Quick Facts



Daily Prices

0.73% ($0.23)

Summary Stats

Listing Date 2017-04-17
AUM $131.74 M
Mgmt. Fee 0.39%
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) 2.51347
Price to Earnings (P/E) 21.79728
Average Market Cap $89.01 B
Dividend Yield 2.19%
Units Outstanding 4100000
Number of Holdings 797
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
0.20 16.63 -1.99 7.03 9.05 9.01
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 0.20 16.63 -1.99 7.03 9.05 9.01

Calendar Returns (%)

2018 2019
-0.05 24.35
2018 2019
ETF -0.05 24.35

Portfolio Allocation as of 2020-07-02

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 97.29
Ireland 0.86
United Kingdom 0.84
Switzerland 0.38
Canada 0.32
Bermuda 0.15
Sweden 0.08
Australia 0.06
Peru 0.02
Other 0.02

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 23.94
Health Care 14.15
Financials 11.72
Consumer Discretionary 10.93
Industrials 10.78
Communication Services 8.07
Consumer Staples 6.44
Utilities 4.25
Materials 3.47
Other 6.24

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 99.00
Currency 0.76
Cash 0.13
Unit Trusts 0.12

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 3.76
Microsoft Corporation MSFT US5949181045 3.58
Amazon.com Inc. AMZN US0231351067 2.53
Alphabet Inc., Class "A" GOOGL US02079K3059 1.58
Facebook Inc., Class "A" FB US30303M1027 1.15
Johnson & Johnson JNJ US4781601046 0.97
Berkshire Hathaway Inc., Class B BRK/B US0846707026 0.96
UnitedHealth Group Incorporated UNH US91324P1021 0.82
Visa Inc., Class "A" V US92826C8394 0.82
Intel Corporation INTC US4581401001 0.79
JPMorgan Chase & Company JPM US46625H1005 0.77
United States Dollar 0.76
Procter & Gamble Company (The) PG US7427181091 0.73
Mastercard Incorporated, Class "A" MA US57636Q1040 0.70
Verizon Communications Inc. VZ US92343V1044 0.66
Comcast Corporation, Class "A" CMCSA US20030N1019 0.63
AT&T Inc. T US00206R1023 0.62
Home Depot Inc. (The) HD US4370761029 0.59
Cisco Systems Inc. CSCO US17275R1023 0.56
Merck & Company Inc. MRK US58933Y1055 0.55
Pfizer Inc. PFE US7170811035 0.54
Walmart Inc. WMT US9311421039 0.51
Chevron Corporation CVX US1667641005 0.49
Oracle Corporation ORCL US68389X1054 0.49
Walt Disney Company (The) DIS US2546871060 0.49
PepsiCo Inc. PEP US7134481081 0.48
Amgen Inc. AMGN US0311621009 0.47
Bank of America Corp. BAC US0605051046 0.45
Abbott Laboratories ABT US0028241000 0.45
PayPal Holdings Inc. PYPL US70450Y1038 0.44
Exxon Mobil Corporation XOM US30231G1022 0.44
NVIDIA Corporation NVDA US67066G1040 0.43
Coca-Cola Company (The) KO US1912161007 0.42
Adobe Inc. ADBE US00724F1012 0.41
AbbVie Inc. ABBV US00287Y1091 0.40
Union Pacific Corporation UNP US9078181081 0.39
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.39
Thermo Fisher Scientific Inc. TMO US8835561023 0.38
Costco Wholesale Corporation COST US22160K1051 0.36
Netflix Inc. NFLX US64110L1061 0.36
Lowe's Companies Inc. LOW US5486611073 0.36
Texas Instruments Incorporated TXN US8825081040 0.35
Eli Lilly & Company LLY US5324571083 0.35
NIKE Inc., Class "B" NKE US6541061031 0.34
QUALCOMM Incorporated QCOM US7475251036 0.34
Lam Research Corporation LRCX US5128071082 0.33
Citigroup Inc. C US1729674242 0.33
International Business Machines Corporation IBM US4592001014 0.33
Tesla Inc. TSLA US88160R1014 0.33
Broadcom Inc. AVGO US11135F1012 0.33
McDonald's Corporation MCD US5801351017 0.33
Wells Fargo & Company WFC US9497461015 0.32
Raytheon Technologies Corporation RTX US75513E1010 0.32
Gilead Sciences Inc. GILD US3755581036 0.31
Target Corporation TGT US87612E1064 0.31
eBay Inc. EBAY US2786421030 0.31
Bristol-Myers Squibb Company BMY US1101221083 0.30
Charter Communications Inc. CHTR US16119P1084 0.30
salesforce.com inc. CRM US79466L3024 0.30
Medtronic PLC MDT IE00BTN1Y115 0.30
Danaher Corporation DHR US2358511028 0.29
Cigna Corporation CI US1255231003 0.29
Micron Technology Inc. MU US5951121038 0.28
Honeywell International Inc. HON US4385161066 0.28
S&P Global Inc. SPGI US78409V1044 0.28
CVS Health Corporation CVS US1266501006 0.28
Anthem Inc. ANTM US0367521038 0.27
Alphabet Inc., Class "C" GOOG US02079K1079 0.27
NextEra Energy Inc. NEE US65339F1012 0.26
Kroger Company (The) KR US5010441013 0.26
Applied Materials Inc. AMAT US0382221051 0.26
American Tower Corporation AMT US03027X1000 0.26
Humana Inc. HUM US4448591028 0.25
TJX Companies Inc. (The) TJX US8725401090 0.25
Norfolk Southern Corporation NSC US6558441084 0.25
Linde PLC LIN IE00BZ12WP82 0.25
3M Company MMM US88579Y1010 0.25
Deere & Company DE US2441991054 0.24
Lockheed Martin Corporation LMT US5398301094 0.24
