Overview

Quick Facts

Ticker

MULC

Daily Prices

$30.66
-0.02% (-$0.01)
2019-09-13

Summary Stats

Listing Date 2017-04-17
AUM $9.20 M
Mgmt. Fee 0.40%
MER 4 0.45%

Investment Objective

MULC seeks to track the performance of the John Hancock Dimensional Large Cap Index (CAD Hedged), before fees and expenses.

ETF Characteristics 1

Price to Book (P/B) 2.93665
Price to Earnings (P/E) 17.4702
Average Market Cap
Dividend Yield 1.94%
Units Outstanding 300000
Number of Holdings 784
Target Range Top 750 market capitalization
Hold Range 751-800 market capitalization
Risk Rating Medium
Reconstitution Semi-Annual - March/September

Why Invest

Broad large-cap exposure

Targeting a wide range of large-cap U.S stocks to access the breadth of the market's opportunities

Time-tested multifactor approach

Emphasizing factors (smaller cap, lower relative price, and higher profitability) that academic research has linked to higher expected returns

Efficient structure

Seeking to minimize turnover, trading costs, tax liabilities, and cash drag

Performance ±

Growth Chart

Growth Chart

Compound Returns (%)

 
ETF
1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
-2.16 6.18 4.43 0.03
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF -2.16 6.18 4.43 0.03

Calendar Returns (%)

 
ETF
2018
-7.95
2018
ETF -7.95

Portfolio Allocation as of 2019-09-13

Geographic Allocation (%)

Geographic Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Geographic Allocation pie chart.
Name Weight %
United States 97.52
Ireland 0.88
United Kingdom 0.76
Switzerland 0.41
Bermuda 0.18
Canada 0.13
Sweden 0.06
Australia 0.04
Peru 0.01
Other 0.01

Sector Allocation (%)

Sector Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Sector Allocation pie chart.
Name Weight %
Information Technology 20.16
Financials 14.58
Health Care 12.57
Industrials 12.38
Consumer Discretionary 10.83
Communication Services 7.36
Consumer Staples 6.64
Utilities 4.60
Energy 4.01
Other 6.87

Asset Allocation (%)

Asset Allocation pie chart. See following table for detailed information. The pie slices display the relative value of each table entry.

