		$18,136		$   685
Income from Securities Lending		—		17		4
Total Investment Income		5,501		18,153		689
Expenses
Investment Advisory Services Fees		532		1,114		46
Accounting & Transfer Agent Fees		49		86		9
Custodian Fees		4		25		1
Filing Fees		24		38		6
Shareholders’ Reports		5		16		—
Directors’/Trustees’ Fees & Expenses		2		5		—
Professional Fees		8		16		2
Organizational & Offering Costs		—		13		17
Other		6		7		1
Total Expenses		630		1,320		82
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—		(93)		(31)
Net Expenses		630		1,227		51
Net Investment Income (Loss)		4,871		16,926		638
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(1)		1,510		(37)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		3,017		19,231		917
Net Realized and Unrealized Gain (Loss)		3,016		20,741		880
Net Increase (Decrease) in Net Assets Resulting from Operations		$7,887		$37,667		$1,518

(a) The Portfolio commenced operations on July 20, 2010.

See accompanying Notes to Financial Statements.

64

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	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
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	34,055		$	45,017		$	46,752		$	60,183		$	7,593		$	5,966		$	24,035		$	24,640
Net Realized Gain (Loss) on:
Investment Securities Sold		18,499			6,804			30,834			25,365			1,913			384			15,389			27,247
Foreign Currency Transactions		—			—			2,932			25,954			(1,246	)		(15,821	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		8,099			30,261			6,866			(6,521	)		11,073			32,803			15,281			22,977
Translation of Foreign Currency Denominated Amounts		—			—			(12,401	)		6,818			(1,030	)		806			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		60,653			82,082			74,983			111,799			18,303			24,138			54,705			74,864
Distributions From:
Net Investment Income:
Institutional Class Shares		(34,538	)		(72,237	)		(81,926	)		(137,717	)		—			—			(24,304	)		(25,750	)
Net Short-Term Gains
Institutional Class Shares		—			—			—			—			—			—			(7,724	)		—
Net Long-Term Gains:
Institutional Class Shares		—			—			(4,049	)		—			(258	)		—			—			—
Total Distributions		(34,538	)		(72,237	)		(85,975	)		(137,717	)		(258	)		—			(32,028	)		(25,750	)
Capital Share Transactions (1):
Shares Issued		3,534,583			2,452,200	*		1,636,135			1,712,693	**		245,325			137,279			312,453			312,955
Shares Issued in Lieu of Cash Distributions		32,812			70,060			83,234			135,759			257			—			29,944			24,243
Shares Redeemed		(2,108,524	)		(1,456,910	)		(1,500,983	)		(1,101,490	)		(42,692	)		(56,142	)		(263,003	)		(493,112	)
Net Increase (Decrease) from Capital Share Transactions		1,458,871			1,065,350			218,386			746,962			202,890			81,137			79,394			(155,914	)
Total Increase (Decrease) in Net Assets		1,484,986			1,075,195			207,394			721,044			220,935			105,275			102,071			(106,800	)
Net Assets
Beginning of Period		4,269,615			3,194,420			3,846,029			3,124,985			303,440			198,165			1,008,237			1,115,037
End of Period	$	5,754,601		$	4,269,615		$	4,053,423		$	3,846,029		$	524,375		$	303,440		$	1,110,308		$	1,008,237
(1) Shares Issued and Redeemed:
Shares Issued		341,768			234,250			159,903			166,814			24,295			14,290			28,645			28,916
Shares Issued in Lieu of Cash Distributions		3,173			6,837			8,173			13,402			26			—			2,753			2,254
Shares Redeemed		(203,841	)		(141,838	)		(146,786	)		(107,449	)		(4,239	)		(6,214	)		(24,107	)		(45,608	)
Net Increase (Decrease) from Shares Issued and Redeemed		141,100			99,249			21,290			72,767			20,082			8,076			7,291			(14,438	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,846		$	3,329		$	6,391		$	35,357		$	6,192		$	(262	)	$	3,760		$	4,029

 * 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.

** 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 accompanying Notes to Financial Statements.

65

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA Five-Year Global Fixed Income Portfolio						DFA Intermediate Government Fixed Income Portfolio						DFA Inflation-Protected Securities Portfolio						DFA Short-Term Municipal Bond Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	96,206		$	75,449		$	66,170		$	55,735		$	27,459		$	6,445		$	22,659		$	20,579
Net Realized Gain (Loss) on:
Investment Securities Sold		98,201			19,184			6,089			6,168			8,016			(774	)		—			—
Foreign Currency Transactions		87,180			49,631			—			—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		4,701			87,483			76,828			71,964			88,766			77,881			12,084			22,482
Translation of Foreign Currency Denominated Amounts		(5,704	)		(3,992	)		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		280,584			227,755			149,087			133,867			124,241			83,552			34,743			43,061
Distributions From:
Net Investment Income:
Institutional Class Shares		(125,228	)		(61,945	)		(64,369	)		(56,385	)		(28,880	)		(3,971	)		(22,443	)		(20,942	)
Net Short-Term Gains:
Institutional Class Shares		—			—			(742	)		—			—			(80	)		—			—
Net Long-Term Gains:
Institutional Class Shares		—			—			(5,565	)		(6,325	)		—			(401	)		—			—
Total Distributions		(125,228	)		(61,945	)		(70,676	)		(62,710	)		(28,880	)		(4,452	)		(22,443	)		(20,942	)
Capital Share Transactions (1):
Shares Issued		1,709,117			1,025,996			551,300			524,999			691,827			478,535			588,645			617,393
Shares Issued in Lieu of Cash Distributions		116,129			57,682			66,333			58,792			27,654			4,435			21,725			20,381
Shares Redeemed		(805,873	)		(1,347,958	)		(310,371	)		(419,307	)		(192,173	)		(159,707	)		(376,003	)		(483,552	)
Net Increase (Decrease) from Capital Share Transactions		1,019,373			(264,280	)		307,262			164,484			527,308			323,263			234,367			154,222
Total Increase (Decrease) in Net Assets		1,174,729			(98,470	)		385,673			235,641			622,669			402,363			246,667			176,341
Net Assets
Beginning of Period		3,220,787			3,319,257			1,484,155			1,248,514			774,110			371,747			1,168,259			991,918
End of Period	$	4,395,516		$	3,220,787		$	1,869,828		$	1,484,155		$	1,396,779		$	774,110		$	1,414,926		$	1,168,259
(1) Shares Issued and Redeemed:
Shares Issued		150,665			92,928			44,642			42,884			61,852			46,497			57,039			60,500
Shares Issued in Lieu of Cash Distributions		10,302			5,258			5,368			4,837			2,483			459			2,106			2,002
Shares Redeemed		(71,055	)		(122,986	)		(24,941	)		(34,207	)		(17,113	)		(15,790	)		(36,418	)		(47,480	)
Net Increase (Decrease) from Shares Issued and Redeemed		89,912			(24,800	)		25,069			13,514			47,222			31,166			22,727			15,022
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	113,625		$	51,072		$	11,477		$	9,734		$	4,940		$	6,361		$	2,023		$	1,807

See accompanying Notes to Financial Statements.

66

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA California Short-Term Municipal Bond Portfolio						DFA Short-Term Extended Quality Portfolio						DFA Intermediate-Term Extended Quality Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Period March 4, 2009(a) to Oct. 31, 2009			Period July 20, 2010(a) to Oct. 31, 2010
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	4,871		$	4,172		$	16,926		$	5,346			$        638
Net Realized Gain (Loss) on:
Investment Securities Sold		(1	)		23			1,510			287			(37)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		3,017			4,608			19,231			11,089			917
Net Increase (Decrease) in Net Assets Resulting from Operations		7,887			8,803			37,667			16,722			1,518
Distributions From:
Net Investment Income:
Institutional Class Shares		(4,811	)		(4,257	)		(16,305	)		(4,322	)		(347)
Net Short-Term Gains:
Institutional Class Shares		—			—			(312	)		—			—
Total Distributions		(4,811	)		(4,257	)		(16,617	)		(4,322	)		(347)
Capital Share Transactions (1):
Shares Issued		152,410			124,576			470,173			377,923			143,921
Shares Issued in Lieu of Cash Distributions		4,733			4,153			16,320			4,280			345
Shares Redeemed		(73,362	)		(103,416	)		(131,749	)		(16,128	)		(1,344)
Net Increase (Decrease) from Capital Share Transactions		83,781			25,313			354,744			366,075			142,922
Total Increase (Decrease) in Net Assets		86,857			29,859			375,794			378,475			144,093
Net Assets
Beginning of Period		210,774			180,915			378,475			—			—
End of Period	$	297,631		$	210,774		$	754,269		$	378,475			$  144,093
(1) Shares Issued and Redeemed:
Shares Issued		14,724			12,194			43,952			36,989			14,115
Shares Issued in Lieu of Cash Distributions		457			407			1,528			414			33
Shares Redeemed		(7,084	)		(10,148	)		(12,289	)		(1,558	)		(131)
Net Increase (Decrease) from Shares Issued and Redeemed		8,097			2,453			33,191			35,845			14,017
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	414		$	354		$	1,685		$	1,051			$        308

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

67

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA One-Year Fixed Income Portfolio																		DFA Two-Year Global Fixed Income Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	10.33		$	10.17		$	10.21		$	10.20		$	10.14		$	10.20		$	10.27		$	10.36		$	10.39		$	10.17		$	9.88		$	9.92
Income From Investment Operations
Net Investment Income (Loss)		0.07	(A)		0.13	(A)		0.31	(A)		0.51	(A)		0.40	(A)		0.28			0.12	(A)		0.19	(A)		0.39	(A)		0.27	(A)		0.07	(A)		0.31
Net Gains (Losses) on Securities (Realized and Unrealized)		0.05			0.25			(0.04	)		0.01			0.06			(0.05	)		0.07			0.18			(0.09	)		0.24			0.36			(0.14	)
Total From Investment Operations		0.12			0.38			0.27			0.52			0.46			0.23			0.19			0.37			0.30			0.51			0.43			0.17
Less Distributions
Net Investment Income		(0.07	)		(0.22	)		(0.31	)		(0.51	)		(0.40	)		(0.29	)		(0.21	)		(0.46	)		(0.33	)		(0.29	)		(0.14	)		(0.21	)
Net Realized Gains		—			—			—			—			—			—			(0.01	)		—			—			—			—			—
Total Distributions		(0.07	)		(0.22	)		(0.31	)		(0.51	)		(0.40	)		(0.29	)		(0.22	)		(0.46	)		(0.33	)		(0.29	)		(0.14	)		(0.21	)
Net Asset Value, End of Period	$	10.38		$	10.33		$	10.17		$	10.21		$	10.20		$	10.14		$	10.24		$	10.27		$	10.36		$	10.39		$	10.17		$	9.88
Total Return		1.19	%		3.80	%		2.68	%(C)		5.20	%		4.58	%		2.24	%		1.83	%		3.71	%		2.93	%(C)		5.06	%		4.41	%		1.77	%
Net Assets, End of Period (thousands)	$	5,754,601		$	4,269,615		$	3,194,420		$	3,229,577		$	2,418,551		$	1,953,884		$	4,053,423		$	3,846,029		$	3,124,985		$	3,097,898		$	2,423,622		$	1,992,869
Ratio of Expenses to Average Net Assets		0.17	%		0.20	%**		0.18	%(B)(D)		0.18	%(D)		0.18	%(D)		0.19	%(D)		0.18	%		0.20	%**		0.18	%(B)(D)		0.18	%(D)		0.19	%(D)		0.21	%(D)
Ratio of Net Investment Income to Average Net Assets		0.67	%		1.26	%		3.30	%(B)		4.96	%		3.89	%		2.78	%		1.13	%		1.89	%		4.12	%(B)		2.59	%		0.72	%		3.25	%
Portfolio Turnover Rate		66	%		2	%*		N/A			N/A			N/A			N/A			109	%		1	%*		N/A			N/A			N/A			N/A

* For the period October 24, 2009 through October 31, 2009. Effective October 24, 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 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

68

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, 2010			Year Ended Oct. 31, 2009			Period Jan. 9, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	10.00		$	8.91		$	10.00		$	10.92		$	10.44		$	10.44		$	10.43		$	10.41		$	10.64
Income From Investment Operations
Net Investment Income (Loss)		0.19	(A)		0.26	(A)		0.33	(A)		0.25	(A)		0.26	(A)		0.26	(A)		0.50	(A)		0.46	(A)		0.35
Net Gains (Losses) on Securities (Realized and Unrealized)		0.22			0.83			(1.39	)		0.32			0.49			0.07			0.01			(0.02	)		(0.24	)
Total From Investment Operations		0.41			1.09			(1.06	)		0.57			0.75			0.33			0.51			0.44			0.11
Less Distributions
Net Investment Income		—			—			—			(0.26	)		(0.27	)		(0.33	)		(0.50	)		(0.42	)		(0.34	)
Net Realized Gains		(0.01	)		—			—			(0.08	)		—			—			—			—			—
Return of Capital		—			—			(0.03	)		—			—			—			—			—			—
Total Distributions		(0.01	)		—			(0.03	)		(0.34	)		(0.27	)		(0.33	)		(0.50	)		(0.42	)		(0.34	)
Net Asset Value, End of Period	$	10.40		$	10.00		$	8.91		$	11.15		$	10.92		$	10.44		$	10.44		$	10.43		$	10.41
Total Return		4.08	%		12.23	%		(10.67	)%(C)		5.32	%		7.27	%		3.25	%(C)		4.98	%		4.36	%		1.02	%
Net Assets, End of Period (thousands)	$	524,375		$	303,440		$	198,165		$	1,110,308		$	1,008,237		$	1,115,037		$	1,216,609		$	932,121		$	748,847
Ratio of Expenses to Average Net Assets		0.20	%		0.24	%		0.24	%(B)(E)		0.23	%		0.25	%		0.23	%(B)		0.23	%		0.23	%		0.25	%
Ratio of Net Investment Income to Average Net Assets		1.84	%		2.81	%		4.32	%(B)(E)		2.29	%		2.44	%		2.77	%(B)		4.81	%		4.45	%		3.47	%
Portfolio Turnover Rate		78	%		28	%		21	%(C)		64	%		72	%		79	%(C)		0	%		86	%		36	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

69

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Five-Year Global Fixed Income Portfolio																		DFA Intermediate Government Fixed Income Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	11.27		$	10.68		$	10.84		$	10.53		$	10.48		$	10.50		$	12.31		$	11.66		$	11.86		$	11.48		$	11.45		$	11.79
Income From Investment Operations
Net Investment Income (Loss)		0.29	(A)		0.27	(A)		0.25	(A)		0.32	(A)		0.28	(A)		0.34	(A)		0.49	(A)		0.51	(A)		0.49	(A)		0.54	(A)		0.53	(A)		0.52
Net Gains (Losses) on Securities (Realized and Unrealized)		0.54			0.55			(0.10	)		0.20			0.12			(0.11	)		0.57			0.72			(0.17	)		0.35			0.05			(0.29	)
Total From Investment Operations		0.83			0.82			0.15			0.52			0.40			0.23			1.06			1.23			0.32			0.89			0.58			0.23
Less Distributions
Net Investment Income		(0.40	)		(0.23	)		(0.30	)		(0.21	)		(0.33	)		(0.25	)		(0.48	)		(0.52	)		(0.52	)		(0.51	)		(0.49	)		(0.53	)
Net Realized Gains		—			—			—			—			—			—			(0.05	)		(0.06	)		—			—			(0.06	)		(0.04	)
Return of Capital		—			—			(0.01	)		—			(0.02	)		—			—			—			—			—			—			—
Total Distributions		(0.40	)		(0.23	)		(0.31	)		(0.21	)		(0.35	)		(0.25	)		(0.53	)		(0.58	)		(0.52	)		(0.51	)		(0.55	)		(0.57	)
Net Asset Value, End of Period	$	11.70		$	11.27		$	10.68		$	10.84		$	10.53		$	10.48		$	12.84		$	12.31		$	11.66		$	11.86		$	11.48		$	11.45
Total Return		7.51	%		7.74	%		1.40	%(C)		5.00	%		3.89	%		2.15	%		8.85	%		10.71	%		2.73	%(C)		8.06	%		5.31	%		1.87	%
Net Assets, End of Period (thousands)	$	4,395,516		$	3,220,787		$	3,319,257		$	3,484,919		$	2,387,784		$	1,699,793		$	1,869,828		$	1,484,155		$	1,248,514		$	1,314,853		$	871,392		$	463,538
Ratio of Expenses to Average Net Assets		0.28	%		0.30	%		0.28	%(B)		0.28	%		0.29	%		0.33	%		0.13	%		0.15	%		0.13	%(B)		0.13	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.56	%		2.48	%		2.53	%(B)		3.01	%		2.72	%		3.22	%		3.91	%		4.18	%		4.44	%(B)		4.72	%		4.72	%		4.61	%
Portfolio Turnover Rate		73	%		70	%		55	%(C)		108	%		92	%		69	%		7	%		8	%		14	%(C)		0	%		3	%		16	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

70

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA Inflation-Protected Securities Portfolio																DFA Short-Term Municipal Bond Portfolio
	Year Ended Oct. 31, 2010			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				Year Ended Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	10.95		$	9.41		$	10.80		$	10.19			$	10.00		$	10.24		$	10.02		$	10.05		$	10.02		$	9.99		$	10.09
Income From Investment Operations
Net Investment Income (Loss)		0.29	(A)		0.12	(A)		0.70	(A)		0.45	(A)			0.02	(A)		0.18	(A)		0.20	(A)		0.19	(A)		0.31	(A)		0.28	(A)		0.22
Net Gains (Losses) on Securities (Realized and Unrealized)		0.92			1.53			(1.48	)		0.50				0.17			0.10			0.23			(0.03	)		0.02			0.02			(0.11	)
Total From Investment Operations		1.21			1.65			(0.78	)		0.95				0.19			0.28			0.43			0.16			0.33			0.30			0.11
Less Distributions
Net Investment Income		(0.31	)		(0.10	)		(0.61	)		(0.34	)			—			(0.18	)		(0.21	)		(0.19	)		(0.30	)		(0.27	)		(0.21	)
Net Realized Gains		—			(0.01	)		—			—				—			—			—			—			—			—			—
Total Distributions		(0.31	)		(0.11	)		(0.61	)		(0.34	)			—			(0.18	)		(0.21	)		(0.19	)		(0.30	)		(0.27	)		(0.21	)
Net Asset Value, End of Period	$	11.85		$	10.95		$	9.41		$	10.80			$	10.19		$	10.34		$	10.24		$	10.02		$	10.05		$	10.02		$	9.99
Total Return		11.29	%		17.70	%		(7.90	)%(C)		9.59	%			1.90	%(C)		2.73	%		4.32	%		1.63	%(C)		3.38	%		3.01	%		1.11	%
Net Assets, End of Period (thousands)	$	1,396,779		$	774,110		$	371,747		$	240,403			$	34,299		$	1,414,926		$	1,168,259		$	991,918		$	948,426		$	697,942		$	511,543
Ratio of Expenses to Average Net Assets		0.13	%		0.16	%		0.15	%(B)		0.20	%			0.20	%(B)(E)		0.23	%		0.25	%		0.23	%(B)		0.23	%		0.26	%		0.30	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.13	%		0.16	%		0.14	%(B)		0.21	%			0.60	%(B)(E)		0.23	%		0.25	%		0.23	%(B)		0.23	%		0.24	%		0.29	%
Ratio of Net Investment Income to Average Net Assets		2.57	%		1.20	%		7.01	%(B)		4.58	%			0.94	%(B)(E)		1.72	%		1.99	%		2.04	%(B)		3.07	%		2.77	%		2.22	%
Portfolio Turnover Rate		12	%		6	%		3	%(C)		0	%			0	%(C)		1	%		0	%		1	%(C)		0	%		0	%		2	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

71

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA California Short-Term Municipal Bond Portfolio											DFA Short- Term Extended Quality Portfolio					DFA Intermediate-Term Extended Quality Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period April 2, 2007(a) to Nov. 30, 2007		Year Ended Oct. 31, 2010			Period March 4, 2009(a) to Oct. 31, 2009		Period July 20, 2010(a) to Oct. 31, 2010
Net Asset Value, Beginning of Period	$	10.26		$	10.00		$	10.07			$    10.00	$	10.56			$    10.00		$    10.00
Income From Investment Operations
Net Investment Income (Loss)(A)		0.19			0.22			0.21			0.20		0.33			0.24		0.08
Net Gains (Losses) on Securities (Realized and Unrealized)		0.13			0.27			(0.06	)		0.02		0.37			0.50		0.24
Total From Investment Operations		0.32			0.49			0.15			0.22		0.70			0.74		0.32
Less Distributions
Net Investment Income		(0.19	)		(0.23	)		(0.22	)		(0.15)		(0.32	)		(0.18)		(0.04)
Net Realized Gains		—			—			—			—		(0.01	)		—		—
Total Distributions		(0.19	)		(0.23	)		(0.22	)		(0.15)		(0.33	)		(0.18)		(0.04)
Net Asset Value, End of Period	$	10.39		$	10.26		$	10.00			$    10.07	$	10.93			$    10.56		$    10.28
Total Return		3.14	%		4.91	%		1.45	%(C)		2.23%(C)		6.73	%		7.49%(C)		3.15%(C)
Net Assets, End of Period (thousands)	$	297,631		$	210,774		$	180,915			$128,983	$	754,269			$378,475		$144,093
Ratio of Expenses to Average Net Assets		0.24	%		0.26	%		0.27	%(B)		0.30%(B)(E)		0.22	%		0.22%(B)(E)		0.22%(B)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.24	%		0.26	%		0.26	%(B)		0.33%(B)(E)		0.24	%		0.28%(B)(E)		0.35%(B)(E)
Ratio of Net Investment Income to Average Net Assets		1.83	%		2.17	%		2.27	%(B)		3.22%(B)(E)		3.04	%		3.54%(B)(E)		2.77%(B)(E)
Portfolio Turnover Rate		4	%		4	%		17	%(C)		7%(C)		14	%		2%(C)		1%(C)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

72

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-eight operational portfolios, of which eleven (the “Portfolios”) are included in this report and the remaining forty-seven are presented in separate reports.

Prior to October 23, 2009, 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 interest in the Series. Effective October 24, 2009, the Portfolios invest directly in securities rather than through the Series and maintain the same investment objectives.

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 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)

Debt securities held by the 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. These valuations are generally categorized as Level 2 in the hierarchy.

Over the counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

73

A summary of inputs used to value the Portfolios’ investments by each major security 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio and 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. 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 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. 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. DFA Short-Term Extended Quality Portfolio and DFA Intermediate-Term Extended Quality Portfolio may enter into foreign currency contracts.

DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, and DFA Five-Year Global Fixed Income Portfolio 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 DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, and 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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred

74

fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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. 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.

Prior to June 4, 2009 and October 16, 2009, 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 The 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 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, 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.

C. Investment Advisor and Administrator:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Portfolios. For the year ended October 31, 2010, 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:

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 Inflation-Protected Securities Portfolio	0.10	%
DFA Short-Term Municipal Bond Portfolio	0.20	%
DFA California Short-Term Municipal Bond Portfolio	0.20	%
DFA Short-Term Extended Quality Portfolio	0.20	%
DFA Intermediate-Term Extended Quality Portfolio	0.20	%

For the year ended October 31, 2010, administrative services fees for DFA One-Year Fixed Income Portfolio and DFA Two-Year Global Fixed Income Portfolio were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

DFA One-Year Fixed Income Portfolio	0.10	%
DFA Two-Year Global Fixed Income Portfolio	0.10	%

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,

75

as described in the notes below. The Fee Waiver and Expense Assumption Agreement for the Portfolios below will remain in effect through March 1, 2011, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2010, 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
DFA Selectively Hedged Global Fixed Income Portfolio (1)	0.25%	—		—
DFA Inflation-Protected Securities Portfolio (1)	0.20%	—		—
DFA Short-Term Municipal Bond Portfolio (2)	0.30%	—		—
DFA California Short-Term Municipal Bond Portfolio (1)	0.30%	—		—
DFA Short-Term Extended Quality Portfolio (1)	0.22%	—		$180
DFA Intermediate-Term Extended Quality Portfolio (1)	0.22%	—		31

(1) 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 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.

(2) 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.

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, 2010, the total related amounts paid by the Fund to the CCO were $211 (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, 2010, 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):

DFA One-Year Fixed Income Portfolio	$	216
DFA Two-Year Global Fixed Income Portfolio		199
DFA Selectively Hedged Global Fixed Income Portfolio		8

76

DFA Five-Year Government Portfolio	$	33
DFA Five-Year Global Fixed Income Portfolio		101
DFA Intermediate Government Fixed Income Portfolio		44
DFA Inflation-Protected Securities Portfolio		19
DFA Short-Term Municipal Bond Portfolio		34
DFA California Short-Term Municipal Bond Portfolio		6
DFA Short-Term Extended Quality Portfolio		9
DFA Intermediate-Term Extended Quality Portfolio		—

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, 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
DFA One-Year Fixed Income Portfolio	$	2,270,082	$	1,375,926	$	2,136,365	$	1,199,494
DFA Two-Year Global Fixed Income Portfolio		1,301,471		1,709,433		3,536,242		2,686,833
DFA Selectively Hedged Global Fixed Income Portfolio		45,814		87,063		521,979		225,774
DFA Five-Year Government Portfolio		751,233		664,650		—		—
DFA Five-Year Global Fixed Income Portfolio		511,798		1,065,775		3,175,210		1,635,682
DFA Intermediate Government Fixed Income Portfolio		422,937		114,141		—		—
DFA Inflation-Protected Securities Portfolio		614,069		121,817		—		—
DFA Short-Term Municipal Bond Portfolio		—		—		381,810		18,932
DFA California Short-Term Municipal Bond Portfolio		—		—		109,642		9,508
DFA Short-Term Extended Quality Portfolio		7,048		32,556		428,496		45,304
DFA Intermediate-Term Extended Quality Portfolio		4,699		—		136,910		1,179

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, 2010 primarily attributable to reclasses from capital gain to ordinary income, non-deductible offering costs and foreign bond bifurcation, 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)
DFA One-Year Fixed Income Portfolio	—		—		—
DFA Two-Year Global Fixed Income Portfolio	—		$6,208		$(6,208)

77

	Increase (Decrease) Paid-In Capital		Increase (Decrease) Undistributed Net Investment Income		Increase (Decrease) Accumulated Net Realized Gains (Losses)
DFA Selectively Hedged Global Fixed Income Portfolio		—		$(1,139)		$    1,139
DFA Five-Year Global Fixed Income Portfolio		—		91,575		(91,575)
DFA Intermediate Government Fixed Income Portfolio		—		(58)		58
DFA Short-Term Extended Quality Portfolio		$(13)		13		—
DFA Intermediate-Term Extended Quality Portfolio		(17)		17		—

The tax character of dividends and distributions declared and paid during the year ended October 31, 2009 and the year ended October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Total
DFA One-Year Fixed Income Portfolio
2009		$  72,237		—		$  72,237
2010		34,538		—		34,538
DFA Two-Year Global Fixed Income Portfolio
2009		137,717		—		137,717
2010		81,926		$4,049		85,975
DFA Selectively Hedged Global Fixed Income Portfolio
2009		—		—		—
2010		—		258		258
DFA Five-Year Government Portfolio
2009		25,750		—		25,750
2010		32,028		—		32,028
DFA Five-Year Global Fixed Income Portfolio
2009		61,945		—		61,945
2010		125,228		—		125,228
DFA Intermediate Government Fixed Income Portfolio
2009		56,385		6,325		62,710
2010		65,111		5,565		70,676
DFA Inflation-Protected Securities Portfolio
2009		4,088		364		4,452
2010		28,880		—		28,880
DFA Short-Term Municipal Bond Portfolio
2009		20,942		—		20,942
2010		22,443		—		22,443
DFA California Short-Term Municipal Bond Portfolio
2009		4,256		—		4,256
2010		4,811		—		4,811

78

	Net Investment Income and  Short-Term Capital Gains		Long-Term Capital Gains		Total
DFA Short-Term Extended Quality Portfolio
2009		$  4,322		—		$  4,322
2010		16,617		—		16,617
DFA Intermediate-Term Extended Quality Portfolio
2010		347		—		347

DFA Intermediate-Term Extended Quality Portfolio commenced operations on July 20, 2010.

At October 31, 2010, 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)
DFA One-Year Fixed Income Portfolio		$  16,963		$  3,941		—		$  20,904
DFA Two-Year Global Fixed Income Portfolio		22,321		5,084		—		27,405
DFA Selectively Hedged Global Fixed Income Portfolio		6,889		41		—		6,930
DFA Five-Year Government Portfolio		6,923		12,165		—		19,088
DFA Five-Year Global Fixed Income Portfolio		118,085		72,053		—		190,138
DFA Intermediate Government Fixed Income Portfolio		11,521		5,978		—		17,499
DFA Inflation-Protected Securities Portfolio		4,959		7,242		—		12,201
DFA Short-Term Municipal Bond Portfolio		2,057		—		$(17)		2,040
DFA California Short-Term Municipal Bond Portfolio		421		—		(1)		420
DFA Short-Term Extended Quality Portfolio		2,661		518		—		3,179
DFA Intermediate-Term Extended Quality Portfolio		308		—		(38)		270

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, 2010, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

	2012		2018		Total
DFA Short-Term Municipal Bond Portfolio	$	17		—	$	17
DFA California Short-Term Municipal Bond Portfolio		—	$	1		1
DFA Intermediate-Term Extended Quality Portfolio		—		38		38

During the year ended October 31, 2010, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

DFA One-Year Fixed Income Portfolio	$	651
DFA Five-Year Global Fixed Income Portfolio		5,372
DFA Inflation-Protected Securities Portfolio		774

79

At October 31, 2010, 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)
DFA One-Year Fixed Income Portfolio		$5,888,137		$  27,546		$  (544)		$  27,002
DFA Two-Year Global Fixed Income Portfolio		4,303,006		45,840		(977)		44,863
DFA Selectively Hedged Global Fixed Income Portfolio		512,524		15,381		(345)		15,036
DFA Five-Year Government Portfolio		1,055,374		43,589		(10)		43,579
DFA Five-Year Global Fixed Income Portfolio		4,815,087		174,881		12,372		187,253
DFA Intermediate Government Fixed Income Portfolio		1,664,829		179,941		(73)		179,868
DFA Inflation-Protected Securities Portfolio		1,255,514		118,291		725		119,016
DFA Short-Term Municipal Bond Portfolio		1,373,104		30,340		(385)		29,955
DFA California Short-Term Municipal Bond Portfolio		286,720		6,721		(144)		6,577
DFA Short-Term Extended Quality Portfolio		820,051		30,356		(37)		30,319
DFA Intermediate-Term Extended Quality Portfolio		179,271		1,372		(455)		917

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 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), DFA One-Year Fixed Income Portfolio and 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.

80

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. 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). Due to a clerical error at the repurchase trading agent from October 29, 2010 through November 1, 2010, the collateral held by DFA Five-Year Global Fixed Income Portfolio and DFA Intermediate Government Fixed Income Portfolio was less than the repurchase price. On November 2, 2010 additional collateral was posted and the repurchase agreements were fully collateralized. 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 29, 2010.

2.    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.

3.    Forward Currency Contracts:    DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio and DFA Intermediate-Term Extended Quality Portfolio may enter into forward currency contracts 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, 2010, the following 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):

DFA Two-Year Global Fixed Income Portfolio*

Settlement Date	Currency Amount	Currency Sold	Contract Amount	Value at October 31, 2010	Unrealized Foreign Exchange Gain (Loss)
11/04/10	146,127	Canadian Dollar	$145,460	$143,257	$2,203
11/10/10	102,812	Canadian Dollar	100,955	100,778	177

81

Settlement         Date	Currency     Amount		Currency Sold		Contract       Amount		Value at October 31, 2010		Unrealized Foreign Exchange Gain (Loss)
11/12/10		186,109		Canadian Dollar		$   183,573		$   182,419		$   1,154
11/23/10		143,676		Canadian Dollar		139,187		140,793		(1,606)
11/10/10		90,667		Pound Sterling		144,511		145,268		(757)
11/12/10		94,582		Pound Sterling		149,768		151,539		(1,771)
11/23/10		91,753		Pound Sterling		144,299		146,994		(2,695)
11/24/10		37,412		Pound Sterling		58,584		59,936		(1,352)
11/10/10		109,360		Euro		152,203		152,186		17
11/12/10		115,767		Euro		160,200		161,100		(900)
11/23/10		102,446		Euro		141,484		142,544		(1,060)
						$1,520,224		$1,526,814		$(6,590)
DFA Selectively Hedged Global Fixed Income Portfolio*
Settlement         Date	Currency     Amount		Currency Sold		Contract       Amount		Value at October 31, 2010		Unrealized Foreign Exchange Gain (Loss)
11/12/10		26,175		Canadian Dollar		$ 25,818		$ 25,656		$   162
11/12/10		43,083		Pound Sterling		68,143		69,027		(884)
11/12/10		30,607		Euro		42,293		42,592		(299)
11/12/10		(30,607)		Euro		(42,619)		(42,592)		(27)
						$ 93,635		$ 94,683		$(1,048)
DFA Five-Year Global Fixed Income Portfolio*
Settlement         Date	Currency     Amount		Currency Sold		Contract       Amount		Value at October 31, 2010		Unrealized Foreign Exchange Gain (Loss)
11/17/10		5,275		Canadian Dollar		$     5,121		$      5,170		$      (49)
11/01/10		80,000		Pound Sterling		126,616		128,186		(1,570)
11/01/10		(80,000)		Pound Sterling		(126,661)		(128,186)		1,525
11/03/10		89,828		Pound Sterling		143,155		143,932		(777)
11/03/10		(89,828)		Pound Sterling		(143,491)		(143,491)		—
11/05/10		70,000		Pound Sterling		111,081		112,159		(1,078)
11/09/10		97,240		Pound Sterling		155,008		155,801		(793)
11/15/10		47,953		Pound Sterling		75,878		76,828		(950)
11/15/10		4,817		Pound Sterling		7,672		7,718		(46)
11/17/10		99,366		Pound Sterling		156,578		159,197		(2,619)
11/22/10		74,072		Pound Sterling		116,511		118,669		(2,158)
11/23/10		68,046		Pound Sterling		106,981		109,014		(2,033)
11/29/10		77,219		Pound Sterling		122,230		123,703		(1,473)
12/01/10		89,584		Pound Sterling		143,070		143,070		—
						$ 999,749		$1,011,770		$(12,021)

82

* During the year ended October 31, 2010, the following Portfolios’ average costs of forward currency contracts were (in thousands):

DFA Two-Year Global Fixed Income Portfolio	$	(1,245,344	)
DFA Selectively Hedged Global Fixed Income Portfolio		(100,807	)
DFA Five-Year Global Fixed Income Portfolio		(756,658	)

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.

4.    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. 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.

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.

At October 31, 2010, the Portfolios had no outstanding futures contracts.

The following is a summary of the location of derivatives on the Portfolios’ Statements of Assets and Liabilities as of October 31, 2010:

	Location on the Statements of Assets and Liabilities
Derivative Type	Asset Derivatives	Liability Derivatives
Foreign exchange contracts	Unrealized Gain on	Unrealized Loss on Forward
	Forward Currency Contracts	Currency Contracts

The following is a summary of the Portfolios’ derivative instrument holdings categorized by primary risk exposure as of October 31, 2010 (amounts in thousands):

	Asset Derivatives Value
	Foreign Exchange Contracts
DFA Two-Year Global Fixed Income Portfolio	$3,551
DFA Selectively Hedged Global Fixed Income Portfolio	162
DFA Five-Year Global Fixed Income Portfolio	1,525

83

	Liability Derivatives Value
	Foreign Exchange Contracts
DFA Two-Year Global Fixed Income Portfolio	$10,141
DFA Selectively Hedged Global Fixed Income Portfolio	1,210
DFA Five-Year Global Fixed Income Portfolio	13,546

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, 2010 (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

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, 2010 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Foreign Exchange             Contracts
DFA Two-Year Global Fixed Income Portfolio		$25,227
DFA Selectively Hedged Global Fixed Income Portfolio		(2,602)
DFA Five-Year Global Fixed Income Portfolio		3,446

	Change in Unrealized               Appreciation (Depreciation) on           Derivatives Recognized in Income
	Foreign Exchange Contracts
DFA Two-Year Global Fixed Income Portfolio		$(13,470)
DFA Selectively Hedged Global Fixed Income Portfolio		(1,269)
DFA Five-Year Global Fixed Income Portfolio		(6,385)

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 with its international custodian bank. Each portfolio is permitted

84

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, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

I. Securities Lending:

As of October 31, 2010, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio received 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 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 their stated investment policies, the Portfolios will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

85

L. Other:

At October 31, 2010, 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.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
DFA One-Year Fixed Income Portfolio — Institutional Class Shares	3	75%
DFA Two-Year Global Fixed Income Portfolio — Institutional Class Shares	2	77%
DFA Selectively Hedged Global Fixed Income Portfolio — Institutional Class Shares	3	78%
DFA Five-Year Government Portfolio — Institutional Class Shares	3	77%
DFA Five-Year Global Fixed Income Portfolio — Institutional Class Shares	3	77%
DFA Intermediate Government Fixed Income Portfolio — Institutional Class Shares	2	77%
DFA Inflation-Protected Securities Portfolio — Institutional Class Shares	3	82%
DFA Short-Term Municipal Bond Portfolio — Institutional Class Shares	3	84%
DFA California Short-Term Municipal Bond Portfolio — Institutional Class Shares	3	95%
DFA Short-Term Extended Quality Portfolio — Institutional Class Shares	4	83%
DFA Intermediate-Term Extended Quality Portfolio — Institutional Class Shares	3	93%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

86

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 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 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 Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA Short-Term Extended Quality Portfolio and DFA Intermediate-Term Extended Quality Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

87

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

88

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

89

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

90

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

91

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

92

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

93

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

94

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

95

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund uses 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.

96

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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	U.S. Government Interest(1)	Foreign Tax Credit(2)	Foreign Source Income(3)	Qualifying Interest Income(4)	Qualifying Short- Term Capital  Gain(5)
DFA One-Year Fixed Income Portfolio	100%	—	—	—	—	100%	18%	—	—	100%	100%
DFA Two-Year Global Fixed Income Portfolio	95%	—	5%	—	—	100%	6%	—	—	100%	100%
DFA Selectively Hedged Global Fixed Income Portfolio	—	—	100%	—	—	100%	—	—	—	—	—
DFA Five-Year Government Portfolio	76%	24%	—	—	—	100%	92%	—	—	100%	100%
DFA Five-Year Global Fixed Income Portfolio	100%	—	—	—	—	100%	10%	—	—	100%	100%
DFA Intermediate Government Fixed Income Portfolio	91%	1%	8%	—	—	100%	100%	—	—	100%	100%
DFA Inflation-Protected Securities Portfolio	100%	—	—	—	—	100%	100%	—	—	100%	100%
DFA Short-Term Municipal Bond Portfolio	—	—	—	—	100%	100%	—	—	—	100%	100%
DFA California Short-Term Municipal Bond Portfolio	—	—	—	—	100%	100%	—	—	—	100%	100%
DFA Short-Term Extended Quality Portfolio	98%	2%	—	—	—	100%	1%	—	—	100%	100%
DFA Intermediate-Term Extended Quality Portfolio	100%	—	—	—	—	100%	3%	—	—	100%	100%

(1) “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.

(2) “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).

(3) “Foreign Source Income” represents the portion of dividends derived from foreign sources, and is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(4) 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).

(5) 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).

97

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-024A

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

Tax-Managed U.S. Marketwide Value Portfolio

Tax-Managed U.S. Equity Portfolio

Tax-Managed U.S. Targeted Value Portfolio

Tax-Managed U.S. Small Cap Portfolio

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

Tax-Managed DFA International Value Portfolio

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

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-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		2
Management’s Discussion and Analysis		5
Disclosure of Fund Expenses		11
Disclosure of Portfolio Holdings		13
Schedules of Investments/Summary Schedules of Portfolio Holdings
Tax-Managed U.S. Marketwide Value Portfolio		15
Tax-Managed U.S. Equity Portfolio		15
Tax-Managed U.S. Targeted Value Portfolio		16
Tax-Managed U.S. Small Cap Portfolio		19
T.A. U.S. Core Equity 2 Portfolio		22
Tax-Managed DFA International Value Portfolio		25
T.A. World ex U.S. Core Equity Portfolio		29
Statements of Assets and Liabilities		35
Statements of Operations		37
Statements of Changes in Net Assets		39
Financial Highlights		41
Notes to Financial Statements		45
Report of Independent Registered Public Accounting Firm		57
The DFA Investment Trust Company
Performance Charts		58
Management’s Discussion and Analysis		59
Disclosure of Fund Expenses		61
Disclosure of Portfolio Holdings		62
Summary Schedules of Portfolio Holdings
The Tax-Managed U.S. Marketwide Value Series		63
The Tax-Managed U.S. Equity Series		66
Statements of Assets and Liabilities		69
Statements of Operations		70
Statements of Changes in Net Assets		71
Financial Highlights		72
Notes to Financial Statements		73
Report of Independent Registered Public Accounting Firm		79
Fund Management		80
Voting Proxies on Fund Portfolio Securities		88
Notice to Shareholders		89

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]

DFA INVESTMENT DIMENSIONS 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

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.

## Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value allocated to this Portfolio/Series as a part of this facility.

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 Funds.

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

All Statements, Schedules and Notes to Financial Statements

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

REIT Real Estate Investment Trust

SEC Securities and Exchange Commission

(a) Commencement of Operations.

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

3

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

4

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S.

5

Large Company Portfolio. 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

Tax-Managed U.S. Marketwide Value Portfolio

The Tax-Managed U.S. Marketwide Value Portfolio 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, 2010, the Portfolio through its investment in the Master Fund, was exposed to 1,206 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 20.17% for the Portfolio and 16.41% for the Russell 3000^® Value Index. Relative to the Index, the Master Fund’s higher concentration in securities with the most prominent value characteristics and somewhat greater exposure to small cap securities drove outperformance. The Master Fund is more inclusive than the Index across the market capitalization segments in the micro cap range. This greater exposure to micro cap stocks and the composition of those stocks contributed to the Portfolio’s outperformance. Overall, the Master Fund holds nearly 800 fewer securities and therefore composition effects between the Portfolio and the Index are common. During this period the composition effects contributed to outperformance. The Master Fund’s exclusion of REITs had a negative impact of approximately 0.8% relative to the Index as REITs was the best-performing sector over the period.

