UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-6067

DIMENSIONAL INVESTMENT GROUP INC.

(Exact name of registrant as specified in charter)

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

(Address of principal executive offices)(Zip code)

Catherine L. Newell, Esquire, Vice President and Secretary

Dimensional Investment Group Inc.,

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

(Name and address of agent for service)

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

Date of fiscal year end: October 31

Date of reporting period: July 31, 2009

ITEM 1. SCHEDULE OF INVESTMENTS.

Dimensional Investment Group Inc.

Form N-Q

July 31, 2009

(Unaudited)

Table of Contents

Definitions of Abbreviations and Footnotes	1
Schedules of Investments
U.S. Large Cap Value Portfolio II	2
U.S. Large Cap Value Portfolio III	2
LWAS/DFA U.S. High Book to Market Portfolio	3
DFA International Value Portfolio	3
DFA International Value Portfolio II	4
DFA International Value Portfolio III	4
DFA International Value Portfolio IV	5
U.S. Large Company Institutional Index Portfolio	5
Tax-Managed U.S. Marketwide Value Portfolio II	6
Emerging Markets Portfolio II	6
LWAS/DFA Two-Year Fixed Income Portfolio	7
LWAS/DFA Two-Year Government Portfolio	9
Global Equity Portfolio	10
Global 60/40 Portfolio	11
Global 25/75 Portfolio	12
Notes to Schedules of Investments
Organization	13
Security Valuation	13
Federal Tax Cost	14
Recent Issued Accounting Standards	14
The DFA Investment Trust Company	15
Schedules of Investments
The U.S. Large Company Series	16
The U.S. Large Cap Value Series	26
The DFA International Value Series	31
The Emerging Markets Series	42
The Tax-Managed U.S. Marketwide Value Series	55
Notes to Schedules of Investments
Organization	81
Security Valuation	81
Federal Tax Cost	82
Recent Issued Accounting Standards	82

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments

Investment Abbreviations

ADR	American Depository Receipt
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
NVDR	Non-Voting Depository Receipt

Investment Footnotes

†	See Security Valuation Note within the Notes to Schedules of Investments.
††	Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments.
*	Non-Income Producing Security.
#	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.
##	See Federal Tax Cost Note within the Notes to Schedules of Investments.
•	Security is being fair valued at July 31, 2009.
(r)	The adjustable rate shown is effective as of July 31, 2009.
—	Amounts designated as — are either zero or rounded to zero.
§	Affiliated Fund.

1

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULES OF INVESTMENTS

July 31, 2009

(Unaudited)

U.S. LARGE CAP VALUE PORTFOLIO II

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	95,886,135
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $84,719,349)##	$	95,886,135

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	95,886,135	—	—	$	95,886,135

U.S. LARGE CAP VALUE PORTFOLIO III

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	1,385,386,276
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,218,717,697)##	$	1,385,386,276

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	1,385,386,276	—	—	$	1,385,386,276

2

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULES OF INVESTMENTS

CONTINUED

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	$	63,464,338
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $55,824,188)##	$	63,464,338

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	63,464,338	—	—	$	63,464,338

DFA INTERNATIONAL VALUE PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company	$	4,165,502,784
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $3,387,485,865)##	$	4,165,502,784

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	4,165,502,784	—	—	$	4,165,502,784

3

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULES OF INVESTMENTS

CONTINUED

DFA INTERNATIONAL VALUE PORTFOLIO II

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company	$	132,889,637
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $109,535,549)##	$	132,889,637

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	132,889,637	—	—	$	132,889,637

DFA INTERNATIONAL VALUE PORTFOLIO III

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company	$	978,930,962
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $791,513,030)##	$	978,930,962

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	978,930,962	—	—	$	978,930,962

4

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULES OF INVESTMENTS

CONTINUED

DFA INTERNATIONAL VALUE PORTFOLIO IV

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The DFA International Value Series of The DFA Investment Trust Company	$	338,021,325
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $269,990,910)##	$	338,021,325

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	338,021,325	—	—	$	338,021,325

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Company Series of The DFA Investment Trust Company	$	737,785,993
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $743,801,985)##	$	737,785,993

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	737,785,993	—	—	$	737,785,993

5

DIMENSIONAL INVESTMENT GROUP INC.

SCHEDULES OF INVESTMENTS

CONTINUED

TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO II

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Tax-Managed U.S. Marketwide Value Series of The DFA Investment Trust Company	$	637,651,502
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $681,794,500)##	$	637,651,502

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	637,651,502	—	—	$	637,651,502

EMERGING MARKETS PORTFOLIO II

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Series of The DFA Investment Trust Company	$	138,241,581
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $66,475,392)##	$	138,241,581

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	138,241,581	—	—	$	138,241,581

6

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (55.0%)
Federal Farm Credit Bank
3.750%, 12/06/10	$	1,400	$	1,453,866
Federal Home Loan Bank
3.375%, 08/13/10		3,100		3,187,395
4.375%, 10/22/10		400		417,053
1.625%, 01/21/11		4,200		4,247,531
1.375%, 05/16/11		2,900		2,913,952
2.625%, 05/20/11		5,500		5,647,917
3.375%, 06/24/11		4,500		4,670,253
3.625%, 07/01/11		2,800		2,926,538
1.625%, 07/27/11		1,400		1,410,749
Federal Home Loan Mortgage Corporation
4.750%, 01/18/11		2,100		2,217,398
3.250%, 02/25/11		2,200		2,273,793
6.000%, 06/15/11		1,000		1,088,208
Federal National Mortgage Association
1.750%, 03/23/11		500		505,403
1.375%, 04/28/11		2,200		2,210,369
6.000%, 05/15/11		3,500		3,798,914
3.375%, 05/19/11		900		937,529
TOTAL AGENCY OBLIGATIONS				39,906,868
BONDS — (40.4%)
Bank of New York Mellon Corp. Floating Rate Note (r)1.416%, 02/05/10		2,100		2,102,094
BP Capital Markets P.L.C.
4.875%, 03/15/10		1,000		1,028,596
Canada Mortgage & Housing Corp.
4.800%, 10/01/10		500		518,359
Citigroup Funding, Inc. Floating Rate Note (r)1.351%, 10/22/09		2,200		2,198,920
CME Group, Inc. Floating Rate Note (r)1.657%, 08/06/10		600		602,284
General Electric Capital Corp.
7.375%, 01/19/10		2,100		2,158,243
Goldman Sachs Group, Inc.
1.700%, 03/15/11		2,000		2,022,954
Japan Finance Corp.
2.000%, 06/24/11		2,000		2,018,498
Kreditanstalt fuer Wiederaufbau
4.625%, 01/20/11		1,800		1,869,426
Landwirtschaftliche Rentenbank
4.875%, 02/14/11		400		418,858
Morgan Stanley
2.900%, 12/01/10		2,000		2,053,170

7

LWAS/DFA TWO-YEAR FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Nordic Investment Bank
4.875%, 03/15/11	$	500	$	511,471
Oesterreichischen Kontrollbank AG
4.250%, 10/06/10		2,000		2,042,850
Ontario, Province of
3.125%, 09/08/10		400		409,208
Paccar Financial Corp. Floating Rate Note (r)1.328%, 09/21/09		1,450		1,449,194
State Street Bank and Trust Co.
1.850%, 03/15/11		1,900		1,925,431
Svensk Exportkredit AB
4.000%, 06/15/10		400		410,410
4.500%, 09/27/10		1,500		1,555,215
Wachovia Corp. Floating Rate Note (r)1.111%, 11/24/09		2,000		2,002,486
Wal-Mart Stores, Inc.
6.875%, 08/10/09		2,000		2,001,812
TOTAL BONDS				29,299,479
CERTIFICATES OF DEPOSIT INTEREST BEARING — (3.5%)
BNP Paribas Finance, Inc.
3.130%, 08/06/09		1,400		1,400,670
3.190%, 08/14/09		1,100		1,101,255
TOTAL CERTIFICATES OF DEPOSIT INTEREST BEARING				2,501,925
TEMPORARY CASH INVESTMENTS — (1.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 08/03/09 (Collateralized by $1,315,000 FNMA 5.00%, 06/01/35, valued at $834,642) to be repurchased at $822,013		822		822,000
TOTAL INVESTMENTS — (100.0%) (Cost $72,228,153)##			$	72,530,272

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	39,906,868	—	$	39,906,868
Bonds	—		29,299,479	—		29,299,479
Certificates of Deposit Interest Bearing	—		2,501,925	—		2,501,925
Temporary Cash Investments	—		822,000	—		822,000
TOTAL	—	$	72,530,272	—	$	72,530,272

8

LWAS/DFA TWO-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (99.1%)
Federal Farm Credit Bank
2.750%, 05/04/10	$	8,900	$	9,049,965
4.750%, 05/07/10		200		206,435
1.600%, 01/12/11		17,000		17,174,063
2.625%, 04/21/11		2,400		2,463,850
Federal Home Loan Bank
4.250%, 06/11/10		2,000		2,062,934
3.500%, 07/16/10		1,900		1,942,820
3.375%, 08/13/10		1,200		1,233,830
3.375%, 09/10/10		500		514,664
3.625%, 12/17/10		41,100		42,643,675
1.625%, 01/21/11		5,000		5,056,585
4.625%, 02/18/11		2,500		2,640,482
1.625%, 03/16/11		2,500		2,525,365
1.375%, 05/16/11		5,700		5,727,423
2.625%, 05/20/11		6,400		6,572,122
3.375%, 06/24/11		9,800		10,170,773
3.625%, 07/01/11		9,100		9,511,247
1.625%, 07/27/11		5,000		5,038,390
TOTAL AGENCY OBLIGATIONS				124,534,623
TEMPORARY CASH INVESTMENTS — (0.9%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 08/03/09 (Collateralized by $1,745,000 FNMA 5.00%, 06/01/35, valued at $1,107,567) to be repurchased at $1,089,017		1,089		1,089,000
TOTAL INVESTMENTS — (100.0%) (Cost $124,764,004)##			$	125,623,623

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	124,534,623	—	$	124,534,623
Temporary Cash Investments	—		1,089,000	—		1,089,000
TOTAL	—	$	125,623,623	—	$	125,623,623

9

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL EQUITY PORTFOLIO

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.7%)
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	71,269,824	$	575,147,480
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	39,834,201		365,677,965
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimension Group Inc.	23,361,905		191,567,621
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimension Group Inc.	3,964,947		61,337,730
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimension Group Inc.	881,319		11,792,048
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $1,335,640,106)			1,205,522,844
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $3,328,192)	3,328,192		3,328,192
TOTAL INVESTMENTS - (100.0%) (Cost $1,338,968,298)##		$	1,208,851,036

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	1,205,522,844	—	—	$	1,205,522,844
Temporary Cash Investments		3,328,192	—	—		3,328,192
Total	$	1,208,851,036	—	—	$	1,208,851,036

10

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL 60/40 PORTFOLIO

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.9%)
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	23,562,917	$	190,152,740
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	13,697,182		125,740,131
Investment in DFA Selectively Hedged Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc.	9,702,249		94,305,860
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc.	7,720,114		63,304,935
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc.	5,926,052		61,630,941
Investment in DFA Five-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc.	5,525,487		61,388,161
Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc.	2,935,819		30,708,667
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc.	1,584,210		24,507,729
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	287,893		3,852,008
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $725,761,382)			655,591,172
TEMPORARY CASH INVESTMENTS — (0.1%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $489,912)	489,912		489,912
TOTAL INVESTMENTS - (100.0%) (Cost $726,251,294)##		$	656,081,084

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	655,591,172	—	—	$	655,591,172
Temporary Cash Investments		489,912	—	—		489,912
Total	$	656,081,084	—	—	$	656,081,084

11

DIMENSIONAL INVESTMENT GROUP INC.

GLOBAL 25/75 PORTFOLIO

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.8%)
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc.	4,105,080	$	42,692,832
Investment in The DFA Two-Year Global Fixed Income Series of DFA Investment Dimensions Group Inc.			42,535,719
Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc.	2,022,282		21,153,070
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc.	2,260,449		18,241,823
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc.	1,275,619		11,710,182
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc.	704,151		5,774,038
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc.	126,973		1,964,272
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	28,842		385,906
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $141,860,853)			144,457,842
TEMPORARY CASH INVESTMENTS — (0.2%)
BlackRock Liquidity Funds TempCash Portfolio - Institutional Shares (Cost $272,298)	272,298		272,298
TOTAL INVESTMENTS - (100.0%) (Cost $142,133,151)##		$	144,730,140

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	144,457,842	—	—	$	144,457,842
Temporary Cash Investments		272,298	—	—		272,298
Total	$	144,730,140	—	—	$	144,730,140

12

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. At July 31, 2009, the Fund consisted of fifteen investment portfolios, of which two are stand-alone funds. Ten are “Feeder Funds” in a master-feeder structure, and three are “Fund-of-Funds”. The Schedules of Investments for the Master Funds have been included in this document.

Security Valuation

Each Feeder Fund primarily invests in a corresponding Master Fund. Their investment reflects a proportionate interest in the net assets of their corresponding Master Fund.

The shares of the Master Funds held by the Fund of Funds (Global Equity Portfolio, Global 60/40 Portfolio and Global 25/75 Portfolio) are valued at their respective net asset values where the Master Funds are organized as regulated investment companies for federal income tax purposes. The Global Funds reflect their proportionate interest in the net assets of their Master Funds that are organized as partnerships.

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.

Adoption of Statement of Financial Accounting Standards No. 157 “Fair Value Measurements” (“FAS 157”)

Effective December 1, 2007, the Porfolios adopted Financial Accounting Standards No.157. This standard clarifies the definition of fair value for financial reporting, establishes a framework for measuring fair value and requires additional disclosures about the use of fair value measurements. The three levels of the fair value hierarchy under FAS 157 are 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)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

13

Federal Tax Cost

At July 31, 2009, the total cost of securities for federal income tax purposes was:

U.S. Large Cap Value Portfolio II	$	84,749,234
U.S. Large Cap Value Portfolio III		1,219,149,486
LWAS/DFA U.S. High Book to Market Portfolio		55,843,968
DFA International Value Portfolio		3,388,002,874
DFA International Value Portfolio II		109,552,044
DFA International Value Portfolio III		791,634,534
DFA International Value Portfolio IV		270,032,864
U.S. Large Company Institutional Index Portfolio		811,383,583
Tax-Managed U.S. Marketwide Value Portfolio II		682,018,697
Emerging Markets Portfolio II		66,569,915
LWAS/DFA Two-Year Fixed Income Portfolio		72,228,153
LWAS/DFA Two-Year Government Portfolio		124,769,616
Global Equity Portfolio		1,427,352,636
Global 60/40 Portfolio		729,602,595
Global 25/75 Portfolio		145,141,820

Recent Issued Accounting Standards

In March 2008, Statement of Financial Accounting Standards No. 161, Disclosures about Derivative Instruments and Hedging Activities (“FAS 161”), was issued and is effective for fiscal years beginning after November 15, 2008. FAS 161 defines new disclosures of derivative instruments and hedging activities. Management is currently evaluating the implications of FAS 161. At this time, its impact on the Porfolios’ financial statements has not yet been determined.

In May 2009, Statement of Financial Accounting Standards No. 165 (“FAS 165”), regarding Subsequent Events was issued and is effective for interim or annual financial periods after June 15, 2009. FAS 165 establishes general standards of accounting for and disclosure of events that occur after the financial statement date, but before the financial statements are issued. Management has evaluated the impact of all subsequent events on the Funds through September 29, 2009, the date the financial statements were issued, and had determined that there were no subsequent events requiring recognition or disclosure in the financial statements.

14

THE DFA INVESTMENT TRUST COMPANY

15

THE U.S. LARGE COMPANY SERIES

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
COMMON STOCKS — (84.3%)
Consumer Discretionary — (7.7%)
#*Abercrombie & Fitch Co.	32,808	$	937,981
#*Amazon.com, Inc.	120,304		10,317,271
#*Apollo Group, Inc. Class A	40,228		2,777,341
#*AutoNation, Inc.	40,333		834,086
#*Autozone, Inc.	13,476		2,069,509
*Bed Bath and Beyond, Inc.	96,943		3,368,769
#Best Buy Co., Inc.	127,440		4,762,433
#*Big Lots, Inc.	30,827		710,254
Black & Decker Corp.	22,446		843,970
Carnival Corp.	163,573		4,578,408
CBS Corp. Class B	253,679		2,077,631
*Centex Corp.	46,474		507,031
#Coach, Inc.	118,567		3,508,398
Comcast Corp. Class A	1,076,472		15,996,374
#D.R. Horton, Inc.	102,936		1,193,028
Darden Restaurants, Inc.	51,194		1,658,174
DeVry, Inc.	22,993		1,143,672
#*DIRECTV Group, Inc. (The)	195,685		5,068,242
Disney (Walt) Co.	693,195		17,413,058
#Eastman Kodak Co.	100,127		297,377
*Expedia, Inc.	78,552		1,626,812
Family Dollar Stores, Inc.	52,356		1,645,026
#*Ford Motor Co.	1,201,493		9,611,944
Fortune Brands, Inc.	56,075		2,218,888
*GameStop Corp. Class A	61,460		1,345,359
Gannett Co., Inc.	86,777		607,439
Gap, Inc.	171,700		2,802,144
Genuine Parts Co.	59,527		2,108,446
#*Goodyear Tire & Rubber Co.	90,282		1,536,600
H&R Block, Inc.	126,811		2,116,476
#Harley-Davidson, Inc.	87,531		1,978,201
#*Harman International Industries, Inc.	25,882		638,768
Hasbro, Inc.	46,463		1,231,270
#Home Depot, Inc.	633,284		16,427,387
#International Game Technology	110,621		2,184,765
#*Interpublic Group of Companies, Inc.	178,603		930,522
J.C. Penney Co., Inc.	88,038		2,654,346
#Johnson Controls, Inc.	221,863		5,741,814
#KB HOME.	27,620		460,978
#*Kohl’s Corp.	114,013		5,535,331
#Leggett & Platt, Inc.	58,524		1,015,391
#Lennar Corp. Class A	52,708		624,063
#Limited Brands, Inc.	100,845		1,304,934
Lowe’s Companies, Inc.	551,241		12,380,873
Macy’s, Inc.	157,014		2,184,065
#Marriott International, Inc. Class A	110,825		2,387,180
Mattel, Inc.	133,856		2,353,188
McDonald’s Corp.	411,881		22,678,168
#McGraw-Hill Companies, Inc.	117,416		3,680,992
#Meredith Corp.	13,440		355,757
*New York Times Co. Class A (The)	43,536		342,628
#Newell Rubbermaid, Inc.	103,638		1,333,821
News Corp. Class A	858,781		8,871,208
NIKE, Inc. Class B	144,662		8,193,656
#Nordstrom, Inc.	59,774		1,580,425
*Office Depot, Inc.	102,557		466,634
#Omnicom Group, Inc.	116,051		3,945,734

16

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#*O’Reilly Automotive, Inc.	50,646	$	2,059,266
#Polo Ralph Lauren Corp.	21,105		1,330,670
Pulte Homes, Inc.	80,124		911,010
#*RadioShack Corp.	46,715		724,550
Scripps Networks Interactive	33,776		1,090,289
#*Sears Holdings Corp.	20,150		1,336,751
#Sherwin-Williams Co.	36,720		2,120,580
#Snap-On, Inc.	21,506		766,259
Stanley Works (The)	29,522		1,185,308
#Staples, Inc.	267,064		5,613,685
#*Starbucks Corp.	274,742		4,862,933
#Starwood Hotels & Resorts Worldwide, Inc.	69,686		1,645,286
#Target Corp.	280,857		12,250,982
#Tiffany & Co.	46,322		1,381,785
Time Warner Cable, Inc.	131,541		4,348,745
Time Warner, Inc.	446,680		11,908,489
#TJX Companies, Inc. (The)	154,389		5,593,513
V.F. Corp.	33,037		2,137,164
*Viacom, Inc. Class B	226,409		5,243,632
Washington Post Co.	2,246		1,014,069
#Whirlpool Corp.	27,562		1,573,515
Wyndham Worldwide Corp.	66,483		927,438
#*Wynn Resorts, Ltd.	25,269		1,293,015
Yum! Brands, Inc.	172,329		6,110,786
Total Consumer Discretionary			294,593,960
Consumer Staples — (10.0%)
Altria Group, Inc.	771,929		13,531,915
#Archer-Daniels-Midland Co.	239,685		7,219,312
#Avon Products, Inc.	159,380		5,160,724
Brown-Forman Corp. Class B	36,451		1,602,022
Campbell Soup Co.	74,549		2,313,256
#Clorox Co.	51,916		3,167,395
Coca-Cola Co.	743,276		37,044,876
Coca-Cola Enterprises, Inc.	118,391		2,224,567
Colgate-Palmolive Co.	186,508		13,510,640
ConAgra, Inc.	166,970		3,277,621
*Constellation Brands, Inc. Class A	73,431		1,003,068
#Costco Wholesale Corp.	162,040		8,020,980
CVS Caremark Corp.	543,534		18,197,518
*Dean Foods Co.	66,087		1,400,384
*Dr Pepper Snapple Group, Inc.	94,777		2,332,462
#Estee Lauder Companies, Inc.	43,325		1,578,763
General Mills, Inc.	122,821		7,235,385
Heinz (H.J.) Co.	117,464		4,517,665
Hershey Co. (The)	61,873		2,471,826
Hormel Foods Corp.	26,064		935,958
J.M. Smucker Co.	44,214		2,212,026
Kellogg Co.	94,257		4,477,208
Kimberly-Clark Corp.	154,640		9,038,708
Kraft Foods, Inc.	549,830		15,582,182
Kroger Co. (The)	243,545		5,206,992
Lorillard, Inc.	62,784		4,628,437
#McCormick & Co., Inc.	48,647		1,567,406
Molson Coors Brewing Co.	55,657		2,516,253
Pepsi Bottling Group, Inc.	51,017		1,732,027
#PepsiCo, Inc.	581,208		32,983,554
Philip Morris International, Inc.	732,330		34,126,578
Procter & Gamble Co.	1,088,167		60,404,150
Reynolds American, Inc.	63,083		2,744,741
Safeway, Inc.	159,006		3,009,984

17

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Consumer Staples — (Continued)
Sara Lee Corp.	259,707	$	2,763,283
SUPERVALU, Inc.	78,998		1,171,540
#Sysco Corp.	220,232		5,232,712
Tyson Foods, Inc. Class A	112,773		1,288,995
#Walgreen Co.	370,246		11,496,138
Wal-Mart Stores, Inc.	833,146		41,557,323
#Whole Foods Market, Inc.	52,431		1,268,306
Total Consumer Staples			381,754,880
Energy — (10.1%)
Anadarko Petroleum Corp.	186,369		8,982,986
Apache Corp.	125,137		10,505,251
#Baker Hughes, Inc.	115,661		4,684,271
BJ Services Co.	109,042		1,546,216
Cabot Oil & Gas Corp.	38,691		1,359,215
#*Cameron International Corp.	81,006		2,529,817
Chesapeake Energy Corp.	210,398		4,510,933
Chevron Corp.	748,419		51,992,668
ConocoPhillips	553,119		24,176,832
CONSOL Energy, Inc.	67,439		2,396,108
*Denbury Resources, Inc.	92,907		1,542,256
Devon Energy Corp.	165,726		9,627,023
#Diamond Offshore Drilling, Inc.	25,947		2,331,857
#El Paso Corp.	261,714		2,632,843
ENSCO International, Inc.	52,940		2,005,897
EOG Resources, Inc.	93,439		6,917,289
Exxon Mobil Corp.	1,821,778		128,234,953
#*FMC Technologies, Inc.	46,139		2,007,047
Halliburton Co.	334,925		7,398,493
Hess Corp.	106,224		5,863,565
Marathon Oil Corp.	264,241		8,521,772
#Massey Energy Co.	31,914		848,912
Murphy Oil Corp.	71,228		4,145,470
#*Nabors Industries, Ltd.	105,671		1,798,520
*National-Oilwell, Inc.	156,112		5,610,665
Noble Energy, Inc.	64,718		3,955,564
Occidental Petroleum Corp.	302,622		21,589,053
Peabody Energy Corp.	99,815		3,304,875
Pioneer Natural Resources Co.	42,555		1,214,945
#Range Resources Corp.	58,446		2,712,479
Rowan Companies, Inc.	42,216		900,467
Schlumberger, Ltd.	446,663		23,896,471
#Smith International, Inc.	81,876		2,057,544
*Southwestern Energy Co.	128,294		5,315,220
#Spectra Energy Corp.	240,795		4,420,996
Sunoco, Inc.	43,642		1,077,521
#Tesoro Petroleum Corp.	51,654		676,151
Valero Energy Corp.	207,693		3,738,474
Williams Companies, Inc. (The)	216,571		3,614,570
XTO Energy, Inc.	216,425		8,706,778
Total Energy			389,351,967
Financials — (10.9%)
#AFLAC, Inc.	174,516		6,607,176
Allstate Corp.	200,247		5,388,647
#American Express Co.	443,310		12,558,972
#American International Group, Inc.	50,228		659,996
Ameriprise Financial, Inc.	95,135		2,644,753
AON Corp.	103,342		4,076,842
Assurant, Inc.	43,962		1,121,910
Bank of America Corp.	3,225,789		47,709,419

18

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Bank of New York Mellon Corp.	446,306	$	12,202,006
#BB&T Corp.	241,511		5,525,772
#Capital One Financial Corp.	168,696		5,178,967
#*CB Richard Ellis Group, Inc.	88,337		962,873
Charles Schwab Corp. (The)	350,585		6,264,954
Chubb Corp.	131,458		6,070,730
Cincinnati Financial Corp.	60,690		1,465,663
Citigroup, Inc.	2,058,134		6,524,285
CME Group, Inc.	24,775		6,908,013
Comerica, Inc.	56,419		1,345,029
Discover Financial Services	199,977		2,375,727
#*E*TRADE Financial Corp.	416,433		624,650
#Federated Investors, Inc.	33,411		866,347
Fifth Third Bancorp	296,806		2,819,657
*First Horizon National Corp.	80,244		1,028,728
Franklin Resources, Inc.	56,246		4,987,895
Genworth Financial, Inc.	161,732		1,115,951
Goldman Sachs Group, Inc.	187,948		30,691,908
Hartford Financial Services Group, Inc.	121,497		2,003,486
Hudson City Bancorp, Inc.	194,694		2,737,398
#Huntington Bancshares, Inc.	202,948		830,057
#*IntercontinentalExchange, Inc.	27,190		2,557,491
Invesco, Ltd.	153,562		3,032,850
#Janus Capital Group, Inc.	66,986		915,029
JPMorgan Chase & Co.	1,456,449		56,291,754
KeyCorp.	292,500		1,690,650
#Legg Mason, Inc.	53,429		1,503,492
#*Leucadia National Corp.	67,672		1,657,964
Lincoln National Corp.	110,542		2,342,385
Loews Corp.	134,852		4,048,257
#M&T Bank Corp.	30,541		1,781,151
Marsh & McLennan Cos., Inc.	195,084		3,983,615
Marshall & Ilsley Corp.	131,537		794,483
*MBIA, Inc.	63,628		266,601
MetLife, Inc.	305,584		10,374,577
Moody’s Corp.	71,277		1,692,116
Morgan Stanley.	504,634		14,382,069
*NASDAQ OMX Group, Inc. (The)	51,314		1,084,265
#Northern Trust Corp.	89,958		5,380,388
NYSE Euronext, Inc.	97,068		2,615,983
#*People’s United Financial, Inc.	130,030		2,112,988
#Plum Creek Timber Co., Inc.	60,782		1,901,261
#PNC Financial Services Group, Inc.	171,841		6,299,691
#Principal Financial Group, Inc.	115,985		2,748,844
*Progressive Corp.	254,251		3,961,231
Prudential Financial, Inc.	172,804		7,650,033
Regions Financial Corp.	431,215		1,905,970
#*SLM Corp.	174,533		1,551,598
State Street Corp.	184,336		9,272,101
#SunTrust Banks, Inc.	186,139		3,629,710
T. Rowe Price Group, Inc.	95,380		4,455,200
#Torchmark Corp.	30,888		1,206,485
Travelers Companies, Inc. (The)	218,565		9,413,595
U.S. Bancorp	708,505		14,460,587
Unum Group	123,678		2,321,436
Wells Fargo & Co.	1,738,262		42,517,889
XL Capital, Ltd.	127,719		1,798,284
#Zions Bancorporation	43,045		584,551
Total Financials			417,484,385