Asset Allocation pie chart.
Name Weight %
Equities 99.91
Currency 0.07
Cash 0.02

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 3.09
Microsoft Corporation MSFT US5949181045 2.26
Amazon.com Inc. AMZN US0231351067 1.56
Alphabet Inc., Class "A" GOOGL US02079K3059 1.37
JPMorgan Chase & Co. JPM US46625H1005 1.11
Berkshire Hathaway Inc., Class "B" BRK/B US0846707026 1.02
Johnson & Johnson JNJ US4781601046 0.90
Facebook Inc., Class "A" FB US30303M1027 0.87
Intel Corporation INTC US4581401001 0.77
Visa Inc., Class "A" V US92826C8394 0.74
Exxon Mobil Corporation XOM US30231G1022 0.74
Procter & Gamble Company (The) PG US7427181091 0.73
Bank of America Corporation BAC US0605051046 0.71
Comcast Corporation, Class "A" CMCSA US20030N1019 0.71
Home Depot Inc. (The) HD US4370761029 0.71
AT&T Inc. T US00206R1023 0.70
Mastercard Incorporated, Class "A" MA US57636Q1040 0.69
Chevron Corporation CVX US1667641005 0.68
UnitedHealth Group Incorporated UNH US91324P1021 0.65
Walt Disney Company (The) DIS US2546871060 0.63
Wells Fargo & Company WFC US9497461015 0.63
Cisco Systems Inc. CSCO US17275R1023 0.62
Verizon Communications Inc. VZ US92343V1044 0.59
Pfizer Inc. PFE US7170811035 0.58
Merck & Company Inc. MRK US58933Y1055 0.58
Walmart Inc. WMT US9311421039 0.57
Coca-Cola Company (The) KO US1912161007 0.50
PepsiCo Inc. PEP US7134481081 0.50
Oracle Corporation ORCL US68389X1054 0.48
Boeing Company (The) BA US0970231058 0.47
Citigroup Inc. C US1729674242 0.47
Abbott Laboratories ABT US0028241000 0.42
Union Pacific Corporation UNP US9078181081 0.40
L3Harris Technologies Inc. LHX US5024311095 0.40
McDonald's Corporation MCD US5801351017 0.38
Amgen Inc. AMGN US0311621009 0.37
International Business Machines Corporation IBM US4592001014 0.37
Fidelity National Information Services Inc. FIS US31620M1062 0.36
Texas Instruments Incorporated TXN US8825081040 0.36
United Technologies Corporation UTX US9130171096 0.36
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.36
Medtronic PLC MDT IE00BTN1Y115 0.35
Costco Wholesale Corporation COST US22160K1051 0.35
Lowe's Companies Inc. LOW US5486611073 0.33
Micron Technology Inc. MU US5951121038 0.33
Honeywell International Inc. HON US4385161066 0.33
QUALCOMM Incorporated QCOM US7475251036 0.32
Thermo Fisher Scientific Inc. TMO US8835561023 0.31
Cigna Corporation CI US1255231003 0.31
NIKE Inc., Class "B" NKE US6541061031 0.31
Broadcom Inc. AVGO US11135F1012 0.30
Starbucks Corporation SBUX US8552441094 0.30
Zoetis Inc. ZTS US98978V1035 0.29
Fiserv Inc. FISV US3377381088 0.29
S&P Global Inc. SPGI US78409V1044 0.29
Target Corporation TGT US87612E1064 0.28
CVS Health Corporation CVS US1266501006 0.27
Gilead Sciences Inc. GILD US3755581036 0.27
TJX Companies Inc. (The) TJX US8725401090 0.27
3M Company MMM US88579Y1010 0.27
PayPal Holdings Inc. PYPL US70450Y1038 0.27
United Continental Holdings Inc. UAL US9100471096 0.27
Xcel Energy Inc. XEL US98389B1008 0.26
Ross Stores Inc. ROST US7782961038 0.26
Norfolk Southern Corporation NSC US6558441084 0.26
American Express Company AXP US0258161092 0.26
U.S. Bancorp USB US9029733048 0.26
Lockheed Martin Corporation LMT US5398301094 0.26
Ingersoll-Rand PLC IR IE00B6330302 0.26
Adobe Inc. ADBE US00724F1012 0.26
Anthem Inc. ANTM US0367521038 0.26
Deere & Company DE US2441991054 0.26
Charter Communications Inc. CHTR US16119P1084 0.25
Caterpillar Inc. CAT US1491231015 0.24
Travelers Companies Inc. (The) TRV US89417E1091 0.24
Amphenol Corporation APH US0320951017 0.24
Lam Research Corporation LRCX US5128071082 0.24
AbbVie Inc. ABBV US00287Y1091 0.24
Eli Lilly & Company LLY US5324571083 0.24
NextEra Energy Inc. NEE US65339F1012 0.24
American Electric Power Company Inc. AEP US0255371017 0.24
Capital One Financial Corporation COF US14040H1059 0.23
Exelon Corporation EXC US30161N1019 0.23
Danaher Corporation DHR US2358511028 0.23
Mondelez International Inc. MDLZ US6092071058 0.23
Waste Management Inc. WM US94106L1098 0.23
NVIDIA Corporation NVDA US67066G1040 0.23
Stryker Corporation SYK US8636671013 0.23
Alphabet Inc., Class "C" GOOG US02079K1079 0.23
Philip Morris International Inc. PM US7181721090 0.23
Booking Holdings Inc. BKNG US09857L1089 0.23
Valero Energy Corporation VLO US91913Y1001 0.22
Aon PLC AON GB00B5BT0K07 0.22
Delta Air Lines Inc. DAL US2473617023 0.22
Goldman Sachs Group Inc. (The) GS US38141G1040 0.22
Netflix Inc. NFLX US64110L1061 0.22
Applied Materials Inc. AMAT US0382221051 0.22
Automatic Data Processing Inc. ADP US0530151036 0.22
Northrop Grumman Corporation NOC US6668071029 0.22
Analog Devices Inc. ADI US0326541051 0.21
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.21
PACCAR Inc. PCAR US6937181088 0.21
American Tower Corporation AMT US03027X1000 0.21
Consolidated Edison Inc. ED US2091151041 0.21
Raytheon Company RTN US7551115071 0.21
Republic Services Inc. RSG US7607591002 0.21
CSX Corporation CSX US1264081035 0.21
Becton, Dickinson and Company BDX US0758871091 0.21
Altria Group Inc. MO US02209S1033 0.21
Linde PLC LIN IE00BZ12WP82 0.21
Discover Financial Services DFS US2547091080 0.21
United Parcel Service Inc., Class "B" UPS US9113121068 0.20
Edison International EIX US2810201077 0.20
PNC Financial Services Group Inc. (The) PNC US6934751057 0.20
Illinois Tool Works Inc. ITW US4523081093 0.20
salesforce.com inc. CRM US79466L3024 0.20
Ameriprise Financial Inc. AMP US03076C1062 0.20
Parker-Hannifin Corporation PH US7010941042 0.20
Dollar Tree Inc. DLTR US2567461080 0.20
Aptiv PLC APTV JE00B783TY65 0.20
Intuit Inc. INTU US4612021034 0.20
Southern Company (The) SO US8425871071 0.20
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.19
Total System Services Inc. TSS US8919061098 0.19
T. Rowe Price Group Inc. TROW US74144T1088 0.19
Dollar General Corporation DG US2566771059 0.19
Corning Incorporated GLW US2193501051 0.19