Amphenol Corporation APH US0320951017 0.24
Caterpillar Inc. CAT US1491231015 0.23
Dollar General Corporation DG US2566771059 0.23
PACCAR Inc. PCAR US6937181088 0.23
Intuit Inc. INTU US4612021034 0.23
Starbucks Corporation SBUX US8552441094 0.22
Zoetis Inc. ZTS US98978V1035 0.22
MSCI Inc. MSCI US55354G1004 0.22
Clorox Company (The) CLX US1890541097 0.22
Analog Devices Inc. ADI US0326541051 0.22
Aon PLC AON IE00BLP1HW54 0.22
Fidelity National Information Services Inc. FIS US31620M1062 0.22
Mondelez International Inc. MDLZ US6092071058 0.22
Illinois Tool Works Inc. ITW US4523081093 0.22
Philip Morris International Inc. PM US7181721090 0.22
Boeing Company (The) BA US0970231058 0.22
Waste Management Inc. WM US94106L1098 0.22
Activision Blizzard Inc. ATVI US00507V1098 0.21
Ross Stores Inc. ROST US7782961038 0.21
Best Buy Company Inc. BBY US0865161014 0.21
McKesson Corporation MCK US58155Q1031 0.21
American Electric Power Company Inc. AEP US0255371017 0.21
Booking Holdings Inc. BKNG US09857L1089 0.21
KLA Corporation KLAC US4824801009 0.21
American Express Company AXP US0258161092 0.21
Newmont Corporation NEM US6516391066 0.20
ServiceNow Inc. NOW US81762P1021 0.20
Progressive Corporation (The) PGR US7433151039 0.20
Sherwin-Williams Company (The) SHW US8243481061 0.20
Rockwell Automation Inc. ROK US7739031091 0.20
Global Payments Inc. GPN US37940X1028 0.20
T. Rowe Price Group Inc. TROW US74144T1088 0.20
IDEXX Laboratories Inc. IDXX US45168D1046 0.20
Air Products and Chemicals Inc. APD US0091581068 0.20
Synopsys Inc. SNPS US8716071076 0.20
Truist Financial Corporation TFC US89832Q1094 0.20
Agilent Technologies Inc. A US00846U1016 0.20
Consolidated Edison Inc. ED US2091151041 0.20
Parker-Hannifin Corporation PH US7010941042 0.20
The Goldman Sachs Group, Inc. GS US38141G1040 0.20
General Mills Inc. GIS US3703341046 0.20
Ameriprise Financial Inc. AMP US03076C1062 0.20
CSX Corp. CSX US1264081035 0.20
Centene Corporation CNC US15135B1017 0.20
Cintas Corporation CTAS US1729081059 0.19
Chipotle Mexican Grill Inc. CMG US1696561059 0.19
Marsh & McLennan Companies Inc. MMC US5717481023 0.19
Becton, Dickinson and Company BDX US0758871091 0.19
Altria Group Inc. MO US02209S1033 0.19
O'Reilly Automotive Inc. ORLY US67103H1077 0.19
lululemon athletica inc. LULU US5500211090 0.19
Eversource Energy ES US30040W1080 0.19
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.19
Exelon Corporation EXC US30161N1019 0.19
Quest Diagnostics Incorporated DGX US74834L1008 0.19
Cummins Inc. CMI US2310211063 0.19
Stryker Corporation SYK US8636671013 0.19
Biogen Inc. BIIB US09062X1037 0.19
Public Service Enterprise Group Inc. PEG US7445731067 0.19
United Parcel Service Inc., Class "B" UPS US9113121068 0.19
Republic Services Inc. RSG US7607591002 0.19
Moody's Corporation MCO US6153691059 0.19
Automatic Data Processing Inc. ADP US0530151036 0.18
Morgan Stanley MS US6174464486 0.18
Ecolab Inc. ECL US2788651006 0.18
Travelers Companies Inc. (The) TRV US89417E1091 0.18
Verisk Analytics Inc. VRSK US92345Y1064 0.18
Xcel Energy Inc. XEL US98389B1008 0.18
ResMed Inc. RMD US7611521078 0.18
Illumina Inc. ILMN US4523271090 0.18
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.18
Crown Castle International Corporation CCI US22822V1017 0.18
Ball Corporation BLL US0584981064 0.18
Skyworks Solutions Inc. SWKS US83088M1027 0.18
Prologis Inc. PLD US74340W1036 0.18
Fastenal Company FAST US3119001044 0.18
Dominion Energy Inc. D US25746U1097 0.18
Southern Company (The) SO US8425871071 0.17
PPG Industries Inc. PPG US6935061076 0.17
Cadence Design Systems Inc. CDNS US1273871087 0.17
WEC Energy Group Inc. WEC US92939U1060 0.17
McCormick & Company Incorporated MKC US5797802064 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Laboratory Corporation of America Holdings LH US50540R4092 0.17
T-Mobile US Inc. TMUS US8725901040 0.17
Dollar Tree Inc. DLTR US2567461080 0.17
Aptiv PLC APTV JE00B783TY65 0.17
Colgate-Palmolive Company CL US1941621039 0.17
Baxter International Inc. BAX US0718131099 0.17
TE Connectivity Ltd. TEL CH0102993182 0.17
Corning Incorporated GLW US2193501051 0.17
Entergy Corporation ETR US29364G1031 0.17
U.S. Bancorp USB US9029733048 0.17
Edison International EIX US2810201077 0.16
Paychex Inc. PAYX US7043261079 0.16
Microchip Technology Incorporated MCHP US5950171042 0.16
DTE Energy Company DTE US2333311072 0.16
Equinix Inc. EQIX US29444U7000 0.16
Eaton Corporation PLC ETN IE00B8KQN827 0.16
Roper Technologies Inc. ROP US7766961061 0.16
Stanley Black & Decker Inc. SWK US8545021011 0.16
