Overview

MULC.B
$33.48
0.85% ($0.28)
2020-09-22
Listing Date 2017-04-17
AUM $61.95 M
Mgmt. Fee 0.32%
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) 2.86062
Price to Earnings (P/E) 22.86664
Average Market Cap $99.53 B
Dividend Yield 1.94%
Units Outstanding 1850000
Number of Holdings 840
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
3.30 7.77 12.35 13.81 12.53 — — 10.91
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 3.30 7.77 12.35 13.81 12.53 — — 10.91

Calendar Returns (%)

 
ETF
2018 2019
-0.05 24.35
2018 2019
ETF -0.05 24.35

Portfolio Allocation as of 2020-09-22

Geographic Allocation (%)

Geographic Allocation pie chart.
United States 97.44
Ireland 1.07
United Kingdom 0.88
Switzerland 0.39
Bermuda 0.18
Sweden 0.09
Australia 0.05
Israel 0.03
Jersey Pound 0.02
Other -0.16

Sector Allocation (%)

Sector Allocation pie chart.
Information Technology 24.13
Health Care 14.18
Consumer Discretionary 11.83
Financials 11.38
Industrials 11.13
Communication Services 8.54
Consumer Staples 6.56
Utilities 4.10
Materials 3.82
Other 4.33

Asset Allocation (%)

Asset Allocation pie chart.
Equities 100.19
Unit Trusts 0.12
Currency 0.06
Cash -0.36