Tax-Managed U.S. Equity Portfolio

The Tax-Managed U.S. Equity Portfolio seeks to capture the returns associated with the broad universe of U.S. 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 the U.S. equity universe, but does not attempt to track closely a specific equity index. As of October 31, 2010, the Master Fund in which the Portfolio invests held 2,659 stocks and was mostly invested in equities throughout the year: the average 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 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, 2010, total returns were 18.10% for the Portfolio, 18.34% for the Russell 3000^® Index and 19.04% for the Dow Jones US Total Stock Market IndexSM (Full Cap). Relative to the Russell 3000^® Index, underperformance by the Portfolio was attributable to small differences in allocations across the market capitalization segments. The Master Fund’s exclusion of REITs had a negative impact of approximately 0.4% relative to the Index as REITs was the best-performing sector over the period.

As of January 4, 2010, the Russell 3000^® Index was selected to replace the Dow Jones US Total Stock Market IndexSM as the appropriate benchmark for the Portfolio.

6

Tax-Managed U.S. Targeted Value Portfolio

The Tax-Managed U.S. Targeted Value Portfolio seeks to capture the returns of U.S. small and mid capitalization value 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 small and mid capitalization company value stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 1,422 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 28.43% for the Portfolio and 24.43% for the Russell 2000^® Value Index. Relative to the Index, the Portfolio’s outperformance was primarily attributable to its greater exposure to mid cap stocks and its higher concentration in securities with the most prominent value characteristics. REITs, which comprised 12% of the Index on average, are excluded from the Portfolio. This exclusion negatively impacted Portfolio relative returns by approximately 1.3% relative to the Index.

Tax-Managed U.S. Small Cap Portfolio

The Tax-Managed U.S. Small Cap Portfolio seeks to capture the returns of U.S. small company 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 small company stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,206 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 26.61% for the Portfolio and 26.57% for the Russell 2000^® Index. Relative to the Index, the Portfolio’s outperformance was primarily due to differences in Portfolio composition within the tiniest micro cap stocks, which added approximately 0.8% to the Portfolio’s relative performance. REITs, which comprised 7% of the Index on average, are excluded from the Portfolio. This exclusion negatively impacted Portfolio relative returns by approximately 0.6% as REITs outperformed the rest of the small cap universe.

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 closely track a specific equity index. As of October 31, 2010, the Portfolio held 3,142 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 21.49% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, US large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

7

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Gains in emerging markets were higher on average than in developed markets, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI Emerging Markets Index		23.56%

8

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI Emerging Markets Small Cap Index		37.02%
MSCI Emerging Markets Value Index		21.96%
MSCI Emerging Markets Growth Index		25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency Return		U.S. Dollar Return
China		11.14%		11.11%
Brazil		11.67%		14.86%
South Korea		18.52%		24.52%
Taiwan		13.20%		20.23%
India		27.64%		34.93%
South Africa		18.71%		33.55%
Russia		19.19%		13.38%
Mexico		25.55%		33.87%
Malaysia		23.94%		35.93%
Indonesia		41.78%		51.50%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Portfolio Performance Overview

Tax-Managed DFA International Value Portfolio

The Tax-Managed DFA International Value Portfolio seeks to capture the returns of international large company value 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 large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2010, the Portfolio held 486 stocks in 23 developed countries. In general the Portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Portfolio’s assets.

For the 12 months ended October 31, 2010, total returns were 10.34% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Portfolio’s greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of U.S. markets while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

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 increased exposure to smaller company stocks and those with value characteristics as measured by book-to-market ratio. The Portfolio intends to consider the effects

9

of the realization of capital gains and taxable dividend income. When selling a security, the Portfolio will typically select the highest cost shares to minimize the realization of capital gains and may 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 a specific equity index. As of October 31, 2010, the Portfolio held 5,843 stocks in 23 developed country markets and 20 emerging markets countries. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 16.78% for the Portfolio and 12.62% for the MSCI All Country World ex USA Index (net dividends). In general, non-U.S. large cap stocks underperformed non-U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to small cap stocks were the primary sources of the Portfolio’s relative outperformance.

10

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Tax-Managed U.S. Marketwide Value Portfolio**
Actual Fund Return	$	1,000.00	$	972.80		0.37%		$1.84
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.34		0.37%		$1.89

11

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Tax-Managed U.S. Equity Portfolio**
Actual Fund Return	$	1,000.00	$	1,007.90		0.22%		$1.11
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.10		0.22%		$1.12
Tax-Managed U.S. Targeted Value Portfolio
Actual Fund Return	$	1,000.00	$	964.50		0.44%		$2.18
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.99		0.44%		$2.24
Tax-Managed U.S. Small Cap Portfolio
Actual Fund Return	$	1,000.00	$	984.20		0.52%		$2.60
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.58		0.52%		$2.65
T.A. U.S. Core Equity 2 Portfolio
Actual Fund Return	$	1,000.00	$	990.60		0.25%		$1.25
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.95		0.25%		$1.28
Tax-Managed DFA International Value Portfolio
Actual Fund Return	$	1,000.00	$	1,060.90		0.55%		$2.86
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.43		0.55%		$2.80
T.A. World ex U.S. Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,077.30		0.49%		$2.57
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.74		0.49%		$2.50

* 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).

12

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, 2010. 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 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 Companies are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for each of the underlying Master Funds’ holdings which reflect the investments by category.

FEEDER FUNDS

	Affiliated Investment Companies
Tax-Managed U.S. Marketwide Value Portfolio	100.0%
Tax-Managed U.S. Equity Portfolio	100.0%

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

Tax-Managed U.S. Targeted Value Portfolio		Tax-Managed U.S. Small Cap Portfolio		T.A. U.S. Core Equity 2 Portfolio
Consumer Discretionary	17.4%	Consumer Discretionary	16.7%	Consumer Discretionary	15.3%
Consumer Staples	3.9%	Consumer Staples	3.5%	Consumer Staples	6.5%
Energy	10.6%	Energy	5.8%	Energy	10.1%
Financials	26.0%	Financials	15.3%	Financials	18.1%
Health Care	6.5%	Health Care	11.2%	Health Care	10.2%
Industrials	14.7%	Industrials	18.3%	Industrials	14.0%
Information Technology	12.3%	Information Technology	19.7%	Information Technology	14.9%
Materials	7.4%	Materials	5.8%	Materials	5.2%
Other	—	Other	—	Other	—
Telecommunication Services	0.7%	Telecommunication Services	1.1%	Telecommunication Services	3.2%
Utilities	0.5%	Utilities	2.6%	Utilities	2.5%
	100.0%		100.0%		100.0%

13

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

Tax-Managed DFA International Value Portfolio		T.A. World ex U.S. Core Equity Portfolio
Consumer Discretionary	15.3%	Consumer Discretionary	13.0%
Consumer Staples	6.5%	Consumer Staples	6.6%
Energy	12.0%	Energy	8.1%
Financials	28.8%	Financials	25.3%
Health Care	1.4%	Health Care	3.9%
Industrials	10.4%	Industrials	15.9%
Information Technology	2.7%	Information Technology	6.3%
Materials	12.2%	Materials	14.5%
Telecommunication Services	7.7%	Other	—
Utilities	3.0%	Real Estate Investment Trusts	—
	100.0%	Telecommunication Services	3.3%
		Utilities	3.1%
			100.0%

14

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2010

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Tax-Managed U.S. Marketwide Value Series of
The DFA Investment Trust Company	$	1,897,227,075
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,690,491,947)	$	1,897,227,075

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,897,227,075	—	—	$	1,897,227,075

TAX MANAGED U.S. EQUITY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Tax-Managed U.S. Equity Series of
The DFA Investment Trust Company	$	1,286,421,762
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $905,903,363)	$	1,286,421,762

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,286,421,762	—	—	$	1,286,421,762

See accompanying Notes to Financial Statements.

15

TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage    of Net Assets**
COMMON STOCKS — (89.3%)
Consumer Discretionary — (15.5%)
#*BJ’s Restaurants, Inc.		303,336	$	10,055,588		0.5%
#Dillard’s, Inc.		401,591		10,244,586		0.5%
#*Gaylord Entertainment Co.		260,518		8,685,670		0.4%
*Liberty Media Corp. Capital Class A		360,759		20,758,073		1.0%
*Mohawk Industries, Inc.		206,049		11,814,850		0.5%
#*Royal Caribbean Cruises, Ltd.		333,477		13,185,681		0.6%
#*Saks, Inc.		900,209		10,028,328		0.5%
*Wyndham Worldwide Corp.		377,800		10,861,750		0.5%
Other Securities				275,438,395		12.8%
Total Consumer Discretionary				371,072,921		17.3%
Consumer Staples — (3.5%)
Del Monte Foods Co.		708,356		10,157,825		0.5%
*Ralcorp Holdings, Inc.		149,606		9,284,548		0.4%
Other Securities				64,705,762		3.0%
Total Consumer Staples				84,148,135		3.9%
Energy — (9.5%)
Cimarex Energy Co.		252,215		19,357,501		0.9%
*Complete Production Services, Inc.		321,689		7,537,173		0.4%
#*Exterran Holdings, Inc.		296,231		7,456,134		0.4%
Patterson-UTI Energy, Inc.		473,266		9,186,093		0.4%
*Plains Exploration & Production Co.		367,516		10,242,671		0.5%
*Rowan Cos., Inc.		322,685		10,616,336		0.5%
*Sunoco, Inc.		244,020		9,143,429		0.4%
*Whiting Petroleum Corp.		167,363		16,809,940		0.8%
Other Securities				136,156,860		6.3%
Total Energy				226,506,137		10.6%
Financials — (23.2%)
Allied World Assurance Co. Holdings, Ltd.		135,681		7,762,310		0.4%
*American Capital, Ltd.		1,046,025		7,301,254		0.3%
American Financial Group, Inc.		338,085		10,338,639		0.5%
*Assurant, Inc.		210,530		8,324,356		0.4%
#Comerica, Inc.		191,316		6,845,286		0.3%
Endurance Specialty Holdings, Ltd.		174,222		7,212,791		0.3%
Harleysville Group, Inc.		219,301		7,528,603		0.4%
Huntington Bancshares, Inc.		1,265,538		7,175,600		0.3%
#*MBIA, Inc.		629,793		7,059,980		0.3%
#*Old Republic International Corp.		785,781		10,372,309		0.5%
Reinsurance Group of America, Inc.		235,808		11,806,907		0.6%
Transatlantic Holdings, Inc.		222,479		11,702,395		0.5%
Validus Holdings, Ltd.		318,676		9,037,651		0.4%
White Mountains Insurance Group, Ltd.		24,056		7,678,675		0.4%
Other Securities				433,406,221		20.2%
Total Financials				553,552,977		25.8%
Health Care — (5.8%)
*HealthSpring, Inc.		285,272		8,327,090		0.4%
*Hologic, Inc.		573,148		9,181,831		0.4%
Omnicare, Inc.		341,925		8,247,231		0.4%
#*Viropharma, Inc.		429,403		7,025,033		0.3%
Other Securities				104,891,927		4.9%
Total Health Care				137,673,112		6.4%

16

TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares		Value†		Percentage    of Net Assets**
Industrials — (13.2%)
*Alaska Air Group, Inc.		144,700		$       7,640,160		0.3%
*Amerco, Inc.		93,653		7,709,515		0.4%
*Esterline Technologies Corp.		118,749		7,177,190		0.3%
*Owens Corning, Inc.		367,806		9,945,474		0.5%
*Ryder System, Inc.		255,543		11,180,006		0.5%
*Trimas Corp.		464,012		7,345,310		0.3%
Other Securities				263,364,541		12.3%
Total Industrials				314,362,196		14.6%
Information Technology — (11.0%)
*Arrow Electronics, Inc.		302,018		8,942,753		0.4%
*IAC/InterActiveCorp.		403,904		11,268,922		0.5%
*Ingram Micro, Inc.		524,552		9,263,588		0.4%
*Sandisk Corp.		371,916		13,976,603		0.7%
Other Securities				219,785,488		10.3%
Total Information Technology				263,237,354		12.3%
Materials — (6.6%)
Ashland, Inc.		194,884		10,061,861		0.5%
#Domtar Corp.		106,552		8,455,967		0.4%
*MeadWestavco Corp.		417,215		10,734,942		0.5%
Reliance Steel & Aluminum Co.		200,657		8,397,495		0.4%
Other Securities				119,422,460		5.5%
Total Materials				157,072,725		7.3%
Other — (0.0%)
Other Securities				294		0.0%
Telecommunication Services — (0.6%)
Other Securities				15,249,120		0.7%
Utilities — (0.4%)
Other Securities				10,595,170		0.5%
TOTAL COMMON STOCKS				2,133,470,141		99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—		0.0%
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		9,014,297		9,014,297		0.4%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.3%)
§@DFA Short Term Investment Fund		244,801,010		244,801,010		11.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $2,863,530 FNMA 7.000%, 08/01/38, valued at $1,200,230) to be repurchased at $1,165,294		$1,165		1,165,272		0.1%
TOTAL SECURITIES LENDING COLLATERAL				245,966,282		11.5%
TOTAL INVESTMENTS — (100.0%) (Cost $2,033,070,206)				$2,388,450,720		111.3%

17

TAX-MANAGED U.S. TARGETED VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	371,072,921		—		—	$	371,072,921
Consumer Staples		84,148,135		—		—		84,148,135
Energy		226,506,137		—		—		226,506,137
Financials		553,552,977		—		—		553,552,977
Health Care		137,673,112		—		—		137,673,112
Industrials		314,362,196		—		—		314,362,196
Information Technology		263,237,354		—		—		263,237,354
Materials		157,072,725		—		—		157,072,725
Other		—	$	294		—		294
Telecommunication Services		15,249,120		—		—		15,249,120
Utilities		10,595,170		—		—		10,595,170
Rights/Warrants		—		—		—		—
Temporary Cash Investments		9,014,297		—		—		9,014,297
Securities Lending Collateral		—		245,966,282		—		245,966,282
TOTAL	$	2,142,484,144	$	245,966,576		—	$	2,388,450,720

See accompanying Notes to Financial Statements.

18

TAX-MANAGED U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage    of Net Assets**
COMMON STOCKS — (86.5%)
Consumer Discretionary — (14.5%)
#*Coinstar, Inc.		30,098	$	1,733,043		0.1%
*Deckers Outdoor Corp.		31,403		1,824,514		0.2%
Dillard’s, Inc.		80,522		2,054,116		0.2%
*Gaylord Entertainment Co.		63,237		2,108,322		0.2%
#*Gymboree Corp.		26,480		1,722,789		0.1%
Jarden Corp.		84,932		2,722,920		0.2%
*Jo-Ann Stores, Inc.		51,236		2,215,957		0.2%
#*Jos. A. Bank Clothiers, Inc.		41,851		1,824,704		0.2%
*Saks, Inc.		221,647		2,469,148		0.2%
#*Sally Beauty Holdings, Inc.		176,477		2,147,725		0.2%
#*Steven Madden, Ltd.		41,311		1,747,455		0.1%
*Tenneco, Inc.		54,920		1,791,490		0.2%
#*Under Armour, Inc. Class A		37,810		1,764,971		0.2%
*Valassis Communications, Inc.		73,609		2,429,097		0.2%
Other Securities				161,168,639		14.1%
Total Consumer Discretionary				189,724,890		16.6%
Consumer Staples — (3.0%)
#*TreeHouse Foods, Inc.		42,638		1,991,195		0.2%
Other Securities				37,570,020		3.3%
Total Consumer Staples				39,561,215		3.5%
Energy — (5.0%)
*Complete Production Services, Inc.		82,455		1,931,921		0.2%
#*Exterran Holdings, Inc.		79,322		1,996,535		0.2%
Lufkin Industries, Inc.		36,862		1,800,709		0.1%
RPC, Inc.		99,516		2,190,347		0.2%
Other Securities				57,311,819		5.0%
Total Energy				65,231,331		5.7%
Financials — (13.2%)
IBERIABANK Corp.		33,556		1,746,590		0.2%
*Investors Bancorp, Inc.		156,387		1,876,644		0.2%
#*MBIA, Inc.		208,470		2,336,949		0.2%
Unitrin, Inc.		71,846		1,745,858		0.1%
Other Securities				166,000,105		14.5%
Total Financials				173,706,146		15.2%
Health Care — (9.7%)
*HealthSpring, Inc.		63,300		1,847,727		0.2%
Hill-Rom Holdings, Inc.		45,073		1,746,579		0.1%
#*Incyte Corp.		121,700		2,027,522		0.2%
#*Salix Pharmaceuticals, Ltd.		137,067		5,185,245		0.4%
#*Viropharma, Inc.		115,735		1,893,425		0.2%
Other Securities				114,147,451		10.0%
Total Health Care				126,847,949		11.1%
Industrials — (15.8%)
*Alaska Air Group, Inc.		44,988		2,375,366		0.2%
*Amerco, Inc.		25,903		2,132,335		0.2%
*Esterline Technologies Corp.		38,891		2,350,572		0.2%
#GATX Corp.		55,410		1,754,281		0.1%
*GEO Group, Inc. (The)		94,584		2,426,080		0.2%
#Triumph Group, Inc.		24,063		2,011,426		0.2%
#*United Continental Holdings, Inc.		66,200		1,922,448		0.2%
*US Airways Group, Inc.		171,505		2,022,044		0.2%

19

TAX-MANAGED U.S. SMALL CAP PORTFOLIO

CONTINUED

	Shares		Value†		Percentage    of Net Assets**
Industrials — (Continued)
#*WESCO International, Inc.		43,574	$	1,865,839		0.2%
Other Securities				189,061,387		16.5%
Total Industrials				207,921,778		18.2%
Information Technology — (17.1%)
*Acme Packet, Inc.		95,296		3,768,957		0.3%
*Ariba, Inc.		96,871		1,819,237		0.1%
*CACI International, Inc.		42,100		2,110,052		0.2%
iGATE Corp.		105,715		2,160,815		0.2%
#*Isilon Systems, Inc.		78,525		2,235,607		0.2%
*Lawson Software, Inc.		203,429		1,810,518		0.1%
Sapient Corp.		142,342		1,873,221		0.2%
*SuccessFactors, Inc.		70,251		1,905,207		0.2%
Other Securities				206,172,894		18.1%
Total Information Technology				223,856,508		19.6%
Materials — (5.0%)
Cabot Corp.		74,528		2,535,443		0.2%
Carpenter Technology Corp.		53,831		1,919,613		0.2%
*Kronos Worldwide, Inc.		46,501		1,880,965		0.2%
Sensient Technologies Corp.		52,915		1,709,684		0.1%
Other Securities				57,313,002		5.0%
Total Materials				65,358,707		5.7%
Other — (0.0%)
Other Securities				312		0.0%
Telecommunication Services — (1.0%)
*Syniverse Holdings, Inc.		68,473		2,087,742		0.2%
Other Securities				10,573,824		0.9%
Total Telecommunication Services				12,661,566		1.1%
Utilities — (2.2%)
Other Securities				28,911,543		2.6%
TOTAL COMMON STOCKS				1,133,781,945		99.3%
RIGHTS/WARRANTS — (0.0%)
Other Securities				8		0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		6,948,419		6,948,419		0.6%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.0%)
§@DFA Short Term Investment Fund		170,096,300		170,096,300		14.9%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $797,132 FNMA 3.500%, 10/01/20, valued at $833,961) to be repurchased at $809,687		$810		809,671		0.1%
TOTAL SECURITIES LENDING COLLATERAL				170,905,971		15.0%

20

TAX-MANAGED U.S. SMALL CAP PORTFOLIO

CONTINUED

	Value†		Percentage    of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $999,335,923)		$1,311,636,343		114.9%

  Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	189,724,890	—		—	$	189,724,890
Consumer Staples		39,561,215	—		—		39,561,215
Energy		65,231,331	—		—		65,231,331
Financials		173,706,146	—		—		173,706,146
Health Care		126,785,021	$62,928		—		126,847,949
Industrials		207,921,778	—		—		207,921,778
Information Technology		223,856,508	—		—		223,856,508
Materials		65,358,707	—		—		65,358,707
Other		—	312		—		312
Telecommunication Services		12,661,566	—		—		12,661,566
Utilities		28,911,543	—		—		28,911,543
Rights/Warrants		8	—		—		8
Temporary Cash Investments		6,948,419	—		—		6,948,419
Securities Lending Collateral		—	170,905,971		—		170,905,971
TOTAL	$	1,140,667,132	$170,969,211		—	$	1,311,636,343

See accompanying Notes to Financial Statements.

21

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

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage    of Net Assets**
COMMON STOCKS — (90.3%)
Consumer Discretionary — (13.8%)
*Carnival Corp.		118,459	$	5,113,875		0.2%
*Comcast Corp. Class A		365,942		7,531,086		0.4%
*DIRECTV Class A		128,508		5,584,958		0.3%
#*Las Vegas Sands Corp.		110,371		5,063,821		0.2%
*Lowe’s Cos., Inc.		240,682		5,133,747		0.3%
*News Corp. Class A		361,845		5,232,279		0.3%
*Time Warner Cable, Inc.		88,298		5,109,805		0.2%
*Time Warner, Inc.		203,427		6,613,412		0.3%
Walt Disney Co. (The)		364,790		13,172,567		0.7%
Other Securities				249,598,167		12.4%
Total Consumer Discretionary				308,153,717		15.3%
Consumer Staples — (5.8%)
Coca-Cola Co. (The)		80,301		4,924,057		0.2%
*CVS Caremark Corp.		248,698		7,490,784		0.4%
Kraft Foods, Inc.		297,509		9,600,615		0.5%
*Procter & Gamble Co. (The)		231,134		14,693,188		0.7%
*Wal-Mart Stores, Inc.		99,788		5,405,516		0.3%
Other Securities				87,395,659		4.3%
Total Consumer Staples				129,509,819		6.4%
Energy — (9.2%)
*Anadarko Petroleum Corp.		80,333		4,946,103		0.3%
*Apache Corp.		57,291		5,787,537		0.3%
*Chevron Corp.		318,282		26,293,276		1.3%
*ConocoPhillips		243,885		14,486,769		0.7%
*Exxon Mobil Corp.		329,464		21,899,472		1.1%
*Marathon Oil Corp.		136,394		4,851,535		0.2%
Occidental Petroleum Corp.		62,864		4,942,996		0.2%
Other Securities				120,525,932		6.0%
Total Energy				203,733,620		10.1%
Financials — (16.3%)
*Bank of America Corp.		1,258,906		14,401,885		0.7%
*Bank of New York Mellon Corp. (The)		200,418		5,022,475		0.3%
*Citigroup, Inc.		1,845,315		7,694,964		0.4%
*Goldman Sachs Group, Inc. (The)		83,669		13,466,526		0.7%
*JPMorgan Chase & Co.		762,068		28,676,619		1.4%
*MetLife, Inc.		149,939		6,047,040		0.3%
*Morgan Stanley		221,389		5,505,944		0.3%
*PNC Financial Services Group, Inc.		88,597		4,775,378		0.2%
Travelers Cos., Inc. (The)		100,570		5,551,464		0.3%
*Wells Fargo & Co.		864,518		22,546,629		1.1%
Other Securities				250,161,546		12.4%
Total Financials				363,850,470		18.1%
Health Care — (9.2%)
*Amgen, Inc.		81,700		4,672,423		0.2%
*Johnson & Johnson		138,537		8,820,651		0.4%
Merck & Co., Inc.		258,176		9,366,625		0.5%
*Pfizer, Inc.		987,986		17,190,956		0.9%
UnitedHealth Group, Inc.		207,950		7,496,598		0.4%
Other Securities				156,582,314		7.8%
Total Health Care				204,129,567		10.2%

22

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

CONTINUED

	Shares		Value†		Percentage    of Net Assets**
Industrials — (12.6%)
General Electric Co.		1,802,170	$	28,870,763		1.4%
*Union Pacific Corp.		90,959		7,975,285		0.4%
Other Securities				243,759,465		12.1%
Total Industrials				280,605,513		13.9%
Information Technology — (13.5%)
*Apple, Inc.		31,194		9,385,339		0.5%
*Cisco Sytems, Inc.		289,961		6,619,810		0.3%
*Corning, Inc.		271,519		4,963,367		0.2%
*Google, Inc.		8,440		5,173,636		0.3%
Hewlett-Packard Co.		153,913		6,473,581		0.3%
*Intel Corp.		390,645		7,840,245		0.4%
*International Business Machines Corp.		45,223		6,494,023		0.3%
*Microsoft Corp.		282,322		7,521,058		0.4%
*Oracle Corp.		192,650		5,663,910		0.3%
Other Securities				239,346,980		11.9%
Total Information Technology				299,481,949		14.9%
Materials — (4.7%)
Dow Chemical Co. (The)		187,438		5,778,714		0.3%
Other Securities				99,574,240		4.9%
Total Materials				105,352,954		5.2%
Other — (0.0%)
Other Securities				—		0.0%
Telecommunication Services — (2.9%)
*AT&T, Inc.		980,996		27,958,386		1.4%
*Verizon Communications, Inc.		491,483		15,958,453		0.8%
Other Securities				20,711,299		1.0%
Total Telecommunication Services				64,628,138		3.2%
Utilities — (2.3%)
Other Securities				50,624,088		2.5%
TOTAL COMMON STOCKS				2,010,069,835		99.8%
RIGHTS/WARRANTS — (0.0%)
Other Securities				48,660		0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		6,316,781		6,316,781		0.3%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (9.4%)
§@DFA Short Term Investment Fund		208,944,557		208,944,557		10.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $2,444,105 FNMA 7.000%, 08/01/38, valued at $1,024,431) to be repurchased at $994,612		$995		994,593		0.0%
TOTAL SECURITIES LENDING COLLATERAL				209,939,150		10.4%

23

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

CONTINUED

	Value†		Percentage    of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $1,900,597,924)	$	2,226,374,426		110.5%

  Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	308,153,717		—		—	$	308,153,717
Consumer Staples		129,509,819		—		—		129,509,819
Energy		203,733,620		—		—		203,733,620
Financials		363,850,470		—		—		363,850,470
Health Care		204,105,130	$	24,437		—		204,129,567
Industrials		280,605,513		—		—		280,605,513
Information Technology		299,481,949		—		—		299,481,949
Materials		105,352,954		—		—		105,352,954
Other		—		—		—		—
Telecommunication Services		64,628,138		—		—		64,628,138
Utilities		50,624,088		—		—		50,624,088
Rights/Warrants		48,660		—		—		48,660
Temporary Cash Investments		6,316,781		—		—		6,316,781
Securities Lending Collateral		—		209,939,150		—		209,939,150
TOTAL	$	2,016,410,839	$	209,963,587		—	$	2,226,374,426

See accompanying Notes to Financial Statements.

24

TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage    of Net Assets**
COMMON STOCKS — (94.6%)
AUSTRALIA — (5.6%)
Origin Energy, Ltd.		563,370	$	8,819,714		0.5%
Wesfarmers, Ltd.		881,538		28,682,249		1.6%
Other Securities				69,784,182		3.8%
TOTAL AUSTRALIA				107,286,145		5.9%
AUSTRIA — (0.2%)
Other Securities				4,519,750		0.2%
BELGIUM — (0.9%)
Other Securities				16,793,014		0.9%
CANADA — (10.9%)
Encana Corp.		494,397		13,965,661		0.8%
Goldcorp, Inc.		236,291		10,550,733		0.6%
#Sun Life Financial, Inc.		494,520		13,993,379		0.8%
Suncor Energy, Inc.		975,599		31,260,492		1.7%
Talisman Energy, Inc.		665,333		12,061,974		0.6%
Teck Resources, Ltd. Class B		321,554		14,376,765		0.8%
Thomson Reuters Corp.		335,015		12,794,229		0.7%
#TransCanada Corp.		515,120		19,025,954		1.0%
Other Securities				81,201,114		4.4%
TOTAL CANADA				209,230,301		11.4%
DENMARK — (1.5%)
Other Securities				28,047,996		1.5%
FINLAND — (1.1%)
Other Securities				20,672,972		1.1%
FRANCE — (8.5%)
AXA SA		948,963		17,306,259		0.9%
Cie de Saint-Gobain SA		276,766		13,003,164		0.7%
Credit Agricole SA		628,325		10,304,976		0.6%
GDF Suez SA		462,170		18,467,008		1.0%
PPR SA		61,307		10,083,381		0.5%
Societe Generale Paris SA		234,110		14,038,385		0.8%
Vivendi SA		685,233		19,580,658		1.1%
Other Securities				59,815,050		3.3%
TOTAL FRANCE				162,598,881		8.9%
GERMANY — (9.0%)
Allianz SE		188,633		23,624,718		1.3%
Allianz SE Sponsored ADR		716,588		8,978,848		0.5%
Bayerische Motoren Werke AG		235,671		16,891,113		0.9%
*Daimler AG		448,509		29,639,024		1.6%
#Deutsche Bank AG		239,182		13,843,854		0.8%
Deutsche Telekom AG		920,799		13,326,266		0.7%
Deutsche Telekom AG Sponsored ADR		681,300		9,817,533		0.5%
E.ON AG		395,718		12,408,174		0.7%
Munchener Rueckversicherungs-Gesellschaft AG		109,310		17,085,233		0.9%
Other Securities				26,921,126		1.5%
TOTAL GERMANY				172,535,889		9.4%
GREECE — (0.1%)
Other Securities				1,827,895		0.1%

25

TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
HONG KONG — (2.0%)
Hutchison Whampoa, Ltd.		1,741,000	$	17,217,005		1.0%
Other Securities				20,775,115		1.1%
TOTAL HONG KONG				37,992,120		2.1%
IRELAND — (0.1%)
Other Securities				2,862,712		0.2%
ISRAEL — (0.3%)
Other Securities				5,963,237		0.3%
ITALY — (1.4%)
Other Securities				26,017,015		1.4%
JAPAN — (19.1%)
FUJIFILM Holdings Corp.		363,000		12,110,263		0.7%
Mitsubishi UFJ Financial Group, Inc.		2,868,387		13,312,196		0.7%
#Sony Corp. Sponsored ADR		643,747		21,784,398		1.2%
Sumitomo Corp.		726,600		9,199,344		0.5%
Sumitomo Mitsui Financial Group, Inc.		342,327		10,217,689		0.6%
*Toyota Motor Corp. Sponsored ADR		268,360		19,005,255		1.0%
Other Securities				282,556,722		15.4%
TOTAL JAPAN				368,185,867		20.1%
NETHERLANDS — (3.3%)
ArcelorMittal NV		511,865		16,563,216		0.9%
Koninklijke Philips Electronics NV		637,442		19,443,577		1.1%
Other Securities				28,454,016		1.5%
TOTAL NETHERLANDS				64,460,809		3.5%
NEW ZEALAND — (0.1%)
Other Securities				1,589,321		0.1%
NORWAY — (1.2%)
Other Securities				23,608,778		1.3%
PORTUGAL — (0.1%)
Other Securities				2,119,369		0.1%
SINGAPORE — (1.3%)
Other Securities				25,955,210		1.4%
SPAIN — (2.3%)
Repsol YPF SA		391,406		10,853,896		0.6%
Other Securities				33,257,894		1.8%
TOTAL SPAIN				44,111,790		2.4%
SWEDEN — (2.9%)
Nordea Bank AB		1,902,957		20,952,808		1.1%
Other Securities				34,786,764		1.9%
TOTAL SWEDEN				55,739,572		3.0%
SWITZERLAND — (6.0%)
Compagnie Financiere Richemont SA Series A		317,832		15,852,890		0.9%
Holcim, Ltd. AG		205,405		12,795,970		0.7%
Swiss Reinsurance Co., Ltd. AG		263,053		12,638,940		0.7%
Zurich Financial Services AG		121,786		29,803,157		1.6%
Other Securities				43,728,179		2.4%
TOTAL SWITZERLAND				114,819,136		6.3%

26

TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
UNITED KINGDOM — (16.7%)
Aviva P.L.C.		1,853,237	$	11,818,742		0.6%
Barclays P.L.C. Sponsored ADR		526,711		9,296,449		0.5%
International Power P.L.C.		1,504,089		10,035,658		0.5%
Kingfisher P.L.C.		2,682,072		10,217,655		0.6%
Royal Dutch Shell P.L.C. ADR		984,627		63,331,209		3.5%
Vodafone Group P.L.C.		15,557,592		42,528,527		2.3%
Vodafone Group P.L.C. Sponsored ADR		1,779,829		48,963,096		2.7%
William Morrison Supermarkets P.L.C.		2,153,935		10,136,987		0.6%
Xstrata P.L.C.		1,031,575		19,985,101		1.1%
Other Securities				95,720,005		5.2%
TOTAL UNITED KINGDOM				322,033,429		17.6%
TOTAL COMMON STOCKS				1,818,971,208		99.2%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $2,975,000 FNMA 5.50%, 12/01/38, valued at $1,531,042) to be repurchased at $1,507,024		$1,507		1,507,000		0.1%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (5.3%)
§@DFA Short Term Investment Fund		101,061,727		101,061,727		5.5%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,958,608)## to be repurchased at $1,920,239		$1,920		1,920,204		0.1%
TOTAL SECURITIES LENDING COLLATERAL				102,981,931		5.6%
TOTAL INVESTMENTS — (100.0%) (Cost $1,712,594,168)			$	1,923,460,139		104.9%

27

TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	431,611	$	106,854,534		—	$	107,286,145
Austria		—		4,519,750		—		4,519,750
Belgium		746,876		16,046,138		—		16,793,014
Canada		209,230,301		—		—		209,230,301
Denmark		—		28,047,996		—		28,047,996
Finland		—		20,672,972		—		20,672,972
France		8,021,263		154,577,618		—		162,598,881
Germany		32,640,235		139,895,654		—		172,535,889
Greece		—		1,827,895		—		1,827,895
Hong Kong		—		37,992,120		—		37,992,120
Ireland		2,862,712		—		—		2,862,712
Israel		935,945		5,027,292		—		5,963,237
Italy		3,148,138		22,868,877		—		26,017,015
Japan		53,919,678		314,266,189		—		368,185,867
Netherlands		2,240,192		62,220,617		—		64,460,809
New Zealand		—		1,589,321		—		1,589,321
Norway		—		23,608,778		—		23,608,778
Portugal		—		2,119,369		—		2,119,369
Singapore		—		25,955,210		—		25,955,210
Spain		8,699,755		35,412,035		—		44,111,790
Sweden		1,394,477		54,345,095		—		55,739,572
Switzerland		14,957,488		99,861,648		—		114,819,136
United Kingdom		145,201,050		176,832,379		—		322,033,429
Temporary Cash Investments		—		1,507,000		—		1,507,000
Securities Lending Collateral		—		102,981,931		—		102,981,931
TOTAL	$	484,429,721	$	1,439,030,418		—	$	1,923,460,139

See accompanying Notes to Financial Statements.

28

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage    of Net Assets**
COMMON STOCKS — (91.8%)
AUSTRALIA — (4.6%)
Australia & New Zealand Banking Group, Ltd.		98,486	$	2,402,731		0.2%
Commonwealth Bank of Australia NL		51,776		2,489,035		0.3%
Other Securities				42,803,240		4.4%
TOTAL AUSTRALIA				47,695,006		4.9%
AUSTRIA — (0.4%)
Other Securities				4,218,837		0.4%
BELGIUM — (0.8%)
Other Securities				7,911,471		0.8%
BRAZIL — (2.2%)
Petroleo Brasileiro SA ADR		79,891		2,725,881		0.3%
Other Securities				20,292,478		2.1%
TOTAL BRAZIL				23,018,359		2.4%
CANADA — (6.9%)
#Royal Bank of Canada		39,374		2,099,766		0.2%
Suncor Energy, Inc.		70,464		2,257,833		0.2%
Teck Resources, Ltd. Class B		51,800		2,315,992		0.3%
#Toronto Dominion Bank		37,400		2,693,431		0.3%
Other Securities				62,011,625		6.4%
TOTAL CANADA				71,378,647		7.4%
CHILE — (0.6%)
Other Securities				5,916,367		0.6%
CHINA — (5.3%)
Bank of China, Ltd.		3,518,000		2,117,578		0.2%
China Construction Bank Corp.		3,260,000		3,116,571		0.3%
#China Mobile, Ltd. Sponsored ADR		58,300		2,994,871		0.3%
Other Securities				46,196,609		4.8%
TOTAL CHINA				54,425,629		5.6%
COLOMBIA — (0.0%)
Other Securities				137,921		0.0%
CZECH REPUBLIC — (0.1%)
Other Securities				869,667		0.1%
DENMARK — (0.7%)
Other Securities				6,843,048		0.7%
EGYPT — (0.0%)
Other Securities				41,782		0.0%
FINLAND — (1.0%)
Other Securities				10,758,461		1.1%
FRANCE — (5.6%)
BNP Paribas SA		48,051		3,514,734		0.4%
GDF Suez SA		60,687		2,424,881		0.2%
Schneider Electric SA		15,365		2,183,086		0.2%
Societe Generale Paris SA		30,461		1,826,591		0.2%
Total SA Sponsored ADR		45,819		2,496,219		0.3%
Other Securities				45,442,637		4.7%
TOTAL FRANCE				57,888,148		6.0%

29

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
GERMANY — (4.2%)
Allianz SE		16,512	$	2,067,991		0.2%
Bayerische Motoren Werke AG		25,204		1,806,432		0.2%
*Daimler AG		32,217		2,129,011		0.2%
Deutsche Bank AG		40,050		2,318,094		0.2%
E.ON AG		93,334		2,926,590		0.3%
Other Securities				32,383,858		3.4%
TOTAL GERMANY				43,631,976		4.5%
GREECE — (0.4%)
Other Securities				4,203,608		0.4%
HONG KONG — (1.7%)
Other Securities				17,821,167		1.8%
HUNGARY — (0.1%)
Other Securities				1,253,865		0.1%
INDIA — (2.8%)
Other Securities				28,930,704		3.0%
INDONESIA — (0.8%)
Other Securities				8,544,290		0.9%
IRELAND — (0.4%)
Other Securities				3,768,094		0.4%
ISRAEL — (0.6%)
Other Securities				5,632,811		0.6%
ITALY — (1.9%)
UniCredit SpA		767,057		1,999,769		0.2%
Other Securities				17,065,275		1.8%
TOTAL ITALY				19,065,044		2.0%
JAPAN — (12.9%)
Mitsubishi UFJ Financial Group, Inc. ADR		441,377		2,056,817		0.2%
Sumitomo Mitsui Financial Group, Inc.		68,300		2,038,601		0.2%
*Toyota Motor Corp. Sponsored ADR		41,264		2,922,316		0.3%
Other Securities				126,292,497		13.1%
TOTAL JAPAN				133,310,231		13.8%
MALAYSIA — (0.9%)
Other Securities				8,737,555		0.9%
MEXICO — (0.9%)
Other Securities				9,661,711		1.0%
NETHERLANDS — (1.8%)
*ING Groep NV Sponsored ADR		263,004		2,835,183		0.3%
Philips Electronics NV ADR		60,425		1,839,941		0.2%
Other Securities				14,204,562		1.5%
TOTAL NETHERLANDS				18,879,686		2.0%
NEW ZEALAND — (0.2%)
Other Securities				1,867,013		0.2%
NORWAY — (0.7%)
Other Securities				7,329,693		0.8%
PHILIPPINES — (0.2%)
Other Securities				2,276,205		0.2%

30

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
POLAND — (0.4%)
Other Securities			$	3,939,121		0.4%
PORTUGAL — (0.3%)
Other Securities				2,878,584		0.3%
RUSSIA — (0.6%)
Gazprom OAO Sponsored ADR		100,400		2,198,262		0.2%
Other Securities				4,152,087		0.5%
TOTAL RUSSIA				6,350,349		0.7%
SINGAPORE — (1.2%)
Other Securities				11,857,759		1.2%
SOUTH AFRICA — (1.8%)
Other Securities				18,589,217		1.9%
SOUTH KOREA — (3.4%)
Samsung Electronics Co., Ltd.		2,921		1,937,867		0.2%
Other Securities				32,687,796		3.4%
TOTAL SOUTH KOREA				34,625,663		3.6%
SPAIN — (1.8%)
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR		146,546		1,927,080		0.2%
Banco Santander SA		200,628		2,575,182		0.3%
Banco Santander SA Sponsored ADR		159,655		2,045,181		0.2%
Other Securities				11,641,875		1.2%
TOTAL SPAIN				18,189,318		1.9%
SWEDEN — (2.0%)
Other Securities				20,189,735		2.1%
SWITZERLAND — (4.1%)
Holcim, Ltd. AG		31,260		1,947,382		0.2%
Nestle SA		33,903		1,857,020		0.2%
#*Novartis AG ADR		69,100		4,004,345		0.4%
*UBS AG ADR		128,000		2,178,560		0.2%
Zurich Financial Services AG		13,854		3,390,315		0.4%
Other Securities				28,773,910		3.0%
TOTAL SWITZERLAND				42,151,532		4.4%
TAIWAN — (2.9%)
Other Securities				29,927,083		3.1%
THAILAND — (0.5%)
Other Securities				5,354,380		0.6%
TURKEY — (0.6%)
Other Securities				6,289,083		0.6%
UNITED KINGDOM — (13.5%)
Anglo American P.L.C.		83,163		3,874,831		0.4%
Barclays P.L.C.		504,400		2,216,568		0.2%
*BP P.L.C. Sponsored ADR		102,720		4,194,058		0.4%
HSBC Holdings P.L.C.		329,616		3,430,544		0.4%
HSBC Holdings P.L.C. Sponsored ADR		107,095		5,580,720		0.6%
Royal Dutch Shell P.L.C. ADR		122,437		7,875,148		0.8%
Royal Dutch Shell P.L.C. Series B		59,695		1,910,348		0.2%
SABmiller P.L.C.		64,455		2,091,158		0.2%
Standard Chartered P.L.C.		141,299		4,087,075		0.4%
Tesco P.L.C.		275,558		1,885,825		0.2%
Vodafone Group P.L.C. Sponsored ADR		259,999		7,152,572		0.7%

31

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
UNITED KINGDOM — (Continued)
Xstrata P.L.C.		176,940	$	3,427,927		0.4%
Other Securities				91,656,636		9.5%
TOTAL UNITED KINGDOM				139,383,410		14.4%
TOTAL COMMON STOCKS				945,742,230		97.8%
PREFERRED STOCKS — (1.6%)
AUSTRALIA — (0.0%)
Other Securities				15,563		0.0%
BRAZIL — (1.6%)
Petroleo Brasileiro SA ADR		101,922		3,178,947		0.4%
Vale SA Sponsored ADR		66,950		1,923,474		0.2%
Other Securities				10,903,350		1.1%
TOTAL BRAZIL				16,005,771		1.7%
GERMANY — (0.0%)
Other Securities				308,861		0.0%
TOTAL PREFERRED STOCKS				16,330,195		1.7%
RIGHTS/WARRANTS — (0.0%)
AUSTRIA — (0.0%)
Other Securities				178		0.0%
BELGIUM — (0.0%)
Other Securities				136		0.0%
CHINA — (0.0%)
Other Securities				7,254		0.0%
FRANCE — (0.0%)
Other Securities				3,116		0.0%
HONG KONG — (0.0%)
Other Securities				1,298		0.0%
INDIA — (0.0%)
Other Securities				979		0.0%
MALAYSIA — (0.0%)
Other Securities				209		0.0%
SOUTH KOREA — (0.0%)
Other Securities				6,506		0.0%
TAIWAN — (0.0%)
Other Securities				1,559		0.0%
UNITED KINGDOM — (0.0%)
Other Securities				511,385		0.0%
TOTAL RIGHTS/WARRANTS				532,620		0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $3,600,000 FNMA 3.126%(r), 09/01/40, valued at $3,699,488) to be repurchased at $3,643,058		$3,643		3,643,000		0.4%

32

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Shares/ Face Amount		Value†		Percentage    of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (6.2%)
§@DFA Short Term Investment Fund		62,458,696	$	62,458,696		6.5%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $1,230,861)## to be repurchased at $1,206,748		$1,207		1,206,726		0.1%
TOTAL SECURITIES LENDING COLLATERAL				63,665,422		6.6%
TOTAL INVESTMENTS — (100.0%) (Cost $813,643,223)			$	1,029,913,467		106.5%

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	1,608,002	$	46,087,004		—	$	47,695,006
Austria		—		4,218,837		—		4,218,837
Belgium		1,004,227		6,907,244		—		7,911,471
Brazil		23,018,359		—		—		23,018,359
Canada		71,378,647		—		—		71,378,647
Chile		5,916,367		—		—		5,916,367
China		9,582,320		44,843,309		—		54,425,629
Colombia		137,921		—		—		137,921
Czech Republic		—		869,667		—		869,667
Denmark		370,319		6,472,729		—		6,843,048
Egypt		—		41,782		—		41,782
Finland		325,222		10,433,239		—		10,758,461
France		6,741,009		51,147,139		—		57,888,148
Germany		6,852,478		36,779,498		—		43,631,976
Greece		732,037		3,471,571		—		4,203,608
Hong Kong		13,359		17,807,808		—		17,821,167
Hungary		68,256		1,185,609		—		1,253,865
India		1,502,095		27,428,609		—		28,930,704
Indonesia		133,780		8,410,510		—		8,544,290
Ireland		834,245		2,933,849		—		3,768,094
Israel		2,096,553		3,536,258		—		5,632,811
Italy		1,351,189		17,713,855		—		19,065,044
Japan		13,229,387		120,080,844		—		133,310,231
Malaysia		1,325		8,736,230		—		8,737,555
Mexico		9,661,711		—		—		9,661,711
Netherlands		7,079,205		11,800,481		—		18,879,686
New Zealand		28,152		1,838,861		—		1,867,013
Norway		176,328		7,153,365		—		7,329,693
Philippines		62,130		2,214,075		—		2,276,205
Poland		29,353		3,909,768		—		3,939,121
Portugal		18,325		2,860,259		—		2,878,584

33

T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Russia	$	74,688	$	6,275,661		—	$	6,350,349
Singapore		5,007		11,852,752		—		11,857,759
South Africa		2,723,989		15,865,228		—		18,589,217
South Korea		3,527,066		31,098,597		—		34,625,663
Spain		5,891,535		12,297,783		—		18,189,318
Sweden		936,123		19,253,612		—		20,189,735
Switzerland		8,812,584		33,338,948		—		42,151,532
Taiwan		437,355		29,489,728		—		29,927,083
Thailand		5,348,331		6,049		—		5,354,380
Turkey		57,376		6,231,707		—		6,289,083
United Kingdom		34,063,432		105,319,978		—		139,383,410
Preferred Stocks
Australia		—		15,563		—		15,563
Brazil		16,005,771		—		—		16,005,771
Germany		—		308,861		—		308,861
Rights/Warrants
Austria		—		178		—		178
Belgium		74		62		—		136
China		7,046		208		—		7,254
France		3,116		—		—		3,116
Hong Kong		1,282		16		—		1,298
India		—		979		—		979
Malaysia		209		—		—		209
South Korea		—		6,506		—		6,506
Taiwan		—		1,559		—		1,559
United Kingdom		—		511,385		—		511,385
Temporary Cash Investments		—		3,643,000		—		3,643,000
Securities Lending Collateral		—		63,665,422		—		63,665,422
TOTAL	$	241,847,285	$	788,066,182		—	$	1,029,913,467

See accompanying Notes to Financial Statements.

