Quick Facts



Daily Prices

1.02% ($0.46)
December 07, 2021

Summary Stats

Listing Date 2017-04-17
AUM $58.76 M
Mgmt. Fee 0.32%
MER 4 0.36%

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) 3.52981
Price to Earnings (P/E) 19.61531
Average Market Cap $126.33 B
Dividend Yield 1.45%
Units Outstanding 1300000
Number of Holdings 790
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 (%)

1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
1.56 1.04 12.27 23.26 16.65 14.31
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 1.56 1.04 12.27 23.26 16.65 14.31

Calendar Returns (%)

2018 2019 2020
-0.05 24.35 14.09
2018 2019 2020
ETF -0.05 24.35 14.09

Portfolio Allocation as of 2021-12-07

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 97.02
Ireland 1.08
United Kingdom 0.67
Switzerland 0.42
Canada 0.33
Bermuda 0.21
Sweden 0.08
Australia 0.08
Israel 0.04
Other 0.08

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 25.29
Financials 13.02
Health care 12.48
Consumer discretionary 11.97
Industrials 11.10
Communication services 7.53
Consumer staples 5.21
Materials 3.85
Utilities 3.40
Other 6.14

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 99.71
General cash 0.19
Unit Trusts 0.06
Currency 0.04

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Microsoft Corporation MSFT US5949181045 4.23
Apple Inc. AAPL US0378331005 3.97
Amazon.com Inc. AMZN US0231351067 2.39
Alphabet Inc., Class "A" GOOGL US02079K3059 1.94
Meta Platforms, Inc. FB US30303M1027 1.29
NVIDIA Corporation NVDA US67066G1040 0.98
JPMorgan Chase & Company JPM US46625H1005 0.87
UnitedHealth Group Incorporated UNH US91324P1021 0.85
Tesla Inc. TSLA US88160R1014 0.82
Berkshire Hathaway Inc., Class B BRK/B US0846707026 0.79
Johnson & Johnson JNJ US4781601046 0.76
Home Depot Inc. (The) HD US4370761029 0.64
Procter & Gamble Company (The) PG US7427181091 0.62
Visa Inc., Class "A" V US92826C8394 0.59
Pfizer Inc. PFE US7170811035 0.55
Bank of America Corp. BAC US0605051046 0.53
Mastercard Incorporated, Class "A" MA US57636Q1040 0.51
Cisco Systems Inc. CSCO US17275R1023 0.48
Comcast Corporation, Class "A" CMCSA US20030N1019 0.47
Intel Corporation INTC US4581401001 0.46
Exxon Mobil Corporation XOM US30231G1022 0.44
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.44
Verizon Communications Inc. VZ US92343V1044 0.44
Thermo Fisher Scientific Inc. TMO US8835561023 0.44
Broadcom Inc. AVGO US11135F1012 0.43
Costco Wholesale Corporation COST US22160K1051 0.43
QUALCOMM Incorporated QCOM US7475251036 0.42
Walt Disney Company (The) DIS US2546871060 0.42
Adobe Inc. ADBE US00724F1012 0.42
Abbott Laboratories ABT US0028241000 0.41
Wells Fargo & Company WFC US9497461015 0.41
Target Corporation TGT US87612E1064 0.41
Chevron Corporation CVX US1667641005 0.41
PepsiCo Inc. PEP US7134481081 0.40
Walmart Inc. WMT US9311421039 0.40
NIKE Inc., Class "B" NKE US6541061031 0.39
Lowe's Companies Inc. LOW US5486611073 0.38
Texas Instruments Incorporated TXN US8825081040 0.37
Union Pacific Corporation UNP US9078181081 0.36
Netflix Inc. NFLX US64110L1061 0.36
Alphabet Inc., Class "C" GOOG US02079K1079 0.36
Eli Lilly & Company LLY US5324571083 0.35
Coca-Cola Company (The) KO US1912161007 0.34
Danaher Corporation DHR US2358511028 0.34
Merck & Company Inc. MRK US58933Y1055 0.34
salesforce.com inc. CRM US79466L3024 0.33
Applied Materials Inc. AMAT US0382221051 0.33
AbbVie Inc. ABBV US00287Y1091 0.33
Intuit Inc. INTU US4612021034 0.33
Morgan Stanley MS US6174464486 0.33
PayPal Holdings Inc. PYPL US70450Y1038 0.32
AT&T Inc. T US00206R1023 0.32
Oracle Corporation ORCL US68389X1054 0.31
McDonald's Corporation MCD US5801351017 0.31
Lam Research Corporation LRCX US5128071082 0.28
Raytheon Technologies Corporation RTX US75513E1010 0.28
Citigroup Inc. C US1729674242 0.28
The Goldman Sachs Group, Inc. GS US38141G1040 0.28
Honeywell International Inc. HON US4385161066 0.27
CVS Health Corporation CVS US1266501006 0.26
KLA Corporation KLAC US4824801009 0.26
Anthem Inc. ANTM US0367521038 0.26
Advanced Micro Devices Inc AMD US0079031078 0.25
Linde PLC LIN IE00BZ12WP82 0.25
Caterpillar Inc. CAT US1491231015 0.25
Charles Schwab Corporation (The) SCHW US8085131055 0.25
Capital One Financial Corporation COF US14040H1059 0.25
Amgen Inc. AMGN US0311621009 0.25
S&P Global Inc. SPGI US78409V1044 0.25
Norfolk Southern Corporation NSC US6558441084 0.25
Marvell Technology Inc MRVL US5738741041 0.24
International Business Machines Corporation IBM US4592001014 0.24
Sherwin-Williams Company (The) SHW US8243481061 0.24