Fifth Third Bancorp FITB US3167731005 0.19
SunTrust Banks Inc. STI US8679141031 0.19
Public Service Enterprise Group Inc. PEG US7445731067 0.19
Sherwin-Williams Company (The) SHW US8243481061 0.19
eBay Inc. EBAY US2786421030 0.19
Kroger Co. (The) KR US5010441013 0.19
Ecolab Inc. ECL US2788651006 0.19
Marathon Petroleum Corporation MPC US56585A1025 0.19
Progressive Corporation (The) PGR US7433151039 0.19
Eversource Energy ES US30040W1080 0.19
Entergy Corporation ETR US29364G1031 0.19
Aflac Inc. AFL US0010551028 0.18
Sysco Corporation SYY US8718291078 0.18
Bank of New York Mellon Corporation (The) BK US0640581007 0.18
Omnicom Group Inc. OMC US6819191064 0.18
Dominion Energy Inc. D US25746U1097 0.18
Hershey Company (The) HSY US4278661081 0.18
Air Products and Chemicals Inc. APD US0091581068 0.18
Ball Corporation BLL US0584981064 0.18
TE Connectivity Ltd. TEL CH0102993182 0.18
DTE Energy Company DTE US2333311072 0.18
Cintas Corporation CTAS US1729081059 0.18
General Electric Company GE US3696041033 0.18
Marsh & McLennan Companies Inc. MMC US5717481023 0.18
Humana Inc. HUM US4448591028 0.18
Duke Energy Corporation DUK US26441C2044 0.18
SBA Communications Corporation SBAC US78410G1040 0.18
Paychex Inc. PAYX US7043261079 0.18
General Motors Company GM US37045V1008 0.18
Southwest Airlines Co. LUV US8447411088 0.17
Motorola Solutions Inc. MSI US6200763075 0.17
Agilent Technologies Inc. A US00846U1016 0.17
WEC Energy Group Inc. WEC US92939U1060 0.17
General Mills Inc. GIS US3703341046 0.17
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.17
Boston Scientific Corporation BSX US1011371077 0.17
Laboratory Corporation of America Holdings LH US50540R4092 0.17
Stanley Black & Decker Inc. SWK US8545021011 0.17
Celgene Corporation CELG US1510201049 0.17
Quest Diagnostics Incorporated DGX US74834L1008 0.17
Morgan Stanley MS US6174464486 0.17
Roper Technologies Inc. ROP US7766961061 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Baxter International Inc. BAX US0718131099 0.17
CME Group Inc., Class "A" CME US12572Q1058 0.17
American International Group Inc. AIG US0268747849 0.17
Bristol-Myers Squibb Company BMY US1101221083 0.17
Western Digital Corporation WDC US9581021055 0.17
Regions Financial Corporation RF US7591EP1005 0.16
Ameren Corporation AEE US0236081024 0.16
Emerson Electric Company EMR US2910111044 0.16
Verisk Analytics Inc. VRSK US92345Y1064 0.16
PPG Industries Inc. PPG US6935061076 0.16
FleetCor Technologies Inc. FLT US3390411052 0.16
Eaton Corporation PLC ETN IE00B8KQN827 0.16
Cummins Inc. CMI US2310211063 0.16
Rockwell Automation Inc. ROK US7739031091 0.16
Marriott International Inc., Class "A" MAR US5719032022 0.16
IDEXX Laboratories Inc. IDXX US45168D1046 0.16
Best Buy Company Inc. BBY US0865161014 0.16
Clorox Company (The) CLX US1890541097 0.16
Chubb Limited CB CH0044328745 0.16
McKesson Corporation MCK US58155Q1031 0.16
Allstate Corporation (The) ALL US0200021014 0.16
FirstEnergy Corp. FE US3379321074 0.16
FedEx Corporation FDX US31428X1063 0.16
AutoZone Inc. AZO US0533321024 0.16
Seagate Technology PLC STX IE00B58JVZ52 0.16
ConocoPhillips COP US20825C1045 0.16
M&T Bank Corporation MTB US55261F1049 0.16
Prudential Financial Inc. PRU US7443201022 0.16
O'Reilly Automotive Inc. ORLY US67103H1077 0.16
Activision Blizzard Inc. ATVI US00507V1098 0.16
Edwards Lifesciences Corporation EW US28176E1082 0.16
Cerner Corporation CERN US1567821046 0.15
ONEOK Inc. OKE US6826801036 0.15
International Paper Company IP US4601461035 0.15
Johnson Controls International PLC JCI IE00BY7QL619 0.15
Global Payments Inc. GPN US37940X1028 0.15
Ally Financial Inc. ALLY US02005N1000 0.15
Charles Schwab Corporation (The) SCHW US8085131055 0.15
MSCI Inc. MSCI US55354G1004 0.15
Biogen Inc. BIIB US09062X1037 0.15
Cognizant Technology Solutions Corporation CTSH US1924461023 0.15
BB&T Corporation BBT US0549371070 0.15
Northern Trust Corporation NTRS US6658591044 0.15
Prologis Inc. PLD US74340W1036 0.15
AMETEK Inc. AME US0311001004 0.15
McCormick & Company Incorporated MKC US5797802064 0.15
Microchip Technology Incorporated MCHP US5950171042 0.15
Crown Castle International Corp. CCI US22822V1017 0.15
W.W. Grainger Inc. GWW US3848021040 0.15
Synchrony Financial SYF US87165B1035 0.15
General Dynamics Corporation GD US3695501086 0.15
Phillips 66 PSX US7185461040 0.15
Colgate-Palmolive Company CL US1941621039 0.15
Equifax Inc. EFX US2944291051 0.15
Illumina Inc. ILMN US4523271090 0.14
Universal Health Services Inc. UHS US9139031002 0.14
Kimberly-Clark Corporation KMB US4943681035 0.14
Moody's Corporation MCO US6153691059 0.14
PPL Corporation PPL US69351T1060 0.14
Principal Financial Group Inc. PFG US74251V1026 0.14
IQVIA Holdings Inc. IQV US46266C1053 0.14
Celanese Corporation, Series "A" CE US1508701034 0.14
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.14
TransDigm Group Incorporated TDG US8936411003 0.14
Chipotle Mexican Grill Inc. CMG US1696561059 0.14
Equity Residential EQR US29476L1070 0.14
Constellation Brands Inc. STZ US21036P1084 0.14
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.14
VF Corporation VFC US9182041080 0.14
Mettler-Toledo International Inc. MTD US5926881054 0.14
Dover Corporation DOV US2600031080 0.14
Tyson Foods Inc., Class "A" TSN US9024941034 0.14
Synopsys Inc. SNPS US8716071076 0.14
Nucor Corporation NUE US6703461052 0.14
Kinder Morgan Inc. KMI US49456B1017 0.14
Yum! Brands Inc. YUM US9884981013 0.14
Waters Corporation WAT US9418481035 0.14
Fastenal Company FAST US3119001044 0.14
AvalonBay Communities Inc. AVB US0534841012 0.13
Welltower Inc. WELL US95040Q1040 0.13
Archer-Daniels-Midland Company ADM US0394831020 0.13
Intuitive Surgical Inc. ISRG US46120E6023 0.13
Weyerhaeuser Company WY US9621661043 0.13
KeyCorp KEY US4932671088 0.13
Ford Motor Company F US3453708600 0.13
American Water Works Company Inc. AWK US0304201033 0.13