Citrix Systems Inc. CTXS US1773761002 0.16
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.16
Cerner Corporation CERN US1567821046 0.16
ANSYS Inc. ANSS US03662Q1058 0.16
PPL Corporation PPL US69351T1060 0.16
W.W. Grainger Inc. GWW US3848021040 0.16
Mettler-Toledo International Inc. MTD US5926881054 0.16
Ameren Corporation AEE US0236081024 0.16
AutoZone Inc. AZO US0533321024 0.16
Duke Energy Corporation DUK US26441C2044 0.16
PNC Financial Services Group Inc. (The) PNC US6934751057 0.15
Kimberly-Clark Corporation KMB US4943681035 0.15
Northrop Grumman Corporation NOC US6668071029 0.15
Intuitive Surgical Inc. ISRG US46120E6023 0.15
Capital One Financial Corporation COF US14040H1059 0.15
Emerson Electric Company EMR US2910111044 0.15
Electronic Arts Inc. EA US2855121099 0.15
IQVIA Holdings Inc. IQV US46266C1053 0.15
Advanced Micro Devices Inc AMD US0079031078 0.15
FleetCor Technologies Inc. FLT US3390411052 0.15
Bank of New York Mellon Corporation (The) BK US0640581007 0.15
Boston Scientific Corporation BSX US1011371077 0.15
AMETEK, Inc. AME US0311001004 0.15
Valero Energy Corporation VLO US91913Y1001 0.15
Autodesk Inc. ADSK US0527691069 0.15
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.15
Edwards Lifesciences Corporation EW US28176E1082 0.14
Akamai Technologies Inc. AKAM US00971T1016 0.14
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.14
Digital Realty Trust Inc. DLR US2538681030 0.14
Equifax Inc. EFX US2944291051 0.14
American Water Works Company Inc. AWK US0304201033 0.14
Allstate Corporation (The) ALL US0200021014 0.14
FedEx Corporation FDX US31428X1063 0.14
BlackRock Inc., Class "A" BLK US09247X1019 0.14
Motorola Solutions Inc. MSI US6200763075 0.14
Marvell Technology Group Limited MRVL BMG5876H1051 0.14
FirstEnergy Corporation FE US3379321074 0.14
Tractor Supply Company TSCO US8923561067 0.14
Johnson Controls International PLC JCI IE00BY7QL619 0.13
D.R. Horton Inc. DHI US23331A1097 0.13
Dover Corporation DOV US2600031080 0.13
VeriSign Inc. VRSN US92343E1029 0.13
CME Group Inc., Class "A" CME US12572Q1058 0.13
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.13
Archer-Daniels-Midland Company ADM US0394831020 0.13
Seagate Technology PLC STX IE00B58JVZ52 0.13
Cognizant Technology Solutions Corporation CTSH US1924461023 0.13
Hologic Inc. HOLX US4364401012 0.13
L3Harris Technologies Inc. LHX US5024311095 0.13
Maxim Integrated Products Inc. MXIM US57772K1016 0.13
General Electric Company GE US3696041033 0.13
International Paper Company IP US4601461035 0.13
Constellation Brands Inc. STZ US21036P1084 0.13
Sysco Corporation SYY US8718291078 0.13
Marathon Petroleum Corporation MPC US56585A1025 0.13
Fiserv Inc. FISV US3377381088 0.13
CarMax Inc. KMX US1431301027 0.13
Chubb Limited CB CH0044328745 0.13
Southwest Airlines Company LUV US8447411088 0.12
SBA Communications Corporation SBAC US78410G1040 0.12
Fifth Third Bancorp FITB US3167731005 0.12
Discover Financial Services DFS US2547091080 0.12
Match Group Inc. MTCH US57665R1068 0.12
Aflac Inc. AFL US0010551028 0.12
Charles Schwab Corporation (The) SCHW US8085131055 0.12
AmerisourceBergen Corporation ABC US03073E1055 0.12
Northern Trust Corporation NTRS US6658591044 0.12
General Dynamics Corporation GD US3695501086 0.12
Fortive Corporation FTV US34959J1088 0.12
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.12
Omnicom Group Inc. OMC US6819191064 0.12
CoStar Group Inc. CSGP US22160N1090 0.12
Keysight Technologies Inc. KEYS US49338L1035 0.12
ConAgra Brands Inc. CAG US2058871029 0.12
Kansas City Southern KSU US4851703029 0.12
General Motors Company GM US37045V1008 0.12
CMS Energy Corporation CMS US1258961002 0.12
Freeport-McMoRan Inc. FCX US35671D8570 0.12
Kellogg Company K US4878361082 0.12
Church & Dwight Company Inc. CHD US1713401024 0.12
United Rentals Inc. URI US9113631090 0.12
Old Dominion Freight Line Inc. ODFL US6795801009 0.12
Arthur J Gallagher & Company AJG US3635761097 0.12
Evergy Inc. EVRG US30034W1062 0.12
CDW Corporation CDW US12514G1085 0.12
Veeva Systems Inc., Class "A" VEEV US9224751084 0.11
IHS Markit Limited INFO BMG475671050 0.11
Yum Brands Inc. YUM US9884981013 0.11
ConocoPhillips COP US20825C1045 0.11
Copart Inc. CPRT US2172041061 0.11
Splunk Inc. SPLK US8486371045 0.11
CBRE Group Inc. CBRE US12504L1098 0.11
MarketAxess Holdings Inc. MKTX US57060D1081 0.11
NVR Inc. NVR US62944T1051 0.11
Twilio Inc. TWLO US90138F1021 0.11
Cardinal Health Inc. CAH US14149Y1082 0.11
Monster Beverage Corporation MNST US61174X1090 0.11
Western Digital Corporation WDC US9581021055 0.11