Medtronic PLC MDT IE00BTN1Y115 0.24
Kroger Company (The) KR US5010441013 0.24
Deere & Company DE US2441991054 0.24
American Express Company AXP US0258161092 0.23
Zoetis Inc. ZTS US98978V1035 0.23
Starbucks Corporation SBUX US8552441094 0.23
Amphenol Corporation APH US0320951017 0.23
Parker-Hannifin Corporation PH US7010941042 0.23
ConocoPhillips COP US20825C1045 0.23
Waste Management Inc. WM US94106L1098 0.23
Rockwell Automation Inc. ROK US7739031091 0.23
United Parcel Service Inc., Class "B" UPS US9113121068 0.23
Xilinx Inc. XLNX US9839191015 0.22
NextEra Energy Inc. NEE US65339F1012 0.22
Bristol-Myers Squibb Company BMY US1101221083 0.22
CSX Corp. CSX US1264081035 0.22
Aon PLC AON IE00BLP1HW54 0.22
Analog Devices Inc. ADI US0326541051 0.22
Cigna Corporation CI US1255231003 0.21
Truist Financial Corporation TFC US89832Q1094 0.21
Micron Technology Inc. MU US5951121038 0.21
Travelers Companies Inc. (The) TRV US89417E1091 0.21
Ameriprise Financial Inc. AMP US03076C1062 0.21
Marsh & McLennan Companies Inc. MMC US5717481023 0.21
PNC Financial Services Group Inc. (The) PNC US6934751057 0.21
TJX Companies Inc. (The) TJX US8725401090 0.21
CBRE Group Inc. CBRE US12504L1098 0.20
Illinois Tool Works Inc. ITW US4523081093 0.20
Microchip Technology Incorporated MCHP US5950171042 0.20
Mettler-Toledo International Inc. MTD US5926881054 0.20
General Motors Company GM US37045V1008 0.20
Fifth Third Bancorp FITB US3167731005 0.20
Republic Services Inc. RSG US7607591002 0.20
Eaton Corporation PLC ETN IE00B8KQN827 0.20
Automatic Data Processing Inc. ADP US0530151036 0.20
Nucor Corporation NUE US6703461052 0.20
Discover Financial Services DFS US2547091080 0.20
Laboratory Corporation of America Holdings LH US50540R4092 0.19
Gilead Sciences Inc. GILD US3755581036 0.19
3M Company MMM US88579Y1010 0.19
Tractor Supply Company TSCO US8923561067 0.19
Exelon Corporation EXC US30161N1019 0.19
Prologis Inc. PLD US74340W1036 0.19
United Rentals Inc. URI US9113631090 0.19
Philip Morris International Inc. PM US7181721090 0.19
Humana Inc. HUM US4448591028 0.19
PPG Industries Inc. PPG US6935061076 0.19
U.S. Bancorp USB US9029733048 0.19
Best Buy Company Inc. BBY US0865161014 0.19
Keysight Technologies Inc. KEYS US49338L1035 0.18
AutoZone Inc. AZO US0533321024 0.18
Carrier Global Corporation CARR US14448C1045 0.18
D.R. Horton Inc. DHI US23331A1097 0.18
Canadian Dollar 0.18
BlackRock Inc., Class "A" BLK US09247X1019 0.18
Johnson Controls International PLC JCI IE00BY7QL619 0.18
Dollar General Corporation DG US2566771059 0.18
O'Reilly Automotive Inc. ORLY US67103H1077 0.18
Ford Motor Company F US3453708600 0.18
Paychex Inc. PAYX US7043261079 0.18
PACCAR Inc. PCAR US6937181088 0.18
American Tower Corporation AMT US03027X1000 0.18
Moody's Corporation MCO US6153691059 0.18
SVB Financial Group SIVB US78486Q1013 0.18
Motorola Solutions Inc. MSI US6200763075 0.18
Mondelez International Inc. MDLZ US6092071058 0.18
Seagate Technology Holdings PLC STX IE00BKVD2N49 0.18
IQVIA Holdings Inc. IQV US46266C1053 0.18
ResMed Inc. RMD US7611521078 0.18
McKesson Corporation MCK US58155Q1031 0.18
Synopsys Inc. SNPS US8716071076 0.18
Duke Energy Corporation DUK US26441C2044 0.18
Cognizant Technology Solutions Corporation CTSH US1924461023 0.17
Quest Diagnostics Incorporated DGX US74834L1008 0.17
Intuitive Surgical Inc. ISRG US46120E6023 0.17
Bank of New York Mellon Corporation (The) BK US0640581007 0.17
TE Connectivity Ltd. TEL CH0102993182 0.17
EOG Resources Inc. EOG US26875P1012 0.17
Fastenal Company FAST US3119001044 0.17
IDEXX Laboratories Inc. IDXX US45168D1046 0.17
Progressive Corporation (The) PGR US7433151039 0.17
Boeing Company (The) BA US0970231058 0.17
Charter Communications Inc. CHTR US16119P1084 0.17
Dollar Tree Inc. DLTR US2567461080 0.17
Allstate Corporation (The) ALL US0200021014 0.17
Cadence Design Systems Inc. CDNS US1273871087 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Southern Company (The) SO US8425871071 0.17
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.16
Equifax Inc. EFX US2944291051 0.16
Old Dominion Freight Line Inc. ODFL US6795801009 0.16
eBay Inc. EBAY US2786421030 0.16
Corning Incorporated GLW US2193501051 0.16
Public Service Enterprise Group Inc. PEG US7445731067 0.16
Cummins Inc. CMI US2310211063 0.16
Edwards Lifesciences Corporation EW US28176E1082 0.16
Air Products and Chemicals Inc. APD US0091581068 0.16
HP Inc. HPQ US40434L1052 0.16
Prudential Financial Inc. PRU US7443201022 0.16
T. Rowe Price Group Inc. TROW US74144T1088 0.16
Aflac Inc. AFL US0010551028 0.16