Occidental Petroleum Corporation OXY US6745991058 0.13
Vulcan Materials Company VMC US9291601097 0.13
Newmont Goldcorp Corp. NEM US6516391066 0.13
NVR Inc. NVR US62944T1051 0.13
MetLife Inc. MET US59156R1086 0.13
Maxim Integrated Products Inc. MXIM US57772K1016 0.13
Hasbro Inc. HAS US4180561072 0.13
ServiceNow Inc. NOW US81762P1021 0.13
Fortive Corporation FTV US34959J1088 0.12
Walgreens Boots Alliance Inc. WBA US9314271084 0.12
D.R. Horton Inc. DHI US23331A1097 0.12
ResMed Inc. RMD US7611521078 0.12
Hewlett Packard Enterprise Company HPE US42824C1099 0.12
CarMax Inc. KMX US1431301027 0.12
Equinix Inc. EQIX US29444U7000 0.12
Citizens Financial Group Inc. CFG US1746101054 0.12
Allergan PLC AGN IE00BY9D5467 0.12
CMS Energy Corporation CMS US1258961002 0.12
NetApp Inc. NTAP US64110D1046 0.12
VeriSign Inc. VRSN US92343E1029 0.12
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.12
Genuine Parts Company GPC US3724601055 0.12
Lincoln National Corporation LNC US5341871094 0.12
Symantec Corporation SYMC US8715031089 0.12
HP Inc. HPQ US40434L1052 0.12
Royal Caribbean Cruises Ltd. RCL LR0008862868 0.12
Cincinnati Financial Corporation CINF US1720621010 0.12
Twitter Inc. TWTR US90184L1026 0.12
Darden Restaurants Inc. DRI US2371941053 0.11
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.11
Centene Corporation CNC US15135B1017 0.11
Hess Corporation HES US42809H1077 0.11
CBRE Group Inc. CBRE US12504L1098 0.11
BlackRock Inc., Class "A" BLK US09247X1019 0.11
ANSYS Inc. ANSS US03662Q1058 0.11
Skyworks Solutions Inc. SWKS US83088M1027 0.11
Akamai Technologies Inc. AKAM US00971T1016 0.11
lululemon athletica inc. LULU US5500211090 0.11
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.11
Hologic Inc. HOLX US4364401012 0.11
Sempra Energy SRE US8168511090 0.11
Cadence Design Systems Inc. CDNS US1273871087 0.11
Freeport-McMoRan Inc. FCX US35671D8570 0.11
Simon Property Group Inc. SPG US8288061091 0.11
HCA Healthcare Inc. HCA US40412C1018 0.11
CDW Corporation CDW US12514G1085 0.11
Ventas Inc. VTR US92276F1003 0.11
Martin Marietta Materials Inc. MLM US5732841060 0.11
DowDuPont Inc. DD US26614N1028 0.11
Electronic Arts Inc. EA US2855121099 0.11
EOG Resources Inc. EOG US26875P1012 0.11
Expedia Group Inc. EXPE US30212P3038 0.11
CenterPoint Energy Inc. CNP US15189T1079 0.11
Digital Realty Trust Inc. DLR US2538681030 0.11
Loews Corporation L US5404241086 0.11
Kansas City Southern KSU US4851703029 0.11
Keysight Technologies Inc. KEYS US49338L1035 0.11
CBS Corporation CBS US1248572026 0.11
Citrix Systems Inc. CTXS US1773761002 0.10
Textron Inc. TXT US8832031012 0.10
JB Hunt Transport Services Inc. JBHT US4456581077 0.10
Church & Dwight Company Inc. CHD US1713401024 0.10
Eastman Chemical Company EMN US2774321002 0.10
CF Industries Holdings Inc. CF US1252691001 0.10
Cardinal Health Inc. CAH US14149Y1082 0.10
Huntington Bancshares Inc. HBAN US4461501045 0.10
Essex Property Trust Inc. ESS US2971781057 0.10
ConAgra Brands Inc. CAG US2058871029 0.10
AmerisourceBergen Corporation ABC US03073E1055 0.10
Expeditors International of Washington Inc. EXPD US3021301094 0.10
Evergy Inc. EVRG US30034W1062 0.10
IAC/InterActiveCorp. IAC US44919P5089 0.10
Williams Companies Inc. (The) WMB US9694571004 0.10
Copart Inc. CPRT US2172041061 0.10
DaVita Inc. DVA US23918K1088 0.10
Broadridge Financial Solutions Inc. BR US11133T1034 0.10
Boston Properties Inc. BXP US1011211018 0.10
Schlumberger Ltd. SLB AN8068571086 0.10
Arthur J Gallagher & Co. AJG US3635761097 0.10
MGM Resorts International MGM US5529531015 0.10
KLA Corp KLAC US4824801009 0.10
Kohl's Corporation KSS US5002551043 0.10
CH Robinson Worldwide Inc. CHRW US12541W2098 0.10
Kellogg Company K US4878361082 0.10
Ulta Beauty Inc. ULTA US90384S3031 0.10
Tractor Supply Company TSCO US8923561067 0.10
Realty Income Corporation O US7561091049 0.10
American Airlines Group Inc. AAL US02376R1023 0.10
United Rentals Inc. URI US9113631090 0.10
Advanced Micro Devices Inc. AMD US0079031078 0.10
Autodesk Inc. ADSK US0527691069 0.09
Las Vegas Sands Corp. LVS US5178341070 0.09
Whirlpool Corporation WHR US9633201069 0.09
Noble Energy Inc. NBL US6550441058 0.09
Marvell Technology Group Ltd. MRVL BMG5876H1051 0.09
Monster Beverage Corporation MNST US61174X1090 0.09
CoStar Group Inc. CSGP US22160N1090 0.09
Public Storage PSA US74460D1090 0.09
Pinnacle West Capital Corporation PNW US7234841010 0.09
AES Corporation (The) AES US00130H1059 0.09
Xilinx Inc. XLNX US9839191015 0.09
IDEX Corporation IEX US45167R1041 0.09
NiSource Inc. NI US65473P1057 0.09
Henry Schein Inc. HSIC US8064071025 0.09
Cooper Companies Inc. (The) COO US2166484020 0.09
Amdocs Limited DOX GB0022569080 0.09
Xylem Inc. XYL US98419M1009 0.09
First Republic Bank FRC US33616C1009 0.09
Pioneer Natural Resources Company PXD US7237871071 0.09
Arch Capital Group Ltd. ACGL BMG0450A1053 0.09
T-Mobile US Inc. TMUS US8725901040 0.09
Carnival Corporation CCL PA1436583006 0.09
Reinsurance Group of America Incorporated RGA US7593516047 0.08
Tiffany & Co. TIF US8865471085 0.08
W. R. Berkley Corporation WRB US0844231029 0.08
Packaging Corporation of America PKG US6951561090 0.08
WellCare Health Plans Inc. WCG US94946T1060 0.08
Lear Corporation LEA US5218652049 0.08
HollyFrontier Corporation HFC US4361061082 0.08
State Street Corporation STT US8574771031 0.08
Varian Medical Systems Inc. VAR US92220P1057 0.08
Comerica Incorporated CMA US2003401070 0.08
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.08
Leidos Holdings Inc. LDOS US5253271028 0.08
IHS Markit Ltd. INFO BMG475671050 0.08
CenturyLink Inc. CTL US1567001060 0.08
Everest Re Group Ltd. RE BMG3223R1088 0.08
FMC Corporation FMC US3024913036 0.08
Globe Life Inc. GL US37959E1029 0.08
Teleflex Incorporated TFX US8793691069 0.08
Markel Corporation MKL US5705351048 0.08
