Core Insights - The John Hancock Multifactor Developed International ETF (JHMD US) is based on the John Hancock Dimensional Developed International Index, which focuses on developed markets outside the U.S. and Canada, emphasizing smaller size, lower relative price, and higher profitability [1] Group 1: Portfolio Construction Methodology - The index includes securities that are generally in the top ~85% by market cap of each country and the top ~90% across all eligible countries at the time of reconstitution [1] - The methodology starts with free-float-adjusted market-cap weights and applies adjustments based on country-level size, relative price, and profitability, giving higher weights to smaller-cap, lower-price, and higher-profitability stocks [1] - A single-company cap of 4% is enforced at reconstitution, with an interim reduction trigger of ≥4.75% for securities-related businesses [1] - The index undergoes semiannual reconstitution and rebalancing, and depositary receipts may be utilized where appropriate [1]