AvalonBay Communities Inc. AVB US0534841012 0.11
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.11
Regions Financial Corporation RF US7591EP1005 0.11
Weyerhaeuser Company WY US9621661043 0.11
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.11
JB Hunt Transport Services Inc. JBHT US4456581077 0.11
Nucor Corporation NUE US6703461052 0.11
Marriott International Inc., Class "A" MAR US5719032022 0.10
Waters Corporation WAT US9418481035 0.10
VF Corporation VFC US9182041080 0.10
Vulcan Materials Company VMC US9291601097 0.10
Align Technology Inc. ALGN US0162551016 0.10
Genuine Parts Company GPC US3724601055 0.10
Synchrony Financial SYF US87165B1035 0.10
Prudential Financial Inc. PRU US7443201022 0.10
Sempra Energy SRE US8168511090 0.10
Broadridge Financial Solutions Inc., ADR BR US11133T1034 0.10
Expeditors International of Washington Inc. EXPD US3021301094 0.10
Delta Air Lines Inc. DAL US2473617023 0.10
Xilinx Inc. XLNX US9839191015 0.10
United Continental Holdings Inc. UAL US9100471096 0.10
Kinder Morgan Inc. KMI US49456B1017 0.10
Principal Financial Group Inc. PFG US74251V1026 0.10
Celanese Corporation, Series "A" CE US1508701034 0.10
Teradyne Inc. TER US8807701029 0.10
Lennar Corporation LEN US5260571048 0.10
Viacomcbs Inc. VIACA 0.10
Twitter Inc. TWTR US90184L1026 0.10
Hershey Company (The) HSY US4278661081 0.10
M&T Bank Corporation MTB US55261F1049 0.10
HP Inc. HPQ US40434L1052 0.10
First Republic Bank FRC US33616C1009 0.10
Nortonlifelock Inc NLOK US6687711084 0.10
Jack Henry & Associates Inc. JKHY US4262811015 0.10
State Street Corporation STT US8574771031 0.10
DaVita Inc. DVA US23918K1088 0.10
Nasdaq Inc. NDAQ US6311031081 0.10
Phillips 66 PSX US7185461040 0.10
TransUnion TRU US89400J1079 0.10
Walgreens Boots Alliance Inc. WBA US9314271084 0.10
MetLife Inc. MET US59156R1086 0.09
Teleflex Incorporated TFX US8793691069 0.09
FMC Corporation FMC US3024913036 0.09
Tyson Foods Inc., Class "A" TSN US9024941034 0.09
Eastman Chemical Company EMN US2774321002 0.09
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.09
West Pharmaceutical Services Inc. WST US9553061055 0.09
NetApp Inc. NTAP US64110D1046 0.09
Hess Corporation HES US42809H1077 0.09
DexCom Inc. DXCM US2521311074 0.09
American International Group Inc. AIG US0268747849 0.09
Leidos Holdings Inc. LDOS US5253271028 0.09
Masco Corporation MAS US5745991068 0.09
Equity Residential EQR US29476L1070 0.09
Realty Income Corporation O US7561091049 0.09
TransDigm Group Incorporated TDG US8936411003 0.09
Martin Marietta Materials Inc. MLM US5732841060 0.09
KeyCorp KEY US4932671088 0.09
FactSet Research Systems Inc. FDS US3030751057 0.09
CH Robinson Worldwide Inc. CHRW US12541W2098 0.09
Universal Health Services Inc. UHS US9139031002 0.09
Corteva Inc. CTVA US22052L1044 0.09
Qorvo Inc. QRVO US74736K1016 0.09
E*TRADE Financial Corporation ETFC US2692464017 0.09
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.09
Garmin Limited GRMN CH0114405324 0.09
Cooper Companies Inc. (The) COO US2166484020 0.09
Alexandria Real Estate Equities Inc. ARE US0152711091 0.09
Ulta Beauty Inc. ULTA US90384S3031 0.09
Varian Medical Systems Inc. VAR US92220P1057 0.09
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.09
Ally Financial Inc ALLY US02005N1000 0.08
HCA Healthcare Inc. HCA US40412C1018 0.08
Dow Inc. DOW US US2605571031 0.08
Domino's Pizza Inc. DPZ US25754A2015 0.08
AES Corporation (The) AES US00130H1059 0.08
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.08
Allegion PLC ALLE IE00BFRT3W74 0.08
Ford Motor Company F US3453708600 0.08
Packaging Corporation of America PKG US6951561090 0.08
Hormel Foods Corporation HRL US4404521001 0.08
Steris PLC STE IE00BFY8C754 0.08
Alliant Energy Corporation LNT US0188021085 0.08
IDEX Corporation IEX US45167R1041 0.08
Henry Schein Inc. HSIC US8064071025 0.08
Fortinet Inc. FTNT US34959E1091 0.08
Citizens Financial Group Inc. CFG US1746101054 0.08
Whirlpool Corporation WHR US9633201069 0.08
Zebra Technologies Corporation ZBRA US9892071054 0.08
CenturyLink Inc. CTL US1567001060 0.08
Williams Companies Inc. (The) WMB US9694571004 0.08
Welltower Inc. WELL US95040Q1040 0.08
CenterPoint Energy Inc. CNP US15189T1079 0.08
DuPont de Nemours Inc. DD US26614N1028 0.08
Take-Two Interactive Software Inc. TTWO US8740541094 0.08
Amdocs Limited DOX GB0022569080 0.08
JM Smucker Company (The) SJM US8326964058 0.08
Hewlett Packard Enterprise Company HPE US42824C1099 0.08
Las Vegas Sands Corporation LVS US5178341070 0.08
Burlington Stores Inc. BURL US1220171060 0.08
Hasbro Inc. HAS US4180561072 0.08