Copart Inc. CPRT US2172041061 0.16
ServiceNow Inc. NOW US81762P1021 0.16
Marathon Petroleum Corporation MPC US56585A1025 0.16
Verisk Analytics Inc. VRSK US92345Y1064 0.16
Ball Corporation BLL US0584981064 0.15
AMETEK, Inc. AME US0311001004 0.15
General Electric Company GE US3696043013 0.15
FedEx Corporation FDX US31428X1063 0.15
Emerson Electric Company EMR US2910111044 0.15
Archer-Daniels-Midland Company ADM US0394831020 0.15
Lockheed Martin Corporation LMT US5398301094 0.15
Stanley Black & Decker Inc. SWK US8545021011 0.15
Synchrony Financial SYF US87165B1035 0.15
Ross Stores Inc. ROST US7782961038 0.15
Dover Corporation DOV US2600031080 0.15
Regions Financial Corporation RF US7591EP1005 0.15
State Street Corporation STT US8574771031 0.15
Stryker Corporation SYK US8636671013 0.15
Altria Group Inc. MO US02209S1033 0.15
Consolidated Edison Inc. ED US2091151041 0.15
Freeport-McMoRan Inc. FCX US35671D8570 0.15
ANSYS Inc. ANSS US03662Q1058 0.15
First Republic Bank FRC US33616C1009 0.15
Skyworks Solutions Inc. SWKS US83088M1027 0.15
Chubb Limited CB CH0044328745 0.15
Lennar Corporation LEN US5260571048 0.15
Arthur J Gallagher & Company AJG US3635761097 0.14
American International Group Inc. AIG US0268747849 0.14
Ecolab Inc. ECL US2788651006 0.14
American Electric Power Company Inc. AEP US0255371017 0.14
Aptiv PLC APTV JE00B783TY65 0.14
Zebra Technologies Corporation ZBRA US9892071054 0.14
Teradyne Inc. TER US8807701029 0.14
CarMax Inc. KMX US1431301027 0.14
Agilent Technologies Inc. A US00846U1016 0.14
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.14
Centene Corporation CNC US15135B1017 0.14
Ally Financial Inc ALLY US02005N1000 0.14
Gartner Inc. IT US3666511072 0.14
Edison International EIX US2810201077 0.14
HCA Healthcare Inc. HCA US40412C1018 0.14
Corteva Inc. CTVA US22052L1044 0.14
Becton, Dickinson and Company BDX US0758871091 0.14
lululemon athletica inc. LULU US5500211090 0.14
Kansas City Southern KSU US4851703029 0.14
General Mills Inc. GIS US3703341046 0.14
W.W. Grainger Inc. GWW US3848021040 0.14
Valero Energy Corporation VLO US91913Y1001 0.14
Northrop Grumman Corporation NOC US6668071029 0.13
Entergy Corporation ETR US29364G1031 0.13
IHS Markit Limited INFO BMG475671050 0.13
T-Mobile US Inc. TMUS US8725901040 0.13
Booking Holdings Inc. BKNG US09857L1089 0.13
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.13
PPL Corporation PPL US69351T1060 0.13
Eversource Energy ES US30040W1080 0.13
Crown Castle International Corporation CCI US22822V1017 0.13
Albemarle Corporation ALB US0126531013 0.13
ON Semiconductor Corporation ON US6821891057 0.13
CDW Corporation CDW US12514G1085 0.13
Roper Technologies Inc. ROP US7766961061 0.13
Northern Trust Corporation NTRS US6658591044 0.13
MSCI Inc. MSCI US55354G1004 0.13
NVR Inc. NVR US62944T1051 0.13
NetApp Inc. NTAP US64110D1046 0.13
Blackstone Inc BX US09260D1072 0.13
Ulta Beauty Inc. ULTA US90384S3031 0.13
American Water Works Company Inc. AWK US0304201033 0.13
Fortinet Inc. FTNT US34959E1091 0.13
CME Group Inc., Class "A" CME US12572Q1058 0.13
Ameren Corporation AEE US0236081024 0.13
Weyerhaeuser Company WY US9621661043 0.13
Newmont Corporation NEM US6516391066 0.13
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.13
Palo Alto Networks Inc. PANW US6974351057 0.12
Moderna Inc. MRNA US60770K1079 0.12
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.12
Xcel Energy Inc. XEL US98389B1008 0.12
DuPont de Nemours Inc. DD US26614N1028 0.12
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.12
Chipotle Mexican Grill Inc. CMG US1696561059 0.12
Yum Brands Inc. YUM US9884981013 0.12
DTE Energy Company DTE US2333311072 0.12
Constellation Brands Inc. STZ US21036P1084 0.12
KeyCorp KEY US4932671088 0.12
West Pharmaceutical Services Inc. WST US9553061055 0.12
Williams Companies Inc. (The) WMB US9694571004 0.12
International Paper Company IP US4601461035 0.12
Hologic Inc. HOLX US4364401012 0.12
Martin Marietta Materials Inc. MLM US5732841060 0.12
WEC Energy Group Inc. WEC US92939U1060 0.12
Schlumberger Limited SLB AN8068571086 0.12
Cintas Corporation CTAS US1729081059 0.12
Colgate-Palmolive Company CL US1941621039 0.12
Simon Property Group Inc. SPG US8288061091 0.12
Marriott International Inc., Class "A" MAR US5719032022 0.12
Autodesk Inc. ADSK US0527691069 0.12
Illumina Inc. ILMN US4523271090 0.12
Cerner Corporation CERN US1567821046 0.12
General Dynamics Corporation GD US3695501086 0.12
Boston Scientific Corporation BSX US1011371077 0.12
Electronic Arts Inc. EA US2855121099 0.12
Equinix Inc. EQIX US29444U7000 0.12