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 3.64
Microsoft Corporation MSFT US5949181045 3.59
Amazon.com Inc. AMZN US0231351067 2.79
Alphabet Inc., Class "A" GOOGL US02079K3059 1.50
Facebook Inc., Class "A" FB US30303M1027 1.21
Johnson & Johnson JNJ US4781601046 0.95
Berkshire Hathaway Inc., Class B BRK/B US0846707026 0.90
Visa Inc., Class "A" V US92826C8394 0.81
Procter & Gamble Company (The) PG US7427181091 0.80
UnitedHealth Group Incorporated UNH US91324P1021 0.80
JPMorgan Chase & Company JPM US46625H1005 0.74
Verizon Communications Inc. VZ US92343V1044 0.74
Mastercard Incorporated, Class "A" MA US57636Q1040 0.73
Comcast Corporation, Class "A" CMCSA US20030N1019 0.72
Intel Corporation INTC US4581401001 0.64
Home Depot Inc. (The) HD US4370761029 0.59
Walmart Inc. WMT US9311421039 0.57
AT&T Inc. T US00206R1023 0.56
Pfizer Inc. PFE US7170811035 0.55
Merck & Company Inc. MRK US58933Y1055 0.55
NVIDIA Corporation NVDA US67066G1040 0.55
Walt Disney Company (The) DIS US2546871060 0.53
Abbott Laboratories ABT US0028241000 0.47
Tesla Inc. TSLA US88160R1014 0.47
Cisco Systems Inc. CSCO US17275R1023 0.46
Oracle Corporation ORCL US68389X1054 0.46
PepsiCo Inc. PEP US7134481081 0.45
Bank of America Corp. BAC US0605051046 0.45
PayPal Holdings Inc. PYPL US70450Y1038 0.45
Adobe Inc. ADBE US00724F1012 0.44
Coca-Cola Company (The) KO US1912161007 0.44
Thermo Fisher Scientific Inc. TMO US8835561023 0.43
Union Pacific Corporation UNP US9078181081 0.41
Amgen Inc. AMGN US0311621009 0.41
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.41
Chevron Corporation CVX US1667641005 0.40
salesforce.com inc. CRM US79466L3024 0.40
NIKE Inc., Class "B" NKE US6541061031 0.39
Netflix Inc. NFLX US64110L1061 0.39
Costco Wholesale Corporation COST US22160K1051 0.39
Target Corporation TGT US87612E1064 0.38
QUALCOMM Incorporated QCOM US7475251036 0.37
Texas Instruments Incorporated TXN US8825081040 0.37
McDonald's Corporation MCD US5801351017 0.37
Lowe's Companies Inc. LOW US5486611073 0.36
Broadcom Inc. AVGO US11135F1012 0.36
Charter Communications Inc. CHTR US16119P1084 0.35
AbbVie Inc. ABBV US00287Y1091 0.35
Exxon Mobil Corporation XOM US30231G1022 0.34
International Business Machines Corporation IBM US4592001014 0.34
Danaher Corporation DHR US2358511028 0.32
Medtronic PLC MDT IE00BTN1Y115 0.32
Lam Research Corporation LRCX US5128071082 0.31
Bristol-Myers Squibb Company BMY US1101221083 0.31
Eli Lilly & Company LLY US5324571083 0.30
Honeywell International Inc. HON US4385161066 0.30
Raytheon Technologies Corporation RTX US75513E1010 0.29
Wells Fargo & Company WFC US9497461015 0.29
Norfolk Southern Corporation NSC US6558441084 0.28
NextEra Energy Inc. NEE US65339F1012 0.28
Citigroup Inc. C US1729674242 0.27
S&P Global Inc. SPGI US78409V1044 0.27
TJX Companies Inc. (The) TJX US8725401090 0.27
Micron Technology Inc. MU US5951121038 0.27
Best Buy Company Inc. BBY US0865161014 0.26
eBay Inc. EBAY US2786421030 0.26
Alphabet Inc., Class "C" GOOG US02079K1079 0.26
Caterpillar Inc. CAT US1491231015 0.26
United Parcel Service Inc., Class "B" UPS US9113121068 0.25
Linde PLC LIN IE00BZ12WP82 0.25
Kroger Company (The) KR US5010441013 0.25
Lockheed Martin Corporation LMT US5398301094 0.25
Gilead Sciences Inc. GILD US3755581036 0.25
Zoetis Inc. ZTS US98978V1035 0.25
Starbucks Corporation SBUX US8552441094 0.24
Dollar General Corporation DG US2566771059 0.24
3M Company MMM US88579Y1010 0.24
PACCAR Inc. PCAR US6937181088 0.24
Deere & Company DE US2441991054 0.24
Humana Inc. HUM US4448591028 0.24
Anthem Inc. ANTM US0367521038 0.24
CVS Health Corporation CVS US1266501006 0.24
Cigna Corporation CI US1255231003 0.23
Sherwin-Williams Company (The) SHW US8243481061 0.23
Progressive Corporation (The) PGR US7433151039 0.23
Applied Materials Inc. AMAT US0382221051 0.23
Illinois Tool Works Inc. ITW US4523081093 0.23
Air Products and Chemicals Inc. APD US0091581068 0.23
Philip Morris International Inc. PM US7181721090 0.23
Mondelez International Inc. MDLZ US6092071058 0.23
Waste Management Inc. WM US94106L1098 0.23
Fidelity National Information Services Inc. FIS US31620M1062 0.22
American Tower Corporation AMT US03027X1000 0.22
Intuit Inc. INTU US4612021034 0.22
Aon PLC AON IE00BLP1HW54 0.22
Activision Blizzard Inc. ATVI US00507V1098 0.22
CSX Corp. CSX US1264081035 0.22
MSCI Inc. MSCI US55354G1004 0.21
Cummins Inc. CMI US2310211063 0.21
Booking Holdings Inc. BKNG US09857L1089 0.21
Agilent Technologies Inc. A US00846U1016 0.21
KLA Corporation KLAC US4824801009 0.21
FedEx Corporation FDX US31428X1063 0.21
Ross Stores Inc. ROST US7782961038 0.21
Parker-Hannifin Corporation PH US7010941042 0.21
McKesson Corporation MCK US58155Q1031 0.21
Republic Services Inc. RSG US7607591002 0.20
Newmont Corporation NEM US6516391066 0.20
Clorox Company (The) CLX US1890541097 0.20
American Express Company AXP US0258161092 0.20
Analog Devices Inc. ADI US0326541051 0.20
Stryker Corporation SYK US8636671013 0.20
Global Payments Inc. GPN US37940X1028 0.20