International Flavors & Fragrances Inc. IFF US4595061015 0.08
ONEOK Inc. OKE US6826801036 0.08
Incyte Corporation INCY US45337C1027 0.08
Pinnacle West Capital Corporation PNW US7234841010 0.08
Essex Property Trust Inc. ESS US2971781057 0.08
Workday Inc. WDAY US98138H1014 0.08
NiSource Inc. NI US65473P1057 0.08
Campbell Soup Company CPB US1344291091 0.07
Jacobs Engineering Group Inc. J US4698141078 0.07
Public Storage PSA US74460D1090 0.07
Palo Alto Networks Inc. PANW US6974351057 0.07
Xylem Inc. XYL US98419M1009 0.07
Markel Corporation MKL US5705351048 0.07
Otis Worldwide Corporation OTIS-W US68902V1070 0.07
SVB Financial Group SIVB US78486Q1013 0.07
RPM International Inc. RPM US7496851038 0.07
Cincinnati Financial Corporation CINF US1720621010 0.07
Atmos Energy Corporation ATO US0495601058 0.07
Loews Corporation L US5404241086 0.07
Western Union Company (The) WU US9598021098 0.07
Lear Corporation LEA US5218652049 0.07
Boston Properties Inc. BXP US1011211018 0.07
Advance Auto Parts Inc. AAP US00751Y1064 0.07
Expedia Group Inc. EXPE US30212P3038 0.07
EOG Resources Inc. EOG US26875P1012 0.07
Tyler Technologies Inc. TYL US9022521051 0.07
PerkinElmer Inc. PKI US7140461093 0.07
Molina Healthcare Inc. MOH US60855R1005 0.07
Darden Restaurants Inc. DRI US2371941053 0.07
Trimble Inc. TRMB US8962391004 0.07
Catalent Inc. CTLT US1488061029 0.07
Healthpeak Properties Inc HCP US42250P1030 0.07
Crown Holdings Inc. CCK US2283681060 0.07
Seattle Genetics Inc. SGEN US8125781026 0.07
Paycom Software Inc. PAYC US70432V1026 0.07
Square Inc., Class "A" SQ US8522341036 0.07
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.07
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.07
F5 Networks Inc. FFIV US3156161024 0.07
W. R. Berkley Corporation WRB US0844231029 0.07
Huntington Bancshares Inc. HBAN US4461501045 0.07
Textron Inc. TXT US8832031012 0.07
Brown & Brown Inc. BRO US1152361010 0.06
Avery Dennison Corporation AVY US0536111091 0.06
Lincoln National Corporation LNC US5341871094 0.06
PulteGroup Inc. PHM US7458671010 0.06
Juniper Networks Inc. JNPR US48203R1041 0.06
Raymond James Financial Inc. RJF US7547301090 0.06
Everest Re Group Limited RE BMG3223R1088 0.06
Duke Realty Corporation DRE US2644115055 0.06
SEI Investments Company SEIC US7841171033 0.06
Ventas Inc. VTR US92276F1003 0.06
Gartner Inc. IT US3666511072 0.06
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.06
Arch Capital Group Limited ACGL BMG0450A1053 0.06
Lamb Weston Holdings Inc. LW US5132721045 0.06
Globe Life Inc. GL US37959E1029 0.06
Pioneer Natural Resources Company PXD US7237871071 0.06
Mid-America Apartment Communities Inc. MAA US59522J1034 0.06
Cboe Global Markets Inc. CBOE US12503M1080 0.06
CF Industries Holdings Inc. CF US1252691001 0.06
Extra Space Storage Inc. EXR US30225T1025 0.06
Carrier Global Corporation CARR-W US14448C1045 0.06
Nordson Corp NDSN US6556631025 0.06
Snap-on Inc. SNA US8330341012 0.06
Fidelity National Financial Inc. FNF US31620R3030 0.06
EPAM Systems Inc. EPAM US29414B1044 0.06
Pool Corporation POOL US73278L1052 0.06
MGM Resorts International MGM US5529531015 0.06
Bio-Rad Laboratories Inc. BIO US0905722072 0.06
Albemarle Corporation ALB US0126531013 0.06
Huntington Ingalls Industries Inc. HII US4464131063 0.06
Flex Limited FLEX SG9999000020 0.06
Lennox International Inc. LII US5261071071 0.06
Carlisle Companies Incorporated CSL US1423391002 0.06
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.06
ON Semiconductor Corporation ON US6821891057 0.06
BorgWarner Inc. BWA US0997241064 0.06
Arrow Electronics Inc. ARW US0427351004 0.05
DISH Network Corporation DISH US25470M1099 0.05
Fair Isaac Corporation FICO US3032501047 0.05
DocuSign Inc. DOCU US2561631068 0.05
Black Knight Inc. BKI US09215C1053 0.05
Sun Communities Inc. SUI US8666741041 0.05
Service Corporation International SCI US8175651046 0.05
Reliance Steel & Aluminum Company RS US7595091023 0.05
Okta Inc. OKTA US6792951054 0.05
UDR Inc. UDR US9026531049 0.05
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.05
XPO Logistics Inc. XPO US9837931008 0.05
Royal Caribbean Cruises Limited RCL LR0008862868 0.05
RingCentral Inc. RNG US76680R2067 0.05
Amcor PLC AMCR JE00BJ1F3079 0.05
Mylan NV MYL NL0011031208 0.05
Equity LifeStyle Properties Inc. ELS US29472R1086 0.05
Cheniere Energy Inc. LNG US16411R2085 0.05
Arista Networks Inc. ANET US0404131064 0.05
Ingredion Incorporated INGR US4571871023 0.05
Occidental Petroleum Corporation OXY US6745991058 0.05
IAC Interactive Corporation 0.05
Simon Property Group Inc. SPG US8288061091 0.05
