John Hancock Multifactor Mid Cap ETF (JHMM US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Mid Cap Index targets U.S. operating companies whose market caps rank from the 200th to the 951st largest at reconstitution, drawn from a free-float-adjusted universe of NYSE, NYSE American, and NASDAQ Global Market listings. Constituents are weighted by free-float market cap after systematic tilts: within the eligible set, smaller companies, lower relative price (typically lower P/B), ...