Vulcan Materials Company VMC US9291601097 0.12
JB Hunt Transport Services Inc. JBHT US4456581077 0.12
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.12
Biogen Inc. BIIB US09062X1037 0.12
Principal Financial Group Inc. PFG US74251V1026 0.12
Expeditors International of Washington Inc. EXPD US3021301094 0.11
Celanese Corporation, Series "A" CE US1508701034 0.11
Fidelity National Information Services Inc. FIS US31620M1062 0.11
Sysco Corporation SYY US8718291078 0.11
International Flavors & Fragrances Inc. IFF US4595061015 0.11
EPAM Systems Inc. EPAM US29414B1044 0.11
MetLife Inc. MET US59156R1086 0.11
Nasdaq Inc. NDAQ US6311031081 0.11
McCormick & Company Incorporated MKC US5797802064 0.11
Clorox Company (The) CLX US1890541097 0.11
ONEOK Inc. OKE US6826801036 0.11
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.11
Citizens Financial Group Inc. CFG US1746101054 0.11
Arista Networks Inc. ANET US0404131064 0.11
Activision Blizzard Inc. ATVI US00507V1098 0.11
Dow Inc. DOW US2605571031 0.11
AvalonBay Communities Inc. AVB US0534841012 0.11
Otis Worldwide Corporation OTIS US68902V1070 0.11
Pioneer Natural Resources Company PXD US7237871071 0.11
Waters Corporation WAT US9418481035 0.11
L3Harris Technologies Inc. LHX US5024311095 0.11
PerkinElmer Inc. PKI US7140461093 0.11
Genuine Parts Company GPC US3724601055 0.11
Digital Realty Trust Inc. DLR US2538681030 0.11
SBA Communications Corporation SBAC US78410G1040 0.10
Hershey Company (The) HSY US4278661081 0.10
Omnicom Group Inc. OMC US6819191064 0.10
Realty Income Corporation O US7561091049 0.10
VeriSign Inc. VRSN US92343E1029 0.10
Baxter International Inc. BAX US0718131099 0.10
Textron Inc. TXT US8832031012 0.10
VF Corporation VFC US9182041080 0.10
Western Digital Corporation WDC US9581021055 0.10
Kimberly-Clark Corporation KMB US4943681035 0.10
M&T Bank Corporation MTB US55261F1049 0.10
Welltower Inc. WELL US95040Q1040 0.10
Eastman Chemical Company EMN US2774321002 0.10
Fiserv Inc. FISV US3377381088 0.10
TransDigm Group Incorporated TDG US8936411003 0.10
Church & Dwight Company Inc. CHD US1713401024 0.10
DexCom Inc. DXCM US2521311074 0.10
Whirlpool Corporation WHR US9633201069 0.10
Fortive Corporation FTV US34959J1088 0.10
MGM Resorts International MGM US5529531015 0.10
TransUnion TRU US89400J1079 0.10
CoStar Group Inc. CSGP US22160N1090 0.10
Hess Corporation HES US42809H1077 0.10
FirstEnergy Corporation FE US3379321074 0.10
Trimble Inc. TRMB US8962391004 0.10
The Trade Desk, Inc. TTD US88339J1051 0.10
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.10
Darden Restaurants Inc. DRI US2371941053 0.10
AES Corporation (The) AES US00130H1059 0.10
Dominion Energy Inc. D US25746U1097 0.10
Sempra Energy SRE US8168511090 0.10
Global Payments Inc. GPN US37940X1028 0.09
Kinder Morgan Inc. KMI US49456B1017 0.09
Garmin Limited GRMN CH0114405324 0.09
Tyson Foods Inc., Class "A" TSN US9024941034 0.09
Akamai Technologies Inc. AKAM US00971T1016 0.09
Raymond James Financial Inc. RJF US7547301090 0.09
Match Group Inc. MTCH US57667L1070 0.09
Walgreens Boots Alliance Inc. WBA US9314271084 0.09
Xylem Inc. XYL US98419M1009 0.09
Broadridge Financial Solutions Inc., ADR BR US11133T1034 0.09
Expedia Group Inc. EXPE US30212P3038 0.09
Molina Healthcare Inc. MOH US60855R1005 0.09
Pool Corporation POOL US73278L1052 0.09
AmerisourceBergen Corporation ABC US03073E1055 0.09
Steris PLC STE IE00BFY8C754 0.09
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.09
Cooper Companies Inc. (The) COO US2166484020 0.09
Occidental Petroleum Corporation OXY US6745991058 0.09
Equity Residential EQR US29476L1070 0.09
KKR & Company Inc. KKR US48251W1045 0.09
Qorvo Inc. QRVO US74736K1016 0.09
FleetCor Technologies Inc. FLT US3390411052 0.09
Cincinnati Financial Corporation CINF US1720621010 0.09
Align Technology Inc. ALGN US0162551016 0.09
CMS Energy Corporation CMS US1258961002 0.09
Etsy Inc. ETSY US29786A1060 0.09
Extra Space Storage Inc. EXR US30225T1025 0.09
Hewlett Packard Enterprise Company HPE US42824C1099 0.09
Twilio Inc. TWLO US90138F1021 0.09
Monster Beverage Corporation MNST US61174X1090 0.09
Public Storage PSA US74460D1090 0.09
Evergy Inc. EVRG US30034W1062 0.09
Ingersoll-Rand Inc IR US45687V1061 0.09
Alexandria Real Estate Equities Inc. ARE US0152711091 0.08
Avery Dennison Corporation AVY US0536111091 0.08
Jacobs Engineering Group Inc. J US4698141078 0.08
FactSet Research Systems Inc. FDS US3030751057 0.08
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.08
Huntington Bancshares Inc. HBAN US4461501045 0.08