19

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Health Care — (11.5%)
Abbott Laboratories	576,977	$	25,958,195
Aetna, Inc.	166,846		4,499,837
Allergan, Inc.	114,807		6,134,138
#AmerisourceBergen Corp.	56,372		1,111,656
*Amgen, Inc.	377,956		23,550,438
#Bard (C.R.), Inc.	37,073		2,727,461
Baxter International, Inc.	225,880		12,732,856
Becton Dickinson & Co.	89,428		5,826,234
#*Biogen Idec, Inc.	107,731		5,122,609
*Boston Scientific Corp.	562,398		6,040,155
Bristol-Myers Squibb Co.	739,537		16,077,534
Cardinal Health, Inc.	134,426		4,476,386
#*Celgene Corp.	171,845		9,788,291
#*Cephalon, Inc.	27,564		1,616,629
#Cigna Corp.	101,838		2,892,199
*Coventry Health Care, Inc.	55,416		1,274,568
#*DaVita, Inc.	38,606		1,918,718
#DENTSPLY International, Inc.	55,452		1,849,324
Eli Lilly & Co.	377,498		13,170,905
#*Express Scripts, Inc.	101,239		7,090,780
*Forest Laboratories, Inc.	112,606		2,908,613
*Genzyme Corp.	100,714		5,226,049
*Gilead Sciences, Inc.	338,395		16,557,667
*Hospira, Inc.	59,912		2,302,418
*Humana, Inc.	63,325		2,080,226
IMS Health, Inc.	67,859		814,308
#*Intuitive Surgical, Inc.	14,132		3,212,486
Johnson & Johnson	1,028,755		62,640,892
*King Pharmaceuticals, Inc.	92,576		839,664
#*Laboratory Corp. of America Holdings	40,432		2,716,626
#*Life Technologies Corp.	65,212		2,969,102
McKesson Corp.	101,331		5,183,081
*Medco Health Solutions, Inc.	180,089		9,519,505
Medtronic, Inc.	417,475		14,786,965
#Merck & Co., Inc.	787,245		23,625,222
#*Millipore Corp.	20,695		1,440,372
#*Mylan, Inc.	113,885		1,502,143
#*Patterson Companies, Inc.	34,149		866,019
PerkinElmer, Inc.	43,523		767,311
#Pfizer, Inc.	2,519,273		40,132,019
Quest Diagnostics, Inc.	56,058		3,061,888
Schering-Plough Corp.	607,918		16,115,906
*St. Jude Medical, Inc.	129,308		4,876,205
#Stryker Corp.	88,962		3,458,843
#*Tenet Healthcare Corp.	155,885		615,746
#*Thermo Fisher Scientific, Inc.	156,173		7,071,513
UnitedHealth Group, Inc.	444,088		12,461,109
#*Varian Medical Systems, Inc.	46,802		1,650,707
#*Waters Corp.	35,991		1,808,548
*Watson Pharmaceuticals, Inc.	39,354		1,366,764
*WellPoint, Inc.	180,936		9,524,471
Wyeth	497,867		23,175,709
*Zimmer Holdings, Inc.	80,304		3,742,166
Total Health Care			442,879,176
Industrials — (8.4%)
3M Co.	259,242		18,281,746
#Avery Dennison Corp.	42,089		1,125,039
B.F. Goodrich Co.	46,240		2,374,886
#Boeing Co.	271,120		11,633,759
#Burlington Northern Santa Fe Corp.	103,952		8,169,588

20

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
#C.H. Robinson Worldwide, Inc.	63,300	$	3,451,749
#Caterpillar, Inc.	224,643		9,897,771
#Cintas Corp.	49,056		1,235,230
#Cooper Industries, Ltd.	62,152		2,047,908
CSX Corp.	146,148		5,863,458
Cummins, Inc.	75,346		3,240,631
#Danaher Corp.	95,200		5,830,048
#Deere & Co.	157,831		6,903,528
#Dover Corp.	69,447		2,361,892
Dun & Bradstreet Corp. (The)	19,851		1,429,073
Eaton Corp.	61,825		3,209,954
Emerson Electric Co.	280,544		10,206,191
Equifax, Inc.	47,128		1,227,684
#Expeditors International of Washington, Inc.	79,277		2,689,869
#Fastenal Co.	48,243		1,716,004
FedEx Corp.	116,243		7,885,925
Flowserve Corp.	20,917		1,689,466
#Fluor Corp.	67,141		3,545,045
General Dynamics Corp.	143,743		7,961,925
General Electric Co.	3,953,484		52,976,686
Honeywell International, Inc.	277,710		9,636,537
Illinois Tool Works, Inc.	143,540		5,820,547
*Iron Mountain, Inc.	67,242		1,964,139
ITT Industries, Inc.	67,948		3,356,631
*Jacobs Engineering Group, Inc.	46,090		1,888,768
L-3 Communications Holdings, Inc.	43,514		3,285,307
Lockheed Martin Corp.	121,957		9,117,505
#Manitowoc Co., Inc. (The)	48,665		300,750
Masco Corp.	134,141		1,868,584
*Monster Worldwide, Inc.	47,058		613,166
Norfolk Southern Corp.	137,030		5,926,548
Northrop Grumman Corp.	120,764		5,383,659
#Paccar, Inc.	135,590		4,698,194
Pall Corp.	44,028		1,324,362
#Parker Hannifin Corp.	59,925		2,653,479
#Pitney Bowes, Inc.	77,053		1,591,144
Precision Castparts Corp.	52,290		4,173,265
#*Quanta Services, Inc.	72,795		1,696,851
R. R. Donnelley & Sons Co.	76,620		1,065,018
#Raytheon Co.	147,123		6,907,425
Republic Services, Inc.	120,209		3,197,559
#Robert Half International, Inc.	57,050		1,414,269
#Rockwell Automation, Inc.	52,950		2,192,660
#Rockwell Collins, Inc.	59,130		2,495,286
Ryder System, Inc.	20,866		733,023
Southwest Airlines Co.	276,577		2,171,129
#*Stericycle, Inc.	31,703		1,623,194
#Textron, Inc.	100,350		1,348,704
Union Pacific Corp.	188,203		10,825,437
#United Parcel Service, Inc.	371,489		19,960,104
United Technologies Corp.	351,701		19,157,153
#W.W. Grainger, Inc.	23,232		2,088,789
#Waste Management, Inc.	183,685		5,163,385
Total Industrials			322,597,626
Information Technology — (15.8%)
#*Adobe Systems, Inc.	195,533		6,339,180
#*Advanced Micro Devices, Inc.	209,270		765,928
*Affiliated Computer Services, Inc. Class A	36,436		1,727,431
*Agilent Technologies, Inc.	128,188		2,976,525
#*Akamai Technologies, Inc.	64,522		1,060,742

21

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
Altera Corp.	109,548	$	2,047,452
#Amphenol Corp.	63,949		2,132,699
#Analog Devices, Inc.	108,735		2,976,077
*Apple, Inc.	333,058		54,418,347
#Applied Materials, Inc.	497,671		6,867,860
#*Autodesk, Inc.	85,274		1,859,826
#Automatic Data Processing, Inc.	187,284		6,976,329
*BMC Software, Inc.	69,039		2,349,397
#*Broadcom Corp.	159,577		4,504,859
CA, Inc.	147,214		3,112,104
#*Ciena Corp.	34,029		379,764
*Cisco Sytems, Inc.	2,153,365		47,395,564
*Citrix Systems, Inc.	67,562		2,405,207
*Cognizant Technology Solutions Corp.	109,059		3,227,056
*Computer Sciences Corp.	56,561		2,724,543
*Compuware Corp.	90,336		662,163
*Convergys Corp.	45,799		490,507
Corning, Inc.	580,119		9,862,023
#*Dell, Inc.	649,247		8,686,925
#*eBay, Inc.	403,479		8,573,929
*Electronic Arts, Inc.	120,572		2,588,681
#*EMC Corp.	751,529		11,318,027
Fidelity National Information Services, Inc.	71,402		1,672,235
#*Fiserv, Inc.	58,090		2,754,047
*FLIR Systems, Inc.	56,093		1,205,439
*Google, Inc.	89,644		39,716,774
Harris Corp.	49,427		1,547,559
Hewlett-Packard Co.	890,880		38,575,104
Intel Corp.	2,085,089		40,137,963
#International Business Machines Corp.	493,326		58,177,935
*Intuit, Inc.	120,613		3,582,206
#Jabil Circuit, Inc.	79,808		731,041
*JDS Uniphase Corp.	82,305		482,307
#*Juniper Networks, Inc.	195,318		5,103,659
#KLA-Tencor Corp.	63,425		2,021,989
*Lexmark International, Inc.	29,150		422,092
#Linear Technology Corp.	82,979		2,229,646
#*LSI Corp.	242,253		1,254,870
#MasterCard, Inc. Class A	27,046		5,247,735
#*McAfee, Inc.	58,007		2,585,952
#*MEMC Electronic Materials, Inc.	83,437		1,470,160
#Microchip Technology, Inc.	68,271		1,838,538
*Micron Technology, Inc.	316,117		2,019,988
Microsoft Corp.	2,857,434		67,206,848
Molex, Inc.	51,752		919,115
Motorola, Inc.	855,840		6,127,814
#National Semiconductor Corp.	72,866		1,097,362
*NetApp, Inc.	123,480		2,773,361
*Novell, Inc.	128,872		590,234
#*Novellus Systems, Inc.	36,459		713,503
#*Nvidia Corp.	203,919		2,636,673
Oracle Corp.	1,413,976		31,291,289
#Paychex, Inc.	119,892		3,177,138
*QLogic Corp.	44,365		578,963
#QUALCOMM, Inc.	617,882		28,552,327
*Red Hat, Inc.	70,545		1,610,542
#*Salesforce.com, Inc.	39,652		1,718,518
#*Sandisk Corp.	84,694		1,509,247
*Sun Microsystems, Inc.	278,607		2,554,826
#*Symantec Corp.	305,330		4,558,577
*Tellabs, Inc.	147,756		856,985

22

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Teradata Corp.	64,476	$	1,584,175
#*Teradyne, Inc.	64,627		509,261
Texas Instruments, Inc.	475,427		11,434,019
Total System Services, Inc.	73,608		1,080,565
#*VeriSign, Inc.	71,993		1,471,537
*Western Digital Corp.	83,110		2,514,077
Western Union Co.	261,820		4,576,614
Xerox Corp.	322,861		2,644,232
#Xilinx, Inc.	102,867		2,231,185
*Yahoo!, Inc.	520,769		7,457,412
Total Information Technology			605,182,783
Materials — (2.9%)
Air Products & Chemicals, Inc.	78,337		5,843,940
AK Steel Holding Corp.	40,797		802,477
#Alcoa, Inc.	363,733		4,277,500
#Allegheny Technologies, Inc.	36,594		990,966
#Ball Corp.	35,088		1,696,856
Bemis Co., Inc.	40,180		1,057,538
CF Industries Holdings, Inc.	18,088		1,427,867
Dow Chemical Co.	401,679		8,503,544
#du Pont (E.I.) de Nemours & Co.	337,340		10,433,926
Eastman Chemical Co.	27,117		1,346,630
#Ecolab, Inc.	62,684		2,602,013
#Freeport-McMoRan Copper & Gold, Inc. Class B	153,725		9,269,617
#International Flavors & Fragrances, Inc.	29,379		1,035,904
International Paper Co.	161,361		3,035,200
MeadWestavco Corp.	63,876		1,244,943
Monsanto Co.	203,751		17,115,084
Newmont Mining Corp.	182,722		7,555,555
Nucor Corp.	117,325		5,217,443
#*Owens-Illinois, Inc.	62,828		2,132,382
*Pactiv Corp.	49,256		1,240,266
#PPG Industries, Inc.	61,415		3,377,825
Praxair, Inc.	114,787		8,974,048
Sealed Air Corp.	59,215		1,088,964
#Sigma-Aldrich Corp.	45,580		2,313,185
*Titanium Metals Corp.	31,778		265,982
#*United States Steel Corp.	53,514		2,127,181
#Vulcan Materials Co.	45,496		2,160,150
Weyerhaeuser Co.	78,908		2,764,936
Total Materials			109,901,922
Real Estate Investment Trusts — (0.8%)
#Apartment Investment & Management Co. Class A	43,719		410,084
#AvalonBay Communities, Inc.	29,829		1,736,048
#Boston Properties, Inc.	51,713		2,735,618
#Equity Residential.	102,237		2,453,688
#HCP, Inc.	101,725		2,620,436
#Health Care REIT, Inc.	41,489		1,662,049
#Host Marriott Corp.	224,456		2,038,061
#Kimco Realty Corp.	120,836		1,189,026
#ProLogis	165,246		1,452,513
#Public Storage	46,825		3,398,090
#Simon Property Group, Inc.	104,537		5,824,802
#Ventas, Inc.	58,431		2,062,614
#Vornado Realty Trust	59,264		3,023,649
Total Real Estate Investment Trusts			30,606,678

23

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares		Value†
Telecommunication Services — (2.9%)
#*American Tower Corp.		148,474	$	5,061,479
AT&T, Inc.		2,202,690		57,776,559
CenturyTel, Inc.		110,624		3,472,487
Frontier Communications Corp.		116,616		816,312
*MetroPCS Communications, Inc.		94,565		1,120,595
#Qwest Communications International, Inc.		552,302		2,131,886
*Sprint Nextel Corp.		1,071,958		4,287,832
Verizon Communications, Inc.		1,060,492		34,009,978
Windstream Corp.		163,058		1,430,019
Total Telecommunication Services				110,107,147
Utilities — (3.3%)
#*AES Corp.		248,893		3,183,342
Allegheny Energy, Inc.		63,243		1,594,356
#Ameren Corp.		79,730		2,027,534
American Electric Power Co., Inc.		177,994		5,510,694
CenterPoint Energy, Inc.		130,386		1,571,151
#CMS Energy Corp.		84,685		1,095,824
#Consolidated Edison, Inc.		102,445		4,032,235
Constellation Energy Group		74,366		2,134,304
Dominion Resources, Inc.		220,256		7,444,653
DTE Energy Co.		61,182		2,108,332
Duke Energy Corp.		480,529		7,438,589
*Dynegy, Inc.		189,111		380,113
Edison International		121,638		3,931,340
#Entergy Corp.		73,213		5,881,200
EQT Corp.		48,869		1,875,592
Exelon Corp.		245,940		12,508,508
#FirstEnergy Corp.		113,807		4,688,849
#FPL Group, Inc.		153,366		8,691,251
#Integrys Energy Group, Inc.		28,532		963,811
#Nicor, Inc.		16,880		615,107
#NiSource, Inc.		102,516		1,320,406
Northeast Utilities, Inc.		65,383		1,504,463
Pepco Holdings, Inc.		82,131		1,181,044
PG&E Corp.		137,525		5,551,884
#Pinnacle West Capital Corp.		37,738		1,206,107
#PPL Corp.		140,394		4,743,913
Progress Energy, Inc.		104,176		4,108,702
Public Service Enterprise Group, Inc.		188,905		6,129,967
Questar Corp.		64,982		2,148,955
#SCANA Corp.		45,481		1,607,753
Sempra Energy		91,204		4,781,826
Southern Co.		292,115		9,172,411
#TECO Energy, Inc.		79,476		1,072,131
#Wisconsin Energy Corp.		43,648		1,875,555
#Xcel Energy, Inc.		170,118		3,392,153
Total Utilities				127,474,055
TOTAL COMMON STOCKS				3,231,934,579
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (1.9%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 08/03/09 (Collateralized by $89,040,000 FNMA 5.00%, 08/25/18, valued at $75,682,811) to be repurchased at $74,565,181	$	74,564		74,564,000

24

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (13.8%)
§@DFA Short Term Investment Fund LP		520,395,083	$	520,395,083
@Repurchase Agreement, Deutsche Bank Securities 0.20%, 08/03/09 (Collateralized by $5,017,239 FHLMC 4.000%, 07/01/39, valued at $4,886,098) to be repurchased at $4,743,863	$	4,744		4,743,784
@Repurchase Agreement, UBS Securities LLC 0.19%, 08/03/09 (Collateralized by $2,025,000 FNMA 6.000%, 02/01/39, valued at $1,888,636) to be repurchased at $1,829,475		1,829		1,829,446
TOTAL SECURITIES LENDING COLLATERAL				526,968,313
TOTAL INVESTMENTS — (100.0%) (Cost $3,777,424,812)##			$	3,833,466,892

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	294,593,960		—	—	$	294,593,960
Consumer Staples		381,754,880		—	—		381,754,880
Energy		389,351,967		—	—		389,351,967
Financials		417,484,385		—	—		417,484,385
Health Care		442,879,176		—	—		442,879,176
Industrials		322,597,626		—	—		322,597,626
Information Technology		605,182,783		—	—		605,182,783
Materials		109,901,922		—	—		109,901,922
Real Estate Investment Trusts		30,606,678		—	—		30,606,678
Telecommunication Services		110,107,147		—	—		110,107,147
Utilities		127,474,055		—	—		127,474,055
Temporary Cash Investments		—	$	74,564,000	—		74,564,000
Securities Lending Collateral		—		526,968,313	—		526,968,313
Other Financial Instruments**		4,208,256		—	—		4,208,256
TOTAL	$	3,236,142,835	$	601,532,313	—	$	3,837,675,148

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

25

THE U.S. LARGE CAP VALUE SERIES

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
COMMON STOCKS — (86.4%)
Consumer Discretionary — (14.1%)
#*Abercrombie & Fitch Co.	234,708	$	6,710,302
#*AutoNation, Inc.	307,114		6,351,118
#Carnival Corp.	2,624,598		73,462,498
#CBS Corp. Class B	3,870,469		31,699,141
Comcast Corp. Class A	11,512,642		171,077,860
Comcast Corp. Special Class A	3,274,843		45,815,054
#D.R. Horton, Inc.	446,800		5,178,412
#*Discovery Communications, Inc. (25470F104)	578,795		14,180,478
*Discovery Communications, Inc. (25470F302)	554,215		12,414,416
Disney (Walt) Co.	4,020,302		100,989,986
#*Expedia, Inc.	1,137,251		23,552,468
#Fortune Brands, Inc.	669,010		26,472,726
#J.C. Penney Co., Inc.	815,260		24,580,089
#Johnson Controls, Inc.	1,097,434		28,401,592
#Leggett & Platt, Inc.	684,328		11,873,091
#*Liberty Global, Inc. Class A	812,105		17,013,600
#*Liberty Global, Inc. Series C	412,954		8,605,961
*Liberty Media Corp. - Entertainment Class A	2,954,309		82,632,023
#*Liberty Media Corp. Interactive Class A	3,585,265		23,877,865
#Macy’s, Inc.	1,818,630		25,297,143
#*Mohawk Industries, Inc.	392,417		20,240,869
News Corp. Class A	3,620,631		37,401,118
#News Corp. Class B	2,036,161		24,474,655
#Royal Caribbean Cruises, Ltd.	544,275		7,902,873
#*Sears Holdings Corp.	539,227		35,772,319
*Ticketmaster Entertainment, Inc.	73,729		597,205
#Time Warner Cable, Inc.	1,980,956		65,490,405
Time Warner, Inc.	6,114,193		163,004,385
#*Toll Brothers, Inc.	904,000		17,682,240
#Washington Post Co.	24,866		11,226,999
*Wendy’s/Arby’s Group, Inc.	834,900		3,823,842
#Whirlpool Corp.	322,215		18,395,254
#Wyndham Worldwide Corp.	285,861		3,987,761
Total Consumer Discretionary			1,150,185,748
Consumer Staples — (5.5%)
#Archer-Daniels-Midland Co.	1,699,860		51,199,783
#Bunge, Ltd.	180,424		12,624,267
*Constellation Brands, Inc. Class A	855,902		11,691,621
#Corn Products International, Inc.	428,526		11,998,728
CVS Caremark Corp.	4,801,631		160,758,606
J.M. Smucker Co.	526,102		26,320,883
Kraft Foods, Inc.	2,137,904		60,588,199
#Molson Coors Brewing Co.	755,890		34,173,787
PepsiAmericas, Inc.	521,775		13,973,135
*Ralcorp Holdings, Inc.	59,000		3,747,090
Safeway, Inc.	1,005,594		19,035,895
SUPERVALU, Inc.	1,327,679		19,689,480
Tyson Foods, Inc. Class A	1,926,959		22,025,141
Total Consumer Staples			447,826,615
Energy — (12.2%)
#Anadarko Petroleum Corp.	2,760,568		133,059,377
Apache Corp.	1,384,246		116,207,452
#BJ Services Co.	422,600		5,992,468
Cabot Oil & Gas Corp.	255,645		8,980,809

26

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Energy — (Continued)
#Chesapeake Energy Corp.	2,496,221	$	53,518,978
#Cimarex Energy Co.	406,047		14,528,362
#ConocoPhillips	5,196,066		227,120,045
#ENSCO International, Inc.	614,773		23,293,749
#Helmerich & Payne, Inc.	470,183		16,155,488
Hess Corp.	624,400		34,466,880
#Marathon Oil Corp.	3,249,735		104,803,954
#*Nabors Industries, Ltd.	485,338		8,260,453
*National-Oilwell, Inc.	701,600		25,215,504
#*Newfield Exploration Co.	445,550		17,523,481
Noble Energy, Inc.	443,900		27,131,168
#Patterson-UTI Energy, Inc.	269,500		3,721,795
Pioneer Natural Resources Co.	650,933		18,584,137
*Plains Exploration & Production Co.	250,000		7,162,500
#*Pride International, Inc.	644,204		16,150,194
#Rowan Companies, Inc.	456,566		9,738,553
#Smith International, Inc.	631,653		15,873,440
Sunoco, Inc.	155,000		3,826,950
#Tesoro Petroleum Corp.	321,700		4,211,053
#Tidewater, Inc.	273,715		12,317,175
Valero Energy Corp.	1,735,295		31,235,310
#*Whiting Petroleum Corp.	95,003		4,366,338
XTO Energy, Inc.	1,310,000		52,701,300
Total Energy			996,146,913
Financials — (26.7%)
#*Allegheny Corp.	36,844		9,966,302
Allied World Assurance Co. Holdings, Ltd.	5,000		217,300
Allstate Corp.	2,540,615		68,367,950
American Financial Group, Inc.	689,393		16,814,295
#American National Insurance Co.	85,979		6,796,640
Ameriprise Financial, Inc.	275,066		7,646,835
#*Arch Capital Group, Ltd.	39,765		2,472,985
Aspen Insurance Holdings, Ltd.	124,900		3,106,263
#Associated Banc-Corp.	375,110		4,066,192
Assurant, Inc.	236,409		6,033,158
Axis Capital Holdings, Ltd.	276,966		7,882,452
Bank of America Corp.	16,296,800		241,029,672
#Bank of New York Mellon Corp.	1,972,678		53,933,017
#BB&T Corp.	531,740		12,166,211
#BlackRock, Inc.	65,004		12,385,862
#Capital One Financial Corp.	1,668,884		51,234,739
Chubb Corp.	1,620,173		74,819,589
#Cincinnati Financial Corp.	990,152		23,912,171
#Citigroup, Inc.	4,525,437		14,345,635
CME Group, Inc.	189,681		52,888,753
#CNA Financial Corp.	1,676,585		28,585,774
#Comerica, Inc.	617,408		14,719,007
#Discover Financial Services	1,976,830		23,484,740
#Everest Re Group, Ltd.	116,906		9,378,199
#Fidelity National Financial, Inc.	945,859		13,573,077
Fifth Third Bancorp	1,364,900		12,966,550
First American Corp.	567,231		16,761,676
#*First Horizon National Corp.	463,308		5,939,609
Genworth Financial, Inc.	1,096,900		7,568,610
Goldman Sachs Group, Inc.	511,700		83,560,610
Hanover Insurance Group, Inc.	304,654		11,975,949
#Hartford Financial Services Group, Inc.	1,474,698		24,317,770
#HCC Insurance Holdings, Inc.	468,789		11,766,604
Invesco, Ltd.	752,003		14,852,059
JPMorgan Chase & Co.	7,983,370		308,557,250

27

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
#KeyCorp	1,129,300	$	6,527,354
#Legg Mason, Inc.	428,447		12,056,499
Lincoln National Corp.	1,314,373		27,851,564
#Loews Corp.	2,592,160		77,816,643
#M&T Bank Corp.	442,752		25,821,297
#*Markel Corp.	7,885		2,488,269
#Mercury General Corp.	156,425		5,485,825
#MetLife, Inc.	4,663,914		158,339,880
#Morgan Stanley	4,584,397		130,655,315
*NASDAQ OMX Group, Inc. (The)	200,000		4,226,000
#New York Community Bancorp, Inc.	2,039,500		22,312,130
#NYSE Euronext, Inc.	914,974		24,658,549
Odyssey Re Holdings Corp.	345,255		15,950,781
#Old Republic International Corp.	1,432,884		14,816,021
#PartnerRe, Ltd.	79,932		5,482,536
*People’s United Financial, Inc.	252,479		4,102,784
PNC Financial Services Group, Inc.	954,268		34,983,465
#Prudential Financial, Inc.	1,829,600		80,996,392
#Raymond James Financial, Inc.	35,371		725,813
#Regions Financial Corp.	594,200		2,626,364
#Reinsurance Group of America, Inc.	509,512		21,144,748
#RenaissanceRe Holdings, Ltd.	74,500		3,743,625
#SunTrust Banks, Inc.	1,195,360		23,309,520
Transatlantic Holdings, Inc.	295,249		13,968,230
Travelers Companies, Inc. (The)	3,328,076		143,340,233
#Unum Group	1,898,589		35,636,516
#W. R. Berkley Corp.	667,640		15,509,277
#Wesco Financial Corp.	19,877		6,061,491
White Mountains Insurance Group, Ltd.	30,224		7,797,792
Total Financials			2,186,528,418
Health Care — (4.1%)
Aetna, Inc.	1,077,768		29,067,403
#*Boston Scientific Corp.	2,998,778		32,206,876
#Cardinal Health, Inc.	328,020		10,923,066
#*Community Health Systems, Inc.	365,974		10,364,383
*Coventry Health Care, Inc.	278,713		6,410,399
#*Hologic, Inc.	561,138		8,243,117
*Humana, Inc.	237,246		7,793,531
#*Inverness Medical Innovations, Inc.	189,078		6,362,475
*King Pharmaceuticals, Inc.	1,215,010		11,020,141
#Omnicare, Inc.	582,523		13,904,824
#PerkinElmer, Inc.	424,381		7,481,837
Teleflex, Inc.	52,080		2,497,757
#*Thermo Fisher Scientific, Inc.	759,300		34,381,104
*Watson Pharmaceuticals, Inc.	631,400		21,928,522
#*WellPoint, Inc.	2,580,122		135,817,622
Total Health Care			338,403,057
Industrials — (13.2%)
#*AGCO Corp.	48,940		1,539,652
#Burlington Northern Santa Fe Corp.	1,930,415		151,711,315
CSX Corp.	2,287,204		91,762,624
Eaton Corp.	274,459		14,249,911
#FedEx Corp.	920,593		62,453,029
General Electric Co.	18,097,900		242,511,860
#*Hertz Global Holdings, Inc.	684,411		6,460,840
#Ingersoll-Rand P.L.C.	635,764		18,360,864
#*Kansas City Southern	206,873		4,201,591
#KBR, Inc.	377,800		8,005,582
#Masco Corp.	1,592,858		22,188,512

