Overview

Quick Facts

Ticker

MULC.B

Daily Prices

$32.30
0.08% ($0.02)
2019-12-05

Summary Stats

Listing Date 2017-04-17
AUM $134.07 M
Mgmt. Fee 0.35%
MER 4 0.39%

Investment Objective

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

ETF Characteristics 1

Price to Book (P/B) 2.93322
Price to Earnings (P/E) 17.70437
Average Market Cap
Dividend Yield 1.91%
Units Outstanding 4150000
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 (%)

 
ETF
1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
4.38 7.41 12.82 14.48 11.76
  1 month 3 months 6 months 1 year 3 years 5 years 10 years Inception
ETF 4.38 7.41 12.82 14.48 11.76

Calendar Returns (%)

 
ETF
2018
-0.05
2018
ETF -0.05

Portfolio Allocation as of 2019-12-05

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 97.37
Ireland 0.88
United Kingdom 0.82
Switzerland 0.40
Canada 0.22
Bermuda 0.19
Sweden 0.05
Australia 0.04
Peru 0.01
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 20.63
Financials 14.86
Health Care 13.23
Industrials 12.04
Consumer Discretionary 10.16
Communication Services 7.56
Consumer Staples 6.55
Utilities 4.52
Energy 3.69
Other 6.78

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 99.90
Cash 0.09
Currency 0.01