Tyler Technologies Inc. TYL US9022521051 0.08
Workday Inc. WDAY US98138H1014 0.08
Masco Corporation MAS US5745991068 0.08
IDEX Corporation IEX US45167R1041 0.08
CF Industries Holdings Inc. CF US1252691001 0.08
CenterPoint Energy Inc. CNP US15189T1079 0.08
Entegris Inc. ENTG US29362U1043 0.08
Catalent Inc. CTLT US1488061029 0.08
Loews Corporation L US5404241086 0.08
Universal Health Services Inc. UHS US9139031002 0.08
Kellogg Company K US4878361082 0.08
Phillips 66 PSX US7185461040 0.08
Allegion PLC ALLE IE00BFRT3W74 0.08
Domino's Pizza Inc. DPZ US25754A2015 0.08
Cheniere Energy Inc. LNG US16411R2085 0.08
Fidelity National Financial Inc. FNF US31620R3030 0.08
Advance Auto Parts Inc. AAP US00751Y1064 0.08
Lincoln National Corporation LNC US5341871094 0.08
Carlisle Companies Incorporated CSL US1423391002 0.08
HubSpot Inc. HUBS US4435731009 0.08
Mid-America Apartment Communities Inc. MAA US59522J1034 0.08
Amcor PLC AMCR JE00BJ1F3079 0.08
Diamondback Energy Inc. FANG US25278X1090 0.08
LKQ Corporation LKQ US5018892084 0.08
Arch Capital Group Limited ACGL BMG0450A1053 0.08
Steel Dynamics Inc. STLD US8581191009 0.08
Packaging Corporation of America PKG US6951561090 0.08
Signature Bank SBNY US82669G1040 0.08
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.08
Lear Corporation LEA US5218652049 0.07
Square Inc., Class "A" SQ US8522341036 0.07
Essex Property Trust Inc. ESS US2971781057 0.07
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.07
PulteGroup Inc. PHM US7458671010 0.07
Burlington Stores Inc. BURL US1220171060 0.07
Monolithic Power Systems Inc. MPWR US6098391054 0.07
Duke Realty Corporation DRE US2644115055 0.07
Paycom Software Inc. PAYC US70432V1026 0.07
Crown Holdings Inc. CCK US2283681060 0.07
CH Robinson Worldwide Inc. CHRW US12541W2098 0.07
F5 INC FFIV US3156161024 0.07
Charles River Laboratories International Inc. CRL US1598641074 0.07
Comerica Incorporated CMA US2003401070 0.07
Service Corporation International SCI US8175651046 0.07
ConAgra Brands Inc. CAG US2058871029 0.07
Brown & Brown Inc. BRO US1152361010 0.07
Cardinal Health Inc. CAH US14149Y1082 0.07
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.07
Avantor Inc. AVTR US05352A1007 0.07
Nortonlifelock Inc NLOK US6687711084 0.07
Hasbro Inc. HAS US4180561072 0.07
Uber Technologies Inc. UBER US90353T1007 0.07
Henry Schein Inc. HSIC US8064071025 0.07
Veeva Systems Inc., Class "A" VEEV US9224751084 0.07
Take-Two Interactive Software Inc. TTWO US8740541094 0.07
Robert Half International Inc. RHI US7703231032 0.07
Halliburton Company HAL US4062161017 0.07
Arrow Electronics Inc. ARW US0427351004 0.07
FMC Corporation FMC US3024913036 0.07
Markel Corporation MKL US5705351048 0.07
Horizon Therapeutics Plc HZNP IE00BQPVQZ61 0.07
Invitation Homes Inc. INVH US46187W1071 0.07
Flex Limited FLEX SG9999000020 0.07
Alliant Energy Corporation LNT US0188021085 0.07
Enphase Energy Inc ENPH US29355A1079 0.07
Bunge Limited BG BMG169621056 0.07
Williams-Sonoma Inc. WSM US9699041011 0.07
Bio-Rad Laboratories Inc. BIO US0905722072 0.07
JM Smucker Company (The) SJM US8326964058 0.06
Vail Resorts Inc. MTN US91879Q1094 0.06
Teledyne Technologies Incorporated TDY US8793601050 0.06
Quanta Services Inc. PWR US74762E1029 0.06
Westinghouse Air Brake Technologie WAB US9297401088 0.06
Snap Inc. SNAP US83304A1060 0.06
RPM International Inc. RPM US7496851038 0.06
Twitter Inc. TWTR US90184L1026 0.06
Sun Communities Inc. SUI US8666741041 0.06
Viacomcbs Inc. VIACA US92556H1077 0.06
Snap-on Inc. SNA US8330341012 0.06
Equitable Holdings Inc. EQH US29452E1010 0.06
Okta Inc. OKTA US6792951054 0.06
Juniper Networks Inc. JNPR US48203R1041 0.06
W. R. Berkley Corporation WRB US0844231029 0.06
Zions Bancorporation National Association ZION US9897011071 0.06
CloudFlare Inc. NET US18915M1071 0.06
Leidos Holdings Inc. LDOS US5253271028 0.06
LPL Financial Holdings Inc. LPLA US50212V1008 0.06
Owens Corning OC US6907421019 0.06
Reliance Steel & Aluminum Company RS US7595091023 0.06
Pentair PLC PNR IE00BLS09M33 0.06
NiSource Inc. NI US65473P1057 0.06
Howmet Aerospace HWM US4432011082 0.06
Boston Properties Inc. BXP US1011211018 0.06
Teleflex Incorporated TFX US8793691069 0.06
Ventas Inc. VTR US92276F1003 0.06
Amdocs Limited DOX GB0022569080 0.06
MarketAxess Holdings Inc. MKTX US57060D1081 0.06
Datadog Inc DDOG US23804L1035 0.06
Everest Re Group Limited RE BMG3223R1088 0.06
Live Nation Entertainment Inc. LYV US5380341090 0.06
Generac Holdings Inc. GNRC US3687361044 0.06
Jack Henry & Associates Inc. JKHY US4262811015 0.06