34

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	Tax-Managed U.S. Marketwide Value Portfolio			Tax-Managed U.S. Equity Portfolio			Tax-Managed U.S. Targeted Value Portfolio			Tax-Managed U.S. Small Cap Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	1,897,227		$	1,286,422			—			—
Investments at Value (including $0, $0, $234,450 and $162,981 of securities on loan, respectively)		—			—		$	2,133,470		$	1,133,782
Temporary Cash Investments at Value & Cost		—			—			9,015			6,949
Collateral Received from Securities on Loan at Value & Cost		—			—			245,966			170,906
Receivables:
Investment Securities Sold/Affiliated Investment Companies Sold		—			—			8,719			2,374
Dividends and Interest		—			—			461			291
Securities Lending Income		—			—			113			145
Fund Shares Sold		1,289			664			1,238			446
Prepaid Expenses and Other Assets		25			27			27			24
Total Assets		1,898,541			1,287,113			2,399,009			1,314,917
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			245,966			170,906
Investment Securities Purchased/Affiliated Investment Companies Purchased		429			188			5,599			1,649
Fund Shares Redeemed		860			476			1,037			325
Due to Advisor		234			158			743			470
Accrued Expenses and Other Liabilities		77			55			118			73
Total Liabilities		1,600			877			253,463			173,423
NET ASSETS	$	1,896,941		$	1,286,236		$	2,145,546		$	1,141,494
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		137,642,882			101,277,416			112,407,568			55,771,005
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	13.78		$	12.70		$	19.09		$	20.47
Investments in Affiliated Investment Companies at Cost	$	1,690,492		$	905,904		$	—		$	—
Investments at Cost	$	—		$	—		$	1,778,089		$	821,481
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,928,540		$	1,381,321		$	2,000,549		$	1,049,682
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		4,075			2,970			1,994			1,284
Accumulated Net Realized Gain (Loss)		(242,409	)		(478,573	)		(212,378	)		(221,773	)
Net Unrealized Appreciation (Depreciation)		206,735			380,518			355,381			312,301
NET ASSETS	$	1,896,941		$	1,286,236		$	2,145,546		$	1,141,494
(1) NUMBER OF SHARES AUTHORIZED		700,000,000			500,000,000			700,000,000			500,000,000

See accompanying Notes to Financial Statements.

35

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	T.A. U.S. Core Equity 2 Portfolio			Tax-Managed DFA International Value Portfolio			T.A. World ex U.S. Core Equity Portfolio
ASSETS:
Investments at Value (including $201,577, $98,454 and $58,989 of securities on loan, respectively)	$	2,010,118		$	1,818,971		$	962,605
Temporary Cash Investments at Value & Cost		6,317			1,507			3,643
Collateral Received from Securities on Loan at Value & Cost		209,939			102,982			63,665
Foreign Currencies at Value		—			5,319			2,236
Cash		—			16			17
Receivables:
Investment Securities Sold		—			34,134			95
Dividends, Interest and Tax Reclaims		1,668			5,873			2,050
Securities Lending Income		123			45			57
Fund Shares Sold		729			1,423			476
Unrealized Gain on Foreign Currency Contracts		—			5			9
Prepaid Expenses and Other Assets		25			35			9
Total Assets		2,228,919			1,970,310			1,034,862
LIABILITIES:
Payables:
Upon Return of Securities Loaned		209,939			102,982			63,665
Investment Securities Purchased		3,029			31,952			3,231
Fund Shares Redeemed		883			453			229
Due to Advisor		363			759			318
Unrealized Loss on Foreign Currency Contracts		—			25			1
Deferred Thailand Capital Gains Tax		—			—			316
Accrued Expenses and Other Liabilities		121			136			103
Total Liabilities		214,335			136,307			67,863
NET ASSETS	$	2,014,584		$	1,834,003		$	966,999
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		246,220,797			126,246,540			103,907,259
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	8.18		$	14.53		$	9.31
Investments at Cost	$	1,684,341		$	1,608,105		$	746,335
Foreign Currencies at Cost	$	—		$	5,278		$	2,219
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,723,830		$	1,716,845		$	753,403
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		4,309			5,112			3,381
Accumulated Net Realized Gain (Loss)		(39,332	)		(99,115	)		(5,824	)
Deferred Thailand Capital Gains Tax		—			—			(316	)
Net Unrealized Foreign Exchange Gain (Loss)		—			254			68
Net Unrealized Appreciation (Depreciation)		325,777			210,907			216,287
NET ASSETS	$	2,014,584		$	1,834,003		$	966,999
(1) NUMBER OF SHARES AUTHORIZED		1,000,000,000			700,000,000			500,000,000

See accompanying Notes to Financial Statements.

36

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	Tax-Managed U.S. Marketwide Value Portfolio*			Tax-Managed U.S. Equity Portfolio*			Tax-Managed U.S. Targeted  Value Portfolio
Investment Income
Dividends	$	27,939		$	23,049		$	19,901
Interest		9			6			12
Income from Securities Lending		961			397			1,465
Expenses Allocated from Affiliated Investment Companies		(3,876	)		(836	)		—
Total Investment Income		25,033			22,616			21,378
Expenses
Investment Advisory Services Fees		—			—			8,301
Administrative Services Fees		2,683			1,835			—
Accounting & Transfer Agent Fees		37			29			239
Custodian Fees		—			—			60
Filing Fees		59			64			73
Shareholders’ Reports		39			23			42
Directors’/Trustees’ Fees & Expenses		17			11			19
Professional Fees		34			26			62
Other		17			14			32
Total Expenses		2,886			2,002			8,828
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			(146	)		—
Net Expenses		2,886			1,856			8,828
Net Investment Income (Loss)		22,147			20,760			12,550
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		46,870			15,809			56,917
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		259,723			166,587			413,304
Net Realized and Unrealized Gain (Loss)		306,593			182,396			470,221
Net Increase (Decrease) in Net Assets Resulting from Operations	$	328,740		$	203,156		$	482,771

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

See accompanying Notes to Financial Statements.

37

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	Tax-Managed U.S. Small Cap Portfolio		T.A. U.S. Core Equity 2 Portfolio		Tax-Managed DFA  International Value Portfolio			T.A. World ex U.S. Core Equity Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $0, $4,282 and $1,731, respectively)	$	9,833	$	28,861	$	46,475		$	19,248
Interest		7		13		9			9
Income from Securities Lending		2,026		1,190		1,228			486
Total Investment Income		11,866		30,064		47,712			19,743
Expenses
Investment Advisory Services Fees		5,332		3,883		8,402			3,188
Accounting & Transfer Agent Fees		138		214		211			113
Custodian Fees		68		47		322			376
Filing Fees		39		131		65			44
Shareholders’ Reports		27		31		41			19
Directors’/Trustees’ Fees & Expenses		10		17		16			8
Professional Fees		35		55		72			25
Other		22		34		47			24
Total Expenses		5,671		4,412		9,176			3,797
Net Investment Income (Loss)		6,195		25,652		38,536			15,946
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		10,163		10,530		70,344			6,739
Foreign Currency Transactions		—		—		(238	)		(150	)**
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		232,642		294,945		62,443			107,287
Translation of Foreign Currency Denominated Amounts		—		—		180			43
Change in Deferred Thailand Capital Gains Tax		—		—		—			(215	)
Net Realized and Unrealized Gain (Loss)		242,805		305,475		132,729			113,704
Net Increase (Decrease) in Net Assets Resulting from Operations	$	249,000	$	331,127	$	171,265		$	129,650

** Net of foreign capital gain taxes withheld of $85.

See accompanying Notes to Financial Statements.

38

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Tax-Managed U.S. Marketwide Value Portfolio						Tax-Managed U.S. Equity Portfolio						Tax-Managed U.S. Targeted Value Portfolio						Tax-Managed U.S. Small Cap Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	22,147		$	28,859		$	20,760		$	23,106		$	12,550		$	15,084		$	6,195		$	7,642
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Companies Sold		46,870			(170,564	)		15,809			(289,047	)		56,917			(225,418	)		10,163			(183,556	)
Futures		—			1,628			—			2,732			—			1,204			—			(1,022	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Companies		259,723			293,293			166,587			328,913			413,304			287,952			232,642			193,172
Futures		—			(11	)		—			—			—			(13	)		—			(8	)
Net Increase (Decrease) in Net Assets Resulting from Operations		328,740			153,205			203,156			65,704			482,771			78,809			249,000			16,228
Distributions From:
Net Investment Income		(21,400	)		(34,714	)		(20,546	)		(25,432	)		(11,978	)		(20,085	)		(5,779	)		(10,036	)
Total Distributions		(21,400	)		(34,714	)		(20,546	)		(25,432	)		(11,978	)		(20,085	)		(5,779	)		(10,036	)
Capital Share Transactions (1):
Shares Issued		286,942			755,723			166,739			513,816			328,291			870,260			130,939			439,219
Shares Issued in Lieu of Cash Distributions		20,721			33,539			18,269			22,376			11,860			19,909			5,630			9,806
Shares Redeemed		(336,318	)		(866,254	)		(222,831	)		(703,345	)		(365,741	)		(911,324	)		(195,441	)		(575,467	)
Net Increase (Decrease) from Capital Share Transactions		(28,655	)		(76,992	)		(37,823	)		(167,153	)		(25,590	)		(21,155	)		(58,872	)		(126,442	)
Total Increase (Decrease) in Net Assets		278,685			41,499			144,787			(126,881	)		445,203			37,569			184,349			(120,250	)
Net Assets
Beginning of Period		1,618,256			1,576,757			1,141,449			1,268,330			1,700,343			1,662,774			957,145			1,077,395
End of Period	$	1,896,941		$	1,618,256		$	1,286,236		$	1,141,449		$	2,145,546		$	1,700,343		$	1,141,494		$	957,145
(1) Shares Issued and Redeemed:
Shares Issued		22,307			81,360			14,029			54,781			18,930			71,153			7,077			32,424
Shares Issued in Lieu of Cash Distributions		1,652			3,525			1,572			2,355			718			1,600			316			703
Shares Redeemed		(25,704	)		(94,446	)		(18,671	)		(75,273	)		(20,863	)		(74,530	)		(10,485	)		(42,310	)
Net Increase (Decrease) from Shares Issued and Redeemed		(1,745	)		(9,561	)		(3,070	)		(18,137	)		(1,215	)		(1,777	)		(3,092	)		(9,183	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	4,075		$	3,335		$	2,970		$	2,759		$	1,994		$	1,429		$	1,284		$	868

See accompanying Notes to Financial Statements.

39

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	T.A. U.S. Core Equity 2 Portfolio						Tax-Managed DFA International Value Portfolio						T.A. World ex U.S. Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	25,652		$	19,903		$	38,536		$	39,126		$	15,946		$	11,410
Net Realized Gain (Loss) on:
Investment Securities Sold		10,530			(41,654	)		70,344			(153,420	)		6,739			(8,990	)
Futures		—			(854	)		—			(264	)		—			(660	)
Foreign Currency Transactions		—			—			(238	)		875			(150	)**		97
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		294,945			211,836			62,443			509,093			107,287			196,743
Futures		—			(1	)		—			(2	)		—			(1	)
Translation of Foreign Currency Denominated Amounts		—			—			180			390			43			(31	)
Change in Deferred Thailand Capital Gains Tax		—			—			—			—			(215	)		(101	)
Net Increase (Decrease) in Net Assets Resulting from Operations		331,127			189,230			171,265			395,798			129,650			198,467
Distributions From:
Net Investment Income		(24,397	)		(18,642	)		(37,438	)		(45,214	)		(14,761	)		(10,761	)
Total Distributions		(24,397	)		(18,642	)		(37,438	)		(45,214	)		(14,761	)		(10,761	)
Capital Share Transactions (1):
Shares Issued		530,605			1,195,628			318,296			664,208			300,733			495,969
Shares Issued in Lieu of Cash Distributions		24,091			18,449			36,536			43,924			14,432			10,580
Shares Redeemed		(291,728	)		(524,944	)		(292,490	)		(814,111	)		(131,783	)		(253,845	)
Net Increase (Decrease) from Capital Share Transactions		262,968			689,133			62,342			(105,979	)		183,382			252,704
Total Increase (Decrease) in Net Assets		569,698			859,721			196,169			244,605			298,271			440,410
Net Assets
Beginning of Period		1,444,886			585,165			1,637,834			1,393,229			668,728			228,318
End of Period	$	2,014,584		$	1,444,886		$	1,834,003		$	1,637,834		$	966,999		$	668,728
(1) Shares Issued and Redeemed:
Shares Issued		69,805			209,711			23,586			66,593			35,502			85,214
Shares Issued in Lieu of Cash Distributions		3,256			3,194			2,937			3,975			1,825			1,589
Shares Redeemed		(38,265	)		(94,288	)		(21,720	)		(81,205	)		(15,667	)		(43,612	)
Net Increase (Decrease) from Shares Issued and Redeemed		34,796			118,617			4,803			(10,637	)		21,660			43,191
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	4,309		$	3,080		$	5,112		$	4,253		$	3,381		$	1,772

** Net of foreign capital gain taxes withheld of $85.

See accompanying Notes to Financial Statements.

40

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Tax-Managed U.S. Marketwide Value Portfolio																		Tax-Managed U.S. Equity Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	11.61		$	10.59		$	17.51		$	17.67		$	15.26		$	13.27		$	10.94		$	10.36		$	15.57		$	14.75		$	13.26		$	12.23
Income from Investment Operations
Net Investment Income (Loss)		0.16	(A)		0.21	(A)		0.27	(A)		0.27	(A)		0.24	(A)		0.18			0.20	(A)		0.22	(A)		0.23	(A)		0.25	(A)		0.21	(A)		0.16
Net Gains (Losses) on Securities (Realized and Unrealized)		2.17			1.06			(6.66	)		(0.16	)		2.39			1.96			1.76			0.60			(5.19	)		0.81			1.47			1.05
Total from Investment Operations		2.33			1.27			(6.39	)		0.11			2.63			2.14			1.96			0.82			(4.96	)		1.06			1.68			1.21
Less Distributions
Net Investment Income		(0.16	)		(0.25	)		(0.29	)		(0.27	)		(0.22	)		(0.15	)		(0.20	)		(0.24	)		(0.25	)		(0.24	)		(0.19	)		(0.18	)
Net Realized Gains		—			—			(0.24	)		—			—			—			—			—			—			—			—			—
Total Distributions		(0.16	)		(0.25	)		(0.53	)		(0.27	)		(0.22	)		(0.15	)		(0.20	)		(0.24	)		(0.25	)		(0.24	)		(0.19	)		(0.18	)
Net Asset Value, End of Period	$	13.78		$	11.61		$	10.59		$	17.51		$	17.67		$	15.26		$	12.70		$	10.94		$	10.36		$	15.57		$	14.75		$	13.26
Total Return		20.17	%		12.54	%		(37.53	)%(C)		0.54	%		17.45	%		16.27	%		18.10	%		8.30	%		(32.30	)%(C)		7.23	%		12.84	%		9.97	%
Net Assets, End of Period (thousands)	$	1,896,941		$	1,618,256		$	1,576,757		$	2,747,843		$	2,505,779		$	1,754,320		$	1,286,236		$	1,141,449		$	1,268,330		$	1,823,812		$	1,487,611		$	999,215
Ratio of Expenses to Average Net Assets (D)		0.38	%		0.40	%		0.38	%(B)		0.37	%		0.38	%		0.40	%		0.22	%		0.22	%		0.22	%(B)		0.22	%		0.23	%		0.25	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.38	%		0.40	%		0.38	%(B)		0.37	%		0.38	%		0.40	%		0.23	%		0.26	%		0.23	%(B)		0.23	%		0.24	%		0.26	%
Ratio of Net Investment Income to Average Net Assets		1.24	%		2.07	%		1.93	%(B)		1.45	%		1.47	%		1.35	%		1.70	%		2.24	%		1.76	%(B)		1.59	%		1.55	%		1.35	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

41

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Tax-Managed U.S. Targeted Value Portfolio																		Tax-Managed U.S. Small Cap Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning of Period	$	14.96		$	14.41		$	23.09		$	27.39		$	25.60		$	23.32		$	16.26		$	15.83		$	25.86		$	26.27		$	22.95		$	20.53
Income from Investment Operations
Net Investment Income (Loss)		0.11	(A)		0.14	(A)		0.20	(A)		0.25	(A)		0.22	(A)		0.09			0.11	(A)		0.13	(A)		0.19	(A)		0.18	(A)		0.10	(A)		0.04
Net Gains (Losses) on Securities (Realized and Unrealized)		4.13			0.60			(7.29	)		(1.87	)		3.90			2.68			4.20			0.47			(7.87	)		(0.42	)		3.30			2.42
Total from Investment Operations		4.24			0.74			(7.09	)		(1.62	)		4.12			2.77			4.31			0.60			(7.68	)		(0.24	)		3.40			2.46
Less Distributions
Net Investment Income		(0.11	)		(0.19	)		(0.18	)		(0.24	)		(0.19	)		(0.10	)		(0.10	)		(0.17	)		(0.18	)		(0.17	)		(0.08	)		(0.04	)
Net Realized Gains		—			—			(1.41	)		(2.44	)		(2.14	)		(0.39	)		—			—			(2.17	)		—			—			—
Total Distributions		(0.11	)		(0.19	)		(1.59	)		(2.68	)		(2.33	)		(0.49	)		(0.10	)		(0.17	)		(2.35	)		(0.17	)		(0.08	)		(0.04	)
Net Asset Value, End of Period	$	19.09		$	14.96		$	14.41		$	23.09		$	27.39		$	25.60		$	20.47		$	16.26		$	15.83		$	25.86		$	26.27		$	22.95
Total Return		28.43	%		5.41	%		(32.85	)%(C)		(6.58	)%		17.70	%		12.09	%		26.61	%		3.98	%		(32.53	)%(C)		(0.94	)%		14.88	%		11.98	%
Net Assets, End of Period (thousands)	$	2,145,546		$	1,700,343		$	1,662,774		$	2,905,694		$	3,203,763		$	2,634,891		$	1,141,494		$	957,145		$	1,077,395		$	1,779,245		$	1,653,038		$	1,242,288
Ratio of Expenses to Average Net Assets		0.45	%		0.47	%		0.45	%(B)		0.47	%		0.53	%		0.55	%		0.53	%		0.55	%		0.53	%(B)		0.53	%		0.53	%		0.55	%
Ratio of Net Investment Income to Average Net Assets		0.63	%		1.04	%		1.07	%(B)		0.98	%		0.85	%		0.39	%		0.58	%		0.88	%		0.98	%(B)		0.65	%		0.41	%		0.21	%
Portfolio Turnover Rate		26	%		34	%		40	%(C)		28	%		35	%		21	%		27	%		28	%		39	%(C)		31	%		22	%		15	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

42

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	T.A. U.S. Core Equity 2 Portfolio												Tax-Managed DFA International Value Portfolio
	Year Ended Oct. 31, 2010			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, 2010			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
Net Asset Value, Beginning of Period	$	6.83		$	6.31		$	9.40		$	10.00		$	13.49		$	10.55		$	21.91		$	19.96		$	15.51		$	13.63
Income from Investment Operations
Net Investment Income (Loss)(A)		0.11			0.11			0.13			0.02			0.31			0.32			0.59			0.59			0.54			0.33
Net Gains (Losses) on Securities (Realized and Unrealized)		1.35			0.52			(3.12	)		(0.62	)		1.03			3.00			(9.60	)		2.76			4.71			1.90
Total from Investment Operations		1.46			0.63			(2.99	)		(0.60	)		1.34			3.32			(9.01	)		3.35			5.25			2.23
Less Distributions
Net Investment Income		(0.11	)		(0.11	)		(0.10	)		—			(0.30	)		(0.38	)		(0.64	)		(0.48	)		(0.59	)		(0.35	)
Net Realized Gains		—			—			—			—			—			—			(1.71	)		(0.92	)		(0.21	)		—
Total Distributions		(0.11	)		(0.11	)		(0.10	)		—			(0.30	)		(0.38	)		(2.35	)		(1.40	)		(0.80	)		(0.35	)
Net Asset Value, End of Period	$	8.18		$	6.83		$	6.31		$	9.40		$	14.53		$	13.49		$	10.55		$	21.91		$	19.96		$	15.51
Total Return		21.49	%		10.28	%		(32.16	)%(C)		(6.00	)%(C)		10.34	%		32.27	%		(45.58	)%(C)		17.51	%		35.01	%		16.63	%
Net Assets, End of Period (thousands)	$	2,014,584		$	1,444,886		$	585,165		$	106,507		$	1,834,003		$	1,637,834		$	1,393,229		$	2,859,270		$	2,370,683		$	1,571,217
Ratio of Expenses to Average Net Assets		0.25	%		0.28	%		0.29	%(B)		0.30	%(B)(E)		0.55	%		0.56	%		0.54	%(B)		0.54	%		0.54	%		0.60	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.25	%		0.28	%		0.29	%(B)		0.60	%(B)(E)		0.55	%		0.56	%		0.54	%(B)		0.54	%		0.54	%		0.60	%
Ratio of Net Investment Income to Average Net Assets		1.45	%		1.82	%		1.75	%(B)		2.09	%(B)(E)		2.29	%		2.92	%		3.76	%(B)		2.77	%		3.04	%		2.23	%
Portfolio Turnover Rate		5	%		5	%		9	%(C)		0	%(C)		28	%		24	%		24	%(C)		20	%		13	%		11	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

43

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	T.A World ex U.S. Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period March 6, 2008(a) to Oct. 31, 2008
Net Asset Value, Beginning of Period	$	8.13		$	5.85		$	10.00
Income from Investment Operations
Net Investment Income (Loss)(A)		0.17			0.16			0.15
Net Gains (Losses) on Securities (Realized and Unrealized)		1.17			2.27			(4.15	)
Total from Investment Operations		1.34			2.43			(4.00	)
Less Distributions
Net Investment Income		(0.16	)		(0.15	)		(0.15	)
Total Distributions		(0.16	)		(0.15	)		(0.15	)
Net Asset Value, End of Period	$	9.31		$	8.13		$	5.85
Total Return		16.78	%		42.13	%		(40.61	)%(C)
Net Assets, End of Period (thousands)	$	966,999		$	668,728		$	228,318
Ratio of Expenses to Average Net Assets		0.48	%		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)		0.48	%		0.51	%		0.85	%(B)(E)
Ratio of Net Investment Income to Average Net Assets		2.00	%		2.38	%		3.27	%(B)(E)
Portfolio Turnover Rate		2	%		5	%		2	%(C)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

44

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-eight operational portfolios, seven of which (the “Portfolios”) are included in this section of the report. The remaining fifty-one portfolios are presented in separate reports.

Tax-Managed U.S. Marketwide Value Portfolio and Tax-Managed U.S. Equity Portfolio (the “Feeder Funds”) primarily invest their assets in The Tax-Managed U.S. Marketwide Value Series and The Tax-Managed U.S. Equity Series (the “Series”), respectively, each a corresponding Series of the DFA Investment Trust Company. At October 31, 2010, Tax-Managed U.S. Marketwide Value Portfolio and Tax-Managed U.S. Equity Portfolio owned 71% and 100% of their respective 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 Feeder Funds.

Tax-Managed U.S. Targeted Value Portfolio, Tax-Managed U.S. Small Cap Portfolio, T.A. U.S. Core Equity 2 Portfolio, Tax-Managed DFA International Value Portfolio and T.A. World ex U.S. Core Equity Portfolio are organized as stand-alone registered investment companies.

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 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)

Securities held by Tax-Managed U.S. Targeted Value Portfolio, Tax-Managed U.S Small Cap Portfolio and T.A. U.S. Core Equity 2 Portfolio (the “Domestic Equity Portfolios”) and Tax-Managed DFA International Value Portfolio and T.A. World ex U.S. 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

45

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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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 value 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 utilize data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the International Equity Portfolios use fair value pricing, the values assigned to the International Equity Portfolios’ foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

For Tax-Managed U.S. Marketwide Value Portfolio and Tax-Managed U.S. Equity Portfolio, their investments reflect each of their proportionate interest in the net assets of their respective Series. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios’ investments 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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.

46

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 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 the amount 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 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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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 Portfolios 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 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.

The Feeder Funds each recognize their pro-rata share of net investment income and realized and unrealized gains/losses of investment securities, on a daily basis, from their respective Series, which are treated as partnerships for federal income tax purposes.

The International Equity Portfolios 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 International Equity 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 abroad.

47

T.A. World ex U.S. Core Equity Portfolio’s investments in Thailand are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. T.A. World ex U.S. Core Equity Portfolio accrues for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. T.A. World ex U.S. Core Equity Portfolio 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 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. The Advisor provides investment advisory services to the Portfolios. The Advisor does not receive additional compensation for the investment advisory services it provides for the Feeder Funds. For the year ended October 31, 2010, 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
Tax-Managed U.S. Marketwide Value Portfolio	0.15%	—
Tax-Managed U.S. Equity Portfolio	0.15%	—
Tax-Managed U.S. Targeted Value Portfolio	—	0.42%
Tax-Managed U.S. Small Cap Portfolio	—	0.50%
T.A. U.S. Core Equity 2 Portfolio	—	0.22%
Tax-Managed DFA International Value Portfolio	—	0.50%
T.A. World ex U.S. Core Equity Portfolio	—	0.40%

Pursuant to a Fee Waiver and Expense Assumption Agreement, the Advisor has contractually agreed to waive certain fees, including administrative/advisory fees, and in certain instances assumes certain expenses of the Portfolio, as described in the notes below. The Fee Waiver and Expense Assumption Agreement for the Portfolios below will remain in effect through March 1, 2011, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2010, 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 listed 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.

	Expense Limits	Recovery of Previously Waived Fees/ Expenses Assumed	Previously Waived Fees/ Expenses Assumed Subject to Future Recovery
Tax-Managed U.S. Equity Portfolio (1)	0.22%	—	$688
T.A. U.S. Core Equity 2 Portfolio (2)	0.30%	—	—
T.A. World ex U.S. Core Equity Portfolio (3)	0.60%	—	—

(1) The Advisor has contractually agreed to waive its administration fee and assume the expenses of the Portfolio (up to the amount of fees paid to the Advisor based on the Portfolio’s assets invested in its Series) to the extent necessary to reduce the Portfolio’s expenses when its total operating expenses exceed the rate listed above of the average net assets on an annualized basis. At any time that the annualized expenses of the Portfolio are less than the rate listed above of the Portfolio’s average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or any 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.

48

(2) The Advisor has contractually agreed to waive all or a portion of its advisory fee and assume the Portfolio’s ordinary operating 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 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 of the Portfolio’s average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or any expenses previously assumed to the extent that such recover 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. In addition, 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 of the Portfolio’s 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 of the Portfolio’s average net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived and/or any 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.

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, 2010, the total related amounts paid to the CCO by the Fund were $211 (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, 2010, 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):

Tax-Managed U.S. Marketwide Value Portfolio	$	46
Tax-Managed U.S. Equity Portfolio		34
Tax-Managed U.S. Targeted Value Portfolio		49
Tax-Managed U.S. Small Cap Portfolio		29
T.A. U.S. Core Equity 2 Portfolio		38
Tax-Managed DFA International Value Portfolio		45
T.A. World ex U.S. Core Equity Portfolio		17

E.  Purchases and Sales of Securities:

For the year ended October 31, 2010, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

	Purchases		Sales
Tax-Managed U.S. Targeted Value Portfolio	$	508,320	$	537,381
Tax-Managed U.S. Small Cap Portfolio	$	281,473	$	346,765
T.A. U.S. Core Equity 2 Portfolio		352,343		90,832

49

	Purchases		Sales
Tax-Managed DFA International Value Portfolio		515,803		456,451
T.A. World ex U.S. Core Equity Portfolio		199,901		17,961

There were no purchases or sales of long-term U.S. government 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 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, 2010, primarily attributable to net realized foreign currency gains/losses and net realized gains on securities considered to be “passive foreign investment companies” 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):

	Increase (Decrease) Paid-In Capital	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
Tax-Managed U.S. Marketwide Value Portfolio	—	$    (7)	$     7
Tax Managed U.S. Equity Portfolio	—	(3)	3
Tax-Managed U.S. Targeted Value Portfolio	—	(7)	7
Tax Managed U.S. Small Cap Portfolio	—	—	—
T.A. U.S. Core Equity 2 Portfolio	—	(26)	26
Tax-Managed DFA International Value Portfolio	—	(239)	239
T.A. World ex U.S. Core Equity Portfolio	$24	424	(448)

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gain		Total
Tax-Managed U.S. Marketwide Value Portfolio
2009		$34,714		—		$34,714
2010		21,400		—		21,400
Tax-Managed U.S. Equity Portfolio
2009		25,432		—		25,432
2010		20,546		—		20,546
Tax-Managed U.S. Targeted Value Portfolio
2009		20,085		—		20,085
2010		11,978		—		11,978
Tax-Managed U.S. Small Cap Portfolio
2009		$10,036		—		$10,036

50

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gain	Total
2010	5,779	—		5,779
T.A. U.S. Core Equity 2 Portfolio
2009	18,642	—		18,642
2010	24,397	—		24,397
Tax-Managed DFA International Value Portfolio
2009	45,214	—		45,214
2010	37,438	—		37,438
T.A. World ex U.S. Core Equity Portfolio
2009	10,761	—		10,761
2010	14,786	—		14,786

At October 31, 2010, 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):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
T.A. World ex U.S. Core Equity Portfolio	$25	—		$25

At October 31, 2010, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains	Capital Loss Carryforward		Total Net Distributable Earnings (Accumulated Losses)
Tax-Managed U.S. Marketwide Value Portfolio	$4,082		$(241,851)		$(237,769)
Tax-Managed U.S. Equity Portfolio	3,014		(478,120)		(475,106)
Tax-Managed U.S. Targeted Value Portfolio	1,925		(211,929)		(210,004)
Tax-Managed U.S. Small Cap Portfolio	1,098		(221,256)		(220,158)
T.A. U.S. Core Equity 2 Portfolio	4,344		(35,921)		(31,577)
Tax-Managed DFA International Value Portfolio	5,156		(94,464)		(89,308)
T.A. World ex U.S. Core Equity Portfolio	3,570		(3,529)		41

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, 2010, 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,										Total
	2011		2013		2014		2016		2017
Tax-Managed U.S. Marketwide Value Portfolio		—		—		—	$	73,054	$	168,797	$	241,851
Tax-Managed U.S. Equity Portfolio	$	8,734	$	13,463	$	27,199		142,158		286,566		478,120
Tax-Managed U.S. Targeted Value Portfolio		—		—		—		—		211,929		211,929
Tax-Managed U.S. Small Cap Portfolio		—		—		—		35,969		185,287		221,256
T.A. U.S. Core Equity 2 Portfolio		—		—		—		—	$	35,921	$	35,921
Tax-Managed DFA International Value Portfolio		—		—		—		—		94,464		94,464

51

	Expires on October 31,						Total
	2011	2013	2014	2016	2017
T.A. World ex U.S. Core Equity Portfolio	—	—	—	—		3,529		3,529

During the year ended October 31, 2010, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

Tax-Managed U.S. Marketwide Value Portfolio	$	47,346
Tax-Managed U.S. Equity Portfolio		15,791
Tax Managed U.S. Targeted Value Portfolio		56,995
Tax Managed U.S. Small Cap Portfolio		10,032
T.A. U.S. Core Equity 2 Portfolio		13,898
Tax-Managed DFA International Value Portfolio		70,235
T.A. World ex U.S. Core Equity Portfolio		6,151

Some of the investments held by T.A. World ex U.S. Core Equity Portfolio are in securities considered to be “passive foreign investment companies” for which any unrealized appreciation (depreciation) (mark to market) and/or realized gains (losses) are required to be included in distributable net investment income for federal income tax purposes. At October 31, 2010, the Portfolio had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal tax purposes of $172 (in thousands). For the year ended October 31, 2010, realized gains on the sale of passive foreign investment companies totaling $599 (in thousands) have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes.

At October 31, 2010, 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)
Tax-Managed U.S. Marketwide Value Portfolio		$1,691,010		$413,227		$(207,010)		$206,217
Tax-Managed U.S. Equity Portfolio		906,366		403,690		(23,634)		380,056
Tax-Managed U.S. Targeted Value Portfolio		2,033,401		540,440		(185,390)		355,050
Tax-Managed U.S. Small Cap Portfolio		999,642		368,936		(56,941)		311,995
T.A. U.S. Core Equity 2 Portfolio		1,904,006		418,752		(96,384)		322,368
Tax-Managed DFA International Value Portfolio		1,717,244		313,495		(107,279)		206,216
T.A. World ex U.S. Core Equity Portfolio		816,110		255,648		(41,845)		213,803

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 Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolios’ financial statements. The Portfolios are 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. Each of the Portfolio’s federal tax returns for the prior three years remain subject to examination by the Internal Revenue Service.

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. These instruments and their significant corresponding risks are described below:

52

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 29, 2010.

2.  Foreign Market Risks:  Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the 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 securities 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 fund 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.

3.  Futures Contracts:  The Portfolios 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 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.

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.

At October 31, 2010, the Portfolios had no outstanding futures contracts.

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 are charged interest at rates agreed upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

53

For the year ended October 31, 2010, 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
Tax-Managed U.S. Targeted Value Portfolio	1.98%	$1,569	17	$1	$4,197
Tax-Managed U.S. Small Cap Portfolio	1.94%	3,438	7	1	5,813
T.A. U.S. Core Equity 2 Portfolio	1.99%	4,805	3	1	6,209

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, 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
Tax-Managed DFA International Value Portfolio	0.92%	$1,284	29	$1	$7,924
T.A. World ex U.S. Core Equity Portfolio	0.94%	3,097	8	1	4,718

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

I.  Securities Lending:

As of October 31, 2010, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio received 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 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 their stated investment policies, the Portfolios will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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

54

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 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.  Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L.  Other:

At October 31, 2010, 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.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
Tax-Managed U.S. Marketwide Value Portfolio	3	90%
Tax-Managed U.S. Equity Portfolio	2	75%
Tax-Managed U.S. Targeted Value Portfolio	3	96%
Tax-Managed U.S. Small Cap Portfolio	3	95%
T.A. U.S. Core Equity 2 Portfolio	3	93%
Tax-Managed DFA International Value Portfolio	3	94%
T.A. World ex U.S. Core Equity Portfolio	3	91%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M.  Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The Tax Managed U.S. Marketwide Value Series and all other Tribune shareholders as a group, which includes hundreds of

55

mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The Tax Managed U.S. Marketwide Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to The Tax Managed U.S. Marketwide Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The Tax Managed U.S. Marketwide Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The Tax Managed U.S. Marketwide Value Series’ net asset value at this time. The Tax Managed U.S. Marketwide Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The Tax Managed U.S. Marketwide Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The Tax Managed U.S. Marketwide Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The Tax Managed U.S. Marketwide Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The Tax Managed U.S. Marketwide Value Series will pay or receive, as the case may be, a price based on net asset value of The Tax Managed U.S. Marketwide Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The Tax Managed U.S. Marketwide Value Series as incurred and in a manner similar to any other expense incurred by The Tax Managed U.S. Marketwide Value Series.

56

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 Tax-Managed U.S. Marketwide Value Portfolio, Tax-Managed U.S. Equity Portfolio, Tax-Managed U.S. Targeted Value Portfolio, Tax-Managed U.S. Small Cap Portfolio, T.A. U.S. Core Equity 2 Portfolio, Tax-Managed DFA International Value Portfolio and T.A. World ex U.S. Core Equity Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 by correspondence with the custodians, brokers and transfer agents of the investee funds, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2010

57

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

58

THE DFA INVESTMENT TRUST COMPANY

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell^® 1000 Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010
Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010
Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S. Large Company Portfolio. 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.

59

Domestic Equity Series’ Performance Overview

The Tax-Managed U.S. Marketwide Value Series

The Tax-Managed U.S. Marketwide Value Series seeks to capture the returns of U.S. value stocks. The Series 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, 2010, the Series held 1,206 stocks and was mostly invested in equities throughout the year: the average 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 the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 20.38% for the Series and 16.41% for the Russell 3000^® Value Index. Relative to the Index, the Series’ higher concentration in securities with the most prominent value characteristics and somewhat greater exposure to small cap securities drove outperformance. The Series is more inclusive than the Index across the market capitalization segments in the micro cap range. This greater exposure to micro cap stocks and the composition of those stocks contributed to the Series’ outperformance. Overall, the Series holds nearly 800 fewer securities and therefore composition effects between the Series and the Index are common. During this period the composition effects contributed to outperformance. The Series’ exclusion of REITs had a negative impact of approximately 0.8% relative to the Index as REITs was the best-performing sector over the period.

The Tax-Managed U.S. Equity Series

The Tax-Managed U.S. Equity Series seeks to capture the returns associated with the broad universe of U.S. stocks. The Series 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 the U.S. equity universe, but does not attempt to track closely a specific equity index. As of October 31, 2010, the Series held 2,659 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 18.29% for the Series, 18.34% for the Russell 3000^® Index and 19.04% for the Dow Jones US Total Stock Market Index^SM (Full Cap). Relative to the Russell 3000^® Index, underperformance by the Series was attributable to small differences in allocations across the market capitalization segments. The Series’ exclusion of REITs had a negative impact of approximately 0.4% relative to the Index as REITs was the best-performing sector over the period.

As of January 4, 2010, the Russell 3000^® Index was selected to replace the Dow Jones US Total Stock Market Index^SM as the appropriate benchmark for the Series.

60

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*	Expenses Paid During Period*
The Tax-Managed U.S. Marketwide Value Series
Actual Fund Return	$	1,000.00	$	973.60	0.21%	$1.04
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.15	0.21%	$1.07
The Tax-Managed U.S. Equity Series
Actual Fund Return	$	1,000.00	$	1,009.00	0.07%	$0.35
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.85	0.07%	$0.36

* 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.

