Overview

Quick Facts

Ticker

MULC.B

Daily Prices

$30.58
0.33% ($0.10)
2019-07-18

Summary Stats

Listing Date 2017-04-17
AUM $128.44 M
Mgmt. Fee 0.35%
MER 4 0.39%

Investment Objective

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

ETF Characteristics 1

Price to Book (P/B) 2.6501
Price to Earnings (P/E) 15.7961
Average Market Cap 72701.25332
Dividend Yield 2.11%
Units Outstanding 4200000
Number of Holdings 1580
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
3.84 2.20 13.87 8.44
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 3.84 2.20 13.87 8.44

Calendar Returns (%)

 
ETF
2018
1.31
2018
ETF 1.31

Portfolio Allocation as of 2019-07-17

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 0.86
United Kingdom 0.78
Switzerland 0.39
Bermuda 0.17
Canada 0.16
Sweden 0.05
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 20.34
Financials 14.43
Health Care 12.88
Industrials 12.16
Consumer Discretionary 10.88
Communication Services 7.26
Consumer Staples 6.60
Utilities 4.53
Energy 4.23
Other 6.70

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 99.94
Cash 0.05
Currency 0.00

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 2.91
Microsoft Corporation MSFT US5949181045 2.26
Amazon.com Inc. AMZN US0231351067 1.70
Alphabet Inc., Class "A" GOOGL US02079K3059 1.28
JPMorgan Chase & Co. JPM US46625H1005 1.06
Berkshire Hathaway Inc., Class "B" BRK/B US0846707026 1.00
Facebook Inc., Class "A" FB US30303M1027 0.94
Johnson & Johnson JNJ US4781601046 0.91
Exxon Mobil Corporation XOM US30231G1022 0.77
Visa Inc., Class "A" V US92826C8394 0.76
Intel Corporation INTC US4581401001 0.73
UnitedHealth Group Incorporated UNH US91324P1021 0.73
Cisco Systems Inc. CSCO US17275R1023 0.72
Chevron Corporation CVX US1667641005 0.70
Bank of America Corporation BAC US0605051046 0.70
Procter & Gamble Company (The) PG US7427181091 0.70
Mastercard Incorporated, Class "A" MA US57636Q1040 0.69
Pfizer Inc. PFE US7170811035 0.68
Comcast Corporation, Class "A" CMCSA US20030N1019 0.68
Home Depot Inc. (The) HD US4370761029 0.66
Walt Disney Company (The) DIS US2546871060 0.65
AT&T Inc. T US00206R1023 0.62
Wells Fargo & Company WFC US9497461015 0.59
Merck & Company Inc. MRK US58933Y1055 0.58
Verizon Communications Inc. VZ US92343V1044 0.57
Wal-Mart Inc. WMT US9311421039 0.56
Oracle Corporation ORCL US68389X1054 0.52
Coca-Cola Company (The) KO US1912161007 0.49
PepsiCo Inc. PEP US7134481081 0.49
Citigroup Inc. C US1729674242 0.48
Boeing Company (The) BA US0970231058 0.45
Abbott Laboratories ABT US0028241000 0.44
Union Pacific Corporation UNP US9078181081 0.40
McDonald's Corporation MCD US5801351017 0.39
International Business Machines Corporation IBM US4592001014 0.38
L3Harris Technologies Inc LHX US5024311095 0.37
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.36
Cigna Corporation CI US1255231003 0.34
United Technologies Corporation UTX US9130171096 0.34
Amgen Inc. AMGN US0311621009 0.34
Costco Wholesale Corporation COST US22160K1051 0.34
Honeywell International Inc. HON US4385161066 0.33
Texas Instruments Incorporated TXN US8825081040 0.33
Medtronic PLC MDT IE00BTN1Y115 0.33
QUALCOMM Incorporated QCOM US7475251036 0.31
NIKE Inc., Class "B" NKE US6541061031 0.31
Anthem Inc. ANTM US0367521038 0.31
Thermo Fisher Scientific Inc. TMO US8835561023 0.31
Lowe's Companies Inc. LOW US5486611073 0.31
PayPal Holdings Inc. PYPL US70450Y1038 0.30
Broadcom Inc. AVGO US11135F1012 0.30
Starbucks Corporation SBUX US8552441094 0.30
Adobe Inc. ADBE US00724F1012 0.29
Micron Technology Inc. MU US5951121038 0.29
American Express Company AXP US0258161092 0.28
Norfolk Southern Corporation NSC US6558441084 0.28
United Continental Holdings Inc. UAL US9100471096 0.28
Zoetis Inc. ZTS US98978V1035 0.28
S&P Global Inc. SPGI US78409V1044 0.28
Gilead Sciences Inc. GILD US3755581036 0.28
3M Company MMM US88579Y1010 0.28
TJX Companies Inc. (The) TJX US8725401090 0.27
Philip Morris International Inc. PM US7181721090 0.26
Xcel Energy Inc. XEL US98389B1008 0.26
Ross Stores Inc. ROST US7782961038 0.26
Ingersoll-Rand PLC IR IE00B6330302 0.26
Netflix Inc. NFLX US64110L1061 0.26
U.S. Bancorp USB US9029733048 0.26
Travelers Companies Inc. (The) TRV US89417E1091 0.25
Deere & Company DE US2441991054 0.25
Caterpillar Inc. CAT US1491231015 0.25
Altria Group Inc. MO US02209S1033 0.25
Amphenol Corporation APH US0320951017 0.25
Waste Management Inc. WM US94106L1098 0.25
Charter Communications Inc. CHTR US16119P1084 0.25
CVS Health Corporation CVS US1266501006 0.24