Top 10 Holdings (%) 2

Name Ticker ISIN Weight %
Apple Inc. AAPL US0378331005 3.37
Microsoft Corporation MSFT US5949181045 2.40
Amazon.com Inc. AMZN US0231351067 1.46
Alphabet Inc., Class "A" GOOGL US02079K3059 1.39
JPMorgan Chase & Co. JPM US46625H1005 1.19
Berkshire Hathaway Inc., Class "B" BRK/B US0846707026 1.07
Facebook Inc., Class "A" FB US30303M1027 0.94
Johnson & Johnson JNJ US4781601046 0.93
Intel Corporation INTC US4581401001 0.77
Bank of America Corporation BAC US0605051046 0.76
UnitedHealth Group Incorporated UNH US91324P1021 0.76
Visa Inc., Class "A" V US92826C8394 0.74
AT&T Inc. T US00206R1023 0.73
Procter & Gamble Company (The) PG US7427181091 0.72
Exxon Mobil Corporation XOM US30231G1022 0.67
Mastercard Incorporated, Class "A" MA US57636Q1040 0.67
Wells Fargo & Company WFC US9497461015 0.66
Comcast Corporation, Class "A" CMCSA US20030N1019 0.66
Verizon Communications Inc. VZ US92343V1044 0.64
Chevron Corporation CVX US1667641005 0.63
Walt Disney Company (The) DIS US2546871060 0.62
Merck & Company Inc. MRK US58933Y1055 0.60
Pfizer Inc. PFE US7170811035 0.58
Walmart Inc. WMT US9311421039 0.56
Cisco Systems Inc. CSCO US17275R1023 0.52
Home Depot Inc. (The) HD US4370761029 0.49
Coca-Cola Company (The) KO US1912161007 0.49
PepsiCo Inc. PEP US7134481081 0.48
Citigroup Inc. C US1729674242 0.48
Oracle Corporation ORCL US68389X1054 0.47
Amgen Inc. AMGN US0311621009 0.43
Boeing Company (The) BA US0970231058 0.41
Abbott Laboratories ABT US0028241000 0.41
Union Pacific Corporation UNP US9078181081 0.39
Global Payments Inc. GPN US37940X1028 0.37
United Technologies Corporation UTX US9130171096 0.36
Cigna Corporation CI US1255231003 0.36
Accenture PLC, Class "A" ACN IE00B4BNMY34 0.35
International Business Machines Corporation IBM US4592001014 0.35
Medtronic PLC MDT IE00BTN1Y115 0.35
Costco Wholesale Corporation COST US22160K1051 0.34
McDonald's Corporation MCD US5801351017 0.34
Texas Instruments Incorporated TXN US8825081040 0.33
Honeywell International Inc. HON US4385161066 0.33
NIKE Inc., Class "B" NKE US6541061031 0.33
Thermo Fisher Scientific Inc. TMO US8835561023 0.32
Broadcom Inc. AVGO US11135F1012 0.31
Target Corporation TGT US87612E1064 0.31
CVS Health Corporation CVS US1266501006 0.31
Lowe's Companies Inc. LOW US5486611073 0.30
QUALCOMM Incorporated QCOM US7475251036 0.30
Bristol-Myers Squibb Company BMY US1101221083 0.30
Micron Technology Inc. MU US5951121038 0.29
Lam Research Corporation LRCX US5128071082 0.29
AbbVie Inc. ABBV US00287Y1091 0.28
Anthem Inc. ANTM US0367521038 0.28
TJX Companies Inc. (The) TJX US8725401090 0.28
Adobe Inc. ADBE US00724F1012 0.27
U.S. Bancorp USB US9029733048 0.27
Ross Stores Inc. ROST US7782961038 0.27
Charter Communications Inc. CHTR US16119P1084 0.27
Norfolk Southern Corporation NSC US6558441084 0.26
Gilead Sciences Inc. GILD US3755581036 0.26
Ingersoll-Rand PLC IR IE00B6330302 0.26
PayPal Holdings Inc. PYPL US70450Y1038 0.25
NVIDIA Corporation NVDA US67066G1040 0.25
American Express Company AXP US0258161092 0.25
Amphenol Corporation APH US0320951017 0.25
Starbucks Corporation SBUX US8552441094 0.25
Lockheed Martin Corporation LMT US5398301094 0.25
3M Company MMM US88579Y1010 0.25
United Continental Holdings Inc. UAL US9100471096 0.25
Caterpillar Inc. CAT US1491231015 0.25
Philip Morris International Inc. PM US7181721090 0.25
Eli Lilly & Company LLY US5324571083 0.25
Deere & Company DE US2441991054 0.25
NextEra Energy Inc. NEE US65339F1012 0.24
Capital One Financial Corporation COF US14040H1059 0.24
Altria Group Inc. MO US02209S1033 0.24
Alphabet Inc., Class "C" GOOG US02079K1079 0.24
Valero Energy Corporation VLO US91913Y1001 0.23
Danaher Corporation DHR US2358511028 0.23
PACCAR Inc. PCAR US6937181088 0.23
American Electric Power Company Inc. AEP US0255371017 0.23
Applied Materials Inc. AMAT US0382221051 0.23
Aon PLC AON GB00B5BT0K07 0.23
PNC Financial Services Group Inc. (The) PNC US6934751057 0.23
Mondelez International Inc. MDLZ US6092071058 0.22
Waste Management Inc. WM US94106L1098 0.22
S&P Global Inc. SPGI US78409V1044 0.22
Raytheon Company RTN US7551115071 0.22
Linde PLC LIN IE00BZ12WP82 0.22
Exelon Corporation EXC US30161N1019 0.22
salesforce.com inc. CRM US79466L3024 0.22
Netflix Inc. NFLX US64110L1061 0.22
Fidelity National Information Services Inc. FIS US31620M1062 0.22
Booking Holdings Inc. BKNG US09857L1089 0.22
Humana Inc. HUM US4448591028 0.22
Consolidated Edison Inc. ED US2091151041 0.21
Travelers Companies Inc. (The) TRV US89417E1091 0.21
Ameriprise Financial Inc. AMP US03076C1062 0.21
Goldman Sachs Group Inc. (The) GS US38141G1040 0.21
Illinois Tool Works Inc. ITW US4523081093 0.21
Parker-Hannifin Corporation PH US7010941042 0.21
Hartford Financial Services Group Inc. (The) HIG US4165151048 0.21
Republic Services Inc. RSG US7607591002 0.21
Stryker Corporation SYK US8636671013 0.21
Marathon Petroleum Corporation MPC US56585A1025 0.20
Analog Devices Inc. ADI US0326541051 0.20
American Tower Corporation AMT US03027X1000 0.20
Southern Company (The) SO US8425871071 0.20
Automatic Data Processing Inc. ADP US0530151036 0.20
Discover Financial Services DFS US2547091080 0.20