Marsh & McLennan Companies Inc. MMC US5717481023 0.20
Biogen Inc. BIIB US09062X1037 0.20
Rockwell Automation Inc. ROK US7739031091 0.20
T. Rowe Price Group Inc. TROW US74144T1088 0.20
TRANE TECHNOLOGIES PLC TT IE00BK9ZQ967 0.19
American Electric Power Company Inc. AEP US0255371017 0.19
Duke Energy Corporation DUK US26441C2044 0.19
TE Connectivity Ltd. TEL CH0102993182 0.19
Advanced Micro Devices Inc AMD US0079031078 0.19
Corning Incorporated GLW US2193501051 0.19
Ball Corporation BLL US0584981064 0.19
Ameriprise Financial Inc. AMP US03076C1062 0.19
Truist Financial Corporation TFC US89832Q1094 0.19
Consolidated Edison Inc. ED US2091151041 0.19
PPG Industries Inc. PPG US6935061076 0.19
Southern Company (The) SO US8425871071 0.19
The Goldman Sachs Group, Inc. GS US38141G1040 0.19
Public Service Enterprise Group Inc. PEG US7445731067 0.19
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.19
D.R. Horton Inc. DHI US23331A1097 0.19
Skyworks Solutions Inc. SWKS US83088M1027 0.18
Altria Group Inc. MO US02209S1033 0.18
Mettler-Toledo International Inc. MTD US5926881054 0.18
lululemon athletica inc. LULU US5500211090 0.18
Cadence Design Systems Inc. CDNS US1273871087 0.18
Quest Diagnostics Incorporated DGX US74834L1008 0.18
Boeing Company (The) BA US0970231058 0.18
Xcel Energy Inc. XEL US98389B1008 0.18
Amphenol Corporation APH US0320951017 0.18
Verisk Analytics Inc. VRSK US92345Y1064 0.18
Moody's Corporation MCO US6153691059 0.18
Ecolab Inc. ECL US2788651006 0.18
Allstate Corporation (The) ALL US0200021014 0.18
Aptiv PLC APTV JE00B783TY65 0.18
Eaton Corporation PLC ETN IE00B8KQN827 0.18
Stanley Black & Decker Inc. SWK US8545021011 0.18
WEC Energy Group Inc. WEC US92939U1060 0.17
Chipotle Mexican Grill Inc. CMG US1696561059 0.17
Morgan Stanley MS US6174464486 0.17
General Mills Inc. GIS US3703341046 0.17
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Entergy Corporation ETR US29364G1031 0.17
McCormick & Company Incorporated MKC US5797802064 0.17
Northrop Grumman Corporation NOC US6668071029 0.17
T-Mobile US Inc. TMUS US8725901040 0.17
Laboratory Corporation of America Holdings LH US50540R4092 0.17
Prologis Inc. PLD US74340W1036 0.17
Fastenal Company FAST US3119001044 0.17
IQVIA Holdings Inc. IQV US46266C1053 0.17
Eversource Energy ES US30040W1080 0.17
Exelon Corporation EXC US30161N1019 0.17
Johnson Controls International PLC JCI IE00BY7QL619 0.17
PPL Corporation PPL US69351T1060 0.17
Intuitive Surgical Inc. ISRG US46120E6023 0.17
Becton, Dickinson and Company BDX US0758871091 0.17
Travelers Companies Inc. (The) TRV US89417E1091 0.17
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.17
Capital One Financial Corporation COF US14040H1059 0.17
Colgate-Palmolive Company CL US1941621039 0.17
DTE Energy Company DTE US2333311072 0.16
Paychex Inc. PAYX US7043261079 0.16
Ameren Corporation AEE US0236081024 0.16
ServiceNow Inc. NOW US81762P1021 0.16
ANSYS Inc. ANSS US03662Q1058 0.16
O'Reilly Automotive Inc. ORLY US67103H1077 0.16
ResMed Inc. RMD US7611521078 0.16
Edwards Lifesciences Corporation EW US28176E1082 0.16
Crown Castle International Corporation CCI US22822V1017 0.16
Tractor Supply Company TSCO US8923561067 0.16
U.S. Bancorp USB US9029733048 0.16
Motorola Solutions Inc. MSI US6200763075 0.16
Roper Technologies Inc. ROP US7766961061 0.16
Archer-Daniels-Midland Company ADM US0394831020 0.16
Equinix Inc. EQIX US29444U7000 0.15
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.15
Automatic Data Processing Inc. ADP US0530151036 0.15
Boston Scientific Corporation BSX US1011371077 0.15
Kimberly-Clark Corporation KMB US4943681035 0.15
Emerson Electric Company EMR US2910111044 0.15
Marvell Technology Group Limited MRVL BMG5876H1051 0.15
PNC Financial Services Group Inc. (The) PNC US6934751057 0.15
Freeport-McMoRan Inc. FCX US35671D8570 0.15
AMETEK, Inc. AME US0311001004 0.15
AutoZone Inc. AZO US0533321024 0.15
Microchip Technology Incorporated MCHP US5950171042 0.15
Cognizant Technology Solutions Corporation CTSH US1924461023 0.15
BlackRock Inc., Class "A" BLK US09247X1019 0.15
IDEXX Laboratories Inc. IDXX US45168D1046 0.15
International Paper Company IP US4601461035 0.15
Cerner Corporation CERN US1567821046 0.15
Dollar Tree Inc. DLTR US2567461080 0.15
Centene Corporation CNC US15135B1017 0.15
Copart Inc. CPRT US2172041061 0.15
Baxter International Inc. BAX US0718131099 0.14
American Water Works Company Inc. AWK US0304201033 0.14
Sysco Corporation SYY US8718291078 0.14
Electronic Arts Inc. EA US2855121099 0.14
Edison International EIX US2810201077 0.14
Hologic Inc. HOLX US4364401012 0.14
Dover Corporation DOV US2600031080 0.14
CarMax Inc. KMX US1431301027 0.14
Kansas City Southern KSU US4851703029 0.14
Dominion Energy Inc. D US25746U1097 0.14
Akamai Technologies Inc. AKAM US00971T1016 0.14
NVR Inc. NVR US62944T1051 0.14
Maxim Integrated Products Inc. MXIM US57772K1016 0.14
Autodesk Inc. ADSK US0527691069 0.13
CoStar Group Inc. CSGP US22160N1090 0.13
Lennar Corporation LEN US5260571048 0.13
Discover Financial Services DFS US2547091080 0.13