Lockheed Martin Corporation LMT US5398301094 0.24
Exelon Corporation EXC US30161N1019 0.24
Mondelez International Inc. MDLZ US6092071058 0.24
American Electric Power Company Inc. AEP US0255371017 0.24
Danaher Corporation DHR US2358511028 0.23
AbbVie Inc. ABBV US00287Y1091 0.23
Eli Lilly & Company LLY US5324571083 0.23
Delta Air Lines Inc. DAL US2473617023 0.23
NextEra Energy Inc. NEE US65339F1012 0.23
Aon PLC AON GB00B5BT0K07 0.23
Target Corporation TGT US87612E1064 0.23
Automatic Data Processing Inc. ADP US0530151036 0.23
Fidelity National Information Services Inc. FIS US31620M1062 0.23
Capital One Financial Corporation COF US14040H1059 0.22
Stryker Corporation SYK US8636671013 0.22
Linde PLC LIN IE00BZ12WP82 0.22
Valero Energy Corporation VLO US91913Y1001 0.22
Republic Services Inc. RSG US7607591002 0.22
NVIDIA Corporation NVDA US67066G1040 0.22
Goldman Sachs Group Inc. (The) GS US38141G1040 0.21
Analog Devices Inc. ADI US0326541051 0.21
Corning Incorporated GLW US2193501051 0.21
Alphabet Inc., Class "C" GOOG US02079K1079 0.21
Progressive Corporation (The) PGR US7433151039 0.21
Intuit Inc. INTU US4612021034 0.21
PACCAR Inc. PCAR US6937181088 0.21
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.21
Consolidated Edison Inc. ED US2091151041 0.21
Booking Holdings Inc. BKNG US09857L1089 0.21
CSX Corporation CSX US1264081035 0.21
American Tower Corporation AMT US03027X1000 0.21
Ameriprise Financial Inc. AMP US03076C1062 0.20
PNC Financial Services Group Inc. (The) PNC US6934751057 0.20
Becton, Dickinson and Company BDX US0758871091 0.20
Aflac Inc. AFL US0010551028 0.20
Applied Materials Inc. AMAT US0382221051 0.20
Lam Research Corporation LRCX US5128071082 0.20
Edison International EIX US2810201077 0.20
Dollar Tree Inc. DLTR US2567461080 0.20
Discover Financial Services DFS US2547091080 0.20
Marathon Petroleum Corporation MPC US56585A1025 0.20
Total System Services Inc. TSS US8919061098 0.19
Public Service Enterprise Group Inc. PEG US7445731067 0.19
Fiserv Inc. FISV US3377381088 0.19
Northrop Grumman Corporation NOC US6668071029 0.19
General Electric Company GE US3696041033 0.19
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.19
Illinois Tool Works Inc. ITW US4523081093 0.19
Cintas Corporation CTAS US1729081059 0.19
Fifth Third Bancorp FITB US3167731005 0.19
Ecolab Inc. ECL US2788651006 0.19
eBay Inc. EBAY US2786421030 0.19
Raytheon Company RTN US7551115071 0.19
Omnicom Group Inc. OMC US6819191064 0.19
Air Products and Chemicals Inc. APD US0091581068 0.19
DTE Energy Company DTE US2333311072 0.18
Southern Company (The) SO US8425871071 0.18
Paychex Inc. PAYX US7043261079 0.18
Parker-Hannifin Corporation PH US7010941042 0.18
Humana Inc. HUM US4448591028 0.18
SunTrust Banks Inc. STI US8679141031 0.18
Hershey Company (The) HSY US4278661081 0.18
Marsh & McLennan Companies Inc. MMC US5717481023 0.18
Dominion Energy Inc. D US25746U1097 0.18
Motorola Solutions Inc. MSI US6200763075 0.18
T. Rowe Price Group Inc. TROW US74144T1088 0.18
Roper Technologies Inc. ROP US7766961061 0.18
Dollar General Corporation DG US2566771059 0.18
Eversource Energy ES US30040W1080 0.18
General Motors Company GM US37045V1008 0.18
salesforce.com inc. CRM US79466L3024 0.18
Best Buy Company Inc. BBY US0865161014 0.18
Boston Scientific Corporation BSX US1011371077 0.18
Prudential Financial Inc. PRU US7443201022 0.18
Bank of New York Mellon Corporation (The) BK US0640581007 0.18
Laboratory Corporation of America Holdings LH US50540R4092 0.18
Entergy Corporation ETR US29364G1031 0.18
Ball Corporation BLL US0584981064 0.17
IDEXX Laboratories Inc. IDXX US45168D1046 0.17
Aptiv PLC APTV JE00B783TY65 0.17
General Mills Inc. GIS US3703341046 0.17
Sysco Corporation SYY US8718291078 0.17
Cerner Corporation CERN US1567821046 0.17
United Parcel Service Inc., Class "B" UPS US9113121068 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Stanley Black & Decker Inc. SWK US8545021011 0.17
Marriott International Inc., Class "A" MAR US5719032022 0.17
SBA Communications Corporation SBAC US78410G1040 0.17
Morgan Stanley MS US6174464486 0.17
Duke Energy Corporation DUK US26441C2044 0.17
WEC Energy Group Inc. WEC US92939U1060 0.17
Cummins Inc. CMI US2310211063 0.17
CME Group Inc., Class "A" CME US12572Q1058 0.17
TE Connectivity Ltd. TEL CH0102993182 0.17
Quest Diagnostics Incorporated DGX US74834L1008 0.17
Ameren Corporation AEE US0236081024 0.17
M&T Bank Corporation MTB US55261F1049 0.17
Southwest Airlines Co. LUV US8447411088 0.17
ConocoPhillips COP US20825C1045 0.17
Clorox Company (The) CLX US1890541097 0.16