Fox Corporation, Class "A" FOXA US35137L1052 0.05
Voya Financial Inc. VOYA US9290891004 0.05
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.05
Alleghany Corporation Y US0171751003 0.05
LKQ Corporation LKQ US5018892084 0.05
Owens Corning OC US6907421019 0.05
Teledyne Technologies Incorporated TDY US8793601050 0.05
Hubbell Inc. HUBB US4435106079 0.05
Robert Half International Inc. RHI US7703231032 0.05
OGE Energy Corporation OGE US6708371033 0.05
Concho Resources Inc. CXO US20605P1012 0.05
Mohawk Industries Inc. MHK US6081901042 0.05
Schlumberger Limited SLB AN8068571086 0.05
Wynn Resorts Limited WYNN US9831341071 0.05
WP Carey Inc. WPC US92936U1097 0.05
Gentex Corporation GNTX US3719011096 0.05
Westinghouse Air Brake Technologie WAB US9297401088 0.05
Molson Coors Beverage Company TAP US60871R2094 0.05
Charles River Laboratories International Inc. CRL US1598641074 0.05
Zions Bancorporation NA ZION US9897011071 0.05
Graco Inc. GGG US3841091040 0.05
Franklin Resources Inc. BEN US3546131018 0.05
Trade Desk Inc. (The) TTD US88339J1051 0.05
Invitation Homes Inc. INVH US46187W1071 0.04
Autoliv Inc. ALV US0528001094 0.04
Bunge Limited BG BMG169621056 0.04
WestRock Company WRK US96145D1054 0.04
Post Holdings Inc. POST US7374461041 0.04
UGI Corporation UGI US9026811052 0.04
Vail Resorts Inc. MTN US91879Q1094 0.04
AptarGroup Inc. ATR US0383361039 0.04
Comerica Incorporated CMA US2003401070 0.04
HollyFrontier Corporation HFC US4361061082 0.04
Donaldson Company Inc. DCI US2576511099 0.04
NRG Energy Inc. NRG US6293775085 0.04
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.04
Guidewire Software Inc. GWRE US40171V1008 0.04
Pentair PLC PNR IE00BLS09M33 0.04
Howmet Aerospace HWM US4432011082 0.04
HEICO Corporation HEI US4228061093 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
HD Supply Holdings Inc. HDS US40416M1053 0.04
Toro Company (The) TTC US8910921084 0.04
Newell Brands Inc. NWL US6512291062 0.04
Camden Property Trust CPT US1331311027 0.04
Vistra Corporation VST US92840M1027 0.04
Steel Dynamics Inc. STLD US8581191009 0.04
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.04
ABIOMED Inc. ABMD US0036541003 0.04
Snap Inc. SNAP US83304A1060 0.04
Discovery Inc., Class "A" DISCA US25470F1049 0.04
Ingersoll-Rand Inc US45687V1061 0.04
Hill-Rom Holdings Inc. HRC US4314751029 0.04
Polaris Inc. PII US7310681025 0.04
Aramark ARMK US03852U1060 0.04
Cognex Corporation CGNX US1924221039 0.04
Wyndham Hotels & Resorts Inc. WH US98311A1051 0.04
Reinsurance Group of America Incorporated RGA US7593516047 0.04
Sirius XM Holdings Inc. SIRI US82968B1035 0.04
Keurig Dr Pepper Inc. KDP US49271V1008 0.04
Cabot Oil & Gas Corporation COG US1270971039 0.04
GoDaddy Inc. GDDY US3802371076 0.04
Host Hotels & Resorts Inc. HST US44107P1049 0.04
Rollins Inc. ROL US7757111049 0.04
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.04
Masimo Corporation MASI US5747951003 0.04
AO Smith Corporation AOS US8318652091 0.04
Live Nation Entertainment Inc. LYV US5380341090 0.04
Liberty Media Corporation-Liberty Formula One FWONK US5312298541 0.04
KKR & Company Inc. KKR US48251W1045 0.04
American Airlines Group Inc. AAL US02376R1023 0.04
Zillow Group Inc., Class "C" Z US98954M2008 0.04
Kohl's Corporation KSS US5002551043 0.04
Commerce Bancshares Inc. CBSH US2005251036 0.04
Coupa Software Inc. COUP US22266L1061 0.04
Alaska Air Group Inc. ALK US0116591092 0.04
Exelixis Inc. EXEL US30161Q1040 0.04
Marathon Oil Corporation MRO US5658491064 0.04
Bio-Techne Corporation TECH US09073M1045 0.04
Allison Transmission Holdings Inc. ALSN US01973R1014 0.04
VMware Inc. VMW US9285634021 0.04
Altice USA Inc. ATUS US02156K1034 0.04
Noble Energy Inc. NBL US6550441058 0.04
Insulet Corporation PODD US45784P1012 0.04
Monolithic Power Systems Inc. MPWR US6098391054 0.04
Berry Global Group Inc. BERY US08579W1036 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Kraft Heinz Company (The) KHC US5007541064 0.04
CDK Global Inc. CDK US12508E1010 0.03
Essential Utilities Inc. WTRG US29670G1022 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
American Financial Group Inc. AFG US0259321042 0.03
Genpact Ltd. G BMG3922B1072 0.03
Lincoln Electric Holdings Inc. LECO US5339001068 0.03
Axalta Coating Systems Limited AXTA BMG0750C1082 0.03
Exact Sciences Corporation EXAS US30063P1057 0.03
Diamondback Energy Inc. FANG US25278X1090 0.03
Signature Bank SBNY US82669G1040 0.03
Elanco Animal Health Inc. ELAN US28414H1032 0.03
WEX Inc. WEX US96208T1043 0.03
Uber Technologies Inc. UBER US90353T1007 0.03