Mohawk Industries Inc. MHK US6081901042 0.06
Royal Caribbean Cruises Limited RCL LR0008862868 0.06
WestRock Company WRK US96145D1054 0.06
Mosaic Company (The) MOS US61945C1036 0.06
Athene Holding Limited, Class "A" ATH BMG0684D1074 0.06
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.06
Cboe Global Markets Inc. CBOE US12503M1080 0.06
Bio-Techne Corporation TECH US09073M1045 0.06
Nordson Corp NDSN US6556631025 0.06
Healthpeak Properties Inc PEAK US42250P1030 0.06
Hubbell Inc. HUBB US4435106079 0.05
UDR Inc. UDR US9026531049 0.05
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.05
MongoDB Inc. MDB US60937P1066 0.05
Fox Corporation, Class "A" FOXA US35137L1052 0.05
Kraft Heinz Company (The) KHC US5007541064 0.05
Lennox International Inc. LII US5261071071 0.05
American Financial Group Inc. AFG US0259321042 0.05
DaVita Inc. DVA US23918K1088 0.05
Camden Property Trust CPT US1331311027 0.05
East West Bancorp Inc. EWBC US27579R1041 0.05
UGI Corporation UGI US9026811052 0.05
BorgWarner Inc. BWA US0997241064 0.05
Graco Inc. GGG US3841091040 0.05
Globe Life Inc. GL US37959E1029 0.05
Citrix Systems Inc. CTXS US1773761002 0.05
Dentsply Sirona Inc. XRAY US24906P1093 0.05
Liberty Media Corporation-Liberty Formula One FWONK US5312298541 0.05
Splunk Inc. SPLK US8486371045 0.05
Berry Global Group Inc. BERY US08579W1036 0.05
Atmos Energy Corporation ATO US0495601058 0.05
Hormel Foods Corporation HRL US4404521001 0.05
HEICO Corporation HEI US4228061093 0.05
Caesars Entertainment Inc CZR US12769G1004 0.05
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.05
Franklin Resources Inc. BEN US3546131018 0.05
SeaGen Inc SGEN US81181C1045 0.05
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.05
SEI Investments Company SEIC US7841171033 0.05
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.05
AO Smith Corporation AOS US8318652091 0.05
Nuance Communications Inc. NUAN US67020Y1001 0.05
Elanco Animal Health Inc. ELAN US28414H1032 0.05
Autoliv Inc. ALV US0528001094 0.05
Floor & Decor Holdings Inc. FND US3397501012 0.05
Ceridian HCM Holding Inc. CDAY US15677J1088 0.05
Toro Company (The) TTC US8910921084 0.05
Voya Financial Inc. VOYA US9290891004 0.05
Bath & Body Works Inc. BBWI US0708301041 0.05
Hill-Rom Holdings Inc. HRC US4314751029 0.05
VMware Inc. VMW US9285634021 0.05
Cognex Corporation CGNX US1924221039 0.05
Viatris Inc VTRS US92556V1061 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
GXO Logistics Inc GXO US36262G1013 0.05
PTC Inc. PTC US69370C1009 0.05
Alleghany Corporation Y US0171751003 0.04
Campbell Soup Company CPB US1344291091 0.04
Pinnacle West Capital Corporation PNW US7234841010 0.04
Aramark ARMK US03852U1060 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Devon Energy Corporation DVN US25179M1036 0.04
Masimo Corporation MASI US5747951003 0.04
Baker Hughes Company BKR US05722G1004 0.04
Trex Company Inc. TREX US89531P1057 0.04
Roku Inc. ROKU US77543R1023 0.04
Carnival Corporation CCL PA1436583006 0.04
Fair Isaac Corporation FICO US3032501047 0.04
Keurig Dr Pepper Inc. KDP US49271V1008 0.04
ABIOMED Inc. ABMD US0036541003 0.04
Zscaler Inc. ZS US98980G1022 0.04
Gentex Corporation GNTX US3719011096 0.04
Wolfspeed Inc WOLF US9778521024 0.04
VICI Properties Inc VICI US9256521090 0.04
XPO Logistics Inc. XPO US9837931008 0.04
Huntington Ingalls Industries Inc. HII US4464131063 0.04
Crowdstrike Holdings Inc. CRWD US22788C1053 0.04
Aspen Technology Inc. AZPN US0453271035 0.04
Marathon Oil Corporation MRO US5658491064 0.04
Molson Coors Beverage Company TAP US60871R2094 0.04
NRG Energy Inc. NRG US6293775085 0.04
SolarEdge Technologies Inc SEDG US83417M1045 0.04
United States Dollar 0.04
Host Hotels & Resorts Inc. HST US44107P1049 0.04
Watsco Inc. WSO US9426222009 0.04
Newell Brands Inc. NWL US6512291062 0.04
Black Knight Inc. BKI US09215C1053 0.04
Deckers Outdoor Corporation DECK US2435371073 0.04
Insulet Corporation PODD US45784P1012 0.04
Las Vegas Sands Corporation LVS US5178341070 0.04
WP Carey Inc. WPC US92936U1097 0.04
Southwest Airlines Company LUV US8447411088 0.04
Genpact Ltd. G BMG3922B1072 0.04
DISH Network Corporation DISH US25470M1099 0.04
Guidewire Software Inc. GWRE US40171V1008 0.04
Bill.Com Holdings Inc BILL US0900431000 0.04
AECOM ACM US00766T1007 0.04
Lincoln Electric Holdings Inc. LECO US5339001068 0.04
Cable One Inc. CABO US12685J1051 0.04
Reinsurance Group of America Incorporated RGA US7593516047 0.04
News Corporation, Class "A" NWSA US65249B1098 0.04
Five Below Inc. FIVE US33829M1018 0.04
Donaldson Company Inc. DCI US2576511099 0.04