61

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, 2010. 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 EQUITY PORTFOLIOS

The Tax-Managed U.S. Marketwide Value Series		The Tax-Managed U.S. Equity Series
Consumer Discretionary	20.0%	Consumer Discretionary	12.1%
Consumer Staples	7.3%	Consumer Staples	10.2%
Energy	15.2%	Energy	10.5%
Financials	22.0%	Financials	12.9%
Health Care	5.9%	Health Care	11.7%
Industrials	14.0%	Industrials	11.7%
Information Technology	5.5%	Information Technology	19.7%
Materials	3.5%	Materials	4.4%
Other	—	Other	—
Telecommunication Services	5.2%	Telecommunication Services	2.9%
Utilities	1.4%	Utilities	3.9%
	100.0%		100.0%

62

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage    of Net Assets**
COMMON STOCKS — (95.5%)
Consumer Discretionary — (19.1%)
*Carnival Corp.		695,842	$	30,039,499		1.1%
CBS Corp. Class B		955,791		16,181,542		0.6%
*Comcast Corp. Class A		3,570,978		73,490,727		2.7%
Comcast Corp. Special Class A		1,432,185		27,684,136		1.0%
*Liberty Media Corp. Capital Class A		217,289		12,502,809		0.5%
*Liberty Media Corp. Interactive Class A		882,463		13,025,154		0.5%
*News Corp. Class A		2,360,850		34,137,891		1.3%
News Corp. Class B		937,272		15,071,334		0.6%
#*Royal Caribbean Cruises, Ltd.		322,500		12,751,650		0.5%
*Time Warner Cable, Inc.		693,942		40,158,424		1.5%
*Time Warner, Inc.		1,534,860		49,898,299		1.9%
Walt Disney Co. (The)		1,066,209		38,500,807		1.4%
Other Securities				167,930,087		6.3%
Total Consumer Discretionary				531,372,359		19.9%
Consumer Staples — (7.0%)
*Archer-Daniels-Midland Co.		759,376		25,302,408		0.9%
*CVS Caremark Corp.		1,510,745		45,503,639		1.7%
Kraft Foods, Inc.		1,821,573		58,782,161		2.2%
Other Securities				64,140,512		2.4%
Total Consumer Staples				193,728,720		7.2%
Energy — (14.5%)
*Anadarko Petroleum Corp.		845,068		52,030,837		2.0%
Chesapeake Energy Corp.		818,200		17,754,940		0.7%
*ConocoPhillips		1,766,829		104,949,643		3.9%
Hess Corp.		378,130		23,833,534		0.9%
*Marathon Oil Corp.		867,037		30,840,506		1.2%
National-Oilwell, Inc.		468,812		25,203,333		0.9%
Other Securities				150,451,534		5.6%
Total Energy				405,064,327		15.2%
Financials — (21.0%)
*Bank of America Corp.		7,159,212		81,901,385		3.1%
*Capital One Financial Corp.		571,140		21,286,388		0.8%
*Citigroup, Inc.		9,322,022		38,872,832		1.4%
CME Group, Inc.		82,877		24,005,323		0.9%
*JPMorgan Chase & Co.		494,504		18,608,186		0.7%
*Loews Corp.		680,172		26,853,191		1.0%
*MetLife, Inc.		1,000,002		40,330,081		1.5%
*Prudential Financial, Inc.		501,027		26,344,000		1.0%
*SunTrust Banks, Inc.		594,272		14,868,685		0.6%
Travelers Cos., Inc. (The)		450,950		24,892,440		0.9%
Other Securities				266,175,210		10.0%
Total Financials				584,137,721		21.9%
Health Care — (5.6%)
*Aetna, Inc.		503,313		15,028,926		0.6%
*Humana, Inc.		236,814		13,803,888		0.5%
*Thermo Fisher Scientific, Inc.		499,520		25,685,318		0.9%
*WellPoint, Inc.		501,340		27,242,816		1.0%
Other Securities				73,829,363		2.8%
Total Health Care				155,590,311		5.8%
Industrials — (13.4%)
*CSX Corp.		562,627		34,573,429		1.3%

63

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares		Value†		Percentage    of Net Assets**
Industrials — (Continued)
FedEx Corp.		164,882	$	14,463,449		0.5%
General Electric Co.		3,570,080		57,192,682		2.1%
*Norfolk Southern Corp.		545,229		33,526,131		1.3%
*Northrop Grumman Corp.		328,338		20,754,245		0.8%
*Southwest Airlines Co.		1,077,730		14,829,565		0.5%
*Union Pacific Corp.		660,982		57,954,902		2.2%
Other Securities				139,185,749		5.2%
Total Industrials				372,480,152		13.9%
Information Technology — (5.3%)
*Motorola, Inc.		1,624,811		13,242,210		0.5%
Xerox Corp.		1,791,473		20,960,234		0.8%
Other Securities				113,277,262		4.2%
Total Information Technology				147,479,706		5.5%
Materials — (3.3%)
*Alcoa, Inc.		1,145,369		15,038,695		0.5%
Dow Chemical Co. (The)		515,627		15,896,780		0.6%
*International Paper Co.		493,615		12,478,587		0.5%
Other Securities				49,854,798		1.9%
Total Materials				93,268,860		3.5%
Other — (0.0%)
Other Securities				54		0.0%
Telecommunication Services — (5.0%)
*AT&T, Inc.		4,065,906		115,878,321		4.3%
*Sprint Nextel Corp.		3,820,377		15,739,953		0.6%
Other Securities				7,038,681		0.3%
Total Telecommunication Services				138,656,955		5.2%
Utilities — (1.3%)
*Public Service Enterprise Group, Inc.		655,441		21,203,516		0.8%
Other Securities				15,049,649		0.6%
Total Utilities				36,253,165		1.4%
TOTAL COMMON STOCKS				2,658,032,330		99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—		0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio — Institutional Shares		9,057,730		9,057,730		0.3%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (4.2%)
§@DFA Short Term Investment Fund		115,534,176		115,534,176		4.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $541,436 FNMA 3.500%, 10/01/20, valued at $566,452) to be repurchased at $549,963		$550		549,952		0.0%
TOTAL SECURITIES LENDING COLLATERAL				116,084,128		4.4%

64

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Value†		Percentage   of Net Assets
TOTAL INVESTMENTS — (100.0%) (Cost $2,486,204,226)	$	2,783,174,188		104.2%

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	531,372,359		—		—	$	531,372,359
Consumer Staples		193,728,720		—		—		193,728,720
Energy		405,064,327		—		—		405,064,327
Financials		584,137,721		—		—		584,137,721
Health Care		155,590,311		—		—		155,590,311
Industrials		372,480,152		—		—		372,480,152
Information Technology		147,479,706		—		—		147,479,706
Materials		93,268,860		—		—		93,268,860
Other		—	$	54		—		54
Telecommunication Services		138,656,955		—		—		138,656,955
Utilities		36,253,165		—		—		36,253,165
Rights/Warrants		—		—		—		—
Temporary Cash Investments		9,057,730		—		—		9,057,730
Securities Lending Collateral		—		116,084,128		—		116,084,128
TOTAL	$	2,667,090,006	$	116,084,182		—	$	2,783,174,188

See accompanying Notes to Financial Statements.

65

THE TAX-MANAGED U.S. EQUITY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage    of Net Assets**
COMMON STOCKS — (94.0%)
Consumer Discretionary — (11.3%)
*Amazon.com, Inc.		36,900	$	6,093,666		0.5%
#*Ford Motor Co.		324,140		4,580,098		0.3%
#*Home Depot, Inc.		168,342		5,198,401		0.4%
*McDonald’s Corp.		109,625		8,525,536		0.7%
Walt Disney Co. (The)		196,592		7,098,937		0.5%
Other Securities				123,109,599		9.6%
Total Consumer Discretionary				154,606,237		12.0%
Consumer Staples — (9.6%)
Altria Group, Inc.		213,900		5,437,338		0.4%
Coca-Cola Co. (The)		218,236		13,382,232		1.1%
Kraft Foods, Inc.		171,372		5,530,174		0.4%
*PepsiCo, Inc.		160,129		10,456,424		0.8%
Philip Morris International, Inc.		177,143		10,362,866		0.8%
*Procter & Gamble Co. (The)		296,827		18,869,292		1.5%
*Wal-Mart Stores, Inc.		214,602		11,624,990		0.9%
Other Securities				55,344,996		4.3%
Total Consumer Staples				131,008,312		10.2%
Energy — (9.9%)
*Chevron Corp.		203,714		16,828,814		1.3%
*ConocoPhillips		149,755		8,895,447		0.7%
*Exxon Mobil Corp.		519,047		34,501,054		2.7%
Occidental Petroleum Corp.		83,088		6,533,209		0.5%
*Schlumberger, Ltd.		121,266		8,475,281		0.7%
Other Securities				59,263,612		4.6%
Total Energy				134,497,417		10.5%
Financials — (12.1%)
*American Express Co.		111,405		4,618,851		0.4%
*Bank of America Corp.		924,879		10,580,616		0.8%
*Berkshire Hathaway, Inc.		62,164		4,945,768		0.4%
*Citigroup, Inc.		1,913,088		7,977,577		0.6%
*Goldman Sachs Group, Inc. (The)		50,300		8,095,785		0.6%
*JPMorgan Chase & Co.		406,172		15,284,252		1.2%
U.S. Bancorp.		203,215		4,913,739		0.4%
*Wells Fargo & Co.		508,428		13,259,802		1.0%
Other Securities				95,372,044		7.4%
Total Financials				165,048,434		12.8%
Health Care — (11.0%)
*Abbott Laboratories		153,600		7,882,752		0.6%
*Amgen, Inc.		98,171		5,614,400		0.4%
Bristol-Myers Squibb Co.		165,250		4,445,225		0.3%
*Johnson & Johnson		274,184		17,457,295		1.4%
Merck & Co., Inc.		318,253		11,546,219		0.9%
*Pfizer, Inc.		823,503		14,328,952		1.1%
Other Securities				88,119,931		6.9%
Total Health Care				149,394,774		11.6%
Industrials — (11.0%)
*3M Co.		66,923		5,636,255		0.4%
*Boeing Co. (The)		65,850		4,651,644		0.4%
*Caterpillar, Inc.		64,509		5,070,407		0.4%
General Electric Co.		1,093,771		17,522,211		1.4%
*Union Pacific Corp.		51,000		4,471,680		0.3%

66

THE TAX-MANAGED U.S. EQUITY SERIES

CONTINUED

	Shares		Value†		Percentage    of Net Assets**
Industrials — (Continued)
*United Parcel Service, Inc.		74,250	$	4,999,995		0.4%
*United Technologies Corp.		89,870		6,719,580		0.5%
Other Securities				100,586,224		7.8%
Total Industrials				149,657,996		11.6%
Information Technology — (18.5%)
*Apple, Inc.		94,060		28,299,832		2.2%
*Cisco Sytems, Inc.		553,000		12,624,990		1.0%
*EMC Corp.		209,363		4,398,717		0.3%
*Google, Inc.		23,437		14,366,647		1.1%
Hewlett-Packard Co.		231,000		9,715,860		0.8%
*Intel Corp.		567,470		11,389,123		0.9%
*International Business Machines Corp.		124,703		17,907,351		1.4%
*Microsoft Corp.		767,007		20,433,066		1.6%
*Oracle Corp.		402,316		11,828,090		0.9%
*QUALCOMM, Inc.		162,070		7,314,219		0.6%
Other Securities				113,682,689		8.8%
Total Information Technology				251,960,584		19.6%
Materials — (4.2%)
Other Securities				57,032,534		4.4%
Other — (0.0%)
Other Securities				6		0.0%
Telecommunication Services — (2.8%)
*AT&T, Inc.		583,080		16,617,780		1.3%
*Verizon Communications, Inc.		289,775		9,408,994		0.7%
Other Securities				11,638,562		0.9%
Total Telecommunication Services				37,665,336		2.9%
Utilities — (3.6%)
Other Securities				49,419,103		3.9%
TOTAL COMMON STOCKS				1,280,290,733		99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				5,354		0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		6,782,405		6,782,405		0.5%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (5.5%)
§@DFA Short Term Investment Fund		74,215,068		74,215,068		5.8%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $347,800 FNMA 3.500%, 10/01/20, valued at $363,869) to be repurchased at $353,277		$353		353,270		0.0%
TOTAL SECURITIES LENDING COLLATERAL				74,568,338		5.8%
TOTAL INVESTMENTS — (100.0%) (Cost $981,128,010)			$	1,361,646,830		105.8%

67

THE TAX-MANAGED U.S. EQUITY SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	154,606,237		—		—	$	154,606,237
Consumer Staples		131,008,312		—		—		131,008,312
Energy		134,497,417		—		—		134,497,417
Financials		165,048,434		—		—		165,048,434
Health Care		149,385,314	$	9,460		—		149,394,774
Industrials		149,657,996		—		—		149,657,996
Information Technology		251,960,584		—		—		251,960,584
Materials		57,032,534		—		—		57,032,534
Other		—		6		—		6
Telecommunication Services		37,665,336		—		—		37,665,336
Utilities		49,419,103		—		—		49,419,103
Rights/Warrants		5,354		—		—		5,354
Temporary Cash Investments		6,782,405		—		—		6,782,405
Securities Lending Collateral		—		74,568,338		—		74,568,338
TOTAL	$	1,287,069,026	$	74,577,804		—	$	1,361,646,830

See accompanying Notes to Financial Statements.

68

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(Amounts in thousands)

	The Tax-Managed U.S. Marketwide Value Series		The Tax-Managed U.S. Equity Series
ASSETS:
Investments at Value (including $110,889 and $71,829 of securities on loan, respectively)	$	2,658,032	$	1,280,296
Temporary Cash Investments at Value & Cost		9,058		6,783
Collateral Received from Securities on Loan at Value & Cost		116,084		74,568
Receivables:
Investment Securities Sold		12,390		48
Dividends and Interest		3,096		1,329
Securities Lending Income		139		27
Fund Shares Sold		1,068		188
Total Assets		2,799,867		1,363,239
LIABILITIES:
Payables:
Upon Return of Securities Loaned		116,084		74,568
Investment Securities Purchased		12,546		2,129
Due to Advisor		439		53
Accrued Expenses and Other Liabilities		125		66
Total Liabilities		129,194		76,816
NET ASSETS	$	2,670,673	$	1,286,423
Investments at Cost	$	2,361,062	$	899,777

See accompanying Notes to Financial Statements.

69

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	The Tax-Managed U.S. Marketwide Value Series		The Tax-Managed U.S. Equity Series
Investment Income
Dividends	$	39,390	$	23,049
Interest		13		6
Income from Securities Lending		1,354		397
Total Investment Income		40,757		23,452
Expenses
Investment Advisory Services Fees		5,042		612
Accounting & Transfer Agent Fees		265		139
Custodian Fees		46		29
Shareholders’ Reports		10		5
Directors’/Trustees’ Fees & Expenses		24		11
Professional Fees		50		24
Other		27		16
Total Expenses		5,464		836
Net Investment Income (Loss)		35,293		22,616
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		76,239		15,808
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		353,972		166,588
Net Realized and Unrealized Gain (Loss)		430,211		182,396
Net Increase (Decrease) in Net Assets Resulting from Operations	$	465,504	$	205,012

See accompanying Notes to Financial Statements.

70

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	The Tax-Managed U.S. Marketwide Value Series						The Tax-Managed U.S. Equity Series
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	35,293		$	43,009		$	22,616		$	24,487
Net Realized Gain (Loss) on:
Investment Securities Sold		76,239			(224,739	)		15,808			(289,047	)
Futures		—			2,063			—			2,732
Change in Unrealized Appreciation
(Depreciation) of:
Investment Securities		353,972			417,983			166,588			328,914
Futures		—			(16	)		—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		465,504			238,300			205,012			67,086
Transactions in Interest:
Contributions		111,014			347,943			49,823			111,879
Withdrawals		(195,772	)		(487,040	)		(110,005	)		(305,880	)
Net Increase (Decrease) from Transactions in Interest		(84,758	)		(139,097	)		(60,182	)		(194,001	)
Total Increase (Decrease) in Net Assets		380,746			99,203			144,830			(126,915	)
Net Assets
Beginning of Period		2,289,927			2,190,724			1,141,593			1,268,508
End of Period	$	2,670,673		$	2,289,927		$	1,286,423		$	1,141,593

See accompanying Notes to Financial Statements.

71

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The Tax-Managed U.S. Marketwide Value Series																		The Tax-Managed U.S. Equity Series
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Total Return		20.38	%		12.76	%		(37.44	)%(C)		0.67	%		17.70	%		16.44	%		18.29	%		8.56	%		(32.28	)%(C)		7.38	%		13.06	%		10.15	%
Net Assets, End of Period (thousands)	$	2,670,673		$	2,289,927		$	2,190,724		$	3,858,580		$	3,521,559		$	2,476,387		$	1,286,423		$	1,141,593		$	1,268,508		$	1,824,033		$	1,487,786		$	999,348
Ratio of Expenses to Average Net Assets		0.22	%		0.23	%		0.22	%(B)		0.22	%		0.22	%		0.24	%		0.07	%		0.09	%		0.07	%(B)		0.07	%		0.07	%		0.09	%
Ratio of Net Investment Income to Average Net Assets		1.40	%		2.23	%		2.09	%(B)		1.61	%		1.63	%		1.52	%		1.85	%		2.37	%		1.91	%(B)		1.74	%		1.71	%		1.51	%
Portfolio Turnover Rate		25	%		28	%		40	%(C)		21	%		21	%		12	%		7	%		27	%		13	%(C)		6	%		21	%		10	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

72

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 The Tax-Managed U.S. Marketwide Value Series and The Tax-Managed U.S. Equity Series (the “Series”) are presented in this section of the 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:    The Series 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 Series’ own assumptions in determining the fair value of investments)

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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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. These valuations are generally categorized as Level 1 in the hierarchy.

73

A summary of the inputs used to value the Series’ investments 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.

The Series did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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.

Each Trustee has the option to receive their distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Trustee shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board of the Fund (unless the Trustee files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Trustees have requested or received a distribution of proceeds of a deferred fee account.

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 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 debt 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, 2010, 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 Tax-Managed U.S. Marketwide Value Series	0.20	%
The Tax-Managed U.S. Equity Series	0.05	%

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, 2010, the total related amounts paid to the CCO by the Trust were $68 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statement of Operations.

74

D.  Deferred Compensation:

At October 31, 2010, 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 Tax-Managed U.S. Marketwide Value Series	$	65
The Tax-Managed U.S. Equity Series		34

E.  Purchases and Sales of Securities:

For the year ended October 31, 2010, 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 Tax-Managed U.S. Marketwide Value Series	$	615,740	$	668,897
The Tax-Managed U.S. Equity Series		83,303		124,365

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

F.  Federal Income Taxes:

The Tax-Managed U.S. Marketwide Value Series and The Tax-Managed U.S. Equity Series are treated as partnerships for federal income tax purposes and therefore, no provision for federal income taxes is required. 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, 2010, 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 Tax-Managed U.S. Marketwide Value Series	$	2,486,958		$567,002		$(270,786)		$296,216
The Tax-Managed U.S. Equity Series		981,588		403,673		(23,614)		380,059

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 position and has concluded that no provision for income tax is required in any Series’ financial statements. No Series is 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. Each of the Series’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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

75

(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 29, 2010.

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 Statements of Operations and the realized and change in unrealized gain or loss over the reporting period.

At October 31, 2010, the Series had no outstanding futures contracts.

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 rates agreed upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, 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 Tax-Managed U.S. Marketwide Value Series		1.98%		$8,028	12	$5		$23,352
The Tax-Managed U.S. Equity Series		1.97%		2,701	14	2		5,601

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

76

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, 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 Tax-Managed U.S. Equity Series	0.93%	$2,420	10	$1	$7,895

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

I.  Securities Lending:

As of October 31, 2010, the Series had securities on loan to brokers/dealers, for which each Series received 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 their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Each Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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.

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.

77

K.  Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L.  Other

The Series are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M.  Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The Tax Managed U.S. Marketwide Value Series and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The Tax Managed U.S. Marketwide Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to The Tax Managed U.S. Marketwide Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The Tax Managed U.S. Marketwide Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The Tax Managed U.S. Marketwide Value Series’ net asset value at this time. The Tax Managed U.S. Marketwide Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The Tax Managed U.S. Marketwide Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The Tax Managed U.S. Marketwide Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The Tax Managed U.S. Marketwide Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The Tax Managed U.S. Marketwide Value Series will pay or receive, as the case may be, a price based on net asset value of The Tax Managed U.S. Marketwide Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The Tax Managed U.S. Marketwide Value Series as incurred and in a manner similar to any other expense incurred by The Tax Managed U.S. Marketwide Value Series.

78

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 Tax-Managed U.S. Marketwide Value Series and The Tax-Managed U.S. Equity Series (constituting portfolios within The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2010, 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, 2010 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 22, 2010

79

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

80

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
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: 71	DFAITC -since 1993 DFAIDG -since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC -since 1993 DFAIDG -since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC -since 1993 DFAIDG -since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC -since 2000 DFAIDG -since 2000 DIG - since 2000 DEM - since 2000	86 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).

81

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC -since 1993 DFAIDG -since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC -since 2009 DFAIDG -since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

82

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

83

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

84

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

85

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since January 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

86

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

87

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.

88

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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 Portfolios 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	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)
Tax-Managed U.S. Marketwide Value Portfolio		100%	—	—		100%		100%		100%		—			—			100%		100%
Tax-Managed U.S. Equity Portfolio		100%	—	—		100%		100%		100%		—			—			100%		100%
Tax-Managed U.S. Targeted Value Portfolio		100%	—	—		100%		100%		100%		—			—			100%		100%
Tax-Managed U.S. Small Cap Portfolio		100%	—	—		100%		100%		100%		—			—			100%		100%
T.A. U.S. Core Equity 2 Portfolio		100%	—	—		100%		100%		100%		—			—			100%		100%
Tax-Managed DFA International Value Portfolio		100%	—	—		100%		100%		100%		8	%		136	%		100%		100%
T.A. World ex U.S. Core Equity Portfolio		100%	—	—		100%		100%		100%		8	%		142	%		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, an is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income 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 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).

89

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-002A

ANNUAL REPORT

year ended: October 31, 2010

Dimensional Investment Group Inc.

LWAS/DFA U.S. High Book to Market Portfolio

LWAS/DFA Two-Year Fixed Income Portfolio

LWAS/DFA Two-Year Government Portfolio

DFA Investment Dimensions Group Inc.

LWAS/DFA International High Book to Market Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-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 U.S. High Book to Market Portfolio		8
LWAS/DFA Two-Year Fixed Income Portfolio		9
LWAS/DFA Two-Year Government Portfolio		11
Statements of Assets and Liabilities		12
Statements of Operations		14
Statements of Changes in Net Assets		15
Financial Highlights		16
Notes to Financial Statements		18
Report of Independent Registered Public Accounting Firm		25
DFA Investment Dimensions Group Inc. - LWAS/DFA International High Book to Market Portfolio
Performance Chart		26
Management’s Discussion and Analysis		27
Disclosure of Fund Expenses		29
Disclosure of Portfolio Holdings		30
Schedule of Investments		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
The DFA Investment Trust Company
Performance Charts		42
Management’s Discussion and Analysis		43
Disclosure of Fund Expenses		46
Disclosure of Portfolio Holdings		47
Schedules of Investments/Summary Schedules of Portfolio Holdings
The U.S. Large Cap Value Series		48
The DFA International Value Series		51
Statements of Assets and Liabilities		55
Statements of Operations		56
Statements of Changes in Net Assets		57
Financial Highlights		58
Notes to Financial Statements		59
Report of Independent Registered Public Accounting Firm		67
Fund Management		68
Voting Proxies on Fund Portfolio Securities		76
Notice to Shareholders		77

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

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.
§	Affiliated Fund.
##	Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value
	allocated to this Series as a part of this facility.

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 Funds.

All Statements, Schedules and Notes to Financial Statements

—	Amounts designated as — are either zero or rounded to zero.
REIT	Real Estate Investment Trust
RIC	Registered Investment Company
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHARTS

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34% . Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35% . 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S.

3

Large Company Portfolio. 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 closely track a specific equity index. As of October 31, 2010, the Master Fund about 211 stocks and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2010, total returns were 19.71% for the Portfolio and 15.72% for the Russell 1000 Value^® Index. Relative to the Index, the Master Fund’s higher concentration in securities with the most prominent value characteristics and composition differences among the Master Fund’s value stocks added approximately 4.2% to the relative performance. Differences in allocation and composition between the Master Fund and the Index across the market capitalization segments contributed to the outperformance, particularly the Master Fund’s smaller allocation to the largest stocks and the composition of those stocks which added approximately 2.9% to the relative performance. The Master Fund’s exclusion of REITs had a negative impact of approximately 0.7% relative to the Index as REITs was the best-performing sector over the period.

Fixed Income Market Review 12 Months Ended October 31, 2010

U.S. and international credit markets experienced relatively high levels of volatility during the fiscal year ended October 31, 2010. Investor appetite for credit risk was reasonably strong through most of the year, and credit spreads narrowed versus the previous fiscal period. Over the course of the year, the U.S. Federal Reserve maintained the target federal funds rate between 0.00% and 0.25% and continued to add liquidity into the financial system. Meanwhile, several major central banks around the world took similar actions to aid credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, finished the fiscal year unchanged at 0.28%, while the yield on 10-year U.S. Treasury notes declined 78 basis points. The U.S. yield curve remained upwardly sloped throughout the year.

	10/31/10		10/31/09		Change
Three-Month LIBOR (yield)		0.28%		0.28%		0.00%
Ten-Year U.S. Treasury Notes (yield)		2.61%		3.39%		-0.78%

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, 2010, total returns were 0.12% for three-month U.S. Treasury bills, 9.21% for five-year U.S. Treasury notes, and 11.68% for 30-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

4

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 expected 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. and U.K.

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 (yields) 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 and justified. Average maturity of the Portfolio increased to 1.71 years on October 31, 2010, from 1.47 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 1.89% for the LWAS/DFA Two-Year Fixed Income Portfolio and 3.18% for the BofA Merrill Lynch 1-3 Year US Corporate & Government Index. 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 AAA 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. Additionally, the Portfolio’s performance was negatively affected by slightly lower duration versus the Index during the period of falling interest rates.

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 (yields) 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 and justified. Average maturity of the Portfolio increased to 1.71 years on October 31, 2010, from 1.47 years on October 31, 2009.

For the 12 months ended October 31, 2010, total returns were 1.98% for the LWAS/DFA Two-Year Government Portfolio and 2.56% for the BofA Merrill Lynch 1-3 Year US Treasury & Agency Index*. Structural differences between the Portfolio and Index were the primary reason for the Portfolio’s relative underperformance. Although the duration of the Portfolio was only slightly lower than that of the Index, the Portfolio underperformed the benchmark due to its inability to purchase securities with greater than 2 years to maturity. The Index had a 39.2% allocation to securities with 2-3 years maturities, which significantly outperformed shorter securities during the period of falling interest rates.

*Previously called BofA Merrill Lynch US Government Bond Index 1.

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, 2010
	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
LWAS/DFA U.S. High Book to Market Portfolio**
Actual Fund Return		$1,000.00		$   974.20		0.34%		$1.69
Hypothetical 5% Annual Return		$1,000.00		$1,023.49		0.34%		$1.73
LWAS/DFA Two-Year Fixed Income Portfolio
Actual Fund Return		$1,000.00		$1,013.10		0.30%		$1.52
Hypothetical 5% Annual Return		$1,000.00		$1,023.69		0.30%		$1.53
LWAS/DFA Two-Year Government Portfolio
Actual Fund Return		$1,000.00		$1,013.70		0.28%		$1.42
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 (Affiliated Investment Company).

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, 2010. 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	22.5%
Government	52.5%
Foreign Government	20.0%
Supranational	5.0%
Total	100.0%

LWAS/DFA Two-Year Government Portfolio
Government	100.0%
Total	100.0%

7

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2010

LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	67,322,788
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $51,744,095)	$	67,322,788

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	67,322,788	—	—	$	67,322,788

See accompanying Notes to Financial Statements.

8

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (65.8%)
Federal Farm Credit Bank
0.950%, 03/05/12	$	500	$	504,095
2.125%, 06/18/12		1,200		1,234,019
Federal Home Loan Bank
1.125%, 03/09/12		500		505,349
2.250%, 04/13/12		5,900		6,062,439
1.125%, 05/18/12		2,800		2,833,180
1.375%, 06/08/12		2,800		2,845,231
1.875%, 06/20/12		400		409,829
0.875%, 08/22/12		6,800		6,859,629
1.750%, 08/22/12		6,100		6,249,578
4.625%, 10/10/12		1,200		1,299,329
Federal Home Loan Mortgage Corporation
4.750%, 03/05/12		2,500		2,648,030
2.125%, 03/23/12		1,800		1,844,203
1.125%, 04/25/12		4,500		4,551,638
1.125%, 07/27/12		600		607,904
5.500%, 08/20/12		1,650		1,801,204
Federal National Mortgage Association
5.000%, 02/16/12		400		423,862
1.000%, 04/04/12		5,200		5,248,610
1.875%, 04/20/12		2,200		2,249,225
4.875%, 05/18/12		1,000		1,069,625
1.125%, 07/30/12		6,000		6,076,668
4.375%, 09/15/12		2,800		3,006,783
TOTAL AGENCY OBLIGATIONS				58,330,430
BONDS — (33.8%)
Citigroup, Inc.
1.250%, 09/22/11		400		403,471
1.250%, 11/15/11		1,600		1,614,755
Eksportfinans ASA
5.000%, 02/14/12		2,200		2,324,502
European Investment Bank
3.250%, 10/14/11		2,000		2,054,316
Export Development Canada
2.375%, 03/19/12		2,000		2,053,710
General Electric Capital Corp.
3.500%, 08/13/12		2,000		2,082,400
Goldman Sachs Group, Inc. (The)
3.250%, 06/15/12		1,900		1,987,544
HSBC USA, Inc.
3.125%, 12/16/11		2,100		2,165,241

	Face Amount		Value†
	(000)
International Bank for Reconstruction & Development
0.800%, 07/13/12	$	2,000	$	2,014,400
Japan Finance Corp.
2.000%, 06/24/11		1,000		1,009,718
1.500%, 07/06/12		1,000		1,012,020
JPMorgan Chase & Co.
2.125%, 06/22/12		2,200		2,261,428
Kreditanstalt fuer Wiederaufbau
1.250%, 06/15/12		1,800		1,823,517
Morgan Stanley
2.250%, 03/13/12		500		512,502
1.950%, 06/20/12		1,400		1,435,462
Oesterreichische Kontrollbank AG
4.750%, 11/08/11		2,000		2,086,104
Ontario, Province of Canada
2.625%, 01/20/12		1,000		1,027,185
4.950%, 06/01/12		1,000		1,070,041
Wachovia Corp.
5.300%, 10/15/11		1,000		1,045,002
TOTAL BONDS				29,983,318
	Shares
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		373,156		373,156
TOTAL INVESTMENTS — (100.0%) (Cost $88,014,051)			$	88,686,904

9

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	58,330,430		—	$	58,330,430
Bonds		—		29,983,318		—		29,983,318
Temporary Cash Investments	$	373,156		—		—		373,156
TOTAL	$	373,156	$	88,313,748		—	$	88,686,904

See accompanying Notes to Financial Statements.

10

LWAS/DFA TWO-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (99.6%)
Federal Farm Credit Bank
1.150%, 04/05/12	$	5,000	$	5,056,855
2.125%, 06/18/12		5,800		5,964,424
Federal Home Loan Bank
5.750%, 05/15/12		12,600		13,644,275
1.125%, 05/18/12		20,900		21,147,665
1.375%, 06/08/12		27,400		27,842,620
1.875%, 06/20/12		15,600		15,983,323
4.625%, 08/15/12		1,340		1,441,171
0.875%, 08/22/12		13,800		13,921,012
1.750%, 08/22/12		13,600		13,933,486
2.000%, 09/14/12		20,800		21,421,005
1.625%, 09/26/12		11,600		11,869,224
4.625%, 10/10/12		17,250		18,677,852
Tennessee Valley Authority
6.790%, 05/23/12		1,000		1,098,857
TOTAL AGENCY OBLIGATIONS				172,001,769
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $1,405,000 FNMA 5.50%, 12/01/38, valued at $723,064) to be repurchased at $712,011		712		712,000
TOTAL INVESTMENTS — (100.0%) (Cost $171,750,380)			$	172,713,769

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Agency Obligations		—	$	172,001,769		—	$	172,001,769
Temporary Cash Investments		—		712,000		—		712,000
TOTAL		—	$	172,713,769		—	$	172,713,769

See accompanying Notes to Financial Statements.

11

DIMENSIONAL INVESTMENT GROUP INC.

LWAS/DFA U.S. HIGH BOOK TO MARKET PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(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	$	67,323
Receivables:
Affiliated Investment Company Sold		57
Prepaid Expenses and Other Assets		7
Total Assets		67,387
LIABILITIES:
Payables:
Fund Shares Redeemed		57
Due to Advisor		1
Accrued Expenses and Other Liabilities		15
Total Liabilities		73
NET ASSETS	$	67,314
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		5,843,288
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	11.52
Investment in Affiliated Investment Company at Cost	$	51,745
NET ASSETS CONSIST OF:
Paid-In Capital	$	62,239
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		168
Accumulated Net Realized Gain (Loss)		(10,671	)
Net Unrealized Appreciation (Depreciation)		15,578
NET ASSETS	$	67,314
(1) NUMBER OF SHARES AUTHORIZED		300,000,000

See accompanying Notes to Financial Statements.

12

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(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	$	88,314	$	172,002
Temporary Cash Investments at Value & Cost		373		712
Receivables:
Interest		430		977
Fund Shares Sold		184		81
Prepaid Expenses and Other Assets		8		10
Total Assets		89,309		173,782
LIABILITIES:
Payables:
Fund Shares Redeemed		18		6
Due to Advisor		11		22
Accrued Expenses and Other Liabilities		16		30
Total Liabilities		45		58
NET ASSETS	$	89,264	$	173,724
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		8,814,465		17,250,624
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	10.13	$	10.07
Investments at Cost	$	87,641	$	171,039
NET ASSETS CONSIST OF:
Paid-In Capital	$	88,065	$	170,602
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		95		148
Accumulated Net Realized Gain (Loss)		431		2,011
Net Unrealized Appreciation (Depreciation)		673		963
NET ASSETS	$	89,264	$	173,724
(1) NUMBER OF SHARES AUTHORIZED		300,000,000		300,000,000

See accompanying Notes to Financial Statements.

13

DIMENSIONAL INVESTMENT GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(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		$    1,400			—		—
Interest		—			$    931		$1,542
Income from Securities Lending		33			—		—
Expenses Allocated from Affiliated Investment Company		(78	)		—		—
Total Investment Income		1,355			931		1,542
Expenses
Investment Advisory Services Fees		—			124		230
Administrative Services Fees		7			—		—
Accounting & Transfer Agent Fees		14			29		37
Shareholder Servicing Fees		101			66		123
Filing Fees		19			18		22
Shareholders’ Reports		9			10		19
Directors’/Trustees’ Fees & Expenses		1			1		1
Custodian Fees		—			2		3
Professional Fees		3			3		5
Other		1			4		4
Total Expenses		155			257		444
Net Investment Income (Loss)		1,200			674		1,098
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		5,618			751		2,031
Change in Unrealized Appreciation (Depreciation) of Investment Securities		5,142			128		(17	)
Net Realized and Unrealized Gain (Loss)		10,760			879		2,014
Net Increase (Decrease) in Net Assets Resulting from Operations		$11,960			$1,553		$3,112

* 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.

14

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, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,200		$	1,302		$	674		$	1,426		$	1,098		$	2,266
Net Realized Gain (Loss) on Investment Securities Sold		5,618			(3,229	)		751			823			2,031			2,856
Change in Unrealized Appreciation (Depreciation) of Investment Securities		5,142			8,041			128			967			(17	)		1,507
Net Increase (Decrease) in Net Assets Resulting from Operations		11,960			6,114			1,553			3,216			3,112			6,629
Distributions From:
Net Investment Income		(1,187	)		(1,505	)		(714	)		(1,709	)		(1,184	)		(2,630	)
Net Short-Term Gains		—			—			—			—			(956	)		—
Net Long-Term Gains		—			—			—			—			(1,081	)		—
Total Distributions		(1,187	)		(1,505	)		(714	)		(1,709	)		(3,221	)		(2,630	)
Capital Share Transactions (1):
Shares Issued		4,217			9,566			20,893			23,629			62,949			59,636
Shares Issued in Lieu of Cash Distributions		1,036			1,340			581			1,518			2,132			1,747
Shares Redeemed		(14,639	)		(18,050	)		(10,447	)		(33,321	)		(27,756	)		(62,659	)
Net Increase (Decrease) from Capital Share Transactions		(9,386	)		(7,144	)		11,027			(8,174	)		37,325			(1,276	)
Total Increase (Decrease) in Net Assets		1,387			(2,535	)		11,866			(6,667	)		37,216			2,723
Net Assets
Beginning of Period		65,927			68,462			77,398			84,065			136,508			133,785
End of Period	$	67,314		$	65,927		$	89,264		$	77,398		$	173,724		$	136,508
(1) Shares Issued and Redeemed:
Shares Issued		386			1,238			2,078			2,370			6,294			5,944
Shares Issued in Lieu of Cash Distributions		98			186			58			154			214			175
Shares Redeemed		(1,365	)		(2,271	)		(1,039	)		(3,351	)		(2,777	)		(6,256	)
Net Increase (Decrease) from Shares Issued and Redeemed		(881	)		(847	)		1,097			(827	)		3,731			(137	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	168		$	155		$	95		$	135		$	148		$	234

See accompanying Notes to Financial Statements.

15

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, 2010			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
Net Asset Value, Beginning of Period	$	9.80		$	9.04		$	15.35		$	16.10		$	13.91		$	12.28
Income from Investment Operations
Net Investment Income (Loss)		0.19	(A)		0.18	(A)		0.21	(A)		0.20	(A)		0.23	(A)		0.19
Net Gains (Losses) on Securities (Realized and Unrealized)		1.72			0.79			(5.48	)		(0.26	)		2.23			1.57
Total from Investment Operations		1.91			0.97			(5.27	)		(0.06	)		2.46			1.76
Less Distributions
Net Investment Income		(0.19	)		(0.21	)		(0.21	)		(0.20	)		(0.22	)		(0.13	)
Net Realized Gains		—			—			(0.83	)		(0.49	)		(0.05	)		—
Total Distributions		(0.19	)		(0.21	)		(1.04	)		(0.69	)		(0.27	)		(0.13	)
Net Assets Value, End of Period	$	11.52		$	9.80		$	9.04		$	15.35		$	16.10		$	13.91
Total Return		19.71	%		11.61	%		(36.69	)%(C)		(0.51	)%		17.90	%		14.44	%
Net Assets, End of Period (thousands)	$	67,314		$	65,927		$	68,462		$	119,833		$	124,983		$	103,311
Ratio of Expenses to Average Net Assets (D)		0.35	%		0.38	%		0.33	%(B)		0.32	%		0.32	%		0.34	%
Ratio of Net Investment Income to Average Net Assets		1.78	%		2.20	%		1.72	%(B)		1.20	%		1.54	%		1.43	%

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)

	LWAS/DFA Two-Year Fixed Income Portfolio																		LWAS/DFA Two-Year Government Portfolio
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Net Asset Value, Beginning 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
Income from Investment Operations
Net Investment Income (Loss)		0.08	(A)		0.19	(A)		0.28	(A)		0.49	(A)		0.35	(A)		0.27			0.07	(A)		0.18	(A)		0.24	(A)		0.46	(A)		0.34	(A)		0.26
Net Gains (Losses) on Securities (Realized and Unrealized)		0.11			0.23			(0.04	)		—			0.08			(0.11	)		0.13			0.33			(0.03	)		0.01			0.08			(0.10	)
Total from Investment Operations		0.19			0.42			0.24			0.49			0.43			0.16			0.20			0.51			0.21			0.47			0.42			0.16
Less Distributions
Net Investment Income		(0.09	)		(0.23	)		(0.35	)		(0.48	)		(0.31	)		(0.24	)		(0.08	)		(0.21	)		(0.30	)		(0.45	)		(0.30	)		(0.24	)
Net Realized Gains		—			—			—			—			—			—			(0.15	)		—			—			—			—			—
Total Distributions		(0.09	)		(0.23	)		(0.35	)		(0.48	)		(0.31	)		(0.24	)		(0.23	)		(0.21	)		(0.30	)		(0.45	)		(0.30	)		(0.24	)
Net Asset Value, End of Period	$	10.13		$	10.03		$	9.84		$	9.95		$	9.94		$	9.82		$	10.07		$	10.10		$	9.80		$	9.89		$	9.87		$	9.75
Total Return		1.89	%		4.31	%		2.46	%(C)		5.03	%		4.47	%		1.65	%		1.98	%		5.21	%		2.13	%(C)		4.85	%		4.42	%		1.67	%
Net Assets, End of Period (thousands)	$	89,264		$	77,398		$	84,065		$	96,442		$	86,082		$	80,199		$	173,724		$	136,508		$	133,785		$	110,338		$	72,948		$	68,708
Ratio of Expenses to Average Net Assets		0.31	%		0.34	%		0.31	%(B)		0.31	%		0.31	%		0.36	%		0.29	%		0.31	%		0.30	%(B)		0.31	%		0.32	%		0.37	%
Ratio of Net Investment Income to Average Net Assets		0.82	%		1.92	%		3.04	%(B)		4.94	%		3.57	%		2.72	%		0.72	%		1.76	%		2.69	%(B)		4.66	%		3.45	%		2.67	%
Portfolio Turnover Rate		113	%		77	%		20	%(C)		22	%		15	%		48	%		166	%		112	%		7	%(C)		0	%		29	%		44	%

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

17

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.

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, 2010, 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 Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

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

Ÿ      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)

Debt securities held by LWAS/DFA Two-Year Fixed Income Portfolio and 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. These valuations are generally categorized as Level 2 in the hierarchy. 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

18

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.

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. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios’ investments by each major security 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

3.     Other:    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 the Feeder Fund, 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 two Portfolios, other than the Feeder Fund. For the year ended October 31, 2010, 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:

19

	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%

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, 2010, the total related amounts paid by the Fund to the CCO were $29 (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, 2010, 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, 2010, 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	$	75,173	$	72,693	$	28,668	$	18,960
LWAS/DFA Two-Year Government Portfolio		288,821		251,316		—		—

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, 2010, primarily attributable to the recharacterizations

20

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):

	Increase (Decrease) Undistributed Net Investment Income	Increase (Decrease) Accumulated Net Realized Gains (Losses)
LWAS/DFA U.S. High Book to Market Portfolio	—	—

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 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
2009		$1,505		—		$1,505
2010		1,187		—		1,187
LWAS/DFA Two-Year Fixed Income Portfolio
2009		1,709		—		1,709
2010		714		—		714
LWAS/DFA Two-Year Government Portfolio
2009		2,630		—		2,630
2010		2,140		$1,081		3,221

At October 31, 2010, 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	$  170	—		$(10,671)		$(10,501)
LWAS/DFA Two-Year Fixed Income Portfolio	447	$  81		—		528
LWAS/DFA Two-Year Government Portfolio	2,052	111		—		2,163

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, 2010, 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	—	—	—	—		$10,671		$10,671

21

During the year ended October 31, 2010, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

LWAS/DFA U.S. High Book to Market Portfolio	$	5,618
LWAS/DFA Two-Year Fixed Income Portfolio		320

At October 31, 2010, 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		$  51,744	$16,881	$(1,302)	$15,579
LWAS/DFA Two-Year Fixed Income Portfolio		88,014	631	42	673
LWAS/DFA Two-Year Government Portfolio		171,751	963	—	963

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. 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.