FleetCor Technologies Inc. FLT US3390411052 0.16
Sherwin-Williams Company (The) SHW US8243481061 0.16
MSCI Inc. MSCI US55354G1004 0.16
American International Group Inc. AIG US0268747849 0.16
O'Reilly Automotive Inc. ORLY US67103H1077 0.16
Emerson Electric Company EMR US2910111044 0.16
Baxter International Inc. BAX US0718131099 0.16
Mettler-Toledo International Inc. MTD US5926881054 0.16
Celgene Corporation CELG US1510201049 0.16
AutoZone Inc. AZO US0533321024 0.16
PPG Industries Inc. PPG US6935061076 0.16
Verisk Analytics Inc. VRSK US92345Y1064 0.16
Kroger Co. (The) KR US5010441013 0.16
Agilent Technologies Inc. A US00846U1016 0.16
Allstate Corporation (The) ALL US0200021014 0.16
Ulta Beauty Inc. ULTA US90384S3031 0.16
Rockwell Automation Inc. ROK US7739031091 0.16
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.16
Cognizant Technology Solutions Corporation CTSH US1924461023 0.15
McKesson Corporation MCK US58155Q1031 0.15
Synchrony Financial SYF US87165B1035 0.15
Worldpay Inc. OWPY US9815581098 0.15
International Paper Company IP US4601461035 0.15
Global Payments Inc. GPN US37940X1028 0.15
Colgate-Palmolive Company CL US1941621039 0.15
McCormick & Company Incorporated MKC US5797802064 0.15
Chubb Limited CB CH0044328745 0.15
FedEx Corporation FDX US31428X1063 0.15
Kimberly-Clark Corporation KMB US4943681035 0.15
Regions Financial Corporation RF US7591EP1005 0.15
Eaton Corporation PLC ETN IE00B8KQN827 0.15
Biogen Inc. BIIB US09062X1037 0.15
Bristol-Myers Squibb Company BMY US1101221083 0.15
ServiceNow Inc. NOW US81762P1021 0.15
IQVIA Holdings Inc. IQV US46266C1053 0.15
Prologis Inc. PLD US74340W1036 0.15
AMETEK Inc. AME US0311001004 0.15
FirstEnergy Corp. FE US3379321074 0.15
Illumina Inc. ILMN US4523271090 0.15
Phillips 66 PSX US7185461040 0.15
Principal Financial Group Inc. PFG US74251V1026 0.15
Johnson Controls International PLC JCI IE00BY7QL619 0.14
Charles Schwab Corporation (The) SCHW US8085131055 0.14
ONEOK Inc. OKE US6826801036 0.14
BB&T Corporation BBT US0549371070 0.14
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.14
Microchip Technology Incorporated MCHP US5950171042 0.14
Equifax Inc. EFX US2944291051 0.14
Fortive Corporation FTV US34959J1088 0.14
General Dynamics Corporation GD US3695501086 0.14
Ford Motor Company F US3453708600 0.14
Ally Financial Inc. ALLY US02005N1000 0.14
Crown Castle International Corp. CCI US22822V1017 0.14
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.14
PPL Corporation PPL US69351T1060 0.14
Constellation Brands Inc. STZ US21036P1084 0.14
Nucor Corporation NUE US6703461052 0.14
Synopsys Inc. SNPS US8716071076 0.14
AvalonBay Communities Inc. AVB US0534841012 0.14
VeriSign Inc. VRSN US92343E1029 0.14
Moody's Corporation MCO US6153691059 0.14
Yum! Brands Inc. YUM US9884981013 0.14
Northern Trust Corporation NTRS US6658591044 0.14
Chipotle Mexican Grill Inc. CMG US1696561059 0.14
Edwards Lifesciences Corporation EW US28176E1082 0.14
Kinder Morgan Inc. KMI US49456B1017 0.14
Intuitive Surgical Inc. ISRG US46120E6023 0.14
Western Digital Corporation WDC US9581021055 0.14
Centene Corporation CNC US15135B1017 0.13
W.W. Grainger Inc. GWW US3848021040 0.13
Dover Corporation DOV US2600031080 0.13
VF Corporation VFC US9182041080 0.13
TransDigm Group Incorporated TDG US8936411003 0.13
Welltower Inc. WELL US95040Q1040 0.13
Seagate Technology PLC STX IE00B58JVZ52 0.13
Anadarko Petroleum Corporation APC US0325111070 0.13
Equity Residential EQR US29476L1070 0.13
Newmont Goldcorp Corp. NEM US6516391066 0.13
HP Inc. HPQ US40434L1052 0.13
MetLife Inc. MET US59156R1086 0.13
Maxim Integrated Products Inc. MXIM US57772K1016 0.13
Activision Blizzard Inc. ATVI US00507V1098 0.13
Tyson Foods Inc., Class "A" TSN US9024941034 0.13
Archer-Daniels-Midland Company ADM US0394831020 0.13
NetApp Inc. NTAP US64110D1046 0.13
Cadence Design Systems Inc. CDNS US1273871087 0.13
NVR Inc. NVR US62944T1051 0.13
CBS Corporation CBS US1248572026 0.13
Waters Corporation WAT US9418481035 0.13
Universal Health Services Inc. UHS US9139031002 0.13
Lincoln National Corporation LNC US5341871094 0.13
American Water Works Company Inc. AWK US0304201033 0.12
Fastenal Company FAST US3119001044 0.12
KeyCorp KEY US4932671088 0.12
Weyerhaeuser Company WY US9621661043 0.12
BlackRock Inc., Class "A" BLK US09247X1019 0.12
Walgreens Boots Alliance Inc. WBA US9314271084 0.12
CarMax Inc. KMX US1431301027 0.12
HCA Healthcare Inc. HCA US40412C1018 0.12
Genuine Parts Company GPC US3724601055 0.12
Celanese Corporation, Series "A" CE US1508701034 0.12