General Electric Company GE US3696041033 0.20
Becton, Dickinson and Company BDX US0758871091 0.20
Aptiv PLC APTV JE00B783TY65 0.20
Delta Air Lines Inc. DAL US2473617023 0.20
Kroger Co. (The) KR US5010441013 0.20
Edison International EIX US2810201077 0.20
Public Service Enterprise Group Inc. PEG US7445731067 0.20
Fifth Third Bancorp FITB US3167731005 0.20
T. Rowe Price Group Inc. TROW US74144T1088 0.20
CSX Corporation CSX US1264081035 0.20
Sherwin-Williams Company (The) SHW US8243481061 0.19
SunTrust Banks Inc. STI US8679141031 0.19
Zoetis Inc. ZTS US98978V1035 0.19
Sysco Corporation SYY US8718291078 0.19
Estee Lauder Companies Inc. (The), Class "A" EL US5184391044 0.19
PPG Industries Inc. PPG US6935061076 0.19
Entergy Corporation ETR US29364G1031 0.19
Best Buy Company Inc. BBY US0865161014 0.19
Bank of New York Mellon Corporation (The) BK US0640581007 0.19
Marsh & McLennan Companies Inc. MMC US5717481023 0.19
Dollar General Corporation DG US2566771059 0.18
Rockwell Automation Inc. ROK US7739031091 0.18
Zimmer Biomet Holdings Inc. ZBH US98956P1021 0.18
O'Reilly Automotive Inc. ORLY US67103H1077 0.18
Biogen Inc. BIIB US09062X1037 0.18
United Parcel Service Inc., Class "B" UPS US9113121068 0.18
Air Products and Chemicals Inc. APD US0091581068 0.18
Morgan Stanley MS US6174464486 0.18
Intuit Inc. INTU US4612021034 0.18
Southwest Airlines Co. LUV US8447411088 0.18
Progressive Corporation (The) PGR US7433151039 0.18
Dominion Energy Inc. D US25746U1097 0.18
Aflac Inc. AFL US0010551028 0.18
Eversource Energy ES US30040W1080 0.18
Stanley Black & Decker Inc. SWK US8545021011 0.18
Emerson Electric Company EMR US2910111044 0.18
Cintas Corporation CTAS US1729081059 0.18
Agilent Technologies Inc. A US00846U1016 0.18
Cummins Inc. CMI US2310211063 0.18
PPL Corporation PPL US69351T1060 0.18
Paychex Inc. PAYX US7043261079 0.18
DTE Energy Company DTE US2333311072 0.18
TE Connectivity Ltd. TEL CH0102993182 0.17
Xcel Energy Inc. XEL US98389B1008 0.17
Omnicom Group Inc. OMC US6819191064 0.17
McKesson Corporation MCK US58155Q1031 0.17
Boston Scientific Corporation BSX US1011371077 0.17
Corning Incorporated GLW US2193501051 0.17
Fiserv Inc. FISV US3377381088 0.17
Ecolab Inc. ECL US2788651006 0.17
Quest Diagnostics Incorporated DGX US74834L1008 0.17
FleetCor Technologies Inc. FLT US3390411052 0.17
Viacomcbs Inc. VIACA 0.17
Synchrony Financial SYF US87165B1035 0.17
General Mills Inc. GIS US3703341046 0.17
Intercontinental Exchange Inc. ICE US45866F1049 0.17
Edwards Lifesciences Corporation EW US28176E1082 0.17
Eaton Corporation PLC ETN IE00B8KQN827 0.17
MSCI Inc. MSCI US55354G1004 0.17
Laboratory Corporation of America Holdings LH US50540R4092 0.16
WEC Energy Group Inc. WEC US92939U1060 0.16
SBA Communications Corporation SBAC US78410G1040 0.16
Charles Schwab Corporation (The) SCHW US8085131055 0.16
International Paper Company IP US4601461035 0.16
Northern Trust Corporation NTRS US6658591044 0.16
Marriott International Inc., Class "A" MAR US5719032022 0.16
Regions Financial Corp RF US7591EP1005 0.16
CME Group Inc., Class "A" CME US12572Q1058 0.16
Motorola Solutions Inc. MSI US6200763075 0.16
Duke Energy Corporation DUK US26441C2044 0.16
General Motors Company GM US37045V1008 0.16
FirstEnergy Corp. FE US3379321074 0.16
Northrop Grumman Corporation NOC US6668071029 0.16
Allstate Corporation (The) ALL US0200021014 0.16
Ball Corporation BLL US0584981064 0.16
eBay Inc. EBAY US2786421030 0.16
ConocoPhillips COP US20825C1045 0.16
Dollar Tree Inc. DLTR US2567461080 0.16
M&T Bank Corporation MTB US55261F1049 0.16
Seagate Technology PLC STX IE00B58JVZ52 0.16
Roper Technologies Inc. ROP US7766961061 0.16
McCormick & Company Incorporated MKC US5797802064 0.16
Cerner Corporation CERN US1567821046 0.16
Prologis Inc. PLD US74340W1036 0.16
ONEOK Inc. OKE US6826801036 0.16
Ameren Corporation AEE US0236081024 0.16
AMETEK Inc. AME US0311001004 0.16
Phillips 66 PSX US7185461040 0.16
AutoZone Inc. AZO US0533321024 0.15
W.W. Grainger Inc. GWW US3848021040 0.15
Baxter International Inc. BAX US0718131099 0.15
BB&T Corporation BBT US0549371070 0.15
Prudential Financial Inc. PRU US7443201022 0.15
Allergan PLC AGN IE00BY9D5467 0.15
Illumina Inc. ILMN US4523271090 0.15
Moody's Corporation MCO US6153691059 0.15
Hilton Worldwide Holdings Inc. HLT US43300A2033 0.15
Dover Corporation DOV US2600031080 0.15
Activision Blizzard Inc. ATVI US00507V1098 0.15
TransDigm Group Incorporated TDG US8936411003 0.15
Verisk Analytics Inc. VRSK US92345Y1064 0.15
IDEXX Laboratories Inc. IDXX US45168D1046 0.15
Clorox Company (The) CLX US1890541097 0.15
Centene Corporation CNC US15135B1017 0.15
Microchip Technology Incorporated MCHP US5950171042 0.15
Chubb Limited CB CH0044328745 0.15
American International Group Inc. AIG US0268747849 0.14
Kimberly-Clark Corporation KMB US4943681035 0.14
Intuitive Surgical Inc. ISRG US46120E6023 0.14
L3Harris Technologies Inc. LHX US5024311095 0.14
Vertex Pharmaceuticals Incorporated VRTX US92532F1003 0.14
Chipotle Mexican Grill Inc. CMG US1696561059 0.14
Crown Castle International Corp. CCI US22822V1017 0.14
Cognizant Technology Solutions Corporation CTSH US1924461023 0.14
