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Dfa vector equity 9-30-2013 pdf
1. DFA US Vector Equity
Dimensional
Core Snapshot
Third Quarter as of September 30, 2013
Portfolio Performance
For Institutional or Advisor Use Only
Size and Price-to-Book Performance
8.07%
4.58%
Size:
US Vector Equity Portfolio
8.58%
10.14%
Large Cap
Mid Cap
Small Cap
Neutral
Growth
4.37%
4.67%
6.86%
Return
Return
Return
Large Cap
68 15% 19%
Number of
Securities
Strategy
Weight
Market
Weight
102 10% 36%
Number of
Securities
Strategy
Weight
Market
Weight
42
Number of
Securities
2% 16%
Strategy
Weight
Value
9.13%
11.51%
Neutral
Growth
The core strategy targets the entire stock market, so
simple characteristics data do not describe its
complexity. For this reason, the portfolio is analyzed as
a breakout of size and price-to-book components. This,
too, could oversimplify, because the core is an
integrated structure, not a fund of funds or a simple set
of nine categories. But it should give of a sense of the
economic forces driving price changes.
Market Component Weights and Performance
Value
7.08%
P/B:
Market
Weight
The Number of Securities is the number of stocks per
component held in the strategy.
The Strategy Weight is the relative value weight of the
component within the Core Equity strategy.
The Market Weight is the relative value weight of the
component within the total stock market.
7.39%
9.67%
11.98%
Return
Return
Return
Mid Cap
173 18% 6%
Number of
Securities
Strategy
Weight
Market
Weight
244 11% 9%
Number of
Securities
Strategy
Weight
Market
Weight
112
Number of
Securities
The values are visualized in the Market and Portfolio
Maps on the reverse. Total Stock Market is the Russell
3000 Index.
3% 5%
Strategy
Weight
Market
Weight
Performance Summary
8.67%
11.34%
13.91%
14%
Return
Return
Return
12%
Small Cap
1,178 21% 4%
Number of
Securities
Strategy
Weight
Market
Weight
686 17% 4%
Number of
Securities
Strategy
Weight
Market
Weight
226
Number of
Securities
3% 2%
Strategy
Weight
Market
Weight
10%
8%
Large
6%
Mid
4%
Value
Small
Neutral
Growth
Quarterly and yearly portfolio, size and price-to-book, and market component performance data are calculated at the end of the quarter. Market component weights and the number of
securities are the quarterly average of the first of each month; for this reason, the number of securities may not match the quarter-end characteristics. Market component weights and
performance data use the following breaks: large, mid, and small cap are based on total market capitalization; value, neutral, and growth are based on price-to-book (P/B) ratio breaks.
Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the
performance shown. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be
worth more or less than their original cost. To obtain performance data current to the most recent month end, visit www.dimensional.com.