Alliant Energy Corporation LNT US0188021085 0.08
Western Union Company (The) WU US9598021098 0.08
Nasdaq Inc. NDAQ US6311031081 0.08
JM Smucker Company (The) SJM US8326964058 0.08
Diamondback Energy Inc. FANG US25278X1090 0.08
Viacom Inc., Class "B" VIAB US92553P2011 0.08
Old Dominion Freight Line Inc. ODFL US6795801009 0.08
Masco Corporation MAS US5745991068 0.08
Raymond James Financial Inc. RJF US7547301090 0.08
E*TRADE Financial Corporation ETFC US2692464017 0.08
Aramark ARMK US03852U1060 0.08
Advance Auto Parts Inc. AAP US00751Y1064 0.08
Marathon Oil Corporation MRO US5658491064 0.08
Jacobs Engineering Group Inc. JEC US4698141078 0.08
Fidelity National Financial Inc. FNF US31620R3030 0.08
Alleghany Corp. Y US0171751003 0.08
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.08
Jack Henry & Associates Inc. JKHY US4262811015 0.08
DENTSPLY SIRONA Inc. XRAY US24906P1093 0.08
Molson Coors Brewing Company, Class "B" NV TAP US60871R2094 0.08
HCP Inc. HCP US40414L1098 0.08
Garmin Ltd. GRMN CH0114405324 0.07
Hormel Foods Corporation HRL US4404521001 0.07
Lennar Corporation LEN US5260571048 0.07
MarketAxess Holdings Inc. MKTX US57060D1081 0.07
International Flavors & Fragrances Inc. IFF US4595061015 0.07
Carlisle Companies Incorporated CSL US1423391002 0.07
FactSet Research Systems Inc. FDS US3030751057 0.07
Steris PLC STE IE00BFY8C754 0.07
Gartner Inc. IT US3666511072 0.07
Dow Inc. DOW US US2605571031 0.07
Lamb Weston Holdings Inc. LW US5132721045 0.07
Atmos Energy Corporation ATO US0495601058 0.07
SVB Financial Group SIVB US78486Q1013 0.07
TransUnion TRU US89400J1079 0.07
SEI Investments Company SEIC US7841171033 0.07
Burlington Stores Inc. BURL US1220171060 0.07
Alexandria Real Estate Equities Inc. ARE US0152711091 0.07
Arconic Inc. ARNC US03965L1008 0.07
United States Dollar 0.07
TechnipFMC PLC FTI GB00BDSFG982 0.07
Juniper Networks Inc. JNPR US48203R1041 0.07
Mylan NV MYL NL0011031208 0.07
OGE Energy Corporation OGE US6708371033 0.07
Huntington Ingalls Industries Inc. HII US4464131063 0.07
Concho Resources Inc. CXO US20605P1012 0.07
Snap-on Inc. SNA US8330341012 0.07
Spirit AeroSystems Holdings Inc. SPR US8485741099 0.07
Devon Energy Corporation DVN US25179M1036 0.07
Alaska Air Group Inc. ALK US0116591092 0.07
PulteGroup Inc. PHM US7458671010 0.07
Extra Space Storage Inc. EXR US30225T1025 0.07
Workday Inc. WDAY US98138H1014 0.07
Campbell Soup Company CPB US1344291091 0.07
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.07
UGI Corporation UGI US9026811052 0.07
RPM International Inc. RPM US7496851038 0.07
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.07
Tesla Inc. TSLA US88160R1014 0.07
Teradyne Inc. TER US8807701029 0.07
Franklin Resources Inc. BEN US3546131018 0.07
Arrow Electronics Inc. ARW US0427351004 0.07
Align Technology Inc. ALGN US0162551016 0.07
F5 Networks Inc. FFIV US3156161024 0.07
Allegion PLC ALLE IE00BFRT3W74 0.07
Service Corporation International SCI US8175651046 0.07
Unum Group UNM US91529Y1064 0.06
Bunge Limited BG BMG169621056 0.06
Palo Alto Networks Inc. PANW US6974351057 0.06
Avery Dennison Corporation AVY US0536111091 0.06
BorgWarner Inc. BWA US0997241064 0.06
Alliance Data Systems Corporation ADS US0185811082 0.06
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.06
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.06
Zions Bancorporation NA ZION US9897011071 0.06
Harley-Davidson Inc. HOG US4128221086 0.06
Cheniere Energy Inc. LNG US16411R2085 0.06
Host Hotels & Resorts Inc. HST US44107P1049 0.06
Mid-America Apartment Communities Inc. MAA US59522J1034 0.06
Trimble Inc. TRMB US8962391004 0.06
Flex Ltd. FLEX SG9999000020 0.06
Cboe Global Markets Inc. CBOE US12503M1080 0.06
UDR Inc. UDR US9026531049 0.06
American Financial Group Inc. AFG US0259321042 0.06
LKQ Corporation LKQ US5018892084 0.06
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.06
Qorvo Inc. QRVO US74736K1016 0.06
Live Nation Entertainment Inc. LYV US5380341090 0.06
Mohawk Industries Inc. MHK US6081901042 0.06
ManpowerGroup Inc. MAN US56418H1005 0.06
Voya Financial Inc. VOYA US9290891004 0.06
Wynn Resorts Ltd. WYNN US9831341071 0.06
Crown Holdings Inc. CCK US2283681060 0.06
Reliance Steel & Aluminum Company RS US7595091023 0.06
PerkinElmer Inc. PKI US7140461093 0.06
Take-Two Interactive Software Inc. TTWO US8740541094 0.06
Xerox Holdings Corp XRX US98421M1062 0.06
Lennox International Inc. LII US5261071071 0.06
Discovery Inc., Class "A" DISCA US25470F1049 0.06
Splunk Inc. SPLK US8486371045 0.06
Duke Realty Corporation DRE US2644115055 0.06
Macy's Inc. M US55616P1049 0.06
ON Semiconductor Corporation ON US6821891057 0.06
Brown & Brown Inc. BRO US1152361010 0.06
WestRock Company WRK US96145D1054 0.06
Autoliv Inc. ALV US0528001094 0.06
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.06
Vornado Realty Trust VNO US9290421091 0.05
DXC Technology Company DXC US23355L1061 0.05
Hubbell Inc. HUBB US4435106079 0.05
Domino's Pizza Inc. DPZ US25754A2015 0.05
Robert Half International Inc. RHI US7703231032 0.05
Mosaic Company (The) MOS US61945C1036 0.05
Flowserve Corporation FLS US34354P1057 0.05
Apache Corporation APA US0374111054 0.05
Wyndham Hotels & Resorts Inc. WH US98311A1051 0.05
Vail Resorts Inc. MTN US91879Q1094 0.05
Norwegian Cruise Line Holdings Ltd. NCLH BMG667211046 0.05
Steel Dynamics Inc. STLD US8581191009 0.05
Sealed Air Corporation SEE US81211K1007 0.05
NRG Energy Inc. NRG US6293775085 0.05
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.05
Veeva Systems Inc., Class "A" VEEV US9224751084 0.05
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.05
West Pharmaceutical Services Inc. WST US9553061055 0.05
US Foods Holding Corporation USFD US9120081099 0.05
Donaldson Company Inc. DCI US2576511099 0.05
Albemarle Corporation ALB US0126531013 0.05
HEICO Corporation HEI US4228061093 0.05