Johnson Controls International PLC JCI IE00BY7QL619 0.14
KLA Corporation KLAC US4824801009 0.14
General Dynamics Corporation GD US3695501086 0.14
AvalonBay Communities Inc. AVB US0534841012 0.14
Tyson Foods Inc., Class "A" TSN US9024941034 0.14
Nucor Corporation NUE US6703461052 0.14
KeyCorp KEY US4932671088 0.14
Fastenal Company FAST US3119001044 0.14
Mettler-Toledo International Inc. MTD US5926881054 0.14
IQVIA Holdings Inc. IQV US46266C1053 0.14
Weyerhaeuser Company WY US9621661043 0.14
ResMed Inc. RMD US7611521078 0.14
Willis Towers Watson PLC WLTW IE00BDB6Q211 0.14
lululemon athletica inc. LULU US5500211090 0.14
FedEx Corporation FDX US31428X1063 0.14
Colgate-Palmolive Company CL US1941621039 0.13
D.R. Horton Inc. DHI US23331A1097 0.13
NVR Inc. NVR US62944T1051 0.13
Celanese Corporation, Series "A" CE US1508701034 0.13
Skyworks Solutions Inc. SWKS US83088M1027 0.13
Archer-Daniels-Midland Company ADM US0394831020 0.13
VF Corporation VFC US9182041080 0.13
CarMax Inc. KMX US1431301027 0.13
Ally Financial Inc ALLY US02005N1000 0.13
ServiceNow Inc. NOW US81762P1021 0.13
ANSYS Inc. ANSS US03662Q1058 0.13
Synopsys Inc. SNPS US8716071076 0.13
Universal Health Services Inc. UHS US9139031002 0.13
American Water Works Company Inc. AWK US0304201033 0.13
CDW Corporation CDW US12514G1085 0.13
Hewlett Packard Enterprise Company HPE US42824C1099 0.13
MetLife Inc. MET US59156R1086 0.13
Welltower Inc. WELL US95040Q1040 0.13
Newmont Goldcorp Corp. NEM US6516391066 0.13
Citizens Financial Group Inc. CFG US1746101054 0.13
Walgreens Boots Alliance Inc. WBA US9314271084 0.13
Kinder Morgan Inc. KMI US49456B1017 0.13
Waters Corporation WAT US9418481035 0.13
Principal Financial Group Inc. PFG US74251V1026 0.13
Fortive Corporation FTV US34959J1088 0.12
NetApp Inc. NTAP US64110D1046 0.12
Equinix Inc. EQIX US29444U7000 0.12
Royal Caribbean Cruises Ltd. RCL LR0008862868 0.12
Electronic Arts Inc. EA US2855121099 0.12
Constellation Brands Inc. STZ US21036P1084 0.12
BlackRock Inc., Class "A" BLK US09247X1019 0.12
CBRE Group Inc. CBRE US12504L1098 0.12
Vulcan Materials Company VMC US9291601097 0.12
HP Inc. HPQ US40434L1052 0.12
Genuine Parts Company GPC US3724601055 0.12
Advanced Micro Devices Inc AMD US0079031078 0.12
Ford Motor Company F US3453708600 0.12
Maxim Integrated Products Inc. MXIM US57772K1016 0.12
Kansas City Southern KSU US4851703029 0.12
Sempra Energy SRE US8168511090 0.12
Nortonlifelock Inc NLOK US6687711084 0.12
HCA Healthcare Inc. HCA US40412C1018 0.12
Western Digital Corporation WDC US9581021055 0.12
CMS Energy Corporation CMS US1258961002 0.12
Brown-Forman Corporation, Class "B" BF/B US1156372096 0.12
Citrix Systems Inc. CTXS US1773761002 0.12
Yum! Brands Inc. YUM US9884981013 0.12
LyondellBasell Industries NV, Class "A" LYB NL0009434992 0.12
Hologic Inc. HOLX US4364401012 0.11
VeriSign Inc. VRSN US92343E1029 0.11
Freeport-McMoRan Inc. FCX US35671D8570 0.11
Equity Residential EQR US29476L1070 0.11
DaVita Inc. DVA US23918K1088 0.11
Cardinal Health Inc. CAH US14149Y1082 0.11
Keysight Technologies Inc. KEYS US49338L1035 0.11
Martin Marietta Materials Inc. MLM US5732841060 0.11
Tiffany & Co. TIF US8865471085 0.11
Hershey Company (The) HSY US4278661081 0.11
United Rentals Inc. URI US9113631090 0.11
Huntington Bancshares Inc. HBAN US4461501045 0.11
Copart Inc. CPRT US2172041061 0.11
Equifax Inc. EFX US2944291051 0.11
Cadence Design Systems Inc. CDNS US1273871087 0.11
Arthur J Gallagher & Co. AJG US3635761097 0.11
Hess Corporation HES US42809H1077 0.11
IHS Markit Ltd. INFO BMG475671050 0.11
AES Corporation (The) AES US00130H1059 0.11
MGM Resorts International MGM US5529531015 0.11
Autodesk Inc. ADSK US0527691069 0.10
Digital Realty Trust Inc. DLR US2538681030 0.10
Simon Property Group Inc. SPG US8288061091 0.10
Lincoln National Corporation LNC US5341871094 0.10
Occidental Petroleum Corporation OXY US6745991058 0.10
Cincinnati Financial Corporation CINF US1720621010 0.10
Akamai Technologies Inc. AKAM US00971T1016 0.10
AmerisourceBergen Corporation ABC US03073E1055 0.10
Darden Restaurants Inc. DRI US2371941053 0.10
Kellogg Company K US4878361082 0.10
Evergy Inc. EVRG US30034W1062 0.10
Realty Income Corporation O US7561091049 0.10
Boston Properties Inc. BXP US1011211018 0.10
First Republic Bank FRC US33616C1009 0.10
Dow Inc. DOW US US2605571031 0.10
Loews Corporation L US5404241086 0.10
Hasbro Inc. HAS US4180561072 0.10
Las Vegas Sands Corp. LVS US5178341070 0.10
State Street Corporation STT US8574771031 0.10
Eastman Chemical Company EMN US2774321002 0.10
Align Technology Inc. ALGN US0162551016 0.10
CenterPoint Energy Inc. CNP US15189T1079 0.10
Church & Dwight Company Inc. CHD US1713401024 0.10
WellCare Health Plans Inc. WCG US94946T1060 0.10
JB Hunt Transport Services Inc. JBHT US4456581077 0.10
Ulta Beauty Inc. ULTA US90384S3031 0.10
Essex Property Trust Inc. ESS US2971781057 0.10
Varian Medical Systems Inc. VAR US92220P1057 0.10
ConAgra Brands Inc. CAG US2058871029 0.10
Broadridge Financial Solutions Inc. BR US11133T1034 0.09
EOG Resources Inc. EOG US26875P1012 0.09
Xilinx Inc. XLNX US9839191015 0.09