Regency Centers Corporation REG US7588491032 0.04
Lamb Weston Holdings Inc. LW US5132721045 0.04
Western Union Company (The) WU US9598021098 0.04
Apollo Global Management Inc APO US03768E1055 0.04
Builders FirstSource Inc BLDR US12008R1077 0.04
Essential Utilities Inc. WTRG US29670G1022 0.03
NXP Semiconductors NV NXPI NL0009538784 0.03
GoDaddy Inc. GDDY US3802371076 0.03
Avalara Inc. AVLR US05338G1067 0.03
American Homes 4 Rent AMH US02665T3068 0.03
AptarGroup Inc. ATR US0383361039 0.03
Commerce Bancshares Inc. CBSH US2005251036 0.03
Vistra Corporation VST US92840M1027 0.03
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.03
Incyte Corporation INCY US45337C1027 0.03
Medical Properties Trust Inc. MPW US58463J3041 0.03
Ciena Corporation CIEN US1717793095 0.03
US Foods Holding Corporation USFD US9120081099 0.03
Assurant Inc. AIZ US04621X1081 0.03
Snowflake Inc SNOW US8334451098 0.03
Plug Power Inc PLUG US72919P2020 0.03
RingCentral Inc. RNG US76680R2067 0.03
Wynn Resorts Limited WYNN US9831341071 0.03
Federal Realty Investment Trust FRT US3137472060 0.03
Discovery Inc., Class "A" DISCA US25470F1049 0.03
Wayfair Inc. W US94419L1017 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
AMERCO UHAL US0235861004 0.03
First Solar Inc. FSLR US3364331070 0.03
Pinterest Inc PINS US72352L1061 0.03
Rollins Inc. ROL US7757111049 0.03
Nielsen Holdings PLC NLSN GB00BWFY5505 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Spotify Technology SA SPOT LU1778762911 0.03
Bruker Corporation BRKR US1167941087 0.03
Syneos Health Inc SYNH US87166B1026 0.03
Dell Technologies Inc., Class "C" DELL US24703L2025 0.03
DocuSign Inc. DOCU US2561631068 0.03
Discovery Inc., Class "C" DISCK US25470F3029 0.03
Restoration Hardware Holdings Inc. RH US74967X1037 0.03
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.03
Knight-Swift Transportation Holdings Inc. KNX US4990491049 0.03
Morningstar Inc. MORN US6177001095 0.03
Tapestry Inc. TPR US8760301072 0.03
Zendesk Inc. ZEN US98936J1016 0.03
CubeSmart CUBE US2296631094 0.03
Exact Sciences Corporation EXAS US30063P1057 0.03
Lithia Motors Inc. LAD US5367971034 0.03
Ares Management Corp. ARES US03990B1017 0.03
First Horizon Corporation FHN US3205171057 0.03
Repligen Corporation RGEN US7599161095 0.03
MKS Instruments Inc. MKSI US55306N1046 0.03
Sirius XM Holdings Inc. SIRI US82968B1035 0.03
Encompass Health Corporation EHC US29261A1007 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
Gap Inc. (The) GPS US3647601083 0.03
Manhattan Associates Inc. MANH US5627501092 0.03
Teladoc Inc. TDOC US87918A1051 0.02
Vornado Realty Trust VNO US9290421091 0.02
Paylocity Holding Corporation PCTY US70438V1061 0.02
Casey's General Stores Inc. CASY US1475281036 0.02
Invesco Limited IVZ BMG491BT1088 0.02
National Retail Properties Inc. NNN US6374171063 0.02
Smartsheet Inc SMAR US83200N1037 0.02
Penn National Gaming Inc PENN US7075691094 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
Zoom Video Communications Inc. ZM US98980L1017 0.02
CyrusOne Inc. CONE US23283R1005 0.02
IPG Photonics Corporation IPGP US44980X1090 0.02
Middleby Corp. MIDD US5962781010 0.02
Unity Software Inc U US91332U1016 0.02
Carvana Company CVNA US1468691027 0.02
Dropbox Inc. DBX US26210C1045 0.02
Kilroy Realty Corporation KRC US49427F1084 0.02
Western Alliance Bancorporation WAL US9576381092 0.02
Darling Ingredients Inc. DAR US2372661015 0.02
Delta Air Lines Inc. DAL US2473617023 0.02
United Continental Holdings Inc. UAL US9100471096 0.02
Coupa Software Inc. COUP US22266L1061 0.02
Lyft Inc LYFT US55087P1049 0.02
Erie Indemnity Company ERIE US29530P1021 0.02
STORE Capital Corporation STOR US8621211007 0.02
DraftKings Inc. DKNG US26142R1041 0.02
Universal Display Corporation OLED US91347P1057 0.02
RenaissanceRe Holdings Limited RNR BMG7496G1033 0.02
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.02
Dynatrace Inc. DT US2681501092 0.02
Scotts Miracle-Gro Company (The), Class "A" SMG US8101861065 0.02
Royalty Pharma PLC RPRX GB00BMVP7Y09 0.02
Omega Healthcare Investors Inc. OHI US6819361006 0.02
Novavax Inc. 0A3S US6700024010 0.02
WEX Inc. WEX US96208T1043 0.02
Tradeweb Markets Inc. TW US8926721064 0.02
Kohl's Corporation KSS US5002551043 0.02
Fox Corporation, Class "B" FOX US35137L2043 0.02
Kimco Realty Corporation KIM US49446R1095 0.02
Texas Pacific Land Corp TPL US88262P1021 0.02
Peloton Interactive Inc PTON US70614W1009 0.02
10X Genomics Inc. TXG US88025U1097 0.02
Guardant Health Inc. GH US40131M1099 0.02
Altice USA Inc. ATUS US02156K1034 0.02
Neurocrine Biosciences Inc. NBIX US64125C1099 0.02