Vulcan Materials Company VMC US9291601097 0.12
Hewlett Packard Enterprise Company HPE US42824C1099 0.12
EOG Resources Inc. EOG US26875P1012 0.12
Allergan PLC AGN IE00BY9D5467 0.12
Occidental Petroleum Corporation OXY US6745991058 0.12
Equinix Inc. EQIX US29444U7000 0.12
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.12
ResMed Inc. RMD US7611521078 0.12
CMS Energy Corporation CMS US1258961002 0.12
Loews Corporation L US5404241086 0.12
Simon Property Group Inc. SPG US8288061091 0.12
Hasbro Inc. HAS US4180561072 0.11
Freeport-McMoRan Inc. FCX US35671D8570 0.11
Citizens Financial Group Inc. CFG US1746101054 0.11
D.R. Horton Inc. DHI US23331A1097 0.11
Expedia Group Inc. EXPE US30212P3038 0.11
Williams Companies Inc. (The) WMB US9694571004 0.11
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.11
ANSYS Inc. ANSS US03662Q1058 0.11
Royal Caribbean Cruises Ltd. RCL LR0008862868 0.11
Skyworks Solutions Inc. SWKS US83088M1027 0.11
Darden Restaurants Inc. DRI US2371941053 0.11
Sempra Energy SRE US8168511090 0.11
CDW Corporation CDW US12514G1085 0.11
Tractor Supply Company TSCO US8923561067 0.11
Citrix Systems Inc. CTXS US1773761002 0.11
Cincinnati Financial Corporation CINF US1720621010 0.11
lululemon athletica inc. LULU US5500211090 0.11
CBRE Group Inc. CBRE US12504L1098 0.11
Symantec Corporation SYMC US8715031089 0.11
Hologic Inc. HOLX US4364401012 0.11
Hess Corporation HES US42809H1077 0.11
Ventas Inc. VTR US92276F1003 0.11
Church & Dwight Company Inc. CHD US1713401024 0.11
American Airlines Group Inc. AAL US02376R1023 0.11
Broadridge Financial Solutions Inc. BR US11133T1034 0.11
DowDuPont Inc. DD US26614N1028 0.11
Align Technology Inc. ALGN US0162551016 0.11
Eastman Chemical Company EMN US2774321002 0.11
CenterPoint Energy Inc. CNP US15189T1079 0.11
AmerisourceBergen Corporation ABC US03073E1055 0.11
Xilinx Inc. XLNX US9839191015 0.11
Autodesk Inc. ADSK US0527691069 0.11
Akamai Technologies Inc. AKAM US00971T1016 0.11
Arthur J Gallagher & Co. AJG US3635761097 0.10
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.10
IAC/InterActiveCorp. IAC US44919P5089 0.10
Digital Realty Trust Inc. DLR US2538681030 0.10
Monster Beverage Corporation MNST US61174X1090 0.10
Advanced Micro Devices Inc. AMD US0079031078 0.10
Schlumberger Ltd. SLB AN8068571086 0.10
AES Corporation (The) AES US00130H1059 0.10
Twitter Inc. TWTR US90184L1026 0.10
Las Vegas Sands Corp. LVS US5178341070 0.10
Electronic Arts Inc. EA US2855121099 0.10
ConAgra Brands Inc. CAG US2058871029 0.10
Textron Inc. TXT US8832031012 0.10
Boston Properties Inc. BXP US1011211018 0.10
Expeditors International of Washington Inc. EXPD US3021301094 0.10
MGM Resorts International MGM US5529531015 0.10
CF Industries Holdings Inc. CF US1252691001 0.10
Cooper Companies Inc. (The) COO US2166484020 0.10
Essex Property Trust Inc. ESS US2971781057 0.10
Cardinal Health Inc. CAH US14149Y1082 0.10
Henry Schein Inc. HSIC US8064071025 0.10
Evergy Inc. EVRG US30034W1062 0.10
CoStar Group Inc. CSGP US22160N1090 0.10
Varian Medical Systems Inc. VAR US92220P1057 0.10
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.10
Martin Marietta Materials Inc. MLM US5732841060 0.10
Huntington Bancshares Inc. HBAN US4461501045 0.10
Kansas City Southern KSU US4851703029 0.10
Viacom Inc., Class "B" VIAB US92553P2011 0.10
Copart Inc. CPRT US2172041061 0.09
DXC Technology Company DXC US23355L1061 0.09
Marvell Technology Group Ltd. MRVL BMG5876H1051 0.09
Whirlpool Corporation WHR US9633201069 0.09
United Rentals Inc. URI US9113631090 0.09
Keysight Technologies Inc. KEYS US49338L1035 0.09
Public Storage PSA US74460D1090 0.09
Pinnacle West Capital Corporation PNW US7234841010 0.09
Concho Resources Inc. CXO US20605P1012 0.09
Realty Income Corporation O US7561091049 0.09
CH Robinson Worldwide Inc. CHRW US12541W2098 0.09
DaVita Inc. DVA US23918K1088 0.09
NiSource Inc. NI US65473P1057 0.09
WellCare Health Plans Inc. WCG US94946T1060 0.09
Xylem Inc. XYL US98419M1009 0.09
Kohl's Corporation KSS US5002551043 0.09
Gartner Inc. IT US3666511072 0.09
Workday Inc. WDAY US98138H1014 0.09
JB Hunt Transport Services Inc. JBHT US4456581077 0.09
Pioneer Natural Resources Company PXD US7237871071 0.09
Comerica Incorporated CMA US2003401070 0.09
JM Smucker Company (The) SJM US8326964058 0.09
First Republic Bank FRC US33616C1009 0.09
Kellogg Company K US4878361082 0.09
IDEX Corporation IEX US45167R1041 0.09
T-Mobile US Inc. TMUS US8725901040 0.09
Diamondback Energy Inc. FANG US25278X1090 0.09
Lear Corporation LEA US5218652049 0.09