Synopsys Inc. SNPS US8716071076 0.13
W.W. Grainger Inc. GWW US3848021040 0.13
Church & Dwight Company Inc. CHD US1713401024 0.13
FleetCor Technologies Inc. FLT US3390411052 0.13
Twitter Inc. TWTR US90184L1026 0.13
General Motors Company GM US37045V1008 0.13
IHS Markit Limited INFO BMG475671050 0.13
Digital Realty Trust Inc. DLR US2538681030 0.13
L3Harris Technologies Inc. LHX US5024311095 0.13
Fifth Third Bancorp FITB US3167731005 0.13
Charles Schwab Corporation (The) SCHW US8085131055 0.13
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.13
CME Group Inc., Class "A" CME US12572Q1058 0.13
Weyerhaeuser Company WY US9621661043 0.13
Seagate Technology PLC STX IE00B58JVZ52 0.13
Match Group Inc. MTCH US57667L1070 0.13
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.13
United Rentals Inc. URI US9113631090 0.13
Citrix Systems Inc. CTXS US1773761002 0.13
CBRE Group Inc. CBRE US12504L1098 0.12
Fortive Corporation FTV US34959J1088 0.12
Bank of New York Mellon Corporation (The) BK US0640581007 0.12
Xilinx Inc. XLNX US9839191015 0.12
Equifax Inc. EFX US2944291051 0.12
Fiserv Inc. FISV US3377381088 0.12
Arthur J Gallagher & Company AJG US3635761097 0.12
VeriSign Inc. VRSN US92343E1029 0.12
Illumina Inc. ILMN US4523271090 0.12
Constellation Brands Inc. STZ US21036P1084 0.12
SBA Communications Corporation SBAC US78410G1040 0.12
Aflac Inc. AFL US0010551028 0.12
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.12
Keysight Technologies Inc. KEYS US49338L1035 0.12
CMS Energy Corporation CMS US1258961002 0.12
Viacomcbs Inc. VIACA — 0.12
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.12
Northern Trust Corporation NTRS US6658591044 0.12
Veeva Systems Inc., Class "A" VEEV US9224751084 0.12
Valero Energy Corporation VLO US91913Y1001 0.12
Celanese Corporation, Series "A" CE US1508701034 0.12
Old Dominion Freight Line Inc. ODFL US6795801009 0.12
Dow Inc. DOW US US2605571031 0.12
Varian Medical Systems Inc. VAR US92220P1057 0.12
ConAgra Brands Inc. CAG US2058871029 0.11
Align Technology Inc. ALGN US0162551016 0.11
Synchrony Financial SYF US87165B1035 0.11
General Electric Company GE US3696041033 0.11
Yum Brands Inc. YUM US9884981013 0.11
Kellogg Company K US4878361082 0.11
Monster Beverage Corporation MNST US61174X1090 0.11
VF Corporation VFC US9182041080 0.11
HP Inc. HPQ US40434L1052 0.11
Expeditors International of Washington Inc. EXPD US3021301094 0.11
State Street Corporation STT US8574771031 0.11
AmerisourceBergen Corporation ABC US03073E1055 0.11
Nucor Corporation NUE US6703461052 0.11
Chubb Limited CB CH0044328745 0.11
Hershey Company (The) HSY US4278661081 0.11
JB Hunt Transport Services Inc. JBHT US4456581077 0.11
Genuine Parts Company GPC US3724601055 0.11
General Dynamics Corporation GD US3695501086 0.11
CH Robinson Worldwide Inc. CHRW US12541W2098 0.11
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.11
TransDigm Group Incorporated TDG US8936411003 0.11
Whirlpool Corporation WHR US9633201069 0.11
West Pharmaceutical Services Inc. WST US9553061055 0.11
Twilio Inc. TWLO US90138F1021 0.11
Cooper Companies Inc. (The) COO US2166484020 0.11
Vulcan Materials Company VMC US9291601097 0.11
Cintas Corporation CTAS US1729081059 0.11
Omnicom Group Inc. OMC US6819191064 0.11
Prudential Financial Inc. PRU US7443201022 0.10
Williams Companies Inc. (The) WMB US9694571004 0.10
Marathon Petroleum Corporation MPC US56585A1025 0.10
CDW Corporation CDW US12514G1085 0.10
Corteva Inc. CTVA US22052L1044 0.10
Regions Financial Corporation RF US7591EP1005 0.10
Eastman Chemical Company EMN US2774321002 0.10
AES Corporation (The) AES US00130H1059 0.10
Broadridge Financial Solutions Inc., ADR BR US11133T1034 0.10
Ally Financial Inc ALLY US02005N1000 0.10
First Republic Bank FRC US33616C1009 0.10
Splunk Inc. SPLK US8486371045 0.10
HCA Healthcare Inc. HCA US40412C1018 0.10
Qorvo Inc. QRVO US74736K1016 0.10
Cardinal Health Inc. CAH US14149Y1082 0.10
DuPont de Nemours Inc. DD US26614N1028 0.10
LUMEN TECHNOLOGIES INC LUMN US1567001060 0.10
Masco Corporation MAS US5745991068 0.10
FMC Corporation FMC US3024913036 0.10
DaVita Inc. DVA US23918K1088 0.10
Take-Two Interactive Software Inc. TTWO US8740541094 0.10
MetLife Inc. MET US59156R1086 0.10
AvalonBay Communities Inc. AVB US0534841012 0.10
Carrier Global Corporation CARR-W US14448C1045 0.10
Universal Health Services Inc. UHS US9139031002 0.10
Otis Worldwide Corporation OTIS-W US68902V1070 0.10
Sempra Energy SRE US8168511090 0.09
MarketAxess Holdings Inc. MKTX US57060D1081 0.09
FirstEnergy Corporation FE US3379321074 0.09
Nasdaq Inc. NDAQ US6311031081 0.09
TransUnion TRU US89400J1079 0.09
Tyson Foods Inc., Class "A" TSN US9024941034 0.09
Ulta Beauty Inc. ULTA US90384S3031 0.09
Evergy Inc. EVRG US30034W1062 0.09
Teradyne Inc. TER US8807701029 0.09
Steris PLC STE IE00BFY8C754 0.09
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.09
Principal Financial Group Inc. PFG US74251V1026 0.09
IDEX Corporation IEX US45167R1041 0.09
Waters Corporation WAT US9418481035 0.09