28

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
#Norfolk Southern Corp.	2,186,220	$	94,554,015
#Northrop Grumman Corp.	1,926,678		85,891,305
#Pentair, Inc.	314,920		8,603,614
R. R. Donnelley & Sons Co.	920,372		12,793,171
#Republic Services, Inc.	493,728		13,133,165
#Ryder System, Inc.	319,005		11,206,646
#Southwest Airlines Co.	4,297,932		33,738,766
SPX Corp.	50,000		2,641,000
Timken Co.	210,642		4,292,884
Tyco International, Ltd.	336,967		10,183,143
#Union Pacific Corp.	2,835,808		163,115,676
*URS Corp.	356,821		18,055,143
Total Industrials			1,081,654,308
Information Technology — (3.6%)
#*Activision Blizzard, Inc.	1,141,601		13,071,332
#*Arrow Electronics, Inc.	498,400		12,843,768
*Avnet, Inc.	860,267		20,990,515
AVX Corp.	54,018		593,658
#*Computer Sciences Corp.	946,932		45,613,714
#Fidelity National Information Services, Inc.	935,123		21,900,581
*IAC/InterActiveCorp	815,025		15,004,610
*Ingram Micro, Inc.	969,555		16,307,915
#*Micron Technology, Inc.	3,847,657		24,586,528
Motorola, Inc.	5,356,123		38,349,841
#*Sandisk Corp.	542,439		9,666,263
*Tellabs, Inc.	1,931,218		11,201,064
#*Tyco Electronics, Ltd.	1,547,828		33,231,867
Xerox Corp.	3,865,156		31,655,628
Total Information Technology			295,017,284
Materials — (3.0%)
#Alcoa, Inc.	4,024,808		47,331,742
Ashland, Inc.	113,600		3,764,704
#Dow Chemical Co.	3,828,594		81,051,335
#International Paper Co.	1,909,245		35,912,898
MeadWestavco Corp.	1,023,001		19,938,290
#Reliance Steel & Aluminum Co.	300,700		10,136,597
#*United States Steel Corp.	270,700		10,760,325
#Valspar Corp.	2,200		55,704
#Weyerhaeuser Co.	1,105,551		38,738,507
Total Materials			247,690,102
Telecommunication Services — (3.6%)
AT&T, Inc.	8,298,400		217,667,032
#CenturyTel, Inc.	504,803		15,845,766
#*Sprint Nextel Corp.	9,790,408		39,161,632
Telephone & Data Systems, Inc.	309,373		7,963,261
Telephone & Data Systems, Inc. Special Shares	174,000		4,193,400
*United States Cellular Corp.	264,225		9,464,539
Verizon Communications, Inc.	26		834
Total Telecommunication Services			294,296,464
Utilities — (0.4%)
#*AES Corp.	682,485		8,728,983
#*Calpine Corp.	741,665		9,552,645
#*Mirant Corp.	190,325		3,437,269
Questar Corp.	189,166		6,255,720

29

THE U.S. LARGE CAP VALUE SERIES

CONTINUED

	Shares		Value†
Utilities — (Continued)
*RRI Energy, Inc.		810,599	$	4,336,705
Total Utilities				32,311,322
TOTAL COMMON STOCKS				7,070,060,231
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 08/03/09 (Collateralized by $24,085,000 FNMA 5.00%, 06/01/35, valued at $15,286,962) to be repurchased at $15,058,238	$	15,058		15,058,000
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.4%)
§@DFA Short Term Investment Fund LP.		1,085,151,621		1,085,151,621
@Repurchase Agreement, Deutsche Bank Securities 0.20%, 08/03/09 (Collateralized by $10,532,628 FHLMC 4.000%, 07/01/39, valued at $10,257,325) to be repurchased at $9,958,733	$	9,959		9,958,567
@Repurchase Agreement, UBS Securities LLC 0.19%, 08/03/09 (Collateralized by $3,935,000 FNMA 7.500%, 02/01/38, valued at $3,960,436) to be repurchased at $3,840,594		3,841		3,840,533
TOTAL SECURITIES LENDING COLLATERAL				1,098,950,721
TOTAL INVESTMENTS — (100.0%) (Cost $7,333,692,045)##			$	8,184,068,952

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,150,185,748		—	—	$	1,150,185,748
Consumer Staples		447,826,615		—	—		447,826,615
Energy		996,146,913		—	—		996,146,913
Financials		2,186,528,418		—	—		2,186,528,418
Health Care		338,403,057		—	—		338,403,057
Industrials		1,081,654,308		—	—		1,081,654,308
Information Technology		295,017,284		—	—		295,017,284
Materials		247,690,102		—	—		247,690,102
Telecommunication Services		294,296,464		—	—		294,296,464
Utilities		32,311,322		—	—		32,311,322
Temporary Cash Investments		—	$	15,058,000	—		15,058,000
Securities Lending Collateral		—		1,098,950,721	—		1,098,950,721
TOTAL	$	7,070,060,231	$	1,114,008,721	—	$	8,184,068,952

30

THE DFA INTERNATIONAL VALUE SERIES

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value††
COMMON STOCKS — (83.3%)
AUSTRALIA — (3.9%)
#*Alumina, Ltd. Sponsored ADR	74,093	$	425,294
Amcor, Ltd.	1,402,938		5,782,760
Amcor, Ltd. Sponsored ADR	77,103		1,266,031
Australia & New Zealand Banking Group, Ltd.	3,575,691		55,233,000
Bendigo Bank, Ltd.	207,246		1,417,591
BlueScope Steel, Ltd.	1,800,962		5,073,138
#Boral, Ltd.	1,200,764		5,002,219
#Caltex Australia, Ltd.	265,507		2,893,906
#Crown, Ltd.	768,759		4,794,283
#CSR, Ltd.	2,438,600		3,792,039
Downer EDI, Ltd.	540,737		2,918,711
#Fairfax Media, Ltd.	2,367,281		2,907,542
Goodman Fielder, Ltd.	2,290,858		2,651,990
#Harvey Norman Holdings, Ltd.	113,157		309,564
*Incitec Pivot, Ltd.	1,993,571		4,601,781
#Insurance Australia Group, Ltd.	2,620,594		8,016,549
Lend Lease Corp., Ltd.	666,651		4,313,649
#Macquarie Group, Ltd.	410,696		15,092,876
National Australia Bank, Ltd.	3,071,381		62,336,781
OneSteel, Ltd.	1,673,037		4,175,530
OZ Minerals, Ltd.	3,889,713		3,659,786
#Qantas Airways, Ltd.	2,226,972		4,299,143
#Seven Network, Ltd.	195,723		1,040,869
#Sims Metal Management, Ltd.	90,075		2,106,311
Suncorp-Metway, Ltd.	2,552,998		15,138,189
TABCORP Holdings, Ltd.	1,277,891		7,711,537
*Tatts Group, Ltd.	1,360,005		2,779,633
Toll Holdings, Ltd.	210,430		1,192,776
Washington H. Soul Pattinson & Co., Ltd.	113,801		1,043,195
#*Wesfarmers, Ltd.	1,700,650		36,633,315
TOTAL AUSTRALIA			268,609,988
AUSTRIA — (0.4%)
#Erste Group Bank AG	303,609		10,583,711
OMV AG	383,710		15,225,604
Voestalpine AG	180,281		5,000,978
TOTAL AUSTRIA			30,810,293
BELGIUM — (0.5%)
#Delhaize Group	201,237		14,404,056
Delhaize Group Sponsored ADR	52,900		3,765,951
*KBC Groep NV	78,843		1,678,508
Solvay SA	55,827		5,471,064
#UCB SA	278,888		9,217,324
TOTAL BELGIUM			34,536,903
CANADA — (8.3%)
Astral Media, Inc. Class A	40,138		1,093,572
#Bank of Montreal	899,416		45,102,300
Barrick Gold Corp.	613,432		21,422,429
BCE, Inc.	651,325		14,952,209
#Canadian Pacific Railway, Ltd.	427,751		19,019,980
#Canadian Tire Corp. Class A	166,647		8,365,997
*CGI Group, Inc.	572,389		5,818,203
Cogeco Cable, Inc.	11,700		311,167
Empire Co., Ltd. Class A	65,500		2,512,379

31

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
CANADA — (Continued)
EnCana Corp.	598,798	$	32,117,474
Ensign Energy Services, Inc.	128,319		1,946,375
Fairfax Financial Holdings, Inc.	46,500		14,158,273
George Weston, Ltd.	109,600		5,973,187
Gerdau Ameristeel Corp.	403,761		2,799,809
#Goldcorp, Inc.	730,500		27,755,270
Industrial Alliance Insurance & Financial Services, Inc.	140,300		3,855,076
Inmet Mining Corp.	52,200		2,188,305
#Intact Financial Corp.	128,700		4,224,490
Jean Coutu Group (PJC), Inc. Class A (The)	264,900		2,461,498
Loblaw Companies, Ltd.	184,013		5,841,954
Magna International, Inc. Class A	243,268		12,307,362
#Manitoba Telecom Services, Inc.	40,500		1,300,812
#Manulife Financial Corp.	2,074,478		50,376,741
Metro, Inc. Class A	137,300		4,301,578
National Bank of Canada	254,700		13,739,259
Onex Corp.	168,200		3,302,325
Petro-Canada	1,205,300		49,778,415
*Sino-Forest Corp.	278,730		3,803,510
Sun Life Financial, Inc.	1,262,400		43,148,357
Talisman Energy, Inc.	1,737,638		26,856,972
*Teck Resources, Ltd. Class B	1,418,230		37,323,574
#Thomson Reuters Corp.	727,070		23,480,868
#Toronto Dominion Bank	944,998		55,362,102
#TransCanada Corp.	292,621		8,322,959
#*Viterra, Inc.	460,598		3,878,045
#Yamana Gold, Inc.	1,625,161		15,493,529
TOTAL CANADA			574,696,355
DENMARK — (1.0%)
#A P Moller - Maersk A.S.	3,478		21,657,564
Carlsberg A.S. Series B	250,270		17,371,864
Danisco A.S.	107,780		5,270,570
*Danske Bank A.S.	965,053		20,023,880
*Jyske Bank A.S.	93,150		3,432,972
*Sydbank A.S.	60,841		1,532,887
TOTAL DENMARK			69,289,737
FINLAND — (0.5%)
#Kesko Oyj	152,447		4,023,224
Sampo Oyj	503,782		10,494,970
*Stora Enso Oyj Series R	1,183,538		7,522,544
*Stora Enso Oyj Sponsored ADR	91,500		579,195
#UPM-Kymmene Oyj	1,070,295		11,212,785
UPM-Kymmene Oyj Sponsored ADR	69,300		726,264
TOTAL FINLAND			34,558,982
FRANCE — (7.6%)
#Air France-KLM	250,260		3,146,691
#AXA SA	2,818,397		59,491,479
AXA SA Sponsored ADR	140,900		2,978,626
BNP Paribas SA	1,256,765		91,255,061
#Capgemini SA	259,094		11,975,031
Casino Guichard Perrachon SA	93,798		6,444,661
Ciments Francais SA	26,702		2,606,630
CNP Assurances SA	72,302		6,594,249
#Compagnie de Saint-Gobain	606,359		24,523,644
#Compagnie Generale des Establissements Michelin Series B	218,195		15,751,137
Credit Agricole SA	1,845,722		26,288,323
#European Aeronautic Defence & Space Co.	692,817		13,218,485

32

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
FRANCE — (Continued)
#France Telecom SA	690,822	$	17,231,055
*Lafarge SA	467,217		33,751,919
Lagardere SCA	238,722		8,907,395
*Peugeot SA	325,797		9,869,640
PPR SA	161,317		17,966,919
#*Renault SA	393,464		16,720,250
Safran SA	312,438		4,829,971
#Schneider Electric SA	311,215		28,252,386
SCOR SE	193,766		4,654,319
#Societe Generale Paris	747,256		47,906,607
#STMicroelectronics NV	1,100,627		8,413,918
Vivendi SA	2,686,677		68,868,961
TOTAL FRANCE			531,647,357
GERMANY — (7.5%)
Allianz SE	442,712		43,830,629
Allianz SE Sponsored ADR	2,834,240		28,087,318
#Bayerische Motoren Werke AG	915,762		42,259,044
Celesio AG	8,342		221,665
#*Commerzbank AG	1,089,462		8,573,015
#Daimler AG (5529027)	1,684,003		77,905,285
Daimler AG (D1668R123)	404,583		18,792,880
#Deutsche Bank AG (5750355)	774,190		50,033,641
Deutsche Bank AG (D18190898)	128,363		8,330,759
Deutsche Lufthansa AG	464,311		6,265,663
#*Deutsche Postbank AG	14,003		386,380
Deutsche Telekom AG	2,621,866		33,563,062
Deutsche Telekom AG Sponsored ADR	2,705,150		34,598,869
E.ON AG	1,221,642		46,418,614
E.ON AG Sponsored ADR	265,950		10,044,932
Fraport AG	41,329		1,893,463
#Generali Deutschland Holding AG	33,484		2,761,321
#*Hannover Rueckversicherung AG	110,141		4,475,698
#Heidelberger Zement AG	31,811		1,371,568
#Hochtief AG	8,774		525,480
Linde AG	133,956		12,645,972
Munchener Rueckversicherungs-Gesellschaft AG	388,934		58,862,603
Porsche Automobil Holding SE	152,711		9,943,527
Salzgitter AG	79,216		7,997,704
#*SCA Hygiene Products AG	3,195		1,491,276
ThyssenKrupp AG	409,120		12,547,715
#*TUI AG	265,715		1,723,571
TOTAL GERMANY			525,551,654
GREECE — (0.2%)
*Agricultural Bank of Greece S.A.	285,278		673,524
*Alpha Bank A.E.	214,210		2,820,206
*EFG Eurobank Ergasias S.A.	60,000		784,642
Hellenic Petroleum S.A.	355,700		3,679,412
Marfin Investment Group S.A.	323,492		1,353,514
*National Bank of Greece S.A. ADR	619,230		3,672,034
*Piraeus Bank S.A.	174,541		2,073,660
TOTAL GREECE			15,056,992
HONG KONG — (2.8%)
#Cathay Pacific Airways, Ltd.	2,703,000		4,179,878
Cheung Kong Holdings, Ltd.	3,224,000		41,511,598
*Dah Sing Financial Holdings, Ltd.	176,400		809,290
Great Eagle Holdings, Ltd.	471,721		1,089,563
Hang Lung Group, Ltd.	1,737,000		9,044,368

33

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
HONG KONG — (Continued)
Henderson Land Development Co., Ltd.	1,995,000	$	13,183,349
#Hong Kong and Shanghai Hotels, Ltd.	1,164,505		1,335,556
Hopewell Holdings, Ltd.	1,129,000		3,663,351
Hutchison Whampoa, Ltd.	5,568,000		41,440,376
Hysan Development Co., Ltd.	1,029,302		2,791,273
New World Development Co., Ltd.	4,135,660		9,823,023
Pacific Basin Shipping, Ltd.	301,000		226,793
Sino Land Co., Ltd.	2,559,315		5,207,389
*Sinotrans Shipping, Ltd.	300,000		145,923
Sun Hung Kai Properties, Ltd.	2,274,000		34,408,395
Wharf Holdings, Ltd.	3,509,740		16,490,546
Wheelock and Co., Ltd.	3,482,000		9,758,422
Wheelock Properties, Ltd.	1,565,000		1,040,884
TOTAL HONG KONG			196,149,977
IRELAND — (0.0%)
CRH P.L.C. Sponsored ADR	2,341		57,893
ITALY — (2.7%)
Banca Monte Dei Paschi di Siena SpA	5,698,737		10,693,264
Banca Popolare di Milano Scarl	982,340		5,943,772
*Banco Popolare Scarl	426,228		3,442,735
#*Fiat SpA	443,245		4,920,088
Fondiaria - Sai SpA	167,605		2,806,608
*Intesa Sanpaolo SpA	11,201,860		41,652,906
#Italcementi SpA	273,413		3,580,047
Telecom Italia SpA	4,286,450		6,710,303
#Telecom Italia SpA Sponsored ADR	1,874,500		29,204,710
*UniCredito SpA	19,413,366		56,648,512
Unione di Banche Italiane ScpA	1,533,872		21,424,675
#*Unipol Gruppo Finanziario SpA	1,822,774		2,283,473
TOTAL ITALY			189,311,093
JAPAN — (11.8%)
#77 Bank, Ltd. (The)	737,372		4,351,041
#*AEON Co., Ltd.	1,209,800		11,731,776
Aisin Seiki Co., Ltd.	282,500		7,239,009
Ajinomoto Co., Inc.	1,130,000		10,793,495
Amada Co., Ltd.	631,000		3,993,402
Aoyama Trading Co., Ltd.	105,500		1,778,281
#*Aozora Bank, Ltd.	943,000		1,296,472
Asahi Glass Co., Ltd.	1,541,000		13,323,878
#ASATSU-DK, Inc.	32,500		727,778
Awa Bank, Ltd. (The)	65,600		380,178
Bank of Iwate, Ltd. (The)	19,600		1,144,531
#Bank of Kyoto, Ltd. (The)	353,400		3,192,622
Bank of Nagoya, Ltd. (The)	213,000		931,017
Bridgestone Corp.	857,300		14,830,866
Canon Marketing Japan, Inc.	124,900		1,985,013
#Chiba Bank, Ltd. (The)	823,000		5,307,131
Chudenko Corp.	41,100		657,349
Chugoku Bank, Ltd. (The)	240,800		3,236,595
Citizen Holdings Co., Ltd.	377,500		2,042,229
#Coca-Cola West Co., Ltd.	65,907		1,290,805
Comsys Holdings Corp.	149,000		1,719,003
Cosmo Oil Co., Ltd.	1,019,364		3,043,620
Credit Saison Co., Ltd.	168,300		2,184,318
Dai Nippon Printing Co., Ltd.	1,093,000		15,955,970
Daicel Chemical Industries, Ltd.	515,000		3,262,842
#Daido Steel Co., Ltd.	398,000		1,640,968
Daishi Bank, Ltd. (The)	573,932		2,277,015

34

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
Daiwa House Industry Co., Ltd.	916,000	$	9,417,426
#Dentsu, Inc.	52,700		1,108,234
DIC Corp.	596,000		835,745
#*Elpida Memory, Inc.	164,400		1,863,718
Fuji Electric Holdings Co., Ltd.	181,780		317,780
#Fuji Heavy Industries, Ltd.	1,047,000		4,198,710
FUJIFILM Holdings Corp.	1,077,300		34,638,107
#Fujikura, Ltd.	609,000		3,206,304
Fukuoka Financial Group, Inc.	1,446,000		6,328,622
Glory, Ltd.	75,400		1,549,193
Gunma Bank, Ltd. (The)	585,397		3,391,829
#H2O Retailing Corp.	198,000		1,148,283
#Hachijuni Bank, Ltd. (The)	993,231		5,804,587
*Hakuhodo Dy Holdings, Inc.	17,840		977,590
Higo Bank, Ltd. (The)	376,000		2,298,493
*Hino Motors, Ltd.	217,000		720,823
Hitachi Chemical Co., Ltd.	69,000		1,407,330
*Hitachi High-Technologies Corp.	35,600		696,073
#Hitachi Transport System, Ltd.	111,000		1,404,218
#Hitachi, Ltd.	6,574,000		22,028,825
Hitachi, Ltd. Sponsored ADR	140,900		4,714,514
Hokkoku Bank, Ltd. (The)	435,409		1,611,499
House Foods Corp.	117,000		1,646,387
Hyakugo Bank, Ltd. (The)	475,028		2,338,982
Hyakujishi Bank, Ltd. (The)	329,000		1,553,624
#Idemitsu Kosan Co., Ltd.	40,100		3,342,336
Isetan Mitsukoshi Holdings, Ltd.	515,200		5,445,608
*Isuzu Motors, Ltd.	1,099,000		1,942,476
Itochu Corp.	343,000		2,552,495
*J Front Retailing Co., Ltd.	372,000		2,059,865
Joyo Bank, Ltd. (The)	842,000		4,276,584
JS Group Corp.	548,300		8,485,160
JTEKT Corp.	208,300		2,353,824
Juroku Bank, Ltd.	400,000		1,435,434
Kagoshima Bank, Ltd. (The)	358,143		2,814,725
Kajima Corp.	402,000		1,124,717
Kamigumi Co., Ltd.	488,000		4,058,418
#Kandenko Co., Ltd.	129,000		852,483
Kaneka Corp.	580,542		4,024,138
Kansai Paint Co., Ltd.	64,000		492,580
*Kawasaki Kisen Kaisha, Ltd.	372,000		1,394,984
Keiyo Bank, Ltd. (The)	317,000		1,768,163
Kinden Corp.	285,000		2,388,580
#Kobe Steel, Ltd.	3,785,000		7,274,512
Kuraray Co., Ltd.	30,500		344,476
Kyocera Corp.	327,900		26,310,056
Kyocera Corp. Sponsored ADR	13,600		1,090,312
#Marui Group Co., Ltd.	542,642		3,892,064
Mazda Motor Corp.	1,759,000		4,566,460
*Mediceo Paltac Holdings Co., Ltd.	168,100		2,099,782
*MEIJI Holdings Co., Ltd.	51,095		2,062,699
#Mitsubishi Chemical Holdings Corp.	1,942,500		8,693,950
Mitsubishi Gas Chemical Co., Inc.	258,000		1,584,969
Mitsubishi Heavy Industries, Ltd.	6,023,000		24,007,303
Mitsubishi Logistics Corp.	146,000		1,805,948
*Mitsubishi Materials Corp.	493,000		1,331,311
#Mitsubishi Rayon Co., Ltd.	1,012,000		2,756,924
Mitsubishi Tanabe Pharma Corp.	260,000		3,088,680
#Mitsui Chemicals, Inc.	1,302,800		4,771,432
#*Mitsui Mining and Smelting Co., Ltd.	915,000		2,512,640
Musashino Bank, Ltd.	37,500		1,314,888

35

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
Nagase & Co., Ltd.	235,889	$	2,662,848
Nanto Bank, Ltd. (The)	263,000		1,546,272
*NEC Corp.	4,453,101		15,546,318
#NGK Spark Plug Co., Ltd.	330,000		3,625,727
Nippon Express Co., Ltd.	1,363,000		6,240,079
Nippon Kayaku Co., Ltd.	128,000		1,059,649
#Nippon Meat Packers, Inc.	220,536		2,697,931
Nippon Mining Holdings, Inc.	1,731,500		8,213,745
Nippon Oil Corp.	2,732,050		14,451,973
#Nippon Paper Group, Inc.	156,300		4,021,678
Nippon Sheet Glass Co., Ltd.	1,108,739		3,298,371
#Nippon Shokubai Co., Ltd.	231,000		1,886,814
Nippon Television Network Corp.	9,400		1,220,207
Nishi-Nippon Bank, Ltd.	1,193,569		3,022,889
Nissan Motor Co., Ltd.	4,991,500		36,218,112
#Nissay Dowa General Insurance Co., Ltd.	383,000		1,792,279
Nisshin Steel Co., Ltd.	1,226,000		2,334,764
#Nisshinbo Holdings, Inc.	305,000		3,887,185
*NOK Corp.	112,600		1,374,497
#NSK, Ltd.	477,000		2,573,310
NTN Corp.	70,000		281,462
#Obayashi Corp.	1,282,000		5,690,427
Ogaki Kyoritsu Bank, Ltd. (The)	334,000		1,471,093
#Oji Paper Co., Ltd.	1,756,000		7,607,999
#Onward Holdings Co., Ltd.	278,000		1,975,310
Panasonic Electric Works Co., Ltd.	616,000		6,509,205
Ricoh Co., Ltd.	905,000		11,782,507
Rohm Co., Ltd.	178,000		13,184,494
San-in Godo Bank, Ltd. (The)	309,900		2,914,254
*Sapporo Hokuyo Holdings, Inc.	428,000		1,443,663
#SBI Holdings, Inc.	17,223		3,463,697
#Seiko Epson Corp.	249,600		3,817,271
Seino Holdings Co., Ltd.	295,000		2,304,141
Sekisui Chemical Co., Ltd.	689,000		4,056,813
Sekisui House, Ltd.	1,131,000		10,617,707
Sharp Corp.	706,000		7,806,525
Shiga Bank, Ltd.	326,185		2,013,369
Shimachu Co., Ltd.	70,700		1,497,301
Shimizu Corp.	269,000		1,100,438
#*Shinsei Bank, Ltd.	1,290,000		1,907,490
Shizuoka Bank, Ltd.	38,000		372,814
Showa Denko K.K.	1,456,000		2,701,067
#Sohgo Security Services Co., Ltd.	101,300		1,141,033
Sojitz Corp.	1,875,200		3,897,040
#Sony Corp.	652,500		18,187,171
Sony Corp. Sponsored ADR	1,303,101		36,434,704
Sumco Corp.	164,500		3,065,733
Sumitomo Bakelite Co., Ltd.	347,000		1,948,031
#Sumitomo Chemical Co., Ltd.	2,031,000		10,018,485
Sumitomo Corp.	1,906,000		18,752,281
Sumitomo Electric Industries, Ltd.	1,567,000		19,439,221
Sumitomo Forestry Co., Ltd.	158,000		1,255,580
Sumitomo Heavy Industries, Ltd.	384,000		1,843,000
Sumitomo Rubber Industries, Ltd.	230,300		1,993,969
Sumitomo Trust & Banking Co., Ltd.	2,806,000		15,295,512
*Suzuken Co., Ltd.	94,400		2,840,704
#Taiheiyo Cement Corp.	1,638,800		2,467,978
#Taisei Corp.	1,831,703		4,142,248
#*Takashimaya Co., Ltd.	326,000		2,677,814
#TDK Corp.	234,800		12,282,414
#Teijin, Ltd.	1,866,862		5,897,198

36

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
JAPAN — (Continued)
Toda Corp.	385,000	$	1,466,159
Tokuyama Corp.	382,000		2,872,583
Tokyo Steel Manufacturing Co., Ltd.	191,400		2,112,471
#Toppan Printing Co., Ltd.	1,176,000		11,970,611
#Tosoh Corp.	884,000		2,579,544
#Toyo Seikan Kaisha, Ltd.	342,249		7,313,884
Toyobo Co., Ltd.	743,000		1,393,281
Toyota Auto Body Co., Ltd.	105,100		1,969,653
Toyota Tsusho Corp.	355,700		5,437,273
TV Asahi Corp.	755		1,157,825
UNY Co., Ltd.	323,750		2,628,655
#Yamaguchi Financial Group, Inc.	362,148		4,938,167
Yamaha Corp.	285,400		3,774,873
#Yamaha Motor Co., Ltd.	295,800		3,659,719
Yamanashi Chuo Bank, Ltd.	241,000		1,239,186
#*Yokogawa Electric Corp.	274,000		2,133,567
Yokohama Rubber Co., Ltd.	410,000		2,169,232
TOTAL JAPAN			820,435,570
MALAYSIA — (0.0%)
*Rekapacific Berhad	691,000		—
NETHERLANDS — (3.5%)
Aegon NV	3,202,429		23,424,115
#ArcelorMittal	2,016,055		72,656,670
ING Groep NV	3,093,625		39,587,873
ING Groep NV Sponsored ADR	538,200		6,964,308
Koninklijke Ahold NV	1,318,845		14,981,764
Koninklijke DSM NV	443,200		15,847,892
Philips Electronics NV	3,072,622		69,947,492
Philips Electronics NV ADR	133,700		3,043,012
TOTAL NETHERLANDS			246,453,126
NEW ZEALAND — (0.1%)
Contact Energy, Ltd.	929,259		3,872,457
Fletcher Building, Ltd.	685,164		3,248,707
TOTAL NEW ZEALAND			7,121,164
NORWAY — (0.9%)
*DnB NOR ASA Series A	2,507,294		21,864,668
#*Marine Harvest	5,002,000		3,149,965
#*Norsk Hydro ASA	1,764,614		10,372,331
*Norsk Hydro ASA Sponsored ADR	59,900		353,410
#Orkla ASA	2,700,350		21,486,930
#*Storebrand ASA	713,900		3,862,183
TOTAL NORWAY			61,089,487
PORTUGAL — (0.2%)
#Banco BPI SA	275,646		745,368
#Banco Comercial Portugues SA	3,941,284		4,209,964
#Banco Espirito Santo SA	747,704		4,668,870
#Cimpor Cimentos de Portugal SA	129,009		980,131
TOTAL PORTUGAL			10,604,333
SINGAPORE — (1.7%)
Capitaland, Ltd.	5,173,000		13,720,260
#City Developments, Ltd.	884,000		6,216,585
DBS Group Holdings, Ltd.	4,164,750		40,173,157
Fraser & Neave, Ltd.	2,351,450		6,772,276
Jardine Cycle & Carriage, Ltd.	179,324		2,936,794