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:   LWAS/DFA Two-Year Fixed Income Portfolio and 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 29, 2010.

22

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011. There were no borrowings by the Portfolios under this line of credit during the year ended October 31, 2010.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

K. Other:

At October 31, 2010, 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	98%
LWAS/DFA Two-Year Fixed Income Portfolio	3	100%
LWAS/DFA Two-Year Government Portfolio	2	93%

23

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

L. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The U.S. Large Cap Value Series and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The U.S. Large Cap Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to The U.S. Large Cap Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The U.S. Large Cap Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The U.S. Large Cap Value Series’ net asset value at this time. The U.S. Large Cap Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The U.S. Large Cap Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The U.S. Large Cap Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The U.S. Large Cap Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The U.S. Large Cap Value Series will pay or receive, as the case may be, a price based on net asset value of The U.S. Large Cap Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The U.S. Large Cap Value Series as incurred and in a manner similar to any other expense incurred by The U.S. Large Cap Value Series.

24

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, 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 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, 2010, 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, 2010 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 22, 2010

25

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHART

26

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61% .

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, 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.

27

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 any specific equity index. As of October 31, 2010, the Master Fund held 528 stocks in 23 developed countries. In general the Master Fund was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2010, total returns were 10.85% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Master Fund’s greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Portfolio’s outperformance is due to differences in valuation timing and methodology between the Master Fund and the Index. The Master Fund prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 pm London time. The Master Fund utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

28

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, 2010
EXPENSE TABLE
	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return		$1,000.00		$1,062.30		0.50%		$2.60
Hypothetical 5% Annual Return		$1,000.00		$1,022.68		0.50%		$2.55

* 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).

29

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, 2010. 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 % 

30

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2010

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company	$	85,907,450
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $64,284,483)	$	85,907,450

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	85,907,450	—	—	$	85,907,450

See accompanying Notes to Financial Statements.

31

DFA INVESTMENT DIMENSIONS GROUP INC.

LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(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	$	85,907
Prepaid Expenses and Other Assets		7
Total Assets		85,914
LIABILITIES:
Payables:
Due to Advisor		1
Accrued Expenses and Other Liabilities		21
Total Liabilities		22
NET ASSETS	$	85,892
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		8,276,191
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	10.38
Investment in Affiliated Investment Company at Cost	$	64,284
NET ASSETS CONSIST OF:
Paid-In Capital	$	58,976
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		233
Accumulated Net Realized Gain (Loss)		5,045
Net Unrealized Foreign Exchange Gain (Loss)		15
Net Unrealized Appreciation (Depreciation)		21,623
NET ASSETS	$	85,892
(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, 2010

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $198)	$	2,195
Interest		1
Income from Securities Lending		109
Expenses Allocated from Affiliated Investment Company		(195	)
Total Investment Income		2,110
Expenses
Administrative Services Fees		8
Accounting & Transfer Agent Fees		14
Shareholder Servicing Fees		157
Filing Fees		18
Shareholders’ Reports		11
Directors’/Trustees’ Fees & Expenses		1
Professional Fees		4
Other		1
Total Expenses		214
Net Investment Income (Loss)		1,896
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		5,051
Foreign Currency Transactions		(4	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,473
Translation of Foreign Currency Denominated Amounts		12
Net Realized and Unrealized Gain (Loss)		6,532
Net Increase (Decrease) in Net Assets Resulting from Operations	$	8,428

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, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,896		$	2,221
Net Realized Gain (Loss) on:
Investment Securities Sold		5,051			504
Futures		—			(2	)
Foreign Currency Transactions		(4	)		54
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		1,473			19,636
Translation of Foreign Currency Denominated Amounts		12			3
Net Increase (Decrease) in Net Assets Resulting from Operations		8,428			22,416
Distributions From:
Net Investment Income		(1,911	)		(2,264	)
Net Short-Term Gains		(509	)		—
Net Long-Term Gains		—			(26,436	)
Total Distributions		(2,420	)		(28,700	)
Capital Share Transactions (1):
Shares Issued		7,805			17,247
Shares Issued in Lieu of Cash Distributions		2,054			25,369
Shares Redeemed		(15,479	)		(35,147	)
Net Increase (Decrease) from Capital Share Transactions		(5,620	)		7,469
Total Increase (Decrease) in Net Assets		388			1,185
Net Assets
Beginning of Period		85,504			84,319
End of Period	$	85,892		$	85,504
(1) Shares Issued and Redeemed:
Shares Issued		805			2,238
Shares Issued in Lieu of Cash Distributions		226			3,560
Shares Redeemed		(1,609	)		(4,341	)
Net Increase (Decrease) from Shares Issued and Redeemed		(578	)		1,457
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	233		$	252

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, 2010			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
Net Asset Value, Beginning of Period	$	9.66		$	11.40		$	24.32		$	21.89		$	17.49		$	15.93
Income from Investment Operations
Net Investment Income (Loss)		0.22	(A)		0.25	(A)		0.66	(A)		0.65	(A)		0.61	(A)		0.48
Net Gains (Losses) on Securities (Realized and Unrealized)		0.79			2.14			(11.36	)		2.98			5.23			1.87
Total from Investment Operations		1.01			2.39			(10.70	)		3.63			5.84			2.35
Less Distributions
Net Investment Income		(0.23	)		(0.27	)		(0.70	)		(0.58	)		(0.63	)		(0.43	)
Net Realized Gains		(0.06	)		(3.86	)		(1.52	)		(0.62	)		(0.81	)		(0.36	)
Total Distributions		(0.29	)		(4.13	)		(2.22	)		(1.20	)		(1.44	)		(0.79	)
Net Asset Value, End of Period	$	10.38		$	9.66		$	11.40		$	24.32		$	21.89		$	17.49
Total Return		10.85	%		34.92	%		(47.99	)%(C)		17.05	%		35.40	%		15.32	%
Net Assets, End of Period (thousands)	$	85,892		$	85,504		$	84,319		$	185,239		$	179,984		$	138,782
Ratio of Expenses to Average Net Assets (D)		0.50	%		0.52	%		0.47	%(B)		0.46	%		0.47	%		0.50	%
Ratio of Net Investment Income to Average Net Assets		2.29	%		2.99	%		3.74	%(B)		2.76	%		3.14	%		2.88	%

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-eight operational portfolios, of which 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, 2010, the Portfolio owned 1% of the Series.

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 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 Portfolio’s investment reflects its proportionate interest in the net assets of the Series. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolio’s investments 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.

The Portfolio did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

36

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, 2010, 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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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, 2010, 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.

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, 2010, the total related amounts paid by the Fund to the CCO were $211 (in thousands). The total related amount paid by the Portfolio is included in Other Expenses on the Statement of Operations.

37

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, 2010, 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)
$(4)	$4

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and  Short-Term Capital Gains	Long-Term Capital Gain		Total
2009	$2,267		$26,433		$28,700
2010	2,420		—		2,420

At October 31, 2010, 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)
$535	$4,749	$5,284

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, 2010, the Portfolio had no capital loss carryforwards available to offset future realized capital gains.

At October 31, 2010, 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)
$64,287	$24,883	$(3,263)	$21,620

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

38

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 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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2010.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB

39

Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

H. Other:

At October 31, 2010, two shareholders held approximately 98% 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.

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

I. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio 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, including the schedule 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 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, 2010, 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, 2010 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2010

41

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHARTS

42

THE DFA INVESTMENT TRUST COMPANY

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34% . Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell^® 1000 Growth Index outperformed those represented by the Rus-sell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35% . 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010

Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010

Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright ^© Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S. Large Company Portfolio. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the

43

“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 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 closely track a specific equity index. As of October 31, 2010, the Series held 211 stocks and was mostly invested in equities throughout the year: the average cash level for the period was less than 1% of the Series’ assets.

For the 12 months ended October 31, 2010, total returns were 19.96% for the Series and 15.72% for the Russell 1000^® Value Index. Relative to the Index, the Series’ higher concentration in securities with the most prominent value characteristics and composition differences among the Series’ value stocks added approximately 4.2% to the relative performance. Differences in allocation and composition between the Series and the Index across the market capitalization segments contributed to the outperformance, particularly the Series’ smaller allocation to the largest stocks and the composition of those stocks which added approximately 2.9% to the relative performance. The Series’ exclusion of REITs had a negative impact of approximately 0.7% relative to the Index as REITs was the best-performing sector over the period.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61% .

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Growth Index		6.38%
MSCI World ex USA Value Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%

44

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Series’ Performance Overview

The DFA International Value Series

The International Value Series seeks to capture the returns of international 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 any specific equity index. As of October 31, 2010, the Series held 528 stocks in 23 developed countries. In general the portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Series’ assets.

For the 12 months ended October 31, 2010, total returns were 11.13% for the Series and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Series’ greater allocation than the Index to these deeper value stocks contributed to relative performance. An additional component of the Series’ outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Series prices foreign exchange rates at the closing of U.S. markets, while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets, while the Index uses local market closing prices.

45

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.

EXPENSE TABLES Six Months Ended October 31, 2010

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
The U.S. Large Cap Value Series
Actual Fund Return		$1,000.00		$   975.20		0.11%		$0.55
Hypothetical 5% Annual Return		$1,000.00		$1,024.65		0.11%		$0.56
The DFA International Value Series
Actual Fund Return		$1,000.00		$1,063.80		0.24%		$1.25
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.

46

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, 2010. 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	18.2%
Consumer Staples	7.8%
Energy	15.5%
Financials	21.4%
Health Care	8.9%
Industrials	14.1%
Information Technology	3.3%
Materials	3.4%
Telecommunication Services	6.2%
Utilities	1.2%
	100.0%

The DFA International Value Series
Consumer Discretionary	15.8%
Consumer Staples	6.0%
Energy	10.1%
Financials	31.6%
Health Care	1.2%
Industrials	10.2%
Information Technology	3.6%
Materials	11.7%
Other	—
Telecommunication Services	7.6%
Utilities	2.2%
	100.0%

47

THE U.S. LARGE CAP VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage of Net Assets**
COMMON STOCKS — (90.0%)
Consumer Discretionary — (16.4%)
#*Carnival Corp.		2,792,987	$	120,573,249		1.4%
CBS Corp. Class B		3,870,469		65,527,040		0.7%
#*Comcast Corp. Class A		11,535,742		237,405,570		2.7%
Comcast Corp. Special Class A		3,843,964		74,303,824		0.8%
#*Liberty Media Corp. Interactive Class A		3,585,265		52,918,511		0.6%
#*News Corp. Class A		8,601,307		124,374,899		1.4%
#News Corp. Class B		3,247,295		52,216,504		0.6%
*Time Warner Cable, Inc.		2,004,056		115,974,721		1.3%
*Time Warner, Inc.		6,251,359		203,231,681		2.3%
#Walt Disney Co. (The)		3,195,385		115,385,352		1.3%
Other Securities				436,691,700		5.0%
Total Consumer Discretionary				1,598,603,051		18.1%
Consumer Staples — (7.0%)
*Archer-Daniels-Midland Co.		2,712,432		90,378,234		1.0%
#*CVS Caremark Corp.		6,345,280		191,119,834		2.2%
#Kraft Foods, Inc.		5,204,766		167,957,799		1.9%
Other Securities				236,916,702		2.7%
Total Consumer Staples				686,372,569		7.8%
Energy — (14.0%)
#*Anadarko Petroleum Corp.		2,760,568		169,968,172		1.9%
#Chesapeake Energy Corp.		3,103,882		67,354,239		0.8%
*Chevron Corp.		999,295		82,551,760		0.9%
#*ConocoPhillips		5,935,876		352,591,034		4.0%
Hess Corp.		1,348,669		85,006,607		1.0%
*Marathon Oil Corp.		3,475,819		123,634,882		1.4%
National-Oilwell, Inc.		1,945,893		104,611,208		1.2%
*Valero Energy Corp.		2,637,648		47,345,782		0.5%
Other Securities				333,750,889		3.8%
Total Energy				1,366,814,573		15.5%
Financials — (19.2%)
*Bank of America Corp.		19,776,300		226,240,872		2.6%
#*Capital One Financial Corp.		2,303,387		85,847,234		1.0%
*Citigroup, Inc.		66,697,025		278,126,594		3.1%
CME Group, Inc.		293,931		85,137,114		1.0%
#*Hartford Financial Services Group, Inc.		1,998,882		47,933,190		0.5%
*Loews Corp.		2,592,160		102,338,477		1.2%
#*MetLife, Inc.		4,397,300		177,343,109		2.0%
*Morgan Stanley		2,707,152		67,326,870		0.8%
#*Prudential Financial, Inc.		2,043,858		107,466,054		1.2%
#*SunTrust Banks, Inc.		2,311,090		57,823,472		0.7%
#Travelers Cos., Inc. (The)		1,196,594		66,051,989		0.7%
Other Securities				576,347,243		6.5%
Total Financials				1,877,982,218		21.3%
Health Care — (8.0%)
*Aetna, Inc.		1,935,699		57,799,972		0.7%
*Pfizer, Inc.		10,541,551		183,422,987		2.1%
*Thermo Fisher Scientific, Inc.		1,915,352		98,487,400		1.1%
#UnitedHealth Group, Inc.		2,647,609		95,446,304		1.1%
*WellPoint, Inc.		2,580,122		140,203,829		1.6%
Other Securities				205,647,709		2.3%
Total Health Care				781,008,201		8.9%

48

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (12.7%)
*CSX Corp.		2,287,204	$	140,548,686		1.6%
General Electric Co.		19,264,818		308,622,384		3.5%
*Norfolk Southern Corp.		2,186,220		134,430,668		1.5%
#*Northrop Grumman Corp.		1,926,678		121,785,316		1.4%
*Southwest Airlines Co.		4,316,432		59,394,104		0.7%
*Union Pacific Corp.		2,835,808		248,643,645		2.8%
Other Securities				224,330,398		2.5%
Total Industrials				1,237,755,201		14.0%
Information Technology — (2.9%)
Other Securities				287,523,914		3.3%
Materials — (3.1%)
#*Alcoa, Inc.		5,082,514		66,733,409		0.7%
*International Paper Co.		2,298,491		58,105,852		0.7%
Other Securities				178,601,082		2.0%
Total Materials				303,440,343		3.4%
Telecommunication Services — (5.6%)
*AT&T, Inc.		11,515,790		328,200,015		3.7%
#*CenturyLink, Inc.		1,178,012		48,746,137		0.6%
*Sprint Nextel Corp.		13,734,331		56,585,444		0.6%
*Verizon Communications, Inc.		2,096,010		68,057,445		0.8%
Other Securities				43,693,274		0.5%
Total Telecommunication Services				545,282,315		6.2%
Utilities — (1.1%)
*Public Service Enterprise Group, Inc.		1,668,763		53,984,483		0.6%
Other Securities				51,447,310		0.6%
Total Utilities				105,431,793		1.2%
TOTAL COMMON STOCKS				8,790,214,178		99.7%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		32,140,674		32,140,674		0.3	%
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (9.7%)
§@DFA Short Term Investment Fund		936,367,625		936,367,625		10.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%, 11/01/10 (Collateralized by $4,388,158 FNMA 3.500%, 10/01/20, valued at $4,590,901) to be repurchased at $4,457,270		$4,457		4,457,185		0.1%
TOTAL SECURITIES LENDING COLLATERAL				940,824,810		10.7%
TOTAL INVESTMENTS — (100.0%) (Cost $7,923,085,138)			$	9,763,179,662		110.7%

49

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 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	$	1,598,603,051		—		—	$	1,598,603,051
Consumer Staples		686,372,569		—		—		686,372,569
Energy		1,366,814,573		—		—		1,366,814,573
Financials		1,877,982,218		—		—		1,877,982,218
Health Care		781,008,201		—		—		781,008,201
Industrials		1,237,755,201		—		—		1,237,755,201
Information Technology		287,523,914		—		—		287,523,914
Materials		303,440,343		—		—		303,440,343
Telecommunication Services		545,282,315		—		—		545,282,315
Utilities		105,431,793		—		—		105,431,793
Temporary Cash Investments		32,140,674		—		—		32,140,674
Securities Lending Collateral		—	$	940,824,810		—		940,824,810
TOTAL	$	8,822,354,852	$	940,824,810		—	$	9,763,179,662

See accompanying Notes to Financial Statements.

50

THE DFA INTERNATIONAL VALUE SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (85.2%)
AUSTRALIA — (5.0%)
Australia & New Zealand Banking Group, Ltd.		2,206,006	$	53,819,204		0.8%
#National Australia Bank, Ltd.		2,107,947		52,758,343		0.8%
Wesfarmers, Ltd.		2,331,991		75,875,057		1.1%
Other Securities				224,889,210		3.2%
TOTAL AUSTRALIA				407,341,814		5.9%
AUSTRIA — (0.4%)
Other Securities				29,957,894		0.4%
BELGIUM — (0.6%)
Other Securities				46,661,837		0.7%
CANADA — (9.6%)
#Encana Corp		2,051,015		57,936,800		0.9%
#Sun Life Financial, Inc.		1,367,335		38,691,331		0.6%
#Suncor Energy, Inc.		2,191,586		70,223,581		1.0%
#Talisman Energy, Inc.		2,353,184		42,661,410		0.6%
Teck Resources, Ltd. Class B		1,418,230		63,409,440		0.9%
#Thomson Reuters Corp.		1,832,184		69,971,141		1.0%
#TransCanada Corp.		1,941,948		71,725,837		1.0%
Other Securities				358,917,190		5.2%
TOTAL CANADA				773,536,730		11.2%
DENMARK — (1.3%)
Other Securities				108,243,005		1.6%
FINLAND — (0.8%)
Other Securities				61,678,555		0.9%
FRANCE — (7.0%)
AXA SA		2,818,397		51,399,167		0.8%
BNP Paribas SA		607,569		44,441,191		0.6%
Cie de Saint-Gobain SA		875,747		41,144,800		0.6%
GDF Suez SA		1,019,150		40,722,357		0.6%
Societe Generale Paris SA		1,074,333		64,422,284		0.9%
Vivendi SA		2,798,643		79,971,735		1.2%
Other Securities				244,435,064		3.5%
TOTAL FRANCE				566,536,598		8.2%
GERMANY — (7.9%)
Allianz SE		481,474		60,300,624		0.9%
Bayerische Motoren Werke AG		915,762		65,634,885		1.0%
*Daimler AG		2,088,586		138,020,977		2.0%
Deutsche Bank AG		987,090		56,862,241		0.8%
Deutsche Telekom AG		2,852,483		41,282,568		0.6%
#Deutsche Telekom AG Sponsored ADR		3,099,741		44,667,268		0.6%
Munchener Rueckversicherungs-Gesellschaft AG		412,644		64,496,557		0.9%
Other Securities				169,733,757		2.5%
TOTAL GERMANY				640,998,877		9.3%
GREECE — (0.1%)
Other Securities				8,298,682		0.1%
HONG KONG — (1.5%)
Hutchison Whampoa, Ltd.		5,621,000		55,586,897		0.8%
Other Securities				65,265,505		0.9%
TOTAL HONG KONG				120,852,402		1.7%

51

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
IRELAND — (0.1%)
Other Securities			$	4,941,532		0.1%
ISRAEL — (0.4%)
Other Securities				29,466,537		0.4%
ITALY — (1.8%)
Intesa Sanpaolo SpA		10,656,633		37,481,113		0.5%
#UniCredit SpA		15,858,749		41,344,820		0.6%
Other Securities				69,762,927		1.0%
TOTAL ITALY				148,588,860		2.1%
JAPAN — (17.3%)
FUJIFILM Holdings Corp.		1,327,000		44,270,853		0.6%
#Nissan Motor Co., Ltd.		4,831,600		42,464,027		0.6%
#Sony Corp. Sponsored ADR		1,801,665		60,968,344		0.9%
#Sumitomo Corp.		3,241,900		41,045,075		0.6%
Other Securities				1,210,511,398		17.5%
TOTAL JAPAN				1,399,259,697		20.2%
MALAYSIA — (0.0%)
Other Securities				—		0.0%
NETHERLANDS — (3.3%)
#ArcelorMittal NV		2,446,831		79,175,937		1.2%
*ING Groep NV		3,356,113		35,906,230		0.5%
Koninklijke Philips Electronics NV		2,087,065		63,660,707		0.9%
Other Securities				84,238,184		1.2%
TOTAL NETHERLANDS				262,981,058		3.8%
NEW ZEALAND — (0.1%)
Other Securities				4,293,061		0.1%
NORWAY — (1.0%)
Other Securities				84,129,497		1.2%
PORTUGAL — (0.1%)
Other Securities				8,195,419		0.1%
SINGAPORE — (1.4%)
Other Securities				109,763,918		1.6%
SPAIN — (2.1%)
#Repsol YPF SA Sponsored ADR		1,432,181		39,657,092		0.6%
Other Securities				130,802,294		1.9%
TOTAL SPAIN				170,459,386		2.5%
SWEDEN — (2.6%)
#Nordea Bank AB		5,498,608		60,543,289		0.9%
Other Securities				150,105,334		2.1%
TOTAL SWEDEN				210,648,623		3.0%
SWITZERLAND — (5.7%)
Compagnie Financiere Richemont SA Series A		897,817		44,781,503		0.6%
Credit Suisse Group AG		1,085,706		44,946,721		0.7%
#Holcim, Ltd. AG		739,477		46,066,677		0.7%
Swiss Reinsurance Co., Ltd. AG		931,611		44,761,229		0.6%
#*UBS AG		3,710,052		63,024,671		0.9%
Zurich Financial Services AG		322,634		78,954,165		1.1%
Other Securities				141,879,887		2.1%
TOTAL SWITZERLAND				464,414,853		6.7%

52

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (15.1%)
Aviva P.L.C.		7,396,866		$    47,172,407		0.7%
#Barclays P.L.C. Sponsored ADR		4,180,831		73,791,667		1.1%
International Power P.L.C.		6,483,180		43,257,401		0.6%
Kingfisher P.L.C.		10,285,817		39,184,977		0.6%
#Royal Dutch Shell P.L.C. ADR		3,170,896		203,952,031		2.9%
Vodafone Group P.L.C.		34,976,333		95,611,963		1.4%
#Vodafone Group P.L.C. Sponsored ADR		8,066,329		221,904,711		3.2%
William Morrison Supermarkets P.L.C.		8,127,143		38,248,483		0.5%
Xstrata P.L.C.		3,843,909		74,469,535		1.1%
Other Securities				384,330,100		5.6%
TOTAL UNITED KINGDOM				1,221,923,275		17.7%
TOTAL COMMON STOCKS				6,883,172,110		99.5%
	Face     Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $21,850,000 FHLMC 4.00%, 12/15/38, valued at $20,355,375) to be repurchased at $19,298,306		$19,298		19,298,000		0.3%
	Shares/   Face     Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.6%)
§@DFA Short Term Investment Fund		1,175,802,100		1,175,802,100		17.0%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $3,305,966)## to be repurchased at $3,241,202		$3,241		3,241,143		0.0%
TOTAL SECURITIES LENDING COLLATERAL				1,179,043,243		17.0%
TOTAL INVESTMENTS — (100.0%)
(Cost $6,502,731,182)				$8,081,513,353		116.8%

53

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

Summary of inputs used to value the Series’ investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	5,383,963	$	401,957,851		—	$	407,341,814
Austria		—		29,957,894		—		29,957,894
Belgium		3,727,334		42,934,503		—		46,661,837
Canada		773,536,730		—		—		773,536,730
Denmark		—		108,243,005		—		108,243,005
Finland		2,054,844		59,623,711		—		61,678,555
France		11,057,872		555,478,726		—		566,536,598
Germany		104,531,048		536,467,829		—		640,998,877
Greece		1,399,460		6,899,222		—		8,298,682
Hong Kong		—		120,852,402		—		120,852,402
Ireland		4,941,532		—		—		4,941,532
Israel		3,608,246		25,858,291		—		29,466,537
Italy		28,604,870		119,983,990		—		148,588,860
Japan		134,121,326		1,265,138,371		—		1,399,259,697
Malaysia		—		—		—		—
Netherlands		17,912,213		245,068,845		—		262,981,058
New Zealand		—		4,293,061		—		4,293,061
Norway		367,187		83,762,310		—		84,129,497
Portugal		—		8,195,419		—		8,195,419
Singapore		—		109,763,918		—		109,763,918
Spain		55,573,325		114,886,061		—		170,459,386
Sweden		10,464,260		200,184,363		—		210,648,623
Switzerland		50,892,561		413,522,292		—		464,414,853
United Kingdom		579,019,350		642,903,925		—		1,221,923,275
Temporary Cash Investments		—		19,298,000		—		19,298,000
Securities Lending Collateral		—		1,179,043,243		—		1,179,043,243
TOTAL	$	1,787,196,121	$	6,294,317,232		—	$	8,081,513,353

See accompanying Notes to Financial Statements.

54

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

(Amounts in thousands)

	The U.S. Large Cap Value Series		The DFA International Value Series
ASSETS:
Investments at Value (including $907,199 and $1,113,371 of securities on loan, respectively)	$	8,790,214	$	6,883,172
Temporary Cash Investments at Value & Cost		32,141		19,298
Collateral Received from Securities on Loan at Value & Cost		940,825		1,179,043
Foreign Currencies at Value		—		5,268
Cash		—		15
Receivables:
Investment Securities Sold		22,909		—
Dividends, Interest and Tax Reclaims		10,683		17,428
Securities Lending Income		552		314
Fund Shares Sold		—		817
Unrealized Gain on Foreign Currency Contracts		—		54
Total Assets		9,797,324		8,105,409
LIABILITIES:
Payables:
Upon Return of Securities Loaned		940,825		1,179,043
Investment Securities Purchased		34,042		4,564
Fund Shares Redeemed		4,926		403
Due to Advisor		725		1,168
Accrued Expenses and Other Liabilities		406		598
Total Liabilities		980,924		1,185,776
NET ASSETS	$	8,816,400	$	6,919,633
Investments at Cost	$	6,950,120	$	5,304,390
Foreign Currencies at Cost	$	—	$	5,262

See accompanying Notes to Financial Statements.

55

THE DFA INVESTMENT TRUST COMPANY

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	The U.S. Large Cap Value Series		The DFA International Value Series
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0 and $15,467 respectively)	$	172,913	$	171,182
Interest		42		37
Income from Securities Lending		3,974		8,478
Total Investment Income		176,929		179,697
Expenses
Investment Advisory Services Fees		8,301		12,890
Accounting & Transfer Agent Fees		827		651
Custodian Fees		92		1,256
Shareholders’ Reports		49		38
Directors’/Trustees’ Fees & Expenses		78		62
Professional Fees		162		188
Other		74		130
Total Expenses		9,583		15,215
Net Investment Income (Loss)		167,346		164,482
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		638,095		360,748
Foreign Currency Transactions		—		(156	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		678,724		182,952
Translation of Foreign Currency Denominated Amounts		—		537
Net Realized and Unrealized Gain (Loss)		1,316,819		544,081
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,484,165	$	708,563

See accompanying Notes to Financial Statements.

56

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, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	167,346		$	155,080		$	164,482		$	161,170
Net Realized Gain (Loss) on:
Investment Securities Sold		638,095			(122,113	)		360,748			63,984
Futures		—			7,204			—			(1,125	)
Foreign Currency Transactions		—			—			(156	)		3,828
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		678,724			1,161,370			182,952			1,395,836
Futures		—			(29	)		—			—
Translation of Foreign Currency Denominated Amounts		—			—			537			240
Net Increase (Decrease) in Net Assets Resulting from Operations		1,484,165			1,201,512			708,563			1,623,933
Transactions in Interest:
Contributions		512,765			734,173			611,794			449,410
Withdrawals		(688,930	)		(1,166,648	)		(592,688	)		(581,716	)
Net Increase (Decrease) from Transactions in Interest		(176,165	)		(432,475	)		19,106			(132,306	)
Total Increase (Decrease) in Net Assets		1,308,000			769,037			727,669			1,491,627
Net Assets
Beginning of Period		7,508,400			6,739,363			6,191,964			4,700,337
End of Period	$	8,816,400		$	7,508,400		$	6,919,633		$	6,191,964

See accompanying Notes to Financial Statements.

57

THE DFA INVESTMENT TRUST COMPANY

FINANCIAL HIGHLIGHTS

	The U.S. Large Cap Value Series†																		The DFA International Value Series†
	Year Ended Oct. 31, 2010			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 Oct. 31, 2010			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
Total Return		19.96	%		11.90	%		(36.53	)%(C)		(0.32	)%		18.16	%		14.66	%		11.13	%		35.41	%		(47.87	)%(C)		17.32	%		35.73	%		15.61	%
Net Assets, End of Period (thousands)	$	8,816,400		$	7,508,400		$	6,739,363		$	10,159,322		$	8,866,306		$	5,831,587		$	6,919,633		$	6,191,964		$	4,700,337		$	9,638,721		$	7,457,252		$	4,367,698
Ratio of Expenses to Average Net Assets		0.12	%		0.13	%		0.11	%(B)		0.11	%		0.12	%		0.14	%		0.24	%		0.24	%		0.23	%(B)		0.23	%		0.23	%		0.27	%
Ratio of Net Investment Income to Average Net Assets		2.02	%		2.42	%		1.97	%(B)		1.44	%		1.68	%		1.56	%		2.55	%		3.22	%		4.15	%(B)		3.04	%		3.29	%		2.71	%
Portfolio Turnover Rate		28	%		29	%		19	%(C)		9	%		13	%		9	%		20	%		18	%		16	%(C)		16	%		8	%		10	%

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.

58

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:     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:

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

Ÿ     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)

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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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

59

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 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. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Series’ investments 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.

The Series did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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

60

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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Trustee shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Trustee’s deferred compensation until a date specified by such Trustee in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Trustee’s first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board of the Fund (unless the Trustee files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Trustees have requested or received a distribution of proceeds of a deferred fee account.

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, 2010, 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, 2010, the total related amounts paid by the Trust to the CCO were $68 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statement of Operations.

61

D. Deferred Compensation:

At October 31, 2010, 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	$	214
The DFA International Value Series		167

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, 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	$	2,275,573	$	2,324,050
The DFA International Value Series		1,456,793		1,277,745

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

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, 2010, 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	$	7,923,103	$	1,950,355	$	(110,278	)	$	1,840,077
The DFA International Value Series		6,502,935		1,696,236		(117,658	)		1,578,578

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

62

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. 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.

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 29, 2010.

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.

63

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 Statements of Operations and the realized and change in unrealized gain or loss over the reporting period.

At October 31, 2010, the Series had no outstanding futures contracts.

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, 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	1.97%	$8,884	25	$12	$25,114

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

The Series, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, 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	0.94%	$3,278	14	$1	$6,386

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2010.

I. Securities Lending:

As of October 31, 2010, some of the Series had securities on loan to brokers/dealers, for which each Series received 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

64

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 their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Each Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, 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.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L. Other:

The Series are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

65

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Series and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

A class action complaint (the “Complaint”) has been filed in the bankruptcy case of the Tribune Company (the “Tribune”) in the United States Bankruptcy Court for the District of Delaware. The Complaint is against The U.S. Large Cap Value Series and all other Tribune shareholders as a group, which includes hundreds of mutual funds, institutional investors and others who sold shares of Tribune in 2007 when the Tribune became private in a leveraged buyout transaction (the “LBO Transaction”). The U.S. Large Cap Value Series, and all shareholders who participated in the LBO Transaction, received cash in the amount of $34 per share. The Complaint alleges that this transfer violated the rights of creditors and that the cash paid to shareholders in connection with the LBO Transaction should be paid back to the Tribune’s bankruptcy estate and used to pay creditors.

Litigation counsel to The U.S. Large Cap Value Series does not believe that it is possible, at this early stage in the proceedings, to predict with any reasonable certainty the probable outcome of the lawsuit or quantify the potential ultimate exposure to The U.S. Large Cap Value Series. However, even if the plaintiff in the lawsuit were to obtain the recovery it seeks, the amount would be less than 1% of The U.S. Large Cap Value Series’ net asset value at this time. The U.S. Large Cap Value Series’ litigation counsel does not believe at this time that recovery of the full amount the plaintiff seeks is a likely outcome.

Since The U.S. Large Cap Value Series cannot predict with reasonable specificity what the actual outcome of the lawsuit may be or what the size of The U.S. Large Cap Value Series might be at the time the outcome of the lawsuit may be determined, no deduction from the net asset value of The U.S. Large Cap Value Series will be made at this time. Therefore, at this time, those buying or redeeming shares of The U.S. Large Cap Value Series will pay or receive, as the case may be, a price based on net asset value of The U.S. Large Cap Value Series, with no deduction relating to the lawsuit. The attorneys’ fees and costs relating to the lawsuit will be taken as expenses by The U.S. Large Cap Value Series as incurred and in a manner similar to any other expense incurred by The U.S. Large Cap Value Series.

66

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, 2010, 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, 2010 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 22, 2010

67

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

68

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

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
Interested Trustees/Directors*
David G. Booth Chairman, Director, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

70

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

71

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

72

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

73

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

74

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

75

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.

76

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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%	—	—	27%	—	—	100%	100%
LWAS/DFA Two-Year Government Portfolio	37%	30%	33%	100%	—	—	72%	—	—	100%	100%
DFA Investment Dimensions Group Inc.
LWAS/DFA International High Book to Market Portfolio	79%	21%	—	100%	100%	100%	—	3%	99%	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, an is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income distributions).

(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).

77

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-003A

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

U.S. Social Core Equity 2 Portfolio

U.S. Sustainability Core 1 Portfolio

International Sustainability Core 1 Portfolio

DFA International Value ex Tobacco Portfolio

Emerging Markets Social Core Equity Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS 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		9
Disclosure of Portfolio Holdings		11
Summary Schedules of Portfolio Holdings
U.S. Social Core Equity 2 Portfolio		12
U.S. Sustainability Core 1 Portfolio		15
International Sustainability Core 1 Portfolio		18
DFA International Value ex Tobacco Portfolio		22
Emerging Markets Social Core Equity Portfolio		26
Statements of Assets and Liabilities		31
Statements of Operations		33
Statements of Changes in Net Assets		35
Financial Highlights		37
Notes to Financial Statements		39
Report of Independent Registered Public Accounting Firm		49
Fund Management		50
Voting Proxies on Fund Portfolio Securities		58
Notice to Shareholders		59

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]

DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Summary Schedules of Portfolio Holdings

Investment Abbreviations

ADR American Depositary Receipt

FHLMC Federal Home Loan Mortgage Corporation

FNMA Federal National Mortgage Association

GDR Global Depositary Receipt

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.

## Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value allocated to this Portfolio as a part of this facility.

Financial Highlights

(A) Computed using average shares outstanding.

(B) Annualized

(C) Non-Annualized

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

All Statements, Schedules and Notes to Financial Statements

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

REIT Real Estate Investment Trust

SEC Securities and Exchange Commission

(a) Commencement of Operations.

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

3

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell^® 1000 Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010
Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010
Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright © Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S. Large Company Portfolio. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the

4

“Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Domestic Equity Portfolios’ Performance Overview

U.S. Social Core Equity 2 Portfolio

The U.S. Social 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. market as a whole. The Portfolio excludes from purchase certain types of companies and industries that do not pass the social issue screens performed by a leading third-party provider. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and comprehensive exposure to U.S. stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,277 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 20.75% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

U.S. Sustainability Core 1 Portfolio

The U.S. Sustainability Core 1 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. market as a whole. The Portfolio weights all eligible companies based on environmental sustainability ratings calculated by a leading third-party provider. The Portfolio seeks to exclude or underweight securities of companies that, according to its environmental impact considerations, may have a relatively negative impact on the environment; and it seeks to overweight securities of companies that may have a relatively positive impact on the environment. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,487 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 19.15% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010 was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

5

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Emerging markets performed well for the year ended October 31, 2010, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI Emerging Markets Index		23.56%
MSCI Emerging Markets Small Cap Index		37.02%
MSCI Emerging Markets Value Index		21.96%
MSCI Emerging Markets Growth Index		25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency Return		U.S. Dollar Return
China		11.14%		11.11%

6

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency Return		U.S. Dollar Return
Brazil		11.67%		14.86%
South Korea		18.52%		24.52%
Taiwan		13.20%		20.23%
India		27.64%		34.93%
South Africa		18.71%		33.55%
Russia		19.19%		13.38%
Mexico		25.55%		33.87%
Malaysia		23.94%		35.93%
Indonesia		41.78%		51.50%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Portfolios’ Performance Overview

International Sustainability Core 1 Portfolio

The International Sustainability Core 1 Portfolio seeks to capture the returns of the broad universe of international stocks, with increased exposure to smaller company stocks and stocks with value characteristics as measured by book-to-market ratio. The Portfolio further adjusts the weights of all eligible companies based on environmental sustainability ratings calculated by a leading third-party provider. Accordingly, the Portfolio seeks to exclude or decrease the weights of securities of companies that have a relative negative impact on the environment and to increase the weights of securities of companies that have a relative positive impact on the environment.

The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and comprehensive exposure to developed country stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Portfolio held 2,160 stocks in 23 developed country markets. In general, the Portfolio was fully invested in equities throughout the year. The average 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, 2010, total returns were 11.29% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). In general, international large cap stocks underperformed international mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

DFA International Value ex Tobacco Portfolio

The DFA International Value ex Tobacco Portfolio seeks to capture the returns of international large company value stocks while excluding tobacco companies. 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 any specific equity index. As of October 31, 2010, the Portfolio held 367 stocks in 23 developed countries. In general the Portfolio was fully invested in equities throughout the year. The average cash level for the period was less than 1% of the Portfolio’s assets.

For the 12 months ended October 31, 2010, total returns were 10.49% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). The MSCI Standard benchmarks indicate that on the whole, growth stocks outperformed value stocks in international developed markets during the period. However, stocks in the deeper value segment of the market outperformed growth stocks on average. The Portfolio’s greater allocation

7

than the Index to these deeper value stocks contributed to relative performance. An additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of U.S. markets, while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets, while the Index uses local market closing prices.

Emerging Markets Social Core Equity Portfolio

The Emerging Markets Social Core Equity Portfolio seeks to capture the returns of a 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 Portfolio excludes from purchase companies that do not pass the social screens performed by a leading third-party provider. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to stocks in selected emerging market countries, but does not attempt to track a specific equity index. As of October 31, 2010, the Portfolio held 2,063 stocks in 20 emerging countries. In general, the Portfolio was fully invested in equities throughout the year: the average cash level for the period was less than 1% of the Portfolio’s assets. The Portfolio’s target country weights were capped at 15% upon purchase by the manager to limit single-country risk exposure.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in emerging markets countries rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 30.63% for the Portfolio and 23.56% for the MSCI Emerging Markets Index (net dividends). In general, emerging markets large cap stocks significantly underperformed emerging markets mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks had a positive impact on the Portfolio’s relative performance. Composition differences in the Portfolio’s holdings relative to the Index, in particular within regions and within sectors, also had a positive impact on the relative performance. To a lesser extent, an additional component of the Portfolio’s outperformance was due to differences in valuation timing and methodology between the Portfolio and the Index. The Portfolio prices foreign exchange rates at the closing of the US markets while the Index uses rates at 4 pm London time. The Portfolio utilizes fair value pricing to price portfolio securities at the closing of the U.S. markets while the Index uses local market closing prices.

8

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
U.S. Social Core Equity 2 Portfolio
Actual Fund Return		$1,000.00		$   984.40		0.33%		$1.65
Hypothetical 5% Annual Return		$1,000.00		$1,023.54		0.33%		$1.68
U.S. Sustainability Core 1 Portfolio
Actual Fund Return		$1,000.00		$   988.20		0.37%		$1.85
Hypothetical 5% Annual Return		$1,000.00		$1,023.34		0.37%		$1.89
International Sustainability Core 1 Portfolio
Actual Fund Return		$1,000.00		$1,051.20		0.57%		$2.95
Hypothetical 5% Annual Return		$1,000.00		$1,022.33		0.57%		$2.91

9

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/10	Ending Account Value 10/31/10	Annualized Expense Ratio*		Expenses Paid During Period*
DFA International Value ex Tobacco Portfolio
Actual Fund Return	$1,000.00	$1,051.80		0.60%		$3.10
Hypothetical 5% Annual Return	$1,000.00	$1,022.18		0.60%		$3.06
Emerging Markets Social Core Equity Portfolio
Actual Fund Return	$1,000.00	$1,122.20		0.69%		$3.69
Hypothetical 5% Annual Return	$1,000.00	$1,021.73		0.69%		$3.52

* 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.