Western Digital Corporation WDC US9581021055 0.09
Xylem Inc. XYL US98419M1009 0.09
ConocoPhillips COP US20825C1045 0.09
PulteGroup Inc. PHM US7458671010 0.09
Square Inc., Class "A" SQ US8522341036 0.09
Domino's Pizza Inc. DPZ US25754A2015 0.09
Martin Marietta Materials Inc. MLM US5732841060 0.09
Ford Motor Company F US3453708600 0.09
Nortonlifelock Inc NLOK US6687711084 0.09
M&T Bank Corporation MTB US55261F1049 0.09
DexCom Inc. DXCM US2521311074 0.09
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.09
Leidos Holdings Inc. LDOS US5253271028 0.09
NetApp Inc. NTAP US64110D1046 0.09
Workday Inc. WDAY US98138H1014 0.09
Teleflex Incorporated TFX US8793691069 0.09
Marriott International Inc., Class "A" MAR US5719032022 0.09
Realty Income Corporation O US7561091049 0.08
KeyCorp KEY US4932671088 0.08
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.08
FactSet Research Systems Inc. FDS US3030751057 0.08
PerkinElmer Inc. PKI US7140461093 0.08
Packaging Corporation of America PKG US6951561090 0.08
Alexandria Real Estate Equities Inc. ARE US0152711091 0.08
E*TRADE Financial Corporation ETFC US2692464017 0.08
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.08
Jack Henry & Associates Inc. JKHY US4262811015 0.08
Hormel Foods Corporation HRL US4404521001 0.08
Garmin Limited GRMN CH0114405324 0.08
Alliant Energy Corporation LNT US0188021085 0.08
Burlington Stores Inc. BURL US1220171060 0.08
Allegion PLC ALLE IE00BFRT3W74 0.08
Zebra Technologies Corporation ZBRA US9892071054 0.08
Kinder Morgan Inc. KMI US49456B1017 0.08
EPAM Systems Inc. EPAM US29414B1044 0.08
American International Group Inc. AIG US0268747849 0.08
Cincinnati Financial Corporation CINF US1720621010 0.08
Darden Restaurants Inc. DRI US2371941053 0.08
Citizens Financial Group Inc. CFG US1746101054 0.08
SVB Financial Group SIVB US78486Q1013 0.08
Welltower Inc. WELL US95040Q1040 0.08
Public Storage PSA US74460D1090 0.08
JM Smucker Company (The) SJM US8326964058 0.08
Walgreens Boots Alliance Inc. WBA US9314271084 0.08
Palo Alto Networks Inc. PANW US6974351057 0.08
Catalent Inc. CTLT US1488061029 0.08
Henry Schein Inc. HSIC US8064071025 0.08
Gartner Inc. IT US3666511072 0.08
Jacobs Engineering Group Inc. J US4698141078 0.08
Amcor PLC AMCR JE00BJ1F3079 0.08
Fortinet Inc. FTNT US34959E1091 0.08
Equity Residential EQR US29476L1070 0.08
Trimble Inc. TRMB US8962391004 0.08
Hasbro Inc. HAS US4180561072 0.07
Markel Corporation MKL US5705351048 0.07
Phillips 66 PSX US7185461040 0.07
International Flavors & Fragrances Inc. IFF US4595061015 0.07
RPM International Inc. RPM US7496851038 0.07
Las Vegas Sands Corporation LVS US5178341070 0.07
CenterPoint Energy Inc. CNP US15189T1079 0.07
Expedia Group Inc. EXPE US30212P3038 0.07
Hewlett Packard Enterprise Company HPE US42824C1099 0.07
Seattle Genetics Inc. SGEN US8125781026 0.07
Amdocs Limited DOX GB0022569080 0.07
Crown Holdings Inc. CCK US2283681060 0.07
Zoom Video Communications Inc. ZM US98980L1017 0.07
Hess Corporation HES US42809H1077 0.07
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.07
Campbell Soup Company CPB US1344291091 0.07
Loews Corporation L US5404241086 0.07
Advance Auto Parts Inc. AAP US00751Y1064 0.07
Albemarle Corporation ALB US0126531013 0.07
Zillow Group Inc., Class "C" Z US98954M2008 0.07
Tyler Technologies Inc. TYL US9022521051 0.07
MGM Resorts International MGM US5529531015 0.07
Textron Inc. TXT US8832031012 0.07
Pinnacle West Capital Corporation PNW US7234841010 0.07
W. R. Berkley Corporation WRB US0844231029 0.07
Avery Dennison Corporation AVY US0536111091 0.07
NiSource Inc. NI US65473P1057 0.07
Ventas Inc. VTR US92276F1003 0.07
Pool Corporation POOL US73278L1052 0.07
Uber Technologies Inc. UBER US90353T1007 0.07
Western Union Company (The) WU US9598021098 0.07
Brown & Brown Inc. BRO US1152361010 0.07
Paycom Software Inc. PAYC US70432V1026 0.07
Molina Healthcare Inc. MOH US60855R1005 0.07
Okta Inc. OKTA US6792951054 0.07
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.07
Bio-Rad Laboratories Inc. BIO US0905722072 0.06
Roku Inc. ROKU US77543R1023 0.06
Globe Life Inc. GL US37959E1029 0.06
Huntington Bancshares Inc. HBAN US4461501045 0.06
Atmos Energy Corporation ATO US0495601058 0.06
Essex Property Trust Inc. ESS US2971781057 0.06
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.06
DENTSPLY SIRONA Inc. XRAY US24906P1093 0.06
Extra Space Storage Inc. EXR US30225T1025 0.06
Raymond James Financial Inc. RJF US7547301090 0.06
Lear Corporation LEA US5218652049 0.06
Incyte Corporation INCY US45337C1027 0.06
Black Knight Inc. BKI US09215C1053 0.06
Duke Realty Corporation DRE US2644115055 0.06
Arch Capital Group Limited ACGL BMG0450A1053 0.06
Fair Isaac Corporation FICO US3032501047 0.06
Royal Caribbean Cruises Limited RCL LR0008862868 0.06
Lennox International Inc. LII US5261071071 0.06
Arrow Electronics Inc. ARW US0427351004 0.06
IAC Interactive Corporation — US44891N1090 0.06
WestRock Company WRK US96145D1054 0.06
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.06