37

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
SINGAPORE — (Continued)
#*Neptune Orient Lines, Ltd.	800,000	$	922,697
Overseas-Chinese Banking Corp., Ltd.	3,175,449		17,241,525
Singapore Airlines, Ltd.	1,568,600		14,696,540
Singapore Land, Ltd.	603,000		2,198,444
#United Industrial Corp., Ltd.	1,391,000		1,804,517
United Overseas Bank, Ltd.	528,000		6,481,184
#UOL Group, Ltd.	1,376,600		3,341,403
Venture Corp., Ltd.	48,000		318,354
Wheelock Properties, Ltd.	476,000		598,481
TOTAL SINGAPORE			117,422,217
SPAIN — (5.0%)
Acciona SA	95,592		11,533,519
#Acerinox SA	464,577		9,215,820
Banco Bilbaovizcaya Sponsored ADR	385,925		6,344,607
#Banco de Sabadell SA	2,431,718		16,205,334
#Banco Espanol de Credito SA	264,996		3,294,086
Banco Pastor SA	89,934		728,923
#Banco Popular Espanol SA	2,035,899		18,328,054
#Banco Santander SA	7,174,788		103,897,958
Banco Santander SA Sponsored ADR	5,820,351		84,162,275
Criteria Caixacorp SA	1,702,347		8,202,905
#Fomento de Construcciones y Contratas SA	93,180		3,737,454
#Gas Natural SDG SA	424,058		7,929,517
#Grupo Ferrovial SA	211,889		7,277,661
*Iberdrola Renovables SA	429,424		1,983,690
#Mapfre SA	766,082		2,853,148
Repsol YPF SA	1,204,043		27,939,191
Repsol YPF SA Sponsored ADR	1,403,907		32,753,150
#*Sacyr Vallehermoso SA	94,625		1,515,173
TOTAL SPAIN			347,902,465
SWEDEN — (2.7%)
Holmen AB Series A	6,300		183,241
#Holmen AB Series B	146,100		4,020,280
#Nordea Bank AB	6,583,962		63,686,280
#*Skandinaviska Enskilda Banken AB Series A	2,552,148		14,194,958
*Skandinaviska Enskilda Banken AB Series C	9,800		51,600
#SSAB AB Series A	507,586		6,645,957
#SSAB AB Series B	233,785		2,795,713
Svenska Cellulosa AB	57,000		732,643
Svenska Cellulosa AB Series B	1,586,671		20,396,384
#Svenska Handelsbanken AB Series A	740,000		18,069,199
#*Swedbank AB Series A	363,437		2,800,088
Tele2 AB Series B	857,471		11,538,810
Telefonaktiebolaget LM Erricson Sponsored ADR	706,832		6,870,407
#TeliaSonera AB	3,330,548		21,368,221
#Volvo AB Series A	898,101		6,377,675
Volvo AB Series B	1,028,966		7,521,454
TOTAL SWEDEN			187,252,910
SWITZERLAND — (5.9%)
Adecco SA	413,827		19,941,669
Baloise-Holding AG	200,163		15,951,828
Banque Cantonale Vaudoise	7,063		2,494,161
*Compagnie Financiere Richemont SA Series A	1,139,103		27,991,523
#Credit Suisse Group AG	1,755,349		82,950,510
Credit Suisse Group AG Sponsored ADR	840,377		39,808,659
Givaudan SA	15,362		10,282,118
#*Holcim, Ltd.	621,507		37,728,235

38

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares	Value††
SWITZERLAND — (Continued)
Julius Baer Holdings AG	38,097	$	1,819,005
PSP Swiss Property AG	95,780		5,091,958
St. Galler Kantonalbank	5,925		2,192,645
#Swatch Group AG	34,658		6,343,552
Swiss Life Holding AG	123,557		12,362,669
Swiss Re	738,155		28,193,295
#*UBS AG	3,481,616		50,969,314
Zurich Financial Services AG	322,012		63,236,077
TOTAL SWITZERLAND			407,357,218
UNITED KINGDOM — (16.1%)
*Anglo American P.L.C.	1,329,421		42,874,314
Associated British Foods P.L.C.	1,870,707		24,821,127
Aviva P.L.C.	7,396,866		43,180,196
Barclays P.L.C. Sponsored ADR	2,451,654		50,356,973
*British Airways P.L.C.	2,965,957		6,989,210
Carnival P.L.C.	658,867		19,104,635
Carnival P.L.C. ADR	218,000		6,278,400
*easyJet P.L.C.	687,918		3,473,405
Friends Provident Group P.L.C.	5,399,716		6,310,595
HSBC Holdings P.L.C. Sponsored ADR	3,444,768		174,649,738
International Power P.L.C.	6,720,015		28,657,153
*Investec P.L.C.	1,003,281		6,779,811
*Kazakhmys P.L.C.	402,284		5,759,102
Kingfisher P.L.C.	12,172,495		43,324,106
Ladbrokes P.L.C.	1,091,195		3,198,033
Legal and General Group P.L.C.	15,758,133		16,952,696
Mondi P.L.C.	877,217		3,884,127
Old Mutual P.L.C.	9,616,350		15,424,815
Pearson P.L.C.	820,157		9,464,883
Pearson P.L.C. Sponsored ADR	1,829,495		21,203,847
Rexam P.L.C.	3,248,785		12,769,807
*Rolls-Royce Group P.L.C. (3283648)	1,317,228		9,110,896
*Rolls-Royce Group P.L.C. (B526QW4)	148,885,908		248,707
*Royal Bank of Scotland Group P.L.C.	15,142,602		11,252,516
Royal Dutch Shell P.L.C. ADR	1,818,509		95,526,278
RSA Insurance Group P.L.C.	12,939,111		27,379,445
SABmiller P.L.C.	1,174,082		27,145,083
Sainsbury (J.) P.L.C.	4,805,106		25,491,586
Schroders P.L.C.	123,678		2,014,354
Schroders P.L.C. Non-Voting	63,155		874,247
Standard Chartered P.L.C.	927,972		22,030,793
#Thomas Cook Group P.L.C.	1,861,207		6,749,769
Thomson Reuters P.L.C.	1,137,914		36,428,147
Tomkins P.L.C. Sponsored ADR	330,800		3,880,284
Vodafone Group P.L.C.	34,976,333		71,559,698
Vodafone Group P.L.C. Sponsored ADR	7,218,874		148,564,427
Whitbread P.L.C.	898,551		13,006,326
William Morrison Supermarkets P.L.C.	6,906,878		31,021,206
*Wolseley P.L.C.	118,491		2,651,485
WPP P.L.C.	1,259,793		9,716,312
#WPP P.L.C. Sponsored ADR	24,445		941,621
*Xstrata P.L.C.	2,446,450		33,045,304
TOTAL UNITED KINGDOM			1,124,095,457
TOTAL COMMON STOCKS			5,800,011,171
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
*Umicore	10,045		287

39

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Shares		Value††
ITALY — (0.0%)
#*Unione di Banche Italiane ScpA Warrants 06/30/11		1,533,872	$	112,153
UNITED KINGDOM — (0.0%)
*Rexam P.L.C. Rights 08/18/09		1,181,376		1,646,137
TOTAL RIGHTS/WARRANTS				1,758,577
	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (16.7%)
§@DFA Short Term Investment Fund LP		1,160,832,861		1,160,832,861
@Repurchase Agreement, Deutsche Bank Securities 0.20%, 08/03/09 (Collateralized by various corporate obligations, ranging in par value from $374,557 to $155,229,000, rates ranging from 3.977%(r) to 7.000%, maturities ranging from 03/01/18 to 02/01/48, valued at $2,452,402) to be repurchased at $2,404,356	$	2,404		2,404,316
TOTAL SECURITIES LENDING COLLATERAL				1,163,237,177
TOTAL INVESTMENTS — (100.0%) (Cost $5,864,392,078)##			$	6,965,006,925

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	1,691,325	$	266,918,663	—	$	268,609,988
Austria		—		30,810,293	—		30,810,293
Belgium		3,765,951		30,770,952	—		34,536,903
Canada		574,696,355		—	—		574,696,355
Denmark		—		69,289,737	—		69,289,737
Finland		1,305,459		33,253,523	—		34,558,982
France		2,978,626		528,668,731	—		531,647,357
Germany		99,854,758		425,696,896	—		525,551,654
Greece		3,672,034		11,384,958	—		15,056,992
Hong Kong		—		196,149,977	—		196,149,977
Ireland		57,893		—	—		57,893
Italy		29,204,710		160,106,383	—		189,311,093
Japan		44,302,229		776,133,341	—		820,435,570
Netherlands		10,007,320		236,445,806	—		246,453,126
New Zealand		—		7,121,164	—		7,121,164
Norway		353,410		60,736,077	—		61,089,487
Portugal		—		10,604,333	—		10,604,333
Singapore		—		117,422,217	—		117,422,217
Spain		227,157,990		120,744,475	—		347,902,465
Sweden		6,870,407		180,382,503	—		187,252,910
Switzerland		39,808,658		367,548,560	—		407,357,218
United Kingdom		501,401,568		622,693,889	—		1,124,095,457
Rights/Warrants

40

THE DFA INTERNATIONAL VALUE SERIES

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Belgium		287		—	—		287
Italy		112,153		—	—		112,153
United Kingdom		1,646,137		—	—		1,646,137
Securities Lending Collateral		—		1,163,237,177	—		1,163,237,177
TOTAL	$	1,548,887,270	$	5,416,119,655	—	$	6,965,006,925

41

THE EMERGING MARKETS SERIES

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value††
COMMON STOCKS — (82.8%)
ARGENTINA — (0.2%)
*Banco Macro SA	1,349,790	$	2,232,011
Petrobras Energia Participacio	4,447,021		3,062,099
TOTAL ARGENTINA			5,294,110
BRAZIL — (5.1%)
#*BRF - Brasil Foods SA ADR	136,229		6,010,424
Companhia de Bebidas das Americas	70,244		4,035,618
Companhia Siderurgica Nacional SA	367,276		9,409,510
CPFL Energia SA	1,935		34,017
*Empresa Brasileira de Aeronautica SA ADR	130,800		2,549,292
#Itau Unibanco Holding SA ADR	246,679		4,413,087
Petroleo Brasilerio SA ADR (71654V101)	1,256,219		42,334,580
Petroleo Brasilerio SA ADR (71654V408)	914,546		37,715,877
Souza Cruz SA	95,874		3,263,030
Tele Norte Leste Participacoes SA	59,254		1,070,272
Tractebel Energia SA	140,100		1,453,751
Vivo Participacoes SA	16,288		357,843
Vivo Participacoes SA ADR	2,500		56,925
Weg SA	278,866		2,243,483
TOTAL BRAZIL			114,947,709
CHILE — (2.0%)
Banco de Chile Series F ADR	47,993		2,135,669
Banco Santander Chile SA ADR	68,948		3,386,036
Colbun SA	1,731,270		436,297
Compania Cervecerias Unidas SA ADR	59,446		2,031,270
Embotelladora Andina SA Series A ADR	26,368		392,224
Embotelladora Andina SA Series B ADR	41,533		757,977
Empresa Nacional de Electricidad SA Sponsored ADR	244,663		12,061,886
Empresas Copec SA	20,500		261,053
Enersis SA Sponsored ADR	650,451		12,482,155
Lan Airlines SA Sponsored ADR	278,595		3,407,217
Masisa SA	165,507		21,841
Sociedad Quimica y Minera de Chile SA Sponsored ADR	211,517		7,570,194
Vina Concha Y Toro SA Sponsored ADR	28,665		1,192,464
TOTAL CHILE			46,136,283
CHINA — (10.6%)
*Air China, Ltd.	262,000		169,068
#*Alibaba.com, Ltd.	59,500		136,436
Aluminum Corp. of China, Ltd. ADR	26,300		759,544
#Angang Steel Co., Ltd.	142,000		320,841
#Anhui Conch Cement Co., Ltd.	72,000		523,039
Bank of China, Ltd.	56,691,000		28,175,728
Bank of Communications Co., Ltd.	1,206,000		1,478,057
*Beijing Capital International Airport Co., Ltd.	4,998,000		3,558,487
Beijing Enterprises Holdings, Ltd.	50,000		251,934
Belle International Holdings, Ltd.	1,948,000		1,947,731
#*Byd Co., Ltd.	395,886		2,187,700
China Citic Bank	932,000		647,171
China Coal Energy Co.	356,000		496,636
China Communications Construction Co., Ltd.	502,000		649,304
China Construction Bank Corp.	9,048,000		7,267,268
#China COSCO Holdings Co., Ltd.	415,500		598,063
#China High Speed Transmission Equipment Group Co., Ltd.	523,000		1,307,344
China Life Insurance Co., Ltd. ADR	250,705		16,686,925

42

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
CHINA — (Continued)
#China Merchants Bank Co., Ltd.	1,078,350	$	2,530,989
China Merchants Holdings (International) Co., Ltd.	133,652		440,057
China Mobile, Ltd. Sponsored ADR	696,697		36,555,692
China National Building Material Co., Ltd.	72,000		156,285
China Oilfield Services, Ltd.	168,000		182,450
China Overseas Land & Investment, Ltd.	1,550,000		3,804,754
China Petroleum and Chemical Corp. (Sinopec) ADR	41,800		3,735,248
*China Power International Development, Ltd.	839,000		300,604
*China Railway Group, Ltd.	441,000		396,104
China Resources Enterprise, Ltd.	4,193,000		10,537,783
China Resources Land, Ltd.	748,000		1,809,519
China Resources Power Holdings Co., Ltd.	920,000		2,374,796
China Shenhua Energy Co., Ltd.	786,000		3,214,943
#*China Shipping Container Lines Co., Ltd.	292,000		113,820
China Shipping Development Co., Ltd.	98,000		148,586
*China Southern Airlines Co., Ltd. ADR	4,600		81,788
China Telecom Corp., Ltd. ADR	20,200		1,050,198
China Travel International Investment Hong Kong, Ltd.	1,992,000		497,022
China Unicom Hong Kong, Ltd. ADR	88,800		1,276,944
Citic Pacific, Ltd.	8,740,000		24,964,691
*CITIC Resources Holdings, Ltd.	2,180,000		697,833
CNOOC, Ltd.	45,000		59,989
CNOOC, Ltd. ADR	67,956		9,060,573
#Country Garden Holdings Co.	2,232,000		1,048,134
#Dalian Port (PDA) Co., Ltd.	596,000		260,325
Datang International Power Generation Co., Ltd.	380,000		248,915
Dongfeng Motor Corp.	204,000		217,060
#FU JI Food & Catering Services	289,000		283,405
#Guangshen Railway Co., Ltd. Sponsored ADR	1,400		34,090
Guangzhou R&F Properties Co., Ltd.	67,200		147,732
Harbin Power Equipment Co., Ltd.	494,000		583,154
Hengan International Group Co., Ltd.	36,000		209,277
#HKC (Holdings), Ltd.	2,784,213		239,958
#Hopson Development Holdings, Ltd.	420,000		672,078
*Huadian Power International Corp.	694,000		265,274
Huaneng Power International, Inc. ADR	8,800		275,088
Industrial & Commercial Bank of China, Ltd.	34,093,000		24,480,869
Jiangsu Express Co., Ltd.	764,000		669,799
#Jiangxi Copper Co., Ltd.	135,000		311,158
#Li Ning Co., Ltd.	435,500		1,446,189
#*Maanshan Iron and Steel Co., Ltd.	124,000		96,306
PetroChina Co., Ltd. ADR	115,210		13,565,977
*PICC Property and Casualty Co., Ltd.	168,000		130,301
Ping An Insurance (Group) Co. of China, Ltd.	248,500		2,186,180
*Semiconductor Manufacturing International Corp. ADR	255,943		678,249
Shanghai Electric Group Co., Ltd.	2,392,000		1,252,269
Shenzhen Expressway Co., Ltd.	744,000		380,613
Shenzhen International Holdings, Ltd.	6,415,000		479,101
Shimao Property Holdings, Ltd.	157,500		316,192
*Sino-Ocean Land Holdings, Ltd.	291,000		308,889
*Sinopec Shanghai Petrochemical Co., Ltd. Sponsored ADR	1,188		54,351
Sinotrans, Ltd.	951,000		239,974
Tencent Holdings, Ltd.	700,600		9,452,248
Tingyi (Cayman Islands) Holding Corp.	1,072,000		1,985,135
TPV Technology, Ltd.	802,000		435,799
Weichai Power Co., Ltd.	8,000		36,304
Zijin Mining Group Co., Ltd.	428,000		399,345
ZTE Corp.	1,456,088		6,363,581
TOTAL CHINA			240,905,263

43

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
CZECH REPUBLIC — (1.2%)
CEZ A.S.	301,862	$	16,228,831
Komercni Banka A.S.	14,663		2,528,005
Telefonica 02 Czech Republic A.S.	326,466		8,870,353
TOTAL CZECH REPUBLIC			27,627,189
HUNGARY — (1.5%)
ELMU NYRT	185		26,233
Magyar Telekom Telecommunications P.L.C.	665,618		2,419,008
#MOL Hungarian Oil & Gas NYRT	100,838		7,404,208
#*OTP Bank NYRT	669,946		14,302,415
Richter Gedeon NYRT	47,862		9,438,412
Tisza Chemical Group NYRT	53,507		710,513
TOTAL HUNGARY			34,300,789
INDIA — (11.5%)
ACC, Ltd.	43,053		792,607
Adani Enterprises, Ltd.	51,000		884,341
Aditya Birla Nuvo, Ltd.	5,819		106,743
Ambuja Cements, Ltd.	1,162,146		2,636,381
Asea Brown Boveri India, Ltd.	97,291		1,420,096
Asian Paints, Ltd.	75,936		2,250,769
Aventis Pharma, Ltd.	3,628		94,752
Axis Bank, Ltd.	349,044		6,691,714
*Bajaj Auto, Ltd.	98,754		2,522,423
*Bajaj Finserv, Ltd.	59,835		425,817
*Bajaj Holdings and Investment, Ltd.	37,300		365,610
Bharat Electronics, Ltd.	7,300		223,413
*Bharti Airtel, Ltd.	852,924		7,344,610
Cipla, Ltd.	752,827		4,327,362
Colgate-Palmolive (India), Ltd.	84,376		1,176,016
Crompton Greaves, Ltd.	184,828		1,144,610
Cummins India, Ltd.	37,898		217,882
Dabur India, Ltd.	308,253		887,056
Divi’s Laboratories, Ltd.	63,020		704,987
Dr. Reddy’s Laboratories, Ltd.	167,347		2,849,462
*Dr. Reddy’s Laboratories, Ltd. ADR	83,498		1,398,592
EIH, Ltd.	129,641		316,865
Exide Industries, Ltd.	202,666		363,510
GAIL India, Ltd.	57,000		394,607
GAIL India, Ltd. Sponsored GDR	28,791		1,195,892
GlaxoSmithKline Pharmaceuticals, Ltd.	54,867		1,558,664
*Glenmark Pharmaceuticals, Ltd.	99,187		516,340
Godrej Consumer Products, Ltd.	109,632		505,366
*Grasim Industries, Ltd.	6,300		360,383
HCL Technologies, Ltd.	311,688		1,568,068
HDFC Bank, Ltd.	386,733		12,127,578
HDFC Bank, Ltd. ADR	44,016		4,303,444
Hero Honda Motors, Ltd. Series B	205,870		6,914,163
Hindustan Unilever, Ltd.	1,921,894		11,654,364
ICICI Bank, Ltd. Sponsored ADR	88,726		2,781,560
Infosys Technologies, Ltd.	657,429		28,259,814
Infosys Technologies, Ltd. Sponsored ADR	233,496		10,047,333
Infrastructure Development Finance Co., Ltd.	1,931		5,437
ITC, Ltd.	2,007,345		10,493,675
Jindal Steel & Power, Ltd.	104,510		6,426,361
JSW Steel, Ltd.	106,526		1,553,101
Jubilant Organosys, Ltd.	66,060		279,921
Larsen & Toubro, Ltd.	433,176		13,656,693
Lupin, Ltd.	48,124		951,681
*Mahanagar Telephone Nigam, Ltd.	130,940		280,791
Mahindra & Mahindra, Ltd.	254,183		4,541,334

44

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
INDIA — (Continued)
*Mangalore Refinery & Petrochemicals, Ltd.	846,013	$	1,493,883
Maruti Suzuki India, Ltd.	129,741		3,829,038
Motor Industries Co., Ltd.	20,203		1,642,994
Nirma, Ltd.	66,235		221,009
*Oracle Financial Services Software, Ltd.	14,000		451,248
Pantaloon Retail India, Ltd.	9,760		62,380
*Pantaloon Retail India, Ltd.- Class B	976		4,763
Petronet LNG, Ltd.	97,953		142,803
Piramal Healthcare, Ltd.	76,008		494,919
Proctor & Gamble Hygiene & Health Care, Ltd.	11,227		240,519
*Ranbaxy Laboratories, Ltd.	221,915		1,302,569
Reliance Capital, Ltd.	101,317		1,871,733
Reliance Communications, Ltd.	1,071,955		6,164,532
Reliance Energy, Ltd.	191,590		4,825,915
*Reliance Industries, Ltd.	1,030,847		42,085,052
*Reliance Natural Resources, Ltd.	1,099,793		1,918,388
Satyam Computer Services, Ltd.	772,898		1,691,370
Sesa Goa, Ltd.	534,990		2,698,825
Shree Cement, Ltd.	2,872		101,207
Shriram Transport Finance Co., Ltd.	2,300		14,651
Siemens India, Ltd.	153,743		1,547,212
Sterling Biotech, Ltd.	68,760		161,020
Sterlite Industries (India), Ltd. Series A	431,495		5,817,051
Sun Pharmaceuticals Industries, Ltd.	146,188		3,568,491
Sun TV Network, Ltd.	25,000		140,805
Tata Chemicals, Ltd.	62,804		334,039
Tata Consultancy Services, Ltd.	756,974		8,323,907
Tata Power Co., Ltd.	144,515		3,928,773
Tata Tea, Ltd.	8,903		157,639
*Tech Mahindra, Ltd.	6,379		113,273
Titan Industries, Ltd.	7,547		192,602
United Phosphorus, Ltd.	69,388		247,954
United Spirits, Ltd.	21,912		465,701
Videsh Sanchar Nigam, Ltd.	105,825		1,110,867
Wipro, Ltd.	440,456		4,511,818
Zee Entertainment Enterprises, Ltd.	402,083		1,561,629
*Zydus Wellness, Ltd.	11,485		29,114
TOTAL INDIA			262,991,881
INDONESIA — (2.3%)
PT Aneka Tambang Tbk	2,782,000		616,753
PT Astra Agro Lestari Tbk	160,000		310,884
PT Astra International Tbk	5,072,561		14,960,447
*PT Bakrie & Brothers Tbk	21,200,000		224,378
PT Bank Central Asia Tbk	9,187,000		3,485,554
PT Bank Danamon Indonesia Tbk	2,719,740		1,322,679
PT Bank Mandiri Persero Tbk	1,725,000		727,175
*PT Bank Pan Indonesia Tbk	8,711,500		631,183
PT Bank Rakyat Indonesia Tbk	1,910,000		1,403,393
PT Bumi Resources Tbk	15,481,000		4,359,343
*PT Holcim Indonesia Tbk	2,854,500		416,662
*PT Indo Tambangraya Megah Tbk	179,000		477,410
PT Indocement Tunggal Prakarsa Tbk	815,500		763,115
*PT Indosat Tbk	2,332,000		1,279,678
*PT International Nickel Indonesia Tbk	840,000		363,872
PT Kalbe Farma Tbk	3,591,000		473,605
*PT Lippo Karawaci Tbk	11,865,250		848,217
*PT Panasia Indosyntec Tbk	75,100		3,027
*PT Semen Gresik Tbk	2,976,500		1,784,725
PT Sinar Mas Agro Resources & Technology Tbk	1,152,500		357,765
PT Telekomunikasi Indonesia Tbk	14,011,140		12,527,477

45

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
INDONESIA — (Continued)
PT Unilever Indonesia Tbk	3,430,000	$	3,999,591
PT United Tractors Tbk	310,000		403,663
TOTAL INDONESIA			51,740,596
ISRAEL — (3.9%)
*Bank Hapoalim B.M.	2,669,942		8,779,721
*Bank Leumi Le-Israel B.M.	2,744,433		9,251,692
Bezeq Israeli Telecommunication Corp., Ltd.	2,044,881		4,068,620
Clal Industries, Ltd.	23,420		112,683
*Clal Insurance Enterprise Holdings, Ltd.	1,996		38,092
Discount Investment Corp.	32,858		765,308
Elbit Systems, Ltd.	47,891		3,178,473
IDB Holding Corp., Ltd.	—		8
Israel Chemicals, Ltd.	780,753		9,028,868
Koor Industries, Ltd.	1		15
Makhteshim-Agan Industries, Ltd.	507,986		2,635,262
*Migdal Insurance & Financial Holdings, Ltd.	261,456		410,230
*Mizrahi Tefahot Bank, Ltd.	141,699		1,046,637
Osem Investment, Ltd.	33,175		400,375
Partner Communications Co., Ltd.	115,542		2,200,598
Strauss Group, Ltd.	6,896		83,212
#Teva Pharmaceutical Industries, Ltd. Sponsored ADR	888,925		47,415,260
TOTAL ISRAEL			89,415,054
MALAYSIA — (4.2%)
Affin Holdings Berhad	312,600		159,963
Alliance Financial Group Berhad	301,700		211,387
AMMB Holdings Berhad	874,959		993,621
*Axiata Group Berhad	4,359,375		3,636,290
Batu Kawan Berhad	15,000		38,308
*Berjaya Corp. Berhad	734,800		193,930
Berjaya Sports Toto Berhad	803,458		994,889
Boustead Holdings Berhad	113,900		127,962
British American Tobacco Malaysia Berhad	239,100		3,155,221
Bumiputra-Commerce Holdings Berhad	3,095,227		9,476,901
Digi.Com Berhad	495,162		3,120,300
EON Capital Berhad	175,500		240,334
Fraser & Neave Holdings Berhad	61,000		163,408
Gamuda Berhad	805,700		767,715
Genting Berhad	3,086,500		5,696,260
Genting Malaysia Berhad	4,928,500		4,113,510
Genting Plantations Berhad	276,600		443,475
Hong Leong Bank Berhad	820,150		1,350,560
Hong Leong Financial Group Berhad	548,429		794,869
IJM Corp. Berhad	240,400		413,255
IOI Corp. Berhad	5,328,755		7,407,073
KLCC Property Holdings Berhad	778,600		698,708
Kuala Lumpur Kepong Berhad	814,200		2,888,234
Lafarge Malayan Cement Berhad	259,580		442,520
Malayan Banking Berhad	780,353		1,439,963
Malaysian Airlines System Berhad	599,367		527,491
Malaysian Bulk Carriers Berhad	63,000		57,222
Malaysian Pacific Industries Berhad	22,100		38,562
MISC Berhad	2,124,832		5,312,019
MMC Corp. Berhad	1,503,800		1,037,306
Nestle (Malaysia) Berhad	217,200		1,974,029
Oriental Holdings Berhad	241,300		355,926
Parkson Holdings Berhad	182,650		279,717
Petronas Dagangan Berhad	445,100		1,080,308
Petronas Gas Berhad	886,800		2,466,045
Plus Expressways Berhad	2,589,600		2,410,532