Expeditors International of Washington Inc. EXPD US3021301094 0.09
CoStar Group Inc. CSGP US22160N1090 0.09
Henry Schein Inc. HSIC US8064071025 0.09
Ventas Inc. VTR US92276F1003 0.09
Tractor Supply Company TSCO US8923561067 0.09
IAC/InterActiveCorp. IAC US44919P5089 0.09
Schlumberger Ltd. SLB AN8068571086 0.09
Monster Beverage Corporation MNST US61174X1090 0.09
Lennar Corporation LEN US5260571048 0.09
Williams Companies Inc. (The) WMB US9694571004 0.09
FMC Corporation FMC US3024913036 0.09
Arch Capital Group Ltd. ACGL BMG0450A1053 0.09
Western Union Company (The) WU US9598021098 0.09
DuPont de Nemours Inc. DD US26614N1028 0.09
Cooper Companies Inc. (The) COO US2166484020 0.09
Amdocs Limited DOX GB0022569080 0.09
Whirlpool Corporation WHR US9633201069 0.09
CF Industries Holdings Inc. CF US1252691001 0.09
Packaging Corporation of America PKG US6951561090 0.09
Textron Inc. TXT US8832031012 0.09
Allegion PLC ALLE IE00BFRT3W74 0.09
Tesla Inc. TSLA US88160R1014 0.09
Liberty Broadband Corporation, Class "C" LBRDK US5303073051 0.09
CenturyLink Inc. CTL US1567001060 0.09
Marvell Technology Group Ltd. MRVL BMG5876H1051 0.09
Comerica Incorporated CMA US2003401070 0.09
Globe Life Inc. GL US37959E1029 0.09
Pinnacle West Capital Corporation PNW US7234841010 0.08
Teleflex Incorporated TFX US8793691069 0.08
T-Mobile US Inc. TMUS US8725901040 0.08
TransUnion TRU US89400J1079 0.08
Burlington Stores Inc. BURL US1220171060 0.08
American Airlines Group Inc. AAL US02376R1023 0.08
Expedia Group Inc. EXPE US30212P3038 0.08
DENTSPLY SIRONA Inc. XRAY US24906P1093 0.08
Reinsurance Group of America Incorporated RGA US7593516047 0.08
Alliant Energy Corporation LNT US0188021085 0.08
Kohl's Corporation KSS US5002551043 0.08
Leidos Holdings Inc. LDOS US5253271028 0.08
Fidelity National Financial Inc. FNF US31620R3030 0.08
Raymond James Financial Inc. RJF US7547301090 0.08
Everest Re Group Ltd. RE BMG3223R1088 0.08
Interpublic Group of Companies Inc. (The) IPG US4606901001 0.08
MarketAxess Holdings Inc. MKTX US57060D1081 0.08
Garmin Ltd. GRMN CH0114405324 0.08
CH Robinson Worldwide Inc. CHRW US12541W2098 0.08
Nasdaq Inc. NDAQ US6311031081 0.08
Xylem Inc. XYL US98419M1009 0.08
IDEX Corporation IEX US45167R1041 0.08
Qorvo Inc. QRVO US74736K1016 0.08
Lamb Weston Holdings Inc. LW US5132721045 0.08
Masco Corporation MAS US5745991068 0.08
Gartner Inc. IT US3666511072 0.08
Regeneron Pharmaceuticals Inc. REGN US75886F1075 0.08
Old Dominion Freight Line Inc. ODFL US6795801009 0.08
Markel Corporation MKL US5705351048 0.08
W. R. Berkley Corporation WRB US0844231029 0.08
Huntington Ingalls Industries Inc. HII US4464131063 0.08
Alexion Pharmaceuticals Inc. ALXN US0153511094 0.08
HollyFrontier Corporation HFC US4361061082 0.08
Pioneer Natural Resources Company PXD US7237871071 0.08
Arconic Inc. ARNC US03965L1008 0.08
NiSource Inc. NI US65473P1057 0.08
Twitter Inc. TWTR US90184L1026 0.08
Public Storage PSA US74460D1090 0.08
International Flavors & Fragrances Inc. IFF US4595061015 0.08
SS&C Technologies Holdings Inc. SSNC US78467J1007 0.08
Jack Henry & Associates Inc. JKHY US4262811015 0.08
JM Smucker Company (The) SJM US8326964058 0.08
Alexandria Real Estate Equities Inc. ARE US0152711091 0.08
Healthpeak Properties Inc HCP US42250P1030 0.08
Lear Corporation LEA US5218652049 0.08
Hormel Foods Corporation HRL US4404521001 0.08
Noble Energy Inc. NBL US6550441058 0.08
E*TRADE Financial Corporation ETFC US2692464017 0.08
Alleghany Corp. Y US0171751003 0.08
Aramark ARMK US03852U1060 0.08
Steris PLC STE IE00BFY8C754 0.08
PulteGroup Inc. PHM US7458671010 0.07
Carlisle Companies Incorporated CSL US1423391002 0.07
Advance Auto Parts Inc. AAP US00751Y1064 0.07
SEI Investments Company SEIC US7841171033 0.07
Splunk Inc. SPLK US8486371045 0.07
Carnival Corporation CCL PA1436583006 0.07
Jacobs Engineering Group Inc. JEC US4698141078 0.07
Atmos Energy Corporation ATO US0495601058 0.07
TD Ameritrade Holding Corporation AMTD US87236Y1082 0.07
Palo Alto Networks Inc. PANW US6974351057 0.07
Crown Holdings Inc. CCK US2283681060 0.07
Cboe Global Markets Inc. CBOE US12503M1080 0.07
Teradyne Inc. TER US8807701029 0.07
Marathon Oil Corporation MRO US5658491064 0.07
SVB Financial Group SIVB US78486Q1013 0.07
Wynn Resorts Ltd. WYNN US9831341071 0.07
Zebra Technologies Corporation ZBRA US9892071054 0.07
Avery Dennison Corporation AVY US0536111091 0.07
Campbell Soup Company CPB US1344291091 0.07
Spirit AeroSystems Holdings Inc. SPR US8485741099 0.07
Xerox Corporation XRX US98421M1062 0.07
RPM International Inc. RPM US7496851038 0.07
Arrow Electronics Inc. ARW US0427351004 0.07
Zions Bancorporation NA ZION US9897011071 0.07
Snap-on Inc. SNA US8330341012 0.07
Alaska Air Group Inc. ALK US0116591092 0.07
Juniper Networks Inc. JNPR US48203R1041 0.07
Mid-America Apartment Communities Inc. MAA US59522J1034 0.07
FactSet Research Systems Inc. FDS US3030751057 0.07
Concho Resources Inc. CXO US20605P1012 0.07
Reliance Steel & Aluminum Company RS US7595091023 0.07
BorgWarner Inc. BWA US0997241064 0.07
OGE Energy Corporation OGE US6708371033 0.07
LKQ Corporation LKQ US5018892084 0.06
Fox Corporation, Class "A" FOXA US35137L1052 0.06
