Dfa Investment Trust Co

Dfa Investment Trust Co

SECURITIES AND EXCHANGE COMMISSION FORM N-30D Initial annual and semi-annual reports mailed to investment company shareholders pursuant to Rule 30e-1 (other than those required to be submitted as part of Form NCSR) Filing Date: 1995-06-26 | Period of Report: 1994-11-30 SEC Accession No. 0000950116-95-000256 (HTML Version on secdatabase.com) FILER DFA INVESTMENT TRUST CO Business Address 1299 OCEAN AVE CIK:896162| State of Incorp.:DE | Fiscal Year End: 1231 11TH FLOOR Type: N-30D | Act: 40 | File No.: 811-07436 | Film No.: 95549148 SANTA MONICA CA 90401 3103958005 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ================================================================================ DFA Investment Dimensions Group Inc. and The DFA Investment Trust Company ANNUAL REPORT Year Ended November 30, 1994 ================================================================================ DFA INVESTMENT DIMENSIONS GROUP INC. ANNUAL REPORT TABLE OF CONTENTS <TABLE> <CAPTION> Page ----------------- <S> <C> Performance Charts ..................................................................... 1-6 Schedules of Investments ............................................................... The U.S. 9-10 Small Company Portfolio ............................................. 7-23 The U.S. 6-10 Small Company Portfolio ............................................. 24 The U.S. Large Company Portfolio .................................................. 24 The U.S. Small Cap Value Portfolio ................................................ 24 The U.S. Large Cap Value Portfolio ................................................ 24 The DFA/AEW Real Estate Securities Portfolio ...................................... 25-26 The Japanese Small Company Portfolio .............................................. 27-32 The Pacific Rim Small Company Portfolio ........................................... 33-43 The United Kingdom Small Company Portfolio ........................................ 44-51 The Emerging Markets Portfolio .................................................... 51 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document The Continental Small Company Portfolio ........................................... 52-63 The Large Cap International Portfolio ............................................. 64-67 The DFA International High Book to Market Portfolio ............................... 68 The DFA One-Year Fixed Income Portfolio ........................................... 68 The DFA Five-Year Government Portfolio ............................................ 68 The DFA Global Fixed Income Portfolio ............................................. 69 The DFA Intermediate Government Fixed Income Portfolio ............................ 70 Statements of Assets and Liabilities ................................................... 71-73 Statements of Operations ............................................................... 74-79 Statements of Changes in Net Assets .................................................... 80-85 Financial Highlights ................................................................... 86-95 Notes to Financial Statements .......................................................... 96-102 Report of Independent Accountants ...................................................... 103 </TABLE> This report is submitted for the information of the Fund's shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus. 2 THE DFA INVESTMENT TRUST COMPANY ANNUAL REPORT TABLE OF CONTENTS <TABLE> <CAPTION> Page ----------------- <S> <C> Performance Charts ..................................................................... 104-106 Schedules of Investments ............................................................... The U.S. 6-10 Small Company Series ................................................ 107-128 The U.S. Large Company Series ..................................................... 129-133 The U.S. Small Cap Value Series ................................................... 134-144 The U.S. Large Cap Value Series ................................................... 145-146 The DFA One-Year Fixed Income Series .............................................. 147-148 The DFA International Value Series ................................................ 149-155 The Emerging Markets Series ....................................................... 156-159 Statements of Assets and Liabilities ................................................... 160 Statements of Operations ............................................................... 