Ingredion Incorporated INGR US4571871023 0.05
WP Carey Inc. WPC US92936U1097 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
Newell Brands Inc. NWL US6512291062 0.05
Ralph Lauren Corporation RL US7512121010 0.05
WABCO Holdings Inc. WBC US92927K1025 0.05
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.05
Owens Corning OC US6907421019 0.05
Sun Communities Inc. SUI US8666741041 0.05
Gentex Corporation GNTX US3719011096 0.05
Westinghouse Air Brake Technologie WAB US9297401088 0.05
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.05
Toro Company (The) TTC US8910921084 0.05
Allison Transmission Holdings Inc. ALSN US01973R1014 0.05
Post Holdings Inc. POST US7374461041 0.05
National Oilwell Varco Inc. NOV US6370711011 0.05
DISH Network Corporation DISH US25470M1099 0.05
HD Supply Holdings Inc. HDS US40416M1053 0.05
Camden Property Trust CPT US1331311027 0.05
Federal Realty Investment Trust FRT US3137472060 0.05
Invesco Ltd. IVZ BMG491BT1088 0.05
Zebra Technologies Corporation ZBRA US9892071054 0.05
Halliburton Company HAL US4062161017 0.05
XPO Logistics Inc. XPO US9837931008 0.05
Elanco Animal Health Inc. ELAN US28414H1032 0.05
Nordstrom Inc. JWN US6556641008 0.05
Black Knight Inc. BKI US09215C1053 0.05
Corteva Inc. CTVA US22052L1044 0.05
Nordson Corp NDSN US6556631025 0.05
Arista Networks Inc. ANET US0404131064 0.05
East West Bancorp Inc. EWBC US27579R1041 0.04
Teledyne Technologies Incorporated TDY US8793601050 0.04
PVH Corp. PVH US6936561009 0.04
Tapestry Inc. TPR US8760301072 0.04
IAA Inc. IAA US4492531037 0.04
Pentair PLC PNR IE00BLS09M33 0.04
Qurate Retail Inc. QRTEA US74915M1009 0.04
Axalta Coating Systems Ltd. AXTA BMG0750C1082 0.04
Sirius XM Holdings Inc. SIRI US82968B1035 0.04
Incyte Corporation INCY US45337C1027 0.04
Tyler Technologies Inc. TYL US9022521051 0.04
Dell Technologies Inc., Class "C" DELL US24703L2025 0.04
Cabot Oil & Gas Corporation COG US1270971039 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Hanesbrands Inc. HBI US4103451021 0.04
Gap Inc. (The) GPS US3647601083 0.04
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.04
Middleby Corporation (The) MIDD US5962781010 0.04
Targa Resources Corp. TRGP US87612G1013 0.04
Regency Centers Corporation REG US7588491032 0.04
Polaris Inc. PII US7310681025 0.04
Fortinet Inc. FTNT US34959E1091 0.04
Old Republic International Corporation ORI US6802231042 0.04
AO Smith Corporation AOS US8318652091 0.04
Leggett & Platt Inc. LEG US5246601075 0.04
AptarGroup Inc. ATR US0383361039 0.04
Kimco Realty Corporation KIM US49446R1095 0.04
Sabre Corporation SABR US78573M1045 0.04
Liberty Media Corp-Liberty Formula One FWONK US5312298541 0.04
VEREIT Inc. VER US92339V1008 0.04
SL Green Realty Corporation SLG US78440X1019 0.04
Graco Inc. GGG US3841091040 0.04
Toll Brothers Inc. TOL US8894781033 0.04
CDK Global Inc. CDK US12508E1010 0.04
Jefferies Financial Group Inc. JEF US47233W1099 0.04
Commerce Bancshares Inc. CBSH US2005251036 0.04
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.04
Apartment Investment & Management Company AIV US03748R7540 0.04
Lincoln Electric Holdings Inc. LECO US5339001068 0.04
Capri Holdings Limited CPRI VGG1890L1076 0.04
Nielsen Holdings PLC NLSN GB00BWFY5505 0.04
Omega Healthcare Investors Inc. OHI US6819361006 0.04
Liberty Property Trust LPT US5311721048 0.04
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.04
Signature Bank SBNY US82669G1040 0.04
National Retail Properties Inc. NNN US6374171063 0.04
Bio-Rad Laboratories Inc. BIO US0905722072 0.04
Catalent Inc. CTLT US1488061029 0.04
People's United Financial Inc. PBCT US7127041058 0.04
VMware Inc. VMW US9285634021 0.04
Kilroy Realty Corporation KRC US49427F1084 0.03
JetBlue Airways Corporation JBLU US4771431016 0.03
News Corporation, Class "A" NWSA US65249B1098 0.03
Zayo Group Holdings Inc. ZAYO US98919V1052 0.03
Affiliated Managers Group Inc. AMG US0082521081 0.03
Kraft Heinz Company (The) KHC US5007541064 0.03
Square Inc., Class "A" SQ US8522341036 0.03
Paycom Software Inc. PAYC US70432V1026 0.03
Berry Global Group Inc. BERY US08579W1036 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
Pool Corporation POOL US73278L1052 0.03
Vistra Energy Corp. VST US92840M1027 0.03
Fox Corporation, Class "A" FOXA US35137L1052 0.03
Genpact Ltd. G BMG3922B1072 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
FLIR Systems Inc. FLIR US3024451011 0.03
GoDaddy Inc. GDDY US3802371076 0.03
Acuity Brands Inc. AYI US00508Y1029 0.03
Huntsman Corporation HUN US4470111075 0.03
Erie Indemnity Company ERIE US29530P1021 0.03
ABIOMED Inc. ABMD US0036541003 0.03
Altice USA Inc. ATUS US02156K1034 0.03
Rollins Inc. ROL US7757111049 0.03
Lamar Advertising Company LAMR US5128161099 0.03
WEX Inc. WEX US96208T1043 0.03
Guidewire Software Inc. GWRE US40171V1008 0.03
Aqua America Inc. WTR US03836W1036 0.03
Watsco Inc. WSO US9426222009 0.03
Cypress Semiconductor Corporation CY US2328061096 0.03
PTC Inc. PTC US69370C1009 0.03
Cognex Corporation CGNX US1924221039 0.03
Fluor Corporation FLR US3434121022 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
MDU Resources Group Inc. MDU US5526901096 0.03
EPAM Systems Inc. EPAM US29414B1044 0.03
Sprint Corporation S US85207U1051 0.03
IPG Photonics Corporation IPGP US44980X1090 0.03
Alcoa Corporation AA US0138721065 0.03
Santander Consumer USA Holdings Inc. SC US80283M1018 0.03
Douglas Emmett Inc. DEI US25960P1093 0.03
KAR Auction Services Inc. KAR US48238T1097 0.03
American Campus Communities Inc. ACC US0248351001 0.03
Baker Hughes, a GE Company BHGE US05722G1004 0.03
First American Financial Corporation FAF US31847R1023 0.03
Seattle Genetics Inc. SGEN US8125781026 0.02
Hill-Rom Holdings Inc. HRC US4314751029 0.02
Fair Isaac Corporation FICO US3032501047 0.02
TripAdvisor Inc. TRIP US8969452015 0.02
Charles River Laboratories International Inc. CRL US1598641074 0.02