46

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
MALAYSIA — (Continued)
PPB Group Berhad	889,100	$	3,711,946
Public Bank Berhad (B012W42)	44,291		128,357
Public Bank Berhad (B012W53)	1,550,201		4,577,771
RHB Capital Berhad	525,900		686,265
Sarawak Energy Berhad	430,200		262,599
Shell Refining Co. Federation of Malaysia Berhad	227,000		676,526
Sime Darby Berhad	3,457,620		8,094,719
SP Setia Berhad	971,150		1,223,505
Star Publications (Malaysia) Berhad	411,600		369,083
Telekom Malaysia Berhad	1,816,400		1,541,533
Tenaga Nasional Berhad	2,121,000		4,906,371
*UEM Land Holdings Berhad	700,625		342,110
UMW Holdings Berhad	729,066		1,282,200
YTL Corp. Berhad	1,420,966		2,922,242
YTL Power International Berhad	283,040		175,175
TOTAL MALAYSIA			95,408,215
MEXICO — (6.5%)
#America Movil S.A.B. de C.V. Series L	17,737,259		38,135,980
#*Carso Global Telecom S.A.B. de C.V. Telecom Series A1	1,166,771		4,659,487
#*Cementos de Mexico S.A.B de C.V. Series B	267,800		252,006
#Coca-Cola Femsa S.A.B. de C.V. Series L	517,300		2,403,414
*Corporacion Interamericana de Entramiento S.A.B. de C.V. Series B	28,827		12,920
Corporacion Mexicana de Restaurantes S.A.B. de C.V. Series B	1,107		377
Corporativo Fragua S.A.B. de C.V. Series B	21		165
*Dine S.A.B. de C.V.	116,965		55,786
El Puerto de Liverpool S.A.B. de C.V. Series C1	316,000		1,172,231
Embotelladora Arca S.A.B. de C.V.	385,803		953,628
*Empresas ICA S.A.B. de C.V.	50		92
#Fomento Economico Mexicano S.A.B. de C.V. Series B & D	2,109,900		8,130,359
*Gruma S.A.B. de C.V. ADR	82,911		477,567
#Grupo Carso S.A.B. de C.V. Series A-1	990,932		3,225,837
#Grupo Elektra S.A. de C.V.	117,475		6,028,231
Grupo Financiero Banorte S.A.B. de C.V.	2,827,109		7,005,169
Grupo Financiero Inbursa S.A.B. de C.V. Series O	1,666,864		4,603,467
Grupo Gigante S.A.B. de C.V. Series B	62,282		64,715
#Grupo Industrial Bimbo S.A.B. de C.V. Series A	626,600		3,496,133
Grupo Industrial Maseca S.A.B. de C.V. Series B	229,000		132,625
*Grupo Kuo S.A.B. de C.V. Series B	68		41
Grupo Mexico S.A.B. de C.V. Series B	8,979,064		12,779,650
#*Grupo Modelo S.A.B. de C.V. Series C	924,700		3,616,474
*Grupo Nutrisa S.A. de C.V.	129		166
*Grupo Qumma S.A. de C.V. Series B	1,591		22
#Grupo Televisa S.A. de C.V.	1,704,800		6,162,783
Grupo Televisa S.A. de C.V. Sponsored ADR	109,820		1,986,644
#*Impulsora Del Desarrollo Y El Empleo en America Latina S.A. de C.V.	2,945,976		2,386,399
Industrias Penoles S.A.B. de C.V.	194,550		3,093,005
#Kimberly Clark de Mexico S.A.B. de C.V. Series A	690,100		2,873,457
#*Organizacion Soriana S.A.B. de C.V. Series B	2,134,000		5,332,981
*Promotora y Operadora de Infraestructura S.A. de C.V.	2,085		3,709
*Savia S.A. de C.V.	120,000		7,268
Telefonos de Mexico S.A. de C.V. Series A	200,000		158,983
Telefonos de Mexico S.A.B. de C.V.	9,705,800		7,722,610
Telmex Internacional S.A.B. de C.V. (B39SQ41)	200,000		127,489
#Telmex Internacional S.A.B. de C.V. (B39SR26)	9,705,800		6,150,166
Telmex Internacional S.A.B. de C.V. ADR	30,200		379,312
#Wal-Mart de Mexico S.A.B. de C.V. Series V	4,372,680		14,903,328
TOTAL MEXICO			148,494,676
PHILIPPINES — (0.6%)
Aboitiz Equity Ventures, Inc.	2,671,000		382,860

47

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
PHILIPPINES — (Continued)
*Aboitiz Power Corp.	530,000	$	61,658
Ayala Corp. Series A	313,453		1,953,598
Ayala Land, Inc.	9,214,518		1,741,029
Banco de Oro Unibank, Inc.	1,292,908		941,134
Bank of the Philippine Islands	2,320,456		2,188,248
*Energy Development Corp.	970,000		90,619
*Filipina Water Bottling Corp.	2,006,957		—
*Jollibee Food Corp.	65,000		68,253
Metro Bank & Trust Co.	257,100		207,829
Philippine Long Distance Telephone Co.	100,210		5,278,931
Pilipino Telephone Corp.	876,000		158,419
Robinson’s Land Corp. Series B	183,100		34,622
SM Prime Holdings, Inc.	508,168		102,407
TOTAL PHILIPPINES			13,209,607
POLAND — (1.2%)
Asseco Poland SA	29,080		598,715
*Bank Handlowy w Warszawie SA	17,748		359,088
*Bank Pekao SA	163,030		8,141,977
*Bank Przemyslowo Handlowy BPH SA	2,029		35,951
*Bank Zackodni WBK SA	37,228		1,648,016
Browary Zywiec SA	13,634		2,414,969
*Getin Holdings SA	100,000		249,827
*KGHM Polska Miedz SA	61,000		1,814,307
Kredyt Bank SA	88,259		249,332
*Mondi Packaging Paper Swiecie SA	26,883		425,669
*PBG SA	5,605		435,296
Polski Koncern Naftowy Orlen SA	267,237		2,616,684
Polskie Gornictwo Naftowe I Gazownictwo SA	718,661		1,098,201
Powszechna Kasa Oszczednosci Bank Polski SA	176,070		2,012,769
Telekomunikacja Polska SA	1,112,400		5,696,013
TVN SA	35,681		165,571
TOTAL POLAND			27,962,385
SINGAPORE — (0.0%)
#*Genting Singapore P.L.C.	560,350		328,983
SOUTH AFRICA — (8.1%)
ABSA Group, Ltd.	362,514		5,503,789
Adcock Ingram Holdings, Ltd.	5,100		30,196
#African Bank Investments, Ltd.	318,206		1,213,792
African Rainbow Minerals, Ltd.	366,396		6,188,038
Anglo American Platinum Corp., Ltd.	114,526		8,212,856
AngloGold Ashanti, Ltd. Sponsored ADR	197,922		7,758,542
ArcelorMittal South Africa, Ltd.	330,893		4,254,272
*Aspen Pharmacare Holdings, Ltd.	37,154		285,223
Aveng, Ltd.	49,466		234,478
Barloworld, Ltd.	4,883		28,348
Bidvest Group, Ltd.	182,111		2,528,500
*Data Tec, Ltd.	10,700		29,752
Discovery Holdings, Ltd.	391,199		1,379,958
Exxaro Resources, Ltd.	83,898		884,213
FirstRand, Ltd.	1,540,707		2,986,917
Freeworld Coatings, Ltd.	117,583		120,059
Gold Fields, Ltd. Sponsored ADR	425,086		5,126,537
*Harmony Gold Mining Co., Ltd.	387,997		3,574,034
*Harmony Gold Mining Co., Ltd. Sponsored ADR	389,769		3,609,261
Impala Platinum Holdings, Ltd.	478,692		11,542,133
Investec, Ltd.	118,615		829,465
Kumba Iron Ore, Ltd.	15,092		399,238
Liberty Holdings, Ltd.	209,134		1,611,957

48

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
SOUTH AFRICA — (Continued)
Massmart Holdings, Ltd.	124,452	$	1,216,202
#Mondi, Ltd.	11,693		53,283
MTN Group, Ltd.	1,637,683		26,954,586
Murray & Roberts Holdings, Ltd.	107,838		662,602
Naspers, Ltd. Series N	267,808		7,995,066
Nedbank Group, Ltd.	54,403		751,486
Network Healthcare Holdings, Ltd.	374,194		510,719
Pick’n Pay Stores, Ltd.	288,558		1,329,247
Pretoria Portland Cement Co., Ltd.	753,899		2,783,607
PSG Group, Ltd.	189,027		454,067
Sanlam, Ltd.	961,639		2,449,359
Sasol, Ltd. Sponsored ADR	1,270,370		45,377,616
Shoprite Holdings, Ltd.	596,920		4,379,797
#Standard Bank Group, Ltd.	843,110		10,141,100
Steinhoff International Holdings, Ltd.	694,492		1,365,707
*Super Group, Ltd.	513,680		48,356
#Telkom South Africa, Ltd.	521,362		2,596,085
Tiger Brands, Ltd.	76,245		1,536,766
Truworths International, Ltd.	138,004		704,764
#*Vodacom Group Pty, Ltd.	521,362		3,935,617
TOTAL SOUTH AFRICA			183,577,590
SOUTH KOREA — (11.3%)
Amorepacific Corp.	3,527		1,931,945
Cheil Industrial, Inc.	20,690		800,515
#Daewoo Engineering & Construction Co., Ltd.	218,088		2,304,398
#Daewoo International Corp.	47,246		999,202
Daewoo Securities Co., Ltd.	103,195		1,970,925
#Daewoo Shipbuilding & Marine Engineering Co., Ltd.	142,290		2,525,671
#Doosan Heavy Industries & Construction Co., Ltd.	14,950		851,535
#Doosan Infracore Co., Ltd.	82,000		1,085,678
Glovis Co., Ltd.	6,360		398,676
GS Engineering & Construction Corp.	27,320		1,943,908
GS Holdings Corp.	42,945		1,149,495
Hana Financial Group, Inc.	112,261		3,175,535
#Hankook Tire Manufacturing Co., Ltd.	84,420		1,352,644
Hite Brewery Co., Ltd.	6,098		848,269
*Hynix Semiconductor, Inc.	163,310		2,336,129
Hyundai Department Store Co., Ltd.	3,893		319,804
#Hyundai Development Co.	33,870		1,195,703
#Hyundai Heavy Industries Co., Ltd.	49,890		8,713,290
#Hyundai Merchant Marine Co., Ltd.	24,600		532,356
Hyundai Mobis	53,070		5,589,029
Hyundai Motor Co., Ltd.	95,919		6,870,176
*Hyundai Securities Co., Ltd.	18,410		264,486
#Hyundai Steel Co.	58,560		3,414,274
*Industrial Bank of Korea	78,210		894,540
#Kangwon Land, Inc.	150,410		1,994,132
*KB Financial Group, Inc.	139,085		6,013,201
KCC Corp.	7,410		2,081,911
#*Kia Motors Corp.	225,130		2,808,665
*Korea Electric Power Corp.	295,290		7,953,195
Korea Exchange Bank	200,200		1,934,625
Korea Gas Corp.	35,793		1,513,556
*Korea Investment Holdings Co., Ltd.	6,730		218,768
KT Corp.	195,930		6,334,086
KT&G Corp.	103,590		6,012,733
LG Chemical, Ltd.	32,392		4,004,633
#LG Corp.	129,413		6,961,904
*LG Display Co., Ltd. ADR	128,466		1,856,334
#LG Electronics, Inc.	88,910		9,359,768

49

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
SOUTH KOREA — (Continued)
#*LG Hausys, Ltd.	4,382	$	406,732
#LG Household & Healthcare Co., Ltd.	5,120		919,723
*LG Telecom, Ltd.	44,600		313,426
Lotte Confectionary Co., Ltd.	315		268,180
*LS Industrial Systems Co., Ltd.	1,000		56,101
#Macquarie Korea Infrastructure Fund	75,002		306,461
#*Mirae Asset Securities Co., Ltd.	7,275		461,446
#*NCsoft Corp.	4,529		489,637
*OCI Co., Ltd.	780		134,401
POSCO	46,060		18,705,191
S1 Corp.	3,130		142,327
Samsung Card Co., Ltd.	23,720		963,852
Samsung Corp.	100,930		3,808,929
#Samsung Electro-Mechanics Co., Ltd.	37,767		2,112,548
Samsung Electronics Co., Ltd.	97,139		57,196,083
Samsung Electronics Co., Ltd. ADR	49,372		14,551,918
#*Samsung Engineering Co., Ltd.	6,628		478,730
Samsung Fire and Marine Insurance, Ltd.	35,022		5,863,128
#Samsung Heavy Industries Co., Ltd.	126,000		3,321,628
Samsung SDI Co., Ltd.	20,352		1,687,847
Samsung Securities Co., Ltd.	33,780		2,099,918
*Samsung Techwin Co., Ltd.	7,702		440,575
*Shinhan Financial Group Co., Ltd.	218,686		7,356,850
Shinhan Financial Group Co., Ltd. ADR	16,770		1,128,286
#Shinsegae Co., Ltd.	12,596		5,441,772
SK Co., Ltd.	21,194		1,897,720
SK Energy Co., Ltd.	51,889		4,384,468
SK Telecom Co., Ltd.	56,085		8,469,522
#S-Oil Corp.	47,310		2,252,973
*STX Pan Ocean Co., Ltd.	30,480		304,592
Woongjin Coway Co., Ltd.	13,260		331,572
Woori Investment & Securities Co., Ltd.	67,386		1,010,955
Yuhan Corp.	776		123,066
TOTAL SOUTH KOREA			257,946,251
TAIWAN — (9.2%)
Acer, Inc.	2,802,239		5,908,007
Advanced Semiconductor Engineering, Inc.	2,990,899		2,114,888
Advantech Co., Ltd.	73,609		111,057
Asia Cement Corp.	2,380,693		2,547,970
Asustek Computer, Inc.	2,962,281		4,687,564
AU Optronics Corp.	1,294,052		1,436,049
AU Optronics Corp. Sponsored ADR	337,870		3,763,872
Catcher Co., Ltd.	164,027		459,660
Cathay Financial Holdings Co., Ltd.	2,746,761		4,215,142
Chang Hwa Commercial Bank	1,962,000		872,864
Cheng Shin Rubber Industry Co., Ltd.	980,718		1,889,419
Cheng Uei Precision Industry Co., Ltd.	233,232		466,112
Chi Mei Optoelectronic Corp.	1,590,000		887,995
*Chicony Electronics Co., Ltd.	199,367		442,341
China Development Financial Holding Corp.	3,970,000		971,601
China Steel Corp.	8,747,669		8,445,098
Chinatrust Financial Holdings Co., Ltd.	874,000		553,075
Chungwa Picture Tubes Co., Ltd.	2,676,000		419,568
Clevo Co.	471,643		676,504
Compal Electronics, Inc.	3,689,927		3,617,298
Delta Electronics Industrial Co., Ltd.	1,812,367		4,688,126
E.Sun Financial Holding Co., Ltd.	1,093,000		380,871
Epistar Corp.	224,000		611,351
Eternal Chemical Co., Ltd.	254,520		209,229
Evergreen International Storage & Transport Corp.	357,000		315,760

50

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
TAIWAN — (Continued)
Evergreen Marine Corp., Ltd.	481,869	$	293,338
Everlight Electronics Co., Ltd.	146,000		406,890
Far East Textile, Ltd.	4,207,850		4,744,572
Feng Hsin Iron & Steel Co., Ltd.	170,000		260,570
First Financial Holding Co., Ltd.	5,210,574		3,201,866
*Formosa Chemicals & Fiber Co., Ltd.	4,748,445		7,413,249
Formosa International Hotels Corp.	35,200		457,888
Formosa Plastics Corp.	5,051,649		8,669,573
Formosa Taffeta Co., Ltd.	605,000		403,500
Foxconn Technology Co., Ltd.	684,791		1,790,354
Fubon Financial Holding Co., Ltd.	5,940,052		6,090,366
Giant Manufacture Co., Ltd.	168,000		465,225
Hon Hai Precision Industry Co., Ltd.	4,590,177		15,848,654
Hotai Motor Co., Ltd.	387,000		916,023
HTC Corp.	502,095		6,848,023
Hua Nan Financial Holding Co., Ltd.	5,559,124		3,525,058
*Innolux Display Corp.	1,698,000		2,234,839
Inventec Corp.	1,732,722		1,002,283
Largan Precision Co., Ltd.	43,000		550,667
Lee Chang Yung Chemical Industry Corp.	291,000		310,347
Lite-On Technology Corp.	504,000		572,266
Macronix International Co., Ltd.	1,726,335		902,909
Media Tek, Inc.	735,527		10,568,401
Mega Financial Holding Co., Ltd.	4,537,000		2,360,995
Mitac International Corp.	209,288		96,599
Nan Ya Plastic Corp.	7,084,565		9,114,779
*Nan Ya Printed Circuit Board Corp.	197,000		636,055
Pou Chen Corp.	1,911,754		1,350,717
President Chain Store Corp.	776,260		2,028,672
Shihlin Electric & Engineering Corp.	235,000		275,825
Shin Kong Financial Holding Co., Ltd.	1,800,619		732,604
Siliconware Precision Industries Co., Ltd.	2,347,324		3,082,679
SinoPac Holdings Co., Ltd.	2,807,000		922,742
Synnex Technology International Corp.	843,364		1,636,593
Taishin Financial Holdings Co., Ltd.	1,609,000		627,926
*Taiwan Business Bank	921,000		234,130
Taiwan Cement Corp.	2,415,895		2,556,382
Taiwan Cooperative Bank	2,997,634		1,843,696
Taiwan Glass Industrial Corp.	1,271,068		884,535
Taiwan Secom Co., Ltd.	150,000		226,355
Taiwan Semiconductor Manufacturing Co., Ltd.	22,386,590		39,864,872
*Tatung Co., Ltd.	1,058,000		270,251
Ton Yi Industrial Corp.	220,000		82,421
Transcend Information, Inc.	125,000		398,240
TSRC Corp.	368,000		433,354
U-Ming Marine Transport Corp.	648,860		1,227,461
Uni-President Enterprises Corp.	3,348,991		3,474,718
United Microelectronics Corp.	5,956,000		2,636,148
Walsin Lihwa Corp.	2,278,539		752,761
Wan Hai Lines Co., Ltd.	543,209		276,443
Wistron Corp.	1,139,690		2,271,375
Yang Ming Marine Transport Corp.	341,131		131,377
*Young Fast Optoelectronics Co., Ltd.	4,000		42,136
Yuanta Financial Holding Co., Ltd.	1,945,885		1,395,712
TOTAL TAIWAN			210,036,835
THAILAND — (1.4%)
Advance Info Service PCL (Foreign)	1,541,800		3,919,063
Bangkok Bank PCL (Foreign) NVDR	286,400		934,187
Bangkok Dusit Medical Services PCL (Foreign)	586,600		399,915
Bank of Ayudhya PCL (Foreign)	2,590,200		1,408,131

51

THE EMERGING MARKETS SERIES

CONTINUED

	Shares	Value††
THAILAND — (Continued)
Banpu PCL (Foreign)	115,100	$	1,285,278
BEC World PCL (Foreign)	1,097,600		638,627
Bumrungrad Hospital PCL (Foreign)	297,000		224,736
C.P. ALL PCL (Foreign)	2,436,200		1,195,549
Charoen Pokphand Foods PCL (Foreign)	4,181,300		645,073
Delta Electronics (Thailand) PCL (Foreign)	622,510		285,370
*Electricity Generating PCL (Foreign) NVDR	60,000		130,473
*Glow Energy PCL (Foreign)	119,000		104,033
*IRPC PCL (Foreign)	4,240,300		426,148
Kasikornbank PCL (Foreign)	1,612,200		3,790,068
Krung Thai Bank PCL (Foreign)	9,090,370		2,243,876
Land & Houses PCL (Foreign) NVDR	790,000		119,556
Padaeng Industry PCL (Foreign) NVDR	344,000		148,598
PTT Aromatics & Refining PCL (Foreign)	1,287,137		741,342
PTT Chemical PCL (Foreign)	1,297,060		2,286,912
PTT Exploration & Production PCL (Foreign)	592,000		2,435,498
PTT PCL (Foreign)	218,400		1,540,288
Ratchaburi Electricity Generating Holding PCL (Foreign)	864,300		977,830
Siam Cement PCL (Foreign) (The)	117,100		634,879
Siam Cement PCL (Foreign) NVDR (The)	41,600		224,931
Siam City Bank PCL (Foreign)	833,100		440,664
Siam City Cement PCL (Foreign)	171,113		920,179
Siam Commercial Bank PCL (Foreign)	1,001,366		2,273,157
Siam Makro PCL (Foreign)	112,500		237,199
Thai Oil PCL (Foreign)	196,000		215,986
*TMB Bank PCL (Foreign)	3,780,000		89,974
TOTAL THAILAND			30,917,520
TURKEY — (2.0%)
Akbank T.A.S.	1,190,899		6,732,002
Aksigorta A.S.	97,752		299,224
Anadolu Efes Biracilik ve Malt Sanayi A.S.	385,869		4,144,761
*Asya Katilim Bankasi A.S.	151,578		290,756
Aygaz A.S.	—		1
BIM BirlesikMagazalar A.S.	17,544		689,945
*Dogan Sirketler Grubu Holding A.S.	2,048,599		1,548,306
*Dogan Yayin Holding A.S.	3		3
Enka Insaat ve Sanayi A.S.	385,612		1,329,843
*Eregli Demir ve Celik Fabrikalari Turk A.S.	775,240		2,578,354
Ford Otomotiv Sanayi A.S.	114,792		586,815
*Koc Holding A.S. Series B	1,182,181		2,810,031
*TAV Havalimanlari Holding A.S.	48,000		134,841
Tofas Turk Otomobil Fabrikasi A.S.	1		1
Tupras-Turkiye Petrol Rafinerileri A.S.	216,078		2,802,890
*Turk Ekonomi Bankasi A.S.	—		—
Turk Hava Yollari Anonim Ortakligi A.S.	131,400		208,004
*Turk Sise ve Cam Fabrikalari A.S.	531,423		485,008
Turkcell Iletisim Hizmetleri A.S.	240,093		1,525,554
*Turkiye Garanti Bankasi A.S.	2,842,585		10,106,898
Turkiye Halk Bankasi A.S.	139,950		754,564
Turkiye Is Bankasi A.S.	1,429,127		4,961,335
*Turkiye Vakiflar Bankasi T.A.O.	385,861		814,585
*Yapi ve Kredi Bankasi A.S.	1,249,137		2,623,949
TOTAL TURKEY			45,427,670
TOTAL COMMON STOCKS			1,886,668,606
PREFERRED STOCKS — (6.0%)
BRAZIL — (6.0%)
*Aracruz Celulose SA Series B	102,635		204,087
Banco Bradesco SA	1,309,241		20,553,487
Brasil Telecom Participacoes SA	222,326		1,893,480

52

THE EMERGING MARKETS SERIES

CONTINUED

	Shares		Value††
BRAZIL — (Continued)
Brasil Telecom Participacoes SA ADR		9,465	$	400,464
Brasil Telecom SA		234,762		1,688,600
*Braskem SA Preferred A Sponsored ADR		39,323		351,941
#Cia Vale do Rio Doce		302,400		5,201,280
Companhia Brasileira de Distribuicao Grupo Pao de Acucar Sponsored ADR		85,300		3,992,040
Companhia de Bebidas das Americas		83		5,837
Companhia de Bebidas das Americas Preferred ADR		151,600		10,662,028
Companhia Energetica de Minas Gerais SA		409,748		5,872,517
Companhia Energetica de Minas Gerais SA Sponsored ADR		25,925		370,209
Empresa Nasional de Comercio Redito e Participacoes SA		480		4,042
Gerdau SA		756,268		8,860,790
Itau Unibanco Holding SA		1,605,232		28,676,073
Net Servicos de Comunicacao SA Preferred ADR		197,391		2,005,493
*Sadia SA ADR		185,826		1,624,119
Tele Norte Leste Participacoes SA		180,034		2,759,733
Tele Norte Leste Participacoes SA ADR		127,600		1,963,764
Telecomunicacoes de Sao Paulo SA		96,700		2,259,745
Telemar Norte Leste SA		37,912		1,015,999
Ultrapar Participacoes SA Sponsored ADR		113,254		3,844,973
Usinas Siderurgicas de Minas Gerais SA Series A		193,962		4,605,395
Vale SA Series A		1,412,691		24,418,751
Vale SA Series B		81,160		—
Vivo Participacoes SA		134,958		3,069,151
*Votorantim Celulose e Papel SA Sponsored ADR		19,979		298,486
TOTAL BRAZIL				136,602,484
INDIA — (0.0%)
Tata Steel, Ltd.		533,337		850,040
TOTAL PREFERRED STOCKS				137,452,524
RIGHTS/WARRANTS — (0.0%)
SOUTH KOREA — (0.0%)
*KB Financial Group, Inc. Rights 08/27/09		10,805		139,435
	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 08/03/09 (Collateralized by $2,295,000 FNMA 6.00%, 10/01/38, valued at $1,984,527) to be repurchased at $1,953,031	$	1,953		1,953,000

53

THE EMERGING MARKETS SERIES

CONTINUED

	Shares/ Face Amount		Value†
	(000)
SECURITIES LENDING COLLATERAL — (11.1%)
§@DFA Short Term Investment Fund LP		249,949,947	$	249,949,947
@Repurchase Agreement, Deutsche Bank Securities 0.20%, 08/03/09 (Collateralized by various corporate obligations, ranging in par value from $374,557 to $155,229,000, rates ranging from 3.977%(r) to 7.000%, maturities ranging from 03/01/18 to 02/01/48, valued at $1,767,805) to be repurchased at $1,733,171	$	1,733		1,733,142
TOTAL SECURITIES LENDING COLLATERAL				251,683,089
TOTAL INVESTMENTS — (100.0%) (Cost $1,325,179,264)##			$	2,277,896,654

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Argentina		—	$	5,294,110	—	$	5,294,110
Brazil	$	114,947,709		—	—		114,947,709
Chile		46,136,283		—	—		46,136,283
China		84,098,072		156,807,191	—		240,905,263
Czech Republic		—		27,627,189	—		27,627,189
Hungary		—		34,300,789	—		34,300,789
India		19,731,583		243,260,298	—		262,991,881
Indonesia		—		51,740,596	—		51,740,596
Israel		47,415,260		41,999,794	—		89,415,054
Malaysia		—		95,408,215	—		95,408,215
Mexico		148,486,844		7,832	—		148,494,676
Philippines		—		13,209,607	—		13,209,607
Poland		—		27,962,385	—		27,962,385
Singapore		—		328,983	—		328,983
South Africa		65,807,574		117,770,016	—		183,577,590
South Korea		23,956,470		233,989,781	—		257,946,251
Taiwan		3,763,872		206,272,963	—		210,036,835
Thailand		30,917,520		—	—		30,917,520
Turkey		—		45,427,670	—		45,427,670
Preferred Stocks
Brazil		136,602,484		—	—		136,602,484
India		—		850,040	—		850,040
Rights/Warrants
South Korea		—		139,435	—		139,435
Temporary Cash Investments		—		1,953,000	—		1,953,000
Securities Lending Collateral		—		251,683,089	—		251,683,089
TOTAL	$	721,863,671	$	1,556,032,983	—	$	2,277,896,654

54

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

SCHEDULE OF INVESTMENTS

July 31, 2009

(Unaudited)