Charles River Laboratories International Inc. CRL US1598641074 0.06
Juniper Networks Inc. JNPR US48203R1041 0.06
Ingersoll-Rand Inc — US45687V1061 0.06
CF Industries Holdings Inc. CF US1252691001 0.06
DocuSign Inc. DOCU US2561631068 0.06
Everest Re Group Limited RE BMG3223R1088 0.06
Lamb Weston Holdings Inc. LW US5132721045 0.06
Teledyne Technologies Incorporated TDY US8793601050 0.06
Snap-on Inc. SNA US8330341012 0.06
Trade Desk Inc. (The) TTD US88339J1051 0.06
Fidelity National Financial Inc. FNF US31620R3030 0.06
Mid-America Apartment Communities Inc. MAA US59522J1034 0.06
Healthpeak Properties Inc HCP US42250P1030 0.06
Blackstone Group Inc/The BX US09260D1072 0.06
ONEOK Inc. OKE US6826801036 0.06
Boston Properties Inc. BXP US1011211018 0.06
Owens Corning OC US6907421019 0.06
ON Semiconductor Corporation ON US6821891057 0.06
Vail Resorts Inc. MTN US91879Q1094 0.06
BorgWarner Inc. BWA US0997241064 0.06
Flex Limited FLEX SG9999000020 0.06
XPO Logistics Inc. XPO US9837931008 0.06
Service Corporation International SCI US8175651046 0.06
Sun Communities Inc. SUI US8666741041 0.06
Graco Inc. GGG US3841091040 0.06
RingCentral Inc. RNG US76680R2067 0.06
Nordson Corp NDSN US6556631025 0.06
Pioneer Natural Resources Company PXD US7237871071 0.06
Elanco Animal Health Inc. ELAN US28414H1032 0.06
Westinghouse Air Brake Technologie WAB US9297401088 0.06
United States Dollar — — 0.06
SEI Investments Company SEIC US7841171033 0.06
Carlisle Companies Incorporated CSL US1423391002 0.05
Reliance Steel & Aluminum Company RS US7595091023 0.05
Lincoln National Corporation LNC US5341871094 0.05
Cboe Global Markets Inc. CBOE US12503M1080 0.05
Arista Networks Inc. ANET US0404131064 0.05
F5 Networks Inc. FFIV US3156161024 0.05
KKR & Company Inc. KKR US48251W1045 0.05
Southwest Airlines Company LUV US8447411088 0.05
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.05
Invitation Homes Inc. INVH US46187W1071 0.05
Wayfair Inc. W US94419L1017 0.05
LKQ Corporation LKQ US5018892084 0.05
Pentair PLC PNR IE00BLS09M33 0.05
EOG Resources Inc. EOG US26875P1012 0.05
Toro Company (The) TTC US8910921084 0.05
HD Supply Holdings Inc. HDS US40416M1053 0.05
Hubbell Inc. HUBB US4435106079 0.05
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.05
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.05
Bunge Limited BG BMG169621056 0.05
Fox Corporation, Class "A" FOXA US35137L1052 0.05
Mylan NV MYL NL0011031208 0.05
Voya Financial Inc. VOYA US9290891004 0.05
Cheniere Energy Inc. LNG US16411R2085 0.05
Reinsurance Group of America Incorporated RGA US7593516047 0.05
HEICO Corporation HEI US4228061093 0.05
Horizon Therapeutics Plc HZNP IE00BQPVQZ61 0.05
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.05
Steel Dynamics Inc. STLD US8581191009 0.05
Aspen Technology Inc. AZPN US0453271035 0.05
Rollins Inc. ROL US7757111049 0.05
Autoliv Inc. ALV US0528001094 0.05
DISH Network Corporation DISH US25470M1099 0.05
ABIOMED Inc. ABMD US0036541003 0.05
Aramark ARMK US03852U1060 0.05
Alleghany Corporation Y US0171751003 0.05
GoDaddy Inc. GDDY US3802371076 0.05
Robert Half International Inc. RHI US7703231032 0.05
Cognex Corporation CGNX US1924221039 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
Delta Air Lines Inc. DAL US2473617023 0.05
Monolithic Power Systems Inc. MPWR US6098391054 0.05
Howmet Aerospace HWM US4432011082 0.05
Guidewire Software Inc. GWRE US40171V1008 0.05
Snap Inc. SNAP US83304A1060 0.05
Ingredion Incorporated INGR US4571871023 0.04
Huntington Ingalls Industries Inc. HII US4464131063 0.04
Simon Property Group Inc. SPG US8288061091 0.04
AptarGroup Inc. ATR US0383361039 0.04
Insulet Corporation PODD US45784P1012 0.04
Coupa Software Inc. COUP US22266L1061 0.04
OGE Energy Corporation OGE US6708371033 0.04
Mohawk Industries Inc. MHK US6081901042 0.04
Comerica Incorporated CMA US2003401070 0.04
Gentex Corporation GNTX US3719011096 0.04
Schlumberger Limited SLB AN8068571086 0.04
Berry Global Group Inc. BERY US08579W1036 0.04
UGI Corporation UGI US9026811052 0.04
Exelixis Inc. EXEL US30161Q1040 0.04
Newell Brands Inc. NWL US6512291062 0.04
UDR Inc. UDR US9026531049 0.04
Halliburton Company HAL US4062161017 0.04
Cabot Oil & Gas Corporation COG US1270971039 0.04
Altice USA Inc. ATUS US02156K1034 0.04
Masimo Corporation MASI US5747951003 0.04
Donaldson Company Inc. DCI US2576511099 0.04
WP Carey Inc. WPC US92936U1097 0.04
AO Smith Corporation AOS US8318652091 0.04
Franklin Resources Inc. BEN US3546131018 0.04
Wynn Resorts Limited WYNN US9831341071 0.04
VICI Properties Inc VICI US9256521090 0.04
Etsy Inc. ETSY US29786A1060 0.04
Discovery Inc., Class "A" DISCA US25470F1049 0.04
Molson Coors Beverage Company TAP US60871R2094 0.04
Peloton Interactive Inc PTON US70614W1009 0.04
Liberty Media Corporation-Liberty Formula One FWONK US5312298541 0.04
Kraft Heinz Company (The) KHC US5007541064 0.04
Entegris Inc. ENTG US29362U1043 0.04
Post Holdings Inc. POST US7374461041 0.04
Watsco Inc. WSO US9426222009 0.04