10

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, 2010. 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

U.S. Social Core Equity 2 Portfolio
Consumer Discretionary	16.2%
Consumer Staples	4.5%
Energy	12.8%
Financials	20.4%
Health Care	4.2%
Industrials	13.4%
Information Technology	16.5%
Materials	5.6%
Telecommunication Services	3.7%
Utilities	2.7%
	100.0%
DFA International Value ex Tobacco Portfolio
Consumer Discretionary	13.6%
Consumer Staples	5.9%
Energy	11.5%
Financials	32.0%
Health Care	1.0%
Industrials	10.9%
Information Technology	3.4%
Materials	11.2%
Telecommunication Services	7.2%
Utilities	3.3%
	100.0%

U.S. Sustainability Core 1 Portfolio
Consumer Discretionary	13.4%
Consumer Staples	8.5%
Energy	10.0%
Financials	14.8%
Health Care	11.7%
Industrials	13.4%
Information Technology	16.2%
Materials	5.1%
Telecommunication Services	3.0%
Utilities	3.9%
	100.0%
Emerging Markets Social Core Equity Portfolio
Consumer Discretionary	9.4%
Consumer Staples	6.5%
Energy	10.6%
Financials	24.7%
Health Care	0.2%
Industrials	11.3%
Information Technology	10.9%
Materials	17.5%
Other	—
Real Estate Investment Trusts	—
Telecommunication Services	5.2%
Utilities	3.7%
	100.0%

International Sustainability Core 1 Portfolio
Consumer Discretionary	12.3%
Consumer Staples	8.0%
Energy	7.2%
Financials	23.0%
Health Care	6.2%
Industrials	16.6%
Information Technology	5.7%
Materials	12.9%
Other	—
Telecommunication Services	3.9%
Utilities	4.2%
	100.0%

11

U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage   of Net Assets**
COMMON STOCKS — (83.9%)
Consumer Discretionary — (13.6%)
*Amazon.com, Inc.		2,000	$	330,280		0.3%
*Carnival Corp.		8,560		369,535		0.3%
CBS Corp. Class B		18,500		313,205		0.3%
*Comcast Corp. Class A		16,560		340,805		0.3%
#*Home Depot, Inc.		12,700		392,176		0.3%
*Liberty Media Corp. Interactive Class A		18,266		269,606		0.2%
*Lowe’s Cos., Inc.		18,913		403,414		0.3%
*News Corp. Class A		29,569		427,568		0.4%
#*Royal Caribbean Cruises, Ltd.		7,671		303,311		0.2%
*Target Corp.		5,240		272,166		0.2%
*Time Warner Cable, Inc.		5,428		314,118		0.3%
*Time Warner, Inc.		16,700		542,917		0.4%
Walt Disney Co. (The)		26,447		955,001		0.8%
Other Securities				14,265,645		11.8%
Total Consumer Discretionary				19,499,747		16.1%
Consumer Staples — (3.8%)
*CVS Caremark Corp.		20,800		626,496		0.5%
Kraft Foods, Inc.		22,400		722,848		0.6%
*Procter & Gamble Co. (The)		4,730		300,686		0.2%
Other Securities				3,716,368		3.1%
Total Consumer Staples				5,366,398		4.4%
Energy — (10.7%)
*Apache Corp.		3,500		353,570		0.3%
*Chevron Corp.		26,082		2,154,634		1.8%
*ConocoPhillips		16,662		989,723		0.8%
*Exxon Mobil Corp.		30,151		2,004,137		1.7%
*Marathon Oil Corp.		10,745		382,200		0.3%
National-Oilwell, Inc.		6,317		339,602		0.3%
Occidental Petroleum Corp.		7,700		605,451		0.5%
Pioneer Natural Resources Co.		4,005		279,549		0.2%
Other Securities				8,267,602		6.8%
Total Energy				15,376,468		12.7%
Financials — (17.2%)
*Bank of America Corp.		154,399		1,766,325		1.5%
*Bank of New York Mellon Corp. (The)		19,100		478,646		0.4%
*Citigroup, Inc.		96,759		403,485		0.3%
*Goldman Sachs Group, Inc. (The)		5,852		941,879		0.8%
*JPMorgan Chase & Co.		49,700		1,870,211		1.5%
*Lincoln National Corp.		11,530		282,254		0.2%
*Morgan Stanley		12,900		320,823		0.3%
*PNC Financial Services Group, Inc.		6,800		366,520		0.3%
Travelers Cos., Inc. (The)		6,700		369,840		0.3%
*Wells Fargo & Co.		49,337		1,286,709		1.1%
Other Securities				16,527,179		13.7%
Total Financials				24,613,871		20.4%
Health Care — (3.5%)
*Thermo Fisher Scientific, Inc.		5,486		282,090		0.2%
Other Securities				4,771,665		4.0%
Total Health Care				5,053,755		4.2%
Industrials — (11.3%)
*CSX Corp.		6,600		405,570		0.3%

12

U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
General Electric Co.		72,515		$1,161,690		1.0%
*Norfolk Southern Corp.		5,000		307,450		0.3%
*Union Pacific Corp.		6,294		551,858		0.5%
Other Securities				13,723,686		11.3%
Total Industrials				16,150,254		13.4%
Information Technology — (13.8%)
*Apple, Inc.		3,951		1,188,737		1.0%
*Cisco Systems, Inc.		18,300		417,789		0.4%
*eBay, Inc.		12,000		357,720		0.3%
*Google, Inc.		600		367,794		0.3%
Hewlett-Packard Co.		17,900		752,874		0.6%
*Intel Corp.		14,600		293,022		0.2%
*International Business Machines Corp.		3,100		445,160		0.4%
*Oracle Corp.		11,500		338,100		0.3%
*Visa, Inc.		3,750		293,138		0.2%
Other Securities				15,400,148		12.7%
Total Information Technology				19,854,482		16.4%
Materials — (4.7%)
Other Securities				6,794,888		5.6%
Telecommunication Services — (3.1%)
*AT&T, Inc.		66,104		1,883,964		1.6%
*Verizon Communications, Inc.		31,900		1,035,793		0.8%
Other Securities				1,530,204		1.3%
Total Telecommunication Services				4,449,961		3.7%
Utilities — (2.2%)
Other Securities				3,199,388		2.7%
TOTAL COMMON STOCKS				120,359,212		99.6%
RIGHTS/WARRANTS — (0.0%)
Other Securities				2,699		0.0%
TEMPORARY CASH INVESTMENTS — (0.6%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		850,443		850,443		0.7%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.5%)
§@DFA Short Term Investment Fund		22,132,355		22,132,355		18.3%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%,     11/01/10 (Collateralized by $258,892 FNMA 7.000%, 08/01/38,     valued at $108,513) to be repurchased at $105,354		$105		105,352		0.1%
TOTAL SECURITIES LENDING COLLATERAL				22,237,707		18.4%
TOTAL INVESTMENTS — (100.0%) (Cost $132,609,339)				$143,450,061		118.7%

13

U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	19,499,747		—		—	$	19,499,747
Consumer Staples		5,366,398		—		—		5,366,398
Energy		15,376,468		—		—		15,376,468
Financials		24,613,871		—		—		24,613,871
Health Care		5,053,755		—		—		5,053,755
Industrials		16,150,254		—		—		16,150,254
Information Technology		19,854,482		—		—		19,854,482
Materials		6,794,888		—		—		6,794,888
Telecommunication Services		4,449,961		—		—		4,449,961
Utilities		3,199,388		—		—		3,199,388
Rights/Warrants		—	$	2,699		—		2,699
Temporary Cash Investments		850,443		—		—		850,443
Securities Lending Collateral		—		22,237,707		—		22,237,707
TOTAL	$	121,209,655	$	22,240,406		—	$	143,450,061

See accompanying Notes to Financial Statements.

14

U.S. SUSTAINABILITY CORE 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage     of Net Assets**
COMMON STOCKS — (85.5%)
Consumer Discretionary — (11.5%)
*Comcast Corp. Class A		21,231	$	436,934		0.3%
#*Ford Motor Co.		27,300		385,749		0.3%
#*Home Depot, Inc.		12,800		395,264		0.3%
*McDonald’s Corp.		7,000		544,390		0.4%
*Target Corp.		6,900		358,386		0.3%
*Time Warner, Inc.		13,906		452,084		0.4%
Walt Disney Co. (The)		27,174		981,253		0.8%
Other Securities				13,437,034		10.5%
Total Consumer Discretionary				16,991,094		13.3%
Consumer Staples — (7.3%)
Altria Group, Inc.		13,400		340,628		0.3%
Coca-Cola Co. (The)		17,700		1,085,364		0.9%
*Colgate-Palmolive Co.		4,400		339,328		0.3%
Kraft Foods, Inc.		25,513		823,305		0.6%
*PepsiCo, Inc.		10,700		698,710		0.5%
*Procter & Gamble Co. (The)		20,481		1,301,977		1.0%
*Wal-Mart Stores, Inc.		21,704		1,175,706		0.9%
Other Securities				5,058,132		4.0%
Total Consumer Staples				10,823,150		8.5%
Energy — (8.6%)
*Chevron Corp.		20,988		1,733,819		1.3%
*ConocoPhillips		6,000		356,400		0.3%
Devon Energy Corp.		5,804		377,376		0.3%
*EOG Resources, Inc.		3,630		347,464		0.3%
*Exxon Mobil Corp.		6,052		402,276		0.3%
Occidental Petroleum Corp.		4,500		353,835		0.3%
*Schlumberger, Ltd.		12,871		899,554		0.7%
Other Securities				8,266,618		6.5%
Total Energy				12,737,342		10.0%
Financials — (12.6%)
*Bank of America Corp.		128,591		1,471,081		1.1%
*Citigroup, Inc.		309,603		1,291,045		1.0%
*Goldman Sachs Group, Inc. (The)		4,782		769,663		0.6%
*JPMorgan Chase & Co.		43,854		1,650,226		1.3%
*Morgan Stanley		14,134		351,513		0.3%
*Wells Fargo & Co.		57,375		1,496,340		1.2%
Other Securities				11,706,759		9.2%
Total Financials				18,736,627		14.7%
Health Care — (10.1%)
*Abbott Laboratories		11,100		569,652		0.4%
*Amgen, Inc.		6,038		345,313		0.3%
Bristol-Myers Squibb Co.		17,431		468,894		0.4%
*Johnson & Johnson		23,075		1,469,185		1.1%
Merck & Co., Inc.		37,396		1,356,727		1.1%
*Pfizer, Inc.		59,245		1,030,863		0.8%
UnitedHealth Group, Inc.		15,400		555,170		0.4%
Other Securities				9,123,854		7.2%
Total Health Care				14,919,658		11.7%
Industrials — (11.5%)
#*Caterpillar, Inc.		5,100		400,860		0.3%
*Cummins, Inc.		3,800		334,780		0.3%

15

U.S. SUSTAINABILITY CORE 1 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage   of Net Assets**
Industrials — (Continued)
*Emerson Electric Co.		7,300	$	400,770		0.3%
General Electric Co.		113,644		1,820,577		1.4%
*United Technologies Corp.		9,300		695,361		0.6%
Other Securities				13,418,199		10.5%
Total Industrials				17,070,547		13.4%
Information Technology — (13.8%)
*Apple, Inc.		8,253		2,483,080		1.9%
*Cisco Systems, Inc.		45,362		1,035,614		0.8%
*Google, Inc.		1,013		620,959		0.5%
Hewlett-Packard Co.		22,700		954,762		0.8%
*Intel Corp.		38,200		766,674		0.6%
*International Business Machines Corp.		10,750		1,543,700		1.2%
*Microsoft Corp.		61,952		1,650,401		1.3%
*QUALCOMM, Inc.		11,300		509,969		0.4%
Other Securities				10,941,775		8.6%
Total Information Technology				20,506,934		16.1%
Materials — (4.3%)
*E.I. du Pont de Nemours & Co.		7,100		335,688		0.2%
Other Securities				6,097,124		4.8%
Total Materials				6,432,812		5.0%
Telecommunication Services — (2.5%)
*AT&T, Inc.		64,889		1,849,337		1.5%
*Verizon Communications, Inc.		21,220		689,013		0.5%
Other Securities				1,233,475		1.0%
Total Telecommunication Services				3,771,825		3.0%
Utilities — (3.3%)
Other Securities				4,907,352		3.9%
TOTAL COMMON STOCKS				126,897,341		99.6%
RIGHTS/WARRANTS — (0.0%)
Other Securities				4,048		0.0%
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		630,050		630,050		0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.1%)
§@DFA Short Term Investment Fund		20,750,988		20,750,988		16.3%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%,     11/01/10 (Collateralized by $242,732 FNMA 7.000%, 08/01/38,     valued at $101,740) to be repurchased at $98,778		$99		98,776		0.1%
TOTAL SECURITIES LENDING COLLATERAL				20,849,764		16.4%
TOTAL INVESTMENTS — (100.0%)
(Cost $134,812,200)			$	148,381,203		116.5%

16

U.S. SUSTAINABILITY CORE 1 PORTFOLIO

CONTINUED

  Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	16,991,094		—		—	$	16,991,094
Consumer Staples		10,823,150		—		—		10,823,150
Energy		12,737,342		—		—		12,737,342
Financials		18,736,627		—		—		18,736,627
Health Care		14,919,328	$	330		—		14,919,658
Industrials		17,070,547		—		—		17,070,547
Information Technology		20,506,934		—		—		20,506,934
Materials		6,432,812		—		—		6,432,812
Telecommunication Services		3,771,825		—		—		3,771,825
Utilities		4,907,352		—		—		4,907,352
Rights/Warrants		—		4,048		—		4,048
Temporary Cash Investments		630,050		—		—		630,050
Securities Lending Collateral		—		20,849,764		—		20,849,764
TOTAL	$	127,527,061	$	20,854,142		—	$	148,381,203

See accompanying Notes to Financial Statements.

17

INTERNATIONAL SUSTAINABILITY CORE 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage   of Net Assets**
COMMON STOCKS — (87.6%)
AUSTRALIA — (6.7%)
#BHP Billiton, Ltd. Sponsored ADR		7,000	$	578,130		0.5%
Commonwealth Bank of Australia NL		7,950		382,182		0.3%
National Australia Bank, Ltd.		15,660		391,943		0.4%
Rio Tinto, Ltd.		3,678		299,324		0.3%
Other Securities				6,388,371		6.0%
TOTAL AUSTRALIA				8,039,950		7.5%
AUSTRIA — (0.3%)
Other Securities				348,004		0.3%
BELGIUM — (0.9%)
Other Securities				1,128,058		1.1%
CANADA — (8.1%)
#Royal Bank of Canada		12,327		657,384		0.6%
Suncor Energy, Inc.		16,375		524,694		0.5%
#Toronto Dominion Bank		5,920		426,340		0.4%
Other Securities				8,209,356		7.7%
TOTAL CANADA				9,817,774		9.2%
DENMARK — (0.6%)
Other Securities				706,329		0.7%
FINLAND — (1.4%)
Other Securities				1,711,124		1.6%
FRANCE — (7.8%)
BNP Paribas SA		7,426		543,182		0.5%
Schneider Electric SA		2,444		347,248		0.3%
Societe Generale Paris SA		6,182		370,703		0.4%
Total SA		7,373		401,343		0.4%
#Total SA Sponsored ADR		6,225		339,138		0.3%
Vivendi SA		10,856		310,212		0.3%
Other Securities				7,166,471		6.7%
TOTAL FRANCE				9,478,297		8.9%
GERMANY — (4.9%)
Siemens AG Sponsored ADR		3,300		377,223		0.3%
Other Securities				5,517,976		5.2%
TOTAL GERMANY				5,895,199		5.5%
GREECE — (0.4%)
Other Securities				430,279		0.4%
HONG KONG — (1.6%)
Other Securities				1,870,860		1.8%
IRELAND — (0.3%)
Other Securities				355,162		0.3%
ISRAEL — (0.6%)
Teva Pharmaceutical Industries, Ltd. Sponsored ADR		6,919		359,096		0.3%
Other Securities				333,812		0.3%
TOTAL ISRAEL				692,908		0.6%
ITALY — (2.1%)
Intesa Sanpaolo SpA		82,894		291,552		0.3%

18

INTERNATIONAL SUSTAINABILITY CORE 1 PORTFOLIO

CONTINUED

	Shares		Value††		Percentage   of Net Assets**
ITALY — (Continued)
UniCredit SpA		112,287	$	292,740		0.3%
Other Securities				1,934,558		1.8%
TOTAL ITALY				2,518,850		2.4%
JAPAN — (18.1%)
#Canon, Inc. Sponsored ADR		7,600		349,600		0.3%
#Honda Motor Co., Ltd. Sponsored ADR		8,100		291,843		0.3%
Sony Corp. Sponsored ADR		10,526		356,200		0.3%
Sumitomo Mitsui Financial Group, Inc.		11,700		349,219		0.3%
#*Toyota Motor Corp. Sponsored ADR		6,600		467,412		0.5%
Other Securities				19,989,903		18.8%
TOTAL JAPAN				21,804,177		20.5%
NETHERLANDS — (2.7%)
*ING Groep NV Sponsored ADR		50,375		543,042		0.5%
Philips Electronics NV ADR		10,686		325,389		0.3%
Other Securities				2,442,830		2.3%
TOTAL NETHERLANDS				3,311,261		3.1%
NEW ZEALAND — (0.1%)
Other Securities				163,461		0.2%
NORWAY — (0.8%)
Other Securities				1,017,903		1.0%
PORTUGAL — (0.3%)
Other Securities				381,524		0.4%
SINGAPORE — (0.9%)
Other Securities				1,053,780		1.0%
SPAIN — (2.5%)
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR		24,691		324,687		0.3%
Banco Santander SA		22,685		291,176		0.3%
#Banco Santander SA Sponsored ADR		35,241		451,437		0.4%
Other Securities				1,939,001		1.8%
TOTAL SPAIN				3,006,301		2.8%
SWEDEN — (2.4%)
Other Securities				2,922,930		2.7%
SWITZERLAND — (5.7%)
Credit Suisse Group AG Sponsored ADR		9,400		390,100		0.4%
Holcim, Ltd. AG		5,017		312,541		0.3%
Nestle SA		12,629		691,747		0.6%
#*Novartis AG ADR		10,800		625,860		0.6%
Roche Holding AG Genusschein		3,598		528,381		0.5%
Swiss Reinsurance Co., Ltd. AG		6,097		292,943		0.3%
Other Securities				4,005,074		3.7%
TOTAL SWITZERLAND				6,846,646		6.4%
UNITED KINGDOM — (18.4%)
Anglo American P.L.C.		10,705		498,780		0.5%
AstraZeneca P.L.C. Sponsored ADR		9,100		459,186		0.4%
Aviva P.L.C.		53,069		338,440		0.3%
Barclays P.L.C. Sponsored ADR		18,900		333,585		0.3%
BG Group P.L.C.		22,373		435,518		0.4%
BHP Billiton P.L.C.		9,220		326,620		0.3%
GlaxoSmithKline P.L.C. Sponsored ADR		17,050		665,632		0.6%
#HSBC Holdings P.L.C. Sponsored ADR		28,327		1,476,120		1.4%

19

INTERNATIONAL SUSTAINABILITY CORE 1 PORTFOLIO

CONTINUED

	Shares		Value††		Percentage   of Net Assets**
UNITED KINGDOM — (Continued)
Imperial Tobacco Group P.L.C.		11,151	$	357,137		0.3%
Rio Tinto P.L.C. Sponsored ADR		7,600		494,912		0.5%
*Rolls-Royce Group P.L.C.		31,147		323,143		0.3%
Royal Dutch Shell P.L.C. ADR		6,300		405,216		0.4%
Standard Chartered P.L.C.		21,561		623,652		0.6%
Tesco P.L.C.		50,828		347,849		0.3%
Vodafone Group P.L.C.		114,971		314,287		0.3%
Vodafone Group P.L.C. Sponsored ADR		41,056		1,129,451		1.1%
Xstrata P.L.C.		19,734		382,314		0.4%
Other Securities				13,355,624		12.5%
TOTAL UNITED KINGDOM				22,267,466		20.9%
TOTAL COMMON STOCKS				105,768,243		99.3%
PREFERRED STOCKS — (0.0%)
GERMANY — (0.0%)
Other Securities				36,927		0.0%
RIGHTS/WARRANTS — (0.1%)
AUSTRIA — (0.0%)
Other Securities				19		0.0%
BELGIUM — (0.0%)
Other Securities				84		0.0%
FRANCE — (0.0%)
Other Securities				156		0.0%
UNITED KINGDOM — (0.1%)
Other Securities				78,023		0.1%
TOTAL RIGHTS/WARRANTS				78,282		0.1%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $590,000 FNMA 5.50%, 12/01/38,valued at $303,635) to be repurchased at $298,005		$298		298,000		0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.1%)
§@DFA Short Term Investment Fund		12,769,731		12,769,731		12.0%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10   (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at   $1,882,024)## to be repurchased at $1,845,156		$1,845		1,845,122		1.7%
TOTAL SECURITIES LENDING COLLATERAL				14,614,853		13.7%
TOTAL INVESTMENTS — (100.0%) (Cost $112,783,435)			$	120,796,305		113.4%

20

INTERNATIONAL SUSTAINABILITY CORE 1 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	890,695	$	7,149,255		—	$	8,039,950
Austria		—		348,004		—		348,004
Belgium		162,542		965,516		—		1,128,058
Canada		9,817,774		—		—		9,817,774
Denmark		170,652		535,677		—		706,329
Finland		145,558		1,565,566		—		1,711,124
France		911,961		8,566,336		—		9,478,297
Germany		950,314		4,944,885		—		5,895,199
Greece		28,679		401,600		—		430,279
Hong Kong		43		1,870,817		—		1,870,860
Ireland		24,228		330,934		—		355,162
Israel		405,882		287,026		—		692,908
Italy		174,208		2,344,642		—		2,518,850
Japan		2,674,840		19,129,337		—		21,804,177
Netherlands		1,207,408		2,103,853		—		3,311,261
New Zealand		4,692		158,769		—		163,461
Norway		117,882		900,021		—		1,017,903
Portugal		31,680		349,844		—		381,524
Singapore		668		1,053,112		—		1,053,780
Spain		1,148,078		1,858,223		—		3,006,301
Sweden		213,206		2,709,724		—		2,922,930
Switzerland		1,502,308		5,344,338		—		6,846,646
United Kingdom		6,757,044		15,510,422		—		22,267,466
Preferred Stocks
Germany		—		36,927		—		36,927
Rights/Warrants
Austria		—		19		—		19
Belgium		34		50		—		84
France		156		—		—		156
United Kingdom		—		78,023		—		78,023
Temporary Cash Investments		—		298,000		—		298,000
Securities Lending Collateral		—		14,614,853		—		14,614,853
TOTAL	$	27,340,532	$	93,455,773		—	$	120,796,305

See accompanying Notes to Financial Statements.

21

DFA INTERNATIONAL VALUE EX TOBACCO PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage   of Net Assets**
COMMON STOCKS — (89.1%)
AUSTRALIA — (5.1%)
Australia & New Zealand Banking Group, Ltd.		15,365	$	374,855		0.6%
Wesfarmers, Ltd.		27,904		907,901		1.4%
Other Securities				2,379,440		3.7%
TOTAL AUSTRALIA				3,662,196		5.7%
AUSTRIA — (0.2%)
Other Securities				114,619		0.2%
BELGIUM — (0.7%)
Other Securities				502,120		0.8%
CANADA — (9.7%)
#Encana Corp.		14,690		414,961		0.6%
#Sun Life Financial, Inc.		14,250		403,231		0.6%
#Suncor Energy, Inc.		20,372		652,767		1.0%
Talisman Energy, Inc.		34,590		627,090		1.0%
Teck Resources, Ltd. Class B		11,375		508,579		0.8%
Thomson Reuters Corp.		11,678		445,983		0.7%
#TransCanada Corp.		20,168		744,905		1.1%
Other Securities				3,212,420		5.0%
TOTAL CANADA				7,009,936		10.8%
DENMARK — (1.6%)
*Danske Bank A.S		13,686		363,552		0.6%
Other Securities				779,201		1.2%
TOTAL DENMARK				1,142,753		1.8%
FINLAND — (0.8%)
UPM-Kymmene Oyj		21,001		348,941		0.5%
Other Securities				252,768		0.4%
TOTAL FINLAND				601,709		0.9%
FRANCE — (7.8%)
AXA SA Sponsored ADR		37,500		683,625		1.1%
Cie de Saint-Gobain SA		7,901		371,209		0.6%
Credit Agricole SA		28,101		460,876		0.7%
GDF Suez SA		20,275		810,132		1.2%
Societe Generale Paris SA		12,480		748,362		1.2%
Vivendi SA		32,112		917,606		1.4%
Other Securities				1,680,049		2.6%
TOTAL FRANCE				5,671,859		8.8%
GERMANY — (8.4%)
Allianz SE		7,152		895,729		1.4%
Bayerische Motoren Werke AG		11,216		803,878		1.3%
*Daimler AG		12,699		839,194		1.3%
Deutsche Bank AG		16,017		927,064		1.4%
Deutsche Telekom AG		65,866		953,246		1.5%
E.ON AG		17,078		535,500		0.8%
Munchener Rueckversicherungs-Gesellschaft AG		2,860		447,020		0.7%
Other Securities				674,494		1.0%
TOTAL GERMANY				6,076,125		9.4%
GREECE — (0.1%)
Other Securities				111,314		0.2%

22

DFA INTERNATIONAL VALUE EX TOBACCO PORTFOLIO

CONTINUED

	Shares		Value††		Percentage   of Net Assets**
HONG KONG — (1.9%)
Hutchison Whampoa, Ltd.		79,000	$	781,243		1.2%
Other Securities				579,321		0.9%
TOTAL HONG KONG				1,360,564		2.1%
ISRAEL — (0.2%)
Other Securities				145,229		0.2%
ITALY — (1.4%)
Other Securities				1,004,335		1.5%
JAPAN — (20.1%)
FUJIFILM Holdings Corp.		17,000		567,147		0.9%
JX Holdings, Inc.		56,740		334,469		0.5%
Mitsubishi Heavy Industries, Ltd.		105,000		381,677		0.6%
Mitsubishi UFJ Financial Group, Inc.		331,000		1,536,172		2.4%
Mitsubishi UFJ Financial Group, Inc. ADR		74,759		348,377		0.5%
#Sony Corp. Sponsored ADR		22,200		751,248		1.2%
#Sumitomo Corp.		28,900		365,897		0.6%
Sumitomo Electric Industries, Ltd.		26,600		338,478		0.5%
Sumitomo Mitsui Financial Group, Inc.		13,400		399,960		0.6%
#*Toyota Motor Corp. Sponsored ADR		5,006		354,525		0.5%
Other Securities				9,111,810		14.1%
TOTAL JAPAN				14,489,760		22.4%
NETHERLANDS — (3.5%)
#ArcelorMittal NV		16,689		540,032		0.8%
*ING Groep NV		39,432		421,873		0.7%
Koninklijke Philips Electronics NV		22,630		690,272		1.1%
Other Securities				845,466		1.3%
TOTAL NETHERLANDS				2,497,643		3.9%
NEW ZEALAND — (0.1%)
Other Securities				41,997		0.1%
NORWAY — (1.2%)
Other Securities				849,599		1.3%
PORTUGAL — (0.1%)
Other Securities				55,068		0.1%
SINGAPORE — (1.5%)
Other Securities				1,104,746		1.7%
SPAIN — (2.1%)
Repsol YPF SA Sponsored ADR		24,740		685,051		1.1%
Other Securities				861,574		1.3%
TOTAL SPAIN				1,546,625		2.4%
SWEDEN — (2.4%)
#Nordea Bank AB		39,947		439,843		0.7%
*Telefonaktiebolaget LM Ericsson AB		38,431		422,649		0.7%
Other Securities				863,751		1.3%
TOTAL SWEDEN				1,726,243		2.7%
SWITZERLAND — (5.0%)
Holcim, Ltd. AG		10,746		669,436		1.0%
Swiss Reinsurance Co., Ltd. AG		8,514		409,073		0.6%
Zurich Financial Services AG		5,755		1,408,349		2.2%
Other Securities				1,146,311		1.8%
TOTAL SWITZERLAND				3,633,169		5.6%

23

DFA INTERNATIONAL VALUE EX TOBACCO PORTFOLIO

CONTINUED

	Shares		Value††		Percentage   of Net Assets**
UNITED KINGDOM — (15.2%)
#Barclays P.L.C. Sponsored ADR		47,729	$	842,417		1.3%
#Carnival P.L.C. ADR		7,700		335,489		0.5%
International Power P.L.C.		50,968		340,071		0.5%
Royal Dutch Shell P.L.C. ADR		39,906		2,566,754		4.0%
Vodafone Group P.L.C. Sponsored ADR		97,500		2,682,225		4.1%
Xstrata P.L.C.		38,965		754,884		1.2%
Other Securities				3,434,939		5.3%
TOTAL UNITED KINGDOM				10,956,779		16.9%
TOTAL COMMON STOCKS				64,304,388		99.5%
	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (10.9%)
§@DFA Short Term Investment Fund		5,418,136		5,418,136		8.4%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,537,880)## to be repurchased at $2,488,164		$2,488		2,488,118		3.8%
TOTAL SECURITIES LENDING COLLATERAL				7,906,254		12.2%
TOTAL INVESTMENTS — (100.0%) (Cost $71,618,928)			$	72,210,642		111.7%

24

DFA INTERNATIONAL VALUE EX TOBACCO PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia		—	$	3,662,196		—	$	3,662,196
Austria		—		114,619		—		114,619
Belgium		—		502,120		—		502,120
Canada	$	7,009,936		—		—		7,009,936
Denmark		—		1,142,753		—		1,142,753
Finland		—		601,709		—		601,709
France		683,625		4,988,234		—		5,671,859
Germany		927,064		5,149,061		—		6,076,125
Greece		—		111,314		—		111,314
Hong Kong		—		1,360,564		—		1,360,564
Israel		—		145,229		—		145,229
Italy		—		1,004,335		—		1,004,335
Japan		1,550,706		12,939,054		—		14,489,760
Netherlands		200,756		2,296,887		—		2,497,643
New Zealand		—		41,997		—		41,997
Norway		—		849,599		—		849,599
Portugal		—		55,068		—		55,068
Singapore		—		1,104,746		—		1,104,746
Spain		685,051		861,574		—		1,546,625
Sweden		—		1,726,243		—		1,726,243
Switzerland		379,524		3,253,645		—		3,633,169
United Kingdom		7,019,638		3,937,141		—		10,956,779
Securities Lending Collateral		—		7,906,254		—		7,906,254
TOTAL	$	18,456,300	$	53,754,342		—	$	72,210,642

See accompanying Notes to Financial Statements.

25

EMERGING MARKETS SOCIAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage    of Net Assets**
COMMON STOCKS — (86.3%)
BRAZIL — (6.2%)
Banco Bradesco SA		111,874	$	1,783,088		0.3%
Banco Santander Brasil SA ADR		116,916		1,683,590		0.3%
BM&F Bovespa SA		229,896		1,917,265		0.3%
#Petroleo Brasileiro SA ADR		172,936		5,900,576		1.0%
#Vale SA Sponsored ADR		141,000		4,531,740		0.7%
Other Securities				25,515,007		4.1%
TOTAL BRAZIL				41,331,266		6.7%
CHILE — (2.3%)
Empresas CMPC SA		32,712		1,758,818		0.3%
Empresas Copec SA		89,745		1,689,367		0.3%
Other Securities				12,140,874		1.9%
TOTAL CHILE				15,589,059		2.5%
CHINA — (11.2%)
Bank of China, Ltd		5,510,000		3,316,615		0.5%
China Construction Bank Corp.		4,357,000		4,165,307		0.7%
China Life Insurance Co., Ltd. ADR		36,543		2,403,433		0.4%
China Mobile, Ltd. Sponsored ADR		114,381		5,875,752		0.9%
CNOOC, Ltd. ADR		11,400		2,381,688		0.4%
Industrial & Commercial Bank of China, Ltd. Series H		5,234,000		4,228,515		0.7%
Tencent Holdings, Ltd.		70,200		1,615,532		0.3%
Other Securities				51,174,908		8.3%
TOTAL CHINA				75,161,750		12.2%
COLOMBIA — (0.2%)
Other Securities				1,511,076		0.3%
CZECH REPUBLIC — (0.5%)
Other Securities				3,059,699		0.5%
EGYPT — (0.1%)
Other Securities				651,087		0.1%
HUNGARY — (0.5%)
#*OTP Bank P.L.C.		63,147		1,875,337		0.3%
Other Securities				1,535,000		0.3%
TOTAL HUNGARY				3,410,337		0.6%
INDIA — (10.7%)
HDFC Bank, Ltd.		38,156		1,960,840		0.3%
ICICI Bank, Ltd. Sponsored ADR		87,637		4,607,953		0.7%
Infosys Technologies, Ltd.		50,322		3,372,215		0.5%
*Reliance Industries, Ltd. Sponsored GDR		43,635		2,172,587		0.4%
Other Securities				59,545,682		9.7%
TOTAL INDIA				71,659,277		11.6%
INDONESIA — (3.2%)
PT Astra International Tbk		302,000		1,933,590		0.3%
PT Bumi Resources Tbk		6,764,500		1,693,778		0.3%
Other Securities				17,911,111		2.9%
TOTAL INDONESIA				21,538,479		3.5%
ISRAEL — (0.0%)
Other Securities				51,194		0.0%

26

EMERGING MARKETS SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
MALAYSIA — (3.4%)
Other Securities			$	22,606,599		3.7%
MEXICO — (4.6%)
America Movil S.A.B. de C.V. Series L ADR		113,509		6,499,525		1.1%
*Cemex S.A.B. de C.V. Sponsored ADR		211,510		1,854,943		0.3%
Grupo Financiero Banorte S.A.B. de C.V.		473,333		2,025,120		0.3%
Grupo Mexico S.A.B. de C.V. Series B		594,999		1,960,201		0.3%
#Grupo Televisa S.A. de C.V. Sponsored ADR		81,300		1,825,185		0.3%
#Wal-Mart de Mexico S.A.B. de C.V. Series V		613,260		1,678,171		0.3%
Other Securities				15,100,474		2.4%
TOTAL MEXICO				30,943,619		5.0%
PERU — (0.2%)
Other Securities				1,508,798		0.3%
PHILIPPINES — (1.0%)
Other Securities				7,009,926		1.1%
POLAND — (1.7%)
*Polski Koncern Naftowy Orlen SA		121,576		1,714,231		0.3%
Other Securities				9,605,529		1.5%
TOTAL POLAND				11,319,760		1.8%
RUSSIA — (4.2%)
Gazprom OAO Sponsored ADR		479,016		10,488,076		1.7%
Lukoil OAO Sponsored ADR		92,719		5,170,466		0.8%
MMC Norilsk Nickel JSC ADR		91,231		1,697,836		0.3%
Other Securities				11,064,915		1.8%
TOTAL RUSSIA				28,421,293		4.6%
SOUTH AFRICA — (8.5%)
Gold Fields, Ltd. Sponsored ADR		144,700		2,281,919		0.4%
Impala Platinum Holdings, Ltd.		63,424		1,790,595		0.3%
Naspers, Ltd. Series N		35,569		1,851,981		0.3%
Sanlam, Ltd.		674,910		2,526,964		0.4%
Sasol, Ltd. Sponsored ADR		98,800		4,470,700		0.7%
Standard Bank Group, Ltd.		227,776		3,350,278		0.6%
Other Securities				40,713,354		6.6%
TOTAL SOUTH AFRICA				56,985,791		9.3%
SOUTH KOREA — (11.8%)
#KB Financial Group, Inc. ADR		41,877		1,880,277		0.3%
POSCO ADR		33,468		3,478,664		0.6%
Samsung Electronics Co., Ltd.		14,891		9,879,075		1.6%
Shinhan Financial Group Co., Ltd. ADR		25,544		1,986,557		0.3%
Other Securities				61,536,452		10.0%
TOTAL SOUTH KOREA				78,761,025		12.8%
TAIWAN — (11.4%)
Hon Hai Precision Industry Co., Ltd.		718,291		2,716,603		0.4%
Taiwan Semiconductor Manufacturing Co., Ltd.		1,550,214		3,189,275		0.5%
Other Securities				70,598,328		11.5%
TOTAL TAIWAN				76,504,206		12.4%
THAILAND — (2.3%)
Other Securities				15,242,406		2.5%
TURKEY — (2.3%)
Turkiye Garanti Bankasi A.S.		274,519		1,657,128		0.3%

27

EMERGING MARKETS SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage    of Net Assets**
TURKEY — (Continued)
Other Securities			$	13,490,564		2.2%
TOTAL TURKEY				15,147,692		2.5%
TOTAL COMMON STOCKS				578,414,339		94.0%
PREFERRED STOCKS — (5.4%)
BRAZIL — (5.4%)
#Banco Bradesco SA Sponsored ADR		208,290		4,332,432		0.7%
#Gerdau SA Sponsored ADR		168,600		2,198,544		0.4%
Itau Unibanco Holding SA ADR		149,866		3,680,709		0.6%
#Petroleo Brasileiro SA ADR		214,875		6,701,951		1.1%
Usinas Siderurgicas de Minas Gerais SA Series A		154,700		1,939,778		0.3%
Vale SA Sponsored ADR		203,454		5,845,233		1.0%
Other Securities				11,257,222		1.8%
TOTAL BRAZIL				35,955,869		5.9%
CHILE — (0.0%)
Other Securities				28,478		0.0%
TOTAL PREFERRED STOCKS				35,984,347		5.9%
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
Other Securities				5,394		0.0%
INDIA — (0.0%)
Other Securities				19,360		0.0%
MALAYSIA — (0.0%)
Other Securities				2,623		0.0%
POLAND — (0.0%)
Other Securities				86,052		0.0%
SOUTH KOREA — (0.0%)
Other Securities				15,018		0.0%
TAIWAN — (0.0%)
Other Securities				2,489		0.0%
THAILAND — (0.0%)
Other Securities				7,688		0.0%
TOTAL RIGHTS/WARRANTS				138,624		0.0%
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $2,970,000 FHLMC 5.00%, 10/15/19, valued at $3,359,813) to be repurchased at $3,306,052	$	3,306		3,306,000		0.5%

28

EMERGING MARKETS SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares/  Face    Amount		Value†		Percentage    of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (7.8%)
§@DFA Short Term Investment Fund		50,308,813		$50,308,813		8.2%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%, 11/01/10 (Collateralized by $42,295,271 FNMA 7.000%, 08/01/38, valued at $2,218,132)## to be repurchased at $2,174,679	$	2,175		2,174,639		0.3%
TOTAL SECURITIES LENDING COLLATERAL				52,483,452		8.5%
TOTAL INVESTMENTS — (100.0%)
(Cost $473,072,527)			$	670,326,762		108.9%

29

EMERGING MARKETS SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Brazil	$	41,331,266		—		—	$	41,331,266
Chile		15,589,059		—		—		15,589,059
China		16,494,639	$	58,667,111		—		75,161,750
Colombia		1,511,076		—		—		1,511,076
Czech Republic		—		3,059,699		—		3,059,699
Egypt		—		651,087		—		651,087
Hungary		15,642		3,394,695		—		3,410,337
India		7,364,518		64,294,759		—		71,659,277
Indonesia		1,681,271		19,857,208		—		21,538,479
Israel		—		51,194		—		51,194
Malaysia		8,672		22,597,927		—		22,606,599
Mexico		30,943,619		—		—		30,943,619
Peru		1,508,798		—		—		1,508,798
Philippines		329,289		6,680,637		—		7,009,926
Poland		36,242		11,283,518		—		11,319,760
Russia		426,174		27,995,119		—		28,421,293
South Africa		9,274,091		47,711,700		—		56,985,791
South Korea		10,203,432		68,557,593		—		78,761,025
Taiwan		3,354,158		73,150,048		—		76,504,206
Thailand		15,126,018		116,388		—		15,242,406
Turkey		545,072		14,602,620		—		15,147,692
Preferred Stocks
Brazil		35,955,869		—		—		35,955,869
Chile		28,478		—		—		28,478
Rights/Warrants
China		5,356		38		—		5,394
India		—		19,360		—		19,360
Malaysia		—		2,623		—		2,623
Poland		—		86,052		—		86,052
South Korea		—		15,018		—		15,018
Taiwan		—		2,489		—		2,489
Thailand		7,688		—		—		7,688
Temporary Cash Investments		—		3,306,000		—		3,306,000
Securities Lending Collateral		—		52,483,452		—		52,483,452
TOTAL	$	191,740,427	$	478,586,335		—	$	670,326,762

See accompanying Notes to Financial Statements.

30

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	U.S. Social Core Equity 2 Portfolio			U.S. Sustainability Core 1 Portfolio			International Sustainability Core 1 Portfolio
ASSETS:
Investments at Value (including $21,374, $20,049 and
$13,953 of securities on loan, respectively)	$	120,362		$	126,901		$	105,883
Temporary Cash Investments at Value & Cost		850			630			298
Collateral Received from Securities on Loan at Value & Cost		22,238			20,850			14,615
Foreign Currencies at Value		—			—			284
Cash		—			—			15
Receivables:
Investment Securities Sold		—			3			1
Dividends, Interest and Tax Reclaims		100			109			249
Securities Lending Income		8			6			8
Fund Shares Sold		—			75			33
Prepaid Expenses and Other Assets		11			13			13
Total Assets		143,569			148,587			121,399
LIABILITIES:
Payables:
Upon Return of Securities Loaned		22,238			20,850			14,615
Investment Securities Purchased		407			226			180
Fund Shares Redeemed		7			68			2
Due to Advisor		25			33			43
Accrued Expenses and Other Liabilities		11			13			14
Total Liabilities		22,688			21,190			14,854
NET ASSETS	$	120,881		$	127,397		$	106,545
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		15,446,987			13,317,533			12,696,521
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	7.83		$	9.57		$	8.39
Investments at Cost	$	109,521		$	113,332		$	97,870
Foreign Currencies at Cost	$	—		$	—		$	281
NET ASSETS CONSIST OF:
Paid-In Capital	$	113,256		$	117,272		$	99,408
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		221			229			385
Accumulated Net Realized Gain (Loss)		(3,437	)		(3,673	)		(1,272	)
Net Unrealized Foreign Exchange Gain (Loss)		—			—			8
Net Unrealized Appreciation (Depreciation)		10,841			13,569			8,016
NET ASSETS	$	120,881		$	127,397		$	106,545
(1) NUMBER OF SHARES AUTHORIZED		300,000,000			300,000,000			300,000,000

See accompanying Notes to Financial Statements.

31

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	DFA International Value ex Tobacco Portfolio			Emerging Markets Social Core Equity Portfolio
ASSETS:
Investments at Value (including $7,516 and $49,253 of securities on loan, respectively)	$	64,305		$	614,537
Temporary Cash Investments at Value & Cost		—			3,306
Collateral Received from Securities on Loan at Value & Cost		7,906			52,484
Foreign Currencies at Value		172			371
Cash		6			17
Receivables:
Investment Securities Sold		37			—
Dividends, Interest and Tax Reclaims		166			637
Securities Lending Income		2			55
Fund Shares Sold		—			226
Prepaid Expenses and Other Assets		10			9
Total Assets		72,604			671,642
LIABILITIES:
Payables:
Upon Return of Securities Loaned		7,906			52,484
Investment Securities Purchased		9			2,136
Fund Shares Redeemed		—			44
Due to Advisor		27			279
Deferred Thailand Capital Gains Tax		—			842
Accrued Expenses and Other Liabilities		17			122
Total Liabilities		7,959			55,907
NET ASSETS	$	64,645		$	615,735
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		7,287,075			41,604,274
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	8.87		$	14.80
Investments at Cost	$	63,713		$	417,283
Foreign Currencies at Cost	$	171		$	368
NET ASSETS CONSIST OF:
Paid-In Capital	$	65,845		$	392,801
Undistributed Net Investment Income (Distributions in Excess of Net
Investment Income)		172			1,426
Accumulated Net Realized Gain (Loss)		(1,972	)		25,080
Deferred Thailand Capital Gains Tax		—			(837	)
Net Unrealized Foreign Exchange Gain (Loss)		7			8
Net Unrealized Appreciation (Depreciation)		593			197,257
NET ASSETS	$	64,645		$	615,735
(1) NUMBER OF SHARES AUTHORIZED		300,000,000			500,000,000

See accompanying Notes to Financial Statements.