Amdocs Limited DOX GB0022569080 0.08
KLA Corp KLAC US4824801009 0.08
Reinsurance Group of America Incorporated RGA US7593516047 0.08
DENTSPLY SIRONA Inc. XRAY US24906P1093 0.08
Nasdaq Inc. NDAQ US6311031081 0.08
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.08
MarketAxess Holdings Inc. MKTX US57060D1081 0.08
Teleflex Incorporated TFX US8793691069 0.08
International Flavors & Fragrances Inc. IFF US4595061015 0.08
Arch Capital Group Ltd. ACGL BMG0450A1053 0.08
Marathon Oil Corporation MRO US5658491064 0.08
Everest Re Group Ltd. RE BMG3223R1088 0.08
Tiffany & Co. TIF US8865471085 0.08
E*TRADE Financial Corporation ETFC US2692464017 0.08
Alliant Energy Corporation LNT US0188021085 0.08
W. R. Berkley Corporation WRB US0844231029 0.08
IHS Markit Ltd. INFO BMG475671050 0.08
Franklin Resources Inc. BEN US3546131018 0.08
Torchmark Corporation TMK US8910271043 0.08
Advance Auto Parts Inc. AAP US00751Y1064 0.08
Juniper Networks Inc. JNPR US48203R1041 0.08
HollyFrontier Corporation HFC US4361061082 0.08
Leidos Holdings Inc. LDOS US5253271028 0.08
Carnival Corporation CCL PA1436583006 0.08
Dow Inc. DOW US US2605571031 0.08
Noble Energy Inc. NBL US6550441058 0.08
First Data Corporation, Class "A" FDC US32008D1063 0.08
Fidelity National Financial Inc. FNF US31620R3030 0.08
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.08
Packaging Corporation of America PKG US6951561090 0.08
Raymond James Financial Inc. RJF US7547301090 0.08
State Street Corporation STT US8574771031 0.08
Markel Corporation MKL US5705351048 0.08
FMC Corporation FMC US3024913036 0.08
Steris PLC STE IE00BFY8C754 0.07
FactSet Research Systems Inc. FDS US3030751057 0.07
CenturyLink Inc. CTL US1567001060 0.07
Jack Henry & Associates Inc. JKHY US4262811015 0.07
Huntington Ingalls Industries Inc. HII US4464131063 0.07
Alliance Data Systems Corporation ADS US0185811082 0.07
Mohawk Industries Inc. MHK US6081901042 0.07
HCP Inc. HCP US40414L1098 0.07
Molson Coors Brewing Company, Class "B" NV TAP US60871R2094 0.07
Garmin Ltd. GRMN CH0114405324 0.07
Jacobs Engineering Group Inc. JEC US4698141078 0.07
Hormel Foods Corporation HRL US4404521001 0.07
Unum Group UNM US91529Y1064 0.07
Western Union Company (The) WU US9598021098 0.07
Atmos Energy Corporation ATO US0495601058 0.07
Devon Energy Corporation DVN US25179M1036 0.07
UGI Corporation UGI US9026811052 0.07
Masco Corporation MAS US5745991068 0.07
Macy's Inc. M US55616P1049 0.07
Allegion PLC ALLE IE00BFRT3W74 0.07
Tesla Inc. TSLA US88160R1014 0.07
Alleghany Corp. Y US0171751003 0.07
Lennox International Inc. LII US5261071071 0.07
SVB Financial Group SIVB US78486Q1013 0.07
Wynn Resorts Ltd. WYNN US9831341071 0.07
Old Dominion Freight Line Inc. ODFL US6795801009 0.07
F5 Networks Inc. FFIV US3156161024 0.07
Palo Alto Networks Inc. PANW US6974351057 0.07
OGE Energy Corporation OGE US6708371033 0.07
Splunk Inc. SPLK US8486371045 0.07
Trimble Inc. TRMB US8962391004 0.07
TechnipFMC PLC FTI GB00BDSFG982 0.07
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.07
Lamb Weston Holdings Inc. LW US5132721045 0.07
Alexandria Real Estate Equities Inc. ARE US0152711091 0.07
TransUnion TRU US89400J1079 0.07
Alaska Air Group Inc. ALK US0116591092 0.07
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.07
SEI Investments Company SEIC US7841171033 0.07
Aramark ARMK US03852U1060 0.07
Arconic Inc. ARNC US03965L1008 0.07
Lennar Corporation LEN US5260571048 0.07
Burlington Stores Inc. BURL US1220171060 0.07
Extra Space Storage Inc. EXR US30225T1025 0.07
Xerox Corporation XRX US9841216081 0.07
Snap-on Inc. SNA US8330341012 0.07
Host Hotels & Resorts Inc. HST US44107P1049 0.06
PerkinElmer Inc. PKI US7140461093 0.06
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.06
Cheniere Energy Inc. LNG US16411R2085 0.06
Discovery Inc., Class "A" DISCA US25470F1049 0.06
Cboe Global Markets Inc. CBOE US12503M1080 0.06
Veeva Systems Inc., Class "A" VEEV US9224751084 0.06
PulteGroup Inc. PHM US7458671010 0.06
Zions Bancorporation NA ZION US9897011071 0.06
Service Corporation International SCI US8175651046 0.06
Carlisle Companies Incorporated CSL US1423391002 0.06
Bunge Limited BG BMG169621056 0.06
BorgWarner Inc. BWA US0997241064 0.06
Avery Dennison Corporation AVY US0536111091 0.06
ManpowerGroup Inc. MAN US56418H1005 0.06
Voya Financial Inc. VOYA US9290891004 0.06
Harley-Davidson Inc. HOG US4128221086 0.06
Campbell Soup Company CPB US1344291091 0.06
RPM International Inc. RPM US7496851038 0.06
Live Nation Entertainment Inc. LYV US5380341090 0.06