Mohawk Industries Inc. MHK US6081901042 0.06
Molson Coors Brewing Company, Class "B" NV TAP US60871R2094 0.06
F5 Networks Inc. FFIV US3156161024 0.06
Diamondback Energy Inc. FANG US25278X1090 0.06
Workday Inc. WDAY US98138H1014 0.06
Discovery Inc., Class "A" DISCA US25470F1049 0.06
UDR Inc. UDR US9026531049 0.06
Fortune Brands Home & Security Inc. FBHS US34964C1062 0.06
Domino's Pizza Inc. DPZ US25754A2015 0.06
Trimble Inc. TRMB US8962391004 0.06
Host Hotels & Resorts Inc. HST US44107P1049 0.06
Extra Space Storage Inc. EXR US30225T1025 0.06
ON Semiconductor Corporation ON US6821891057 0.06
Lennox International Inc. LII US5261071071 0.06
American Financial Group Inc. AFG US0259321042 0.06
Veeva Systems Inc., Class "A" VEEV US9224751084 0.06
Flex Ltd. FLEX SG9999000020 0.06
PerkinElmer Inc. PKI US7140461093 0.06
Unum Group UNM US91529Y1064 0.06
Voya Financial Inc. VOYA US9290891004 0.06
Harley-Davidson Inc. HOG US4128221086 0.06
Take-Two Interactive Software Inc. TTWO US8740541094 0.06
Corteva Inc. CTVA US22052L1044 0.06
Cheniere Energy Inc. LNG US16411R2085 0.06
Duke Realty Corporation DRE US2644115055 0.06
Brown & Brown Inc. BRO US1152361010 0.06
Mylan NV MYL NL0011031208 0.06
Sensata Technologies Holding PLC ST GB00BFMBMT84 0.06
DXC Technology Co DXC US23355L1061 0.06
Bunge Limited BG BMG169621056 0.06
UGI Corporation UGI US9026811052 0.06
Devon Energy Corporation DVN US25179M1036 0.06
Live Nation Entertainment Inc. LYV US5380341090 0.06
Norwegian Cruise Line Holdings Ltd. NCLH BMG667211046 0.06
Incyte Corporation INCY US45337C1027 0.06
Fortinet Inc. FTNT US34959E1091 0.06
Franklin Resources Inc. BEN US3546131018 0.06
Service Corporation International SCI US8175651046 0.06
Sun Communities Inc. SUI US8666741041 0.06
Booz Allen Hamilton Holding Corporation BAH US0995021062 0.06
Hubbell Inc. HUBB US4435106079 0.06
Owens Corning OC US6907421019 0.06
Jazz Pharmaceuticals PLC JAZZ IE00B4Q5ZN47 0.06
West Pharmaceutical Services Inc. WST US9553061055 0.06
Equity LifeStyle Properties Inc. ELS US29472R1086 0.06
Autoliv Inc. ALV US0528001094 0.05
Steel Dynamics Inc. STLD US8581191009 0.05
WestRock Company WRK US96145D1054 0.05
Wyndham Hotels & Resorts Inc. WH US98311A1051 0.05
Vornado Realty Trust VNO US9290421091 0.05
Jones Lang LaSalle Incorporated JLL US48020Q1076 0.05
Vistra Energy Corp. VST US92840M1027 0.05
Robert Half International Inc. RHI US7703231032 0.05
US Foods Holding Corporation USFD US9120081099 0.05
Post Holdings Inc. POST US7374461041 0.05
BioMarin Pharmaceutical Inc. BMRN US09061G1013 0.05
Ralph Lauren Corporation RL US7512121010 0.05
Vail Resorts Inc. MTN US91879Q1094 0.05
Teledyne Technologies Incorporated TDY US8793601050 0.05
Canadian Dollar 0.05
WP Carey Inc. WPC US92936U1097 0.05
Tyler Technologies Inc. TYL US9022521051 0.05
Donaldson Company Inc. DCI US2576511099 0.05
DISH Network Corporation DISH US25470M1099 0.05
Pentair PLC PNR IE00BLS09M33 0.05
NRG Energy Inc. NRG US6293775085 0.05
TechnipFMC PLC FTI GB00BDSFG982 0.05
Flowserve Corporation FLS US34354P1057 0.05
Nordson Corp NDSN US6556631025 0.05
Paycom Software Inc. PAYC US70432V1026 0.05
Toro Company (The) TTC US8910921084 0.05
XPO Logistics Inc. XPO US9837931008 0.05
Ingredion Incorporated INGR US4571871023 0.05
HEICO Corporation HEI US4228061093 0.05
Gentex Corporation GNTX US3719011096 0.05
Camden Property Trust CPT US1331311027 0.05
Newell Brands Inc. NWL US6512291062 0.05
HD Supply Holdings Inc. HDS US40416M1053 0.05
Halliburton Company HAL US4062161017 0.05
Alliance Data Systems Corporation ADS US0185811082 0.05
WABCO Holdings Inc. WBC US92927K1025 0.05
Westinghouse Air Brake Technologie WAB US9297401088 0.05
PVH Corp. PVH US6936561009 0.05
Liberty Media Corp-Liberty Formula One FWONK US5312298541 0.05
Allison Transmission Holdings Inc. ALSN US01973R1014 0.05
Black Knight Inc. BKI US09215C1053 0.05
National Oilwell Varco Inc. NOV US6370711011 0.05
Sealed Air Corporation SEE US81211K1007 0.05
Federal Realty Investment Trust FRT US3137472060 0.04
Arista Networks Inc. ANET US0404131064 0.04
Sirius XM Holdings Inc. SIRI US82968B1035 0.04
Albemarle Corporation ALB US0126531013 0.04
CDK Global Inc. CDK US12508E1010 0.04
IAA Inc. IAA US4492531037 0.04
Invesco Ltd. IVZ BMG491BT1088 0.04
Seattle Genetics Inc. SGEN US8125781026 0.04
Liberty Property Trust LPT US5311721048 0.04
East West Bancorp Inc. EWBC US27579R1041 0.04
Tapestry Inc. TPR US8760301072 0.04
Axalta Coating Systems Ltd. AXTA BMG0750C1082 0.04
Mosaic Company (The) MOS US61945C1036 0.04
Elanco Animal Health Inc. ELAN US28414H1032 0.04
Graco Inc. GGG US3841091040 0.04
Bio-Rad Laboratories Inc. BIO US0905722072 0.04
Kimco Realty Corporation KIM US49446R1095 0.04
Iron Mountain Incorporated IRM US46284V1017 0.04
Polaris Inc. PII US7310681025 0.04
DexCom Inc. DXCM US2521311074 0.04
Regency Centers Corporation REG US7588491032 0.04
Liberty SiriusXM Group, Class "A" LSXMA US5312294094 0.04
Old Republic International Corporation ORI US6802231042 0.04
Commerce Bancshares Inc. CBSH US2005251036 0.04
EPAM Systems Inc. EPAM US29414B1044 0.04
Pool Corporation POOL US73278L1052 0.04
Toll Brothers Inc. TOL US8894781033 0.04