Penumbra Inc. PEN US70975L1070 0.02
Continental Resources Inc. CLR US2120151012 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
AGCO Corporation AGCO US0010841023 0.02
New York Times Company (The) NYT US6501111073 0.02
Southern Copper Corporation SCCO US84265V1052 0.02
DoorDash Inc DASH US25809K1051 0.02
Elastic NV ESTC NL0013056914 0.02
Organon & Co OGN US68622V1061 0.02
Zillow Group Inc., Class "C" Z US98954M2008 0.02
Zynga Inc. ZNGA US98986T1088 0.02
Airbnb Inc ABNB US0090661010 0.02
Churchill Downs Inc. CHDN US1714841087 0.02
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.02
Five9 Inc. FIVN US3383071012 0.01
Novocure Limited NVCR JE00BYSS4X48 0.01
Cleveland-Cliffs Inc CLF US1858991011 0.01
Jabil Inc. JBL US4663131039 0.01
Norwegian Cruise Line Holdings Limited NCLH BMG667211046 0.01
Sunrun Inc RUN US86771W1053 0.01
SiteOne Landscape Supply Inc. SITE US82982L1035 0.01
Americold Realty Trust COLD US03064D1081 0.01
Hyatt Hotels Corporation H US4485791028 0.01
Woodward Inc. WWD US9807451037 0.01
Capri Holdings Limited CPRI VGG1890L1076 0.01
Alcoa Corporation AA US0138721065 0.01
Targa Resources Corporation TRGP US87612G1013 0.01
Albertsons Cos Inc ACI US0130911037 0.01
Axon Enterprise Inc AXON US05464C1018 0.01
Crocs Inc. CROX US2270461096 0.01
Dick's Sporting Goods Inc. DKS US2533931026 0.01
PPD Inc. PPD US69355F1021 0.01
Affirm Holdings Inc AFRM US00827B1061 0.01
American Airlines Group Inc. AAL US02376R1023 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
Palantir Technologies Inc PLTR US69608A1088 0.01
Avangrid Inc. AGR US05351W1036 0.01
ZoomInfo Technologies Inc. ZI US98980F1049 0.01
Tempur Sealy International Inc. TPX US88023U1016 0.01
CRISPR Therapeutics AG CRSP CH0334081137 0.01
Warner Music Group Corp WMG US9345502036 0.01
Ralph Lauren Corporation RL US7512121010 0.01
Clarivate PLC CLVT JE00BJJN4441 0.01
Anaplan Inc. PLAN US03272L1089 0.01
Globant SA GLOB LU0974299876 0.01
Pegasystems Inc. PEGA US7055731035 0.01
Sealed Air Corporation SEE US81211K1007 0.01
Base Cash 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Brookfield Renewable Corp BEPC CA11284V1058 0.01
Concentrix Corp CNXC US20602D1019 0.01
Under Armour Inc., Class "A" UAA US9043111072 0.01
ITT Inc. ITT US45073V1089 0.01
YETI Holdings Inc YETI US98585X1046 0.01
Ubiquiti Networks Inc. UI US90353W1036 0.01
Jefferies Financial Group Inc. JEF US47233W1099 0.01
Life Storage. Inc. LSI US53223X1072 0.01
Lattice Semiconductor Corporation LSCC US5184151042 0.01
Advanced Drainage Systems Inc WMS US00790R1041 0.01
United Therapeutics Corporation UTHR US91307C1027 0.01
Mirati Therapeutics Inc. MRTX US60468T1051 0.01
Chewy Inc. CHWY US16679L1098 0.01
Natera Inc. NTRA US6323071042 0.01
Under Armour Inc., Class "C" UA US9043112062 0.01
DXC Technology Company DXC US23355L1061 0.01
Rexford Industrial Realty Inc. REXR US76169C1009 0.01
Kyndryl Holdings Inc KD US50155Q1004 0.01
Sylvamo Corp SLVM US8713321029 0.01
CNA Financial Corporation CNA US1261171003 0.01
Bentley Systems Inc. BSY US08265T2087 0.01
Chegg Inc. CHGG US1630921096 0.01
Credit Acceptance Corporation CACC US2253101016 0.01
Dun & Bradstreet Holdings Inc DNB US26484T1060 0.01
Beyond Meat Inc BYND US08862E1091 0.01
Upstart Holdings Inc UPST US91680M1071 0.01
Zillow Group Inc. ZG US98954M1018 0.01
Levi Strauss & Company LEVI US52736R1023 0.00
Liberty Media Group FWONA US5312298707 0.00
First Citizens BancShares Inc. FCNCA US31946M1036 0.00
Qualtrics International Inc XM US7476012015 0.00
Intellia Therapeutics Inc. NTLA US45826J1051 0.00
Biohaven Pharmaceutical Holding Company Ltd. BHVN VGG111961055 0.00
Globus Medical Inc. GMED US3795772082 0.00
Maravai LifeSciences Holdings Inc MRVI US56600D1072 0.00
Bridgebio Pharma Inc BBIO US10806X1028 0.00
QuantumScape Corp QS US74767V1098 0.00
Orion Office REIT Inc ONL US68629Y1038 0.00
Playtika Holding Corp PLTK US72815L1070 0.00
Asana Inc. ASAN US04342Y1047 0.00
Appian Corp APPN US03782L1017 0.00
Bumble Inc BMBL US12047B1052 0.00
Rocket Cos Inc RKT US77311W1018 0.00
Doximity Inc DOCS US26622P1075 0.00
SentinelOne Inc S US81730H1095 0.00
McAfee Corp MCFE US5790631080 0.00
TuSimple Holdings Inc TSP US90089L1089 0.00
agilon health Inc AGL US00857U1079 0.00
Oak Street Health Inc OSH US67181A1079 0.00


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 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*
Picture of Andres Torres.
Andres Torres 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


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.