Ralph Lauren Corporation RL US7512121010 0.03
East West Bancorp Inc. EWBC US27579R1041 0.03
Spotify Technology SA SPOT LU1778762911 0.03
Dell Technologies Inc., Class "C" DELL US24703L2025 0.03
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.03
PTC Inc. PTC US69370C1009 0.03
LPL Financial Holdings Inc. LPLA US50212V1008 0.03
Wayfair Inc. W US94419L1017 0.03
Vornado Realty Trust VNO US9290421091 0.03
Regency Centers Corporation REG US7588491032 0.03
Ciena Corporation CIEN US1717793095 0.03
Toll Brothers Inc. TOL US8894781033 0.03
VICI Properties Inc VICI US9256521090 0.03
Neurocrine Biosciences Inc. NBIX US64125C1099 0.03
Zoom Video Communications Inc. ZM US98980L1017 0.03
IPG Photonics Corporation IPGP US44980X1090 0.03
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.03
Etsy Inc. ETSY US29786A1060 0.03
Watsco Inc. WSO US9426222009 0.03
Federal Realty Investment Trust FRT US3137472060 0.03
Flowserve Corp. FLS US34354P1057 0.03
Devon Energy Corporation DVN US25179M1036 0.03
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.03
FLIR Systems Inc. FLIR US3024451011 0.03
American Homes 4 Rent AMH US02665T3068 0.03
Aspen Technology Inc. AZPN US0453271035 0.03
Old Republic International Corporation ORI US6802231042 0.03
Mosaic Company (The) MOS US61945C1036 0.03
Blackstone Group Inc/The BX US09260D1072 0.03
News Corporation, Class "A" NWSA US65249B1098 0.03
IAA Inc. IAA US4492531037 0.03
VEREIT Inc. VER US92339V1008 0.03
Xerox Corporation XRX US98421M1062 0.03
First American Financial Corporation FAF US31847R1023 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
Omega Healthcare Investors Inc. OHI US6819361006 0.03
Halliburton Company HAL US4062161017 0.03
Kilroy Realty Corporation KRC US49427F1084 0.03
Jefferies Financial Group Inc. JEF US47233W1099 0.03
Apartment Investment & Management Company AIV US03748R7540 0.03
Apache Corporation APA US0374111054 0.03
Cable One Inc. CABO US12685J1051 0.03
Encompass Health Corporation EHC US29261A1007 0.03
Invesco Limited IVZ BMG491BT1088 0.03
US Foods Holding Corporation USFD US9120081099 0.03
Entegris Inc. ENTG US29362U1043 0.03
Discovery Inc., Class "C" DISCK US25470F3029 0.03
National Retail Properties Inc. NNN US6374171063 0.03
Erie Indemnity Company ERIE US29530P1021 0.03
PRA Health Sciences Inc. PRAH US69354M1080 0.03
Equitable Holdings Inc. EQH US29452E1010 0.03
Carnival Corporation CCL PA1436583006 0.03
DXC Technology Company DXC US23355L1061 0.03
Middleby Corp. MIDD US5962781010 0.03
Gap Inc. (The) GPS US3647601083 0.03
GCI Liberty Inc GLIBA US36164V3050 0.03
People's United Financial Inc. PBCT US7127041058 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Kimco Realty Corporation KIM US49446R1095 0.03
Royal Gold Inc. RGLD US7802871084 0.03
Credit Acceptance Corporation CACC US2253101016 0.03
Medical Properties Trust Inc. MPW US58463J3041 0.03
National Oilwell Varco Inc. NOV US6370711011 0.03
Roku Inc. ROKU US77543R1023 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
Zendesk Inc. ZEN US98936J1016 0.02
MDU Resources Group Inc. MDU US5526901096 0.02
HubSpot Inc. HUBS US4435731009 0.02
SL Green Realty Corporation SLG US78440X1019 0.02
Nielsen Holdings PLC NLSN GB00BWFY5505 0.02
CyrusOne Inc. CONE US23283R1005 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
RenaissanceRe Holdings Limited RNR BMG7496G1033 0.02
Ceridian HCM Holding Inc. CDAY US15677J1088 0.02
PVH Corporation PVH US6936561009 0.02
Sarepta Therapeutics Inc. SRPT US8036071004 0.02
Douglas Emmett Inc. DEI US25960P1093 0.02
Tapestry Inc. TPR US8760301072 0.02
American Campus Communities Inc. ACC US0248351001 0.02
Assurant Inc. AIZ US04621X1081 0.02
Euronet Worldwide Inc. EEFT US2987361092 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Chemed Corporation CHE US16359R1032 0.02
Athene Holding Limited, Class "A" ATH BMG0684D1074 0.02
National Instruments Corporation NATI US6365181022 0.02
Spirit AeroSystems Holdings Inc. SPR US8485741099 0.02
Healthcare Trust of America Inc. HTA US42225P5017 0.02
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.02
Horizon Therapeutics Plc HZNP IE00BQPVQZ61 0.02
TechnipFMC PLC FTI GB00BDSFG982 0.02
Casey's General Stores Inc. CASY US1475281036 0.02
Targa Resources Corporation TRGP US87612G1013 0.02
Proofpoint Inc. PFPT US7434241037 0.02
AMERCO UHAL US0235861004 0.02
Five Below Inc. FIVE US33829M1018 0.02
Dunkin' Brands Group Inc. DNKN US2655041000 0.02
RealPage Inc. RP US75606N1090 0.02
Sonoco Products Company SON US8354951027 0.02
Santander Consumer USA Holdings Inc. SC US80283M1018 0.02