American Financial Group Inc. AFG US0259321042 0.06
Spirit AeroSystems Holdings Inc. SPR US8485741099 0.06
UDR Inc. UDR US9026531049 0.06
Wyndham Hotels & Resorts Inc. WH US98311A1051 0.06
Mid-America Apartment Communities Inc. MAA US59522J1034 0.06
Arrow Electronics Inc. ARW US0427351004 0.06
Duke Realty Corporation DRE US2644115055 0.06
Mylan NV MYL NL0011031208 0.06
Flowserve Corporation FLS US34354P1057 0.06
ON Semiconductor Corporation ON US6821891057 0.06
Vornado Realty Trust VNO US9290421091 0.06
Mosaic Company (The) MOS US61945C1036 0.06
Domino's Pizza Inc. DPZ US25754A2015 0.06
Flex Ltd. FLEX SG9999000020 0.06
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.06
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.06
Crown Holdings Inc. CCK US2283681060 0.06
Qorvo Inc. QRVO US74736K1016 0.06
DISH Network Corporation DISH US25470M1099 0.06
Robert Half International Inc. RHI US7703231032 0.06
HEICO Corporation HEI US4228061093 0.05
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.05
Take-Two Interactive Software Inc. TTWO US8740541094 0.05
Brown & Brown Inc. BRO US1152361010 0.05
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.05
Sealed Air Corporation SEE US81211K1007 0.05
Elanco Animal Health Inc. ELAN US28414H1032 0.05
Teradyne Inc. TER US8807701029 0.05
Tapestry Inc. TPR US8760301072 0.05
Invesco Ltd. IVZ BMG491BT1088 0.05
Ralph Lauren Corporation RL US7512121010 0.05
Albemarle Corporation ALB US0126531013 0.05
Apache Corporation APA US0374111054 0.05
Reliance Steel & Aluminum Company RS US7595091023 0.05
Arista Networks Inc. ANET US0404131064 0.05
Vail Resorts Inc. MTN US91879Q1094 0.05
Steel Dynamics Inc. STLD US8581191009 0.05
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.05
Cabot Oil & Gas Corporation COG US1270971039 0.05
WestRock Company WRK US96145D1054 0.05
Halliburton Company HAL US4062161017 0.05
Hubbell Inc. HUBB US4435106079 0.05
Autoliv Inc. ALV US0528001094 0.05
Post Holdings Inc. POST US7374461041 0.05
WABCO Holdings Inc. WBC US92927K1025 0.05
LKQ Corporation LKQ US5018892084 0.05
Ingredion Incorporated INGR US4571871023 0.05
Middleby Corporation (The) MIDD US5962781010 0.05
Norwegian Cruise Line Holdings Ltd. NCLH BMG667211046 0.05
WP Carey Inc. WPC US92936U1097 0.05
Camden Property Trust CPT US1331311027 0.05
HD Supply Holdings Inc. HDS US40416M1053 0.05
Qurate Retail Inc. QRTEA US74915M1009 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
NRG Energy Inc. NRG US6293775085 0.05
Donaldson Company Inc. DCI US2576511099 0.05
Allison Transmission Holdings Inc. ALSN US01973R1014 0.05
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.05
Black Knight Inc. BKI US09215C1053 0.05
Fortinet Inc. FTNT US34959E1091 0.05
Federal Realty Investment Trust FRT US3137472060 0.05
Owens Corning OC US6907421019 0.05
Toro Company (The) TTC US8910921084 0.05
Incyte Corporation INCY US45337C1027 0.05
Square Inc., Class "A" SQ US8522341036 0.05
Dell Technologies Inc., Class "C" DELL US24703L2025 0.05
Westinghouse Air Brake Technologie WAB US9297401088 0.05
East West Bancorp Inc. EWBC US27579R1041 0.04
Hanesbrands Inc. HBI US4103451021 0.04
Sun Communities Inc. SUI US8666741041 0.04
West Pharmaceutical Services Inc. WST US9553061055 0.04
National Oilwell Varco Inc. NOV US6370711011 0.04
IAA Inc. IAA US4492531037 0.04
US Foods Holding Corporation USFD US9120081099 0.04
Zebra Technologies Corporation ZBRA US9892071054 0.04
Berry Global Group Inc. BERY US08579W1036 0.04
CDK Global Inc. CDK US12508E1010 0.04
Pentair PLC PNR IE00BLS09M33 0.04
PVH Corp. PVH US6936561009 0.04
Graco Inc. GGG US3841091040 0.04
Nordson Corp NDSN US6556631025 0.04
ABIOMED Inc. ABMD US0036541003 0.04
AptarGroup Inc. ATR US0383361039 0.04
Capri Holdings Limited CPRI VGG1890L1076 0.04
Fluor Corporation FLR US3434121022 0.04
Axalta Coating Systems Ltd. AXTA BMG0750C1082 0.04
Old Republic International Corporation ORI US6802231042 0.04
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.04
Targa Resources Corp. TRGP US87612G1013 0.04
VMware Inc. VMW US9285634021 0.04
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.04
Gentex Corporation GNTX US3719011096 0.04
Gap Inc. (The) GPS US3647601083 0.04
Sirius XM Holdings Inc. SIRI US82968B1035 0.04
Regency Centers Corporation REG US7588491032 0.04
Corteva Inc. CTVA US22052L1044 0.04
SL Green Realty Corporation SLG US78440X1019 0.04
Jefferies Financial Group Inc. JEF US47233W1099 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Newell Brands Inc. NWL US6512291062 0.04
Sabre Corporation SABR US78573M1045 0.04