Moderna Inc. MRNA US60770K1079 0.04
Cable One Inc. CABO US12685J1051 0.04
Concho Resources Inc. CXO US20605P1012 0.04
Live Nation Entertainment Inc. LYV US5380341090 0.04
PTC Inc. PTC US69370C1009 0.04
HubSpot Inc. HUBS US4435731009 0.04
Mosaic Company (The) MOS US61945C1036 0.04
NRG Energy Inc. NRG US6293775085 0.04
Camden Property Trust CPT US1331311027 0.04
Polaris Inc. PII US7310681025 0.04
Dell Technologies Inc., Class "C" DELL US24703L2025 0.04
United Continental Holdings Inc. UAL US9100471096 0.04
Genpact Ltd. G BMG3922B1072 0.04
Zions Bancorporation NA ZION US9897011071 0.04
Spotify Technology SA SPOT LU1778762911 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
GCI Liberty Inc GLIBA US36164V3050 0.04
Bio-Techne Corporation TECH US09073M1045 0.04
First American Financial Corporation FAF US31847R1023 0.04
Keurig Dr Pepper Inc. KDP US49271V1008 0.04
IAA Inc. IAA US4492531037 0.04
Vistra Corporation VST US92840M1027 0.04
Encompass Health Corporation EHC US29261A1007 0.04
Host Hotels & Resorts Inc. HST US44107P1049 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
LPL Financial Holdings Inc. LPLA US50212V1008 0.04
Essential Utilities Inc. WTRG US29670G1022 0.04
Crowdstrike Holdings Inc. CRWD US22788C1053 0.04
PRA Health Sciences Inc. PRAH US69354M1080 0.04
American Financial Group Inc. AFG US0259321042 0.04
News Corporation, Class "A" NWSA US65249B1098 0.04
Lincoln Electric Holdings Inc. LECO US5339001068 0.04
Pinterest Inc PINS US72352L1061 0.04
VMware Inc. VMW US9285634021 0.04
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
Hill-Rom Holdings Inc. HRC US4314751029 0.03
Zendesk Inc. ZEN US98936J1016 0.03
CDK Global Inc. CDK US12508E1010 0.03
Ceridian HCM Holding Inc. CDAY US15677J1088 0.03
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.03
Gap Inc. (The) GPS US3647601083 0.03
Commerce Bancshares Inc. CBSH US2005251036 0.03
Axalta Coating Systems Limited AXTA BMG0750C1082 0.03
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
Assurant Inc. AIZ US04621X1081 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
IPG Photonics Corporation IPGP US44980X1090 0.03
Sirius XM Holdings Inc. SIRI US82968B1035 0.03
Chemed Corporation CHE US16359R1032 0.03
Royal Gold Inc. RGLD US7802871084 0.03
Equitable Holdings Inc. EQH US29452E1010 0.03
US Foods Holding Corporation USFD US9120081099 0.03
Avantor Inc. AVTR US05352A1007 0.03
Neurocrine Biosciences Inc. NBIX US64125C1099 0.03
American Homes 4 Rent AMH US02665T3068 0.03
Erie Indemnity Company ERIE US29530P1021 0.03
Teladoc Inc. TDOC US87918A1051 0.03
Casey's General Stores Inc. CASY US1475281036 0.03
Generac Holdings Inc. GNRC US3687361044 0.03
East West Bancorp Inc. EWBC US27579R1041 0.03
Omega Healthcare Investors Inc. OHI US6819361006 0.03
Sarepta Therapeutics Inc. SRPT US8036071004 0.03
Ciena Corporation CIEN US1717793095 0.03
Discovery Inc., Class "C" DISCK US25470F3029 0.03
Nuance Communications Inc. NUAN US67020Y1001 0.03
Occidental Petroleum Corporation OXY US6745991058 0.03
RenaissanceRe Holdings Limited RNR BMG7496G1033 0.03
WEX Inc. WEX US96208T1043 0.03
Athene Holding Limited, Class "A" ATH BMG0684D1074 0.03
Medical Properties Trust Inc. MPW US58463J3041 0.03
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.03
CyrusOne Inc. CONE US23283R1005 0.03
Vornado Realty Trust VNO US9290421091 0.03
VEREIT Inc. VER US92339V1008 0.03
Universal Display Corporation OLED US91347P1057 0.03
Exact Sciences Corporation EXAS US30063P1057 0.03
SolarEdge Technologies Inc SEDG US83417M1045 0.03
Signature Bank SBNY US82669G1040 0.03
DXC Technology Company DXC US23355L1061 0.03
Quanta Services Inc. PWR US74762E1029 0.03
CACI International Inc. CACI US1271903049 0.03
Avalara Inc. AVLR US05338G1067 0.03
Carvana Company CVNA US1468691027 0.03
Diamondback Energy Inc. FANG US25278X1090 0.03
Dunkin' Brands Group Inc. DNKN US2655041000 0.03
Kilroy Realty Corporation KRC US49427F1084 0.03
Federal Realty Investment Trust FRT US3137472060 0.03
Slack Technologies Inc., Class "A" WORK US83088V1026 0.03
Apartment Investment & Management Company AIV US03748R7540 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Dolby Laboratories Inc. DLB US25659T1079 0.02
Apache Corporation APA US0374111054 0.02
AECOM ACM US00766T1007 0.02
Regency Centers Corporation REG US7588491032 0.02
National Retail Properties Inc. NNN US6374171063 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Scotts Miracle-Gro Company (The), Class "A" SMG US8101861065 0.02
Five Below Inc. FIVE US33829M1018 0.02
Carnival Corporation CCL PA1436583006 0.02
AMERCO UHAL US0235861004 0.02
MongoDB Inc. MDB US60937P1066 0.02
Trex Company Inc. TREX US89531P1057 0.02
RealPage Inc. RP US75606N1090 0.02
Amedisys Inc. AMED US0234361089 0.02
Penn National Gaming Inc PENN US7075691094 0.02
Immunomedics Inc. IMMU US4529071080 0.02
Knight-Swift Transportation Holdings Inc. KNX US4990491049 0.02
Datadog Inc DDOG US23804L1035 0.02
Nielsen Holdings PLC NLSN GB00BWFY5505 0.02
Americold Realty Trust COLD US03064D1081 0.02