	Shares	Value†
COMMON STOCKS — (83.7%)
Consumer Discretionary — (15.3%)
*4Kids Entertainment, Inc.	200	$	350
#*99 Cents Only Stores	110,124		1,613,317
*A.C. Moore Arts & Crafts, Inc.	25,417		91,755
Acme United Corp.	1,030		8,703
*Aldila, Inc.	6,971		23,771
*Alloy, Inc.	17,945		115,207
American Greetings Corp. Class A	73,700		1,162,249
*America’s Car-Mart, Inc.	12,926		282,692
Ameristar Casinos, Inc.	200		3,738
#*AnnTaylor Stores Corp.	14,100		170,187
#*Arctic Cat, Inc.	20,766		127,919
*Asbury Automotive Group, Inc.	50,300		703,697
*Ascent Media Corp. (043632108)	48		1,331
*Ascent Media Corp. (043632207)	114		28,614
*Atrinsic, Inc.	7,832		8,145
*Audiovox Corp. Class A	23,689		186,906
#*AutoNation, Inc.	305,400		6,315,672
*Ballantyne Strong, Inc.	8,032		18,956
#Barnes & Noble, Inc.	38,682		890,846
Barry (R.G.) Corp.	700		4,998
*Beasley Broadcast Group, Inc.	10,000		29,100
*Beazer Homes USA, Inc.	9,300		29,946
Bebe Stores, Inc.	1,900		13,813
*Benihana, Inc.	3,200		27,552
*Benihana, Inc. Class A	300		2,406
*Bluegreen Corp.	18,575		51,453
Blyth, Inc.	4,825		204,725
Bob Evans Farms, Inc.	54,784		1,589,832
*Bon-Ton Stores, Inc.	14,849		51,972
Books-A-Million, Inc.	21,400		198,378
*Boyd Gaming Corp.	20,700		190,233
#*Brookfield Homes Corp.	39,865		224,440
Brown Shoe Company, Inc.	74,175		574,856
*Brunswick Corp.	112,200		805,596
#*Build-A-Bear-Workshop, Inc.	25,190		119,652
#*Cabela’s, Inc.	109,175		1,769,727
*Cache, Inc.	9,000		38,430
#*California Coastal Communities, Inc.	3,309		4,500
Callaway Golf Co.	94,070		599,226
*Canterbury Park Holding Corp.	2,755		19,285
*Caribou Coffee Co.	3,840		22,310
*Carmike Cinemas, Inc.	9,700		92,150
Carnival Corp.	688,708		19,276,937
*Carriage Services, Inc.	19,056		69,936
*Cavalier Homes, Inc.	22,751		62,338
*Cavco Industries, Inc.	9,633		329,738
CBS Corp. Class A	15,700		128,897
#CBS Corp. Class B	483,866		3,962,863
*Centex Corp.	142,760		1,557,512
*Charming Shoppes, Inc.	26,798		129,434
#*Chico’s FAS, Inc.	197,200		2,261,884
Christopher & Banks Corp.	56,231		445,350
*Churchill Downs, Inc.	3,137		117,638
Cinemark Holdings, Inc.	82,874		919,073
*Coldwater Creek, Inc.	1,100		8,074
#*Collective Brands, Inc.	104,390		1,661,889
Columbia Sportswear Co.	13,613		482,036

55

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#Comcast Corp. Class A	3,570,978	$	53,064,733
Comcast Corp. Special Class A	1,432,185		20,036,268
*Concord Camera Corp.	—		1
#*Conn’s, Inc.	38,000		479,180
Cooper Tire & Rubber Co.	154,727		2,283,771
#*Core-Mark Holding Co., Inc.	29,059		780,525
*Craftmade International, Inc.	2,799		8,173
CSS Industries, Inc.	18,850		437,320
*Culp, Inc.	21,913		144,407
*Cybex International, Inc.	30,133		30,133
#D.R. Horton, Inc.	121,320		1,406,099
*dELiA*s, Inc.	22,143		55,800
*Delta Apparel, Inc.	6,832		57,730
*Destination Maternity Corp.	11,725		267,564
#Dillard’s, Inc. Class A	120,300		1,276,383
#*DineEquity, Inc.	49,683		1,227,667
#*Discovery Communications, Inc. (25470F104)	40,480		991,760
#*Discovery Communications, Inc. (25470F203)	3,937		89,409
*Discovery Communications, Inc. (25470F302)	163,880		3,670,912
#Disney (Walt) Co.	962,916		24,188,450
*Dixie Group, Inc.	11,800		37,052
*Dorman Products, Inc.	12,347		202,120
Dover Motorsports, Inc.	15,900		22,260
#*Drew Industries, Inc.	57,500		1,103,425
*DSW, Inc.	4,000		53,960
*Duckwall-ALCO Stores, Inc.	700		11,956
#Eastman Kodak Co.	278,700		827,739
Educational Development Corp.	2,100		10,154
#Ethan Allen Interiors, Inc.	20,300		258,419
*Exide Technologies	12,623		61,474
#*Expedia, Inc.	87,526		1,812,663
*Famous Dave’s of America, Inc.	100		653
#*Federal-Mogul Corp.	6,900		97,497
Finish Line, Inc. Class A	112,109		975,348
*Fisher Communications, Inc.	15,023		278,076
*Flanigan’s Enterprises, Inc.	865		4,455
Flexsteel Industries, Inc.	1,719		13,975
Foot Locker, Inc.	211,664		2,345,237
Fortune Brands, Inc.	149,626		5,920,701
FortuNet, Inc.	1,700		2,006
*Franklin Electronic Publishers, Inc.	4,850		10,767
Fred’s, Inc.	41,937		565,311
Frisch’s Restaurants, Inc.	600		16,650
*Full House Resorts, Inc.	700		1,715
#*Furniture Brands International, Inc.	71,463		286,567
*GameTech International, Inc.	5,360		10,345
*Gaming Partners International Corp.	500		3,550
#*Gander Mountain Co.	42,828		252,257
#Gannett Co., Inc.	85,122		595,854
#*Gaylord Entertainment Co.	28,382		405,011
*Genesco, Inc.	51,445		1,117,385
*G-III Apparel Group, Ltd.	19,700		238,173
*Great Wolf Resorts, Inc.	34,400		92,880
*Group 1 Automotive, Inc.	63,000		1,855,980
Harte-Hanks, Inc.	6,300		68,166
*Hastings Entertainment, Inc.	1,572		7,168
*Haverty Furniture Co., Inc.	46,379		498,110
*Heelys, Inc.	24,820		46,910
#*Helen of Troy, Ltd.	64,389		1,400,461
*Hollywood Media Corp.	28,505		45,323
Hooker Furniture Corp.	4,341		59,602

56

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#*Hot Topic, Inc.	1,540	$	11,904
*HSN, Inc.	64,256		650,913
*Iconix Brand Group, Inc.	95,450		1,672,284
#*Isle of Capri Casinos, Inc.	15,000		178,350
*J. Alexander’s Corp.	9,296		39,694
#J.C. Penney Co., Inc.	220,404		6,645,181
*JAKKS Pacific, Inc.	18,275		210,711
#*Jarden Corp.	108,050		2,663,432
*Jo-Ann Stores, Inc.	47,950		1,117,235
#Johnson Controls, Inc.	3,600		93,168
*Johnson Outdoors, Inc.	12,128		79,317
Jones Apparel Group, Inc.	35,815		492,814
*Kenneth Cole Productions, Inc. Class A	12,274		98,560
KSW, Inc.	446		1,280
#*K-Swiss, Inc. Class A	11,908		129,083
LaCrosse Footwear, Inc.	495		5,321
*Lakeland Industries, Inc.	11,757		89,471
*Lakes Entertainment, Inc.	24,888		93,828
*Landry’s Restaurants, Inc.	25,100		224,896
*Lazare Kaplan International, Inc.	12,780		31,950
#Lennar Corp. Class A	160,100		1,895,584
*Liberty Global, Inc. Class A	68,111		1,426,925
#*Liberty Global, Inc. Series C	64,637		1,347,035
*Liberty Media Corp. - Entertainment Class A	578,364		16,176,841
*Liberty Media Corp. - Entertainment Class B	17,188		485,475
*Liberty Media Corp. Capital Class A	217,289		3,168,074
*Liberty Media Corp. Capital Class B	6,066		90,292
#*Liberty Media Corp. Interactive Class A	882,463		5,877,204
*Liberty Media Corp. Interactive Class B	35,506		230,789
#*Life Time Fitness, Inc.	10,700		272,315
#*Lifetime Brands, Inc.	13,658		56,681
*Lithia Motors, Inc. Class A	37,982		455,404
#*Live Nation, Inc.	130,962		764,818
#*Liz Claiborne, Inc.	22,114		69,880
*Lodgian, Inc.	21,628		27,684
*Luby’s, Inc.	48,862		222,322
*M/I Homes, Inc.	37,930		498,021
*Mac-Gray Corp.	13,247		162,806
#Macy’s, Inc.	391,800		5,449,938
Marcus Corp. (The)	9,332		117,956
*MarineMax, Inc.	16,594		111,678
*McCormick & Schmick’s Seafood Restaurants, Inc.	15,712		121,611
*Media General, Inc. Class A	1,700		7,905
Men’s Wearhouse, Inc. (The)	84,060		1,816,537
Meredith Corp.	58,650		1,552,466
#*Meritage Homes Corp.	61,660		1,319,524
*Modine Manufacturing Co.	42,200		322,830
#*Mohawk Industries, Inc.	98,740		5,093,009
*Morton’s Restaurant Group, Inc.	19,595		71,326
*Movado Group, Inc.	31,700		452,676
*MTR Gaming Group, Inc.	35,575		130,916
*Multimedia Games, Inc.	34,039		191,299
*Nautilus Group, Inc.	24,965		53,175
*New Frontier Media, Inc.	22,735		47,744
*New York & Co., Inc.	34,900		125,640
#News Corp. Class A	1,864,745		19,262,816
#News Corp. Class B	855,872		10,287,581
*O’Charleys, Inc.	28,308		294,120
*Office Depot, Inc.	233,937		1,064,413
*OfficeMax, Inc.	5,000		46,550
*Orbitz Worldwide, Inc.	41,101		106,863

57

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
*Orient-Express Hotels, Ltd.	2,500	$	22,125
#*Orleans Homebuilders, Inc.	21,971		72,504
#*Outdoor Channel Holdings, Inc.	48,678		368,979
Oxford Industries, Inc.	35,285		483,757
*Palm Harbor Homes, Inc.	2,600		5,902
#*Penske Automotive Group, Inc.	123,592		2,555,883
Pep Boys - Manny, Moe & Jack (The)	81,600		810,288
*Perry Ellis International, Inc.	28,161		217,121
Phillips-Van Heusen Corp.	84,340		2,983,949
*Pinnacle Entertainment, Inc.	98,230		985,247
*Playboy Enterprises, Inc. Class B	31,961		76,387
*Pomeroy IT Solutions, Inc.	10,282		61,486
*Quiksilver, Inc.	124,972		268,690
*RC2 Corp.	6,900		105,363
*Red Lion Hotels Corp.	28,076		147,680
#*Red Robin Gourmet Burgers, Inc.	41,775		782,028
#Regis Corp.	73,400		1,002,644
#*Rent-A-Center, Inc.	40,770		846,385
*Retail Ventures, Inc.	80,824		269,144
*Rex Stores Corp.	4,050		45,360
#*Rick’s Cabaret International, Inc.	5,300		40,439
#*Rocky Brands, Inc.	9,337		35,107
#Royal Caribbean Cruises, Ltd.	322,500		4,682,700
*Rubio’s Restaurants, Inc.	12,912		78,118
#*Ruby Tuesday, Inc.	11,600		86,768
*Russ Berrie & Co., Inc.	25,576		134,018
#Ryland Group, Inc.	16,800		335,496
*Saga Communications, Inc.	6,520		35,664
#*Saks, Inc.	400		2,048
*Salem Communications Corp.	731		629
Scholastic Corp.	38,300		863,665
#*Sears Holdings Corp.	137,330		9,110,472
Service Corp. International	260,071		1,643,649
*Shiloh Industries, Inc.	25,710		126,236
*Shoe Carnival, Inc.	33,361		417,012
*Sinclair Broadcast Group, Inc. Class A	99,274		185,642
*Skechers U.S.A., Inc. Class A	49,610		686,106
Skyline Corp.	5,123		124,335
*Sonic Automotive, Inc.	43,303		532,627
Spartan Motors, Inc.	10,400		72,800
Speedway Motorsports, Inc.	71,417		1,139,815
*Sport Chalet, Inc. Class A	875		1,356
*Sport Chalet, Inc. Class B	400		1,200
Sport Supply Group, Inc.	22,769		223,592
Stage Stores, Inc.	60,550		755,664
*Standard Motor Products, Inc.	23,500		262,495
#*Standard Pacific Corp.	19,894		68,435
*Stanley Furniture, Inc.	12,564		138,204
#*Steak n Shake Co. (The)	68,906		704,219
*Steinway Musical Instruments, Inc.	8,617		98,578
Stewart Enterprises, Inc.	27,202		133,018
*Stoneridge, Inc.	23,350		103,674
*Strattec Security Corp.	5,656		82,012
Superior Industries International, Inc.	38,900		613,842
*Syms Corp.	6,000		42,120
#*Systemax, Inc.	7,773		101,282
*Tandy Brand Accessories, Inc.	10,432		25,037
*Tandy Leather Factory, Inc.	500		1,312
*Timberland Co. Class A	3,300		45,012
#Time Warner Cable, Inc.	693,942		22,941,723
Time Warner, Inc.	1,534,860		40,919,368

58

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Discretionary — (Continued)
#*Toll Brothers, Inc.	238,999	$	4,674,820
*Trans World Entertainment Corp.	5,898		6,606
*TRW Automotive Holdings Corp.	163,213		2,746,875
*Tuesday Morning Corp.	100		464
*Tween Brands, Inc.	1,700		12,308
#*Unifi, Inc.	163,482		343,312
Unifirst Corp.	14,720		572,902
*Vail Resorts, Inc.	8,370		239,466
*Valassis Communications, Inc.	35,513		404,493
Washington Post Co.	4,880		2,203,320
#*West Marine, Inc.	22,463		199,696
#Whirlpool Corp.	88,001		5,023,977
#Williams-Sonoma, Inc.	11,805		165,978
*WPT Enterprises, Inc.	1,185		1,600
Wyndham Worldwide Corp.	240,716		3,357,988
*Zale Corp.	72,940		431,805
Total Consumer Discretionary			397,844,010
Consumer Staples — (4.3%)
Andersons, Inc. (The)	9,100		293,202
#Archer-Daniels-Midland Co.	437,789		13,186,205
B&G Foods, Inc.	62,773		524,155
Bunge, Ltd.	71,000		4,967,870
*Cagle’s, Inc. Class A	600		3,042
CCA Industries, Inc.	7,023		26,617
*Central European Distribution Corp.	2,400		68,904
*Central Garden & Pet Co.	38,132		467,498
*Central Garden & Pet Co. Class A	15,054		169,960
*Chiquita Brands International, Inc.	70,190		859,828
#*Constellation Brands, Inc. Class A	91,650		1,251,939
*Constellation Brands, Inc. Class B	12,715		171,525
Corn Products International, Inc.	63,717		1,784,076
*Craft Brewers Alliance, Inc.	2,446		4,623
CVS Caremark Corp.	596,237		19,962,015
Del Monte Foods Co.	342,870		3,312,124
#*Dr Pepper Snapple Group, Inc.	77,894		1,916,971
*Elizabeth Arden, Inc.	2,400		23,040
Farmer Brothers Co.	28,473		640,073
*Great Atlantic & Pacific Tea, Inc.	14,700		84,819
Griffin Land & Nurseries, Inc. Class A	1,500		45,990
#*Hain Celestial Group, Inc.	64,605		1,073,089
*HQ Sustainable Maritime Industries, Inc.	10,070		86,300
Imperial Sugar Co.	17,199		228,575
Ingles Market, Inc. Class A	5,338		89,198
Inter Parfums, Inc.	3,525		36,026
J.M. Smucker Co.	31,800		1,590,954
Kraft Foods, Inc.	1,118,506		31,698,460
Mannatech, Inc.	14,038		49,273
*MGP Ingredients, Inc.	7,362		21,350
Molson Coors Brewing Co.	190,750		8,623,808
Molson Coors Brewing Co. Class A	1,908		83,952
*NBTY, Inc.	70,000		2,534,000
*Nutraceutical International Corp.	25,902		322,480
*Omega Protein Corp.	35,725		137,898
*Orchids Paper Products Co.	500		11,425
*Pantry, Inc.	14,500		254,475
*Parlux Fragrances, Inc.	556		1,012
*PC Group, Inc.	4,518		2,711
*Physicians Formula Holdings, Inc.	1,677		2,717
*Prestige Brands Holdings, Inc.	116,810		762,769
#*Ralcorp Holdings, Inc.	15,700		997,107

59

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Consumer Staples — (Continued)
Safeway, Inc.	81,400	$	1,540,902
*Sanfilippo (John B.) & Son, Inc.	9,100		79,170
*Seneca Foods Corp. Class B	300		7,647
*Smart Balance, Inc.	28,450		174,398
#*Smithfield Foods, Inc.	226,973		3,075,484
SUPERVALU, Inc.	18,300		271,389
*Susser Holdings Corp.	9,700		114,169
Tasty Baking Co.	10,988		79,333
#*TreeHouse Foods, Inc.	43,174		1,400,996
Tyson Foods, Inc. Class A	405,030		4,629,493
Universal Corp.	11,590		441,231
#*Winn-Dixie Stores, Inc.	92,300		1,307,891
*Zapata Corp.	3,064		23,164
Total Consumer Staples			111,517,322
Energy — (11.8%)
*Adams Resources & Energy, Inc.	6,958		108,893
#*Allis-Chalmers Energy, Inc.	58,826		135,300
#Alon USA Energy, Inc.	36,500		366,095
#Anadarko Petroleum Corp.	845,068		40,732,278
Apache Corp.	253,065		21,244,807
*Atlas America, Inc.	6,800		136,748
*Barnwell Industries, Inc.	5,190		20,241
#*Basic Energy Services, Inc.	79,746		538,286
Berry Petroleum Corp. Class A	7,074		167,795
*Bill Barrett Corp.	6,540		206,599
#BJ Services Co.	158,482		2,247,275
#*Brigham Exploration Co.	46,108		225,007
*Bristow Group, Inc.	48,500		1,605,350
#*Bronco Drilling Co., Inc.	40,781		171,280
Cabot Oil & Gas Corp.	15,905		558,743
*Cal Dive International, Inc.	53,900		481,327
*Callon Petroleum Co.	2,455		4,124
*Carrizo Oil & Gas, Inc.	4,500		85,500
#Chesapeake Energy Corp.	618,000		13,249,920
Cimarex Energy Co.	118,600		4,243,508
*Complete Production Services, Inc.	57,027		471,043
ConocoPhillips	1,496,850		65,427,314
*CREDO Petroleum Corp.	700		8,862
*CVR Energy, Inc.	8,500		72,590
Delek US Holdings, Inc.	68,089		580,118
*Delta Petroleum Corp.	8,728		16,758
#Devon Energy Corp.	325,357		18,899,988
*Double Eagle Petroleum Co.	3,969		16,392
*Encore Acquisition Co.	44,278		1,576,297
#ENSCO International, Inc.	59,067		2,238,049
*Exterran Holdings, Inc.	62,389		1,084,945
#*Forest Oil Corp.	44,966		757,677
General Maritime Corp.	6,600		54,978
*Geokinetics, Inc.	12,504		181,808
*Geomet, Inc.	64,409		79,867
*GeoResources, Inc.	300		3,141
*Global Industries, Ltd.	15,300		104,499
#*Gulfmark Offshore, Inc.	37,045		1,185,440
*Harvest Natural Resources, Inc.	28,700		185,689
*Helix Energy Solutions Group, Inc.	17,000		178,330
Helmerich & Payne, Inc.	64,234		2,207,080
*Hercules Offshore, Inc.	92,800		439,872
Hess Corp.	73,197		4,040,474
*HKN, Inc.	19,023		46,036
Holly Corp.	8,300		176,541

60

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Energy — (Continued)
*Hornbeck Offshore Services, Inc.	9,800	$	213,444
*International Coal Group, Inc.	2,500		7,750
*Key Energy Group, Inc.	16,700		115,898
#Lufkin Industries, Inc.	600		27,240
Marathon Oil Corp.	856,737		27,629,768
*Mariner Energy, Inc.	146,941		1,761,823
#Massey Energy Co.	28,600		760,760
*Mitcham Industries, Inc.	5,676		25,315
#*Nabors Industries, Ltd.	83,107		1,414,481
*National-Oilwell, Inc.	212,341		7,631,536
*Natural Gas Services Group, Inc.	15,260		210,435
*Newfield Exploration Co.	195,811		7,701,247
*Newpark Resources, Inc.	102,445		269,430
Noble Energy, Inc.	175,300		10,714,336
*Oil States International, Inc.	39,000		1,057,680
*OMNI Energy Services Corp.	1,700		3,485
Overseas Shipholding Group, Inc.	48,600		1,669,410
*OYO Geospace Corp.	2,501		59,724
*Parker Drilling Co.	87,100		402,402
*Patriot Coal Corp.	13,500		112,995
#Patterson-UTI Energy, Inc.	111,625		1,541,541
*Petroleum Development Corp.	16,500		277,860
*PHI, Inc. Non-Voting	24,417		533,267
*PHI, Inc. Voting	200		4,169
*Pioneer Drilling Co.	83,080		363,890
Pioneer Natural Resources Co.	164,693		4,701,985
#*Plains Exploration & Production Co.	162,430		4,653,619
#*Pride International, Inc.	64,020		1,604,981
*Rosetta Resources, Inc.	79,112		820,391
#Rowan Companies, Inc.	44,876		957,205
#*SEACOR Holdings, Inc.	38,153		3,032,400
#Smith International, Inc.	56,185		1,411,929
Southern Union Co.	—		—
*Stone Energy Corp.	44,236		480,403
Sunoco, Inc.	70,498		1,740,596
*Swift Energy Corp.	32,130		632,961
*T-3 Energy Services, Inc.	1,100		14,905
Tesoro Petroleum Corp.	122,780		1,607,190
*TETRA Technologies, Inc.	13,000		100,230
*TGC Industries, Inc.	787		3,589
Tidewater, Inc.	22,100		994,500
*Toreador Resources Corp.	16,259		111,699
#*Trico Marine Services, Inc.	32,915		144,826
*Union Drilling, Inc.	34,327		245,438
#*Unit Corp.	57,000		1,806,330
#*USEC, Inc.	181,800		703,566
Valero Energy Corp.	738,360		13,290,480
W&T Offshore, Inc.	52,182		557,826
#*Western Refining, Inc.	113,600		739,536
#*Whiting Petroleum Corp.	69,755		3,205,940
#*Willbros Group, Inc.	3,700		51,023
#World Fuel Services Corp.	4,996		219,125
XTO Energy, Inc.	310,876		12,506,541
Total Energy			307,411,964
Financials — (25.0%)
1st Source Corp.	50,701		837,074
21st Century Holding Co.	21,667		84,068
*Abigail Adams National Bancorp, Inc.	900		2,295
Abington Bancorp, Inc.	72,552		593,475
Access National Corp.	600		3,816

61

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
*Affirmative Insurance Holdings, Inc.	12,624	$	49,234
#*Allegheny Corp.	14,841		4,014,490
Alliance Bancorp, Inc. of Pennsylvania	700		6,090
Allstate Corp.	501,660		13,499,671
#American Capital, Ltd.	94,391		340,751
*American Equity Investment Life Holding Co.	88,700		642,188
American Financial Group, Inc.	199,200		4,858,488
*American Independence Corp.	866		3,984
#American National Insurance Co.	48,061		3,799,222
*American Safety Insurance Holdings, Ltd.	11,675		191,820
#*AmeriCredit Corp.	224,750		3,526,327
Ameriprise Financial, Inc.	148,012		4,114,734
Ameris Bancorp	36,345		235,516
*Amerisafe, Inc.	18,913		314,523
*AmeriServe Financial, Inc.	33,134		58,316
*Appalachian Bancshares, Inc.	1,797		1,509
#*Arch Capital Group, Ltd.	2,438		151,619
*Argo Group International Holdings, Ltd.	34,700		1,165,920
Aspen Insurance Holdings, Ltd.	89,116		2,216,315
*Asset Acceptance Capital Corp.	6,790		52,555
Associated Banc-Corp.	105,623		1,144,953
Assured Guaranty, Ltd.	152,510		2,130,565
ASTA Funding, Inc.	4,938		31,653
Atlantic Coast Federal Corp.	4,355		8,187
*Atlantic Southern Financial Group, Inc.	1,000		4,210
*Avatar Holdings, Inc.	21,050		451,522
Axis Capital Holdings, Ltd.	14,900		424,054
#*B of I Holding, Inc.	13,154		92,736
Baldwin & Lyons, Inc. Class A	300		6,600
Baldwin & Lyons, Inc. Class B	8,413		182,310
Bancorp Rhode Island, Inc.	1,300		28,730
*Bancorp, Inc. (The)	21,975		158,000
#BancTrust Financial Group, Inc.	34,553		95,712
Bank Mutual Corp.	51,800		509,712
Bank of America Corp.	3,745,964		55,402,808
#*Bank of Florida Corp.	23,074		78,221
*Bank of Granite Corp.	32,753		73,694
Bank of New York Mellon Corp.	100		2,734
#*BankAtlantic Bancorp, Inc.	8,450		35,490
BankFinancial Corp.	46,664		496,972
#Banner Corp.	14,446		57,928
Bar Harbor Bankshares	2,200		77,660
#BB&T Corp.	234,580		5,367,190
*Beach First National Bancshares, Inc.	7,596		15,116
Berkshire Hills Bancorp, Inc.	25,284		577,992
#BlackRock, Inc.	11,600		2,210,264
Boston Private Financial Holdings, Inc.	100,686		461,142
Brookline Bancorp, Inc.	60,704		707,202
Cadence Financial Corp.	28,081		42,121
Camden National Corp.	296		9,937
#Capital City Bank Group, Inc.	14,196		226,568
#Capital One Financial Corp.	401,285		12,319,449
Capital Southwest Corp.	8,539		700,796
*Capitol Bancorp, Ltd.	33,814		148,782
Cardinal Financial Corp.	26,257		204,542
Carver Bancorp, Inc.	600		3,600
Cascade Financial Corp.	10,477		17,706
#Cathay General Bancorp	84,557		771,160
Center Bancorp, Inc.	1,200		10,812
*Center Financial Corp.	40,776		134,153
Centerstate Banks, Inc.	400		2,796

62

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
*Central Jersey Bancorp	8,049	$	45,799
#*Central Pacific Financial Corp.	65,000		141,050
Centrue Financial Corp.	1,000		5,500
Century Bancorp, Inc. Class A	1,206		26,038
CFS Bancorp, Inc.	14,248		55,710
Chemical Financial Corp.	33,675		731,758
*Chicopee Bancorp, Inc.	1,000		13,060
Chubb Corp.	390,477		18,032,228
#Cincinnati Financial Corp.	230,743		5,572,443
#*CIT Group, Inc.	105,100		91,437
#Citigroup, Inc.	2,131,900		6,758,123
Citizens Community Bancorp, Inc.	10,355		60,266
Citizens South Banking Corp.	1,842		9,496
City National Corp.	37,300		1,471,112
#CME Group, Inc.	67,810		18,907,462
#CNA Financial Corp.	313,566		5,346,300
*CNA Surety Corp.	59,978		942,854
CoBiz Financial, Inc.	37,574		169,459
Codorus Valley Bancorp, Inc.	315		2,101
#Colony Bankcorp, Inc.	300		2,250
Columbia Banking System, Inc.	49,127		596,402
#Comerica, Inc.	195,322		4,656,476
Commonwealth Bankshares, Inc.	1,300		8,099
#*Community Bancorp	828		563
Community Bank System, Inc.	1,686		30,567
*Community West Bancshares	400		1,024
Compass Diversified Holdings	51,992		467,928
*CompuCredit Holdings Corp.	89,574		267,826
*Conseco, Inc.	60		187
*Cowen Group, Inc.	4,400		32,384
*Crescent Financial Corp.	19,440		78,732
CVB Financial Corp.	4,202		31,683
Danvers Bancorp, Inc.	3,600		45,180
*Dearborn Bancorp, Inc.	6,213		9,941
Delphi Financial Group, Inc. Class A	69,878		1,665,193
#Discover Financial Services	719,953		8,553,042
Donegal Group, Inc. Class A	40,892		644,049
Donegal Group, Inc. Class B	300		4,296
#*Doral Financial Corp.	11,332		24,590
East West Bancorp, Inc.	100,365		887,227
Eastern Insurance Holdings, Inc.	23,777		226,833
Eastern Virginia Bankshares, Inc.	300		2,622
EMC Insurance Group, Inc.	24,800		599,912
*Encore Bancshares, Inc.	5,200		42,016
*Encore Capital Group, Inc.	38,372		474,278
#Endurance Specialty Holdings, Ltd.	76,288		2,545,731
*Enstar Group, Ltd.	900		53,865
Enterprise Bancorp, Inc.	600		8,694
Enterprise Financial Services Corp.	19,289		208,128
ESB Financial Corp.	1,000		14,830
ESSA Bancorp, Inc.	21,670		291,895
Evans Bancorp, Inc.	400		5,452
Everest Re Group, Ltd.	22,900		1,837,038
#F.N.B. Corp.	155,866		1,209,520
Farmers Capital Bank Corp.	1,900		39,178
FBL Financial Group, Inc. Class A	43,386		425,617
Federal Agriculture Mortgage Corp. Class A	177		708
Federal Agriculture Mortgage Corp. Class C	7,269		44,922
Fidelity Bancorp, Inc.	400		2,712
Fidelity National Financial, Inc.	246,259		3,533,817
*Fidelity Southern Corp.	6,360		15,899