Nordstrom Inc. JWN US6556641008 0.04
Polaris Industries Inc. PII US7310681025 0.04
Teledyne Technologies Incorporated TDY US8793601050 0.04
Erie Indemnity Company ERIE US29530P1021 0.04
Nielsen Holdings PLC NLSN GB00BWFY5505 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
XPO Logistics Inc. XPO US9837931008 0.04
JetBlue Airways Corporation JBLU US4771431016 0.04
Apartment Investment & Management Company AIV US03748R7540 0.04
Leggett & Platt Inc. LEG US5246601075 0.04
PTC Inc. PTC US69370C1009 0.04
Catalent Inc. CTLT US1488061029 0.04
Paycom Software Inc. PAYC US70432V1026 0.04
VEREIT Inc. VER US92339V1008 0.04
Signature Bank SBNY US82669G1040 0.04
Tyler Technologies Inc. TYL US9022521051 0.04
Liberty Property Trust LPT US5311721048 0.04
Toll Brothers Inc. TOL US8894781033 0.04
Liberty Media Corp-Liberty Formula One FWONK US5312298541 0.04
Kimco Realty Corporation KIM US49446R1095 0.04
National Retail Properties Inc. NNN US6374171063 0.04
Commerce Bancshares Inc. CBSH US2005251036 0.04
AO Smith Corporation AOS US8318652091 0.04
People's United Financial Inc. PBCT US7127041058 0.04
Kilroy Realty Corporation KRC US49427F1084 0.04
Lincoln Electric Holdings Inc. LECO US5339001068 0.04
GoDaddy Inc. GDDY US3802371076 0.04
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.03
Kraft Heinz Company (The) KHC US5007541064 0.03
Fox Corporation, Class A FOXA US35137L1052 0.03
Bio-Rad Laboratories Inc. BIO US0905722072 0.03
Zayo Group Holdings Inc. ZAYO US98919V1052 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
Omega Healthcare Investors Inc. OHI US6819361006 0.03
Rollins Inc. ROL US7757111049 0.03
Affiliated Managers Group Inc. AMG US0082521081 0.03
FLIR Systems Inc. FLIR US3024451011 0.03
Pool Corporation POOL US73278L1052 0.03
News Corporation, Class "A" NWSA US65249B1098 0.03
Tableau Software Inc. DATA US87336U1051 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
Genpact Ltd. G BMG3922B1072 0.03
WEX Inc. WEX US96208T1043 0.03
L Brands Inc. LB US5017971046 0.03
CASH - BASE CASH 0.03
EPAM Systems Inc. EPAM US29414B1044 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Acuity Brands Inc. AYI US00508Y1029 0.03
Guidewire Software Inc. GWRE US40171V1008 0.03
Sprint Corporation S US85207U1051 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
Vistra Energy Corp. VST US92840M1027 0.03
Cypress Semiconductor Corporation CY US2328061096 0.03
Alcoa Corporation AA US0138721065 0.03
Exelixis Inc. EXEL US30161Q1040 0.03
TripAdvisor Inc. TRIP US8969452015 0.03
Huntsman Corporation HUN US4470111075 0.03
Seattle Genetics Inc. SGEN US8125781026 0.03
Altice USA Inc. ATUS US02156K1034 0.03
American Campus Communities Inc. ACC US0248351001 0.03
Aqua America Inc. WTR US03836W1036 0.03
Baker Hughes, a GE Company BHGE US05722G1004 0.03
Aspen Technology Inc. AZPN US0453271035 0.03
Santander Consumer USA Holdings Inc. SC US80283M1018 0.03
Fair Isaac Corporation FICO US3032501047 0.03
MDU Resources Group Inc. MDU US5526901096 0.03
Watsco Inc. WSO US9426222009 0.03
Douglas Emmett Inc. DEI US25960P1093 0.03
Under Armour Inc., Class "A" UAA US9043111072 0.03
Hill-Rom Holdings Inc. HRC US4314751029 0.02
First American Financial Corporation FAF US31847R1023 0.02
Molina Healthcare Inc. MOH US60855R1005 0.02
Twilio Inc. TWLO US90138F1021 0.02
Charles River Laboratories International Inc. CRL US1598641074 0.02
Discovery Inc., Class "C" DISCK US25470F3029 0.02
KAR Auction Services Inc. KAR US48238T1097 0.02
Cimarex Energy Company XEC US1717981013 0.02
American Homes 4 Rent AMH US02665T3068 0.02
IPG Photonics Corporation IPGP US44980X1090 0.02
Cognex Corporation CGNX US1924221039 0.02
Cullen/Frost Bankers Inc. CFR US2298991090 0.02
Canadian Dollar 0.02
AMERCO UHAL US0235861004 0.02
Invitation Homes Inc. INVH US46187W1071 0.02
Macerich Company (The) MAC US5543821012 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
Under Armour Inc., Class "C" UA US9043112062 0.02
Encompass Health Corp. EHC US29261A1007 0.02
Exact Sciences Corporation EXAS US30063P1057 0.02
Continental Resources Inc. CLR US2120151012 0.02
Athene Holding Ltd., Class "A" ATH BMG0684D1074 0.02
LPL Financial Holdings Inc. LPLA US50212V1008 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
Credit Acceptance Corporation CACC US2253101016 0.02
Zillow Group Inc., Class "C" Z US98954M2008 0.02
Fox Corporation, Class B FOX US35137L2043 0.02
DexCom Inc. DXCM US2521311074 0.02
Hexcel Corporation HXL US4282911084 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
Okta Inc. OKTA US6792951054 0.02