CubeSmart CUBE US2296631094 0.02
Healthcare Trust of America Inc. HTA US42225P5017 0.02
Zynga Inc. ZNGA US98986T1088 0.02
Enphase Energy Inc ENPH US29355A1079 0.02
SYNNEX Corporation SNX US87162W1009 0.02
Novocure Limited NVCR JE00BYSS4X48 0.02
MKS Instruments Inc. MKSI US55306N1046 0.02
Caesars Entertainment Inc CZR US12769G1004 0.02
Zscaler Inc. ZS US98980G1022 0.02
Southern Copper Corporation SCCO US84265V1052 0.02
Fox Corporation, Class "B" FOX US35137L2043 0.02
Euronet Worldwide Inc. EEFT US2987361092 0.02
First Solar Inc. FSLR US3364331070 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.02
Williams-Sonoma Inc. WSM US9699041011 0.02
Floor & Decor Holdings Inc. FND US3397501012 0.02
L Brands Inc. LB US5017971046 0.02
STORE Capital Corporation STOR US8621211007 0.02
Lumentum Holdings Inc. LITE US55024U1097 0.02
Smartsheet Inc SMAR US83200N1037 0.02
Guardant Health Inc. GH US40131M1099 0.02
Credit Acceptance Corporation CACC US2253101016 0.02
Proofpoint Inc. PFPT US7434241037 0.02
Dropbox Inc. DBX US26210C1045 0.02
Anaplan Inc. PLAN US03272L1089 0.02
Bruker Corporation BRKR US1167941087 0.02
Sonoco Products Company SON US8354951027 0.02
Chegg Inc. CHGG US1630921096 0.02
Deckers Outdoor Corporation DECK US2435371073 0.02
Santander Consumer USA Holdings Inc. SC US80283M1018 0.02
Morningstar Inc. MORN US6177001095 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
Avangrid Inc. AGR US05351W1036 0.02
Paylocity Holding Corporation PCTY US70438V1061 0.02
INC RESEARCH HOLDINGS SYNH US87166B1026 0.02
Alteryx Inc AYX US02156B1035 0.02
Baker Hughes Company BKR US05722G1004 0.02
GrubHub Inc. GRUB US4001101025 0.02
Cree Inc. CREE US2254471012 0.02
Woodward Inc. WWD US9807451037 0.02
Elastic NV ESTC NL0013056914 0.02
Pegasystems Inc. PEGA US7055731035 0.01
Quidel Corporation QDEL US74838J1016 0.01
Zillow Group Inc. ZG US98954M1018 0.01
Lithia Motors Inc. LAD US5367971034 0.01
Fastly Inc FSLY US31188V1008 0.01
Restoration Hardware Holdings Inc. RH US74967X1037 0.01
Beyond Meat Inc BYND US08862E1091 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
Boston Beer Company Inc. (The) SAM US1005571070 0.01
New York Times Company (The) NYT US6501111073 0.01
Stericycle Inc. SRCL US8589121081 0.01
BJ's Wholesale Club Holdings Inc BJ US05550J1016 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Penumbra Inc. PEN US70975L1070 0.01
Hyatt Hotels Corporation H US4485791028 0.01
LHC Group Inc. LHCG US50187A1079 0.01
Manhattan Associates Inc. MANH US5627501092 0.01
Columbia Sportswear Company COLM US1985161066 0.01
CoreSite Realty Corporation COR US21870Q1058 0.01
American Airlines Group Inc. AAL US02376R1023 0.01
Churchill Downs Inc. CHDN US1714841087 0.01
Apollo Global Management Inc APO US03768E1055 0.01
Ollies Bargain Outlet Holdings OLLI US6811161099 0.01
CloudFlare Inc. NET US18915M1071 0.01
Emergent BioSolutions Inc. EBS US29089Q1058 0.01
Ares Management Corp. ARES US03990B1017 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
MyoKardia Inc. MYOK US62857M1053 0.01
Dynatrace Inc. DT US2681501092 0.01
BWX Technologies Inc. BWXT US05605H1005 0.01
Repligen Corporation RGEN US7599161095 0.01
10X Genomics Inc. TXG US88025U1097 0.01
Five9 Inc. FIVN US3383071012 0.01
Sealed Air Corporation SEE US81211K1007 0.01
Inphi Corporation IPHI US45772F1075 0.01
ACADIA Pharmaceuticals Inc. ACAD US0042251084 0.01
Mirati Therapeutics Inc. MRTX US60468T1051 0.01
Tradeweb Markets Inc. TW US8926721064 0.01
Globus Medical Inc. GMED US3795772082 0.01
Rexford Industrial Realty Inc. REXR US76169C1009 0.01
Novavax Inc. 0UP6 US6700024010 0.01
Sunrun Inc RUN US86771W1053 0.01
iRhythm Technologies Inc. IRTC US4500561067 0.01
Tandem Diabetes Care Inc. TNDM US8753722037 0.01
Royalty Pharma PLC RPRX GB00BMVP7Y09 0.01
Chewy Inc. CHWY US16679L1098 0.01
Ubiquiti Networks Inc. UBNT US90353W1036 0.01
CNA Financial Corporation CNA US1261171003 0.01
Acceleron Pharma Inc. XLRN US00434H1086 0.01
Continental Resources Inc. CLR US2120151012 0.01
Prosperity Bancshares Inc. PB US7436061052 0.01
Reynolds Consumer Products Inc REYN US76171L1061 0.01
CRISPR Therapeutics AG CRSP CH0334081137 0.01
Bill.Com Holdings Inc BILL US0900431000 0.01
Brookfield Renewable Corp BEPC CA11284V1058 0.01
Globant SA GLOB LU0974299876 0.01
Adaptive Biotechnologies Corporation ADPT US00650F1093 0.01
PPD Inc. PPD US69355F1021 0.01
Nutanix Inc. NTNX US67059N1081 0.01
SolarWinds Corp SWI US83417Q1058 0.00
Warner Music Group Corp WMG US9345502036 0.00
ADT Inc. ADT US00090Q1031 0.00
Dun & Bradstreet Holdings Inc DNB US26484T1060 0.00
Liberty Media Group FWONA US5312298707 0.00
Appfolio Inc APPF US03783C1009 0.00
CASH - BASE CASH — — 0.00
Lyft Inc LYFT US55087P1049 0.00
Rocket Cos Inc RKT US77311W1018 0.00
ANGI Homeservices Inc. ANGI US00183L1026 0.00
Canadian Dollar — — -0.36

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

Portfolio structure

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

Portfolio structure

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.