63

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Fifth Third Bancorp	911,741	$	8,661,539
Financial Institutions, Inc.	6,350		93,726
*First Acceptance Corp.	39,006		102,196
First American Corp.	155,240		4,587,342
First Bancorp (318672102)	145,408		450,765
First Bancorp (318910106)	12,302		224,019
*First Bancshares, Inc. (318687100)	400		3,642
*First Bancshares, Inc. (318916103)	300		2,124
#First Busey Corp.	87,479		546,744
First Business Financial Services, Inc.	300		2,896
First Citizens BancShares, Inc.	18,938		2,689,764
First Defiance Financial Corp.	10,257		156,214
First Federal Bancshares of Arkansas, Inc.	1,300		4,842
*First Federal of Northern Michigan Bancorp, Inc.	1,100		2,172
First Financial Holdings, Inc.	2,652		37,977
First Financial Northwest, Inc.	36,597		283,993
#First Financial Service Corp.	900		15,291
#*First Horizon National Corp.	268,737		3,445,208
First M&F Corp.	300		1,314
First Merchants Corp.	31,341		247,907
First Mercury Financial Corp.	26,214		378,792
First Midwest Bancorp, Inc.	58,300		487,388
First Niagara Financial Group, Inc.	191,382		2,516,673
First PacTrust Bancorp, Inc.	900		7,200
First Place Financial Corp.	24,803		68,704
First Security Group, Inc.	17,516		67,437
First South Bancorp, Inc.	1,699		21,917
*First State Bancorporation	6,746		6,881
First United Corp.	600		6,900
Firstbank Corp.	210		1,475
*FirstCity Financial Corp.	5,952		32,915
Flagstone Reinsurance Holdings, Ltd.	22,733		229,603
Flushing Financial Corp.	47,920		508,431
FNB United Corp.	21,631		40,450
*Forest City Enterprises, Inc. Class A	8,900		63,546
*FPIC Insurance Group, Inc.	10,600		364,110
Fulton Financial Corp.	195,653		1,322,614
#German American Bancorp, Inc.	16,518		297,159
#GFI Group, Inc.	16,600		107,070
Goldman Sachs Group, Inc.	16,500		2,694,450
Great Southern Bancorp, Inc.	10,962		230,202
#*Greene Bancshares, Inc.	27,223		161,977
*Greenlight Capital Re, Ltd. Class A	5,300		97,149
GS Financial Corp.	400		6,090
*Guaranty Bancorp	113,289		202,787
*Guaranty Federal Bancshares, Inc.	1,684		11,308
*Hallmark Financial Services, Inc.	36,534		239,663
Hampden Bancorp, Inc.	5,786		61,621
#Hampton Roads Bankshares, Inc.	14,269		73,485
*Hanmi Financial Corp.	6,300		11,088
Hanover Insurance Group, Inc.	96,080		3,776,905
Harleysville National Corp.	86,697		475,100
*Harrington West Financial Group, Inc.	400		440
*Harris & Harris Group, Inc.	78,893		511,227
Hartford Financial Services Group, Inc.	358,609		5,913,462
HCC Insurance Holdings, Inc.	163,623		4,106,937
Heartland Financial USA, Inc.	13,016		219,189
*Heritage Commerce Corp.	33,737		137,310
*Heritage Financial Corp.	11,825		151,951
HF Financial Corp.	400		4,760
#*Hilltop Holdings, Inc.	38,627		463,524

64

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Hingham Institution for Savings	500	$	16,925
*HMN Financial, Inc.	4,096		16,589
Home Federal Bancorp, Inc.	31,472		358,466
HopFed Bancorp, Inc.	3,319		37,903
Horace Mann Educators Corp.	68,828		781,198
Horizon Bancorp	300		4,869
#*Horizon Financial Corp.	17,341		21,676
#Huntington Bancshares, Inc.	257,100		1,051,539
IBERIABANK Corp.	23,058		1,080,037
*Independence Holding Co.	25,070		166,715
Independent Bank Corp. (453836108)	27,357		583,525
Independent Bank Corp. (453838104)	39,984		69,972
Infinity Property & Casualty Corp.	32,000		1,329,280
Integra Bank Corp.	34,171		53,307
*Intervest Bancshares Corp.	4,036		12,875
Invesco, Ltd.	204,200		4,032,950
*Investment Technology Group, Inc.	4,490		100,351
*Investors Bancorp, Inc.	8,766		86,696
Investors Title Co.	1,100		34,232
IPC Holdings, Ltd.	53,300		1,542,502
#Jones Lang LaSalle, Inc.	25,800		979,368
#JPMorgan Chase & Co.	2,495,918		96,467,231
Kentucky First Federal Bancorp	3,200		44,448
#KeyCorp.	521,141		3,012,195
*LaBranche & Co., Inc.	2,500		9,475
Lakeland Bancorp, Inc.	14,567		131,686
Lakeland Financial Corp.	1,997		39,101
Landmark Bancorp, Inc.	1,543		24,302
Legacy Bancorp, Inc.	22,879		304,519
#Legg Mason, Inc.	145,493		4,094,173
#*Leucadia National Corp.	197,916		4,848,942
Lincoln National Corp.	464,693		9,846,845
LNB Bancorp, Inc.	12,489		94,417
#Loews Corp.	747,772		22,448,115
#*Louisiana Bancorp, Inc.	5,606		75,681
LSB Corp.	800		8,632
#M&T Bank Corp.	80,954		4,721,237
#*Macatawa Bank Corp.	33,567		92,645
*Magyar Bancorp, Inc.	500		2,000
MainSource Financial Group, Inc.	58,970		395,689
*Marlin Business Services, Inc.	3,393		22,869
#Marshall & Ilsley Corp.	300,980		1,817,919
#*Maui Land & Pineapple Co., Inc.	5,900		43,070
Max Capital Group, Ltd.	47,537		949,314
MB Financial, Inc.	60,049		825,674
#*MBIA, Inc.	337,600		1,414,544
MBT Financial Corp.	23,713		50,034
Meadowbrook Insurance Group, Inc.	113,375		896,796
Medallion Financial Corp.	27,760		217,916
#*Mercantile Bancorp, Inc.	382		1,681
Mercantile Bank Corp.	3,316		13,065
Mercer Insurance Group, Inc.	15,786		288,094
*Meridian Interstate Bancorp, Inc.	1,700		15,674
Meta Financial Group, Inc.	1,601		35,574
MetLife, Inc.	847,339		28,767,159
*Metro BanCorp, Inc.	1,121		20,391
MetroCorp Bancshares, Inc.	2,600		10,088
*MF Global, Ltd.	8,600		54,868
#*MGIC Investment Corp.	8,500		56,100
MicroFinancial, Inc.	5,300		17,808
#*Midwest Banc Holdings, Inc.	2,500		1,400

65

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Morgan Stanley	683,764	$	19,487,274
MutualFirst Financial, Inc.	2,300		17,871
#*Nara Bancorp, Inc.	42,957		253,446
*National Financial Partners Corp.	4,200		31,500
National Penn Bancshares, Inc.	139,707		695,741
*National Western Life Insurance Co. Class A	900		119,808
*Navigators Group, Inc.	4,074		200,889
*Nelnet, Inc. Class A	36,200		517,298
*New Century Bancorp, Inc.	600		3,729
New Hampshire Thrift Bancshares, Inc.	2,300		23,023
New Westfield Financial, Inc.	41,439		402,787
New York Community Bancorp, Inc.	33,564		367,190
NewAlliance Bancshares, Inc.	185,060		2,266,985
*NewBridge Bancorp	6,101		12,141
*Newport Bancorp, Inc.	700		8,344
#*NewStar Financial, Inc.	43,749		117,685
*North Valley Bancorp	4,538		19,854
Northeast Community Bancorp, Inc.	18,337		140,095
Northfield Bancorp, Inc.	2,770		33,157
Northrim Bancorp, Inc.	6,315		92,830
NYMAGIC, Inc.	13,520		233,761
#NYSE Euronext, Inc.	181,031		4,878,785
OceanFirst Financial Corp.	2,500		30,425
#*Ocwen Financial Corp.	2,100		29,925
Odyssey Re Holdings Corp.	126,009		5,821,616
#Old National Bancorp	2,000		22,600
#Old Republic International Corp.	340,932		3,525,237
#Old Second Bancorp, Inc.	27,799		140,663
OneBeacon Insurance Group, Ltd.	24,760		279,788
Osage Bancshares, Inc.	600		5,250
#*PAB Bankshares, Inc.	306		1,278
#Pacific Capital Bancorp	80,780		171,254
Pacific Continental Corp.	4,430		47,091
*Pacific Mercantile Bancorp	16,884		54,873
*Pacific Premier Bancorp, Inc.	300		1,305
#PacWest Bancorp	1,071		17,222
Pamrapo Bancorp, Inc.	2,200		19,250
Parkvale Financial Corp.	500		4,350
#PartnerRe, Ltd.	5,900		404,681
#Patriot National Bancorp	2,700		8,100
#*Penson Worldwide, Inc.	33,200		387,444
Peoples Bancorp of North Carolina	300		1,950
Peoples Bancorp, Inc.	20,762		380,152
#*PHH Corp.	91,687		1,680,623
*PICO Holdings, Inc.	10,634		322,529
#*Pinnacle Financial Partners, Inc.	38,859		606,200
*PMA Capital Corp. Class A	38,757		224,791
#PNC Financial Services Group, Inc.	144,800		5,308,368
Porter Bancorp, Inc.	1,575		26,428
*Preferred Bank	9,332		35,835
Premier Financial Bancorp, Inc.	900		5,382
Presidential Life Corp.	23,958		214,185
Princeton National Bancorp, Inc.	1,100		18,150
*ProAssurance Corp.	40,933		2,078,578
Prosperity Bancshares, Inc.	75,055		2,515,093
Protective Life Corp.	109,305		1,634,110
Provident Financial Holdings, Inc.	8,407		63,893
Provident Financial Services, Inc.	104,355		1,235,563
Provident New York Bancorp	84,300		817,710
Prudential Financial, Inc.	463,538		20,520,827
Pulaski Financial Corp.	5,450		42,183

66

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
Radian Group, Inc.	217,050	$	722,776
#Regions Financial Corp.	348,642		1,540,998
Reinsurance Group of America, Inc.	178,328		7,400,612
#Renasant Corp.	61,566		916,718
*Republic First Bancorp, Inc.	7,411		52,396
Resource America, Inc.	22,388		134,552
*Riverview Bancorp, Inc.	17,187		58,608
Rockville Financial, Inc.	768		9,554
Rome Bancorp, Inc.	12,761		111,786
#*Royal Bancshares of Pennsylvania, Inc. Class A	900		1,836
Safety Insurance Group, Inc.	29,335		946,347
Sanders Morris Harris Group, Inc.	59,090		344,495
#Sandy Spring Bancorp, Inc.	47,193		764,527
*Seabright Insurance Holdings	65,196		633,705
Seacoast Banking Corp. of Florida	30,698		66,308
Selective Insurance Group, Inc.	82,800		1,237,032
*SI Financial Group, Inc.	6,062		27,885
Simmons First National Corp. Class A	12,667		379,757
Somerset Hills Bancorp	4,111		32,477
South Financial Group, Inc.	24,482		39,416
*Southcoast Financial Corp.	700		3,633
*Southern Community Financial Corp.	30,490		90,860
*Southern First Bancshares, Inc.	900		7,047
Southwest Bancorp, Inc.	36,831		370,888
*Specialty Underwriters’ Alliance, Inc.	2,510		16,641
State Auto Financial Corp.	73,423		1,269,484
StellarOne Corp.	19,587		288,712
Sterling Bancshares, Inc.	55,670		449,257
*Sterling Financial Corp.	28,669		79,986
#*Stewart Information Services Corp.	25,500		351,135
*Stratus Properties, Inc.	3,069		16,511
Student Loan Corp.	1,100		49,445
*Sun Bancorp, Inc.	34,735		155,265
#SunTrust Banks, Inc.	411,103		8,016,508
*Superior Bancorp	5,062		14,022
Susquehanna Bancshares, Inc.	153,978		809,924
#*SVB Financial Group	3,400		119,850
SWS Group, Inc.	24,945		343,243
#Synovus Financial Corp.	477,500		1,676,025
#*Taylor Capital Group, Inc.	13,335		90,945
Teche Holding Co.	600		20,550
#*Texas Capital Bancshares, Inc.	25,614		425,449
TF Financial Corp.	600		10,530
*Thomas Weisel Partners Group, Inc.	34,636		147,203
#*TIB Financial Corp.	7,042		14,718
*Tidelands Bancshares, Inc.	400		1,360
#*TierOne Corp.	10,513		24,285
Timberland Bancorp, Inc.	3,000		15,540
#Tower Group, Inc.	2,807		70,091
#TowneBank	4,300		57,018
Transatlantic Holdings, Inc.	91,903		4,347,931
Travelers Companies, Inc. (The)	769,714		33,151,582
*Tree.com, Inc.	4,680		46,706
#Trustmark Corp.	50,524		1,005,428
#UCBH Holdings, Inc.	168,870		204,333
Umpqua Holdings Corp.	104,505		1,013,698
Unico American Corp.	1,900		15,893
Union Bankshares Corp.	26,787		415,734
*United America Indemnity, Ltd.	19,928		107,810
#United Bankshares, Inc.	2,100		42,546
#*United Community Banks, Inc.	65,627		441,670

67

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Financials — (Continued)
United Financial Bancorp, Inc.	36,681	$	487,124
United Fire & Casualty Co.	47,123		792,138
*United PanAm Financial Corp.	14,353		48,083
#*United Security Bancshares	336		1,546
United Western Bancorp, Inc.	17,172		137,033
Unitrin, Inc.	108,299		1,428,464
*Unity Bancorp, Inc.	2,925		11,846
Unum Group	530,100		9,949,977
#*Virginia Commerce Bancorp, Inc.	37,524		120,077
#W. R. Berkley Corp.	80,768		1,876,241
Washington Banking Co.	5,191		46,823
Washington Federal, Inc.	118,236		1,647,027
Washington Trust Bancorp, Inc.	3,300		59,928
*Waterstone Financial, Inc.	1,300		6,760
Webster Financial Corp.	25,570		289,197
Wells Fargo & Co.	529,123		12,942,349
Wesbanco, Inc.	41,466		691,238
Wesco Financial Corp.	12,923		3,940,869
West Bancorporation	22,071		130,660
West Coast Bancorp	3,775		9,286
#*Western Alliance Bancorp	72,285		500,935
White Mountains Insurance Group, Ltd.	18,685		4,820,730
#*White River Capital, Inc.	300		3,660
Whitney Holding Corp.	111,205		974,156
Wilber Corp. (The)	600		6,840
Wilmington Trust Corp.	6,400		73,536
Wilshire Bancorp, Inc.	17,744		130,596
#*Wintrust Financial Corp.	42,047		1,099,529
#*World Acceptance Corp.	3,300		78,276
WSB Holdings, Inc.	100		229
Yadkin Valley Financial Corp.	20,296		139,636
Zenith National Insurance Corp.	1,900		45,353
Zions Bancorporation	159,112		2,160,741
*ZipRealty, Inc.	14,583		45,353
Total Financials			650,891,764
Health Care — (3.9%)
*A.D.A.M., Inc.	7,504		21,762
*Adolor Corp.	16,230		28,889
Aetna, Inc.	121,676		3,281,602
#*Affymetrix, Inc.	10,978		97,046
*Albany Molecular Research, Inc.	34,810		331,739
*Allied Healthcare International, Inc.	57,415		142,963
*Allied Healthcare Products, Inc.	1,000		4,000
*Allion Healthcare, Inc.	40,273		298,020
*American Dental Partners, Inc.	23,799		311,529
*AMICAS, Inc.	97,954		287,985
*AMN Healthcare Services, Inc.	26,800		195,104
#*Amsurg Corp.	9,300		191,766
Analogic Corp.	2,988		113,275
*AngioDynamics, Inc.	48,717		607,988
*Anika Therapeutics, Inc.	19,285		111,853
*Arca Biopharma, Inc.	1,740		6,612
#*Arena Pharmaceuticals, Inc.	8,200		41,820
*Arrhythmia Research Technology, Inc.	1,200		4,248
*Assisted Living Concepts, Inc.	12,687		182,693
*BioClinica, Inc.	8,850		33,099
*BioScrip, Inc.	63,807		377,099
#*BMP Sunstone Corp.	6,967		34,626
#*Boston Scientific Corp.	982,220		10,549,043
#*Brookdale Senior Living, Inc.	112,800		1,208,088

68

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Health Care — (Continued)
*Cambrex Corp.	17,354	$	79,481
*Cantel Medical Corp.	20,806		322,285
*Capital Senior Living Corp.	45,075		221,769
*Cardiac Science Corp.	37,674		149,942
Cardinal Health, Inc.	86,700		2,887,110
#*Celera Corp.	39,414		236,484
#*Community Health Systems, Inc.	151,474		4,289,744
*CONMED Corp.	49,672		873,234
*Continucare Corp.	20,028		58,482
#*Cooper Companies, Inc.	77,156		2,117,161
*Coventry Health Care, Inc.	24,800		570,400
*Cross Country Healthcare, Inc.	36,400		303,940
*Cutera, Inc.	22,676		189,345
Daxor Corp.	1,100		11,000
*Digirad Corp.	17,648		36,884
#*Dynacq Healthcare, Inc.	909		2,936
#*Emeritus Corp.	26,084		303,879
*ev3, Inc.	152,322		1,868,991
*Five Star Quality Care, Inc.	9,500		26,600
*Fresenius Kabi Pharmaceuticals Holding, Inc.	34,028		8,167
*Gentiva Health Services, Inc.	13,810		293,877
#*Greatbatch, Inc.	17,658		389,182
*Health Net, Inc.	5,900		79,827
*HealthSpring, Inc.	86,917		1,097,762
*HealthTronics, Inc.	58,694		126,192
*Healthways, Inc.	15,427		227,394
Hill-Rom Holdings, Inc.	85,074		1,458,168
*Hi-Tech Pharmacal Co., Inc.	14,711		230,227
#*Hologic, Inc.	288,724		4,241,356
*Home Diagnostics, Inc.	16,823		114,228
*Humana, Inc.	66,100		2,171,385
*I-Flow Corp.	5,812		44,229
*IntegraMed America, Inc.	3,874		29,404
Invacare Corp.	10,870		221,748
*InVentiv Health, Inc.	15,200		233,168
#*Inverness Medical Innovations, Inc.	45,100		1,517,615
Kewaunee Scientific Corp.	1,631		19,409
*Kindred Healthcare, Inc.	43,700		613,548
*King Pharmaceuticals, Inc.	426,520		3,868,536
*Lannet Co., Inc.	8,400		74,340
*LCA-Vision, Inc.	29,200		167,608
*LeMaitre Vascular, Inc.	5,200		17,940
*LifePoint Hospitals, Inc.	82,208		2,273,873
*Martek Biosciences Corp.	10,600		246,556
*Maxygen, Inc.	5,200		41,548
*MedCath Corp.	39,208		472,848
*Medical Action Industries, Inc.	1,524		19,035
#*MediciNova, Inc.	623		3,732
#Medicis Pharmaceutical Corp. Class A	600		10,272
*MEDTOX Scientific, Inc.	4,767		42,903
*Misonix, Inc.	4,083		6,655
#*Molina Healthcare, Inc.	12,070		272,178
*Nanosphere, Inc.	2,402		16,958
*National Dentex Corp.	400		2,700
*Natus Medical, Inc.	1,300		17,680
*Nighthawk Radiology Holdings, Inc.	11,000		53,130
#*NovaMed, Inc.	27,004		129,889
#*NxStage Medical, Inc.	22,100		122,434
Omnicare, Inc.	202,170		4,825,798
*Osteotech, Inc.	25,510		126,530
*Palomar Medical Technologies, Inc.	4,400		65,736

69

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Health Care — (Continued)
*Par Pharmaceutical Cos., Inc.	29,415	$	476,817
*PDI, Inc.	15,476		80,320
PerkinElmer, Inc.	6,600		116,358
#*PhotoMedex, Inc.	400		380
*Prospect Medical Holdings, Inc.	14,274		57,810
#*Psychiatric Solutions, Inc.	2,600		70,252
*Regeneration Technologies, Inc.	31,152		138,003
*RehabCare Group, Inc.	27,281		656,381
#*Res-Care, Inc.	46,958		733,484
*Sirona Dental Systems, Inc.	21,400		556,186
*Skilled Healthcare Group, Inc.	29,820		246,313
*SonoSite, Inc.	2,287		53,905
*Spectranetics Corp.	25,700		133,383
*SRI/Surgical Express, Inc.	1,600		4,000
*Sun Healthcare Group, Inc.	15,900		154,707
*SunLink Health Systems, Inc.	1,750		3,972
*Sunrise Senior Living, Inc.	2,900		6,786
*Symmetry Medical, Inc.	5,028		43,040
Teleflex, Inc.	1,500		71,940
*Theragenics Corp.	32,183		40,229
#*Thermo Fisher Scientific, Inc.	321,928		14,576,900
*Tomotherapy, Inc.	1,900		6,004
*Triple-S Management Corp.	9,640		164,748
#*Universal American Corp.	85,628		779,215
*ViroPharma, Inc.	58,354		430,069
*Vital Images, Inc.	20,279		270,522
*WellCare Health Plans, Inc.	9,700		215,922
*WellPoint, Inc.	440,420		23,183,709
Young Innovations, Inc.	2,660		67,351
Total Health Care			102,346,987
Industrials — (9.8%)
*A. T. Cross Co. Class A	18,431		79,806
*AAR Corp.	5,400		103,302
*ACCO Brands Corp.	15,935		69,636
Aceto Corp.	9,213		64,767
Aircastle, Ltd.	47,000		341,220
*AirTran Holdings, Inc.	12,900		93,396
Alamo Group, Inc.	26,537		367,007
#*Alaska Air Group, Inc.	78,900		1,819,434
Albany International Corp. Class A	28,323		389,158
Alexander & Baldwin, Inc.	69,519		2,031,345
*Allied Defense Group, Inc.	17,161		59,034
*Allied Motion Technologies, Inc.	262		519
*Altra Holdings, Inc.	3,245		28,524
*Amerco, Inc.	33,116		1,486,246
American Railcar Industries, Inc.	14,200		117,718
*American Reprographics Co.	5,977		51,701
Ameron International Corp.	7,300		543,996
*AMREP Corp.	866		10,903
#Apogee Enterprises, Inc.	3,300		48,114
Applied Industrial Technologies, Inc.	53,325		1,179,549
Arkansas Best Corp.	25,200		717,696
*Armstrong World Industries, Inc.	94,043		2,313,458
*ATC Technology Corp.	23,952		501,076
*Atlas Air Worldwide Holding, Inc.	1,600		39,936
#Baldor Electric Co.	3,280		84,493
Barnes Group, Inc.	42,700		600,789
Barrett Business Services, Inc.	16,000		159,680
*BE Aerospace, Inc.	16,300		263,408
#*BlueLinx Holdings, Inc.	55,974		223,336

70

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
*Bowne & Co., Inc.	20,451	$	164,224
#Brady Co. Class A	2,936		86,348
Briggs & Stratton Corp.	50,961		875,000
*BTU International, Inc.	1,900		11,647
#*Builders FirstSource, Inc.	51,504		301,813
Burlington Northern Santa Fe Corp.	248,329		19,516,176
#*C&D Technologies, Inc.	36,712		73,424
*CAI International, Inc.	5,100		33,354
Cascade Corp.	5,900		144,255
*Casella Waste Systems, Inc. Class A	5,416		14,948
CDI Corp.	57,209		726,554
*CECO Environmental Corp.	9,578		35,630
*Celadon Group, Inc.	39,349		363,978
*Cenveo, Inc.	100		483
*Ceradyne, Inc.	3,400		61,370
*Champion Industries, Inc.	5,186		9,127
*Chart Industries, Inc.	3,000		57,780
Chicago Rivet & Machine Co.	300		4,230
CIRCOR International, Inc.	12,350		284,791
*Columbus McKinnon Corp.	58,123		841,040
#Comfort Systems USA, Inc.	2,600		30,628
CompX International, Inc.	700		4,445
*Consolidated Graphics, Inc.	33,700		616,710
*Cornell Companies, Inc.	2,500		42,825
Courier Corp.	2,371		39,216
*Covenant Transport Group Class A	6,518		30,374
*CPI Aerostructures, Inc.	5,826		41,423
#CSX Corp.	562,627		22,572,595
Ducommun, Inc.	19,878		343,492
*Dycom Industries, Inc.	35,250		448,733
*Eagle Bulk Shipping, Inc.	1,600		9,200
Eastern Co.	10,296		183,681
Eaton Corp.	82,234		4,269,589
*Ecology & Environment, Inc. Class A	1,000		15,000
Encore Wire Corp.	2,148		46,590
*EnerSys	60,439		1,196,088
Ennis, Inc.	51,599		760,053
#*EnPro Industries, Inc.	18,755		334,214
Espey Manufacturing & Electronics Corp.	2,564		40,896
*Esterline Technologies Corp.	24,194		687,835
*ExpressJet Holdings, Inc.	1,060		1,473
Federal Signal Corp.	24,147		213,942
FedEx Corp.	184,382		12,508,475
*First Advantage Corp.	14,062		228,648
*Flow International Corp.	3,900		7,800
*Franklin Covey Co.	11,816		76,213
Frozen Food Express Industries, Inc.	8,986		32,439
G & K Services, Inc. Class A	32,639		741,558
*Gardner Denver Machinery, Inc.	8,705		254,099
GATX Corp.	73,797		1,861,160
*Genco Shipping & Trading, Ltd.	1,100		26,301
*Gencor Industries, Inc.	8,666		59,015
General Electric Co.	1,741,412		23,334,921
*Gibraltar Industries, Inc.	53,888		418,710
*GP Strategies Corp.	16,800		116,592
Great Lakes Dredge & Dock Corp.	65,383		378,568
*Greenbrier Companies, Inc.	13,077		137,178
*Griffon Corp.	43,752		421,769
*H&E Equipment Services, Inc.	66,829		711,061
Hardinge, Inc.	25,790		101,613
Heidrick & Struggles International, Inc.	2,100		43,029