Aspen Technology Inc. AZPN US0453271035 0.02
Exelixis Inc. EXEL US30161Q1040 0.02
Cimarex Energy Company XEC US1717981013 0.02
AMERCO UHAL US0235861004 0.02
Invitation Homes Inc. INVH US46187W1071 0.02
Cullen/Frost Bankers Inc. CFR US2298991090 0.02
American Homes 4 Rent AMH US02665T3068 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Macerich Company (The) MAC US5543821012 0.02
Discovery Inc., Class "C" DISCK US25470F3029 0.02
L Brands Inc. LB US5017971046 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
Encompass Health Corp. EHC US29261A1007 0.02
Athene Holding Ltd., Class "A" ATH BMG0684D1074 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
Credit Acceptance Corporation CACC US2253101016 0.02
LPL Financial Holdings Inc. LPLA US50212V1008 0.02
Molina Healthcare Inc. MOH US60855R1005 0.02
Exact Sciences Corporation EXAS US30063P1057 0.02
Under Armour Inc., Class "A" UAA US9043111072 0.02
Hexcel Corporation HXL US4282911084 0.02
DexCom Inc. DXCM US2521311074 0.02
Fox Corporation, Class "B" FOX US35137L2043 0.02
Continental Resources Inc. CLR US2120151012 0.02
Twilio Inc. TWLO US90138F1021 0.02
Five Below Inc. FIVE US33829M1018 0.02
VICI Properties Inc VICI US9256521090 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
Park Hotels & Resorts Inc PK US7005171050 0.02
National Instruments Corporation NATI US6365181022 0.02
Parsley Energy Inc. PE US7018771029 0.02
Under Armour Inc., Class "C" UA US9043112062 0.02
Hyatt Hotels Corporation H US4485791028 0.02
Assurant Inc. AIZ US04621X1081 0.02
Madison Square Garden Company (The) MSG US55825T1034 0.02
Neurocrine Biosciences Inc. NBIX US64125C1099 0.02
Match Group Inc. MTCH US57665R1068 0.02
Wayfair Inc. W US94419L1017 0.02
Synovus Financial Corporation SNV US87161C5013 0.02
Sage Therapeutics Inc. SAGE US78667J1088 0.02
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.02
Masimo Corporation MASI US5747951003 0.02
Curtiss-Wright Corporation CW US2315611010 0.01
PRA Health Sciences Inc. PRAH US69354M1080 0.01
Bio-Techne Corporation TECH US09073M1045 0.01
Healthcare Trust of America Inc. HTA US42225P5017 0.01
Okta Inc. OKTA US6792951054 0.01
Roku Inc ROKU US77543R1023 0.01
Zillow Group Inc., Class "C" Z US98954M2008 0.01
Dunkin' Brands Group Inc. DNKN US2655041000 0.01
Coty Inc., Class "A" COTY US2220702037 0.01
Southern Copper Corporation SCCO US84265V1052 0.01
Canadian Dollar 0.01
STORE Capital Corporation STOR US8621211007 0.01
Insulet Corporation PODD US45784P1012 0.01
Alkermes PLC ALKS IE00B56GVS15 0.01
Trade Desk Inc. (The) TTD US88339J1051 0.01
Avangrid Inc. AGR US05351W1036 0.01
RingCentral Inc. RNG US76680R2067 0.01
Bluebird Bio Inc. BLUE US09609G1004 0.01
AXA Equitable Holdings Inc. EQH US0545611057 0.01
Euronet Worldwide Inc. EEFT US2987361092 0.01
Helmerich & Payne Inc. HP US4234521015 0.01
CNA Financial Corporation CNA US1261171003 0.01
Zendesk Inc. ZEN US98936J1016 0.01
RenaissanceRe Holdings Ltd. RNR BMG7496G1033 0.01
WPX Energy Inc. WPX US98212B1035 0.01
GrubHub Inc. GRUB US4001101025 0.01
Chemours Company (The) CC US1638511089 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
Monolithic Power Systems Inc. MPWR US6098391054 0.01
BOK Financial Corporation BOKF US05561Q2012 0.01
Popular Inc. BPOP PR7331747001 0.01
GCI Liberty Inc GLIBA US36164V3050 0.01
Proofpoint Inc. PFPT US7434241037 0.01
Sonoco Products Company SON US8354951027 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
Ciena Corporation CIEN US1717793095 0.01
New York Community Bancorp Inc. NYCB US6494451031 0.01
Cree Inc. CREE US2254471012 0.01
Royal Gold Inc. RGLD US7802871084 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Sarepta Therapeutics Inc. SRPT US8036071004 0.01
Nektar Therapeutics NKTR US6402681083 0.01
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.01
Kontoor Brands Inc. KTB US50050N1037 0.01
Woodward Inc. WWD US9807451037 0.01
Grand Canyon Education Inc. LOPE US38526M1062 0.01
Columbia Sportswear Company COLM US1985161066 0.01
CyrusOne Inc. CONE US23283R1005 0.01
United Therapeutics Corporation UTHR US91307C1027 0.01
First Solar Inc. FSLR US3364331070 0.01
Medical Properties Trust Inc. MPW US58463J3041 0.01
CubeSmart CUBE US2296631094 0.01
Bruker Corporation BRKR US1167941087 0.01
Foot Locker Inc. FL US3448491049 0.01
World Wrestling Entertainment Inc. WWE US98156Q1085 0.01
Nutanix Inc. NTNX US67059N1081 0.01
Ubiquiti Networks Inc. UBNT US90347A1007 0.01
Universal Display Corporation OLED US91347P1057 0.01
DocuSign Inc. DOCU US2561631068 0.01
Keurig Dr Pepper Inc. KDP US49271V1008 0.01
EPR Properties EPR US26884U1097 0.01
Planet Fitness Inc. PLNT US72703H1014 0.01
RealPage Inc. RP US75606N1090 0.01
HubSpot Inc. HUBS US4435731009 0.01
Webster Financial Corporation WBS US9478901096 0.00
Ollies Bargain Outlet Holdings OLLI US6811161099 0.00
Coupa Software Inc. COUP US22266L1061 0.00
Etsy Inc. ETSY US29786A1060 0.00
Tallgrass Energy GP LP TGE US8746961072 0.00
Carvana Co CVNA US1468691027 0.00
Dropbox Inc. DBX US26210C1045 0.00
Snap Inc. SNAP US83304A1060 0.00
Zillow Group Inc. ZG US98954M1018 0.00
CASH - BASE CASH 0.00
Teradata Corporation TDC US88076W1036 0.00
Morningstar Inc. MORN US6177001095 0.00
ADT Inc. ADT US00090Q1031 0.00
ICU Medical Inc. ICUI US44930G1076 0.00
Gardner Denver Holdings Inc. GDI US36555P1075 0.00
Liberty Media Group FWONA US5312298707 0.00
New Relic Inc. NEWR US64829B1008 0.00
Ceridian HCM Holding Inc. CDAY US15677J1088 0.00
Zscaler Inc. ZS US98980G1022 0.00
Pivotal Software Inc PVTL US72582H1077 0.00
Caesars Entertainment Corporation CZR US1276861036 0.00
Viacom Inc. VIA US92553P1021 0.00
Guardant Health Inc. GH US40131M1099 0.00
SolarWinds Corp SWI US83417Q1058 0.00
Moderna Inc. MRNA US60770K1079 0.00
ANGI Homeservices Inc. ANGI US00183L1026 0.00
Elastic NV ESTC NL0013056914 0.00