Cullen/Frost Bankers Inc. CFR US2298991090 0.02
Norwegian Cruise Line Holdings Limited NCLH BMG667211046 0.02
Universal Display Corporation OLED US91347P1057 0.02
AECOM ACM US00766T1007 0.02
Hexcel Corporation HXL US4282911084 0.02
MongoDB Inc. MDB US60937P1066 0.02
Baker Hughes Company BKR US05722G1004 0.02
Southern Copper Corporation SCCO US84265V1052 0.02
CACI International Inc. CACI US1271903049 0.02
STORE Capital Corporation STOR US8621211007 0.02
Americold Realty Trust COLD US03064D1081 0.02
Knight-Swift Transportation Holdings Inc. KNX US4990491049 0.02
CubeSmart CUBE US2296631094 0.02
Bruker Corporation BRKR US1167941087 0.02
Woodward Inc. WWD US9807451037 0.02
Scotts Miracle-Gro Company (The), Class "A" SMG US8101861065 0.01
Moderna Inc. MRNA US60770K1079 0.01
Planet Fitness Inc. PLNT US72703H1014 0.01
Avalara Inc. AVLR US05338G1067 0.01
Teladoc Inc. TDOC US87918A1051 0.01
Carvana Company CVNA US1468691027 0.01
Westlake Chemical Corporation WLK US9604131022 0.01
Fox Corporation, Class "B" FOX US35137L2043 0.01
Alteryx Inc AYX US02156B1035 0.01
Avangrid Inc. AGR US05351W1036 0.01
Zynga Inc. ZNGA US98986T1088 0.01
Nuance Communications Inc. NUAN US67020Y1001 0.01
Avantor Inc. AVTR US05352A1007 0.01
Crowdstrike Holdings Inc. CRWD US22788C1053 0.01
Generac Holdings Inc. GNRC US3687361044 0.01
Haemonetics Corporation HAE US4050241003 0.01
Smartsheet Inc SMAR US83200N1037 0.01
Hyatt Hotels Corporation H US4485791028 0.01
Morningstar Inc. MORN US6177001095 0.01
Madison Square Garden Company (The) MSG US55825T1034 0.01
Pinterest Inc PINS US72352L1061 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
Slack Technologies Inc., Class "A" WORK US83088V1026 0.01
MKS Instruments Inc. MKSI US55306N1046 0.01
First Solar Inc. FSLR US3364331070 0.01
Ubiquiti Networks Inc. UBNT US90353W1036 0.01
Lumentum Holdings Inc. LITE US55024U1097 0.01
Paylocity Holding Corporation PCTY US70438V1061 0.01
Continental Resources Inc. CLR US2120151012 0.01
SolarEdge Technologies Inc SEDG US83417M1045 0.01
Dropbox Inc. DBX US26210C1045 0.01
SYNNEX Corporation SNX US87162W1009 0.01
BWX Technologies Inc. BWXT US05605H1005 0.01
Parsley Energy Inc. PE US7018771029 0.01
TCF Financial Corp. TCF US8723071036 0.01
Trex Company Inc. TREX US89531P1057 0.01
Curtiss-Wright Corporation CW US2315611010 0.01
Under Armour Inc., Class "A" UAA US9043111072 0.01
Zscaler Inc. ZS US98980G1022 0.01
Quanta Services Inc. PWR US74762E1029 0.01
Arconic Corporation ARNC-W US03966V1070 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Globus Medical Inc. GMED US3795772082 0.01
Under Armour Inc., Class "C" UA US9043112062 0.01
Amedisys Inc. AMED US0234361089 0.01
Brixmor Property Group Inc. BRX US11120U1051 0.01
Novocure Limited NVCR JE00BYSS4X48 0.01
Columbia Sportswear Company COLM US1985161066 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
Prosperity Bancshares Inc. PB US7436061052 0.01
Anaplan Inc. PLAN US03272L1089 0.01
Pegasystems Inc. PEGA US7055731035 0.01
Ares Management Corp. ARES US03990B1017 0.01
Zillow Group Inc. ZG US98954M1018 0.01
Beyond Meat Inc BYND US08862E1091 0.01
Enphase Energy Inc ENPH US29355A1079 0.01
Coty Inc., Class "A" COTY US2220702037 0.01
IDACORP Inc. IDA US4511071064 0.01
CNA Financial Corporation CNA US1261171003 0.01
Guardant Health Inc. GH US40131M1099 0.01
New York Community Bancorp Inc. NYCB US6494451031 0.01
Elastic NV ESTC NL0013056914 0.01
BOK Financial Corporation BOKF US05561Q2012 0.01
Madison Square Garden Entertainment Corp MSG US55826T1025 0.01
Penumbra Inc. PEN US70975L1070 0.01
CoreSite Realty Corporation COR US21870Q1058 0.01
New York Times Company (The) NYT US6501111073 0.01
ACADIA Pharmaceuticals Inc. ACAD US0042251084 0.01
Tradeweb Markets Inc. TW US8926721064 0.01
L Brands Inc. LB US5017971046 0.00
Chewy Inc. CHWY US16679L1098 0.00
Dynatrace Inc. DT US2681501092 0.00
ChampionX Corp CHX US15872M1045 0.00
Peloton Interactive Inc PTON US70614W1009 0.00
Reata Pharmaceuticals Inc. RETA US75615P1030 0.00
Lyft Inc LYFT US55087P1049 0.00
Reynolds Consumer Products Inc REYN US76171L1061 0.00
Liberty Media Group FWONA US5312298707 0.00
Pilgrim's Pride Corporation PPC US72147K1088 0.00
SolarWinds Corp SWI US83417Q1058 0.00
PPD Inc. PPD US69355F1021 0.00
TFS Financial Corporation TFSL US87240R1077 0.00
Canadian Dollar 0.00
Levi Strauss & Company LEVI US52736R1023 0.00
T-Mobile US Inc. - 2020-08-03 US8725901123 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 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


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.