71

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
*Herley Industries, Inc.	5,800	$	70,644
#*Hertz Global Holdings, Inc.	389,227		3,674,303
HNI Corp.	200		4,456
*Hoku Scientific, Inc.	400		820
Horizon Lines, Inc. Class A	3,300		16,533
*Hudson Highland Group, Inc.	35,619		73,731
#*Hurco Companies, Inc.	6,200		121,024
*ICT Group, Inc.	14,501		149,650
#Ingersoll-Rand P.L.C.	309,696		8,944,020
*Insituform Technologies, Inc. Class A	700		12,880
Insteel Industries, Inc.	4,889		49,819
#*Interline Brands, Inc.	74,162		1,255,563
International Shipholding Corp.	8,797		255,201
*Intersections, Inc.	35,048		168,230
#*JetBlue Airways Corp.	152,100		777,231
*Kadant, Inc.	5,957		66,182
Kaman Corp. Class A	26,370		505,777
#*Kansas City Southern	10,954		222,476
KBR, Inc.	748		15,850
*Kelly Services, Inc. Class A	52,429		616,565
Kennametal, Inc.	15,810		337,069
*Key Technology, Inc.	2,124		23,088
*Kforce, Inc.	37,557		365,805
Kimball International, Inc. Class B	28,687		195,072
*Korn/Ferry International	8,500		118,235
L.S. Starrett Co. Class A	5,000		43,300
*Ladish Co., Inc.	45,562		501,182
Lawson Products, Inc.	1,959		32,911
*Layne Christensen Co.	2,100		49,833
*LECG Corp.	32,016		117,819
*LGL Group, Inc.	400		1,160
*LMI Aerospace, Inc.	11,300		102,830
LSI Industries, Inc.	24,254		157,408
*Lydall, Inc.	14,001		45,503
*M&F Worldwide Corp.	29,969		596,083
#Manitowoc Co., Inc. (The)	4,200		25,956
#Manpower, Inc.	40,067		1,921,213
*Marten Transport, Ltd.	34,577		609,938
#Masco Corp.	155,344		2,163,942
McGrath Rentcorp	2,900		55,738
*Metalico, Inc.	22,900		103,966
*MFRI, Inc.	7,300		43,800
*Miller Industries, Inc.	22,810		201,412
#*Mobile Mini, Inc.	58,161		941,045
*Moog, Inc. Class A	7,683		207,134
*MPS Group, Inc.	128,300		1,109,795
Mueller Industries, Inc.	18,063		429,177
Mueller Water Products, Inc.	180,568		696,992
NACCO Industries, Inc. Class A	10,965		461,517
National Technical Systems, Inc.	15,400		67,375
#*NCI Building Systems, Inc.	16,200		63,828
Norfolk Southern Corp.	333,288		14,414,706
Northrop Grumman Corp.	135,301		6,031,719
#*Northwest Pipe Co.	12,085		420,316
*Ocean Power Technologies, Inc.	1,500		7,110
*On Assignment, Inc.	57,765		244,346
*Oshkosh Truck Corp. Class B	61,610		1,691,195
#*Owens Corning, Inc.	152,823		2,808,887
*P.A.M. Transportation Services, Inc.	20,990		144,621
*Park-Ohio Holdings Corp.	5,647		35,237
Pentair, Inc.	3,773		103,078

72

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
*PGT, Inc.	7,271	$	14,760
*Pike Electric Corp.	3,700		38,961
*Pinnacle Airlines Corp.	8,182		27,328
#*Polypore International, Inc.	500		6,175
Portec Rail Products, Inc.	8,610		86,531
*PowerSecure International, Inc.	26,900		162,745
Providence & Worcester Railroad Co.	1,000		11,745
Quanex Building Products Corp.	2,800		33,292
R. R. Donnelley & Sons Co.	182,554		2,537,501
*RCM Technologies, Inc.	16,740		37,665
#*Republic Airways Holdings, Inc.	48,800		249,856
Republic Services, Inc.	163,167		4,340,242
#*Rush Enterprises, Inc. Class A	31,175		408,393
*Rush Enterprises, Inc. Class B	18,522		204,668
Ryder System, Inc.	89,844		3,156,220
*Saia, Inc.	10,800		195,048
*Sauer-Danfoss, Inc.	6,000		31,500
Schawk, Inc.	51,516		372,976
#*School Specialty, Inc.	37,902		847,868
Seaboard Corp.	2,041		2,234,895
*SIFCO Industries, Inc.	6,623		68,217
SkyWest, Inc.	96,038		1,217,762
*SL Industries, Inc.	300		1,875
#Southwest Airlines Co.	1,077,730		8,460,181
*Sparton Corp.	3,557		10,315
*Spherion Corp.	20,600		113,300
SPX Corp.	50,200		2,651,564
Standex International Corp.	29,500		369,635
Steelcase, Inc. Class A	85,520		626,006
*Sunair Electronics, Inc.	1,500		3,420
Superior Uniform Group, Inc.	9,178		76,177
*Supreme Industries, Inc.	1,140		2,440
*Sypris Solutions, Inc.	8,651		18,081
TAL International Group, Inc.	27,396		303,822
#*TAT Technologies, Ltd.	1,690		11,154
*Tech/Ops Sevcon, Inc.	874		2,491
Technology Research Corp.	12,921		37,083
*Tecumseh Products Co. Class A	11,200		91,616
*Tecumseh Products Co. Class B	1,400		14,294
Textainer Group Holdings, Ltd.	200		2,404
Timken Co.	131,078		2,671,370
Titan International, Inc.	8,801		65,479
#*Titan Machinery, Inc.	2,900		36,047
Todd Shipyards Corp.	9,932		165,864
*TRC Companies, Inc.	27,713		124,154
Tredegar Industries, Inc.	40,177		588,191
#*Trex Co., Inc.	8,793		143,766
*TriMas Corp.	6,336		27,498
Trinity Industries, Inc.	91,550		1,278,038
Triumph Group, Inc.	7,736		308,976
*Tufco Technologies, Inc.	1,000		3,020
#*Tutor Perini Corp.	40,023		738,424
Twin Disc, Inc.	8,794		77,563
Tyco International, Ltd.	456,370		13,791,501
*U.S. Home Systems, Inc.	4,314		11,260
#Union Pacific Corp.	489,811		28,173,929
*United Capital Corp.	300		7,290
#*United Rentals, Inc.	70,481		526,493
*United Stationers, Inc.	100		4,642
Universal Forest Products, Inc.	31,800		1,419,552
*URS Corp.	84,698		4,285,719

73

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Industrials — (Continued)
*USA Truck, Inc.	19,804	$	285,376
#*USG Corp.	5,400		76,356
*Valpey Fisher Corp.	1,464		1,976
*Versar, Inc.	6,026		23,803
Viad Corp.	34,729		615,398
Virco Manufacturing Corp.	12,601		39,693
*Volt Information Sciences, Inc.	45,263		360,294
*Waste Services, Inc.	32,675		156,187
Watts Water Technologies, Inc.	60,015		1,580,795
*WCA Waste Corp.	29,283		128,260
#Werner Enterprises, Inc.	64,932		1,172,672
*WESCO International, Inc.	2,010		49,627
*Willdan Group, Inc.	1,000		1,750
*Willis Lease Finance Corp.	7,300		105,485
#*YRC Worldwide, Inc.	55,668		77,935
Total Industrials			253,680,455
Information Technology — (6.1%)
*3Com Corp.	349,373		1,317,136
*Acorn Energy, Inc.	1,230		5,104
*Actel Corp.	33,263		370,550
*ActivIdentity Corp.	60,301		151,959
#*Activision Blizzard, Inc.	166,200		1,902,990
*Adaptec, Inc.	212,719		565,833
*Adept Technology, Inc.	700		1,631
*Advanced Analogic Technologies, Inc.	15,762		75,973
Agilysys, Inc.	26,100		122,931
*Amtech Systems, Inc.	10,600		60,844
*Anadigics, Inc.	400		1,656
*Anaren, Inc.	10,903		196,036
*Applied Micro Circuits Corp.	76,193		659,069
#*Arris Group, Inc.	198,932		2,422,992
*Arrow Electronics, Inc.	182,170		4,694,521
Astro-Med, Inc.	2,626		14,601
*ATMI, Inc.	3,100		56,389
*Avid Technology, Inc.	60,150		736,838
*Avnet, Inc.	220,900		5,389,960
#*Avocent Corp.	72,600		1,126,026
AVX Corp.	298,652		3,282,185
*Aware, Inc.	22,140		61,992
*AXT, Inc.	17,200		32,852
Bel Fuse, Inc. Class A	4,174		65,949
Bel Fuse, Inc. Class B	22,197		407,981
*Benchmark Electronics, Inc.	104,703		1,654,307
Black Box Corp.	29,500		810,365
*Brightpoint, Inc.	17,400		103,356
#*Brooks Automation, Inc.	92,404		547,956
#*Cadence Design Systems, Inc.	65,000		383,500
*California Micro Devices Corp.	36,836		117,875
*Cascade Microtech, Inc.	23,771		95,559
*CEVA, Inc.	11,334		99,399
*Checkpoint Systems, Inc.	33,700		584,021
*Ciber, Inc.	31,700		104,927
#Cognex Corp.	3,890		64,185
Cohu, Inc.	47,177		572,257
*Comarco, Inc.	5,608		12,562
Communications Systems, Inc.	12,153		145,228
#*Computer Sciences Corp.	225,553		10,864,888
*Concurrent Computer Corp.	13,740		74,471
*Convergys Corp.	197,364		2,113,768
*CPI International, Inc.	19,208		183,436

74

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*Cray, Inc.	18,873	$	153,249
*CSP, Inc.	2,514		9,478
CTS Corp.	34,200		288,306
*CyberOptics Corp.	9,134		61,198
*Cypress Semiconductor Corp.	224,209		2,381,100
*Datalink Corp.	5,600		17,080
*Dataram Corp.	11,134		16,256
*DDi Corp.	31,220		149,856
#*DealerTrack Holdings, Inc.	3,829		75,929
*Digi International, Inc.	45,567		465,239
*DSP Group, Inc.	60,501		526,964
*Dynamics Research Corp.	20,189		248,728
*Edgewater Technology, Inc.	15,903		42,143
Electro Rent Corp.	47,252		449,839
*Electro Scientific Industries, Inc.	34,300		449,330
*Electronics for Imaging, Inc.	83,600		953,040
*EMS Technologies, Inc.	1,490		32,780
*Emulex Corp.	8,000		73,040
*Endwave Corp.	19,715		46,922
#*Epicor Software Corp.	107,892		655,983
#*EPIQ Systems, Inc.	2,764		44,362
*ePlus, Inc.	6,354		104,015
*Euronet Worldwide, Inc.	46,878		986,313
*Exar Corp.	7,481		52,591
Fair Isaac Corp.	4,800		92,112
*Fairchild Semiconductor Corp. Class A	144,238		1,273,622
Fidelity National Information Services, Inc.	166,320		3,895,214
*FormFactor, Inc.	8,200		189,010
*Frequency Electronics, Inc.	17,253		60,385
*Gerber Scientific, Inc.	50,097		156,804
#*Globecomm Systems, Inc.	41,466		329,240
*GSI Technology, Inc.	27,494		108,876
*GTSI Corp.	8,203		52,171
*Hackett Group, Inc.	51,020		155,101
*Harris Stratex Networks, Inc. Class A	36,692		254,642
#*Henry Bros. Electronics, Inc.	8,485		50,486
#*Hutchinson Technology, Inc.	44,671		146,074
*Hypercom Corp.	66,500		141,645
*I.D. Systems, Inc.	13,298		48,804
*IAC/InterActiveCorp.	178,991		3,295,224
*Ikanos Communications, Inc.	12,254		21,567
*Imation Corp.	58,091		527,466
*Immersion Corp.	11,256		47,500
*infoGROUP, Inc.	28,026		168,717
*InfoSpace, Inc.	65,156		476,942
#*Ingram Micro, Inc.	299,279		5,033,873
*Insight Enterprises, Inc.	23,900		246,170
*Integrated Device Technology, Inc.	18,820		127,411
*Integrated Silicon Solution, Inc.	27,577		86,868
#*Intelli-Check, Inc.	1,800		3,096
*Internap Network Services Corp.	35,546		108,060
#*International Rectifier Corp.	91,600		1,516,896
*Internet Brands, Inc.	22,666		170,222
*Internet Capital Group, Inc.	58,172		434,545
*Interphase Corp.	4,460		22,255
*Intevac, Inc.	34,801		400,560
*IntriCon Corp.	2,835		7,371
*INX, Inc.	500		2,875
*iPass, Inc.	31,471		56,018
*IXYS Corp.	16,391		126,702
Jabil Circuit, Inc.	171,500		1,570,940

75

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*JDS Uniphase Corp.	137,990	$	808,621
Keithley Instruments, Inc.	15,357		85,538
*Key Tronic Corp.	15,546		27,205
*Keynote Systems, Inc.	21,900		220,314
*Kopin Corp.	20,276		80,496
*KVH Industries, Inc.	9,179		74,625
#*L-1 Identity Solutions, Inc.	143,173		1,126,772
*Lattice Semiconductor Corp.	131,578		290,787
*Littlefuse, Inc.	2,763		64,654
*LoJack Corp.	5,158		21,045
*LookSmart, Ltd.	35,680		40,318
*Loral Space & Communications, Inc.	35,669		746,552
*Mace Security International, Inc.	5,391		5,337
Marchex, Inc. Class B	41,491		181,731
*Measurement Specialties, Inc.	4,190		33,730
#*Mentor Graphics Corp.	16,127		111,921
*Mercury Computer Systems, Inc.	19,524		224,526
*Merrimac Industries, Inc.	2,600		21,970
Methode Electronics, Inc.	79,571		603,148
*Micron Technology, Inc.	990,716		6,330,675
*Microtune, Inc.	12,031		24,784
#*MKS Instruments, Inc.	85,290		1,652,067
#*ModusLink Global Solutions, Inc.	68,955		491,649
*MoSys, Inc.	11,829		19,163
Motorola, Inc.	2,108,701		15,098,299
*MSC.Software Corp.	52,565		384,250
*Nanometrics, Inc.	46,005		170,679
*Newport Corp.	56,016		413,958
*Nu Horizons Electronics Corp.	14,932		58,981
*Occam Networks, Inc.	27,224		107,263
*OmniVision Technologies, Inc.	38,897		514,607
*Open Text Corp.	5,078		191,339
*Oplink Communications, Inc.	35,186		447,566
*Opnext, Inc.	38,458		78,070
*Optelecom-NKF, Inc.	4,329		16,017
*Optical Cable Corp.	9,195		31,723
*Orbcomm, Inc.	11,500		25,760
*PAR Technology Corp.	24,005		132,508
*PC Connection, Inc.	52,813		303,147
*PC Mall, Inc.	10,070		87,508
*PC-Tel, Inc.	52,653		352,249
*PDF Solutions, Inc.	793		1,824
*Perceptron, Inc.	4,904		20,106
*Perficient, Inc.	14,478		106,848
*Performance Technologies, Inc.	25,851		77,553
*Pericom Semiconductor Corp.	12,868		122,246
*Pervasive Software, Inc.	35,664		189,732
*Phoenix Technologies, Ltd.	200		662
Plantronics, Inc.	19,000		449,730
*PLX Technology, Inc.	12,251		47,779
*Presstek, Inc.	7,000		11,900
•*Price Communications Liquidation Trust	47,738		6,520
Qualstar Corp.	5,300		11,660
*RadiSys Corp.	42,026		332,846
*RealNetworks, Inc.	224,844		652,048
Richardson Electronics, Ltd.	23,579		87,714
#*Rofin-Sinar Technologies, Inc.	11,100		240,981
*Rovi Corp.	129,011		3,374,928
*Rudolph Technologies, Inc.	69,020		563,893
*Sandisk Corp.	197,936		3,527,220
*SCM Microsystems, Inc.	18,612		40,946

76

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Information Technology — (Continued)
*SeaChange International, Inc.	29,306	$	268,150
*Semitool, Inc.	10,407		61,609
Servidyne, Inc.	7,283		13,546
*Sigma Designs, Inc.	2,475		40,021
*Silicon Image, Inc.	29,804		73,020
*Silicon Storage Technology, Inc.	197,920		372,090
#*Skyworks Solutions, Inc.	198,535		2,398,303
*Smith Micro Software, Inc.	17,501		200,036
*Soapstone Networks, Inc.	45,254		22,401
*SonicWALL, Inc.	163,232		1,238,931
*Spectrum Control, Inc.	20,295		200,312
*Standard Microsystems Corp.	38,219		886,681
*StarTek, Inc.	31,481		297,495
*Support.com, Inc.	58,641		144,257
#*Sycamore Networks, Inc.	517,447		1,759,320
*Symmetricom, Inc.	95,703		620,155
*Symyx Technologies, Inc.	40,492		280,610
#*SYNNEX Corp.	60,100		1,708,042
#*Tech Data Corp.	85,452		2,984,838
Technitrol, Inc.	12,400		90,024
*TechTeam Global, Inc.	19,526		126,724
*Tellabs, Inc.	303,499		1,760,294
*Telular Corp.	24,670		64,635
#*Teradyne, Inc.	266,660		2,101,281
*Tessco Technologies, Inc.	10,246		154,510
TheStreet.com, Inc.	34,407		71,567
*Tier Technologies, Inc. Class B	8,900		65,860
*Tollgrade Communications, Inc.	20,676		115,579
#*Track Data Corp.	1,932		6,472
*Trident Microsystems, Inc.	2,123		3,567
#*Triquint Semiconductor, Inc.	168,914		1,212,803
*TSR, Inc.	1,300		2,795
*TTM Technologies, Inc.	62,699		618,839
*Tyco Electronics, Ltd.	549,298		11,793,428
*Ultra Clean Holdings, Inc.	2,816		11,123
United Online, Inc.	51,420		472,036
*UTStarcom, Inc.	192,273		328,787
*Vicon Industries, Inc.	5,787		37,615
*Video Display Corp.	600		1,872
*Virage Logic Corp.	32,466		162,005
*Virtusa Corp.	1,300		12,116
*Vishay Intertechnology, Inc.	213,119		1,515,276
*Web.com Group, Inc.	60,937		374,153
*White Electronics Designs Corp.	27,184		124,231
*WPCS International, Inc.	9,861		28,696
Xerox Corp.	974,182		7,978,551
*Zoran Corp.	117,194		1,350,075
*Zygo Corp.	39,500		249,640
Total Information Technology			157,918,322
Materials — (2.7%)
A. Schulman, Inc.	26,800		571,108
#A.M. Castle & Co.	49,586		523,132
Alcoa, Inc.	289,907		3,409,306
*American Pacific Corp.	5,747		46,551
Ashland, Inc.	112,560		3,730,238
#*Brush Engineered Materials, Inc.	41,367		882,358
*Buckeye Technologies, Inc.	22,600		143,510
*Bway Holding Co.	44,908		714,037
Cabot Corp.	110,278		2,018,087
Carpenter Technology Corp.	3,300		61,677

77

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares	Value†
Materials — (Continued)
#*Coeur d’Alene Mines Corp.	1,400	$	19,880
Commercial Metals Co.	19,325		319,636
*Continental Materials Corp.	100		860
*Core Molding Technologies, Inc.	2,488		7,613
Cytec Industries, Inc.	64,700		1,623,970
#Dow Chemical Co.	358,853		7,596,918
Eastman Chemical Co.	2,800		139,048
#*Ferro Corp.	49,500		246,015
#*Flotek Industries, Inc.	17,689		33,255
Friedman Industries, Inc.	18,653		102,778
*Gentek, Inc.	8,444		200,376
*Graphic Packaging Holding Co.	1,716		3,655
*Haynes International, Inc.	800		18,424
#*Headwaters, Inc.	84,996		260,938
*Hecla Mining Co.	9,000		28,350
*Horsehead Holding Corp.	16,770		179,271
*ICO, Inc.	20,858		86,144
*Innospec, Inc.	2,811		33,563
International Paper Co.	497,362		9,355,379
Kaiser Aluminum Corp.	32,695		1,080,897
*Kapstone Paper and Packaging Corp.	1,140		5,746
KMG Chemicals, Inc.	2,795		20,683
#*Kronos Worldwide, Inc.	4,219		34,680
*Louisiana-Pacific Corp.	153,257		646,745
MeadWestavco Corp.	188,451		3,672,910
Minerals Technologies, Inc.	2,900		126,063
*Mod-Pac Corp.	1,091		2,968
Myers Industries, Inc.	65,520		644,717
Neenah Paper, Inc.	23,100		226,380
NL Industries, Inc.	63,495		433,671
#*Northern Technologies International Corp.	3,000		26,070
Olympic Steel, Inc.	2,500		63,775
#*OM Group, Inc.	51,135		1,721,204
P.H. Glatfelter Co.	50,000		517,500
*Penford Corp.	39,808		261,141
*PolyOne Corp.	146,576		628,811
Quaker Chemical Corp.	2,300		41,400
*Ready Mix, Inc.	3,839		14,588
Reliance Steel & Aluminum Co.	50,700		1,709,097
*Rock of Ages Corp.	1,200		2,574
#*Rockwood Holdings, Inc.	35,100		628,992
#*RTI International Metals, Inc.	35,400		628,704
Schnitzer Steel Industries, Inc. Class A	30,900		1,661,493
Schweitzer-Maudoit International, Inc.	32,213		1,053,365
*Solutia, Inc.	2,500		22,350
*Spartech Corp.	18,620		232,750
*Stillwater Mining Co.	34,270		229,266
*Synalloy Corp.	4,995		43,457
Temple-Inland, Inc.	44,500		696,870
#Texas Industries, Inc.	46,594		2,120,027
#*Titanium Metals Corp.	7,100		59,427
*U.S. Concrete, Inc.	82,977		162,635
*Universal Stainless & Alloy Products, Inc.	6,709		118,146
#Valspar Corp.	93,810		2,375,269
Westlake Chemical Corp.	105,000		2,623,950
Weyerhaeuser Co.	311,975		10,931,604
Worthington Industries, Inc.	64,670		854,937
*Zoltek Companies, Inc.	5,042		50,017
Total Materials			68,730,956

78

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

	Shares		Value†
Other — (0.0%)
•#*ePresence, Inc. Escrow Shares		6,400	$	—
•*MAIR Holdings, Inc. Escrow Shares		1,415		—
•#*Pelican Financial, Inc. Escrow Shares		300		—
•*Petrocorp, Inc. Escrow Shares		900		54
Total Other				54
Telecommunication Services — (4.2%)
*Arbinet Corp.		3,200		6,720
AT&T, Inc.		2,510,122		65,840,500
CenturyTel, Inc.		87,230		2,738,150
D&E Communications, Inc.		24,213		256,658
*General Communications, Inc. Class A		44,592		305,455
#*Sprint Nextel Corp.		3,528,077		14,112,308
*SureWest Communications		15,836		202,859
Telephone & Data Systems, Inc.		80,200		2,064,348
Telephone & Data Systems, Inc. Special Shares		67,452		1,625,593
*United States Cellular Corp.		33,568		1,202,406
Verizon Communications, Inc.		642,780		20,613,954
*Xeta Corp.		18,366		39,487
Total Telecommunication Services				109,008,438
Utilities — (0.6%)
#*AES Corp.		425,099		5,437,016
#*Calpine Corp.		201,943		2,601,026
Maine & Maritimes Corp.		1,600		57,600
*Mirant Corp.		172,860		3,121,852
#Questar Corp.		83,700		2,767,959
*RRI Energy, Inc.		444,750		2,379,412
Unitil Corp.		1,800		37,152
Total Utilities				16,402,017
TOTAL COMMON STOCKS				2,175,752,289
RIGHTS/WARRANTS — (0.0%)
•*Lantronix, Inc. Warrants 2008		33		—
•*Preferred Bank Rights 08/24/09		9,332		3,136
TOTAL RIGHTS/WARRANTS				3,136
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares		7,177,214		7,177,214
	Shares/ Face Amount
	(000)
SECURITIES LENDING COLLATERAL — (16.0%)
§@DFA Short Term Investment Fund LP		410,556,270		410,556,270
@Repurchase Agreement, Deutsche Bank Securities 0.20%, 08/03/09 (Collateralized by $4,389,470 FHLMC 4.000%, 07/01/39, valued at $4,274,737) to be repurchased at $4,150,299	$	4,150		4,150,230
@Repurchase Agreement, UBS Securities LLC 0.19%, 08/03/09 (Collateralized by $1,770,000 FNMA 6.000%, 02/01/39, valued at $1,650,808) to be repurchased at $1,600,566		1,601		1,600,541
TOTAL SECURITIES LENDING COLLATERAL				416,307,041
TOTAL INVESTMENTS — (100.0%) (Cost $2,812,633,673)##			$	2,599,239,680

79

THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES

CONTINUED

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

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	397,844,010		—	—	$	397,844,010
Consumer Staples		111,517,322		—	—		111,517,322
Energy		307,411,964		—	—		307,411,964
Financials		650,891,764		—	—		650,891,764
Health Care		102,346,987		—	—		102,346,987
Industrials		253,680,455		—	—		253,680,455
Information Technology		157,911,802	$	6,520	—		157,918,322
Materials		68,730,956		—	—		68,730,956
Other		—		54	—		54
Telecommunication Services		109,008,438		—	—		109,008,438
Utilities		16,402,017		—	—		16,402,017
Rights/Warrants		—		3,136	—		3,136
Temporary Cash Investments		7,177,214		—	—		7,177,214
Securities Lending Collateral		—		416,307,041	—		416,307,041
TOTAL	$	2,182,922,929	$	416,316,751	—	$	2,599,239,680

80

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’s advisor is Dimensional Fund Advisors LP. At July 31, 2009, the Trust consisted of fourteen investment portfolios, of which five are included in this document.

Security Valuation

Securities held by the Domestic Equity Portfolios (The U.S. Large Company Series, The U.S. Large Cap Value Series and The Tax-Managed U.S. Marketwide Value Series) and the International Equity Portfolios (The DFA International Value Series and The Emerging Markets Series), including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on NASDAQ are valued at the Nasdaq Official Closing Price (“NOCP”). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and International Equity Portfolios value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

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

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of 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 International Equity Portfolios 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, and may trigger fair value pricing. Consequently, 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). 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 an International Equity Portfolio. 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.

Adoption of Statement of Financial Accounting Standards No. 157 “Fair Value Measurements” (“FAS 157”)

Effective December 1, 2007, the Series adopted Financial Accounting Standards No. 157. This standard clarifies the definition of fair value for financial reporting, establishes a framework for measuring fair value and requires additional disclosures about the use of fair value measurements. The three levels of the fair value hierarchy under FAS 157 are described below:

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

81

• 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)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Federal Tax Cost

At July 31, 2009, the total cost of securities for federal income tax purposes was:

The U.S. Large Company Series	$	4,081,611,882
The U.S. Large Cap Value Series		7,334,246,315
The DFA International Value Series		5,865,118,430
The Emerging Markets Series		1,326,571,969
The Tax-Managed U.S. Marketwide Value Series		2,813,401,746

Recent Issued Accounting Standards

In March 2008, Statement of Financial Accounting Standards No. 161, Disclosures about Derivative Instruments and Hedging Activities (“FAS 161”), was issued and is effective for fiscal years beginning after November 15, 2008. FAS 161 defines new disclosures of derivative instruments and hedging activities. Management is currently evaluating the implications of FAS 161. At this time, its impact on the Series’ financial statements has not yet been determined.

In May 2009, Statement of Financial Accounting Standards No. 165 (“FAS 165”), regarding Subsequent Events was issued and is effective for interim or annual financial periods after June 15, 2009. FAS 165 establishes general standards of accounting for and disclosure of events that occur after the financial statement date, but before the financial statements are issued. Management has evaluated the impact of all subsequent events on the Funds through September 29, 2009, the date the financial statements were issued, and had determined that there were no subsequent events requiring recognition or disclosure in the financial statements.

82

ITEM 2. 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-Q (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 1940 Act) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

ITEM 3. EXHIBITS.

(a) Separate certifications for the principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act are filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

Dimensional Investment Group Inc.
By:	/s/    David G. Booth
	David G. Booth
	Chairman, Director, President and Chief Executive Officer

Date: September 29, 2009

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:	/s/    David G. Booth
	David G. Booth
	Principal Executive Officer
	Dimensional Investment Group Inc.

Date: September 29, 2009

By:	/s/    David R. Martin
	David R. Martin
	Principal Financial Officer
	Dimensional Investment Group Inc.

Date: September 29, 2009