Management

Picture of Dimensional Fund Advisors.
Dimensional Fund Advisors

Founded in 1981, a pioneer in applying insight from academic research to a systematic investment process that pursues higher expected returns through advanced portfolio design and implementation.

Picture of Lukas J. Smart, CFA.
Lukas J. Smart, CFA Dimensional Fund Advisors LP*
Investing since 2003
Picture of Joel P. Schneider.
Joel P. Schneider Dimensional Fund Advisors LP*
Investing since 2011
Picture of Joseph F. Hohn.
Joseph F. Hohn Dimensional Fund Advisors LP*

Index Approach

Market exposure

Define the target range of securities for the specific index.

Market exposure

Target Range 750. Will hold up to 800 to minimize unwarranted trading costs

Portfolio structure

Weight the index to emphasize smaller companies, lower valuations, and higher profitability. 3 ±

Portfolio structure

The portfolio will target smaller companies, lower valuations, and higher profitability

Implementation

Incorporate measured flexibility during reconstitution to maintain focus while balancing the trade-offs among competing premiums.

This approach is designed to:

  • Maintain focus on the asset class and factors
  • Control for unnecessary turnover
  • Minimize unnecessary trading costs
John Hancock Dimensional Large Cap Index is a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to invest directly in an index. Past performance does not guarantee future results.