161-162 Statements of Changes in Net Assets .................................................... 163-165 Financial Highlights ................................................................... 166-167 Notes to Financial Statements .......................................................... 168-170 Report of Independent Accountants ...................................................... 171 </TABLE> 3 DFA INVESTMENT DIMENSIONS GROUP INC. PERFORMANCE CHARTS =============================================================================== The U.S. 9-10 Small Company Portfolio Vs. 9-10 CRSP Index December 1984-November 1994 The following reflects the growth of a $10,000 investment. The U.S. 9-10 9-10 Small Company CRSP Portfolio Index ------------- ----- $10000 $10000 Dec-84 10150 10047 Jan-85 11225 11394 Feb-85 11530 11815 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Mar-85 11283 11622 Apr-85 11087 11493 May-85 11393 11747 Jun-85 11514 11822 Jul-85 11813 12112 Aug-85 11728 12066 Sep-85 11090 11377 Oct-85 11380 11647 Nov-85 12085 12250 Dec-85 12653 12675 Jan-86 12795 13159 Feb-86 13715 13946 Mar-86 14369 14586 Apr-86 14461 14817 May-86 14982 15303 Jun-86 15021 15382 Jul-86 13954 14179 Aug-86 14258 14323 Sep-86 13461 13409 Oct-86 13927 13693 Nov-86 13884 13608 Dec-86 13520 13113 Jan-87 14795 14543 Feb-87 15992 15655 Mar-87 16365 16080 Apr-87 15852 15683 May-87 15791 15598 Jun-87 16211 15828 Jul-87 16801 16167 Aug-87 17283 16396 Sep-87 17143 16112 Oct-87 12139 11525 Nov-87 11657 10907 Dec-87 12263 11256 Jan-88 12945 12110 Feb-88 13929 12926 Mar-88 14497 13471 Apr-88 14800 13663 May-88 14535 13303 Jun-88 15425 14004 Jul-88 15386 13981 Aug-88 15008 13677 Sep-88 15348 13878 Oct-88 15159 13656 Nov-88 14497 13143 Dec-88 15068 13499 Jan-89 15677 14146 4 DFA INVESTMENT DIMENSIONS GROUP INC. PERFORMANCE CHARTS =============================================================================== Feb-89 15807 14250 Mar-89 16373 14579 Apr-89 16830 14950 May-89 17439 15377 Jun-89 17090 15220 Jul-89 17786 15686 Aug-89 18003 16000 Sep-89 18003 16027 Oct-89 16915 14997 Nov-89 16829 14869 Dec-89 16604 14609 Jan-90 15335 13677 Feb-90 15622 13870 Mar-90 16197 14153 Apr-90 15766 13712 May-90 16650 14260 Jun-90 16890 14355 Jul-90 16245 13731 Aug-90 14140 11959 Sep-90 12967 10840 Oct-90 12226 10121 Nov-90 12776 10516 Dec-90 13024 10514 Jan-91 14119 11595 Feb-91 15690 13280 Mar-91 16757 14342 Apr-91 16814 14541 May-91 17376 14927 Jun-91 16533 14341 Jul-91 17206 14846 Aug-91 17655 15299 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Sep-91 17712 15493 Oct-91 18273 15851 Nov-91 17769 15300 Dec-91 18837 15941 Jan-92 20961 18152 Feb-92 21909 19128 Mar-92 21363 18679 Apr-92 20502 17803 May-92 20474 17824 Jun-92 19411 16897 Jul-92 20129 17436 Aug-92 19670 16943 Sep-92 19928 17212 Oct-92 20444 17686 Nov-92 22254 19401 Dec-92 23235 20090 Jan-93 24497 21253 Feb-93 24056 20658 Mar-93 24751 21259 Apr-93 23994 20606 May-93 24814 21389 Jun-93 24720 21428 Jul-93 25130 21760 5 DFA INVESTMENT DIMENSIONS GROUP INC. PERFORMANCE CHARTS =============================================================================== Aug-93 25982 22683 Sep-93 26803 23381 Oct-93 28066 24473 Nov-93 27574 23800 Dec-93 28109 24079 Jan-94 29846 25275 Feb-94 29778 25179 Mar-94 28450 23956 Apr-94 28620 23721 May-94 28586 23702 Jun-94 27837 23074 Jul-94 28349 23189 Aug-94 29305 24226 Sep-94 29612 24616 Oct-94 29953 24761 Nov-94 29000 23800 Annualized One Five Ten Total Return (%) Year Years Years - ------------------------------------------------------------------------------ 5.07 11.48 11.23 * Dimensional's objective is to capture premium returns and diversification benefits by investing in a broad cross-section of small companies on a market cap weighted basis. The 9-10 Strategy provides access to publicly traded U.S. small companies with market capitalization of approximately $150 million or less. * This portfolio's returns in fiscal 1994 reflected the performance of small companies in the U.S. Past performance is not predictive of future performance. CRSP 9-10 Index courtesy Center for Research in Security Prices, University of Chicago. - ------------------------------------------------------------------------------- 6 DFA INVESTMENT DIMENSIONS GROUP INC. PERFORMANCE CHARTS =============================================================================== The U.S. 6-10 Small Company Portfolio Vs. CRSP 6-10 Index April 1992-November 1994 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document The following reflects the growth of a $10,000 investment. The U.S. 6-10 CRSP Small Company 6-10 Portfolio

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