32

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	U.S. Social Core Equity 2     Portfolio				U.S. Sustainability Core 1     Portfolio				International Sustainability Core 1     Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0, $0, and
$174, respectively)		$	1,588			$	1,874			$	2,185
Interest			1				1				1
Income from Securities Lending			80				68				110
Total Investment Income			1,669				1,943				2,296
Expenses
Investment Advisory Services Fees			252				308				354
Accounting & Transfer Agent Fees			31				32				34
Custodian Fees			14				15				42
Filing Fees			20				21				20
Shareholders’ Reports			5				7				6
Directors’/Trustees’ Fees & Expenses			1				1				1
Professional Fees			3				3				3
Other			11				7				6
Total Expenses			337				394				466
Fees Waived, Expenses Reimbursed, and/or Previously
Waived Fees Recovered by Advisor (Note C)			—				(1	)			15
Net Expenses			337				393				481
Net Investment Income (Loss)			1,332				1,550				1,815
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold			(136	)			667				(50	)
Foreign Currency Transactions			—				—				(4	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency			17,662				15,761				8,272
Translation of Foreign Currency Denominated Amounts			—				—				7
Net Realized and Unrealized Gain (Loss)			17,526				16,428				8,225
Net Increase (Decrease) in Net Assets Resulting from Operations		$	18,858			$	17,978			$	10,040

See accompanying Notes to Financial Statements.

33

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	DFA International Value ex Tobacco Portfolio			Emerging Markets Social Core  Equity Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $125 and $1,287, respectively)		$1,447			$10,987
Interest		—			3
Income from Securities Lending		67			440
Total Investment Income		1,514			11,430
Expenses
Investment Advisory Services Fees		234			2,807
Accounting & Transfer Agent Fees		31			82
Custodian Fees		25			435
Filing Fees		16			26
Shareholders’ Reports		1			27
Directors’/Trustees’ Fees & Expenses		—			5
Professional Fees		2			30
Other		12			16
Total Expenses		321			3,428
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(8	)		—
Net Expenses		313			3,428
Net Investment Income (Loss)		1,201			8,002
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		858			26,069
Foreign Currency Transactions		(12	)		(40	)**
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		3,966			106,457
Translation of Foreign Currency Denominated Amounts		5			(3	)
Change in Deferred Thailand Capital Gains Tax		—			(512	)
Net Realized and Unrealized Gain (Loss)		4,817			131,971
Net Increase (Decrease) in Net Assets Resulting from Operations		$6,018			$139,973

**   Net of foreign capital gain taxes withheld of $64.

See accompanying Notes to Financial Statements.

34

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Social Core Equity 2 Portfolio						U.S. Sustainability Core 1 Portfolio						International Sustainability Core 1 Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,332		$	740		$	1,550		$	1,264		$	1,815		$	1,367
Net Realized Gain (Loss) on:
Investment Securities Sold		(136	)		(2,007	)		667			(3,213	)		(50	)		(1,126	)
Futures		—			(146	)		—			59			—			—
Foreign Currency Transactions		—			—			—			—			(4	)		23
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		17,662			9,011			15,761			12,352			8,272			16,790
Translation of Foreign Currency Denominated Amounts		—			—			—			—			7			(13	)
Net Increase (Decrease) in Net Assets Resulting from Operations		18,858			7,598			17,978			10,462			10,040			17,041
Distributions From:
Net Investment Income		(1,260	)		(729	)		(1,491	)		(1,298	)		(1,655	)		(1,340	)
Total Distributions		(1,260	)		(729	)		(1,491	)		(1,298	)		(1,655	)		(1,340	)
Capital Share Transactions (1):
Shares Issued		38,813			44,392			39,189			49,384			37,337			39,030
Shares Issued in Lieu of Cash Distributions		802			316			1,483			1,281			1,641			1,329
Shares Redeemed		(13,147	)		(5,125	)		(15,061	)		(25,724	)		(14,942	)		(19,591	)
Net Increase (Decrease) from Capital Share Transactions		26,468			39,583			25,611			24,941			24,036			20,768
Total Increase (Decrease) in Net Assets		44,066			46,452			42,098			34,105			32,421			36,469
Net Assets
Beginning of Period		76,815			30,363			85,299			51,194			74,124			37,655
End of Period	$	120,881		$	76,815		$	127,397		$	85,299		$	106,545		$	74,124
(1) Shares Issued and Redeemed:
Shares Issued		5,378			7,598			4,343			7,147			4,745			6,428
Shares Issued in Lieu of Cash Distributions		113			55			170			186			226			206
Shares Redeemed		(1,741	)		(920	)		(1,666	)		(3,790	)		(1,904	)		(3,277	)
Net Increase (Decrease) from Shares Issued and Redeemed		3,750			6,733			2,847			3,543			3,067			3,357
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	221		$	149		$	229		$	171		$	385		$	224

See accompanying Notes to Financial Statements.

35

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	DFA International Value ex Tobacco Portfolio						Emerging Markets Social Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,201		$	1,304		$	8,002		$	6,925
Net Realized Gain (Loss) on:
Investment Securities Sold		858			(2,798	)		26,069			1,219
Futures		—			—			—			(486	)
Foreign Currency Transactions		(12	)		30			(40	)**		(171	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		3,966			15,141			106,457			177,760
Futures		—			—			—			(2	)
Translation of Foreign Currency Denominated Amounts		5			1			(3	)		(5	)
Change in Deferred Thailand Capital Gains Tax		—			—			(512	)		(323	)
Net Increase (Decrease) in Net Assets Resulting from Operations		6,018			13,678			139,973			184,917
Distributions From:
Net Investment Income		(1,106	)		(1,380	)		(7,760	)		(6,711	)
Total Distributions		(1,106	)		(1,380	)		(7,760	)		(6,711	)
Capital Share Transactions (1):
Shares Issued		9,000			11,000			50,331			74,964
Shares Issued in Lieu of Cash Distributions		1,106			1,380			7,599			6,606
Shares Redeemed		—			(6,843	)		(35,113	)		(14,172	)
Net Increase (Decrease) from Capital Share Transactions		10,106			5,537			22,817			67,398
Total Increase (Decrease) in Net Assets		15,018			17,835			155,030			245,604
Net Assets
Beginning of Period		49,627			31,792			460,705			215,101
End of Period	$	64,645		$	49,627		$	615,735		$	460,705
(1) Shares Issued and Redeemed:
Shares Issued		1,105			1,757			3,820			10,070
Shares Issued in Lieu of Cash Distributions		145			199			614			753
Shares Redeemed		—			(943	)		(2,852	)		(1,863	)
Net Increase (Decrease) from Shares Issued and Redeemed		1,250			1,013			1,582			8,960
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	172		$	89		$	1,426		$	1,224

** Net of foreign capital gain taxes withheld of $64.

See accompanying Notes to Financial Statements.

36

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	U.S. Social Core Equity 2 Portfolio												U.S. Sustainability Core 1 Portfolio									International Sustainability Core 1 Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to   Oct. 31,   2008			Period Oct. 1, 2007(a) to   Nov. 30,   2007			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period March 12, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period March 12, 2008(a) to Oct. 31, 2008
Net Asset Value, Beginning of Period	$	6.57		$	6.12		$	9.33		$	10.00		$	8.15		$	7.39		$	10.00		$	7.70		$	6.00		$	10.00
Income from Investment Operations
Net Investment Income (Loss)(A)		0.10			0.10			0.12			0.02			0.13			0.14			0.10			0.17			0.16			0.17
Net Gains (Losses) on Securities (Realized and Unrealized)		1.25			0.46			(3.21	)		(0.69	)		1.42			0.77			(2.64	)		0.68			1.70			(4.03	)
Total from Investment Operations		1.35			0.56			(3.09	)		(0.67	)		1.55			0.91			(2.54	)		0.85			1.86			(3.86	)
Less Distributions
Net Investment Income		(0.09	)		(0.11	)		(0.12	)		—			(0.13	)		(0.15	)		(0.07	)		(0.16	)		(0.16	)		(0.14	)
Total Distributions		(0.09	)		(0.11	)		(0.12	)		—			(0.13	)		(0.15	)		(0.07	)		(0.16	)		(0.16	)		(0.14	)
Net Asset Value, End of Period	$	7.83		$	6.57		$	6.12		$	9.33		$	9.57		$	8.15		$	7.39		$	8.39		$	7.70		$	6.00
Total Return		20.75	%		9.49	%		(33.48	)%(C)		(6.70	)%(C)		19.15	%		12.69	%		(25.62	)%(C)		11.29	%		31.56	%		(39.13)%(C)
Net Assets, End of Period (thousands)	$	120,881		$	76,815		$	30,363		$	35,489		$	127,397		$	85,299		$	51,194		$	106,545		$	74,124		$	37,655
Ratio of Expenses to Average Net Assets		0.33	%		0.41	%		0.49	%(B)		0.53	%(B)(D)		0.37	%		0.37	%		0.37	%(B)(D)		0.57	%		0.57	%		0.57%(B)	(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.33	%		0.41	%		0.49	%(B)		0.53	%(B)(D)		0.37	%		0.47	%		0.61	%(B)(D)		0.55	%		0.66	%		1.00%(B)	(D)
Ratio of Net Investment Income to Average Net Assets		1.32	%		1.62	%		1.56	%(B)		1.55	%(B)(D)		1.46	%		1.97	%		1.74	%(B)(D)		2.15	%		2.57	%		3.18%(B)	(D)
Portfolio Turnover Rate		13	%		8	%		7	%(C)		0	%(C)		6	%		18	%		12	%(C)		7	%		7	%		2%(C)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

37

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	DFA International Value ex Tobacco Portfolio									Emerging Markets Social Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period June 30, 2008(a) to Oct. 31, 2008			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to     Oct. 31,     2008			Year Ended Nov. 30, 2007			Period Aug. 31, 2006(a) to     Nov. 30,     2006
Net Asset Value, Beginning of Period	$	8.22		$	6.33		$	10.00		$	11.51		$	6.92		$	16.27		$	11.46		$	10.00
Income from Investment Operations
Net Investment Income (Loss)(A)		0.19			0.20			0.08			0.20			0.18			0.30			0.28			0.03
Net Gains (Losses) on Securities (Realized and Unrealized)		0.64			1.90			(3.72	)		3.29			4.59			(8.28	)		4.74			1.43
Total from Investment Operations		0.83			2.10			(3.64	)		3.49			4.77			(7.98	)		5.02			1.46
Less Distributions
Net Investment Income		(0.18	)		(0.21	)		(0.03	)		(0.20	)		(0.18	)		(0.32	)		(0.21	)		—
Net Realized Gains		—			—			—			—			—			(1.05	)		—			—
Total Distributions		(0.18	)		(0.21	)		(0.03	)		(0.20	)		(0.18	)		(1.37	)		(0.21	)		—
Net Asset Value, End of Period	$	8.87		$	8.22		$	6.33		$	14.80		$	11.51		$	6.92		$	16.27		$	11.46
Total Return		10.49	%		33.74	%		(36.47	)%(C)		30.63	%		69.84	%		(53.24	)%(C)		44.12	%		14.60%(C)
Net Assets, End of Period (thousands)	$	64,645		$	49,627		$	31,792		$	615,735		$	460,705		$	215,101		$	482,671		$	358,924
Ratio of Expenses to Average Net Assets		0.60	%		0.60	%		0.60	%(B)(D)		0.67	%		0.70	%		0.66	%(B)		0.66	%		0.78%(B)	(D)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)		0.62	%		0.70	%		0.66	%(B)(D)		0.67	%		0.70	%		0.66	%(B)		0.66	%		0.78%(B)	(D)
Ratio of Net Investment Income to Average Net Assets		2.30	%		2.98	%		2.18	%(B)(D)		1.57	%		2.10	%		2.54	%(B)		2.02	%		1.09%(B)	(D)
Portfolio Turnover Rate		23	%		32	%		1	%(C)		14	%		4	%		13	%(C)		12	%		0%(C)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

38

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 whose shares are offered, without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers fifty-eight operational portfolios, five of which, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, International Sustainability Core 1 Portfolio, DFA International Value ex Tobacco Portfolio and Emerging Markets Social Core Equity Portfolio (the “Portfolios”) are included in this report. The remaining fifty-three portfolios are presented in separate reports.

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 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)

Securities held by U.S. Social Core Equity 2 Portfolio and U.S. Sustainability Core 1 Portfolio (the “Domestic Equity Portfolios”) and International Sustainability Core 1 Portfolio, DFA International Value ex Tobacco Portfolio and Emerging Markets Social 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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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

39

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 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 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’ 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 utilize 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. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios’ investments 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.

The Portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

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 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.

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 Portfolio’s books 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

40

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 and Expenses.

Each Director has the option to receive their distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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 Portfolios 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 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.

The International Equity Portfolios may be subject to taxes imposed by countries in which it invests, with respect to its investment 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 International Equity 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.

Emerging Markets Social Core Equity Portfolio’s investments in Thailand are subject to a 15% governmental capital gains tax. Such taxes are due upon sale of individual securities. Emerging Markets Social Core Equity Portfolio accrues for taxes on the capital gains throughout the holding period based on the unrealized gain of the underlying securities. Emerging Markets Social Core Equity Portfolio 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 Portfolios. For the year ended October 31, 2010, 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:

U.S. Social Core Equity 2 Portfolio	0.25	%
U.S. Sustainability Core 1 Portfolio	0.29	%
International Sustainability Core 1 Portfolio	0.42	%
DFA International Value ex Tobacco Portfolio	0.45	%
Emerging Markets Social Core Equity Portfolio	0.55	%

41

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, 2011, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. For the year ended October 31, 2010, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and previously waived fees subject to future recovery by the Advisor as 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.

	Expense Limits		Recovery of Previously Waived Fees/ Expenses Assumed	Previously Waived Fees/ Expenses Assumed Subject to Future Recovery
U.S. Social Core Equity 2 Portfolio (1)		0.60%	—	—
U.S. Sustainability Core 1 Portfolio (2)		0.37%	—	$135
International Sustainability Core 1 Portfolio (2)		0.57%	$15	111
DFA International Value ex Tobacco Portfolio (2)		0.60%	—	63
Emerging Markets Social Core Equity Portfolio (3)		0.85%	—	—

(1) The Advisor has contractually agreed to waive all or a portion of its advisory fee to the extent necessary to reduce U.S. Social Core Equity 2 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 the Portfolio Expenses exceed the rate listed above as percentage of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). At any time that the annualized Portfolio Expenses are less than the Expense Limitation Amount, 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 Expense Limitation Amount.

(2) The Advisor has contractually agreed to waive all or a portion of its advisory fee and to assume expenses of U.S. Sustainability Core 1 Portfolio, International Sustainability Core 1 Portfolio and DFA International Value ex Tobacco Portfolio (excluding the expenses that a Portfolio incurs indirectly through its investment in other investment companies) (“Portfolio Expenses”) to the extent necessary to limit the Portfolio Expenses of U.S. Sustainability Core 1 Portfolio, International Sustainability Core 1 Portfolio and DFA International Value ex Tobacco Portfolio to the rates listed above as a percentage of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). At any time that the annualized Portfolio Expenses of a Portfolio are less than the Portfolio’s Expense Limitation Amount, 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 Portfolio’s Expense Limitation Amount.

(3) The Advisor has contractually agreed to waive all or a portion of its advisory fee and to assume Emerging Markets Social Core Equity Portfolio’s expenses to the extent necessary to limit the expenses to the rate listed above as a percentage of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). At any time that the Portfolio’s annualized expenses are less than the Portfolio’s Expense Limitation Amount, 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 Expense Limitation Amount. The Advisor also has voluntarily agreed to assume the costs of the Portfolio’s cost of the engagement of its Social Screen Portfolios Vendor but may terminate the assumption of this expense at any time.

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, 2010, the total related amounts paid by the Fund

42

to the CCO were $211 (in thousands). The total related amounts paid by the Fund are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2010, 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. Social Core Equity 2 Portfolio	$ 2
U.S. Sustainability Core 1 Portfolio	2
International Sustainability Core 1 Portfolio	2
DFA International Value ex Tobacco Portfolio	1
Emerging Markets Social Core Equity Portfolio	11

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

	Purchases		Sales
U.S. Social Core Equity 2 Portfolio		$38,938		$12,867
U.S. Sustainability Core 1 Portfolio		31,607		6,350
International Sustainability Core 1 Portfolio		29,887		5,779
DFA International Value ex Tobacco Portfolio		21,721		11,598
Emerging Markets Social Core Equity Portfolio		94,815		72,023

There were no purchases or sales of long-term U.S. government 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 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 these 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, 2010, primarily attributable to non-deductible offering costs, net realized gains on securities considered to be “passive foreign investment companies” and character redesignation, 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. Social Core Equity 2 Portfolio	—	—	—
U.S. Sustainability Core 1 Portfolio	—	—	—
International Sustainability Core 1 Portfolio	—	—	—
DFA International Value ex Tobacco Portfolio	—	$(12)	$12
Emerging Markets Social Core Equity Portfolio	—	(40)	40

43

The tax character of dividends and distributions declared and paid during the years ended October 31, 2009 and October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Total
U.S. Social Core Equity 2 Portfolio
2009		$   729		—		$  729
2010		1,260		—		1,260
U.S. Sustainability Core 1 Portfolio
2009		1,298		—		1,298
2010		1,491		—		1,491
International Sustainability Core 1 Portfolio
2009		1,341		—		1,341
2010		1,655		—		1,655
DFA International Value ex Tobacco Portfolio
2009		1,380		—		1,380
2010		1,106		—		1,106
Emerging Markets Social Core Equity Portfolio
2009		6,711		—		6,711
2010		7,760		—		7,760

At October 31, 2010, 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 Loss)
U.S. Social Core Equity 2 Portfolio		$   223		—		$(3,411)		$(3,188)
U.S. Sustainability Core 1 Portfolio		231		—		(3,672)		(3,441)
International Sustainability Core 1 Portfolio		511		—		(1,259)		(748)
DFA International Value ex Tobacco Portfolio		178		—		(1,869)		(1,691)
Emerging Markets Social Core Equity Portfolio		1,603		$25,177		—		26,780

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, 2010, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration date (amount in thousands):

	Expires on October 31,
	2015		2016		2017		2018		Total
U.S. Social Core Equity 2 Portfolio	$	130	$	1,005	$	2,141	$	135	$	3,411
U.S. Sustainability Core 1 Portfolio		—		519		3,153		—		3,672
International Sustainability Core 1 Portfolio		—		75		1,125		59		1,259
DFA International Value ex Tobacco Portfolio		—		—		1,869		—		1,869
Emerging Markets Social Core Equity Portfolio		—		—		—		—		—

44

During the year ended October 31, 2010, the following Portfolios utilized capital loss carryforwards to offset realized gains for federal income tax purposes (amount in thousands):

U.S. Sustainability Core 1 Portfolio	$	672
DFA International Value ex Tobacco Portfolio		882
Emerging Markets Social Core Equity Portfolio		932

Some of the Portfolios’ 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, 2010, 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, 2010, 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
International Sustainability Core 1 Portfolio	$125	$  5
Emerging Markets Social Core Equity Portfolio	166	—

At October 31, 2010, 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. Social Core Equity 2 Portfolio		$132,635		$  20,065		$  (9,250)		$  10,815
U.S. Sustainability Core 1 Portfolio		134,813		21,297		(7,729)		13,568
International Sustainability Core 1 Portfolio		112,921		16,070		(8,195)		7,875
DFA International Value ex Tobacco Portfolio		71,727		6,542		(6,058)		484
Emerging Markets Social Core Equity Portfolio		473,335		216,386		(19,394)		196,992

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 Portfolios’ tax positions and has concluded that no provision for income tax is required in the Portfolios’ financial statements. The Portfolios are 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 Portfolios’ federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

G. Financial Instruments:

In accordance with the Fund’s 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. 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 Portfolios’ 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 29, 2010.

45

2.    Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the 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. Consequently, acquisition and disposition of securities 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 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 Portfolios.

3.    Futures Contracts: The Portfolios 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 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.

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.

At October 31, 2010, the Portfolios had no outstanding futures contracts.

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 rates agreed upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios 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
U.S. Social Core Equity 2 Portfolio	1.97%	$741	29	$  1	$3,568
U.S. Sustainability Core 1 Portfolio	1.93%	101	11	—	249

46

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios 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
International Sustainability Core 1 Portfolio	0.87%	$691	26	—	$2,915
DFA International Value ex Tobacco Portfolio	0.94%	64	32	—	258
Emerging Markets Social Core Equity Portfolio	0.94%	591	10	—	1,920

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

I. Securities Lending:

As of October 31, 2010, the Portfolios had securities on loan to brokers/dealers, for which it received cash collateral. In addition, Emerging Markets Social Core Equity Portfolio received non-cash collateral with a market value of $315 (in thousands). The Portfolios invest the cash collateral, as described below, and record 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 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. In the event that 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 their stated investment policies, the Portfolios will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. In addition, the Portfolios 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.

47

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L. Other:

At October 31, 2010, 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.

	Number of Shareholders	Approximate Percentage of Outstanding Shares
U.S. Social Core Equity 2 Portfolio	3	57%
U.S. Sustainability Core 1 Portfolio	3	98%
International Sustainability Core 1 Portfolio	3	98%
DFA International Value ex Tobacco Portfolio	2	90%
Emerging Markets Social Core Equity Portfolio	2	80%

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

48

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 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. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, International Sustainability Core 1 Portfolio, DFA International Value ex Tobacco Portfolio and Emerging Markets Social Core Equity Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

49

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

50

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

51

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

52

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

53

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

54

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

55

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

56

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

57

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund 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.

58

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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.

DFA Investment Dimensions 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)
U.S. Social Core Equity 2 Portfolio	100%	—	—	100%	100%	100%	—	—	100%	100%
U.S. Sustainability Core 1 Portfolio	100%	—	—	100%	100%	100%	—	—	100%	100%
International Sustainability Core 1 Portfolio	100%	—	—	100%	100%	100%	4%	142%	100%	100%
DFA International Value ex Tobacco Portfolio	100%	—	—	100%	100%	100%	4%	142%	100%	100%
Emerging Markets Social Core Equity Portfolio	100%	—	—	100%	100%	100%	6%	158%	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, an is reflected as a percentage of investment company taxable income (the total of short-term capital gain and net investment income 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 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).

59

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-014A

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

CSTG&E U.S. Social Core Equity 2 Portfolio

CSTG&E International Social Core Equity Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS 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		3
Disclosure of Fund Expenses		6
Disclosure of Portfolio Holdings		7
Summary Schedules of Portfolio Holdings
CSTG&E U.S. Social Core Equity 2 Portfolio		8
CSTG&E International Social Core Equity Portfolio		11
Statements of Assets and Liabilities		15
Statements of Operations		16
Statements of Changes in Net Assets		17
Financial Highlights		18
Notes to Financial Statements		19
Report of Independent Registered Public Accounting Firm		27
Fund Management		28
Voting Proxies on Fund Portfolio Securities		36
Notice to Shareholders		37

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]

DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Summary Schedules 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.
##	Par amount of collateral is a part of a pooled collateral facility. Value is indicative of the value
	allocated to this Portfolio as a part of this facility.
Financial Highlights
(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Because of commencement of operations and related preliminary transaction costs, these ratios
	are not necessarily indicative of future ratios.
All Statements, Schedules and Notes to Financial Statements
—	Amounts designated as — are either zero or rounded to zero.
REIT	Real Estate Investment Trust
SEC	Securities and Exchange Commission
(a)	Commencement of Operations.

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

2

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2010

The year ending October 31, 2010, was a relatively volatile period for U.S. equities. Broad market returns were positive, with the Russell 3000^® Index returning 18.34%. Stocks represented by the Russell Midcap^® Index outperformed those within both the Russell 2000^® Index (small caps) and the Russell 1000^® Index (large caps). Meanwhile, stocks represented by the Russell 1000^® Growth Index outperformed those represented by the Russell 1000^® Value Index.

While market returns were positive through April 2010, stocks retreated in May and June, marking new lows for the fiscal year in early July. Then in September, stocks began a sharp rise which continued through October. Over the course of the fiscal year, the small company premium within the Russell 3000^® Index was positive, while the value premium was negative as investors’ risk tolerance shifted, and general economic conditions evolved.

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, 2010, the total return of the Russell Microcap^® Index was 25.08%, the Russell 2000^® Index was 26.57%, the CRSP 6-10 Index was 28.76%, and the MSCI US Small Cap 1750 Index was 28.35%. 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 as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2010
Russell 2000® Index (small cap companies)	26.57	%
Russell Midcap® Index (mid cap companies)	27.73	%
Russell 1000® Index (large cap companies)	17.65	%
Russell 3000® Value Index	16.41	%
Russell 3000® Growth Index	20.32	%

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, 2010
Russell 1000® Value Index (large cap value companies)	15.72	%
Russell 1000® Growth Index (large cap growth companies)	19.66	%
Russell Midcap® Value Index (mid cap value companies)	27.50	%
Russell Midcap® Growth Index (mid cap growth companies)	28.03	%
Russell 2500® Value Index (small/mid cap value companies)	26.89	%
Russell 2500® Growth Index (small/mid cap growth companies)	28.76	%
Russell 2000® Value Index (small cap value companies)	24.43	%
Russell 2000® Growth Index (small cap growth companies)	28.66	%

Source: Russell data copyright © Russell Investment Group 1995-2010, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2010 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 the U.S.

3

Large Company Portfolio. 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.

CSTG&E U.S. Social Core Equity 2 Portfolio

The CSTG&E U.S. Social 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. market as a whole. The Portfolio excludes from purchase certain types of companies and industries that do not pass the social issue screens performed by a leading third-party provider. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and comprehensive exposure to U.S. stocks, but does not attempt to closely track a specific equity index. As of October 31, 2010, the Portfolio held 2,037 stocks and was mostly invested in equities throughout the year: the average 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, 2010, total returns were 22.14% for the Portfolio and 18.34% for the Russell 3000^® Index. In general, U.S. large cap stocks significantly underperformed U.S. mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primarily sources of the Portfolio’s relative outperformance.

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010, was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010
	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets currencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

4

12 Months Ended October 31, 2010
Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

CSTG&E International Social Core Equity Portfolio

The CSTG&E International Social Core Equity Portfolio seeks to capture the returns of the broad universe of international stocks, with increased exposure to smaller company stocks and stocks with value characteristics as measured by book-to-market ratio. The Portfolio also excludes from purchase certain types of companies that do not pass social screens performed by a leading third-party provider.

The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and comprehensive exposure to developed country stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Portfolio held 1,904 stocks in 23 developed country markets and was fully invested in equities throughout the year. The average 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 the behavior of a limited number of stocks. For the 12 months ended October 31, 2010, total returns were 12.32% for the Portfolio and 9.61% for the MSCI World ex USA Index (net dividends). In general, international large cap stocks underperformed international mid cap and small cap stocks over the period. The Portfolio’s lower allocation than the Index to large cap stocks and its greater allocation to mid cap and small cap stocks were the primary sources of the Portfolio’s relative outperformance.

5

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, 2010

EXPENSE TABLES

	Beginning Account Value 05/01/10		Ending Account Value 10/31/10		Annualized Expense Ratio*	Expenses Paid During Period*
CSTG&E U.S. Social Core Equity 2 Portfolio
Actual Fund Return	$	1,000.00	$	994.20	0.38%	$	1.91
Hypothetical 5% Annual Return	$	1,000.00	$	1,023.29	0.38%	$	1.94
CSTG&E International Social Core Equity Portfolio
Actual Fund Return	$	1,000.00	$	1,056.60	0.58%	$	3.01
Hypothetical 5% Annual Return	$	1,000.00	$	1,022.28	0.58%	$	2.96

* 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.

6

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, 2010. 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.

CSTG&E U.S. Social Core Equity 2 Portfolio		CSTG&E International Social Core Equity Portfolio
Consumer Discretionary	16.2%	Consumer Discretionary	14.6%
Consumer Staples	6.5%	Consumer Staples	5.9%
Energy	12.7%	Energy	8.3%
Financials	18.6%	Financials	27.3%
Industrials	15.9%	Industrials	17.0%
Information Technology	17.2%	Information Technology	5.6%
Materials	6.2%	Materials	14.2%
Other	—	Telecommunication Services	3.7%
Telecommunication Services	3.6%	Utilities	3.4%
Utilities	3.1%		100.0%
	100.0%

7

CSTG&E U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value†		Percentage of Net Assets**
COMMON STOCKS — (83.4%)
Consumer Discretionary — (13.5%)
*Carnival Corp.		6,000	$	259,020		0.3%
*Liberty Media Corp. Capital Class A		4,600		264,684		0.3%
*Liberty Media Corp. Interactive Class A		17,200		253,872		0.3%
*Lowe’s Cos., Inc.		12,000		255,960		0.3%
*Target Corp.		5,200		270,088		0.3%
*Time Warner, Inc.		13,666		444,282		0.6%
*TRW Automotive Holdings Corp.		5,300		242,157		0.3%
Walt Disney Co. (The)		23,047		832,227		1.0%
Other Securities				10,452,433		12.8%
Total Consumer Discretionary				13,274,723		16.2%
Consumer Staples — (5.4%)
Coca-Cola Co. (The)		4,400		269,808		0.3%
Kraft Foods, Inc.		17,503		564,822		0.7%
*PepsiCo, Inc.		3,678		240,173		0.3%
*Procter & Gamble Co. (The)		13,300		845,481		1.0%
*Wal-Mart Stores, Inc.		11,000		595,870		0.7%
Other Securities				2,767,940		3.4%
Total Consumer Staples				5,284,094		6.4%
Energy — (10.6%)
*Anadarko Petroleum Corp.		4,100		252,437		0.3%
*Apache Corp.		2,569		259,520		0.3%
*Chevron Corp.		19,500		1,610,895		2.0%
*ConocoPhillips		13,100		778,140		0.9%
Devon Energy Corp.		3,400		221,068		0.3%
*Exxon Mobil Corp.		18,260		1,213,742		1.5%
National-Oilwell, Inc.		5,200		279,552		0.3%
Occidental Petroleum Corp.		5,435		427,354		0.5%
Other Securities				5,376,291		6.6%
Total Energy				10,418,999		12.7%
Financials — (15.5%)
*Bank of America Corp.		52,133		596,402		0.7%
*Bank of New York Mellon Corp. (The)		9,600		240,576		0.3%
*Citigroup, Inc.		70,645		294,590		0.4%
*Discover Financial Services		13,800		243,570		0.3%
*Goldman Sachs Group, Inc. (The)		3,640		585,858		0.7%
*JPMorgan Chase & Co.		36,609		1,377,597		1.7%
*MetLife, Inc.		6,648		268,114		0.3%
*Morgan Stanley		13,180		327,787		0.4%
*PNC Financial Services Group, Inc.		5,401		291,114		0.4%
*Prudential Financial, Inc.		4,500		236,610		0.3%
Travelers Cos., Inc. (The)		5,166		285,163		0.3%
*Wells Fargo & Co.		27,071		706,012		0.9%
Other Securities				9,797,569		11.9%
Total Financials				15,250,962		18.6%
Industrials — (13.3%)
*CSX Corp.		4,700		288,815		0.4%
FedEx Corp.		2,868		251,581		0.3%
General Electric Co.		50,400		807,408		1.0%
*Norfolk Southern Corp.		3,600		221,364		0.3%
*Union Pacific Corp.		4,900		429,632		0.5%
*United Technologies Corp.		3,100		231,787		0.3%

8

CSTG&E U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
Other Securities			$	10,785,889		13.1%
Total Industrials				13,016,476		15.9%
Information Technology — (14.3%)
*Apple, Inc.		1,600		481,392		0.6%
*Cisco Sytems, Inc.		16,450		375,554		0.5%
*Google, Inc.		400		245,196		0.3%
Hewlett-Packard Co.		6,500		273,390		0.3%
*Intel Corp.		19,300		387,351		0.5%
*International Business Machines Corp.		2,800		402,080		0.5%
*Microsoft Corp.		16,000		426,240		0.5%
#*Motorola, Inc.		27,300		222,495		0.3%
*Oracle Corp.		12,600		370,440		0.4%
Other Securities				10,873,422		13.2%
Total Information Technology				14,057,560		17.1%
Materials — (5.2%)
Other Securities				5,108,306		6.2%
Other — (0.0%)
Other Securities				—		0.0%
Telecommunication Services — (3.0%)
*AT&T, Inc.		31,387		894,529		1.1%
*Verizon Communications, Inc.		34,440		1,118,267		1.4%
Other Securities				944,015		1.1%
Total Telecommunication Services				2,956,811		3.6%
Utilities — (2.6%)
Other Securities				2,490,180		3.0%
TOTAL COMMON STOCKS				81,858,111		99.7%
TEMPORARY CASH INVESTMENTS — (0.2%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		190,401		190,401		0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (16.4%)
§@DFA Short Term Investment Fund		16,053,865		16,053,865		19.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.23%,   11/01/10 (Collateralized by $187,789 FNMA 7.000%, 08/01/38,   valued at $78,711) to be repurchased at $76,419		$76		76,418		0.1%
TOTAL SECURITIES LENDING COLLATERAL				16,130,283		19.7%
TOTAL INVESTMENTS — (100.0%)     (Cost $108,419,613)			$	98,178,795		119.6%

9

CSTG&E U.S. SOCIAL CORE EQUITY 2 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 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	$	13,274,723		—		—	$	13,274,723
Consumer Staples		5,284,094		—		—		5,284,094
Energy		10,418,999		—		—		10,418,999
Financials		15,250,962		—		—		15,250,962
Industrials		13,016,476		—		—		13,016,476
Information Technology		14,057,560		—		—		14,057,560
Materials		5,108,306		—		—		5,108,306
Other		—		—		—		—
Telecommunication Services		2,956,811		—		—		2,956,811
Utilities		2,490,180		—		—		2,490,180
Temporary Cash Investments		190,401		—		—		190,401
Securities Lending Collateral		—	$	16,130,283		—		16,130,283
TOTAL	$	82,048,512	$	16,130,283		—	$	98,178,795

See accompanying Notes to Financial Statements.

10

CSTG&E INTERNATIONAL SOCIAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2010

	Shares		Value††		Percentage of Net Assets**
COMMON STOCKS — (89.0%)
AUSTRALIA — (6.1%)
Australia & New Zealand Banking Group, Ltd.		13,021	$	317,669		0.4%
Commonwealth Bank of Australia NL		6,109		293,679		0.3%
National Australia Bank, Ltd.		15,238		381,381		0.4%
Other Securities				4,792,966		5.7%
TOTAL AUSTRALIA				5,785,695		6.8%
AUSTRIA — (0.6%)
Other Securities				521,699		0.6%
BELGIUM — (0.7%)
Other Securities				708,338		0.8%
CANADA — (9.3%)
#Bank of Montreal		4,535		267,814		0.3%
Fairfax Financial Holdings, Ltd.		500		204,525		0.2%
Goldcorp, Inc.		6,638		296,396		0.3%
#Suncor Energy, Inc.		6,901		221,124		0.3%
Talisman Energy, Inc.		12,100		219,364		0.3%
Teck Resources, Ltd. Class B		6,137		274,387		0.3%
#Toronto Dominion Bank		5,100		367,286		0.4%
Other Securities				6,931,075		8.2%
TOTAL CANADA				8,781,971		10.3%
DENMARK — (0.8%)
Other Securities				722,014		0.8%
FINLAND — (1.7%)
Other Securities				1,580,643		1.9%
FRANCE — (7.4%)
BNP Paribas SA		5,385		393,891		0.5%
Societe Generale Paris SA		4,738		284,114		0.3%
Total SA Sponsored ADR		4,900		266,952		0.3%
Vivendi SA		8,293		236,974		0.3%
Other Securities				5,836,087		6.9%
TOTAL FRANCE				7,018,018		8.3%
GERMANY — (6.2%)
Allianz SE		3,352		419,810		0.5%
BASF SE		3,776		275,505		0.3%
*Daimler AG		6,206		410,114		0.5%
Deutsche Bank AG		6,300		364,644		0.4%
Deutsche Telekom AG		21,052		304,675		0.3%
E.ON AG Sponsored ADR		8,830		275,849		0.3%
Linde AG		1,555		223,832		0.3%
Munchener Rueckversicherungs-Gesellschaft AG		1,571		245,548		0.3%
Other Securities				3,359,534		4.0%
TOTAL GERMANY				5,879,511		6.9%
GREECE — (0.5%)
Other Securities				519,126		0.6%
HONG KONG — (2.0%)
Other Securities				1,928,393		2.3%
IRELAND — (0.4%)
Other Securities				339,669		0.4%

11

CSTG&E INTERNATIONAL SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
ISRAEL — (0.4%)
Other Securities			$	344,783		0.4%
ITALY — (2.5%)
Intesa Sanpaolo SpA		69,040		242,825		0.3%
UniCredit SpA.		84,175		219,450		0.3%
Other Securities				1,913,786		2.2%
TOTAL ITALY				2,376,061		2.8%
JAPAN — (17.2%)
#Honda Motor Co., Ltd. Sponsored ADR		7,100		255,813		0.3%
Mitsubishi UFJ Financial Group, Inc.		60,470		280,642		0.3%
#*Toyota Motor Corp. Sponsored ADR		3,500		247,870		0.3%
Other Securities				15,557,209		18.4%
TOTAL JAPAN				16,341,534		19.3%
NETHERLANDS — (2.1%)
#ArcelorMittal NV		6,554		212,078		0.3%
Other Securities				1,793,734		2.1%
TOTAL NETHERLANDS				2,005,812		2.4%
NEW ZEALAND — (0.2%)
Other Securities				148,521		0.2%
NORWAY — (1.0%)
Other Securities				985,535		1.2%
PORTUGAL — (0.5%)
Other Securities				433,443		0.5%
SINGAPORE — (1.5%)
Other Securities				1,404,747		1.7%
SPAIN — (2.3%)
Banco Santander SA Sponsored ADR		33,745		432,273		0.5%
Repsol YPF SA Sponsored ADR		7,300		202,137		0.3%
Other Securities				1,545,331		1.8%
TOTAL SPAIN				2,179,741		2.6%
SWEDEN — (2.6%)
Nordea Bank AB		27,436		302,088		0.4%
Svenska Handelsbanken AB Series A		6,275		205,279		0.2%
Telefonaktiebolaget LM Ericsson AB Sponsored ADR		19,000		208,810		0.2%
Other Securities				1,768,728		2.1%
TOTAL SWEDEN				2,484,905		2.9%
SWITZERLAND — (4.6%)
Compagnie Financiere Richemont SA Series A		4,435		221,210		0.3%
Credit Suisse Group AG Sponsored ADR		6,300		261,450		0.3%
Holcim, Ltd. AG		4,427		275,786		0.3%
Swiss Reinsurance Co., Ltd. AG		5,759		276,703		0.3%
Zurich Financial Services AG		2,043		499,958		0.6%
Other Securities				2,800,886		3.3%
TOTAL SWITZERLAND				4,335,993		5.1%
UNITED KINGDOM — (18.4%)
Anglo American P.L.C.		6,671		310,823		0.4%
Aviva P.L.C.		43,610		278,116		0.3%
Barclays P.L.C. Sponsored ADR		13,100		231,215		0.3%
BHP Billiton P.L.C. ADR		3,200		226,560		0.3%
*BP P.L.C. Sponsored ADR		18,900		771,687		0.9%

12

CSTG&E INTERNATIONAL SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
#HSBC Holdings P.L.C. Sponsored ADR		23,807	$	1,240,583		1.5%
International Power P.L.C.		44,274		295,407		0.3%
Kingfisher P.L.C.		69,403		264,399		0.3%
Legal & General Group P.L.C.		127,022		204,214		0.2%
Royal Dutch Shell P.L.C. ADR		19,700		1,267,104		1.5%
Standard Chartered P.L.C.		18,774		543,038		0.6%
Vodafone Group P.L.C. Sponsored ADR		43,277		1,190,550		1.4%
Other Securities				10,646,008		12.6%
TOTAL UNITED KINGDOM				17,469,704		20.6%
TOTAL COMMON STOCKS				84,295,856		99.4%
RIGHTS/WARRANTS — (0.1%)
BELGIUM — (0.0%)
Other Securities				24		0.0%
FRANCE — (0.0%)
Other Securities				486		0.0%
UNITED KINGDOM — (0.1%)
Other Securities				67,919		0.1%
TOTAL RIGHTS/WARRANTS				68,429		0.1%
	Face Amount
	(000)		Value†
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $265,000 FNMA 5.50%, 12/01/38, valued at $136,379) to be repurchased at $133,002		$133		133,000		0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (10.8%)
§@DFA Short Term Investment Fund		8,956,385		8,956,385		10.6%
@Repurchase Agreement, Deutsche Bank Securities, Inc. 0.22%,   11/01/10 (Collateralized by $42,295,271 FNMA 7.000%,   08/01/38, valued at $1,345,175)## to be repurchased at $1,318,823		$1,319		1,318,799		1.5%
TOTAL SECURITIES LENDING COLLATERAL				10,275,184		12.1%
TOTAL INVESTMENTS — (100.0%)     (Cost $112,087,409)				$94,772,469		111.7%

13

CSTG&E INTERNATIONAL SOCIAL CORE EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	407,229	$	5,378,466		—	$	5,785,695
Austria		—		521,699		—		521,699
Belgium		126,828		581,510		—		708,338
Canada		8,781,971		—		—		8,781,971
Denmark		3,715		718,299		—		722,014
Finland		320,031		1,260,612		—		1,580,643
France		904,408		6,113,610		—		7,018,018
Germany		935,989		4,943,522		—		5,879,511
Greece		82,087		437,039		—		519,126
Hong Kong		86		1,928,307		—		1,928,393
Ireland		75,575		264,094		—		339,669
Israel		34,294		310,489		—		344,783
Italy		344,778		2,031,283		—		2,376,061
Japan		1,161,770		15,179,764		—		16,341,534
Netherlands		204,169		1,801,643		—		2,005,812
New Zealand		—		148,521		—		148,521
Norway		106,656		878,879		—		985,535
Portugal		—		433,443		—		433,443
Singapore		501		1,404,246		—		1,404,747
Spain		973,557		1,206,184		—		2,179,741
Sweden		208,810		2,276,095		—		2,484,905
Switzerland		623,753		3,712,240		—		4,335,993
United Kingdom		6,343,709		11,125,995		—		17,469,704
Rights/Warrants
Belgium		24		—		—		24
France		486		—		—		486
United Kingdom		—		67,919		—		67,919
Temporary Cash Investments		—		133,000		—		133,000
Securities Lending Collateral		—		10,275,184		—		10,275,184
TOTAL	$	21,640,426	$	73,132,043		—	$	94,772,469

See accompanying Notes to Financial Statements.