VICI Properties Inc VICI US9256521090 0.02
Park Hotels & Resorts Inc PK US7005171050 0.02
Madison Square Garden Company (The) MSG US55825T1034 0.02
Sage Therapeutics Inc. SAGE US78667J1088 0.02
Wayfair Inc. W US94419L1017 0.02
Hyatt Hotels Corporation H US4485791028 0.02
National Instruments Corporation NATI US6365181022 0.02
Bluebird Bio Inc. BLUE US09609G1004 0.02
Five Below Inc. FIVE US33829M1018 0.02
Match Group Inc. MTCH US57665R1068 0.02
Trade Desk Inc. (The) TTD US88339J1051 0.02
Parsley Energy Inc. PE US7018771029 0.02
Masimo Corporation MASI US5747951003 0.02
Assurant Inc. AIZ US04621X1081 0.02
Neurocrine Biosciences Inc. NBIX US64125C1099 0.02
Synovus Financial Corporation SNV US87161C5013 0.01
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.01
Bio-Techne Corporation TECH US09073M1045 0.01
Curtiss-Wright Corporation CW US2315611010 0.01
Sarepta Therapeutics Inc. SRPT US8036071004 0.01
Helmerich & Payne Inc. HP US4234521015 0.01
Zendesk Inc. ZEN US98936J1016 0.01
Healthcare Trust of America Inc. HTA US42225P5017 0.01
PRA Health Sciences Inc. PRAH US69354M1080 0.01
Alkermes PLC ALKS IE00B56GVS15 0.01
Coty Inc., Class "A" COTY US2220702037 0.01
Southern Copper Corporation SCCO US84265V1052 0.01
Euronet Worldwide Inc. EEFT US2987361092 0.01
Dunkin' Brands Group Inc. DNKN US2655041000 0.01
Chemours Company (The) CC US1638511089 0.01
Nektar Therapeutics NKTR US6402681083 0.01
Avangrid Inc. AGR US05351W1036 0.01
STORE Capital Corporation STOR US8621211007 0.01
GrubHub Inc. GRUB US4001101025 0.01
RingCentral Inc. RNG US76680R2067 0.01
AXA Equitable Holdings Inc. EQH US0545611057 0.01
Insulet Corporation PODD US45784P1012 0.01
CNA Financial Corporation CNA US1261171003 0.01
RenaissanceRe Holdings Ltd. RNR BMG7496G1033 0.01
Roku Inc ROKU US77543R1023 0.01
WPX Energy Inc. WPX US98212B1035 0.01
Ciena Corporation CIEN US1717793095 0.01
Sonoco Products Company SON US8354951027 0.01
Cree Inc. CREE US2254471012 0.01
Popular Inc. BPOP PR7331747001 0.01
GCI Liberty Inc GLIBA US36164V3050 0.01
Proofpoint Inc. PFPT US7434241037 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
BOK Financial Corporation BOKF US05561Q2012 0.01
Monolithic Power Systems Inc. MPWR US6098391054 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
Grand Canyon Education Inc. LOPE US38526M1062 0.01
Woodward Inc. WWD US9807451037 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Columbia Sportswear Company COLM US1985161066 0.01
Bruker Corporation BRKR US1167941087 0.01
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.01
First Solar Inc. FSLR US3364331070 0.01
New York Community Bancorp Inc. NYCB US6494451031 0.01
Ubiquiti Networks Inc. UBNT US90347A1007 0.01
Planet Fitness Inc. PLNT US72703H1014 0.01
Royal Gold Inc. RGLD US7802871084 0.01
Universal Display Corporation OLED US91347P1057 0.01
Medical Properties Trust Inc. MPW US58463J3041 0.01
Foot Locker Inc. FL US3448491049 0.01
United Therapeutics Corporation UTHR US91307C1027 0.01
CubeSmart CUBE US2296631094 0.01
Ollies Bargain Outlet Holdings OLLI US6811161099 0.01
Kontoor Brands Inc. KTB US50050N1037 0.01
World Wrestling Entertainment Inc. WWE US98156Q1085 0.01
Coupa Software Inc. COUP US22266L1061 0.01
Zillow Group Inc. ZG US98954M1018 0.01
Keurig Dr Pepper Inc. KDP US49271V1008 0.01
Nutanix Inc. NTNX US67059N1081 0.01
RealPage Inc. RP US75606N1090 0.01
CyrusOne Inc. CONE US23283R1005 0.01
EPR Properties EPR US26884U1097 0.01
HubSpot Inc. HUBS US4435731009 0.01
Dropbox Inc. DBX US26210C1045 0.01
Etsy Inc. ETSY US29786A1060 0.01
DocuSign Inc. DOCU US2561631068 0.01
Tallgrass Energy GP LP TGE US8746961072 0.00
Webster Financial Corporation WBS US9478901096 0.00
ICU Medical Inc. ICUI US44930G1076 0.00
United States Dollar 0.00
Snap Inc. SNAP US83304A1060 0.00
Zscaler Inc. ZS US98980G1022 0.00
Teradata Corporation TDC US88076W1036 0.00
ADT Inc. ADT US00090Q1031 0.00
Morningstar Inc. MORN US6177001095 0.00
Carvana Co CVNA US1468691027 0.00
Gardner Denver Holdings Inc. GDI US36555P1075 0.00
New Relic Inc. NEWR US64829B1008 0.00
Liberty Media Group FWONA US5312298707 0.00
Ceridian HCM Holding Inc. CDAY US15677J1088 0.00
Viacom Inc. VIA US92553P1021 0.00
Caesars Entertainment Corporation CZR US1276861036 0.00
ANGI Homeservices Inc. ANGI US00183L1026 0.00
Guardant Health Inc. GH US40131M1099 0.00
Elastic NV ESTC NL0013056914 0.00
Pivotal Software Inc PVTL US72582H1077 0.00
SolarWinds Corp SWI US83417Q1058 0.00
Moderna Inc. MRNA US60770K1079 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.