VEREIT Inc. VER US92339V1008 0.04
SL Green Realty Corporation SLG US78440X1019 0.04
Guidewire Software Inc. GWRE US40171V1008 0.04
Catalent Inc. CTLT US1488061029 0.04
Signature Bank SBNY US82669G1040 0.04
Apache Corporation APA US0374111054 0.04
Sabre Corporation SABR US78573M1045 0.04
Omega Healthcare Investors Inc. OHI US6819361006 0.04
Middleby Corporation (The) MIDD US5962781010 0.04
National Retail Properties Inc. NNN US6374171063 0.04
AptarGroup Inc. ATR US0383361039 0.04
Cypress Semiconductor Corporation CY US2328061096 0.04
Jefferies Financial Group Inc. JEF US47233W1099 0.04
Kilroy Realty Corporation KRC US49427F1084 0.04
Apartment Investment & Management Company AIV US03748R7540 0.04
Perrigo Company PLC PRGO IE00BGH1M568 0.04
Fair Isaac Corporation FICO US3032501047 0.04
AO Smith Corporation AOS US8318652091 0.04
Lincoln Electric Holdings Inc. LECO US5339001068 0.04
JetBlue Airways Corporation JBLU US4771431016 0.04
People's United Financial Inc. PBCT US7127041058 0.04
Berry Global Group Inc. BERY US08579W1036 0.04
Dell Technologies Inc., Class "C" DELL US24703L2025 0.04
Gaming and Leisure Properties Inc. GLPI US36467J1088 0.04
Square Inc., Class "A" SQ US8522341036 0.04
Zayo Group Holdings Inc. ZAYO US98919V1052 0.04
Alnylam Pharmaceuticals Inc. ALNY US02043Q1076 0.04
Atlassian Corporation PLC, Class "A" TEAM GB00BZ09BD16 0.04
Targa Resources Corp. TRGP US87612G1013 0.04
CASH - BASE CASH 0.04
Molina Healthcare Inc. MOH US60855R1005 0.04
Invitation Homes Inc. INVH US46187W1071 0.04
WEX Inc. WEX US96208T1043 0.03
Cabot Oil & Gas Corporation COG US1270971039 0.03
VMware Inc. VMW US9285634021 0.03
First American Financial Corporation FAF US31847R1023 0.03
FLIR Systems Inc. FLIR US3024451011 0.03
Gap Inc. (The) GPS US3647601083 0.03
ServiceMaster Global Holdings Inc. SERV US81761R1095 0.03
Kraft Heinz Company (The) KHC US5007541064 0.03
Genpact Ltd. G BMG3922B1072 0.03
Altice USA Inc. ATUS US02156K1034 0.03
Herbalife Ltd. HLF KYG4412G1010 0.03
Bright Horizons Family Solutions Inc. BFAM US1091941005 0.03
Cognex Corporation CGNX US1924221039 0.03
Twilio Inc. TWLO US90138F1021 0.03
Aqua America Inc. WTR US03836W1036 0.03
Charles River Laboratories International Inc. CRL US1598641074 0.03
Lamar Advertising Company LAMR US5128161099 0.03
Nielsen Holdings PLC NLSN GB00BWFY5505 0.03
Hill-Rom Holdings Inc. HRC US4314751029 0.03
LPL Financial Holdings Inc. LPLA US50212V1008 0.03
PTC Inc. PTC US69370C1009 0.03
GoDaddy Inc. GDDY US3802371076 0.03
Rollins Inc. ROL US7757111049 0.03
News Corporation, Class "A" NWSA US65249B1098 0.03
Amcor PLC AMCR JE00BJ1F3079 0.03
ABIOMED Inc. ABMD US0036541003 0.03
VICI Properties Inc VICI US9256521090 0.03
Aspen Technology Inc. AZPN US0453271035 0.03
Watsco Inc. WSO US9426222009 0.03
Douglas Emmett Inc. DEI US25960P1093 0.03
Acuity Brands Inc. AYI US00508Y1029 0.03
American Campus Communities Inc. ACC US0248351001 0.03
MDU Resources Group Inc. MDU US5526901096 0.03
American Homes 4 Rent AMH US02665T3068 0.03
IPG Photonics Corporation IPGP US44980X1090 0.03
Exelixis Inc. EXEL US30161Q1040 0.03
Hexcel Corporation HXL US4282911084 0.02
Euronet Worldwide Inc. EEFT US2987361092 0.02
Ionis Pharmaceuticals Inc. IONS US4622221004 0.02
Neurocrine Biosciences Inc. NBIX US64125C1099 0.02
Discovery Inc., Class "C" DISCK US25470F3029 0.02
Baker Hughes Company BKR US05722G1004 0.02
Erie Indemnity Company ERIE US29530P1021 0.02
RingCentral Inc. RNG US76680R2067 0.02
Cullen/Frost Bankers Inc. CFR US2298991090 0.02
Sprint Corporation S US85207U1051 0.02
Credit Acceptance Corporation CACC US2253101016 0.02
Encompass Health Corp. EHC US29261A1007 0.02
Okta Inc. OKTA US6792951054 0.02
Assurant Inc. AIZ US04621X1081 0.02
Santander Consumer USA Holdings Inc. SC US80283M1018 0.02
Insulet Corporation PODD US45784P1012 0.02
AMERCO UHAL US0235861004 0.02
Five Below Inc. FIVE US33829M1018 0.02
STORE Capital Corporation STOR US8621211007 0.02
Dolby Laboratories Inc. DLB US25659T1079 0.02
AXA Equitable Holdings Inc. EQH US0545611057 0.02
Zillow Group Inc., Class "C" Z US98954M2008 0.02
Brown-Forman Corporation BF/A US1156371007 0.02
Masimo Corporation MASI US5747951003 0.02
PRA Health Sciences Inc. PRAH US69354M1080 0.02
Exact Sciences Corporation EXAS US30063P1057 0.02
Roku Inc. ROKU US77543R1023 0.02
Athene Holding Ltd., Class "A" ATH BMG0684D1074 0.02
National Instruments Corporation NATI US6365181022 0.02
Bio-Techne Corporation TECH US09073M1045 0.02
Sonoco Products Company SON US8354951027 0.02
Trade Desk Inc. (The) TTD US88339J1051 0.02
Healthcare Trust of America Inc. HTA US42225P5017 0.02
Medical Properties Trust Inc. MPW US58463J3041 0.02
Fox Corporation, Class "B" FOX US35137L2043 0.02
RenaissanceRe Holdings Ltd. RNR BMG7496G1033 0.02
GCI Liberty Inc GLIBA US36164V3050 0.02
Hyatt Hotels Corporation H US4485791028 0.02
Under Armour Inc., Class "A" UAA US9043111072 0.02
Westlake Chemical Corporation WLK US9604131022 0.02
KKR & Company Inc. KKR US48251W1045 0.02
Monolithic Power Systems Inc. MPWR US6098391054 0.02
Dunkin' Brands Group Inc. DNKN US2655041000 0.02
Continental Resources Inc. CLR US2120151012 0.02