14

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

	CSTG&E U.S. Social Core Equity 2 Portfolio			CSTG&E International Social Core Equity Portfolio
ASSETS:
Investments at Value (including $15,526 and $9,791 of securities on loan, respectively)	$	81,858		$	84,364
Temporary Cash Investments at Value & Cost		190			133
Collateral Received from Securities on Loan at Value & Cost		16,130			10,275
Foreign Currencies at Value		—			234
Cash		—			16
Receivables:
Investment Securities Sold		1			—
Dividends, Interest and Tax Reclaims		76			208
Securities Lending Income		5			6
Prepaid Expenses and Other Assets		2			1
Total Assets		98,262			95,237
LIABILITIES:
Payables:
Upon Return of Securities Loaned		16,130			10,275
Investment Securities Purchased		—			48
Due to Advisor		18			30
Accrued Expenses and Other Liabilities		31			48
Total Liabilities		16,179			10,401
NET ASSETS	$	82,083		$	84,836
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		9,666,290			10,717,096
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	8.49		$	7.92
Investments at Cost	$	92,099		$	101,679
Foreign Currencies at Cost	$	—		$	231
NET ASSETS CONSIST OF:
Paid-In Capital	$	98,121		$	104,093
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		156			277
Accumulated Net Realized Gain (Loss)		(5,953	)		(2,229	)
Net Unrealized Foreign Exchange Gain (Loss)		—			7
Net Unrealized Appreciation (Depreciation)		(10,241	)		(17,312	)
NET ASSETS	$	82,083		$	84,836
(1) NUMBER OF SHARES AUTHORIZED		300,000,000			300,000,000

See accompanying Notes to Financial Statements.

15

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2010

(Amounts in thousands)

	CSTG&E U.S. Social Core Equity 2 Portfolio			CSTG&E International Social Core Equity Portfolio
Investment Income
Dividends (Net of Foreign Taxes Withheld of $0 and $164, respectively)	$	1,296		$	2,004
Income from Securities Lending		56			99
Total Investment Income		1,352			2,103
Expenses
Investment Advisory Services Fees		210			329
Accounting & Transfer Agent Fees		29			34
Custodian Fees		10			23
Filing Fees		1			1
Shareholders’ Reports		10			10
Directors’/Trustees’ Fees & Expenses		1			1
Professional Fees		2			2
Other		27			42
Total Expenses		290			442
Net Investment Income (Loss)		1,062			1,661
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(530	)		336
Foreign Currency Transactions		—			4
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		15,156			7,350
Translation of Foreign Currency Denominated Amounts		—			6
Net Realized and Unrealized Gain (Loss)		14,626			7,696
Net Increase (Decrease) in Net Assets Resulting from Operations	$	15,688		$	9,357

See accompanying Notes to Financial Statements.

16

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	CSTG&E U.S. Social Core Equity 2 Portfolio						CSTG&E International Social Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	1,062		$	1,222		$	1,661		$	1,697
Net Realized Gain (Loss) on:
Investment Securities Sold		(530	)		(3,256	)		336			(2,256	)
Futures		—			121			—			(95	)
Foreign Currency Transactions		—			—			4			39
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		15,156			9,168			7,350			20,546
Translation of Foreign Currency Denominated Amounts		—			—			6			(3	)
Net Increase (Decrease) in Net Assets Resulting from Operations		15,688			7,255			9,357			19,928
Distributions From:
Net Investment Income		(1,073	)		(1,322	)		(1,621	)		(1,863	)
Total Distributions		(1,073	)		(1,322	)		(1,621	)		(1,863	)
Capital Share Transactions (1):
Shares Issued		840			4,853			3,235			6,772
Shares Issued in Lieu of Cash Distributions		1,073			1,322			1,621			1,863
Shares Redeemed		(6,813	)		(8,243	)		(3,957	)		(6,978	)
Net Increase (Decrease) from Capital Share Transactions		(4,900	)		(2,068	)		899			1,657
Total Increase (Decrease) in Net Assets		9,715			3,865			8,635			19,722
Net Assets
Beginning of Period		72,368			68,503			76,201			56,479
End of Period	$	82,083		$	72,368		$	84,836		$	76,201
(1) Shares Issued and Redeemed:
Shares Issued		111			776			456			1,201
Shares Issued in Lieu of Cash Distributions		141			223			238			314
Shares Redeemed		(846	)		(1,224	)		(541	)		(1,086	)
Net Increase (Decrease) from Shares Issued and Redeemed		(594	)		(225	)		153			429
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	156		$	167		$	277		$	233

See accompanying Notes to Financial Statements.

17

DFA INVESTMENT DIMENSIONS GROUP INC.

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	CSTG&E U.S. Social Core Equity 2 Portfolio												CSTG&E International Social Core Equity Portfolio
	Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period Aug. 3, 2007(a) to Nov. 30, 2007			Year Ended Oct. 31, 2010			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period Aug. 3, 2007(a) to Nov. 30, 2007
Net Asset Value, Beginning of Period	$	7.05		$	6.53		$	10.03		$	10.00		$	7.21		$	5.57		$	10.42		$	10.00
Income from Investment Operations
Net Investment Income (Loss)(A)		0.11			0.12			0.14			0.05			0.16			0.16			0.26			0.06
Net Gains (Losses) on Securities (Realized and Unrealized)		1.44			0.53			(3.50	)		(0.01	)		0.70			1.65			(4.85	)		0.37
Total from Investment Operations		1.55			0.65			(3.36	)		0.04			0.86			1.81			(4.59	)		0.43
Less Distributions
Net Investment Income		(0.11	)		(0.13	)		(0.14	)		(0.01	)		(0.15	)		(0.17	)		(0.26	)		(0.01	)
Total Distributions		(0.11	)		(0.13	)		(0.14	)		(0.01	)		(0.15	)		(0.17	)		(0.26	)		(0.01	)
Net Asset Value, End of Period	$	8.49		$	7.05		$	6.53		$	10.03		$	7.92		$	7.21		$	5.57		$	10.42
Total Return		22.14	%		10.26	%		(33.87	)%(C)		0.42	%(C)		12.32	%		33.26	%		(45.01	)%(C)		4.33%	(C)
Net Assets, End of Period (thousands)	$	82,083		$	72,368		$	68,503		$	95,612		$	84,836		$	76,201		$	56,479		$	95,903
Ratio of Expenses to Average Net Assets		0.37	%		0.40	%		0.38	%(B)		0.46	%(B)(D)		0.56	%		0.60	%		0.60	%(B)		0.78%	(B)(D)
Ratio of Net Investment Income to Average Net Assets		1.36	%		1.89	%		1.68	%(B)		1.46	%(B)(D)		2.12	%		2.69	%		3.24	%(B)		1.90%	(B)(D)
Portfolio Turnover Rate		7	%		12	%		5	%(C)		1	%(C)		5	%		10	%		6	%(C)		1 %	(C)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

18

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 whose shares are offered, without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers fifty-eight operational portfolios, two of which, CSTG&E U.S. Social Core Equity 2 Portfolio and CSTG&E International Social Core Equity Portfolio (the “Portfolios”), are included in this report. The remaining fifty-six portfolios are presented in separate reports.

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 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)

Securities held by the Portfolios (including over-the-counter securities) are valued at the last quoted sale price of the day. Securities held by the 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 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). These securities are generally categorized as Level 1 in the hierarchy.

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. These securities are generally categorized as Level 2 in the hierarchy. 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.

CSTG&E International Social Core Equity Portfolio 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

19

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 CSTG&E International Social Core Equity Portfolio is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time CSTG&E International Social Core Equity Portfolio prices its shares at the close of the NYSE, the Portfolio 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 CSTG&E International Social Core Equity Portfolio’s 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 Portfolio 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 CSTG&E International Social Core Equity Portfolio utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When CSTG&E International Social Core Equity Portfolio uses fair value pricing, the values assigned to CSTG&E International Social Core Equity Portfolio’s foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. Certain foreign equity securities that are fair value adjusted through an independent pricing service which considers statistically relevant trading patterns may periodically move from input valuation Level 2 to input valuation Level 1 when not meeting the fair value adjustment trigger requirements.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios’ investments 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.

The portfolios did not have any significant transfers between Level 1 and Level 2 during the year ended October 31, 2010.

2.    Foreign Currency Translation:    Securities and other assets and liabilities of CSTG&E International Social Core Equity 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 based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

CSTG&E International Social Core Equity Portfolio 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 Portfolio’s books 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.

Each Director has the option to receive their distribution of proceeds in one of the following methods: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon

20

years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

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 Portfolios 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 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.

CSTG&E International Social Core Equity Portfolio may be subject to taxes imposed by countries in which it invests, with respect to its investment 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. CSTG&E International Social Core Equity Portfolio 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 Portfolios. For the year ended October 31, 2010, the investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.27% and 0.42% of average daily net assets for CSTG&E U.S. Social Core Equity 2 Portfolio and CSTG&E International Social Core Equity Portfolio, respectively.

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, 2010, the total related amounts paid by the Fund to the CCO were $211 (in thousands). The total related amounts paid by the Fund are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2010, 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):

CSTG&E U.S. Social Core Equity 2 Portfolio	$	2
CSTG&E International Social Core Equity Portfolio		2

21

E. Purchases and Sales of Securities:

For the year ended October 31, 2010, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

	Purchases		Sales
CSTG&E U.S. Social Core Equity 2 Portfolio		$5,353	$	10,506
CSTG&E International Social Core Equity Portfolio		4,837		4,096

There were no purchases or sales of long-term U.S. government 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 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 these 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, 2010, primarily attributable to character redesignation, 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)
CSTG&E U.S. Social Core Equity 2 Portfolio	—	—
CSTG&E International Social Core Equity Portfolio	$ 4	$(4)

The tax character of dividends and distributions declared and paid during the year ended October 31, 2009 and the year ended October 31, 2010 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains		Long-Term Capital Gains		Total
CSTG&E U.S. Social Core Equity 2 Portfolio
2009		$1,323		—		$1,323
2010		1,073		—		1,073
CSTG&E International Social Core Equity Portfolio
2009		1,863		—		1,863
2010		1,621		—		1,621

22

At October 31, 2010, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

	Undistributed Net Investment Income and Short-Term Capital Gains	Capital Loss Carryforward	Total Net Distributable Earnings/ (Accumulated Losses)
CSTG&E U.S. Social Core Equity 2 Portfolio	$158	$(5,946)	$(5,788)
CSTG&E International Social Core Equity Portfolio	315	(2,228)	(1,913)

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, 2010, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration date (amounts in thousands):

	Expires on October 31,
	2015		2016		2017		2018		Total
CSTG&E U.S. Social Core Equity 2 Portfolio	$	367	$	1,889	$	3,134	$	556	$	5,946
CSTG&E International Social Core Equity Portfolio		—		—		2,228		—		2,228

During the year ended October 31, 2010, the following Portfolio utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

CSTG&E International Social Core Equity Portfolio $ 336

Some of the investments held by CSTG&E International Social Core Equity Portfolio 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, 2010, CSTG&E International Social Core Equity Portfolio had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal tax purposes of $35 (in thousands). For the year ended October 31, 2010, there were no realized gains on the sale of passive foreign investment companies.

At October 31, 2010, 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)
CSTG&E U.S. Social Core Equity 2 Portfolio	$108,426	$9,880	$(20,128)	$(10,248)
CSTG&E International Social Core Equity Portfolio	112,124	9,146	(26,498)	(17,352)

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 Portfolio’s tax position 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 remain subject to examination by the Internal Revenue Service.

23

G. Financial Instruments:

In accordance with the Fund’s 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. 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 Portfolios’ 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 29, 2010.

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 CSTG&E International Social Core Equity Portfolio 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 Portfolios.

3.    Futures Contracts:    The Portfolios 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 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.

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.

At October 31, 2010, the Portfolios had no outstanding futures contracts.

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.

24

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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios 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
CSTG&E U.S. Social Core Equity 2 Portfolio	1.99%	$612	31	$1	$2,318

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the year ended October 31, 2010, borrowings by the Portfolios 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
CSTG&E International Social Core Equity Portfolio	0.91%	$161	42	—	$593

There were no outstanding borrowings by the Portfolios under this line of credit as of October 31, 2010.

I. Securities Lending:

As of October 31, 2010, the Portfolios had securities on loan to brokers/dealers, for which it received cash collateral. The Portfolios invest the cash collateral, as described below, and record 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 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. In the event that 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 their stated investment policies, the Portfolios will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the “Money Market Series”), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized

25

by securities of the U.S. government or its agencies, and affiliated and unaffiliated registered and unregistered money market funds. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. In addition, the Portfolios 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 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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

L. Other:

At October 31, 2010, two shareholders held 94% of the outstanding shares of CSTG&E U.S. Social Core Equity 2 Portfolio and two shareholders held 93% of the outstanding shares of CSTG&E International Social Core Equity Portfolio. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

M. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolios and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

26

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 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 CSTG&E U.S. Social Core Equity 2 Portfolio and CSTG&E International Social Core Equity Portfolio (constituting portfolios within DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolios”) at October 31, 2010, 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, 2010 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 22, 2010

27

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

28

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

29

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

30

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

31

Name, Position with the Fund and Age	Term of Office1             and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

32

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

33

Name, Position with the Fund and Age	Term of Office1             and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since Januay 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

34

Name, Position with the Fund and Age	Term of Office1             and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

35

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund 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.

36

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with a October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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.

DFA Investment Dimensions 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)	Qualified Interest Income(5)	Qualified Short-Term Capital Gain(6)
CSTG&E U.S. Social Core Equity 2 Portfolio	100%	—	—	100%	100%	100%	—	—	100%	100%
CSTG&E International Social Core Equity Portfolio	100%	—	—	100%	100%	100%	4%	134%	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 investment company taxable income (the total of short-term capital gain and net investment income 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 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).

37

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA103110-015A

ANNUAL REPORT

year ended: October 31, 2010

DFA Investment Dimensions Group Inc.

World ex U.S. Value Portfolio

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

November 2010

Dear Fellow Shareholder,

In 2011, Dimensional celebrates its thirtieth anniversary. Our growth — from a start-up business working out of my Brooklyn apartment to a global investment firm with offices in six countries — has been greater than we could ever have predicted. We take a lot of pride in what we have been able to accomplish.

The Dimensional business model, at its most basic, is about ideas and the implementation of those ideas. We’ve built Dimensional on a set of ideas that have revolutionized finance over the last fifty years. We work closely with academics like Gene Fama, Ken French, and Robert Merton who have been at the forefront in developing the field of modern finance. This great partnership with leading thinkers has carried us over the last thirty years. It is the principle of comparative advantage at its best. The thinkers work on developing the ideas, and we find the best ways to implement those ideas for our clients.

Working together with academics and our clients, we have helped change the world. It’s great to know that it is still possible to do well by doing good.

Sincerely,

David G. Booth

Chairman and Co-Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

DFA INVESTMENT DIMENSIONS GROUP INC.

World ex U.S. Value Portfolio

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes		1
Performance Chart		2
Management’s Discussion and Analysis		3
Disclosure of Fund Expenses		5
Disclosure of Portfolio Holdings		6
Schedule of Investments		7
Statement of Assets and Liabilities		8
Statement of Operations		9
Statement of Changes in Net Assets		10
Financial Highlights		11
Notes to Financial Statements		12
Report of Independent Registered Public Accounting Firm		18
Fund Management		19
Voting Proxies on Fund Portfolio Securities		27
Notice to Shareholders		28

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]

DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedule of Investments

Investment Abbreviations

FHLMC Federal Home Loan Mortgage Corporation

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 Funds.

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

All Statements, Schedules and Notes to Financial Statements

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

SEC Securities and Exchange Commission

(a) Commencement of Operations.

1

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHART

2

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

International Equity Market Review 12 Months Ended October 31, 2010

The one-year period ending October 31, 2010 was characterized by relatively high levels of volatility in non-US developed markets. Broad market returns were positive, with stocks represented by the MSCI World ex USA Index (net dividends) returning 9.61%.

While market returns were positive in November and December of 2009, high volatility over the next five months — punctuated by an 11% drop in May — took developed non-US stocks to their lows for the fiscal year. In June, stocks began a sharp rise which continued through the remainder of the fiscal year as global economic data generally improved. As measured by the MSCI indices, growth stocks outperformed their value counterparts, while small cap stocks outperformed large caps.

12 Months Ended October 31, 2010

	U.S. Dollar Return
MSCI World ex USA Index		9.61%
MSCI World ex USA Small Cap Index		17.23%
MSCI World ex USA Value Index		6.38%
MSCI World ex USA Growth Index		12.87%

The performance of the US dollar (USD) was mixed against other major developed markets curencies during the period. While the USD rose slightly against the euro and British pound, it fell against most other G10 currencies, and in particular against the Japanese yen.

12 Months Ended October 31, 2010

Ten Largest Foreign Developed Markets by Market Cap	Local Currency Return		U.S. Dollar Return
United Kingdom		16.07%		12.58%
Japan		-6.76%		4.78%
Canada		15.83%		22.62%
France		11.80%		5.31%
Australia		3.70%		12.50%
Germany		20.61%		13.61%
Switzerland		5.53%		9.90%
Spain		-2.96%		-8.59%
Sweden		17.82%		23.94%
Italy		0.69%		-5.14%

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

Gains in emerging markets were higher on average than in developed markets, although results varied widely among the individual emerging markets countries. For the one-year period ended October 31, 2010, returns in US dollars were 23.56% for the MSCI Emerging Markets Index (net dividends) versus 9.61% for the MSCI World ex USA Index (net dividends). As measured by the MSCI indices, emerging markets growth stocks outperformed their value counterparts, while emerging markets small cap stocks outperformed large caps.

3

12 Months Ended October 31, 2010	U.S. Dollar Return
MSCI Emerging Markets Index		23.56%
MSCI Emerging Markets Small Cap Index		37.02%
MSCI Emerging Markets Value Index		21.96%
MSCI Emerging Markets Growth Index		25.17%

The US dollar (USD) generally depreciated against most major emerging markets currencies during the period, increasing most local country returns when denominated in USD.

12 Months Ended October 31, 2010

Ten Largest Emerging Markets by Market Cap	Local Currency Return		U.S. Dollar Return
China		11.14%		11.11%
Brazil		11.67%		14.86%
South Korea		18.52%		24.52%
Taiwan		13.20%		20.23%
India		27.64%		34.93%
South Africa		18.71%		33.55%
Russia		19.19%		13.38%
Mexico		25.55%		33.87%
Malaysia		23.94%		35.93%
Indonesia		41.78%		51.50%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Copyright MSCI 2010, all rights reserved.

International Equity Portfolio’s Performance Overview

World ex U.S. Value Portfolio

The World ex US Value Portfolio seeks to capture the returns of value stocks across all market capitalizations in international developed and emerging markets by purchasing shares of three funds managed by Dimensional Fund Advisors: The DFA International Value Series, DFA International Small Cap Value Portfolio, and Dimensional Emerging Markets Value Fund (the “Underlying Funds”). The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to value stocks, but does not attempt to track a specific equity index. As of October 31, 2010, the Underlying Funds held 4,644 stocks. In general the Portfolio was fully invested in equities. The average cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Underlying Funds’ diversified investment approach, performance was determined principally by broad structural trends in the international and emerging equity markets, rather than the behavior of a limited number of stocks. From the Portfolio’s inception on August 23, 2010, through October 31, 2010, total returns were 13.50% for the Portfolio and 12.78% for the MSCI All Country World ex USA Index (net dividends).

4

DFA INVESTMENT DIMENSIONS GROUP INC.

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 period indicated.

For the Period August 23, 2010 to October 31, 2010

EXPENSE TABLES
	Beginning Account Value 08/23/10		Ending Account Value 10/31/10		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,135.00		0.90%	$1.84
Hypothetical 5% Annual Return	$	1,000.00	$	1,020.67		0.90%	$4.58

* 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 Fund’s portion of the expenses of its Master Funds (Affliliate Investment Companies). The Portfolio commenced operations on August 23, 2010. Expenses are equal to the fund’s annualized expense ratio for the period, multiplied by the average account value over the period, multiplied by the number of days since inception (70), then divided by the number of days in the year (365) to reflect the period. The “Ending Account Value” is derived from the fund’s share class actual return since inception. The “Hypothetical 5% Annual Return” information reflects the 184 day period for the six-months ended October 31, 2010 to allow for comparability.

5

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, 2010. 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 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 is included in another report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Funds’ holdings which reflects the investments by country.

Affiliated Investment Companies 100.0 % 

6

WORLD EX U.S. VALUE PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2010

	Shares		Value†
AFFILIATED INVESTMENT COMPANIES — (99.9%)
Investment in The DFA International Value Series of The DFA Investment Trust Company			$	19,724,285
Investment in Dimensional Emerging Markets Value Fund				7,158,718
Investment in DFA International Small Cap Value Portfolio of DFA Investment Dimensions Group Inc		166,600		2,692,256
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $26,172,592)				29,575,259
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/01/10 (Collateralized by $15,000 FHLMC 5.00%, 10/15/19, valued at $16,969) to be repurchased at $13,000 (Cost $13,000)	$	13		13,000
TOTAL INVESTMENTS - (100.0%) (Cost $26,185,592)			$	29,588,259

Summary of inputs used to value the Portfolio’s investments as of October 31, 2010 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Affiliated Investment Companies	$	29,575,259		—	—	$	29,575,259
Temporary Cash Investments		—	$	13,000	—		13,000
TOTAL	$	29,575,259	$	13,000	—	$	29,588,259

See accompanying Notes to Financial Statements.

7

DFA INVESTMENT DIMENSIONS GROUP INC.

WORLD EX U.S. VALUE PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2010

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

ASSETS:
Investments in Affiliated Investment Companies at Value	$	29,575
Temporary Cash Investments at Value & Cost		13
Cash		16
Deferred Offering Costs		17
Total Assets		29,621
LIABILITIES:
Accrued Expenses and Other Liabilities		5
Total Liabilities		5
NET ASSETS	$	29,616
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		2,608,303
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	11.35
Investments in Affiliated Investment Companies at Cost	$	26,173
NET ASSETS CONSIST OF:
Paid-In Capital	$	25,962
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		46
Accumulated Net Realized Gain (Loss)		212
Deferred Thailand Capital Gains Tax		(3	)
Net Unrealized Foreign Exchange Gain (Loss)		(3	)
Net Unrealized Appreciation (Depreciation)		3,402
NET ASSETS	$	29,616
(1) NUMBER OF SHARES AUTHORIZED		100,000,000

See accompanying Notes to Financial Statements.

8

DFA INVESTMENT DIMENSIONS GROUP INC.

WORLD EX U.S. VALUE PORTFOLIO

STATEMENT OF OPERATIONS

FOR THE PERIOD AUGUST 23, 2010(a) TO OCTOBER 31, 2010

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $6)	$	81
Income from Securities Lending		4
Expenses Allocated from Affiliated Investment Companies		(11	)
Total Investment Income		74
Expenses
Administrative Services Fees		25
Accounting & Transfer Agent Fees		2
Filing Fees		2
Shareholders’ Reports		2
Audit Fees		3
Legal Fees		1
Organizational & Offering Costs		24
Total Expenses		59
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(25	)
Net Expenses		34
Net Investment Income (Loss)		40
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		212
Foreign Currency Transactions		2
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		3,256
Translation of Foreign Currency Denominated Amounts		(3	)
Deferred Thailand Capital Gains Tax		(3	)
Net Realized and Unrealized Gain (Loss)		3,464
Net Increase (Decrease) in Net Assets Resulting from Operations	$	3,504

Investment Income and a portion of Realized and Unrealized Gain (Loss) were allocated from the Portfolio’s Master Funds (Affiliated Investment

Companies).

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

9

DFA INVESTMENT DIMENSIONS GROUP INC.

WORLD EX U.S. VALUE PORTFOLIO

STATEMENT OF CHANGES IN NET ASSETS

(Amounts in thousands)

	For the Period Aug. 23, 2010(a) to Oct. 31, 2010
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	40
Net Realized Gain (Loss) on:
Investment Securities Sold		212
Foreign Currency Transactions		2
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		3,256
Translation of Foreign Currency Denominated Amounts		(3	)
Deferred Thailand Capital Gains Tax		(3	)
Net Increase (Decrease) in Net Assets Resulting from Operations		3,504
Capital Share Transactions (1):
Shares Issued		28,812
Shares Redeemed		(2,700	)
Net Increase (Decrease) from Capital Share Transactions		26,112
Total Increase (Decrease) in Net Assets		29,616
Net Assets
Beginning of Period		—
End of Period	$	29,616
(1) Shares Issued and Redeemed:
Shares Issued		2,860
Shares Redeemed		(252	)
Net Increase (Decrease) from Shares Issued and Redeemed		2,608
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	46

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

10

DFA INVESTMENT DIMENSIONS GROUP INC.

WORLD EX U.S. VALUE PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout the period)

	Period Aug. 23, 2010(a) to Oct. 31, 2010
Net Asset Value, Beginning of Period	$	10.00
Income from Investment Operations
Net Investment Income (Loss)(A)		0.02
Net Gains (Losses) on Securities (Realized and Unrealized)		1.33
Total from Investment Operations		1.35
Less Distributions
Net Investment Income		—
Total Distributions		—
Net Asset Value, End of Period	$	11.35
Total Return		13.50%(C	)
Net Assets, End of Period (thousands)	$	29,616
Ratio of Expenses to Average Net Assets(D)		0.90%(B	)(E)
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees)(D)		1.37%(B	)(E)
Ratio of Net Investment Income to Average Net Assets		0.76%(B	)(E)

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

11

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, without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund offers fifty-eight operational portfolios, one of which, World ex U.S. Value Portfolio (the “Portfolio”), is included in this report. The remaining fifty-seven portfolios are presented in separate reports.

World ex U.S. Value Portfolio achieves its investment objective by primarily investing in other portfolios within The DFA Investment Trust Company (“ITC”), DFA Investment Dimensions Group Inc. (“IDG”) and Dimensional Emerging Markets Value Fund (“DEM”) (collectively, the “Master Funds”). The Portfolio also invests in short-term temporary cash investments.

Master Funds	World ex U.S. Value Portfolio (Percentage  of Ownership at October 31, 2010)
The DFA International Value Series (ITC)	—
Dimensional Emerging Markets Value Fund (DEM)	—
DFA International Small Cap Value Portfolio (IDG)	—

Amounts designated as — are less than 1%

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 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

Master Fund shares held by World ex U.S. Value Portfolio are valued at its respective daily net asset values, as the Master Fund is treated as a regulated investment company. The Portfolio’s investments in partnerships reflect proportionate interest in the net assets of their corresponding partnerships. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolio’s investments by each major security type 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.

12

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: lump sum; annual installments over a period of agreed upon years; or quarterly installments over a period of agreed upon years. Each Director shall have the right in a notice of election to defer compensation (the “Notice”) to elect to defer the receipt of the Director’s deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of the Fund; and (ii) five years following the effective date of the Director’s first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director’s deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board of the Fund (unless the Director files an amended Notice selecting a different distribution date). Robert C. Merton resigned from the Board of the Fund on December 1, 2009 and received a lump sum payment of the proceeds of his deferred fee account on January 4, 2010 in the amount of $241,764. As of October 31, 2010, no other Directors have requested or received a distribution of proceeds of a deferred fee account.

3.    Other:    The Portfolio recognizes its pro-rata share of net investment income and realized and unrealized gains/losses on a daily basis from its respective investments in partnerships. 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. Interest income is recorded on the accrual basis. 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.

The Portfolio may be subject to taxes imposed by countries in which the Master Funds 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 Portfolio accrue such taxes when the related income or capital gains are earned by the Master Funds 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 Master Funds. The Advisor also provides administrative services to the Portfolio, including supervision of services provided by others, providing information to shareholders and the Board of Directors/Trustees, and other administrative services. For the period ended October 31, 2010, the administrative services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.47% of the Portfolio’s average daily net assets. The Portfolio does not pay separate management fees to the Advisor.

Pursuant to a Fee Waiver Agreement for the Portfolio, the Advisor has agreed to waive up to the full amount of the Portfolio’s administration fee of 0.47% to the extent necessary to offset the proportionate share of the administration fees paid by the Portfolio through its investment in the Master Funds. In addition, under the Fee Waiver Agreement, the Advisor also has agreed to waive all or a portion of the administration fee that remains payable by the Portfolio

13

(i.e. the administration fee remaining after the proportionate share of the Master Funds’ advisory services fees have been offset (the “Remaining Management Fee”)) to the extent necessary to reduce the Portfolio’s ordinary operating expenses (including expenses incurred through its investment in other investment companies) (“Portfolio Expenses”) so that such Portfolio Expenses do not exceed 0.60% of the Portfolio’s average net assets on an annualized basis (the “Expense Limitation Amount”). The maximum amount that may be waived to limit Portfolio Expenses pursuant to this paragraph is the amount of the Remaining Management Fee. Further, at any time that the Portfolio Expenses of the Portfolio are less than the Portfolio’s Expense Limitation Amount, the Advisor retains the right to seek reimbursement for the amount of any Remaining Management Fees previously waived to the extent that such reimbursement will not cause the Portfolio’s annualized Portfolio Expenses to exceed the Portfolio’s Expense Limitation Amount. The Portfolio is not obligated to reimburse the Advisor for fees previously waived by the Advisor more than thirty-six months before the date of such reimbursement. The Fee Waiver Agreement for the Portfolio will remain in effect through March 1, 2011, and may not be terminated by the Advisor prior to that date. At October 31, 2010, approximately $25 (in thousands) of previously waived fees are subject to future recovery by the Advisor over various periods not exceeding October 31, 2013.

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, 2010, the total related amounts paid by the Fund to the CCO were $211 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. Deferred Compensation:

At October 31, 2010, 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):

World ex U.S. Value Portfolio $ —

E. 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 these 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, 2010, primarily attributable to disallowed expenses and reclasses from capital gains to ordinary income, 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)
$(4)	$6	$(2)

The Portfolio commenced operations on August 23, 2010 and did not pay any distributions for the year ended October 31, 2010.

14

At October 31, 2010, 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)
$78	$194	$272

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, 2010, the Portfolio had no capital loss carryforwards available to offset future realized capital gains.

The Portfolio’s 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, 2010, the Portfolio had cumulative unrealized appreciation (depreciation) (mark to market) of amounts less than a thousand to be included in distributable net investment income for federal tax purposes. For the year ended October 31, 2010, realized gains on the sale of passive foreign investment companies totaling to an amount less than a thousand have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes.

At October 31, 2010, 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)
$26,185	$2,925	$478	$3,403

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 Portfolio’s tax position and has concluded that no provision for income tax is required in the Portfolios’ 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.

F. 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. These instruments and their significant corresponding risks are described below:

1.    Repurchase Agreements:    The 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 with the Portfolio’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 29, 2010.

2.    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

15

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 Master Funds may be inhibited.

G. 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 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 discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 21, 2011. There were no borrowings by the Portfolio under this line of credit during the period ended October 31, 2010.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2010 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, 2011.

For the period ended October 31, 2010, borrowings by the Portfolio 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
0.95%	$16	1	—	$16

There were no outstanding borrowings by the Portfolio under this line of credit as of October 31, 2010.

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. Recently Issued Accounting Standards:

In January 2010, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2010-06 “Improving Disclosures about Fair Value Measurements.” ASU No. 2010-06 amends FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures, to require additional disclosures in the roll forward of activity in Level 3 fair value measurements effective for interim and annual reporting periods beginning after December 15, 2010. Management is currently evaluating the impact ASU No. 2010-06 will have on its financial statement disclosures.

16

J. Other:

At October 31, 2010, two shareholders held 100% 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.

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed an action against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy out transaction, seeking the return of all proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all subsequent events on the Portfolio and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

17

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of World ex U.S. Value Portfolio and

Board of Directors of DFA Investment Dimensions Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, including the 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 World ex U.S. Value Portfolio (one of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2010, the results of each of its operations for the period then ended, the changes in its net assets and the financial highlights for the period 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, 2010 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2010

18

FUND MANAGEMENT

(Unaudited)

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, 2010.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould and Myron S. Scholes. 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 seven Performance Committee meetings held during the fiscal year ended October 31, 2010.

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: 63	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	86 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.

19

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
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: 71	DFAITC - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	86 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).
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: 67	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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).
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: 69	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	86 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: 57	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	86 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).

20

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, Co-Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Co-Chief Executive Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 63	DFAITC - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	86 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Co-Chief Executive Officer and, formerly, Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (2003 to 3/30/2007) of the following companies: Dimensional Fund Advisors LP, DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc. and The DFA Investment Trust Company. Chairman, Director, President and Co- Chief Executive Officer of Dimensional Holdings Inc. and formerly Chief Executive Officer (until 1/1/2010) and Chief Investment Officer (until 3/30/2007). Director of Dimensional Fund Advisors Ltd. and formerly, Chief Investment Officer. Director of DFA Australia Limited and formerly, President and Chief Investment Officer. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, University of Chicago. Trustee, University of Kansas Endowment Association. Formerly, Director, SA Funds (registered investment company). Chairman, Director and Co-Chief Executive Officer of Dimensional Fund Advisors Canada ULC. Director of Dimensional Cayman Commodity Fund I Ltd. Chairman, and President of Dimensional SmartNest LLC and Dimensional SmartNest (U.S.) LLC.
Eduardo A. Repetto Director, Co-Chief Executive Officer and Chief Investment Officer of DFAIDG, DIG and DEM. Trustee, Co-Chief Executive Officer, Chief Investment Officer and Vice President of DFAITC. 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 43	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	86 portfolios in 4 investment companies	Co-Chief Executive Officer (beginning January 2010), Chief Investment Officer (beginning March 2007) and formerly, Vice President of Dimensional Fund Advisors LP, Dimensional Holdings Inc., DFA Securities LLC, Dimensional Emerging Markets Value Fund, DFAIDG, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional Fund Advisors Canada ULC; Director of all such entities except Dimensional Fund Advisors LP and DFA Securities LLC. Chief Investment Officer, Vice President and Director of DFA Australia Limited. Director of Dimensional Fund Advisors Ltd., Dimensional Funds PLC and Dimensional Funds II PLC. Director of Dimensional Cayman Commodity Fund I Ltd.

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.

21

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: 47	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: 44	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: 54	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: 41	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: 43	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: 46	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).
Joseph H. Chi Vice President Age: 44	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: 38	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 61	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: 44	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 53	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: 53	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Peter F. Dillard Vice President Age: 38	Since 2010	Vice President of all the DFA Entities. Research Associate for Dimensional (since August 2008). Formerly, Research Assistant for Dimensional from April 2006-August 2008. Prior to April 2006, Manager at Hilton Hotels Corp. (September 2004-April 2006).

22

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Robert W. Dintzner Vice President Age: 40	Since 2001	Vice President of all the DFA Entities.
Beth Ann Dranguet Vice President Age: 40	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since July 2007). Formerly, Associate at Vinson & Elkins LLP (September 1999-July 2007).
Kenneth N. Elmgren Vice President Age: 56	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: 45	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: 49	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: 39	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: 36	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).
Jeremy P. Freeman Vice President Age: 39	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: 43	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 43	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: 36	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Joel H. Hefner Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie C. Henderson Vice President and Fund Controller Age: 36	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin B. Hight Vice President Age: 42	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: 42	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 36	Since 2004	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2001).

23

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Patrick M. Keating Vice President Age: 55	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.
David M. Kershner Vice President Age: 39	Since 2010	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since June 2004).
Joseph F. Kolerich Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 43	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: 35	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Juliet Lee Vice President Age: 39	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Apollo D. Lupescu Vice President Age: 41	Since 2009	Vice President of all the DFA Entities. Regional Director for Dimensional (since February 2004).
Kenneth M. Manell Vice President Age: 37	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2006). Formerly, Assistant General Counsel at Castle & Cooke (January 2004-September 2006).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 40	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: 53	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: 46	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 A. Newton Vice President Age: 35	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.

24

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carolyn L. O Vice President Age: 36	Since 2010	Vice President of all the DFA Entities. Counsel for Dimensional (since September 2007). Prior to September 2007, Associate at K&L Gates LLP (January 2004-September 2007).
Gerard K. O’Reilly Vice President Age: 33	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: 36	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).
Kyle K. Ozaki Vice President Age: 32	Since 2010	Vice President of all the DFA Entities. Senior Compliance Officer for Dimensional (since January 2008). Formerly, Compliance Officer (February 2006-December 2007) and Compliance Analyst (August 2004-January 2006) for Dimensional.
Carmen E. Palafox Vice President Age: 36	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya K. Park Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.
David A. Plecha Vice President Age: 49	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Theodore W. Randall Vice President Age: 37	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: 39	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).
Julie A. Saft Vice President Age: 51	Since 2010	Vice President of all the DFA Entities. Client Systems Manager for Dimensional (since July 2008). Formerly, Senior Manager at Vanguard (November 1997-July 2008).
David E. Schneider Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Walid A. Shinnawi Vice President Age: 48	Since 2010	Vice President of all the DFA Entities. Regional Director for Dimensional (since March 2006). Formerly, Senior Manager at Moody’s KMV (1999-March 2006).
Bruce A. Simmons Vice President Age: 45	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).
Edward R. Simpson Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 35	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: 54	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.

25

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Carl G. Snyder Vice President Age: 47	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 62	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 37	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: 52	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: 44	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Brian J. Walsh Vice President Age: 40	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).
Weston J. Wellington Vice President Age: 59	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Ryan J. Wiley Vice President Age: 34	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: 55	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.

26

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund 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.

27

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2010 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2010 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2009 to October 31, 2010, 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.

DFA Investment Dimensions 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)	Qualified Interest Income(5)	Qualified Short-Term Capital Gain(6)
World ex U.S. Value Portfolio	—	—	—	—	—	—	—	—	—	—

(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 investment company taxable income (the total of short-term capital gain and net investment income 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 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).

28

DFA103110-029A

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, 2010: $923,854

Fiscal Year Ended October 31, 2009: $863,129

(b) Audit-Related Fees

Fees for Registrant

Fiscal Year Ended October 31, 2010: $74,867

Fiscal Year Ended October 31, 2009: $67,448

For fiscal years ended October 31, 2010 and October 31, 2009 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, 2010: $159,000

Fiscal Year Ended October 31, 2009: $158,695

For the fiscal years ended October 31, 2010 and October 31, 2009, 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, 2010: $222,793

Fiscal Year Ended October 31, 2009: $214,262

Tax Fees included, for the fiscal years ended October 31, 2010 and October 31, 2009, fees for tax services in connection with the Registrant’s excise tax calculations, limited review of the Registrant’s applicable tax returns and capital gains tax services in India.

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, 2010: $0

Fiscal Year Ended October 31, 2009: $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 mechanisms 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) (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 (including tax 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 (which may include a range of tax services) and shall include an estimated budget (or budgeted range) of fees, where possible, and such other information as the Committee may request. If management and the Auditor desire the Committee to preapprove the furnishing of a range of tax services, the Auditor shall provide an estimated range of fees for such tax services for the consideration and approval by the Committee.

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 full 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, 2010 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, 2010: $808,733

Fiscal Year Ended October 31, 2009: $794,935

(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 the 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 series of the Registrant or the master fund in which the 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
U.S. Targeted Value Portfolio	Series of Registrant
U.S. Small Cap Value Portfolio	Series of Registrant
U.S. Core Equity 1 Portfolio	Series of Registrant
U.S. Core Equity 2 Portfolio	Series of Registrant
U.S. Vector Equity Portfolio	Series of Registrant

Name of Entity for which Schedule of Investments is Provided	Relationship to Series of the Registrant
T.A. U.S. Core Equity 2 Portfolio	Series of Registrant
U.S. Small Cap Portfolio	Series of Registrant
U.S. Micro Cap Portfolio	Series of Registrant
DFA Real Estate Securities Portfolio	Series of Registrant
Large Cap International Portfolio	Series of Registrant
International Core Equity Portfolio	Series of Registrant
T.A. World ex U.S. Core Equity Portfolio	Series of Registrant
DFA International Real Estate Securities Portfolio	Series of Registrant
DFA International Small Cap Value Portfolio	Series of Registrant
International Vector Equity Portfolio	Series of Registrant
Emerging Markets Core Equity Portfolio	Series of Registrant
U.S. Social Core Equity 2 Portfolio	Series of Registrant
Emerging Markets Social Core Equity Portfolio	Series of Registrant
CSTG&E U.S. Social Core Equity 2 Portfolio	Series of Registrant
CSTG&E International Social Core Equity Portfolio	Series of Registrant
U.S. Sustainability Core 1 Portfolio	Series of Registrant
International Sustainability Core 1 Portfolio	Series of Registrant
Tax-Managed U.S. Targeted Value Portfolio	Series of Registrant
Tax-Managed U.S. Small Cap Portfolio	Series of Registrant
Tax-Managed DFA International Value Portfolio	Series of Registrant
DFA International Value ex Tobacco Portfolio	Series of Registrant
VA U.S. Targeted Value Portfolio	Series of Registrant
VA U.S. Large Value Portfolio	Series of Registrant

Name of Entity for which Schedule of Investments is Provided	Relationship to Series of the Registrant
VA International Value Portfolio	Series of Registrant
VA International Small Portfolio	Series of Registrant
The U.S. Large Cap Value Series	Master fund for U.S. Large Cap Value Portfolio
The DFA International Value Series	Master fund for LWAS/DFA International High Book to Market Portfolio
The Japanese Small Company Series	Master fund for Japanese Small Company Portfolio
The Asia Pacific Small Company Series	Master fund for Asia Pacific Small Company Portfolio
The United Kingdom Small Company Series	Master fund for United Kingdom Small Company Portfolio
The Continental Small Company Series	Master fund for Continental Small Company Portfolio
The Emerging Markets Series	Master fund for Emerging Markets Portfolio
The Emerging Markets Small Cap Series	Master fund for Emerging Markets Small Cap Portfolio
The Tax-Managed U.S. Marketwide Value Series	Master fund for Tax-Managed U.S. Marketwide Value Portfolio
The Tax-Managed U.S. Equity Series	Master fund for Tax-Managed U.S. Equity Portfolio
Dimensional Emerging Markets Value Fund	Master fund for Emerging Markets Value Portfolio

(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 Form N-CSR (the “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.

DFA Investment Dimensions Group Inc.
By:	/s/  David G. Booth
	David G. Booth
	Chairman, Director, President and
	Co-Chief Executive Officer

Date: January 5, 2011

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
	DFA Investment Dimensions Group Inc.

Date: January 5, 2011

By:	/s/  David R. Martin
	David R. Martin
	Principal Financial Officer
	DFA Investment Dimensions Group Inc.

Date: January 4, 2011