Madison Square Garden Company (The) MSG US55825T1034 0.02
Woodward Inc. WWD US9807451037 0.02
Match Group Inc. MTCH US57665R1068 0.02
TripAdvisor Inc. TRIP US8969452015 0.02
Under Armour Inc., Class "C" UA US9043112062 0.02
Zendesk Inc. ZEN US98936J1016 0.02
Royal Gold Inc. RGLD US7802871084 0.02
Blackstone Group Inc/The BX US09260D1072 0.02
Snap Inc. SNAP US83304A1060 0.02
Coty Inc., Class "A" COTY US2220702037 0.02
Liberty SiriusXM Group, Class "C" LSXMK US5312296073 0.02
Ciena Corporation CIEN US1717793095 0.02
Synovus Financial Corporation SNV US87161C5013 0.02
Curtiss-Wright Corporation CW US2315611010 0.02
United States Dollar 0.01
Parsley Energy Inc. PE US7018771029 0.01
Cable One Inc. CABO US12685J1051 0.01
Caesars Entertainment Corporation CZR US1276861036 0.01
Avangrid Inc. AGR US05351W1036 0.01
CyrusOne Inc. CONE US23283R1005 0.01
Casey's General Stores Inc. CASY US1475281036 0.01
Bruker Corporation BRKR US1167941087 0.01
Southern Copper Corporation SCCO US84265V1052 0.01
Planet Fitness Inc. PLNT US72703H1014 0.01
Coupa Software Inc. COUP US22266L1061 0.01
Entegris Inc. ENTG US29362U1043 0.01
Ubiquiti Networks Inc. UBNT US90353W1036 0.01
Proofpoint Inc. PFPT US7434241037 0.01
Universal Display Corporation OLED US91347P1057 0.01
Chemed Corporation CHE US16359R1032 0.01
DocuSign Inc. DOCU US2561631068 0.01
CubeSmart CUBE US2296631094 0.01
Wayfair Inc. W US94419L1017 0.01
RealPage Inc. RP US75606N1090 0.01
AECOM ACM US00766T1007 0.01
Keurig Dr Pepper Inc. KDP US49271V1008 0.01
Grand Canyon Education Inc. LOPE US38526M1062 0.01
First Solar Inc. FSLR US3364331070 0.01
EPR Properties EPR US26884U1097 0.01
Genesee & Wyoming Inc. GWR US3715591059 0.01
Gardner Denver Holdings Inc. GDI US36555P1075 0.01
Sarepta Therapeutics Inc. SRPT US8036071004 0.01
CACI International Inc. CACI US1271903049 0.01
Americold Realty Trust COLD US03064D1081 0.01
BWX Technologies Inc. BWXT US05605H1005 0.01
BOK Financial Corporation BOKF US05561Q2012 0.01
CNA Financial Corporation CNA US1261171003 0.01
MGM Growth Properties LLC, Class "A" MGP US55303A1051 0.01
Popular Inc. BPOP PR7331747001 0.01
Columbia Sportswear Company COLM US1985161066 0.01
HubSpot Inc. HUBS US4435731009 0.01
Bluebird Bio Inc. BLUE US09609G1004 0.01
Ceridian HCM Holding Inc. CDAY US15677J1088 0.01
News Corporation, Class "B" NWS US65249B2088 0.01
Etsy Inc. ETSY US29786A1060 0.01
Liberty Broadband Corporation LBRDA US5303071071 0.01
Morningstar Inc. MORN US6177001095 0.01
Haemonetics Corporation HAE US4050241003 0.01
IDACORP Inc. IDA US4511071064 0.01
Brixmor Property Group Inc. BRX US11120U1051 0.01
Sage Therapeutics Inc. SAGE US78667J1088 0.01
New York Community Bancorp Inc. NYCB US6494451031 0.01
Knight-Swift Transportation Holdings Inc. KNX US4990491049 0.01
Carvana Co CVNA US1468691027 0.01
Howard Hughes Corporation (The) HHC US44267D1072 0.01
GrubHub Inc. GRUB US4001101025 0.01
Novocure Limited NVCR JE00BYSS4X48 0.01
Scotts Miracle-Gro Company (The), Class "A" SMG US8101861065 0.01
World Wrestling Entertainment Inc. WWE US98156Q1085 0.01
Tallgrass Energy GP LP TGE US8746961072 0.01
Avantor Inc. AVTR US05352A1007 0.01
Zillow Group Inc. ZG US98954M1018 0.00
CoreSite Realty Corporation COR US21870Q1058 0.00
MongoDB Inc. MDB US60937P1066 0.00
Uber Technologies Inc. UBER US90353T1007 0.00
Alteryx Inc AYX US02156B1035 0.00
Anaplan Inc. PLAN US03272L1089 0.00
Paylocity Holding Corporation PCTY US70438V1061 0.00
Dropbox Inc. DBX US26210C1045 0.00
Avalara Inc. AVLR US05338G1067 0.00
Zscaler Inc. ZS US98980G1022 0.00
Pegasystems Inc. PEGA US7055731035 0.00
Smartsheet Inc SMAR US83200N1037 0.00
Guardant Health Inc. GH US40131M1099 0.00
Slack Technologies Inc., Class "A" WORK US83088V1026 0.00
Ares Management Corp. ARES US03990B1017 0.00
SPECTRUM BRANDS HOLDINGS SPB US84790A1051 0.00
Liberty Media Group FWONA US5312298707 0.00
Pinterest Inc PINS US72352L1061 0.00
Lyft Inc LYFT US55087P1049 0.00
Pilgrim's Pride Corporation PPC US72147K1088 0.00
Elastic NV ESTC NL0013056914 0.00
Zoom Video Communications Inc. ZM US98980L1017 0.00
Tradeweb Markets Inc. TW US8926721064 0.00
Moderna Inc. MRNA US60770K1079 0.00
SolarWinds Corp SWI US83417Q1058 0.00
Levi Strauss & Co. LEVI US52736R1023 0.00
Chewy Inc. CHWY US16679L1098 0.00
Crowdstrike Holdings Inc. CRWD US22788C1053 0.00
Adaptive Biotechnologies Corporation ADPT US00650F1093 0.00
Beyond Meat Inc BYND US08862E1091 0.00
DISH Network Corporation - 2019-12-12 US25470M1172 0.00

Management

Picture of Dimensional Fund Advisors.
Dimensional Fund Advisors

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

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

Index Approach

Market exposure

Define the target range of securities for the specific index.

Market exposure

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

Portfolio structure

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

Portfolio structure

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

Implementation

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

This approach is designed to:

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